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Author SHA1 Message Date
agentson
e711d6702a fix: deduplicate missing-key warnings and normalize match_details
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Addresses second round of PR #102 review:
- _warn_missing_key(): logs each missing key only once per engine instance
  to prevent log spam in high-frequency trading loops
- _build_match_details(): uses _safe_float() normalized values instead of
  raw market_data to ensure consistent float types in logging/analysis
- Test: verify warning fires exactly once across repeated calls
- Test: verify match_details contains normalized float values

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-08 20:41:20 +09:00
agentson
d2fc829380 fix: add safe type casting and missing-key warnings in ScenarioEngine
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CI / test (pull_request) Has been cancelled
Addresses PR #102 review findings:
- _safe_float() prevents TypeError from str/Decimal/invalid market_data values
- Warning logs when condition references a key missing from market_data
- 5 new tests: string, percent string, Decimal, mixed invalid types, log check

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-08 16:23:54 +09:00
agentson
9599b188e8 feat: implement local scenario engine for playbook execution (issue #80)
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ScenarioEngine evaluates pre-defined playbook scenarios against real-time
market data with sub-100ms execution (zero API calls). Supports condition
AND-matching, global portfolio rules, and first-match-wins priority.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-08 02:23:53 +09:00
c43660a58c Merge pull request 'feat: add strategy/playbook Pydantic models (issue #79)' (#99) from feature/issue-79-strategy-models into main
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2026-02-08 02:19:48 +09:00
2 changed files with 712 additions and 0 deletions

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"""Local scenario engine for playbook execution.
Matches real-time market conditions against pre-defined scenarios
without any API calls. Designed for sub-100ms execution.
"""
from __future__ import annotations
import logging
from dataclasses import dataclass, field
from typing import Any
from src.strategy.models import (
DayPlaybook,
GlobalRule,
ScenarioAction,
StockCondition,
StockScenario,
)
logger = logging.getLogger(__name__)
@dataclass
class ScenarioMatch:
"""Result of matching market conditions against scenarios."""
stock_code: str
matched_scenario: StockScenario | None
action: ScenarioAction
confidence: int
rationale: str
global_rule_triggered: GlobalRule | None = None
match_details: dict[str, Any] = field(default_factory=dict)
class ScenarioEngine:
"""Evaluates playbook scenarios against real-time market data.
No API calls — pure Python condition matching.
Expected market_data keys: "rsi", "volume_ratio", "current_price", "price_change_pct".
Callers must normalize data source keys to match this contract.
"""
def __init__(self) -> None:
self._warned_keys: set[str] = set()
@staticmethod
def _safe_float(value: Any) -> float | None:
"""Safely cast a value to float. Returns None on failure."""
if value is None:
return None
try:
return float(value)
except (ValueError, TypeError):
return None
def _warn_missing_key(self, key: str) -> None:
"""Log a missing-key warning once per key per engine instance."""
if key not in self._warned_keys:
self._warned_keys.add(key)
logger.warning("Condition requires '%s' but key missing from market_data", key)
def evaluate(
self,
playbook: DayPlaybook,
stock_code: str,
market_data: dict[str, Any],
portfolio_data: dict[str, Any],
) -> ScenarioMatch:
"""Match market conditions to scenarios and return a decision.
Algorithm:
1. Check global rules first (portfolio-level circuit breakers)
2. Find the StockPlaybook for the given stock_code
3. Iterate scenarios in order (first match wins)
4. If no match, return playbook.default_action (HOLD)
Args:
playbook: Today's DayPlaybook for this market
stock_code: Stock ticker to evaluate
market_data: Real-time market data (price, rsi, volume_ratio, etc.)
portfolio_data: Portfolio state (pnl_pct, total_cash, etc.)
