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feature/is
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feature/is
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be695a5d7c | ||
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6471e66d89 | ||
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149039a904 | ||
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419
src/strategy/pre_market_planner.py
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419
src/strategy/pre_market_planner.py
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"""Pre-market planner — generates DayPlaybook via Gemini before market open.
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One Gemini API call per market per day. Candidates come from SmartVolatilityScanner.
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On failure, returns a defensive playbook (all HOLD, no trades).
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"""
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from __future__ import annotations
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import json
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import logging
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from datetime import date
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from typing import Any
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from src.analysis.smart_scanner import ScanCandidate
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from src.brain.context_selector import ContextSelector, DecisionType
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from src.brain.gemini_client import GeminiClient
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from src.config import Settings
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from src.context.store import ContextLayer, ContextStore
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from src.strategy.models import (
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CrossMarketContext,
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DayPlaybook,
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GlobalRule,
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MarketOutlook,
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ScenarioAction,
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StockCondition,
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StockPlaybook,
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StockScenario,
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)
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logger = logging.getLogger(__name__)
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# Mapping from string to MarketOutlook enum
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_OUTLOOK_MAP: dict[str, MarketOutlook] = {
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"bullish": MarketOutlook.BULLISH,
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"neutral_to_bullish": MarketOutlook.NEUTRAL_TO_BULLISH,
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"neutral": MarketOutlook.NEUTRAL,
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"neutral_to_bearish": MarketOutlook.NEUTRAL_TO_BEARISH,
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"bearish": MarketOutlook.BEARISH,
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}
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_ACTION_MAP: dict[str, ScenarioAction] = {
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"BUY": ScenarioAction.BUY,
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"SELL": ScenarioAction.SELL,
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"HOLD": ScenarioAction.HOLD,
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"REDUCE_ALL": ScenarioAction.REDUCE_ALL,
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}
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class PreMarketPlanner:
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"""Generates a DayPlaybook by calling Gemini once before market open.
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Flow:
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1. Collect strategic context (L5-L7) + cross-market context
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2. Build a structured prompt with scan candidates
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3. Call Gemini for JSON scenario generation
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4. Parse and validate response into DayPlaybook
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5. On failure → defensive playbook (HOLD everything)
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"""
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def __init__(
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self,
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gemini_client: GeminiClient,
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context_store: ContextStore,
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context_selector: ContextSelector,
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settings: Settings,
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) -> None:
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self._gemini = gemini_client
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self._context_store = context_store
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self._context_selector = context_selector
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self._settings = settings
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async def generate_playbook(
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self,
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market: str,
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candidates: list[ScanCandidate],
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today: date | None = None,
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) -> DayPlaybook:
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"""Generate a DayPlaybook for a market using Gemini.
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Args:
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market: Market code ("KR" or "US")
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candidates: Stock candidates from SmartVolatilityScanner
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today: Override date (defaults to date.today()). Use market-local date.
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Returns:
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DayPlaybook with scenarios. Empty/defensive if no candidates or failure.
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"""
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if today is None:
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today = date.today()
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if not candidates:
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logger.info("No candidates for %s — returning empty playbook", market)
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return self._empty_playbook(today, market)
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try:
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# 1. Gather context
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context_data = self._gather_context()
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cross_market = self.build_cross_market_context(market, today)
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# 2. Build prompt
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prompt = self._build_prompt(market, candidates, context_data, cross_market)
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# 3. Call Gemini
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market_data = {
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"stock_code": "PLANNER",
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"current_price": 0,
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"prompt_override": prompt,
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}
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decision = await self._gemini.decide(market_data)
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# 4. Parse response
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playbook = self._parse_response(
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decision.rationale, today, market, candidates, cross_market
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)
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playbook_with_tokens = playbook.model_copy(
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update={"token_count": decision.token_count}
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)
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logger.info(
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"Generated playbook for %s: %d stocks, %d scenarios, %d tokens",
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market,
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playbook_with_tokens.stock_count,
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playbook_with_tokens.scenario_count,
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playbook_with_tokens.token_count,
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)
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return playbook_with_tokens
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except Exception:
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logger.exception("Playbook generation failed for %s", market)
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if self._settings.DEFENSIVE_PLAYBOOK_ON_FAILURE:
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return self._defensive_playbook(today, market, candidates)
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return self._empty_playbook(today, market)
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def build_cross_market_context(
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self, target_market: str, today: date | None = None,
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) -> CrossMarketContext | None:
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"""Build cross-market context from the other market's L6 data.
