Compare commits

...

6 Commits

Author SHA1 Message Date
agentson
392422992b feat: integrate DailyReviewer into market close flow (issue #93)
Some checks failed
CI / test (pull_request) Has been cancelled
Extract _handle_market_close() helper that runs EOD aggregation,
generates scorecard with optional AI lessons, and sends Telegram summary.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-14 23:13:57 +09:00
cc637a9738 Merge pull request 'feat: Daily Reviewer - 시장별 성적표 생성 (issue #91)' (#121) from feature/issue-91-daily-reviewer into main
Some checks failed
CI / test (push) Has been cancelled
Reviewed-on: #121
2026-02-14 23:08:05 +09:00
agentson
8c27473fed feat: DailyReviewer for market-scoped scorecards and AI lessons (issue #91)
Some checks failed
CI / test (pull_request) Has been cancelled
Generate per-market daily scorecards from decision_logs and trades,
optional Gemini-powered lessons, and store results in L6 context.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-14 23:07:12 +09:00
bde54c7487 Merge pull request 'feat: Decision outcome 업데이트 (issue #92)' (#120) from feature/issue-92-decision-outcome into main
Some checks failed
CI / test (push) Has been cancelled
Reviewed-on: #120
2026-02-14 22:41:29 +09:00
agentson
a14f944fcc feat: link decision outcomes to trades via decision_id (issue #92)
Some checks failed
CI / test (pull_request) Has been cancelled
Add decision_id column to trades table, capture log_decision() return
value, and update original BUY decision outcome on SELL execution.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-14 21:36:57 +09:00
56f7405baa Merge pull request 'feat: 컨텍스트 집계 스케줄러 (issue #87)' (#119) from feature/issue-87-context-scheduler into main
Some checks failed
CI / test (push) Has been cancelled
Reviewed-on: #119
2026-02-10 04:28:42 +09:00
6 changed files with 883 additions and 16 deletions

View File

@@ -6,6 +6,7 @@ import json
import sqlite3 import sqlite3
from datetime import UTC, datetime from datetime import UTC, datetime
from pathlib import Path from pathlib import Path
from typing import Any
def init_db(db_path: str) -> sqlite3.Connection: def init_db(db_path: str) -> sqlite3.Connection:
@@ -26,7 +27,8 @@ def init_db(db_path: str) -> sqlite3.Connection:
price REAL, price REAL,
pnl REAL DEFAULT 0.0, pnl REAL DEFAULT 0.0,
market TEXT DEFAULT 'KR', 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'") conn.execute("ALTER TABLE trades ADD COLUMN exchange_code TEXT DEFAULT 'KRX'")
if "selection_context" not in columns: if "selection_context" not in columns:
conn.execute("ALTER TABLE trades ADD COLUMN selection_context TEXT") 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 # Context tree tables for multi-layered memory management
conn.execute( conn.execute(
@@ -143,6 +147,7 @@ def log_trade(
market: str = "KR", market: str = "KR",
exchange_code: str = "KRX", exchange_code: str = "KRX",
selection_context: dict[str, any] | None = None, selection_context: dict[str, any] | None = None,
decision_id: str | None = None,
) -> None: ) -> None:
"""Insert a trade record into the database. """Insert a trade record into the database.
@@ -166,9 +171,9 @@ def log_trade(
""" """
INSERT INTO trades ( INSERT INTO trades (
timestamp, stock_code, action, confidence, rationale, 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(), datetime.now(UTC).isoformat(),
@@ -182,6 +187,30 @@ def log_trade(
market, market,
exchange_code, exchange_code,
context_json, context_json,
decision_id,
), ),
) )
conn.commit() 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]}

View File

@@ -1,6 +1,7 @@
"""Evolution engine for self-improving trading strategies.""" """Evolution engine for self-improving trading strategies."""
from src.evolution.ab_test import ABTester, ABTestResult, StrategyPerformance 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.optimizer import EvolutionOptimizer
from src.evolution.performance_tracker import ( from src.evolution.performance_tracker import (
PerformanceDashboard, PerformanceDashboard,
@@ -18,4 +19,5 @@ __all__ = [
"PerformanceDashboard", "PerformanceDashboard",
"StrategyMetrics", "StrategyMetrics",
"DailyScorecard", "DailyScorecard",
"DailyReviewer",
] ]

View File

@@ -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]

