feat: US market code 정합성, Telegram 명령 4종, 손절 모니터링 (#132)

- MARKET_SHORTHAND + expand_market_codes()로 config "US" → schedule "US_NASDAQ/NYSE/AMEX" 자동 확장
- /report, /scenarios, /review, /dashboard 텔레그램 명령 추가
- price_change_pct를 trading_cycle과 run_daily_session에 주입
- HOLD시 get_open_position 기반 손절 모니터링 및 자동 SELL 오버라이드
- 대시보드 /api/status 동적 market 조회로 변경

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>

docs/requirements-log.md

@@ -64,3 +64,25 @@
 **참고:** Realtime 모드 전용. Daily 모드는 배치 효율성을 위해 정적 watchlist 사용.
 
 **이슈/PR:** #76, #77
+
+---
+
+## 2026-02-10
+
+### 코드 리뷰 시 플랜-구현 일치 검증 규칙
+
+**배경:**
+- 코드 리뷰 시 플랜(EnterPlanMode에서 승인된 계획)과 실제 구현이 일치하는지 확인하는 절차가 없었음
+- 플랜과 다른 구현이 리뷰 없이 통과될 위험
+
+**요구사항:**
+1. 모든 PR 리뷰에서 플랜-구현 일치 여부를 필수 체크
+2. 플랜에 없는 변경은 정당한 사유 필요
+3. 플랜 항목이 누락되면 PR 설명에 사유 기록
+4. 스코프가 플랜과 일치하는지 확인
+
+**구현 결과:**
+- `docs/workflow.md`에 Code Review Checklist 섹션 추가
+  - Plan Consistency (필수), Safety & Constraints, Quality, Workflow 4개 카테고리
+
+**이슈/PR:** #114

docs/workflow.md

@@ -74,3 +74,37 @@ task_tool(
 ```
 
 Use `run_in_background=True` for independent tasks that don't block subsequent work.
+
+## Code Review Checklist
+
+**CRITICAL: Every PR review MUST verify plan-implementation consistency.**
+
+Before approving any PR, the reviewer (human or agent) must check ALL of the following:
+
+### 1. Plan Consistency (MANDATORY)
+
+- [ ] **Implementation matches the approved plan** — Compare the actual code changes against the plan created during `EnterPlanMode`. Every item in the plan must be addressed.
+- [ ] **No unplanned changes** — If the implementation includes changes not in the plan, they must be explicitly justified.
+- [ ] **No plan items omitted** — If any planned item was skipped, the reason must be documented in the PR description.
+- [ ] **Scope matches** — The PR does not exceed or fall short of the planned scope.
+
+### 2. Safety & Constraints
+
+- [ ] `src/core/risk_manager.py` is unchanged (READ-ONLY)
+- [ ] Circuit breaker threshold not weakened (only stricter allowed)
+- [ ] Fat-finger protection (30% max order) still enforced
+- [ ] Confidence < 80 still forces HOLD
+- [ ] No hardcoded API keys or secrets
+
+### 3. Quality
+
+- [ ] All new/modified code has corresponding tests
+- [ ] Test coverage >= 80%
+- [ ] `ruff check src/ tests/` passes (no lint errors)
+- [ ] No `assert` statements removed from tests
+
+### 4. Workflow
+
+- [ ] PR references the Gitea issue number
+- [ ] Feature branch follows naming convention (`feature/issue-N-description`)
+- [ ] Commit messages are clear and descriptive

pyproject.toml

@@ -9,6 +9,8 @@ dependencies = [
     "pydantic-settings>=2.1,<3",
     "google-genai>=1.0,<2",
     "scipy>=1.11,<2",
+    "fastapi>=0.110,<1",
+    "uvicorn>=0.29,<1",
 ]
 
 [project.optional-dependencies]

src/analysis/scanner.py

@@ -108,7 +108,7 @@ class MarketScanner:
             self.context_store.set_context(
                 ContextLayer.L7_REALTIME,
                 timeframe,
-                f"{market.code}_{stock_code}_volatility",
+                f"volatility_{market.code}_{stock_code}",
                 {
                     "price": metrics.current_price,
                     "atr": metrics.atr,
@@ -179,7 +179,7 @@ class MarketScanner:
         self.context_store.set_context(
             ContextLayer.L7_REALTIME,
             timeframe,
-            f"{market.code}_scan_result",
+            f"scan_result_{market.code}",
             {
                 "total_scanned": len(valid_metrics),
                 "top_movers": [m.stock_code for m in top_movers],

src/config.py

@@ -83,6 +83,11 @@ class Settings(BaseSettings):
     TELEGRAM_COMMANDS_ENABLED: bool = True
     TELEGRAM_POLLING_INTERVAL: float = 1.0  # seconds
 
+    # Dashboard (optional)
+    DASHBOARD_ENABLED: bool = False
+    DASHBOARD_HOST: str = "127.0.0.1"
+    DASHBOARD_PORT: int = Field(default=8080, ge=1, le=65535)
+
     model_config = {"env_file": ".env", "env_file_encoding": "utf-8"}
 
     @property
@@ -96,4 +101,7 @@ class Settings(BaseSettings):
     @property
     def enabled_market_list(self) -> list[str]:
         """Parse ENABLED_MARKETS into list of market codes."""
-        return [m.strip() for m in self.ENABLED_MARKETS.split(",") if m.strip()]
+        from src.markets.schedule import expand_market_codes
+
+        raw = [m.strip() for m in self.ENABLED_MARKETS.split(",") if m.strip()]
+        return expand_market_codes(raw)

src/context/__init__.py

@@ -5,6 +5,7 @@ The context tree implements Pillar 2: hierarchical memory management across
 """
 
 from src.context.layer import ContextLayer
+from src.context.scheduler import ContextScheduler
 from src.context.store import ContextStore
 
-__all__ = ["ContextLayer", "ContextStore"]
+__all__ = ["ContextLayer", "ContextScheduler", "ContextStore"]

src/context/aggregator.py

@@ -18,52 +18,83 @@ class ContextAggregator:
         self.conn = conn
         self.store = ContextStore(conn)
 
-    def aggregate_daily_from_trades(self, date: str | None = None) -> None:
+    def aggregate_daily_from_trades(
+        self, date: str | None = None, market: str | None = None
+    ) -> None:
         """Aggregate L6 (daily) context from trades table.
 
         Args:
             date: Date in YYYY-MM-DD format. If None, uses today.
+            market: Market code filter (e.g., "KR", "US"). If None, aggregates all markets.
         """
         if date is None:
             date = datetime.now(UTC).date().isoformat()
 
-        # Calculate daily metrics from trades
-        cursor = self.conn.execute(
-            """
-            SELECT
-                COUNT(*) as trade_count,
-                SUM(CASE WHEN action = 'BUY' THEN 1 ELSE 0 END) as buys,
-                SUM(CASE WHEN action = 'SELL' THEN 1 ELSE 0 END) as sells,
-                SUM(CASE WHEN action = 'HOLD' THEN 1 ELSE 0 END) as holds,
-                AVG(confidence) as avg_confidence,
-                SUM(pnl) as total_pnl,
-                COUNT(DISTINCT stock_code) as unique_stocks,
-                SUM(CASE WHEN pnl > 0 THEN 1 ELSE 0 END) as wins,
-                SUM(CASE WHEN pnl < 0 THEN 1 ELSE 0 END) as losses
-            FROM trades
-            WHERE DATE(timestamp) = ?
-            """,
-            (date,),
-        )
-        row = cursor.fetchone()
-
-        if row and row[0] > 0:  # At least one trade
-            trade_count, buys, sells, holds, avg_conf, total_pnl, stocks, wins, losses = row
-
-            # Store daily metrics in L6
-            self.store.set_context(ContextLayer.L6_DAILY, date, "trade_count", trade_count)
-            self.store.set_context(ContextLayer.L6_DAILY, date, "buys", buys)
-            self.store.set_context(ContextLayer.L6_DAILY, date, "sells", sells)
-            self.store.set_context(ContextLayer.L6_DAILY, date, "holds", holds)
-            self.store.set_context(
-                ContextLayer.L6_DAILY, date, "avg_confidence", round(avg_conf, 2)
+        if market is None:
+            cursor = self.conn.execute(
+                """
+                SELECT DISTINCT market
+                FROM trades
+                WHERE DATE(timestamp) = ?
+                """,
+                (date,),
             )
-            self.store.set_context(
-                ContextLayer.L6_DAILY, date, "total_pnl", round(total_pnl, 2)
+            markets = [row[0] for row in cursor.fetchall() if row[0]]
+        else:
+            markets = [market]
+
+        for market_code in markets:
+            # Calculate daily metrics from trades for the market
+            cursor = self.conn.execute(
+                """
+                SELECT
+                    COUNT(*) as trade_count,
+                    SUM(CASE WHEN action = 'BUY' THEN 1 ELSE 0 END) as buys,
+                    SUM(CASE WHEN action = 'SELL' THEN 1 ELSE 0 END) as sells,
+                    SUM(CASE WHEN action = 'HOLD' THEN 1 ELSE 0 END) as holds,
+                    AVG(confidence) as avg_confidence,
+                    SUM(pnl) as total_pnl,
+                    COUNT(DISTINCT stock_code) as unique_stocks,
+                    SUM(CASE WHEN pnl > 0 THEN 1 ELSE 0 END) as wins,
+                    SUM(CASE WHEN pnl < 0 THEN 1 ELSE 0 END) as losses
+                FROM trades
+                WHERE DATE(timestamp) = ? AND market = ?
+                """,
+                (date, market_code),
             )
-            self.store.set_context(ContextLayer.L6_DAILY, date, "unique_stocks", stocks)
-            win_rate = round(wins / max(wins + losses, 1) * 100, 2)
-            self.store.set_context(ContextLayer.L6_DAILY, date, "win_rate", win_rate)
+            row = cursor.fetchone()
+
+            if row and row[0] > 0:  # At least one trade
+                trade_count, buys, sells, holds, avg_conf, total_pnl, stocks, wins, losses = row
+
+                key_suffix = f"_{market_code}"
+
+                # Store daily metrics in L6 with market suffix
+                self.store.set_context(
+                    ContextLayer.L6_DAILY, date, f"trade_count{key_suffix}", trade_count
+                )
+                self.store.set_context(ContextLayer.L6_DAILY, date, f"buys{key_suffix}", buys)
+                self.store.set_context(ContextLayer.L6_DAILY, date, f"sells{key_suffix}", sells)
+                self.store.set_context(ContextLayer.L6_DAILY, date, f"holds{key_suffix}", holds)
+                self.store.set_context(
+                    ContextLayer.L6_DAILY,
+                    date,
+                    f"avg_confidence{key_suffix}",
+                    round(avg_conf, 2),
+                )
+                self.store.set_context(
+                    ContextLayer.L6_DAILY,
+                    date,
+                    f"total_pnl{key_suffix}",
+                    round(total_pnl, 2),
+                )
+                self.store.set_context(
+                    ContextLayer.L6_DAILY, date, f"unique_stocks{key_suffix}", stocks
+                )
+                win_rate = round(wins / max(wins + losses, 1) * 100, 2)
+                self.store.set_context(
+                    ContextLayer.L6_DAILY, date, f"win_rate{key_suffix}", win_rate
+                )
 
     def aggregate_weekly_from_daily(self, week: str | None = None) -> None:
         """Aggregate L5 (weekly) context from L6 (daily).
@@ -92,14 +123,25 @@ class ContextAggregator:
             daily_data[row[0]].append(json.loads(row[1]))
 
         if daily_data:
-            # Sum all PnL values
+            # Sum all PnL values (market-specific if suffixed)
             if "total_pnl" in daily_data:
                 total_pnl = sum(daily_data["total_pnl"])
                 self.store.set_context(
                     ContextLayer.L5_WEEKLY, week, "weekly_pnl", round(total_pnl, 2)
                 )
 
-            # Average all confidence values
+            for key, values in daily_data.items():
+                if key.startswith("total_pnl_"):
+                    market_code = key.split("total_pnl_", 1)[1]
+                    total_pnl = sum(values)
+                    self.store.set_context(
+                        ContextLayer.L5_WEEKLY,
+                        week,
+                        f"weekly_pnl_{market_code}",
+                        round(total_pnl, 2),
+                    )
+
+            # Average all confidence values (market-specific if suffixed)
             if "avg_confidence" in daily_data:
                 conf_values = daily_data["avg_confidence"]
                 avg_conf = sum(conf_values) / len(conf_values)
@@ -107,6 +149,17 @@ class ContextAggregator:
                     ContextLayer.L5_WEEKLY, week, "avg_confidence", round(avg_conf, 2)
                 )
 
+            for key, values in daily_data.items():
+                if key.startswith("avg_confidence_"):
+                    market_code = key.split("avg_confidence_", 1)[1]
+                    avg_conf = sum(values) / len(values)
+                    self.store.set_context(
+                        ContextLayer.L5_WEEKLY,
+                        week,
+                        f"avg_confidence_{market_code}",
+                        round(avg_conf, 2),
+                    )
+
     def aggregate_monthly_from_weekly(self, month: str | None = None) -> None:
         """Aggregate L4 (monthly) context from L5 (weekly).
 
@@ -135,8 +188,16 @@ class ContextAggregator:
 
         if weekly_data:
             # Sum all weekly PnL values
+            total_pnl_values: list[float] = []
             if "weekly_pnl" in weekly_data:
-                total_pnl = sum(weekly_data["weekly_pnl"])
+                total_pnl_values.extend(weekly_data["weekly_pnl"])
+
+            for key, values in weekly_data.items():
+                if key.startswith("weekly_pnl_"):
+                    total_pnl_values.extend(values)
+
+            if total_pnl_values:
+                total_pnl = sum(total_pnl_values)
                 self.store.set_context(
                     ContextLayer.L4_MONTHLY, month, "monthly_pnl", round(total_pnl, 2)
                 )
@@ -230,21 +291,44 @@ class ContextAggregator:
             )
 
     def run_all_aggregations(self) -> None:
-        """Run all aggregations from L7 to L1 (bottom-up)."""
+        """Run all aggregations from L7 to L1 (bottom-up).
+
+        All timeframes are derived from the latest trade timestamp so that
+        past data re-aggregation produces consistent results across layers.
+        """
+        cursor = self.conn.execute("SELECT MAX(timestamp) FROM trades")
+        row = cursor.fetchone()
+        if not row or row[0] is None:
+            return
+
+        ts_raw = row[0]
+        if ts_raw.endswith("Z"):
+            ts_raw = ts_raw.replace("Z", "+00:00")
+        latest_ts = datetime.fromisoformat(ts_raw)
+        trade_date = latest_ts.date()
+        date_str = trade_date.isoformat()
+
+        iso_year, iso_week, _ = trade_date.isocalendar()
+        week_str = f"{iso_year}-W{iso_week:02d}"
+        month_str = f"{trade_date.year}-{trade_date.month:02d}"
+        quarter = (trade_date.month - 1) // 3 + 1
+        quarter_str = f"{trade_date.year}-Q{quarter}"
+        year_str = str(trade_date.year)
+
         # L7 (trades) → L6 (daily)
-        self.aggregate_daily_from_trades()
+        self.aggregate_daily_from_trades(date_str)
 
         # L6 (daily) → L5 (weekly)
-        self.aggregate_weekly_from_daily()
+        self.aggregate_weekly_from_daily(week_str)
 
         # L5 (weekly) → L4 (monthly)
-        self.aggregate_monthly_from_weekly()
+        self.aggregate_monthly_from_weekly(month_str)
 
         # L4 (monthly) → L3 (quarterly)
-        self.aggregate_quarterly_from_monthly()
+        self.aggregate_quarterly_from_monthly(quarter_str)
 
         # L3 (quarterly) → L2 (annual)
-        self.aggregate_annual_from_quarterly()
+        self.aggregate_annual_from_quarterly(year_str)
 
         # L2 (annual) → L1 (legacy)
         self.aggregate_legacy_from_annual()

src/context/scheduler.py

@@ -0,0 +1,135 @@
+"""Context aggregation scheduler for periodic rollups and cleanup."""
+
+from __future__ import annotations
+
+import sqlite3
+from calendar import monthrange
+from dataclasses import dataclass
+from datetime import UTC, datetime
+
+from src.context.aggregator import ContextAggregator
+from src.context.store import ContextStore
+
+
+@dataclass(frozen=True)
+class ScheduleResult:
+    """Represents which scheduled tasks ran."""