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KR planner → reads US scorecard from previous night.
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US planner → reads KR scorecard from today.
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Args:
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target_market: The market being planned ("KR" or "US")
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today: Override date (defaults to date.today()). Use market-local date.
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"""
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other_market = "US" if target_market == "KR" else "KR"
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if today is None:
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today = date.today()
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timeframe = today.isoformat()
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scorecard_key = f"scorecard_{other_market}"
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scorecard_data = self._context_store.get_context(
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ContextLayer.L6_DAILY, timeframe, scorecard_key
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)
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if scorecard_data is None:
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logger.debug("No cross-market scorecard found for %s", other_market)
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return None
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if isinstance(scorecard_data, str):
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try:
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scorecard_data = json.loads(scorecard_data)
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except (json.JSONDecodeError, TypeError):
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return None
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if not isinstance(scorecard_data, dict):
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return None
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return CrossMarketContext(
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market=other_market,
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date=timeframe,
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total_pnl=float(scorecard_data.get("total_pnl", 0.0)),
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win_rate=float(scorecard_data.get("win_rate", 0.0)),
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index_change_pct=float(scorecard_data.get("index_change_pct", 0.0)),
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key_events=scorecard_data.get("key_events", []),
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lessons=scorecard_data.get("lessons", []),
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)
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def _gather_context(self) -> dict[str, Any]:
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"""Gather strategic context using ContextSelector."""
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layers = self._context_selector.select_layers(
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decision_type=DecisionType.STRATEGIC,
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include_realtime=True,
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)
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return self._context_selector.get_context_data(layers, max_items_per_layer=10)
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def _build_prompt(
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self,
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market: str,
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candidates: list[ScanCandidate],
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context_data: dict[str, Any],
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cross_market: CrossMarketContext | None,
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) -> str:
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"""Build a structured prompt for Gemini to generate scenario JSON."""
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max_scenarios = self._settings.MAX_SCENARIOS_PER_STOCK
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candidates_text = "\n".join(
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f" - {c.stock_code} ({c.name}): price={c.price}, "
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f"RSI={c.rsi:.1f}, volume_ratio={c.volume_ratio:.1f}, "
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f"signal={c.signal}, score={c.score:.1f}"
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for c in candidates
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)
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cross_market_text = ""
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if cross_market:
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cross_market_text = (
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f"\n## Other Market ({cross_market.market}) Summary\n"
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f"- P&L: {cross_market.total_pnl:+.2f}%\n"
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f"- Win Rate: {cross_market.win_rate:.0f}%\n"
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f"- Index Change: {cross_market.index_change_pct:+.2f}%\n"
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)
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if cross_market.lessons:
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cross_market_text += f"- Lessons: {'; '.join(cross_market.lessons[:3])}\n"
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context_text = ""
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if context_data:
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context_text = "\n## Strategic Context\n"
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for layer_name, layer_data in context_data.items():
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if layer_data:
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context_text += f"### {layer_name}\n"
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for key, value in list(layer_data.items())[:5]:
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context_text += f" - {key}: {value}\n"
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return (
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f"You are a pre-market trading strategist for the {market} market.\n"
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f"Generate structured trading scenarios for today.\n\n"
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f"## Candidates (from volatility scanner)\n{candidates_text}\n"
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f"{cross_market_text}"
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f"{context_text}\n"
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f"## Instructions\n"
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f"Return a JSON object with this exact structure:\n"
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f'{{\n'