View File

@@ -26,7 +26,8 @@ from src.context.store import ContextStore
from src.core.criticality import CriticalityAssessor from src.core.criticality import CriticalityAssessor
from src.core.priority_queue import PriorityTaskQueue from src.core.priority_queue import PriorityTaskQueue
from src.core.risk_manager import CircuitBreakerTripped, FatFingerRejected, RiskManager from src.core.risk_manager import CircuitBreakerTripped, FatFingerRejected, RiskManager
from src.db import init_db, log_trade from src.db import get_latest_buy_trade, init_db, log_trade
from src.evolution.daily_review import DailyReviewer
from src.logging.decision_logger import DecisionLogger from src.logging.decision_logger import DecisionLogger
from src.logging_config import setup_logging from src.logging_config import setup_logging
from src.markets.schedule import MarketInfo, get_next_market_open, get_open_markets from src.markets.schedule import MarketInfo, get_next_market_open, get_open_markets
@@ -279,7 +280,7 @@ async def trading_cycle(
"pnl_pct": pnl_pct, "pnl_pct": pnl_pct,
} }
decision_logger.log_decision( decision_id = decision_logger.log_decision(
stock_code=stock_code, stock_code=stock_code,
market=market.code, market=market.code,
exchange_code=market.exchange_code, exchange_code=market.exchange_code,
@@ -291,6 +292,9 @@ async def trading_cycle(
) )
# 3. Execute if actionable # 3. Execute if actionable
quantity = 0
trade_price = current_price
trade_pnl = 0.0
if decision.action in ("BUY", "SELL"): if decision.action in ("BUY", "SELL"):
# Determine order size (simplified: 1 lot) # Determine order size (simplified: 1 lot)
quantity = 1 quantity = 1
@@ -346,6 +350,18 @@ async def trading_cycle(
except Exception as exc: except Exception as exc:
logger.warning("Telegram notification failed: %s", exc) logger.warning("Telegram notification failed: %s", exc)
if decision.action == "SELL":
buy_trade = get_latest_buy_trade(db_conn, stock_code, market.code)
if buy_trade and buy_trade.get("price") is not None:
buy_price = float(buy_trade["price"])
buy_qty = int(buy_trade.get("quantity") or 1)
trade_pnl = (trade_price - buy_price) * buy_qty
decision_logger.update_outcome(
decision_id=buy_trade["decision_id"],
pnl=trade_pnl,
accuracy=1 if trade_pnl > 0 else 0,
)
# 6. Log trade with selection context # 6. Log trade with selection context
selection_context = None selection_context = None
if stock_code in market_candidates: if stock_code in market_candidates:
@@ -363,9 +379,13 @@ async def trading_cycle(
action=decision.action, action=decision.action,
confidence=decision.confidence, confidence=decision.confidence,
rationale=decision.rationale, rationale=decision.rationale,
quantity=quantity,
price=trade_price,
pnl=trade_pnl,
market=market.code, market=market.code,
exchange_code=market.exchange_code, exchange_code=market.exchange_code,
selection_context=selection_context, selection_context=selection_context,
decision_id=decision_id,
) )
# 7. Latency monitoring # 7. Latency monitoring
@@ -600,7 +620,7 @@ async def run_daily_session(
"pnl_pct": pnl_pct, "pnl_pct": pnl_pct,
} }
decision_logger.log_decision( decision_id = decision_logger.log_decision(
stock_code=stock_code, stock_code=stock_code,
market=market.code, market=market.code,
exchange_code=market.exchange_code, exchange_code=market.exchange_code,
@@ -612,6 +632,9 @@ async def run_daily_session(
) )
# Execute if actionable # Execute if actionable
quantity = 0
trade_price = stock_data["current_price"]
trade_pnl = 0.0
if decision.action in ("BUY", "SELL"): if decision.action in ("BUY", "SELL"):
quantity = 1 quantity = 1
order_amount = stock_data["current_price"] * quantity order_amount = stock_data["current_price"] * quantity
@@ -684,6 +707,18 @@ async def run_daily_session(
) )
continue continue
if decision.action == "SELL":
buy_trade = get_latest_buy_trade(db_conn, stock_code, market.code)
if buy_trade and buy_trade.get("price") is not None:
buy_price = float(buy_trade["price"])
buy_qty = int(buy_trade.get("quantity") or 1)
trade_pnl = (trade_price - buy_price) * buy_qty
decision_logger.update_outcome(
decision_id=buy_trade["decision_id"],
pnl=trade_pnl,
accuracy=1 if trade_pnl > 0 else 0,
)
# Log trade # Log trade
log_trade( log_trade(
conn=db_conn, conn=db_conn,
@@ -691,13 +726,52 @@ async def run_daily_session(
action=decision.action, action=decision.action,
confidence=decision.confidence, confidence=decision.confidence,
rationale=decision.rationale, rationale=decision.rationale,
quantity=quantity,
price=trade_price,
pnl=trade_pnl,
market=market.code, market=market.code,
exchange_code=market.exchange_code, exchange_code=market.exchange_code,
decision_id=decision_id,
) )
logger.info("Daily trading session completed") logger.info("Daily trading session completed")
async def _handle_market_close(
market_code: str,
market_name: str,
market_timezone: Any,
telegram: TelegramClient,
context_aggregator: ContextAggregator,
daily_reviewer: DailyReviewer,
) -> None:
"""Handle market-close tasks: notify, aggregate, review, and store context."""
await telegram.notify_market_close(market_name, 0.0)
market_date = datetime.now(market_timezone).date().isoformat()
context_aggregator.aggregate_daily_from_trades(
date=market_date,
market=market_code,
)
scorecard = daily_reviewer.generate_scorecard(market_date, market_code)
daily_reviewer.store_scorecard_in_context(scorecard)
lessons = await daily_reviewer.generate_lessons(scorecard)
if lessons:
scorecard.lessons = lessons
daily_reviewer.store_scorecard_in_context(scorecard)
await telegram.send_message(
f"<b>Daily Review ({market_code})</b>\n"
f"Date: {scorecard.date}\n"
f"Decisions: {scorecard.total_decisions}\n"
f"P&L: {scorecard.total_pnl:+.2f}\n"
f"Win Rate: {scorecard.win_rate:.2f}%\n"
f"Lessons: {', '.join(scorecard.lessons) if scorecard.lessons else 'N/A'}"
)
async def run(settings: Settings) -> None: async def run(settings: Settings) -> None:
"""Main async loop — iterate over open markets on a timer.""" """Main async loop — iterate over open markets on a timer."""
broker = KISBroker(settings) broker = KISBroker(settings)
@@ -713,6 +787,7 @@ async def run(settings: Settings) -> None:
context_selector = ContextSelector(context_store) context_selector = ContextSelector(context_store)
scenario_engine = ScenarioEngine() scenario_engine = ScenarioEngine()
playbook_store = PlaybookStore(db_conn) playbook_store = PlaybookStore(db_conn)
daily_reviewer = DailyReviewer(db_conn, context_store, gemini_client=brain)
pre_market_planner = PreMarketPlanner( pre_market_planner = PreMarketPlanner(
gemini_client=brain, gemini_client=brain,
context_store=context_store, context_store=context_store,
@@ -991,13 +1066,13 @@ async def run(settings: Settings) -> None:
market_info = MARKETS.get(market_code) market_info = MARKETS.get(market_code)
if market_info: if market_info:
await telegram.notify_market_close(market_info.name, 0.0) await _handle_market_close(
market_date = datetime.now( market_code=market_code,
market_info.timezone market_name=market_info.name,
).date().isoformat() market_timezone=market_info.timezone,
context_aggregator.aggregate_daily_from_trades( telegram=telegram,
date=market_date, context_aggregator=context_aggregator,
market=market_code, daily_reviewer=daily_reviewer,
) )
except Exception as exc: except Exception as exc:
logger.warning("Market close notification failed: %s", exc) logger.warning("Market close notification failed: %s", exc)