+
+    weekly: bool = False
+    monthly: bool = False
+    quarterly: bool = False
+    annual: bool = False
+    legacy: bool = False
+    cleanup: bool = False
+
+
+class ContextScheduler:
+    """Run periodic context aggregations and cleanup when due."""
+
+    def __init__(
+        self,
+        conn: sqlite3.Connection | None = None,
+        aggregator: ContextAggregator | None = None,
+        store: ContextStore | None = None,
+    ) -> None:
+        if aggregator is None:
+            if conn is None:
+                raise ValueError("conn is required when aggregator is not provided")
+            aggregator = ContextAggregator(conn)
+        self.aggregator = aggregator
+
+        if store is None:
+            store = getattr(aggregator, "store", None)
+        if store is None:
+            if conn is None:
+                raise ValueError("conn is required when store is not provided")
+            store = ContextStore(conn)
+        self.store = store
+
+        self._last_run: dict[str, str] = {}
+
+    def run_if_due(self, now: datetime | None = None) -> ScheduleResult:
+        """Run scheduled aggregations if their schedule is due.
+
+        Args:
+            now: Current datetime (UTC). If None, uses current time.
+
+        Returns:
+            ScheduleResult indicating which tasks ran.
+        """
+        if now is None:
+            now = datetime.now(UTC)
+
+        today = now.date().isoformat()
+        result = ScheduleResult()
+
+        if self._should_run("cleanup", today):
+            self.store.cleanup_expired_contexts()
+            result = self._with(result, cleanup=True)
+
+        if self._is_sunday(now) and self._should_run("weekly", today):
+            week = now.strftime("%Y-W%V")
+            self.aggregator.aggregate_weekly_from_daily(week)
+            result = self._with(result, weekly=True)
+
+        if self._is_last_day_of_month(now) and self._should_run("monthly", today):
+            month = now.strftime("%Y-%m")
+            self.aggregator.aggregate_monthly_from_weekly(month)
+            result = self._with(result, monthly=True)
+
+        if self._is_last_day_of_quarter(now) and self._should_run("quarterly", today):
+            quarter = self._current_quarter(now)
+            self.aggregator.aggregate_quarterly_from_monthly(quarter)
+            result = self._with(result, quarterly=True)
+
+        if self._is_last_day_of_year(now) and self._should_run("annual", today):
+            year = str(now.year)
+            self.aggregator.aggregate_annual_from_quarterly(year)
+            result = self._with(result, annual=True)
+
+            # Legacy rollup runs after annual aggregation.
+            self.aggregator.aggregate_legacy_from_annual()
+            result = self._with(result, legacy=True)
+
+        return result
+
+    def _should_run(self, key: str, date_str: str) -> bool:
+        if self._last_run.get(key) == date_str:
+            return False
+        self._last_run[key] = date_str
+        return True
+
+    @staticmethod
+    def _is_sunday(now: datetime) -> bool:
+        return now.weekday() == 6
+
+    @staticmethod
+    def _is_last_day_of_month(now: datetime) -> bool:
+        last_day = monthrange(now.year, now.month)[1]
+        return now.day == last_day
+
+    @classmethod
+    def _is_last_day_of_quarter(cls, now: datetime) -> bool:
+        if now.month not in (3, 6, 9, 12):
+            return False
+        return cls._is_last_day_of_month(now)
+
+    @staticmethod
+    def _is_last_day_of_year(now: datetime) -> bool:
+        return now.month == 12 and now.day == 31
+
+    @staticmethod
+    def _current_quarter(now: datetime) -> str:
+        quarter = (now.month - 1) // 3 + 1
+        return f"{now.year}-Q{quarter}"
+
+    @staticmethod
+    def _with(result: ScheduleResult, **kwargs: bool) -> ScheduleResult:
+        return ScheduleResult(
+            weekly=kwargs.get("weekly", result.weekly),
+            monthly=kwargs.get("monthly", result.monthly),
+            quarterly=kwargs.get("quarterly", result.quarterly),
+            annual=kwargs.get("annual", result.annual),
+            legacy=kwargs.get("legacy", result.legacy),
+            cleanup=kwargs.get("cleanup", result.cleanup),
+        )

src/dashboard/__init__.py

@@ -0,0 +1,5 @@
+"""FastAPI dashboard package for observability APIs."""
+
+from src.dashboard.app import create_dashboard_app
+
+__all__ = ["create_dashboard_app"]

src/dashboard/app.py

@@ -0,0 +1,361 @@
+"""FastAPI application for observability dashboard endpoints."""
+
+from __future__ import annotations
+
+import json
+import sqlite3
+from datetime import UTC, datetime
+from pathlib import Path
+from typing import Any
+
+from fastapi import FastAPI, HTTPException, Query
+from fastapi.responses import FileResponse
+
+
+def create_dashboard_app(db_path: str) -> FastAPI:
+    """Create dashboard FastAPI app bound to a SQLite database path."""
+    app = FastAPI(title="The Ouroboros Dashboard", version="1.0.0")
+    app.state.db_path = db_path
+
+    @app.get("/")
+    def index() -> FileResponse:
+        index_path = Path(__file__).parent / "static" / "index.html"
+        return FileResponse(index_path)
+
+    @app.get("/api/status")
+    def get_status() -> dict[str, Any]:
+        today = datetime.now(UTC).date().isoformat()
+        with _connect(db_path) as conn:
+            market_rows = conn.execute(
+                """
+                SELECT DISTINCT market FROM (
+                    SELECT market FROM trades WHERE DATE(timestamp) = ?
+                    UNION
+                    SELECT market FROM decision_logs WHERE DATE(timestamp) = ?
+                    UNION
+                    SELECT market FROM playbooks WHERE date = ?
+                ) ORDER BY market
+                """,
+                (today, today, today),
+            ).fetchall()
+            markets = [row[0] for row in market_rows] if market_rows else []
+            market_status: dict[str, Any] = {}
+            total_trades = 0
+            total_pnl = 0.0
+            total_decisions = 0
+            for market in markets:
+                trade_row = conn.execute(
+                    """
+                    SELECT COUNT(*) AS c, COALESCE(SUM(pnl), 0.0) AS p
+                    FROM trades
+                    WHERE DATE(timestamp) = ? AND market = ?
+                    """,
+                    (today, market),
+                ).fetchone()
+                decision_row = conn.execute(
+                    """
+                    SELECT COUNT(*) AS c
+                    FROM decision_logs
+                    WHERE DATE(timestamp) = ? AND market = ?
+                    """,
+                    (today, market),
+                ).fetchone()
+                playbook_row = conn.execute(
+                    """
+                    SELECT status
+                    FROM playbooks
+                    WHERE date = ? AND market = ?
+                    LIMIT 1
+                    """,
+                    (today, market),
+                ).fetchone()
+                market_status[market] = {
+                    "trade_count": int(trade_row["c"] if trade_row else 0),
+                    "total_pnl": float(trade_row["p"] if trade_row else 0.0),
+                    "decision_count": int(decision_row["c"] if decision_row else 0),
+                    "playbook_status": playbook_row["status"] if playbook_row else None,
+                }
+                total_trades += market_status[market]["trade_count"]
+                total_pnl += market_status[market]["total_pnl"]
+                total_decisions += market_status[market]["decision_count"]
+
+            return {
+                "date": today,
+                "markets": market_status,
+                "totals": {
+                    "trade_count": total_trades,
+                    "total_pnl": round(total_pnl, 2),
+                    "decision_count": total_decisions,
+                },
+            }
+
+    @app.get("/api/playbook/{date_str}")
+    def get_playbook(date_str: str, market: str = Query("KR")) -> dict[str, Any]:
+        with _connect(db_path) as conn:
+            row = conn.execute(
+                """
+                SELECT date, market, status, playbook_json, generated_at,
+                       token_count, scenario_count, match_count
+                FROM playbooks
+                WHERE date = ? AND market = ?
+                """,
+                (date_str, market),
+            ).fetchone()
+            if row is None:
+                raise HTTPException(status_code=404, detail="playbook not found")
+            return {
+                "date": row["date"],
+                "market": row["market"],
+                "status": row["status"],
+                "playbook": json.loads(row["playbook_json"]),
+                "generated_at": row["generated_at"],
+                "token_count": row["token_count"],
+                "scenario_count": row["scenario_count"],
+                "match_count": row["match_count"],
+            }
+
+    @app.get("/api/scorecard/{date_str}")
+    def get_scorecard(date_str: str, market: str = Query("KR")) -> dict[str, Any]:
+        key = f"scorecard_{market}"
+        with _connect(db_path) as conn:
+            row = conn.execute(
+                """
+                SELECT value
+                FROM contexts
+                WHERE layer = 'L6_DAILY' AND timeframe = ? AND key = ?
+                """,
+                (date_str, key),
+            ).fetchone()
+            if row is None:
+                raise HTTPException(status_code=404, detail="scorecard not found")
+            return {"date": date_str, "market": market, "scorecard": json.loads(row["value"])}
+
+    @app.get("/api/performance")
+    def get_performance(market: str = Query("all")) -> dict[str, Any]:
+        with _connect(db_path) as conn:
+            if market == "all":
+                by_market_rows = conn.execute(
+                    """
+                    SELECT market,
+                           COUNT(*) AS total_trades,
+                           SUM(CASE WHEN pnl > 0 THEN 1 ELSE 0 END) AS wins,
+                           SUM(CASE WHEN pnl < 0 THEN 1 ELSE 0 END) AS losses,
+                           COALESCE(SUM(pnl), 0.0) AS total_pnl,
+                           COALESCE(AVG(confidence), 0.0) AS avg_confidence
+                    FROM trades
+                    GROUP BY market
+                    ORDER BY market
+                    """
+                ).fetchall()
+                combined = _performance_from_rows(by_market_rows)
+                return {
+                    "market": "all",
+                    "combined": combined,
+                    "by_market": [
+                        _row_to_performance(row)
+                        for row in by_market_rows
+                    ],
+                }
+
+            row = conn.execute(
+                """
+                SELECT market,
+                       COUNT(*) AS total_trades,
+                       SUM(CASE WHEN pnl > 0 THEN 1 ELSE 0 END) AS wins,
+                       SUM(CASE WHEN pnl < 0 THEN 1 ELSE 0 END) AS losses,
+                       COALESCE(SUM(pnl), 0.0) AS total_pnl,
+                       COALESCE(AVG(confidence), 0.0) AS avg_confidence
+                FROM trades
+                WHERE market = ?
+                GROUP BY market
+                """,
+                (market,),
+            ).fetchone()
+            if row is None:
+                return {"market": market, "metrics": _empty_performance(market)}
+            return {"market": market, "metrics": _row_to_performance(row)}
+
+    @app.get("/api/context/{layer}")
+    def get_context_layer(
+        layer: str,
+        timeframe: str | None = Query(default=None),
+        limit: int = Query(default=100, ge=1, le=1000),
+    ) -> dict[str, Any]:
+        with _connect(db_path) as conn:
+            if timeframe is None:
+                rows = conn.execute(
+                    """
+                    SELECT timeframe, key, value, updated_at
+                    FROM contexts
+                    WHERE layer = ?
+                    ORDER BY updated_at DESC
+                    LIMIT ?
+                    """,
+                    (layer, limit),
+                ).fetchall()
+            else:
+                rows = conn.execute(
+                    """
+                    SELECT timeframe, key, value, updated_at
+                    FROM contexts
+                    WHERE layer = ? AND timeframe = ?
+                    ORDER BY key
+                    LIMIT ?
+                    """,
+                    (layer, timeframe, limit),
+                ).fetchall()
+
+            entries = [
+                {
+                    "timeframe": row["timeframe"],
+                    "key": row["key"],
+                    "value": json.loads(row["value"]),
+                    "updated_at": row["updated_at"],
+                }
+                for row in rows
+            ]
+            return {
+                "layer": layer,
+                "timeframe": timeframe,
+                "count": len(entries),
+                "entries": entries,
+            }
+
+    @app.get("/api/decisions")
+    def get_decisions(
+        market: str = Query("KR"),
+        limit: int = Query(default=50, ge=1, le=500),
+    ) -> dict[str, Any]:
+        with _connect(db_path) as conn:
+            rows = conn.execute(
+                """
+                SELECT decision_id, timestamp, stock_code, market, exchange_code,
+                       action, confidence, rationale, context_snapshot, input_data,
+                       outcome_pnl, outcome_accuracy
+                FROM decision_logs
+                WHERE market = ?
+                ORDER BY timestamp DESC
+                LIMIT ?
+                """,
+                (market, limit),
+            ).fetchall()
+            decisions = []
+            for row in rows:
+                decisions.append(
+                    {
+                        "decision_id": row["decision_id"],
+                        "timestamp": row["timestamp"],
+                        "stock_code": row["stock_code"],
+                        "market": row["market"],
+                        "exchange_code": row["exchange_code"],
+                        "action": row["action"],
+                        "confidence": row["confidence"],
+                        "rationale": row["rationale"],
+                        "context_snapshot": json.loads(row["context_snapshot"]),
+                        "input_data": json.loads(row["input_data"]),
+                        "outcome_pnl": row["outcome_pnl"],
+                        "outcome_accuracy": row["outcome_accuracy"],
+                    }
+                )
+            return {"market": market, "count": len(decisions), "decisions": decisions}
+
+    @app.get("/api/scenarios/active")
+    def get_active_scenarios(
+        market: str = Query("US"),
+        date_str: str | None = Query(default=None),
+        limit: int = Query(default=50, ge=1, le=500),
+    ) -> dict[str, Any]:
+        if date_str is None:
+            date_str = datetime.now(UTC).date().isoformat()
+
+        with _connect(db_path) as conn:
+            rows = conn.execute(
+                """
+                SELECT timestamp, stock_code, action, confidence, rationale, context_snapshot
+                FROM decision_logs
+                WHERE market = ? AND DATE(timestamp) = ?
+                ORDER BY timestamp DESC
+                LIMIT ?