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f' "market_outlook": "bullish|neutral_to_bullish|neutral'
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f'|neutral_to_bearish|bearish",\n'
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f' "global_rules": [\n'
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f' {{"condition": "portfolio_pnl_pct < -2.0",'
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f' "action": "REDUCE_ALL", "rationale": "..."}}\n'
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f' ],\n'
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f' "stocks": [\n'
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f' {{\n'
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f' "stock_code": "...",\n'
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f' "scenarios": [\n'
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f' {{\n'
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f' "condition": {{"rsi_below": 30, "volume_ratio_above": 2.0}},\n'
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f' "action": "BUY|SELL|HOLD",\n'
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f' "confidence": 85,\n'
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f' "allocation_pct": 10.0,\n'
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f' "stop_loss_pct": -2.0,\n'
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f' "take_profit_pct": 3.0,\n'
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f' "rationale": "..."\n'
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f' }}\n'
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f' ]\n'
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f' }}\n'
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f' ]\n'
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f'}}\n\n'
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f"Rules:\n"
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f"- Max {max_scenarios} scenarios per stock\n"
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f"- Only use stocks from the candidates list\n"
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f"- Confidence 0-100 (80+ for actionable trades)\n"
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f"- stop_loss_pct must be <= 0, take_profit_pct must be >= 0\n"
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f"- Return ONLY the JSON, no markdown fences or explanation\n"
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)
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def _parse_response(
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self,
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response_text: str,
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today: date,
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market: str,
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candidates: list[ScanCandidate],
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cross_market: CrossMarketContext | None,
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) -> DayPlaybook:
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"""Parse Gemini's JSON response into a validated DayPlaybook."""
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cleaned = self._extract_json(response_text)
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data = json.loads(cleaned)
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valid_codes = {c.stock_code for c in candidates}
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# Parse market outlook
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outlook_str = data.get("market_outlook", "neutral")
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market_outlook = _OUTLOOK_MAP.get(outlook_str, MarketOutlook.NEUTRAL)
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# Parse global rules
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global_rules = []
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for rule_data in data.get("global_rules", []):
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action_str = rule_data.get("action", "HOLD")
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action = _ACTION_MAP.get(action_str, ScenarioAction.HOLD)
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global_rules.append(
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GlobalRule(
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condition=rule_data.get("condition", ""),
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action=action,
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rationale=rule_data.get("rationale", ""),
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)
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)
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# Parse stock playbooks
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stock_playbooks = []
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max_scenarios = self._settings.MAX_SCENARIOS_PER_STOCK
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for stock_data in data.get("stocks", []):
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code = stock_data.get("stock_code", "")
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if code not in valid_codes:
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logger.warning("Gemini returned unknown stock %s — skipping", code)
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continue
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scenarios = []
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for sc_data in stock_data.get("scenarios", [])[:max_scenarios]:
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scenario = self._parse_scenario(sc_data)
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if scenario:
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scenarios.append(scenario)
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if scenarios:
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stock_playbooks.append(
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StockPlaybook(
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stock_code=code,
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scenarios=scenarios,
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)
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)
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return DayPlaybook(
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date=today,
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market=market,
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market_outlook=market_outlook,
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global_rules=global_rules,
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stock_playbooks=stock_playbooks,
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cross_market=cross_market,
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)
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def _parse_scenario(self, sc_data: dict) -> StockScenario | None:
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"""Parse a single scenario from JSON data. Returns None if invalid."""