Returns:
ScenarioMatch with the decision
"""
# 1. Check global rules
triggered_rule = self.check_global_rules(playbook, portfolio_data)
if triggered_rule is not None:
logger.info(
"Global rule triggered for %s: %s -> %s",
stock_code,
triggered_rule.condition,
triggered_rule.action.value,
)
return ScenarioMatch(
stock_code=stock_code,
matched_scenario=None,
action=triggered_rule.action,
confidence=100,
rationale=f"Global rule: {triggered_rule.rationale or triggered_rule.condition}",
global_rule_triggered=triggered_rule,
)
# 2. Find stock playbook
stock_pb = playbook.get_stock_playbook(stock_code)
if stock_pb is None:
logger.debug("No playbook for %s — defaulting to %s", stock_code, playbook.default_action)
return ScenarioMatch(
stock_code=stock_code,
matched_scenario=None,
action=playbook.default_action,
confidence=0,
rationale=f"No scenarios defined for {stock_code}",
)
# 3. Iterate scenarios (first match wins)
for scenario in stock_pb.scenarios:
if self.evaluate_condition(scenario.condition, market_data):
logger.info(
"Scenario matched for %s: %s (confidence=%d)",
stock_code,
scenario.action.value,
scenario.confidence,
)
return ScenarioMatch(
stock_code=stock_code,
matched_scenario=scenario,
action=scenario.action,
confidence=scenario.confidence,
rationale=scenario.rationale,
match_details=self._build_match_details(scenario.condition, market_data),
)
# 4. No match — default action
logger.debug("No scenario matched for %s — defaulting to %s", stock_code, playbook.default_action)
return ScenarioMatch(
stock_code=stock_code,
matched_scenario=None,
action=playbook.default_action,
confidence=0,
rationale="No scenario conditions met — holding position",
)
def check_global_rules(
self,
playbook: DayPlaybook,
portfolio_data: dict[str, Any],
) -> GlobalRule | None:
"""Check portfolio-level rules. Returns first triggered rule or None."""
for rule in playbook.global_rules:
if self._evaluate_global_condition(rule.condition, portfolio_data):
return rule
return None
def evaluate_condition(
self,
condition: StockCondition,
market_data: dict[str, Any],
) -> bool:
"""Evaluate all non-None fields in condition as AND.
Returns True only if ALL specified conditions are met.
Empty condition (no fields set) returns False for safety.
"""
if not condition.has_any_condition():
return False
checks: list[bool] = []
rsi = self._safe_float(market_data.get("rsi"))
if condition.rsi_below is not None or condition.rsi_above is not None:
if "rsi" not in market_data:
self._warn_missing_key("rsi")
if condition.rsi_below is not None:
checks.append(rsi is not None and rsi < condition.rsi_below)
if condition.rsi_above is not None:
checks.append(rsi is not None and rsi > condition.rsi_above)
volume_ratio = self._safe_float(market_data.get("volume_ratio"))
if condition.volume_ratio_above is not None or condition.volume_ratio_below is not None:
if "volume_ratio" not in market_data:
self._warn_missing_key("volume_ratio")
if condition.volume_ratio_above is not None:
checks.append(volume_ratio is not None and volume_ratio > condition.volume_ratio_above)
if condition.volume_ratio_below is not None:
checks.append(volume_ratio is not None and volume_ratio < condition.volume_ratio_below)
price = self._safe_float(market_data.get("current_price"))
if condition.price_above is not None or condition.price_below is not None:
if "current_price" not in market_data:
self._warn_missing_key("current_price")
if condition.price_above is not None:
checks.append(price is not None and price > condition.price_above)
if condition.price_below is not None:
checks.append(price is not None and price < condition.price_below)
price_change_pct = self._safe_float(market_data.get("price_change_pct"))
if condition.price_change_pct_above is not None or condition.price_change_pct_below is not None:
if "price_change_pct" not in market_data:
self._warn_missing_key("price_change_pct")
if condition.price_change_pct_above is not None:
checks.append(price_change_pct is not None and price_change_pct > condition.price_change_pct_above)
if condition.price_change_pct_below is not None:
checks.append(price_change_pct is not None and price_change_pct < condition.price_change_pct_below)
return len(checks) > 0 and all(checks)
def _evaluate_global_condition(
self,
condition_str: str,
portfolio_data: dict[str, Any],
) -> bool:
"""Evaluate a simple global condition string against portfolio data.
Supports: "field < value", "field > value", "field <= value", "field >= value"
"""
parts = condition_str.strip().split()
if len(parts) != 3:
logger.warning("Invalid global condition format: %s", condition_str)
return False
field_name, operator, value_str = parts
try:
threshold = float(value_str)
except ValueError:
logger.warning("Invalid threshold in condition: %s", condition_str)
return False
actual = portfolio_data.get(field_name)
if actual is None:
return False
try:
actual_val = float(actual)
except (ValueError, TypeError):
return False
if operator == "<":
return actual_val < threshold
elif operator == ">":
return actual_val > threshold
elif operator == "<=":
return actual_val <= threshold
elif operator == ">=":
return actual_val >= threshold
else:
logger.warning("Unknown operator in condition: %s", operator)
return False
def _build_match_details(
self,
condition: StockCondition,
market_data: dict[str, Any],
) -> dict[str, Any]:
"""Build a summary of which conditions matched and their normalized values."""