+                """,
+                (market, date_str, limit),
+            ).fetchall()
+            matches: list[dict[str, Any]] = []
+            for row in rows:
+                snapshot = json.loads(row["context_snapshot"])
+                scenario_match = snapshot.get("scenario_match", {})
+                if not isinstance(scenario_match, dict) or not scenario_match:
+                    continue
+                matches.append(
+                    {
+                        "timestamp": row["timestamp"],
+                        "stock_code": row["stock_code"],
+                        "action": row["action"],
+                        "confidence": row["confidence"],
+                        "rationale": row["rationale"],
+                        "scenario_match": scenario_match,
+                    }
+                )
+            return {"market": market, "date": date_str, "count": len(matches), "matches": matches}
+
+    return app
+
+
+def _connect(db_path: str) -> sqlite3.Connection:
+    conn = sqlite3.connect(db_path)
+    conn.row_factory = sqlite3.Row
+    return conn
+
+
+def _row_to_performance(row: sqlite3.Row) -> dict[str, Any]:
+    wins = int(row["wins"] or 0)
+    losses = int(row["losses"] or 0)
+    total = int(row["total_trades"] or 0)
+    win_rate = round((wins / (wins + losses) * 100), 2) if (wins + losses) > 0 else 0.0
+    return {
+        "market": row["market"],
+        "total_trades": total,
+        "wins": wins,
+        "losses": losses,
+        "win_rate": win_rate,
+        "total_pnl": round(float(row["total_pnl"] or 0.0), 2),
+        "avg_confidence": round(float(row["avg_confidence"] or 0.0), 2),
+    }
+
+
+def _performance_from_rows(rows: list[sqlite3.Row]) -> dict[str, Any]:
+    total_trades = 0
+    wins = 0
+    losses = 0
+    total_pnl = 0.0
+    confidence_weighted = 0.0
+    for row in rows:
+        market_total = int(row["total_trades"] or 0)
+        market_conf = float(row["avg_confidence"] or 0.0)
+        total_trades += market_total
+        wins += int(row["wins"] or 0)
+        losses += int(row["losses"] or 0)
+        total_pnl += float(row["total_pnl"] or 0.0)
+        confidence_weighted += market_total * market_conf
+    win_rate = round((wins / (wins + losses) * 100), 2) if (wins + losses) > 0 else 0.0
+    avg_confidence = round(confidence_weighted / total_trades, 2) if total_trades > 0 else 0.0
+    return {
+        "market": "all",
+        "total_trades": total_trades,
+        "wins": wins,
+        "losses": losses,
+        "win_rate": win_rate,
+        "total_pnl": round(total_pnl, 2),
+        "avg_confidence": avg_confidence,
+    }
+
+
+def _empty_performance(market: str) -> dict[str, Any]:
+    return {
+        "market": market,
+        "total_trades": 0,
+        "wins": 0,
+        "losses": 0,
+        "win_rate": 0.0,
+        "total_pnl": 0.0,
+        "avg_confidence": 0.0,
+    }

src/dashboard/static/index.html

@@ -0,0 +1,61 @@
+<!doctype html>
+<html lang="en">
+  <head>
+    <meta charset="UTF-8" />
+    <meta name="viewport" content="width=device-width, initial-scale=1.0" />
+    <title>The Ouroboros Dashboard</title>
+    <style>
+      :root {
+        --bg: #0b1724;
+        --panel: #12263a;
+        --fg: #e6eef7;
+        --muted: #9fb3c8;
+        --accent: #3cb371;
+      }
+      body {
+        margin: 0;
+        font-family: ui-monospace, SFMono-Regular, Menlo, monospace;
+        background: radial-gradient(circle at top left, #173b58, var(--bg));
+        color: var(--fg);
+      }
+      .wrap {
+        max-width: 900px;
+        margin: 48px auto;
+        padding: 0 16px;
+      }
+      .card {
+        background: color-mix(in oklab, var(--panel), black 12%);
+        border: 1px solid #28455f;
+        border-radius: 12px;
+        padding: 20px;
+      }
+      h1 {
+        margin-top: 0;
+      }
+      code {
+        color: var(--accent);
+      }
+      li {
+        margin: 6px 0;
+        color: var(--muted);
+      }
+    </style>
+  </head>
+  <body>
+    <div class="wrap">
+      <div class="card">
+        <h1>The Ouroboros Dashboard API</h1>
+        <p>Use the following endpoints:</p>
+        <ul>
+          <li><code>/api/status</code></li>
+          <li><code>/api/playbook/{date}?market=KR</code></li>
+          <li><code>/api/scorecard/{date}?market=KR</code></li>
+          <li><code>/api/performance?market=all</code></li>
+          <li><code>/api/context/{layer}</code></li>
+          <li><code>/api/decisions?market=KR</code></li>
+          <li><code>/api/scenarios/active?market=US</code></li>
+        </ul>
+      </div>
+    </div>
+  </body>
+</html>

src/db.py

@@ -6,6 +6,7 @@ import json
 import sqlite3
 from datetime import UTC, datetime
 from pathlib import Path
+from typing import Any
 
 
 def init_db(db_path: str) -> sqlite3.Connection:
@@ -26,7 +27,8 @@ def init_db(db_path: str) -> sqlite3.Connection:
             price REAL,
             pnl REAL DEFAULT 0.0,
             market TEXT DEFAULT 'KR',
-            exchange_code TEXT DEFAULT 'KRX'
+            exchange_code TEXT DEFAULT 'KRX',
+            decision_id TEXT
         )
         """
     )
@@ -41,6 +43,8 @@ def init_db(db_path: str) -> sqlite3.Connection:
         conn.execute("ALTER TABLE trades ADD COLUMN exchange_code TEXT DEFAULT 'KRX'")
     if "selection_context" not in columns:
         conn.execute("ALTER TABLE trades ADD COLUMN selection_context TEXT")
+    if "decision_id" not in columns:
+        conn.execute("ALTER TABLE trades ADD COLUMN decision_id TEXT")
 
     # Context tree tables for multi-layered memory management
     conn.execute(
@@ -143,6 +147,7 @@ def log_trade(
     market: str = "KR",
     exchange_code: str = "KRX",
     selection_context: dict[str, any] | None = None,
+    decision_id: str | None = None,
 ) -> None:
     """Insert a trade record into the database.
 
@@ -166,9 +171,9 @@ def log_trade(
         """
         INSERT INTO trades (
             timestamp, stock_code, action, confidence, rationale,
-            quantity, price, pnl, market, exchange_code, selection_context
+            quantity, price, pnl, market, exchange_code, selection_context, decision_id
         )
-        VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
+        VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
         """,
         (
             datetime.now(UTC).isoformat(),
@@ -182,6 +187,51 @@ def log_trade(
             market,
             exchange_code,
             context_json,
+            decision_id,
         ),
     )
     conn.commit()
+
+
+def get_latest_buy_trade(
+    conn: sqlite3.Connection, stock_code: str, market: str
+) -> dict[str, Any] | None:
+    """Fetch the most recent BUY trade for a stock and market."""
+    cursor = conn.execute(
+        """
+        SELECT decision_id, price, quantity
+        FROM trades
+        WHERE stock_code = ?
+          AND market = ?
+          AND action = 'BUY'
+          AND decision_id IS NOT NULL
+        ORDER BY timestamp DESC
+        LIMIT 1
+        """,
+        (stock_code, market),
+    )
+    row = cursor.fetchone()
+    if not row:
+        return None
+    return {"decision_id": row[0], "price": row[1], "quantity": row[2]}
+
+
+def get_open_position(
+    conn: sqlite3.Connection, stock_code: str, market: str
+) -> dict[str, Any] | None:
+    """Return open position if latest trade is BUY, else None."""
+    cursor = conn.execute(
+        """
+        SELECT action, decision_id, price, quantity
+        FROM trades
+        WHERE stock_code = ?
+          AND market = ?
+        ORDER BY timestamp DESC
+        LIMIT 1
+        """,
+        (stock_code, market),
+    )
+    row = cursor.fetchone()
+    if not row or row[0] != "BUY":
+        return None
+    return {"decision_id": row[1], "price": row[2], "quantity": row[3]}

src/evolution/__init__.py

@@ -1,12 +1,14 @@
 """Evolution engine for self-improving trading strategies."""
 
 from src.evolution.ab_test import ABTester, ABTestResult, StrategyPerformance
+from src.evolution.daily_review import DailyReviewer
 from src.evolution.optimizer import EvolutionOptimizer
 from src.evolution.performance_tracker import (
     PerformanceDashboard,
     PerformanceTracker,
     StrategyMetrics,
 )
+from src.evolution.scorecard import DailyScorecard
 
 __all__ = [
     "EvolutionOptimizer",
@@ -16,4 +18,6 @@ __all__ = [
     "PerformanceTracker",
     "PerformanceDashboard",
     "StrategyMetrics",
+    "DailyScorecard",
+    "DailyReviewer",
 ]

src/evolution/daily_review.py

@@ -0,0 +1,196 @@
+"""Daily review generator for market-scoped end-of-day scorecards."""
+
+from __future__ import annotations
+
+import json
+import logging
+import re
+import sqlite3
+from dataclasses import asdict
+
+from src.brain.gemini_client import GeminiClient
+from src.context.layer import ContextLayer
+from src.context.store import ContextStore
+from src.evolution.scorecard import DailyScorecard
+
+logger = logging.getLogger(__name__)
+
+
+class DailyReviewer:
+    """Builds daily scorecards and optional AI-generated lessons."""
+
+    def __init__(
+        self,
+        conn: sqlite3.Connection,
+        context_store: ContextStore,
+        gemini_client: GeminiClient | None = None,
+    ) -> None:
+        self._conn = conn
+        self._context_store = context_store
+        self._gemini = gemini_client
+
+    def generate_scorecard(self, date: str, market: str) -> DailyScorecard:
+        """Generate a market-scoped scorecard from decision logs and trades."""
+        decision_rows = self._conn.execute(
+            """
+            SELECT action, confidence, context_snapshot
+            FROM decision_logs
+            WHERE DATE(timestamp) = ? AND market = ?
+            """,
+            (date, market),
+        ).fetchall()
+
+        total_decisions = len(decision_rows)
+        buys = sum(1 for row in decision_rows if row[0] == "BUY")
+        sells = sum(1 for row in decision_rows if row[0] == "SELL")
+        holds = sum(1 for row in decision_rows if row[0] == "HOLD")
+        avg_confidence = (
+            round(sum(int(row[1]) for row in decision_rows) / total_decisions, 2)
+            if total_decisions > 0
+            else 0.0
+        )
+
+        matched = 0
+        for row in decision_rows:
+            try:
+                snapshot = json.loads(row[2]) if row[2] else {}
+            except json.JSONDecodeError:
+                snapshot = {}
+            scenario_match = snapshot.get("scenario_match", {})
+            if isinstance(scenario_match, dict) and scenario_match:
+                matched += 1
+        scenario_match_rate = (
+            round((matched / total_decisions) * 100, 2)
+            if total_decisions
+            else 0.0
+        )
+
+        trade_stats = self._conn.execute(
+            """
+            SELECT
+                COALESCE(SUM(pnl), 0.0),
+                SUM(CASE WHEN pnl > 0 THEN 1 ELSE 0 END),
+                SUM(CASE WHEN pnl < 0 THEN 1 ELSE 0 END)
+            FROM trades
+            WHERE DATE(timestamp) = ? AND market = ?
+            """,
+            (date, market),
+        ).fetchone()
+        total_pnl = round(float(trade_stats[0] or 0.0), 2) if trade_stats else 0.0
+        wins = int(trade_stats[1] or 0) if trade_stats else 0
+        losses = int(trade_stats[2] or 0) if trade_stats else 0
+        win_rate = round((wins / (wins + losses)) * 100, 2) if (wins + losses) > 0 else 0.0
+
+        top_winners = [
+            row[0]
+            for row in self._conn.execute(
+                """
+                SELECT stock_code, SUM(pnl) AS stock_pnl
+                FROM trades
+                WHERE DATE(timestamp) = ? AND market = ?
+                GROUP BY stock_code
+                HAVING stock_pnl > 0
+                ORDER BY stock_pnl DESC
+                LIMIT 3
+                """,
+                (date, market),
+            ).fetchall()
+        ]
+
+        top_losers = [
+            row[0]
+            for row in self._conn.execute(
+                """
+                SELECT stock_code, SUM(pnl) AS stock_pnl
+                FROM trades
+                WHERE DATE(timestamp) = ? AND market = ?
+                GROUP BY stock_code
+                HAVING stock_pnl < 0
+                ORDER BY stock_pnl ASC
+                LIMIT 3
+                """,
+                (date, market),
+            ).fetchall()
+        ]
+
+        return DailyScorecard(
+            date=date,
+            market=market,
+            total_decisions=total_decisions,
+            buys=buys,
+            sells=sells,
+            holds=holds,
+            total_pnl=total_pnl,
+            win_rate=win_rate,
+            avg_confidence=avg_confidence,
+            scenario_match_rate=scenario_match_rate,
+            top_winners=top_winners,
+            top_losers=top_losers,
+            lessons=[],
+            cross_market_note="",
+        )
+
+    async def generate_lessons(self, scorecard: DailyScorecard) -> list[str]:
+        """Generate concise lessons from scorecard metrics using Gemini."""
+        if self._gemini is None:
+            return []
+
+        prompt = (
+            "You are a trading performance reviewer.\n"
+            "Return ONLY a JSON array of 1-3 short lessons in English.\n"
+            f"Market: {scorecard.market}\n"
+            f"Date: {scorecard.date}\n"
+            f"Total decisions: {scorecard.total_decisions}\n"
+            f"Buys/Sells/Holds: {scorecard.buys}/{scorecard.sells}/{scorecard.holds}\n"
+            f"Total PnL: {scorecard.total_pnl}\n"
+            f"Win rate: {scorecard.win_rate}%\n"
+            f"Average confidence: {scorecard.avg_confidence}\n"
+            f"Scenario match rate: {scorecard.scenario_match_rate}%\n"
+            f"Top winners: {', '.join(scorecard.top_winners) or 'N/A'}\n"
+            f"Top losers: {', '.join(scorecard.top_losers) or 'N/A'}\n"
+        )
+
+        try:
+            decision = await self._gemini.decide(
+                {
+                    "stock_code": "REVIEW",
+                    "market_name": scorecard.market,
+                    "current_price": 0,
+                    "prompt_override": prompt,
+                }
+            )
+            return self._parse_lessons(decision.rationale)
+        except Exception as exc:
+            logger.warning("Failed to generate daily lessons: %s", exc)
+            return []
+
+    def store_scorecard_in_context(self, scorecard: DailyScorecard) -> None:
+        """Store scorecard in L6 using market-scoped key."""
+        self._context_store.set_context(
+            ContextLayer.L6_DAILY,
+            scorecard.date,
+            f"scorecard_{scorecard.market}",
+            asdict(scorecard),
+        )
+
+    def _parse_lessons(self, raw_text: str) -> list[str]:
+        """Parse lessons from JSON array response or fallback text."""
+        raw_text = raw_text.strip()
+        try:
+            parsed = json.loads(raw_text)
+            if isinstance(parsed, list):
+                return [str(item).strip() for item in parsed if str(item).strip()][:3]
+        except json.JSONDecodeError:
+            pass
+
+        match = re.search(r"\[.*\]", raw_text, re.DOTALL)
+        if match:
+            try:
+                parsed = json.loads(match.group(0))
+                if isinstance(parsed, list):
+                    return [str(item).strip() for item in parsed if str(item).strip()][:3]
+            except json.JSONDecodeError:
+                pass
+
+        lines = [line.strip("-* \t") for line in raw_text.splitlines() if line.strip()]
+        return lines[:3]

src/evolution/scorecard.py

@@ -0,0 +1,25 @@
+"""Daily scorecard model for end-of-day performance review."""
+
+from __future__ import annotations
+
+from dataclasses import dataclass, field
+
+
+@dataclass
+class DailyScorecard:
+    """Structured daily performance snapshot for a single market."""
+
+    date: str
+    market: str
+    total_decisions: int
+    buys: int
+    sells: int
+    holds: int
+    total_pnl: float
+    win_rate: float
+    avg_confidence: float
+    scenario_match_rate: float
+    top_winners: list[str] = field(default_factory=list)
+    top_losers: list[str] = field(default_factory=list)
+    lessons: list[str] = field(default_factory=list)
+    cross_market_note: str = ""

src/markets/schedule.py

@@ -123,6 +123,23 @@ MARKETS: dict[str, MarketInfo] = {
     ),
 }
 
+MARKET_SHORTHAND: dict[str, list[str]] = {
+    "US": ["US_NASDAQ", "US_NYSE", "US_AMEX"],
+    "CN": ["CN_SHA", "CN_SZA"],
+    "VN": ["VN_HAN", "VN_HCM"],
+}
+
+
+def expand_market_codes(codes: list[str]) -> list[str]:
+    """Expand shorthand market codes into concrete exchange market codes."""
+    expanded: list[str] = []
+    for code in codes:
+        if code in MARKET_SHORTHAND:
+            expanded.extend(MARKET_SHORTHAND[code])
+        else:
+            expanded.append(code)
+    return expanded
+
 
 def is_market_open(market: MarketInfo, now: datetime | None = None) -> bool:
     """

src/strategy/pre_market_planner.py

@@ -0,0 +1,472 @@
+"""Pre-market planner — generates DayPlaybook via Gemini before market open.
+
+One Gemini API call per market per day. Candidates come from SmartVolatilityScanner.
+On failure, returns a defensive playbook (all HOLD, no trades).
+"""
+
+from __future__ import annotations
+
+import json
+import logging
+from datetime import date, timedelta
+from typing import Any
+
+from src.analysis.smart_scanner import ScanCandidate
+from src.brain.context_selector import ContextSelector, DecisionType
+from src.brain.gemini_client import GeminiClient
+from src.config import Settings
+from src.context.store import ContextLayer, ContextStore
+from src.strategy.models import (
+    CrossMarketContext,
+    DayPlaybook,
+    GlobalRule,
+    MarketOutlook,
+    ScenarioAction,
+    StockCondition,
+    StockPlaybook,
+    StockScenario,
+)
+
+logger = logging.getLogger(__name__)
+
+# Mapping from string to MarketOutlook enum
+_OUTLOOK_MAP: dict[str, MarketOutlook] = {
+    "bullish": MarketOutlook.BULLISH,
+    "neutral_to_bullish": MarketOutlook.NEUTRAL_TO_BULLISH,
+    "neutral": MarketOutlook.NEUTRAL,
+    "neutral_to_bearish": MarketOutlook.NEUTRAL_TO_BEARISH,
+    "bearish": MarketOutlook.BEARISH,
+}
+
+_ACTION_MAP: dict[str, ScenarioAction] = {
+    "BUY": ScenarioAction.BUY,
+    "SELL": ScenarioAction.SELL,
+    "HOLD": ScenarioAction.HOLD,
+    "REDUCE_ALL": ScenarioAction.REDUCE_ALL,
+}
+
+
+class PreMarketPlanner:
+    """Generates a DayPlaybook by calling Gemini once before market open.