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try:
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cond_data = sc_data.get("condition", {})
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condition = StockCondition(
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rsi_below=cond_data.get("rsi_below"),
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rsi_above=cond_data.get("rsi_above"),
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volume_ratio_above=cond_data.get("volume_ratio_above"),
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volume_ratio_below=cond_data.get("volume_ratio_below"),
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price_above=cond_data.get("price_above"),
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price_below=cond_data.get("price_below"),
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price_change_pct_above=cond_data.get("price_change_pct_above"),
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price_change_pct_below=cond_data.get("price_change_pct_below"),
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)
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if not condition.has_any_condition():
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logger.warning("Scenario has no conditions — skipping")
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return None
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action_str = sc_data.get("action", "HOLD")
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action = _ACTION_MAP.get(action_str, ScenarioAction.HOLD)
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return StockScenario(
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condition=condition,
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action=action,
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confidence=int(sc_data.get("confidence", 50)),
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allocation_pct=float(sc_data.get("allocation_pct", 10.0)),
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stop_loss_pct=float(sc_data.get("stop_loss_pct", -2.0)),
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take_profit_pct=float(sc_data.get("take_profit_pct", 3.0)),
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rationale=sc_data.get("rationale", ""),
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)
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except (ValueError, TypeError) as e:
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logger.warning("Failed to parse scenario: %s", e)
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return None
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@staticmethod
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def _extract_json(text: str) -> str:
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"""Extract JSON from response, stripping markdown fences if present."""
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stripped = text.strip()
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if stripped.startswith("```"):
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# Remove first line (```json or ```) and last line (```)
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lines = stripped.split("\n")
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lines = lines[1:] # Remove opening fence
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if lines and lines[-1].strip() == "```":
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lines = lines[:-1]
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stripped = "\n".join(lines)
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return stripped.strip()
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@staticmethod
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def _empty_playbook(today: date, market: str) -> DayPlaybook:
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"""Return an empty playbook (no stocks, no scenarios)."""
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return DayPlaybook(
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date=today,
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market=market,
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market_outlook=MarketOutlook.NEUTRAL,
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stock_playbooks=[],
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)
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@staticmethod
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def _defensive_playbook(
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today: date,
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market: str,
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candidates: list[ScanCandidate],
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) -> DayPlaybook:
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"""Return a defensive playbook — HOLD everything with stop-loss ready."""
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stock_playbooks = [
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StockPlaybook(
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stock_code=c.stock_code,
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scenarios=[
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StockScenario(
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condition=StockCondition(price_change_pct_below=-3.0),
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action=ScenarioAction.SELL,
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confidence=90,
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stop_loss_pct=-3.0,
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rationale="Defensive stop-loss (planner failure)",
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),
|
||||
],
|
||||
)
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for c in candidates
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]
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return DayPlaybook(
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date=today,
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market=market,
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||||
market_outlook=MarketOutlook.NEUTRAL_TO_BEARISH,
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default_action=ScenarioAction.HOLD,
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stock_playbooks=stock_playbooks,
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global_rules=[
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GlobalRule(
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condition="portfolio_pnl_pct < -2.0",
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action=ScenarioAction.REDUCE_ALL,
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||||
rationale="Defensive: reduce on loss threshold",
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||||
),
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||||
],
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||||
)
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552
tests/test_pre_market_planner.py
Normal file
552
tests/test_pre_market_planner.py
Normal file
@@ -0,0 +1,552 @@
|
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"""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.gemini_client import TradeDecision
|
||||
from src.config import Settings
|
||||
from src.context.store import ContextLayer
|
||||
from src.strategy.models import (
|
||||
CrossMarketContext,
|
||||
DayPlaybook,
|
||||
MarketOutlook,
|
||||
PlaybookStatus,
|
||||
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,
|
||||
) -> 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()
|
||||
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
|
||||
|
||||
|
||||
# ---------------------------------------------------------------------------
|
||||
# _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, "2026-02-08", "scorecard_US"
|
||||
)
|
||||
|
||||
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_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)
|
||||
|
||||
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()], {}, 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)
|
||||
|
||||
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)
|
||||
|
||||
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)
|
||||
assert "US market" 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
|
||||
Reference in New Issue
Block a user