details: dict[str, Any] = {}
if condition.rsi_below is not None or condition.rsi_above is not None:
details["rsi"] = self._safe_float(market_data.get("rsi"))
if condition.volume_ratio_above is not None or condition.volume_ratio_below is not None:
details["volume_ratio"] = self._safe_float(market_data.get("volume_ratio"))
if condition.price_above is not None or condition.price_below is not None:
details["current_price"] = self._safe_float(market_data.get("current_price"))
if condition.price_change_pct_above is not None or condition.price_change_pct_below is not None:
details["price_change_pct"] = self._safe_float(market_data.get("price_change_pct"))
return details

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"""Tests for the local scenario engine."""
from __future__ import annotations
from datetime import date
import pytest
from src.strategy.models import (
DayPlaybook,
GlobalRule,
ScenarioAction,
StockCondition,
StockPlaybook,
StockScenario,
)
from src.strategy.scenario_engine import ScenarioEngine, ScenarioMatch
@pytest.fixture
def engine() -> ScenarioEngine:
return ScenarioEngine()
def _scenario(
rsi_below: float | None = None,
rsi_above: float | None = None,
volume_ratio_above: float | None = None,
action: ScenarioAction = ScenarioAction.BUY,
confidence: int = 85,
**kwargs,
) -> StockScenario:
return StockScenario(
condition=StockCondition(
rsi_below=rsi_below,
rsi_above=rsi_above,
volume_ratio_above=volume_ratio_above,
**kwargs,
),
action=action,
confidence=confidence,
rationale=f"Test scenario: {action.value}",
)
def _playbook(
stock_code: str = "005930",
scenarios: list[StockScenario] | None = None,
global_rules: list[GlobalRule] | None = None,
default_action: ScenarioAction = ScenarioAction.HOLD,
) -> DayPlaybook:
if scenarios is None:
scenarios = [_scenario(rsi_below=30.0)]
return DayPlaybook(
date=date(2026, 2, 7),
market="KR",
stock_playbooks=[StockPlaybook(stock_code=stock_code, scenarios=scenarios)],
global_rules=global_rules or [],
default_action=default_action,
)
# ---------------------------------------------------------------------------
# evaluate_condition
# ---------------------------------------------------------------------------
class TestEvaluateCondition:
def test_rsi_below_match(self, engine: ScenarioEngine) -> None:
cond = StockCondition(rsi_below=30.0)
assert engine.evaluate_condition(cond, {"rsi": 25.0})
def test_rsi_below_no_match(self, engine: ScenarioEngine) -> None:
cond = StockCondition(rsi_below=30.0)
assert not engine.evaluate_condition(cond, {"rsi": 35.0})
def test_rsi_above_match(self, engine: ScenarioEngine) -> None:
cond = StockCondition(rsi_above=70.0)
assert engine.evaluate_condition(cond, {"rsi": 75.0})
def test_rsi_above_no_match(self, engine: ScenarioEngine) -> None:
cond = StockCondition(rsi_above=70.0)
assert not engine.evaluate_condition(cond, {"rsi": 65.0})
def test_volume_ratio_above_match(self, engine: ScenarioEngine) -> None:
cond = StockCondition(volume_ratio_above=3.0)
assert engine.evaluate_condition(cond, {"volume_ratio": 4.5})
def test_volume_ratio_below_match(self, engine: ScenarioEngine) -> None:
cond = StockCondition(volume_ratio_below=1.0)
assert engine.evaluate_condition(cond, {"volume_ratio": 0.5})
def test_price_above_match(self, engine: ScenarioEngine) -> None:
cond = StockCondition(price_above=50000)
assert engine.evaluate_condition(cond, {"current_price": 55000})
def test_price_below_match(self, engine: ScenarioEngine) -> None:
cond = StockCondition(price_below=50000)
assert engine.evaluate_condition(cond, {"current_price": 45000})
def test_price_change_pct_above_match(self, engine: ScenarioEngine) -> None:
cond = StockCondition(price_change_pct_above=2.0)
assert engine.evaluate_condition(cond, {"price_change_pct": 3.5})
def test_price_change_pct_below_match(self, engine: ScenarioEngine) -> None:
cond = StockCondition(price_change_pct_below=-3.0)
assert engine.evaluate_condition(cond, {"price_change_pct": -4.0})
def test_multiple_conditions_and_logic(self, engine: ScenarioEngine) -> None:
cond = StockCondition(rsi_below=30.0, volume_ratio_above=3.0)
# Both met
assert engine.evaluate_condition(cond, {"rsi": 25.0, "volume_ratio": 4.0})
# Only RSI met
assert not engine.evaluate_condition(cond, {"rsi": 25.0, "volume_ratio": 2.0})
# Only volume met
assert not engine.evaluate_condition(cond, {"rsi": 35.0, "volume_ratio": 4.0})
# Neither met
assert not engine.evaluate_condition(cond, {"rsi": 35.0, "volume_ratio": 2.0})
def test_empty_condition_returns_false(self, engine: ScenarioEngine) -> None:
cond = StockCondition()
assert not engine.evaluate_condition(cond, {"rsi": 25.0})
def test_missing_data_returns_false(self, engine: ScenarioEngine) -> None:
cond = StockCondition(rsi_below=30.0)
assert not engine.evaluate_condition(cond, {})
def test_none_data_returns_false(self, engine: ScenarioEngine) -> None:
cond = StockCondition(rsi_below=30.0)
assert not engine.evaluate_condition(cond, {"rsi": None})
def test_boundary_value_not_matched(self, engine: ScenarioEngine) -> None:
"""rsi_below=30 should NOT match rsi=30 (strict less than)."""
cond = StockCondition(rsi_below=30.0)
assert not engine.evaluate_condition(cond, {"rsi": 30.0})
def test_boundary_value_above_not_matched(self, engine: ScenarioEngine) -> None:
"""rsi_above=70 should NOT match rsi=70 (strict greater than)."""
cond = StockCondition(rsi_above=70.0)
assert not engine.evaluate_condition(cond, {"rsi": 70.0})
def test_string_value_no_exception(self, engine: ScenarioEngine) -> None:
"""String numeric value should not raise TypeError."""
cond = StockCondition(rsi_below=30.0)
# "25" can be cast to float → should match
assert engine.evaluate_condition(cond, {"rsi": "25"})
# "35" → should not match
assert not engine.evaluate_condition(cond, {"rsi": "35"})
def test_percent_string_returns_false(self, engine: ScenarioEngine) -> None:
"""Percent string like '30%' cannot be cast to float → False, no exception."""
cond = StockCondition(rsi_below=30.0)
assert not engine.evaluate_condition(cond, {"rsi": "30%"})
def test_decimal_value_no_exception(self, engine: ScenarioEngine) -> None:
"""Decimal values should be safely handled."""
from decimal import Decimal
cond = StockCondition(rsi_below=30.0)
assert engine.evaluate_condition(cond, {"rsi": Decimal("25.0")})
def test_mixed_invalid_types_no_exception(self, engine: ScenarioEngine) -> None:
"""Various invalid types should not raise exceptions."""
cond = StockCondition(
rsi_below=30.0, volume_ratio_above=2.0,
price_above=100, price_change_pct_below=-1.0,
)
data = {
"rsi": [25], # list
"volume_ratio": "bad", # non-numeric string
"current_price": {}, # dict
"price_change_pct": object(), # arbitrary object
}
# Should return False (invalid types → None → False), never raise
assert not engine.evaluate_condition(cond, data)
def test_missing_key_logs_warning_once(self, caplog) -> None:
"""Missing key warning should fire only once per key per engine instance."""