+
+    Flow:
+    1. Collect strategic context (L5-L7) + cross-market context
+    2. Build a structured prompt with scan candidates
+    3. Call Gemini for JSON scenario generation
+    4. Parse and validate response into DayPlaybook
+    5. On failure → defensive playbook (HOLD everything)
+    """
+
+    def __init__(
+        self,
+        gemini_client: GeminiClient,
+        context_store: ContextStore,
+        context_selector: ContextSelector,
+        settings: Settings,
+    ) -> None:
+        self._gemini = gemini_client
+        self._context_store = context_store
+        self._context_selector = context_selector
+        self._settings = settings
+
+    async def generate_playbook(
+        self,
+        market: str,
+        candidates: list[ScanCandidate],
+        today: date | None = None,
+    ) -> DayPlaybook:
+        """Generate a DayPlaybook for a market using Gemini.
+
+        Args:
+            market: Market code ("KR" or "US")
+            candidates: Stock candidates from SmartVolatilityScanner
+            today: Override date (defaults to date.today()). Use market-local date.
+
+        Returns:
+            DayPlaybook with scenarios. Empty/defensive if no candidates or failure.
+        """
+        if today is None:
+            today = date.today()
+
+        if not candidates:
+            logger.info("No candidates for %s — returning empty playbook", market)
+            return self._empty_playbook(today, market)
+
+        try:
+            # 1. Gather context
+            context_data = self._gather_context()
+            self_market_scorecard = self.build_self_market_scorecard(market, today)
+            cross_market = self.build_cross_market_context(market, today)
+
+            # 2. Build prompt
+            prompt = self._build_prompt(
+                market,
+                candidates,
+                context_data,
+                self_market_scorecard,
+                cross_market,
+            )
+
+            # 3. Call Gemini
+            market_data = {
+                "stock_code": "PLANNER",
+                "current_price": 0,
+                "prompt_override": prompt,
+            }
+            decision = await self._gemini.decide(market_data)
+
+            # 4. Parse response
+            playbook = self._parse_response(
+                decision.rationale, today, market, candidates, cross_market
+            )
+            playbook_with_tokens = playbook.model_copy(
+                update={"token_count": decision.token_count}
+            )
+            logger.info(
+                "Generated playbook for %s: %d stocks, %d scenarios, %d tokens",
+                market,
+                playbook_with_tokens.stock_count,
+                playbook_with_tokens.scenario_count,
+                playbook_with_tokens.token_count,
+            )
+            return playbook_with_tokens
+
+        except Exception:
+            logger.exception("Playbook generation failed for %s", market)
+            if self._settings.DEFENSIVE_PLAYBOOK_ON_FAILURE:
+                return self._defensive_playbook(today, market, candidates)
+            return self._empty_playbook(today, market)
+
+    def build_cross_market_context(
+        self, target_market: str, today: date | None = None,
+    ) -> CrossMarketContext | None:
+        """Build cross-market context from the other market's L6 data.
+
+        KR planner → reads US scorecard from previous night.
+        US planner → reads KR scorecard from today.
+
+        Args:
+            target_market: The market being planned ("KR" or "US")
+            today: Override date (defaults to date.today()). Use market-local date.
+        """
+        other_market = "US" if target_market == "KR" else "KR"
+        if today is None:
+            today = date.today()
+        timeframe_date = today - timedelta(days=1) if target_market == "KR" else today
+        timeframe = timeframe_date.isoformat()
+
+        scorecard_key = f"scorecard_{other_market}"
+        scorecard_data = self._context_store.get_context(
+            ContextLayer.L6_DAILY, timeframe, scorecard_key
+        )
+
+        if scorecard_data is None:
+            logger.debug("No cross-market scorecard found for %s", other_market)
+            return None
+
+        if isinstance(scorecard_data, str):
+            try:
+                scorecard_data = json.loads(scorecard_data)
+            except (json.JSONDecodeError, TypeError):
+                return None
+
+        if not isinstance(scorecard_data, dict):
+            return None
+
+        return CrossMarketContext(
+            market=other_market,
+            date=timeframe,
+            total_pnl=float(scorecard_data.get("total_pnl", 0.0)),
+            win_rate=float(scorecard_data.get("win_rate", 0.0)),
+            index_change_pct=float(scorecard_data.get("index_change_pct", 0.0)),
+            key_events=scorecard_data.get("key_events", []),
+            lessons=scorecard_data.get("lessons", []),
+        )
+
+    def build_self_market_scorecard(
+        self, market: str, today: date | None = None,
+    ) -> dict[str, Any] | None:
+        """Build previous-day scorecard for the same market."""
+        if today is None:
+            today = date.today()
+        timeframe = (today - timedelta(days=1)).isoformat()
+        scorecard_key = f"scorecard_{market}"
+        scorecard_data = self._context_store.get_context(
+            ContextLayer.L6_DAILY, timeframe, scorecard_key
+        )
+
+        if scorecard_data is None:
+            return None
+
+        if isinstance(scorecard_data, str):
+            try:
+                scorecard_data = json.loads(scorecard_data)
+            except (json.JSONDecodeError, TypeError):
+                return None
+
+        if not isinstance(scorecard_data, dict):
+            return None
+
+        return {
+            "date": timeframe,
+            "total_pnl": float(scorecard_data.get("total_pnl", 0.0)),
+            "win_rate": float(scorecard_data.get("win_rate", 0.0)),
+            "lessons": scorecard_data.get("lessons", []),
+        }
+
+    def _gather_context(self) -> dict[str, Any]:
+        """Gather strategic context using ContextSelector."""
+        layers = self._context_selector.select_layers(
+            decision_type=DecisionType.STRATEGIC,
+            include_realtime=True,
+        )
+        return self._context_selector.get_context_data(layers, max_items_per_layer=10)
+
+    def _build_prompt(
+        self,
+        market: str,
+        candidates: list[ScanCandidate],
+        context_data: dict[str, Any],
+        self_market_scorecard: dict[str, Any] | None,
+        cross_market: CrossMarketContext | None,
+    ) -> str:
+        """Build a structured prompt for Gemini to generate scenario JSON."""
+        max_scenarios = self._settings.MAX_SCENARIOS_PER_STOCK
+
+        candidates_text = "\n".join(
+            f"  - {c.stock_code} ({c.name}): price={c.price}, "
+            f"RSI={c.rsi:.1f}, volume_ratio={c.volume_ratio:.1f}, "
+            f"signal={c.signal}, score={c.score:.1f}"
+            for c in candidates
+        )
+
+        cross_market_text = ""
+        if cross_market:
+            cross_market_text = (
+                f"\n## Other Market ({cross_market.market}) Summary\n"
+                f"- P&L: {cross_market.total_pnl:+.2f}%\n"
+                f"- Win Rate: {cross_market.win_rate:.0f}%\n"
+                f"- Index Change: {cross_market.index_change_pct:+.2f}%\n"
+            )
+            if cross_market.lessons:
+                cross_market_text += f"- Lessons: {'; '.join(cross_market.lessons[:3])}\n"
+
+        self_market_text = ""
+        if self_market_scorecard:
+            self_market_text = (
+                f"\n## My Market Previous Day ({market})\n"
+                f"- Date: {self_market_scorecard['date']}\n"
+                f"- P&L: {self_market_scorecard['total_pnl']:+.2f}%\n"
+                f"- Win Rate: {self_market_scorecard['win_rate']:.0f}%\n"
+            )
+            lessons = self_market_scorecard.get("lessons", [])
+            if lessons:
+                self_market_text += f"- Lessons: {'; '.join(lessons[:3])}\n"
+
+        context_text = ""
+        if context_data:
+            context_text = "\n## Strategic Context\n"
+            for layer_name, layer_data in context_data.items():
+                if layer_data:
+                    context_text += f"### {layer_name}\n"
+                    for key, value in list(layer_data.items())[:5]:
+                        context_text += f"  - {key}: {value}\n"
+
+        return (
+            f"You are a pre-market trading strategist for the {market} market.\n"
+            f"Generate structured trading scenarios for today.\n\n"
+            f"## Candidates (from volatility scanner)\n{candidates_text}\n"
+            f"{self_market_text}"
+            f"{cross_market_text}"
+            f"{context_text}\n"
+            f"## Instructions\n"
+            f"Return a JSON object with this exact structure:\n"
+            f'{{\n'
+            f'  "market_outlook": "bullish|neutral_to_bullish|neutral'
+            f'|neutral_to_bearish|bearish",\n'
+            f'  "global_rules": [\n'
+            f'    {{"condition": "portfolio_pnl_pct < -2.0",'
+            f' "action": "REDUCE_ALL", "rationale": "..."}}\n'
+            f'  ],\n'
+            f'  "stocks": [\n'
+            f'    {{\n'
+            f'      "stock_code": "...",\n'
+            f'      "scenarios": [\n'
+            f'        {{\n'
+            f'          "condition": {{"rsi_below": 30, "volume_ratio_above": 2.0}},\n'
+            f'          "action": "BUY|SELL|HOLD",\n'
+            f'          "confidence": 85,\n'
+            f'          "allocation_pct": 10.0,\n'
+            f'          "stop_loss_pct": -2.0,\n'
+            f'          "take_profit_pct": 3.0,\n'
+            f'          "rationale": "..."\n'
+            f'        }}\n'
+            f'      ]\n'
+            f'    }}\n'
+            f'  ]\n'
+            f'}}\n\n'
+            f"Rules:\n"
+            f"- Max {max_scenarios} scenarios per stock\n"
+            f"- Only use stocks from the candidates list\n"
+            f"- Confidence 0-100 (80+ for actionable trades)\n"
+            f"- stop_loss_pct must be <= 0, take_profit_pct must be >= 0\n"
+            f"- Return ONLY the JSON, no markdown fences or explanation\n"
+        )
+
+    def _parse_response(
+        self,
+        response_text: str,
+        today: date,
+        market: str,
+        candidates: list[ScanCandidate],
+        cross_market: CrossMarketContext | None,
+    ) -> DayPlaybook:
+        """Parse Gemini's JSON response into a validated DayPlaybook."""
+        cleaned = self._extract_json(response_text)
+        data = json.loads(cleaned)
+
+        valid_codes = {c.stock_code for c in candidates}
+
+        # Parse market outlook
+        outlook_str = data.get("market_outlook", "neutral")
+        market_outlook = _OUTLOOK_MAP.get(outlook_str, MarketOutlook.NEUTRAL)
+
+        # Parse global rules
+        global_rules = []
+        for rule_data in data.get("global_rules", []):
+            action_str = rule_data.get("action", "HOLD")
+            action = _ACTION_MAP.get(action_str, ScenarioAction.HOLD)
+            global_rules.append(
+                GlobalRule(
+                    condition=rule_data.get("condition", ""),
+                    action=action,
+                    rationale=rule_data.get("rationale", ""),
+                )
+            )
+
+        # Parse stock playbooks
+        stock_playbooks = []
+        max_scenarios = self._settings.MAX_SCENARIOS_PER_STOCK
+        for stock_data in data.get("stocks", []):
+            code = stock_data.get("stock_code", "")
+            if code not in valid_codes:
+                logger.warning("Gemini returned unknown stock %s — skipping", code)
+                continue
+
+            scenarios = []
+            for sc_data in stock_data.get("scenarios", [])[:max_scenarios]:
+                scenario = self._parse_scenario(sc_data)
+                if scenario:
+                    scenarios.append(scenario)
+
+            if scenarios:
+                stock_playbooks.append(
+                    StockPlaybook(
+                        stock_code=code,
+                        scenarios=scenarios,
+                    )
+                )
+
+        return DayPlaybook(
+            date=today,
+            market=market,
+            market_outlook=market_outlook,
+            global_rules=global_rules,
+            stock_playbooks=stock_playbooks,
+            cross_market=cross_market,
+        )
+
+    def _parse_scenario(self, sc_data: dict) -> StockScenario | None:
+        """Parse a single scenario from JSON data. Returns None if invalid."""
+        try:
+            cond_data = sc_data.get("condition", {})
+            condition = StockCondition(
+                rsi_below=cond_data.get("rsi_below"),
+                rsi_above=cond_data.get("rsi_above"),
+                volume_ratio_above=cond_data.get("volume_ratio_above"),
+                volume_ratio_below=cond_data.get("volume_ratio_below"),
+                price_above=cond_data.get("price_above"),
+                price_below=cond_data.get("price_below"),
+                price_change_pct_above=cond_data.get("price_change_pct_above"),
+                price_change_pct_below=cond_data.get("price_change_pct_below"),
+            )
+
+            if not condition.has_any_condition():
+                logger.warning("Scenario has no conditions — skipping")
+                return None
+
+            action_str = sc_data.get("action", "HOLD")
+            action = _ACTION_MAP.get(action_str, ScenarioAction.HOLD)
+
+            return StockScenario(
+                condition=condition,
+                action=action,
+                confidence=int(sc_data.get("confidence", 50)),
+                allocation_pct=float(sc_data.get("allocation_pct", 10.0)),
+                stop_loss_pct=float(sc_data.get("stop_loss_pct", -2.0)),
+                take_profit_pct=float(sc_data.get("take_profit_pct", 3.0)),
+                rationale=sc_data.get("rationale", ""),
+            )
+        except (ValueError, TypeError) as e:
+            logger.warning("Failed to parse scenario: %s", e)
+            return None
+
+    @staticmethod
+    def _extract_json(text: str) -> str:
+        """Extract JSON from response, stripping markdown fences if present."""
+        stripped = text.strip()
+        if stripped.startswith("```"):
+            # Remove first line (```json or ```) and last line (```)
+            lines = stripped.split("\n")
+            lines = lines[1:]  # Remove opening fence
+            if lines and lines[-1].strip() == "```":
+                lines = lines[:-1]
+            stripped = "\n".join(lines)
+        return stripped.strip()
+
+    @staticmethod
+    def _empty_playbook(today: date, market: str) -> DayPlaybook:
+        """Return an empty playbook (no stocks, no scenarios)."""
+        return DayPlaybook(
+            date=today,
+            market=market,
+            market_outlook=MarketOutlook.NEUTRAL,
+            stock_playbooks=[],
+        )
+
+    @staticmethod
+    def _defensive_playbook(
+        today: date,
+        market: str,
+        candidates: list[ScanCandidate],
+    ) -> DayPlaybook:
+        """Return a defensive playbook — HOLD everything with stop-loss ready."""
+        stock_playbooks = [
+            StockPlaybook(
+                stock_code=c.stock_code,
+                scenarios=[
+                    StockScenario(
+                        condition=StockCondition(price_change_pct_below=-3.0),
+                        action=ScenarioAction.SELL,
+                        confidence=90,
+                        stop_loss_pct=-3.0,
+                        rationale="Defensive stop-loss (planner failure)",
+                    ),
+                ],
+            )
+            for c in candidates
+        ]
+        return DayPlaybook(
+            date=today,
+            market=market,
+            market_outlook=MarketOutlook.NEUTRAL_TO_BEARISH,
+            default_action=ScenarioAction.HOLD,
+            stock_playbooks=stock_playbooks,
+            global_rules=[
+                GlobalRule(
+                    condition="portfolio_pnl_pct < -2.0",
+                    action=ScenarioAction.REDUCE_ALL,
+                    rationale="Defensive: reduce on loss threshold",
+                ),
+            ],
+        )

tests/test_context.py

@@ -161,7 +161,7 @@ class TestContextAggregator:
         self, aggregator: ContextAggregator, db_conn: sqlite3.Connection
     ) -> None:
         """Test aggregating daily metrics from trades."""
-        date = "2026-02-04"
+        date = datetime.now(UTC).date().isoformat()
 
         # Create sample trades
         log_trade(db_conn, "005930", "BUY", 85, "Good signal", quantity=10, price=70000, pnl=500)
@@ -175,36 +175,44 @@ class TestContextAggregator:
         db_conn.commit()
 
         # Aggregate
-        aggregator.aggregate_daily_from_trades(date)
+        aggregator.aggregate_daily_from_trades(date, market="KR")
 
         # Verify L6 contexts
         store = aggregator.store
-        assert store.get_context(ContextLayer.L6_DAILY, date, "trade_count") == 3
-        assert store.get_context(ContextLayer.L6_DAILY, date, "buys") == 1
-        assert store.get_context(ContextLayer.L6_DAILY, date, "sells") == 1
-        assert store.get_context(ContextLayer.L6_DAILY, date, "holds") == 1
-        assert store.get_context(ContextLayer.L6_DAILY, date, "total_pnl") == 2000.0
-        assert store.get_context(ContextLayer.L6_DAILY, date, "unique_stocks") == 3
+        assert store.get_context(ContextLayer.L6_DAILY, date, "trade_count_KR") == 3
+        assert store.get_context(ContextLayer.L6_DAILY, date, "buys_KR") == 1
+        assert store.get_context(ContextLayer.L6_DAILY, date, "sells_KR") == 1
+        assert store.get_context(ContextLayer.L6_DAILY, date, "holds_KR") == 1
+        assert store.get_context(ContextLayer.L6_DAILY, date, "total_pnl_KR") == 2000.0
+        assert store.get_context(ContextLayer.L6_DAILY, date, "unique_stocks_KR") == 3
         # 2 wins, 0 losses
-        assert store.get_context(ContextLayer.L6_DAILY, date, "win_rate") == 100.0
+        assert store.get_context(ContextLayer.L6_DAILY, date, "win_rate_KR") == 100.0
 
     def test_aggregate_weekly_from_daily(self, aggregator: ContextAggregator) -> None:
         """Test aggregating weekly metrics from daily."""
         week = "2026-W06"
 
         # Set daily contexts
-        aggregator.store.set_context(ContextLayer.L6_DAILY, "2026-02-02", "total_pnl", 100.0)
-        aggregator.store.set_context(ContextLayer.L6_DAILY, "2026-02-03", "total_pnl", 200.0)
-        aggregator.store.set_context(ContextLayer.L6_DAILY, "2026-02-02", "avg_confidence", 80.0)
-        aggregator.store.set_context(ContextLayer.L6_DAILY, "2026-02-03", "avg_confidence", 85.0)
+        aggregator.store.set_context(
+            ContextLayer.L6_DAILY, "2026-02-02", "total_pnl_KR", 100.0
+        )
+        aggregator.store.set_context(
+            ContextLayer.L6_DAILY, "2026-02-03", "total_pnl_KR", 200.0
+        )
+        aggregator.store.set_context(
+            ContextLayer.L6_DAILY, "2026-02-02", "avg_confidence_KR", 80.0
+        )
+        aggregator.store.set_context(
+            ContextLayer.L6_DAILY, "2026-02-03", "avg_confidence_KR", 85.0
+        )
 
         # Aggregate
         aggregator.aggregate_weekly_from_daily(week)
 
         # Verify L5 contexts
         store = aggregator.store
-        weekly_pnl = store.get_context(ContextLayer.L5_WEEKLY, week, "weekly_pnl")
-        avg_conf = store.get_context(ContextLayer.L5_WEEKLY, week, "avg_confidence")
+        weekly_pnl = store.get_context(ContextLayer.L5_WEEKLY, week, "weekly_pnl_KR")
+        avg_conf = store.get_context(ContextLayer.L5_WEEKLY, week, "avg_confidence_KR")
 
         assert weekly_pnl == 300.0
         assert avg_conf == 82.5
@@ -214,9 +222,15 @@ class TestContextAggregator:
         month = "2026-02"
 
         # Set weekly contexts
-        aggregator.store.set_context(ContextLayer.L5_WEEKLY, "2026-W05", "weekly_pnl", 100.0)
-        aggregator.store.set_context(ContextLayer.L5_WEEKLY, "2026-W06", "weekly_pnl", 200.0)
-        aggregator.store.set_context(ContextLayer.L5_WEEKLY, "2026-W07", "weekly_pnl", 150.0)
+        aggregator.store.set_context(
+            ContextLayer.L5_WEEKLY, "2026-W05", "weekly_pnl_KR", 100.0
+        )
+        aggregator.store.set_context(
+            ContextLayer.L5_WEEKLY, "2026-W06", "weekly_pnl_KR", 200.0
+        )
+        aggregator.store.set_context(
+            ContextLayer.L5_WEEKLY, "2026-W07", "weekly_pnl_KR", 150.0
+        )
 
         # Aggregate
         aggregator.aggregate_monthly_from_weekly(month)
@@ -285,7 +299,7 @@ class TestContextAggregator:
         self, aggregator: ContextAggregator, db_conn: sqlite3.Connection
     ) -> None:
         """Test running all aggregations from L7 to L1."""
-        date = "2026-02-04"
+        date = datetime.now(UTC).date().isoformat()
 
         # Create sample trades
         log_trade(db_conn, "005930", "BUY", 85, "Good signal", quantity=10, price=70000, pnl=1000)
@@ -299,10 +313,18 @@ class TestContextAggregator:
 
         # Verify data exists in each layer
         store = aggregator.store
-        assert store.get_context(ContextLayer.L6_DAILY, date, "total_pnl") == 1000.0
-        current_week = datetime.now(UTC).strftime("%Y-W%V")
-        assert store.get_context(ContextLayer.L5_WEEKLY, current_week, "weekly_pnl") is not None
-        # Further layers depend on time alignment, just verify no crashes
+        assert store.get_context(ContextLayer.L6_DAILY, date, "total_pnl_KR") == 1000.0
+        from datetime import date as date_cls
+        trade_date = date_cls.fromisoformat(date)
+        iso_year, iso_week, _ = trade_date.isocalendar()
+        trade_week = f"{iso_year}-W{iso_week:02d}"
+        assert store.get_context(ContextLayer.L5_WEEKLY, trade_week, "weekly_pnl_KR") is not None
+        trade_month = f"{trade_date.year}-{trade_date.month:02d}"
+        trade_quarter = f"{trade_date.year}-Q{(trade_date.month - 1) // 3 + 1}"
+        trade_year = str(trade_date.year)
+        assert store.get_context(ContextLayer.L4_MONTHLY, trade_month, "monthly_pnl") == 1000.0
+        assert store.get_context(ContextLayer.L3_QUARTERLY, trade_quarter, "quarterly_pnl") == 1000.0
+        assert store.get_context(ContextLayer.L2_ANNUAL, trade_year, "annual_pnl") == 1000.0
 
 
 class TestLayerMetadata:

tests/test_context_scheduler.py

@@ -0,0 +1,104 @@
+"""Tests for ContextScheduler."""
+
+from __future__ import annotations
+
+from dataclasses import dataclass
+from datetime import UTC, datetime
+
+from src.context.scheduler import ContextScheduler
+
+
+@dataclass
+class StubAggregator:
+    """Stub aggregator that records calls."""
+
+    weekly_calls: list[str]
+    monthly_calls: list[str]
+    quarterly_calls: list[str]
+    annual_calls: list[str]
+    legacy_calls: int
+
+    def aggregate_weekly_from_daily(self, week: str) -> None:
+        self.weekly_calls.append(week)
+
+    def aggregate_monthly_from_weekly(self, month: str) -> None:
+        self.monthly_calls.append(month)
+
+    def aggregate_quarterly_from_monthly(self, quarter: str) -> None:
+        self.quarterly_calls.append(quarter)
+
+    def aggregate_annual_from_quarterly(self, year: str) -> None:
+        self.annual_calls.append(year)
+
+    def aggregate_legacy_from_annual(self) -> None:
+        self.legacy_calls += 1
+
+
+@dataclass
+class StubStore:
+    """Stub store that records cleanup calls."""
+
+    cleanup_calls: int = 0
+
+    def cleanup_expired_contexts(self) -> None:
+        self.cleanup_calls += 1
+
+
+def make_scheduler() -> tuple[ContextScheduler, StubAggregator, StubStore]:
+    aggregator = StubAggregator([], [], [], [], 0)
+    store = StubStore()
+    scheduler = ContextScheduler(aggregator=aggregator, store=store)
+    return scheduler, aggregator, store
+
+
+def test_run_if_due_weekly() -> None:
+    scheduler, aggregator, store = make_scheduler()
+    now = datetime(2026, 2, 8, 10, 0, tzinfo=UTC)  # Sunday
+
+    result = scheduler.run_if_due(now)
+
+    assert result.weekly is True
+    assert aggregator.weekly_calls == ["2026-W06"]
+    assert store.cleanup_calls == 1
+
+
+def test_run_if_due_monthly() -> None:
+    scheduler, aggregator, _store = make_scheduler()
+    now = datetime(2026, 2, 28, 12, 0, tzinfo=UTC)  # Last day of month
+
+    result = scheduler.run_if_due(now)
+
+    assert result.monthly is True
+    assert aggregator.monthly_calls == ["2026-02"]
+
+
+def test_run_if_due_quarterly() -> None:
+    scheduler, aggregator, _store = make_scheduler()
+    now = datetime(2026, 3, 31, 12, 0, tzinfo=UTC)  # Last day of Q1
+
+    result = scheduler.run_if_due(now)
+
+    assert result.quarterly is True
+    assert aggregator.quarterly_calls == ["2026-Q1"]
+
+
+def test_run_if_due_annual_and_legacy() -> None:
+    scheduler, aggregator, _store = make_scheduler()
+    now = datetime(2026, 12, 31, 12, 0, tzinfo=UTC)
+
+    result = scheduler.run_if_due(now)
+
+    assert result.annual is True
+    assert result.legacy is True
+    assert aggregator.annual_calls == ["2026"]
+    assert aggregator.legacy_calls == 1
+
+
+def test_cleanup_runs_once_per_day() -> None:
+    scheduler, _aggregator, store = make_scheduler()
+    now = datetime(2026, 2, 9, 9, 0, tzinfo=UTC)
+
+    scheduler.run_if_due(now)
+    scheduler.run_if_due(now)
+
+    assert store.cleanup_calls == 1

tests/test_daily_review.py

@@ -0,0 +1,387 @@
+"""Tests for DailyReviewer."""
+
+from __future__ import annotations
+
+import json
+import sqlite3
+from types import SimpleNamespace
+from unittest.mock import AsyncMock, MagicMock
+
+import pytest
+
+from src.context.layer import ContextLayer
+from src.context.store import ContextStore
+from src.db import init_db, log_trade
+from src.evolution.daily_review import DailyReviewer
+from src.evolution.scorecard import DailyScorecard
+from src.logging.decision_logger import DecisionLogger
+
+from datetime import UTC, datetime
+
+TODAY = datetime.now(UTC).strftime("%Y-%m-%d")
+
+
+@pytest.fixture
+def db_conn() -> sqlite3.Connection:
+    return init_db(":memory:")
+
+
+@pytest.fixture
+def context_store(db_conn: sqlite3.Connection) -> ContextStore:
+    return ContextStore(db_conn)
+
+
+def _log_decision(
+    logger: DecisionLogger,
+    *,
+    stock_code: str,
+    market: str,
+    action: str,
+    confidence: int,
+    scenario_match: dict[str, float] | None = None,
+) -> str:
+    return logger.log_decision(
+        stock_code=stock_code,
+        market=market,
+        exchange_code="KRX" if market == "KR" else "NASDAQ",
+        action=action,
+        confidence=confidence,
+        rationale="test",
+        context_snapshot={"scenario_match": scenario_match or {}},
+        input_data={"stock_code": stock_code},
+    )
+
+
+def test_generate_scorecard_market_scoped(
+    db_conn: sqlite3.Connection, context_store: ContextStore,
+) -> None:
+    reviewer = DailyReviewer(db_conn, context_store)
+    logger = DecisionLogger(db_conn)
+
+    buy_id = _log_decision(
+        logger,
+        stock_code="005930",
+        market="KR",
+        action="BUY",
+        confidence=90,
+        scenario_match={"rsi": 29.0},
+    )
+    _log_decision(
+        logger,
+        stock_code="000660",
+        market="KR",
+        action="HOLD",
+        confidence=60,
+    )
+    _log_decision(
+        logger,
+        stock_code="AAPL",
+        market="US",
+        action="SELL",
+        confidence=80,
+        scenario_match={"volume_ratio": 2.1},
+    )
+
+    log_trade(
+        db_conn,
+        "005930",
+        "BUY",
+        90,
+        "buy",
+        quantity=1,
+        price=100.0,
+        pnl=10.0,
+        market="KR",
+        exchange_code="KRX",
+        decision_id=buy_id,
+    )
+    log_trade(
+        db_conn,
+        "000660",
+        "HOLD",
+        60,
+        "hold",
+        quantity=0,
+        price=0.0,
+        pnl=0.0,
+        market="KR",
+        exchange_code="KRX",
+    )
+    log_trade(
+        db_conn,
+        "AAPL",
+        "SELL",
+        80,
+        "sell",
+        quantity=1,
+        price=200.0,
+        pnl=-5.0,
+        market="US",
+        exchange_code="NASDAQ",
+    )
+
+    scorecard = reviewer.generate_scorecard(TODAY, "KR")
+
+    assert scorecard.market == "KR"
+    assert scorecard.total_decisions == 2
+    assert scorecard.buys == 1
+    assert scorecard.sells == 0
+    assert scorecard.holds == 1
+    assert scorecard.total_pnl == 10.0
+    assert scorecard.win_rate == 100.0
+    assert scorecard.avg_confidence == 75.0
+    assert scorecard.scenario_match_rate == 50.0
+
+
+def test_generate_scorecard_top_winners_and_losers(
+    db_conn: sqlite3.Connection, context_store: ContextStore,
+) -> None:
+    reviewer = DailyReviewer(db_conn, context_store)
+    logger = DecisionLogger(db_conn)
+
+    for code, pnl in [("005930", 30.0), ("000660", 10.0), ("035420", -15.0), ("051910", -5.0)]:
+        decision_id = _log_decision(
+            logger,
+            stock_code=code,
+            market="KR",
+            action="BUY" if pnl >= 0 else "SELL",
+            confidence=80,
+            scenario_match={"rsi": 30.0},
+        )
+        log_trade(
+            db_conn,
+            code,
+            "BUY" if pnl >= 0 else "SELL",
+            80,
+            "test",
+            quantity=1,
+            price=100.0,
+            pnl=pnl,
+            market="KR",
+            exchange_code="KRX",
+            decision_id=decision_id,
+        )
+
+    scorecard = reviewer.generate_scorecard(TODAY, "KR")
+    assert scorecard.top_winners == ["005930", "000660"]
+    assert scorecard.top_losers == ["035420", "051910"]
+
+
+def test_generate_scorecard_empty_day(
+    db_conn: sqlite3.Connection, context_store: ContextStore,
+) -> None:
+    reviewer = DailyReviewer(db_conn, context_store)
+    scorecard = reviewer.generate_scorecard(TODAY, "KR")
+
+    assert scorecard.total_decisions == 0
+    assert scorecard.total_pnl == 0.0
+    assert scorecard.win_rate == 0.0
+    assert scorecard.avg_confidence == 0.0
+    assert scorecard.scenario_match_rate == 0.0
+    assert scorecard.top_winners == []
+    assert scorecard.top_losers == []
+
+
+@pytest.mark.asyncio
+async def test_generate_lessons_without_gemini_returns_empty(
+    db_conn: sqlite3.Connection, context_store: ContextStore,
+) -> None:
+    reviewer = DailyReviewer(db_conn, context_store, gemini_client=None)
+    lessons = await reviewer.generate_lessons(
+        DailyScorecard(
+            date="2026-02-14",
+            market="KR",
+            total_decisions=1,
+            buys=1,
+            sells=0,
+            holds=0,
+            total_pnl=5.0,
+            win_rate=100.0,
+            avg_confidence=90.0,
+            scenario_match_rate=100.0,
+        )
+    )
+    assert lessons == []
+
+
+@pytest.mark.asyncio
+async def test_generate_lessons_parses_json_array(
+    db_conn: sqlite3.Connection, context_store: ContextStore,
+) -> None:
+    mock_gemini = MagicMock()
+    mock_gemini.decide = AsyncMock(
+        return_value=SimpleNamespace(rationale='["Cut losers earlier", "Reduce midday churn"]')
+    )
+    reviewer = DailyReviewer(db_conn, context_store, gemini_client=mock_gemini)
+
+    lessons = await reviewer.generate_lessons(
+        DailyScorecard(
+            date="2026-02-14",
+            market="KR",
+            total_decisions=3,
+            buys=1,
+            sells=1,
+            holds=1,
+            total_pnl=-2.5,
+            win_rate=50.0,
+            avg_confidence=70.0,
+            scenario_match_rate=66.7,
+        )
+    )
+    assert lessons == ["Cut losers earlier", "Reduce midday churn"]
+
+
+@pytest.mark.asyncio
+async def test_generate_lessons_fallback_to_lines(
+    db_conn: sqlite3.Connection, context_store: ContextStore,
+) -> None:
+    mock_gemini = MagicMock()
+    mock_gemini.decide = AsyncMock(
+        return_value=SimpleNamespace(rationale="- Keep risk tighter\n- Increase selectivity")