import logging
eng = ScenarioEngine()
cond = StockCondition(rsi_below=30.0)
with caplog.at_level(logging.WARNING):
eng.evaluate_condition(cond, {})
eng.evaluate_condition(cond, {})
eng.evaluate_condition(cond, {})
# Warning should appear exactly once despite 3 calls
assert caplog.text.count("'rsi' but key missing") == 1
# ---------------------------------------------------------------------------
# check_global_rules
# ---------------------------------------------------------------------------
class TestCheckGlobalRules:
def test_no_rules(self, engine: ScenarioEngine) -> None:
pb = _playbook(global_rules=[])
result = engine.check_global_rules(pb, {"portfolio_pnl_pct": -1.0})
assert result is None
def test_rule_triggered(self, engine: ScenarioEngine) -> None:
pb = _playbook(
global_rules=[
GlobalRule(
condition="portfolio_pnl_pct < -2.0",
action=ScenarioAction.REDUCE_ALL,
rationale="Near circuit breaker",
),
]
)
result = engine.check_global_rules(pb, {"portfolio_pnl_pct": -2.5})
assert result is not None
assert result.action == ScenarioAction.REDUCE_ALL
def test_rule_not_triggered(self, engine: ScenarioEngine) -> None:
pb = _playbook(
global_rules=[
GlobalRule(
condition="portfolio_pnl_pct < -2.0",
action=ScenarioAction.REDUCE_ALL,
),
]
)
result = engine.check_global_rules(pb, {"portfolio_pnl_pct": -1.0})
assert result is None
def test_first_rule_wins(self, engine: ScenarioEngine) -> None:
pb = _playbook(
global_rules=[
GlobalRule(condition="portfolio_pnl_pct < -2.0", action=ScenarioAction.REDUCE_ALL),
GlobalRule(condition="portfolio_pnl_pct < -1.0", action=ScenarioAction.HOLD),
]
)
result = engine.check_global_rules(pb, {"portfolio_pnl_pct": -2.5})
assert result is not None
assert result.action == ScenarioAction.REDUCE_ALL
def test_greater_than_operator(self, engine: ScenarioEngine) -> None:
pb = _playbook(
global_rules=[
GlobalRule(condition="volatility_index > 30", action=ScenarioAction.HOLD),
]
)
result = engine.check_global_rules(pb, {"volatility_index": 35})
assert result is not None
def test_missing_field_not_triggered(self, engine: ScenarioEngine) -> None:
pb = _playbook(
global_rules=[
GlobalRule(condition="unknown_field < -2.0", action=ScenarioAction.REDUCE_ALL),
]
)
result = engine.check_global_rules(pb, {"portfolio_pnl_pct": -5.0})
assert result is None
def test_invalid_condition_format(self, engine: ScenarioEngine) -> None:
pb = _playbook(
global_rules=[
GlobalRule(condition="bad format", action=ScenarioAction.HOLD),
]
)
result = engine.check_global_rules(pb, {})
assert result is None
def test_le_operator(self, engine: ScenarioEngine) -> None:
pb = _playbook(
global_rules=[
GlobalRule(condition="portfolio_pnl_pct <= -2.0", action=ScenarioAction.REDUCE_ALL),
]
)
assert engine.check_global_rules(pb, {"portfolio_pnl_pct": -2.0}) is not None
assert engine.check_global_rules(pb, {"portfolio_pnl_pct": -1.9}) is None
def test_ge_operator(self, engine: ScenarioEngine) -> None:
pb = _playbook(
global_rules=[
GlobalRule(condition="volatility >= 80.0", action=ScenarioAction.HOLD),
]
)
assert engine.check_global_rules(pb, {"volatility": 80.0}) is not None
assert engine.check_global_rules(pb, {"volatility": 79.9}) is None
# ---------------------------------------------------------------------------
# evaluate (full pipeline)
# ---------------------------------------------------------------------------
class TestEvaluate:
def test_scenario_match(self, engine: ScenarioEngine) -> None:
pb = _playbook(scenarios=[_scenario(rsi_below=30.0)])
result = engine.evaluate(pb, "005930", {"rsi": 25.0}, {})
assert result.action == ScenarioAction.BUY
assert result.confidence == 85
assert result.matched_scenario is not None
def test_no_scenario_match_returns_default(self, engine: ScenarioEngine) -> None:
pb = _playbook(scenarios=[_scenario(rsi_below=30.0)])
result = engine.evaluate(pb, "005930", {"rsi": 50.0}, {})
assert result.action == ScenarioAction.HOLD
assert result.confidence == 0
assert result.matched_scenario is None
def test_stock_not_in_playbook(self, engine: ScenarioEngine) -> None:
pb = _playbook(stock_code="005930")
result = engine.evaluate(pb, "AAPL", {"rsi": 25.0}, {})