+    )
+    reviewer = DailyReviewer(db_conn, context_store, gemini_client=mock_gemini)
+
+    lessons = await reviewer.generate_lessons(
+        DailyScorecard(
+            date="2026-02-14",
+            market="US",
+            total_decisions=2,
+            buys=1,
+            sells=1,
+            holds=0,
+            total_pnl=1.0,
+            win_rate=50.0,
+            avg_confidence=75.0,
+            scenario_match_rate=100.0,
+        )
+    )
+    assert lessons == ["Keep risk tighter", "Increase selectivity"]
+
+
+@pytest.mark.asyncio
+async def test_generate_lessons_handles_gemini_error(
+    db_conn: sqlite3.Connection, context_store: ContextStore,
+) -> None:
+    mock_gemini = MagicMock()
+    mock_gemini.decide = AsyncMock(side_effect=RuntimeError("boom"))
+    reviewer = DailyReviewer(db_conn, context_store, gemini_client=mock_gemini)
+
+    lessons = await reviewer.generate_lessons(
+        DailyScorecard(
+            date="2026-02-14",
+            market="US",
+            total_decisions=0,
+            buys=0,
+            sells=0,
+            holds=0,
+            total_pnl=0.0,
+            win_rate=0.0,
+            avg_confidence=0.0,
+            scenario_match_rate=0.0,
+        )
+    )
+    assert lessons == []
+
+
+def test_store_scorecard_in_context(
+    db_conn: sqlite3.Connection, context_store: ContextStore,
+) -> None:
+    reviewer = DailyReviewer(db_conn, context_store)
+    scorecard = DailyScorecard(
+        date="2026-02-14",
+        market="KR",
+        total_decisions=5,
+        buys=2,
+        sells=1,
+        holds=2,
+        total_pnl=15.0,
+        win_rate=66.67,
+        avg_confidence=82.0,
+        scenario_match_rate=80.0,
+        lessons=["Keep position sizing stable"],
+        cross_market_note="US risk-off",
+    )
+
+    reviewer.store_scorecard_in_context(scorecard)
+
+    stored = context_store.get_context(
+        ContextLayer.L6_DAILY,
+        "2026-02-14",
+        "scorecard_KR",
+    )
+    assert stored is not None
+    assert stored["market"] == "KR"
+    assert stored["total_pnl"] == 15.0
+    assert stored["lessons"] == ["Keep position sizing stable"]
+
+
+def test_store_scorecard_key_is_market_scoped(
+    db_conn: sqlite3.Connection, context_store: ContextStore,
+) -> None:
+    reviewer = DailyReviewer(db_conn, context_store)
+    kr = DailyScorecard(
+        date="2026-02-14",
+        market="KR",
+        total_decisions=1,
+        buys=1,
+        sells=0,
+        holds=0,
+        total_pnl=1.0,
+        win_rate=100.0,
+        avg_confidence=90.0,
+        scenario_match_rate=100.0,
+    )
+    us = DailyScorecard(
+        date="2026-02-14",
+        market="US",
+        total_decisions=1,
+        buys=0,
+        sells=1,
+        holds=0,
+        total_pnl=-1.0,
+        win_rate=0.0,
+        avg_confidence=70.0,
+        scenario_match_rate=100.0,
+    )
+
+    reviewer.store_scorecard_in_context(kr)
+    reviewer.store_scorecard_in_context(us)
+
+    kr_ctx = context_store.get_context(ContextLayer.L6_DAILY, "2026-02-14", "scorecard_KR")
+    us_ctx = context_store.get_context(ContextLayer.L6_DAILY, "2026-02-14", "scorecard_US")
+
+    assert kr_ctx["market"] == "KR"
+    assert us_ctx["market"] == "US"
+    assert kr_ctx["total_pnl"] == 1.0
+    assert us_ctx["total_pnl"] == -1.0
+
+
+def test_generate_scorecard_handles_invalid_context_snapshot(
+    db_conn: sqlite3.Connection, context_store: ContextStore,
+) -> None:
+    reviewer = DailyReviewer(db_conn, context_store)
+    db_conn.execute(
+        """
+        INSERT INTO decision_logs (
+            decision_id, timestamp, stock_code, market, exchange_code,
+            action, confidence, rationale, context_snapshot, input_data
+        ) VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
+        """,
+        (
+            "d1",
+            "2026-02-14T09:00:00+00:00",
+            "005930",
+            "KR",
+            "KRX",
+            "HOLD",
+            50,
+            "test",
+            "{invalid_json",
+            json.dumps({}),
+        ),
+    )
+    db_conn.commit()
+
+    scorecard = reviewer.generate_scorecard("2026-02-14", "KR")
+    assert scorecard.total_decisions == 1
+    assert scorecard.scenario_match_rate == 0.0

tests/test_dashboard.py

@@ -0,0 +1,298 @@
+"""Tests for dashboard endpoint handlers."""
+
+from __future__ import annotations
+
+import json
+import sqlite3
+from collections.abc import Callable
+from datetime import UTC, datetime
+from pathlib import Path
+from typing import Any
+
+import pytest
+from fastapi import HTTPException
+from fastapi.responses import FileResponse
+
+from src.dashboard.app import create_dashboard_app
+from src.db import init_db
+
+
+def _seed_db(conn: sqlite3.Connection) -> None:
+    today = datetime.now(UTC).date().isoformat()
+
+    conn.execute(
+        """
+        INSERT INTO playbooks (
+            date, market, status, playbook_json, generated_at,
+            token_count, scenario_count, match_count
+        ) VALUES (?, ?, ?, ?, ?, ?, ?, ?)
+        """,
+        (
+            "2026-02-14",
+            "KR",
+            "ready",
+            json.dumps({"market": "KR", "stock_playbooks": []}),
+            "2026-02-14T08:30:00+00:00",
+            123,
+            2,
+            1,
+        ),
+    )
+    conn.execute(
+        """
+        INSERT INTO playbooks (
+            date, market, status, playbook_json, generated_at,
+            token_count, scenario_count, match_count
+        ) VALUES (?, ?, ?, ?, ?, ?, ?, ?)
+        """,
+        (
+            today,
+            "US_NASDAQ",
+            "ready",
+            json.dumps({"market": "US_NASDAQ", "stock_playbooks": []}),
+            f"{today}T08:30:00+00:00",
+            100,
+            1,
+            0,
+        ),
+    )
+    conn.execute(
+        """
+        INSERT INTO contexts (layer, timeframe, key, value, created_at, updated_at)
+        VALUES (?, ?, ?, ?, ?, ?)
+        """,
+        (
+            "L6_DAILY",
+            "2026-02-14",
+            "scorecard_KR",
+            json.dumps({"market": "KR", "total_pnl": 1.5, "win_rate": 60.0}),
+            "2026-02-14T15:30:00+00:00",
+            "2026-02-14T15:30:00+00:00",
+        ),
+    )
+    conn.execute(
+        """
+        INSERT INTO contexts (layer, timeframe, key, value, created_at, updated_at)
+        VALUES (?, ?, ?, ?, ?, ?)
+        """,
+        (
+            "L7_REALTIME",
+            "2026-02-14T10:00:00+00:00",
+            "volatility_KR_005930",
+            json.dumps({"momentum_score": 70.0}),
+            "2026-02-14T10:00:00+00:00",
+            "2026-02-14T10:00:00+00:00",
+        ),
+    )
+    conn.execute(
+        """
+        INSERT INTO decision_logs (
+            decision_id, timestamp, stock_code, market, exchange_code,
+            action, confidence, rationale, context_snapshot, input_data
+        ) VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
+        """,
+        (
+            "d-kr-1",
+            f"{today}T09:10:00+00:00",
+            "005930",
+            "KR",
+            "KRX",
+            "BUY",
+            85,
+            "signal matched",
+            json.dumps({"scenario_match": {"rsi": 28.0}}),
+            json.dumps({"current_price": 70000}),
+        ),
+    )
+    conn.execute(
+        """
+        INSERT INTO decision_logs (
+            decision_id, timestamp, stock_code, market, exchange_code,
+            action, confidence, rationale, context_snapshot, input_data
+        ) VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
+        """,
+        (
+            "d-us-1",
+            f"{today}T21:10:00+00:00",
+            "AAPL",
+            "US_NASDAQ",
+            "NASDAQ",
+            "SELL",
+            80,
+            "no match",
+            json.dumps({"scenario_match": {}}),
+            json.dumps({"current_price": 200}),
+        ),
+    )
+    conn.execute(
+        """
+        INSERT INTO trades (
+            timestamp, stock_code, action, confidence, rationale,
+            quantity, price, pnl, market, exchange_code, selection_context, decision_id
+        ) VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
+        """,
+        (
+            f"{today}T09:11:00+00:00",
+            "005930",
+            "BUY",
+            85,
+            "buy",
+            1,
+            70000,
+            2.0,
+            "KR",
+            "KRX",
+            None,
+            "d-kr-1",
+        ),
+    )
+    conn.execute(
+        """
+        INSERT INTO trades (
+            timestamp, stock_code, action, confidence, rationale,
+            quantity, price, pnl, market, exchange_code, selection_context, decision_id
+        ) VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
+        """,
+        (
+            f"{today}T21:11:00+00:00",
+            "AAPL",
+            "SELL",
+            80,
+            "sell",
+            1,
+            200,
+            -1.0,
+            "US_NASDAQ",
+            "NASDAQ",
+            None,
+            "d-us-1",
+        ),
+    )
+    conn.commit()
+
+
+def _app(tmp_path: Path) -> Any:
+    db_path = tmp_path / "dashboard_test.db"
+    conn = init_db(str(db_path))
+    _seed_db(conn)
+    conn.close()
+    return create_dashboard_app(str(db_path))
+
+
+def _endpoint(app: Any, path: str) -> Callable[..., Any]:
+    for route in app.routes:
+        if getattr(route, "path", None) == path:
+            return route.endpoint
+    raise AssertionError(f"route not found: {path}")
+
+
+def test_index_serves_html(tmp_path: Path) -> None:
+    app = _app(tmp_path)
+    index = _endpoint(app, "/")
+    resp = index()
+    assert isinstance(resp, FileResponse)
+    assert "index.html" in str(resp.path)
+
+
+def test_status_endpoint(tmp_path: Path) -> None:
+    app = _app(tmp_path)
+    get_status = _endpoint(app, "/api/status")
+    body = get_status()
+    assert "KR" in body["markets"]
+    assert "US_NASDAQ" in body["markets"]
+    assert "totals" in body
+
+
+def test_playbook_found(tmp_path: Path) -> None:
+    app = _app(tmp_path)
+    get_playbook = _endpoint(app, "/api/playbook/{date_str}")
+    body = get_playbook("2026-02-14", market="KR")
+    assert body["market"] == "KR"
+
+
+def test_playbook_not_found(tmp_path: Path) -> None:
+    app = _app(tmp_path)
+    get_playbook = _endpoint(app, "/api/playbook/{date_str}")
+    with pytest.raises(HTTPException, match="playbook not found"):
+        get_playbook("2026-02-15", market="KR")
+
+
+def test_scorecard_found(tmp_path: Path) -> None:
+    app = _app(tmp_path)
+    get_scorecard = _endpoint(app, "/api/scorecard/{date_str}")
+    body = get_scorecard("2026-02-14", market="KR")
+    assert body["scorecard"]["total_pnl"] == 1.5
+
+
+def test_scorecard_not_found(tmp_path: Path) -> None:
+    app = _app(tmp_path)
+    get_scorecard = _endpoint(app, "/api/scorecard/{date_str}")
+    with pytest.raises(HTTPException, match="scorecard not found"):
+        get_scorecard("2026-02-15", market="KR")
+
+
+def test_performance_all(tmp_path: Path) -> None:
+    app = _app(tmp_path)
+    get_performance = _endpoint(app, "/api/performance")
+    body = get_performance(market="all")
+    assert body["market"] == "all"
+    assert body["combined"]["total_trades"] == 2
+    assert len(body["by_market"]) == 2
+
+
+def test_performance_market_filter(tmp_path: Path) -> None:
+    app = _app(tmp_path)
+    get_performance = _endpoint(app, "/api/performance")
+    body = get_performance(market="KR")
+    assert body["market"] == "KR"
+    assert body["metrics"]["total_trades"] == 1
+
+
+def test_performance_empty_market(tmp_path: Path) -> None:
+    app = _app(tmp_path)
+    get_performance = _endpoint(app, "/api/performance")
+    body = get_performance(market="JP")
+    assert body["metrics"]["total_trades"] == 0
+
+
+def test_context_layer_all(tmp_path: Path) -> None:
+    app = _app(tmp_path)
+    get_context_layer = _endpoint(app, "/api/context/{layer}")
+    body = get_context_layer("L7_REALTIME", timeframe=None, limit=100)
+    assert body["layer"] == "L7_REALTIME"
+    assert body["count"] == 1
+
+
+def test_context_layer_timeframe_filter(tmp_path: Path) -> None:
+    app = _app(tmp_path)
+    get_context_layer = _endpoint(app, "/api/context/{layer}")
+    body = get_context_layer("L6_DAILY", timeframe="2026-02-14", limit=100)
+    assert body["count"] == 1
+    assert body["entries"][0]["key"] == "scorecard_KR"
+
+
+def test_decisions_endpoint(tmp_path: Path) -> None:
+    app = _app(tmp_path)
+    get_decisions = _endpoint(app, "/api/decisions")
+    body = get_decisions(market="KR", limit=50)
+    assert body["count"] == 1
+    assert body["decisions"][0]["decision_id"] == "d-kr-1"
+
+
+def test_scenarios_active_filters_non_matched(tmp_path: Path) -> None:
+    app = _app(tmp_path)
+    get_active_scenarios = _endpoint(app, "/api/scenarios/active")
+    body = get_active_scenarios(
+        market="KR",
+        date_str=datetime.now(UTC).date().isoformat(),
+        limit=50,
+    )
+    assert body["count"] == 1
+    assert body["matches"][0]["stock_code"] == "005930"
+
+
+def test_scenarios_active_empty_when_no_matches(tmp_path: Path) -> None:
+    app = _app(tmp_path)
+    get_active_scenarios = _endpoint(app, "/api/scenarios/active")
+    body = get_active_scenarios(market="US", date_str="2026-02-14", limit=50)
+    assert body["count"] == 0

tests/test_db.py

@@ -0,0 +1,60 @@
+"""Tests for database helper functions."""
+
+from src.db import get_open_position, init_db, log_trade
+
+
+def test_get_open_position_returns_latest_buy() -> None:
+    conn = init_db(":memory:")
+    log_trade(
+        conn=conn,
+        stock_code="005930",
+        action="BUY",
+        confidence=90,
+        rationale="entry",
+        quantity=2,
+        price=70000.0,
+        market="KR",
+        exchange_code="KRX",
+        decision_id="d-buy-1",
+    )
+
+    position = get_open_position(conn, "005930", "KR")
+    assert position is not None
+    assert position["decision_id"] == "d-buy-1"
+    assert position["price"] == 70000.0
+    assert position["quantity"] == 2
+
+
+def test_get_open_position_returns_none_when_latest_is_sell() -> None:
+    conn = init_db(":memory:")
+    log_trade(
+        conn=conn,
+        stock_code="005930",
+        action="BUY",
+        confidence=90,
+        rationale="entry",
+        quantity=1,
+        price=70000.0,
+        market="KR",
+        exchange_code="KRX",
+        decision_id="d-buy-1",
+    )
+    log_trade(
+        conn=conn,
+        stock_code="005930",
+        action="SELL",
+        confidence=95,
+        rationale="exit",
+        quantity=1,
+        price=71000.0,
+        market="KR",
+        exchange_code="KRX",
+        decision_id="d-sell-1",
+    )
+
+    assert get_open_position(conn, "005930", "KR") is None
+
+
+def test_get_open_position_returns_none_when_no_trades() -> None:
+    conn = init_db(":memory:")
+    assert get_open_position(conn, "AAPL", "US_NASDAQ") is None

tests/test_market_schedule.py

@@ -7,6 +7,7 @@ import pytest
 
 from src.markets.schedule import (
     MARKETS,
+    expand_market_codes,
     get_next_market_open,
     get_open_markets,
     is_market_open,
@@ -199,3 +200,28 @@ class TestGetNextMarketOpen:
             enabled_markets=["INVALID", "KR"], now=test_time
         )
         assert market.code == "KR"
+
+
+class TestExpandMarketCodes:
+    """Test shorthand market expansion."""
+
+    def test_expand_us_shorthand(self) -> None:
+        assert expand_market_codes(["US"]) == ["US_NASDAQ", "US_NYSE", "US_AMEX"]
+
+    def test_expand_cn_shorthand(self) -> None:
+        assert expand_market_codes(["CN"]) == ["CN_SHA", "CN_SZA"]
+
+    def test_expand_vn_shorthand(self) -> None:
+        assert expand_market_codes(["VN"]) == ["VN_HAN", "VN_HCM"]
+
+    def test_expand_mixed_codes(self) -> None:
+        assert expand_market_codes(["KR", "US", "JP"]) == [
+            "KR",
+            "US_NASDAQ",
+            "US_NYSE",
+            "US_AMEX",
+            "JP",
+        ]
+
+    def test_expand_preserves_unknown_code(self) -> None:
+        assert expand_market_codes(["KR", "UNKNOWN"]) == ["KR", "UNKNOWN"]

tests/test_pre_market_planner.py

@@ -0,0 +1,659 @@
+"""Tests for PreMarketPlanner — Gemini prompt builder + response parser."""
+
+from __future__ import annotations
+
+import json
+from datetime import date
+from unittest.mock import AsyncMock, MagicMock
+
+import pytest
+
+from src.analysis.smart_scanner import ScanCandidate
+from src.brain.context_selector import DecisionType
+from src.brain.gemini_client import TradeDecision
+from src.config import Settings
+from src.context.store import ContextLayer
+from src.strategy.models import (
+    CrossMarketContext,
+    DayPlaybook,
+    MarketOutlook,
+    ScenarioAction,
+)
+from src.strategy.pre_market_planner import PreMarketPlanner
+
+# ---------------------------------------------------------------------------
+# Fixtures
+# ---------------------------------------------------------------------------
+
+
+def _candidate(
+    code: str = "005930",
+    name: str = "Samsung",
+    price: float = 71000,
+    rsi: float = 28.5,
+    volume_ratio: float = 3.2,
+    signal: str = "oversold",
+    score: float = 82.0,
+) -> ScanCandidate:
+    return ScanCandidate(
+        stock_code=code,
+        name=name,
+        price=price,
+        volume=1_500_000,
+        volume_ratio=volume_ratio,
+        rsi=rsi,
+        signal=signal,
+        score=score,
+    )
+
+
+def _gemini_response_json(
+    outlook: str = "neutral_to_bullish",
+    stocks: list[dict] | None = None,
+    global_rules: list[dict] | None = None,
+) -> str:
+    """Build a valid Gemini JSON response."""
+    if stocks is None:
+        stocks = [
+            {
+                "stock_code": "005930",
+                "scenarios": [
+                    {
+                        "condition": {"rsi_below": 30, "volume_ratio_above": 2.5},
+                        "action": "BUY",
+                        "confidence": 85,
+                        "allocation_pct": 15.0,
+                        "stop_loss_pct": -2.0,
+                        "take_profit_pct": 4.0,
+                        "rationale": "Oversold bounce with high volume",
+                    }
+                ],
+            }
+        ]
+    if global_rules is None:
+        global_rules = [
+            {
+                "condition": "portfolio_pnl_pct < -2.0",
+                "action": "REDUCE_ALL",
+                "rationale": "Near circuit breaker",
+            }
+        ]
+    return json.dumps(
+        {"market_outlook": outlook, "global_rules": global_rules, "stocks": stocks}
+    )
+
+
+def _make_planner(
+    gemini_response: str = "",
+    token_count: int = 200,
+    context_data: dict | None = None,
+    scorecard_data: dict | None = None,
+    scorecard_map: dict[tuple[str, str, str], dict | None] | None = None,
+) -> PreMarketPlanner:
+    """Create a PreMarketPlanner with mocked dependencies."""
+    if not gemini_response:
+        gemini_response = _gemini_response_json()
+
+    # Mock GeminiClient
+    gemini = AsyncMock()
+    gemini.decide = AsyncMock(
+        return_value=TradeDecision(
+            action="HOLD",
+            confidence=0,
+            rationale=gemini_response,
+            token_count=token_count,
+        )
+    )
+
+    # Mock ContextStore
+    store = MagicMock()
+    if scorecard_map is not None:
+        store.get_context = MagicMock(
+            side_effect=lambda layer, timeframe, key: scorecard_map.get(
+                (layer.value if hasattr(layer, "value") else layer, timeframe, key)
+            )
+        )
+    else:
+        store.get_context = MagicMock(return_value=scorecard_data)
+
+    # Mock ContextSelector
+    selector = MagicMock()
+    selector.select_layers = MagicMock(
+        return_value=[ContextLayer.L7_REALTIME, ContextLayer.L6_DAILY]
+    )
+    selector.get_context_data = MagicMock(return_value=context_data or {})
+
+    settings = Settings(
+        KIS_APP_KEY="test",
+        KIS_APP_SECRET="test",
+        KIS_ACCOUNT_NO="12345678-01",
+        GEMINI_API_KEY="test",
+    )
+
+    return PreMarketPlanner(gemini, store, selector, settings)
+
+
+# ---------------------------------------------------------------------------
+# generate_playbook
+# ---------------------------------------------------------------------------
+
+
+class TestGeneratePlaybook:
+    @pytest.mark.asyncio
+    async def test_basic_generation(self) -> None:
+        planner = _make_planner()
+        candidates = [_candidate()]
+
+        pb = await planner.generate_playbook("KR", candidates, today=date(2026, 2, 8))
+
+        assert isinstance(pb, DayPlaybook)
+        assert pb.market == "KR"
+        assert pb.stock_count == 1
+        assert pb.scenario_count == 1
+        assert pb.market_outlook == MarketOutlook.NEUTRAL_TO_BULLISH
+        assert pb.token_count == 200
+
+    @pytest.mark.asyncio
+    async def test_empty_candidates_returns_empty_playbook(self) -> None:
+        planner = _make_planner()
+
+        pb = await planner.generate_playbook("KR", [], today=date(2026, 2, 8))
+
+        assert pb.stock_count == 0
+        assert pb.scenario_count == 0
+        assert pb.market_outlook == MarketOutlook.NEUTRAL
+
+    @pytest.mark.asyncio
+    async def test_gemini_failure_returns_defensive(self) -> None:
+        planner = _make_planner()
+        planner._gemini.decide = AsyncMock(side_effect=RuntimeError("API timeout"))
+        candidates = [_candidate()]
+
+        pb = await planner.generate_playbook("KR", candidates, today=date(2026, 2, 8))
+
+        assert pb.default_action == ScenarioAction.HOLD
+        assert pb.market_outlook == MarketOutlook.NEUTRAL_TO_BEARISH
+        assert pb.stock_count == 1
+        # Defensive playbook has stop-loss scenarios
+        assert pb.stock_playbooks[0].scenarios[0].action == ScenarioAction.SELL
+
+    @pytest.mark.asyncio
+    async def test_gemini_failure_empty_when_defensive_disabled(self) -> None:
+        planner = _make_planner()
+        planner._settings.DEFENSIVE_PLAYBOOK_ON_FAILURE = False
+        planner._gemini.decide = AsyncMock(side_effect=RuntimeError("fail"))
+        candidates = [_candidate()]
+
+        pb = await planner.generate_playbook("KR", candidates, today=date(2026, 2, 8))
+
+        assert pb.stock_count == 0
+
+    @pytest.mark.asyncio
+    async def test_multiple_candidates(self) -> None:
+        stocks = [
+            {
+                "stock_code": "005930",
+                "scenarios": [
+                    {
+                        "condition": {"rsi_below": 30},
+                        "action": "BUY",
+                        "confidence": 85,
+                        "rationale": "Oversold",
+                    }
+                ],
+            },
+            {
+                "stock_code": "AAPL",
+                "scenarios": [
+                    {
+                        "condition": {"rsi_above": 75},
+                        "action": "SELL",
+                        "confidence": 80,
+                        "rationale": "Overbought",
+                    }
+                ],
+            },
+        ]
+        planner = _make_planner(gemini_response=_gemini_response_json(stocks=stocks))
+        candidates = [_candidate(), _candidate(code="AAPL", name="Apple")]
+
+        pb = await planner.generate_playbook("US", candidates, today=date(2026, 2, 8))
+
+        assert pb.stock_count == 2
+        codes = [sp.stock_code for sp in pb.stock_playbooks]
+        assert "005930" in codes
+        assert "AAPL" in codes
+
+    @pytest.mark.asyncio
+    async def test_unknown_stock_in_response_skipped(self) -> None:
+        stocks = [
+            {
+                "stock_code": "005930",
+                "scenarios": [
+                    {
+                        "condition": {"rsi_below": 30},
+                        "action": "BUY",
+                        "confidence": 85,
+                        "rationale": "ok",
+                    }
+                ],
+            },
+            {
+                "stock_code": "UNKNOWN",
+                "scenarios": [
+                    {
+                        "condition": {"rsi_below": 20},
+                        "action": "BUY",
+                        "confidence": 90,
+                        "rationale": "bad",
+                    }
+                ],
+            },
+        ]
+        planner = _make_planner(gemini_response=_gemini_response_json(stocks=stocks))
+        candidates = [_candidate()]  # Only 005930
+
+        pb = await planner.generate_playbook("KR", candidates, today=date(2026, 2, 8))
+
+        assert pb.stock_count == 1
+        assert pb.stock_playbooks[0].stock_code == "005930"
+
+    @pytest.mark.asyncio
+    async def test_global_rules_parsed(self) -> None:
+        planner = _make_planner()
+        candidates = [_candidate()]
+
+        pb = await planner.generate_playbook("KR", candidates, today=date(2026, 2, 8))
+
+        assert len(pb.global_rules) == 1
+        assert pb.global_rules[0].action == ScenarioAction.REDUCE_ALL
+
+    @pytest.mark.asyncio
+    async def test_token_count_from_decision(self) -> None:
+        planner = _make_planner(token_count=450)
+        candidates = [_candidate()]
+
+        pb = await planner.generate_playbook("KR", candidates, today=date(2026, 2, 8))
+
+        assert pb.token_count == 450
+
+    @pytest.mark.asyncio
+    async def test_generate_playbook_uses_strategic_context_selector(self) -> None:
+        planner = _make_planner()
+        candidates = [_candidate()]
+
+        await planner.generate_playbook("KR", candidates, today=date(2026, 2, 8))
+
+        planner._context_selector.select_layers.assert_called_once_with(
+            decision_type=DecisionType.STRATEGIC,
+            include_realtime=True,
+        )
+        planner._context_selector.get_context_data.assert_called_once()
+
+    @pytest.mark.asyncio
+    async def test_generate_playbook_injects_self_and_cross_scorecards(self) -> None:
+        scorecard_map = {
+            (ContextLayer.L6_DAILY.value, "2026-02-07", "scorecard_KR"): {
+                "total_pnl": -1.0,
+                "win_rate": 40,
+                "lessons": ["Tighten entries"],
+            },
+            (ContextLayer.L6_DAILY.value, "2026-02-07", "scorecard_US"): {
+                "total_pnl": 1.5,
+                "win_rate": 62,
+                "index_change_pct": 0.9,
+                "lessons": ["Follow momentum"],
+            },
+        }
+        planner = _make_planner(scorecard_map=scorecard_map)
+
+        await planner.generate_playbook("KR", [_candidate()], today=date(2026, 2, 8))
+
+        call_market_data = planner._gemini.decide.call_args.args[0]
+        prompt = call_market_data["prompt_override"]
+        assert "My Market Previous Day (KR)" in prompt
+        assert "Other Market (US)" in prompt
+
+
+# ---------------------------------------------------------------------------
+# _parse_response
+# ---------------------------------------------------------------------------
+
+
+class TestParseResponse:
+    def test_parse_full_response(self) -> None:
+        planner = _make_planner()
+        response = _gemini_response_json(outlook="bearish")
+        candidates = [_candidate()]
+
+        pb = planner._parse_response(response, date(2026, 2, 8), "KR", candidates, None)
+
+        assert pb.market_outlook == MarketOutlook.BEARISH
+        assert pb.stock_count == 1
+        assert pb.stock_playbooks[0].scenarios[0].confidence == 85
+
+    def test_parse_with_markdown_fences(self) -> None:
+        planner = _make_planner()
+        response = f"```json\n{_gemini_response_json()}\n```"
+        candidates = [_candidate()]
+
+        pb = planner._parse_response(response, date(2026, 2, 8), "KR", candidates, None)
+
+        assert pb.stock_count == 1
+
+    def test_parse_unknown_outlook_defaults_neutral(self) -> None:
+        planner = _make_planner()
+        response = _gemini_response_json(outlook="super_bullish")
+        candidates = [_candidate()]
+
+        pb = planner._parse_response(response, date(2026, 2, 8), "KR", candidates, None)
+
+        assert pb.market_outlook == MarketOutlook.NEUTRAL
+
+    def test_parse_scenario_with_all_condition_fields(self) -> None:
+        planner = _make_planner()
+        stocks = [
+            {
+                "stock_code": "005930",
+                "scenarios": [
+                    {
+                        "condition": {
+                            "rsi_below": 25,
+                            "volume_ratio_above": 3.0,
+                            "price_change_pct_below": -2.0,
+                        },
+                        "action": "BUY",
+                        "confidence": 92,
+                        "allocation_pct": 20.0,
+                        "stop_loss_pct": -3.0,
+                        "take_profit_pct": 5.0,
+                        "rationale": "Multi-condition entry",
+                    }
+                ],
+            }
+        ]
+        response = _gemini_response_json(stocks=stocks)
+        candidates = [_candidate()]
+
+        pb = planner._parse_response(response, date(2026, 2, 8), "KR", candidates, None)
+
+        sc = pb.stock_playbooks[0].scenarios[0]
+        assert sc.condition.rsi_below == 25
+        assert sc.condition.volume_ratio_above == 3.0
+        assert sc.condition.price_change_pct_below == -2.0
+        assert sc.allocation_pct == 20.0
+        assert sc.stop_loss_pct == -3.0
+        assert sc.take_profit_pct == 5.0
+
+    def test_parse_empty_condition_scenario_skipped(self) -> None:
+        planner = _make_planner()
+        stocks = [
+            {
+                "stock_code": "005930",
+                "scenarios": [
+                    {
+                        "condition": {},
+                        "action": "BUY",
+                        "confidence": 85,
+                        "rationale": "No conditions",
+                    },
+                    {
+                        "condition": {"rsi_below": 30},
+                        "action": "BUY",
+                        "confidence": 80,
+                        "rationale": "Valid",
+                    },
+                ],
+            }
+        ]
+        response = _gemini_response_json(stocks=stocks)
+        candidates = [_candidate()]
+
+        pb = planner._parse_response(response, date(2026, 2, 8), "KR", candidates, None)
+
+        # Empty condition scenario skipped, valid one kept
+        assert pb.stock_count == 1
+        assert pb.stock_playbooks[0].scenarios[0].confidence == 80
+
+    def test_parse_max_scenarios_enforced(self) -> None:
+        planner = _make_planner()
+        # Settings default MAX_SCENARIOS_PER_STOCK = 5
+        scenarios = [
+            {
+                "condition": {"rsi_below": 20 + i},
+                "action": "BUY",
+                "confidence": 80 + i,
+                "rationale": f"Scenario {i}",
+            }
+            for i in range(8)  # 8 scenarios, should be capped to 5
+        ]
+        stocks = [{"stock_code": "005930", "scenarios": scenarios}]
+        response = _gemini_response_json(stocks=stocks)
+        candidates = [_candidate()]
+