assert result.action == ScenarioAction.HOLD
assert result.confidence == 0
def test_global_rule_takes_priority(self, engine: ScenarioEngine) -> None:
pb = _playbook(
scenarios=[_scenario(rsi_below=30.0)],
global_rules=[
GlobalRule(
condition="portfolio_pnl_pct < -2.0",
action=ScenarioAction.REDUCE_ALL,
rationale="Loss limit",
),
],
)
result = engine.evaluate(
pb,
"005930",
{"rsi": 25.0}, # Would match scenario
{"portfolio_pnl_pct": -2.5}, # But global rule triggers first
)
assert result.action == ScenarioAction.REDUCE_ALL
assert result.global_rule_triggered is not None
assert result.matched_scenario is None
def test_first_scenario_wins(self, engine: ScenarioEngine) -> None:
pb = _playbook(
scenarios=[
_scenario(rsi_below=30.0, action=ScenarioAction.BUY, confidence=90),
_scenario(rsi_below=25.0, action=ScenarioAction.BUY, confidence=95),
]
)
result = engine.evaluate(pb, "005930", {"rsi": 20.0}, {})
# Both match, but first wins
assert result.confidence == 90
def test_sell_scenario(self, engine: ScenarioEngine) -> None:
pb = _playbook(
scenarios=[
_scenario(rsi_above=75.0, action=ScenarioAction.SELL, confidence=80),
]
)
result = engine.evaluate(pb, "005930", {"rsi": 80.0}, {})
assert result.action == ScenarioAction.SELL
def test_empty_playbook(self, engine: ScenarioEngine) -> None:
pb = DayPlaybook(date=date(2026, 2, 7), market="KR", stock_playbooks=[])
result = engine.evaluate(pb, "005930", {"rsi": 25.0}, {})
assert result.action == ScenarioAction.HOLD
def test_match_details_populated(self, engine: ScenarioEngine) -> None:
pb = _playbook(scenarios=[_scenario(rsi_below=30.0, volume_ratio_above=2.0)])
result = engine.evaluate(
pb, "005930", {"rsi": 25.0, "volume_ratio": 3.0}, {}
)
assert result.match_details.get("rsi") == 25.0
assert result.match_details.get("volume_ratio") == 3.0
def test_custom_default_action(self, engine: ScenarioEngine) -> None:
pb = _playbook(
scenarios=[_scenario(rsi_below=10.0)], # Very unlikely to match
default_action=ScenarioAction.SELL,
)
result = engine.evaluate(pb, "005930", {"rsi": 50.0}, {})
assert result.action == ScenarioAction.SELL
def test_multiple_stocks_in_playbook(self, engine: ScenarioEngine) -> None:
pb = DayPlaybook(
date=date(2026, 2, 7),
market="US",
stock_playbooks=[
StockPlaybook(
stock_code="AAPL",
scenarios=[_scenario(rsi_below=25.0, confidence=90)],
),
StockPlaybook(
stock_code="MSFT",
scenarios=[_scenario(rsi_above=75.0, action=ScenarioAction.SELL, confidence=80)],
),
],
)
aapl = engine.evaluate(pb, "AAPL", {"rsi": 20.0}, {})
assert aapl.action == ScenarioAction.BUY
assert aapl.confidence == 90
msft = engine.evaluate(pb, "MSFT", {"rsi": 80.0}, {})
assert msft.action == ScenarioAction.SELL
def test_complex_multi_condition(self, engine: ScenarioEngine) -> None:
pb = _playbook(
scenarios=[
_scenario(
rsi_below=30.0,
volume_ratio_above=3.0,
price_change_pct_below=-2.0,
confidence=95,
),
]
)
# All conditions met
result = engine.evaluate(
pb,
"005930",
{"rsi": 22.0, "volume_ratio": 4.0, "price_change_pct": -3.0},
{},
)
assert result.action == ScenarioAction.BUY
assert result.confidence == 95
# One condition not met
result2 = engine.evaluate(
pb,
"005930",
{"rsi": 22.0, "volume_ratio": 4.0, "price_change_pct": -1.0},
{},
)
assert result2.action == ScenarioAction.HOLD
def test_scenario_match_returns_rationale(self, engine: ScenarioEngine) -> None:
pb = _playbook(scenarios=[_scenario(rsi_below=30.0)])
result = engine.evaluate(pb, "005930", {"rsi": 25.0}, {})
assert result.rationale != ""
def test_result_stock_code(self, engine: ScenarioEngine) -> None:
pb = _playbook()
result = engine.evaluate(pb, "005930", {"rsi": 25.0}, {})
assert result.stock_code == "005930"
def test_match_details_normalized(self, engine: ScenarioEngine) -> None:
"""match_details should contain _safe_float normalized values, not raw."""
pb = _playbook(scenarios=[_scenario(rsi_below=30.0)])
# Pass string value — should be normalized to float in match_details
result = engine.evaluate(pb, "005930", {"rsi": "25.0"}, {})
assert result.action == ScenarioAction.BUY
assert result.match_details["rsi"] == 25.0
assert isinstance(result.match_details["rsi"], float)