+        pb = planner._parse_response(response, date(2026, 2, 8), "KR", candidates, None)
+
+        assert len(pb.stock_playbooks[0].scenarios) == 5
+
+    def test_parse_invalid_json_raises(self) -> None:
+        planner = _make_planner()
+        candidates = [_candidate()]
+
+        with pytest.raises(json.JSONDecodeError):
+            planner._parse_response("not json at all", date(2026, 2, 8), "KR", candidates, None)
+
+    def test_parse_cross_market_preserved(self) -> None:
+        planner = _make_planner()
+        response = _gemini_response_json()
+        candidates = [_candidate()]
+        cross = CrossMarketContext(market="US", date="2026-02-07", total_pnl=1.5, win_rate=60)
+
+        pb = planner._parse_response(response, date(2026, 2, 8), "KR", candidates, cross)
+
+        assert pb.cross_market is not None
+        assert pb.cross_market.market == "US"
+        assert pb.cross_market.total_pnl == 1.5
+
+
+# ---------------------------------------------------------------------------
+# build_cross_market_context
+# ---------------------------------------------------------------------------
+
+
+class TestBuildCrossMarketContext:
+    def test_kr_reads_us_scorecard(self) -> None:
+        scorecard = {
+            "total_pnl": 2.5,
+            "win_rate": 65,
+            "index_change_pct": 0.8,
+            "lessons": ["Stay patient"],
+        }
+        planner = _make_planner(scorecard_data=scorecard)
+
+        ctx = planner.build_cross_market_context("KR", today=date(2026, 2, 8))
+
+        assert ctx is not None
+        assert ctx.market == "US"
+        assert ctx.total_pnl == 2.5
+        assert ctx.win_rate == 65
+        assert "Stay patient" in ctx.lessons
+
+        # Verify it queried scorecard_US
+        planner._context_store.get_context.assert_called_once_with(
+            ContextLayer.L6_DAILY, "2026-02-07", "scorecard_US"
+        )
+        assert ctx.date == "2026-02-07"
+
+    def test_us_reads_kr_scorecard(self) -> None:
+        scorecard = {"total_pnl": -1.0, "win_rate": 40, "index_change_pct": -0.5}
+        planner = _make_planner(scorecard_data=scorecard)
+
+        ctx = planner.build_cross_market_context("US", today=date(2026, 2, 8))
+
+        assert ctx is not None
+        assert ctx.market == "KR"
+        assert ctx.total_pnl == -1.0
+
+        planner._context_store.get_context.assert_called_once_with(
+            ContextLayer.L6_DAILY, "2026-02-08", "scorecard_KR"
+        )
+
+    def test_no_scorecard_returns_none(self) -> None:
+        planner = _make_planner(scorecard_data=None)
+
+        ctx = planner.build_cross_market_context("KR", today=date(2026, 2, 8))
+
+        assert ctx is None
+
+    def test_invalid_scorecard_returns_none(self) -> None:
+        planner = _make_planner(scorecard_data="not a dict and not json")
+
+        ctx = planner.build_cross_market_context("KR", today=date(2026, 2, 8))
+
+        assert ctx is None
+
+
+# ---------------------------------------------------------------------------
+# build_self_market_scorecard
+# ---------------------------------------------------------------------------
+
+
+class TestBuildSelfMarketScorecard:
+    def test_reads_previous_day_scorecard(self) -> None:
+        scorecard = {"total_pnl": -1.2, "win_rate": 45, "lessons": ["Reduce overtrading"]}
+        planner = _make_planner(scorecard_data=scorecard)
+
+        data = planner.build_self_market_scorecard("KR", today=date(2026, 2, 8))
+
+        assert data is not None
+        assert data["date"] == "2026-02-07"
+        assert data["total_pnl"] == -1.2
+        assert data["win_rate"] == 45
+        assert "Reduce overtrading" in data["lessons"]
+        planner._context_store.get_context.assert_called_once_with(
+            ContextLayer.L6_DAILY, "2026-02-07", "scorecard_KR"
+        )
+
+    def test_missing_scorecard_returns_none(self) -> None:
+        planner = _make_planner(scorecard_data=None)
+        assert planner.build_self_market_scorecard("US", today=date(2026, 2, 8)) is None
+
+
+# ---------------------------------------------------------------------------
+# _build_prompt
+# ---------------------------------------------------------------------------
+
+
+class TestBuildPrompt:
+    def test_prompt_contains_candidates(self) -> None:
+        planner = _make_planner()
+        candidates = [_candidate(code="005930", name="Samsung")]
+
+        prompt = planner._build_prompt("KR", candidates, {}, None, None)
+
+        assert "005930" in prompt
+        assert "Samsung" in prompt
+        assert "RSI=" in prompt
+        assert "volume_ratio=" in prompt
+
+    def test_prompt_contains_cross_market(self) -> None:
+        planner = _make_planner()
+        cross = CrossMarketContext(
+            market="US", date="2026-02-07", total_pnl=1.5,
+            win_rate=60, index_change_pct=0.8, lessons=["Cut losses early"],
+        )
+
+        prompt = planner._build_prompt("KR", [_candidate()], {}, None, cross)
+
+        assert "Other Market (US)" in prompt
+        assert "+1.50%" in prompt
+        assert "Cut losses early" in prompt
+
+    def test_prompt_contains_context_data(self) -> None:
+        planner = _make_planner()
+        context = {"L6_DAILY": {"win_rate": 0.65, "total_pnl": 2.5}}
+
+        prompt = planner._build_prompt("KR", [_candidate()], context, None, None)
+
+        assert "Strategic Context" in prompt
+        assert "L6_DAILY" in prompt
+        assert "win_rate" in prompt
+
+    def test_prompt_contains_max_scenarios(self) -> None:
+        planner = _make_planner()
+        prompt = planner._build_prompt("KR", [_candidate()], {}, None, None)
+
+        assert f"Max {planner._settings.MAX_SCENARIOS_PER_STOCK} scenarios" in prompt
+
+    def test_prompt_market_name(self) -> None:
+        planner = _make_planner()
+        prompt = planner._build_prompt("US", [_candidate()], {}, None, None)
+        assert "US market" in prompt
+
+    def test_prompt_contains_self_market_scorecard(self) -> None:
+        planner = _make_planner()
+        self_scorecard = {
+            "date": "2026-02-07",
+            "total_pnl": -0.8,
+            "win_rate": 45.0,
+            "lessons": ["Avoid midday entries"],
+        }
+        prompt = planner._build_prompt("KR", [_candidate()], {}, self_scorecard, None)
+
+        assert "My Market Previous Day (KR)" in prompt
+        assert "2026-02-07" in prompt
+        assert "-0.80%" in prompt
+        assert "Avoid midday entries" in prompt
+
+
+# ---------------------------------------------------------------------------
+# _extract_json
+# ---------------------------------------------------------------------------
+
+
+class TestExtractJson:
+    def test_plain_json(self) -> None:
+        assert PreMarketPlanner._extract_json('{"a": 1}') == '{"a": 1}'
+
+    def test_with_json_fence(self) -> None:
+        text = '```json\n{"a": 1}\n```'
+        assert PreMarketPlanner._extract_json(text) == '{"a": 1}'
+
+    def test_with_plain_fence(self) -> None:
+        text = '```\n{"a": 1}\n```'
+        assert PreMarketPlanner._extract_json(text) == '{"a": 1}'
+
+    def test_with_whitespace(self) -> None:
+        text = '  \n  {"a": 1}  \n  '
+        assert PreMarketPlanner._extract_json(text) == '{"a": 1}'
+
+
+# ---------------------------------------------------------------------------
+# Defensive playbook
+# ---------------------------------------------------------------------------
+
+
+class TestDefensivePlaybook:
+    def test_defensive_has_stop_loss(self) -> None:
+        candidates = [_candidate(code="005930"), _candidate(code="AAPL")]
+        pb = PreMarketPlanner._defensive_playbook(date(2026, 2, 8), "KR", candidates)
+
+        assert pb.default_action == ScenarioAction.HOLD
+        assert pb.market_outlook == MarketOutlook.NEUTRAL_TO_BEARISH
+        assert pb.stock_count == 2
+        for sp in pb.stock_playbooks:
+            assert sp.scenarios[0].action == ScenarioAction.SELL
+            assert sp.scenarios[0].stop_loss_pct == -3.0
+
+    def test_defensive_has_global_rule(self) -> None:
+        pb = PreMarketPlanner._defensive_playbook(date(2026, 2, 8), "KR", [_candidate()])
+
+        assert len(pb.global_rules) == 1
+        assert pb.global_rules[0].action == ScenarioAction.REDUCE_ALL
+
+    def test_empty_playbook(self) -> None:
+        pb = PreMarketPlanner._empty_playbook(date(2026, 2, 8), "US")
+
+        assert pb.stock_count == 0
+        assert pb.market == "US"
+        assert pb.market_outlook == MarketOutlook.NEUTRAL

tests/test_scorecard.py

@@ -0,0 +1,81 @@
+"""Tests for DailyScorecard model."""
+
+from __future__ import annotations
+
+from src.evolution.scorecard import DailyScorecard
+
+
+def test_scorecard_initialization() -> None:
+    scorecard = DailyScorecard(
+        date="2026-02-08",
+        market="KR",
+        total_decisions=10,
+        buys=3,
+        sells=2,
+        holds=5,
+        total_pnl=1234.5,
+        win_rate=60.0,
+        avg_confidence=78.5,
+        scenario_match_rate=70.0,
+        top_winners=["005930", "000660"],
+        top_losers=["035420"],
+        lessons=["Avoid chasing breakouts"],
+        cross_market_note="US volatility spillover",
+    )
+
+    assert scorecard.market == "KR"
+    assert scorecard.total_decisions == 10
+    assert scorecard.total_pnl == 1234.5
+    assert scorecard.top_winners == ["005930", "000660"]
+    assert scorecard.lessons == ["Avoid chasing breakouts"]
+    assert scorecard.cross_market_note == "US volatility spillover"
+
+
+def test_scorecard_defaults() -> None:
+    scorecard = DailyScorecard(
+        date="2026-02-08",
+        market="US",
+        total_decisions=0,
+        buys=0,
+        sells=0,
+        holds=0,
+        total_pnl=0.0,
+        win_rate=0.0,
+        avg_confidence=0.0,
+        scenario_match_rate=0.0,
+    )
+
+    assert scorecard.top_winners == []
+    assert scorecard.top_losers == []
+    assert scorecard.lessons == []
+    assert scorecard.cross_market_note == ""
+
+
+def test_scorecard_list_isolation() -> None:
+    a = DailyScorecard(
+        date="2026-02-08",
+        market="KR",
+        total_decisions=1,
+        buys=1,
+        sells=0,
+        holds=0,
+        total_pnl=10.0,
+        win_rate=100.0,
+        avg_confidence=90.0,
+        scenario_match_rate=100.0,
+    )
+    b = DailyScorecard(
+        date="2026-02-08",
+        market="US",
+        total_decisions=1,
+        buys=0,
+        sells=1,
+        holds=0,
+        total_pnl=-5.0,
+        win_rate=0.0,
+        avg_confidence=60.0,
+        scenario_match_rate=50.0,
+    )
+
+    a.top_winners.append("005930")
+    assert b.top_winners == []

tests/test_telegram_commands.py

@@ -682,6 +682,10 @@ class TestBasicCommands:
                 "/help - Show available commands\n"
                 "/status - Trading status (mode, markets, P&L)\n"
                 "/positions - Current holdings\n"
+                "/report - Daily summary report\n"
+                "/scenarios - Today's playbook scenarios\n"
+                "/review - Recent scorecards\n"
+                "/dashboard - Dashboard URL/status\n"
                 "/stop - Pause trading\n"
                 "/resume - Resume trading"
             )
@@ -707,10 +711,106 @@ class TestBasicCommands:
             assert "/help" in payload["text"]
             assert "/status" in payload["text"]
             assert "/positions" in payload["text"]
+            assert "/report" in payload["text"]
+            assert "/scenarios" in payload["text"]
+            assert "/review" in payload["text"]
+            assert "/dashboard" in payload["text"]
             assert "/stop" in payload["text"]
             assert "/resume" in payload["text"]
 
 
+class TestExtendedCommands:
+    """Test additional bot commands."""
+
+    @pytest.mark.asyncio
+    async def test_report_command(self) -> None:
+        client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
+        handler = TelegramCommandHandler(client)
+
+        mock_resp = AsyncMock()
+        mock_resp.status = 200
+        mock_resp.__aenter__ = AsyncMock(return_value=mock_resp)
+        mock_resp.__aexit__ = AsyncMock(return_value=False)
+
+        async def mock_report() -> None:
+            await client.send_message("<b>📈 Daily Report</b>\n\nTrades: 1")
+
+        handler.register_command("report", mock_report)
+
+        with patch("aiohttp.ClientSession.post", return_value=mock_resp) as mock_post:
+            await handler._handle_update(
+                {"update_id": 1, "message": {"chat": {"id": 456}, "text": "/report"}}
+            )
+            payload = mock_post.call_args.kwargs["json"]
+            assert "Daily Report" in payload["text"]
+
+    @pytest.mark.asyncio
+    async def test_scenarios_command(self) -> None:
+        client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
+        handler = TelegramCommandHandler(client)
+
+        mock_resp = AsyncMock()
+        mock_resp.status = 200
+        mock_resp.__aenter__ = AsyncMock(return_value=mock_resp)
+        mock_resp.__aexit__ = AsyncMock(return_value=False)
+
+        async def mock_scenarios() -> None:
+            await client.send_message("<b>🧠 Today's Scenarios</b>\n\n- AAPL: BUY (85)")
+
+        handler.register_command("scenarios", mock_scenarios)
+
+        with patch("aiohttp.ClientSession.post", return_value=mock_resp) as mock_post:
+            await handler._handle_update(
+                {"update_id": 1, "message": {"chat": {"id": 456}, "text": "/scenarios"}}
+            )
+            payload = mock_post.call_args.kwargs["json"]
+            assert "Today's Scenarios" in payload["text"]
+
+    @pytest.mark.asyncio
+    async def test_review_command(self) -> None:
+        client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
+        handler = TelegramCommandHandler(client)
+
+        mock_resp = AsyncMock()
+        mock_resp.status = 200
+        mock_resp.__aenter__ = AsyncMock(return_value=mock_resp)
+        mock_resp.__aexit__ = AsyncMock(return_value=False)
+
+        async def mock_review() -> None:
+            await client.send_message("<b>📝 Recent Reviews</b>\n\n- 2026-02-14 KR")
+
+        handler.register_command("review", mock_review)
+
+        with patch("aiohttp.ClientSession.post", return_value=mock_resp) as mock_post:
+            await handler._handle_update(
+                {"update_id": 1, "message": {"chat": {"id": 456}, "text": "/review"}}
+            )
+            payload = mock_post.call_args.kwargs["json"]
+            assert "Recent Reviews" in payload["text"]
+
+    @pytest.mark.asyncio
+    async def test_dashboard_command(self) -> None:
+        client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
+        handler = TelegramCommandHandler(client)
+
+        mock_resp = AsyncMock()
+        mock_resp.status = 200
+        mock_resp.__aenter__ = AsyncMock(return_value=mock_resp)
+        mock_resp.__aexit__ = AsyncMock(return_value=False)
+
+        async def mock_dashboard() -> None:
+            await client.send_message("<b>🖥️ Dashboard</b>\n\nURL: http://127.0.0.1:8080")
+
+        handler.register_command("dashboard", mock_dashboard)
+
+        with patch("aiohttp.ClientSession.post", return_value=mock_resp) as mock_post:
+            await handler._handle_update(
+                {"update_id": 1, "message": {"chat": {"id": 456}, "text": "/dashboard"}}
+            )
+            payload = mock_post.call_args.kwargs["json"]
+            assert "Dashboard" in payload["text"]
+
+
 class TestGetUpdates:
     """Test getUpdates API interaction."""
 

tests/test_volatility.py

@@ -412,7 +412,7 @@ class TestMarketScanner:
         scan_result = context_store.get_context(
             ContextLayer.L7_REALTIME,
             latest_timeframe,
-            "KR_scan_result",
+            "scan_result_KR",
         )
         assert scan_result is not None
         assert scan_result["total_scanned"] == 3