383
tests/test_daily_review.py Normal file
View File

@@ -0,0 +1,383 @@
"""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
@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("2026-02-14", "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("2026-02-14", "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("2026-02-14", "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

View File

@@ -1,13 +1,16 @@
"""Tests for main trading loop integration.""" """Tests for main trading loop integration."""
from datetime import date from datetime import UTC, date
from unittest.mock import ANY, AsyncMock, MagicMock, patch from unittest.mock import ANY, AsyncMock, MagicMock, patch
import pytest import pytest
from src.core.risk_manager import CircuitBreakerTripped, FatFingerRejected
from src.context.layer import ContextLayer from src.context.layer import ContextLayer
from src.main import safe_float, trading_cycle from src.core.risk_manager import CircuitBreakerTripped, FatFingerRejected
from src.db import init_db, log_trade
from src.evolution.scorecard import DailyScorecard
from src.logging.decision_logger import DecisionLogger
from src.main import _handle_market_close, safe_float, trading_cycle
from src.strategy.models import ( from src.strategy.models import (
DayPlaybook, DayPlaybook,
ScenarioAction, ScenarioAction,
@@ -44,6 +47,17 @@ def _make_hold_match(stock_code: str = "005930") -> ScenarioMatch:
) )
def _make_sell_match(stock_code: str = "005930") -> ScenarioMatch:
"""Create a ScenarioMatch that returns SELL."""
return ScenarioMatch(
stock_code=stock_code,
matched_scenario=None,
action=ScenarioAction.SELL,
confidence=90,
rationale="Test sell",
)
class TestSafeFloat: class TestSafeFloat:
"""Test safe_float() helper function.""" """Test safe_float() helper function."""
@@ -1113,3 +1127,171 @@ class TestScenarioEngineIntegration:
# REDUCE_ALL is not BUY or SELL — no order sent # REDUCE_ALL is not BUY or SELL — no order sent
mock_broker.send_order.assert_not_called() mock_broker.send_order.assert_not_called()
mock_telegram.notify_trade_execution.assert_not_called() mock_telegram.notify_trade_execution.assert_not_called()
@pytest.mark.asyncio
async def test_sell_updates_original_buy_decision_outcome() -> None:
"""SELL should update the original BUY decision outcome in decision_logs."""
db_conn = init_db(":memory:")
decision_logger = DecisionLogger(db_conn)
buy_decision_id = decision_logger.log_decision(
stock_code="005930",
market="KR",
exchange_code="KRX",
action="BUY",
confidence=85,
rationale="Initial buy",
context_snapshot={},
input_data={},
)
log_trade(
conn=db_conn,
stock_code="005930",
action="BUY",
confidence=85,
rationale="Initial buy",
quantity=1,
price=100.0,
pnl=0.0,
market="KR",
exchange_code="KRX",
decision_id=buy_decision_id,
)
broker = MagicMock()
broker.get_orderbook = AsyncMock(
return_value={"output1": {"stck_prpr": "120", "frgn_ntby_qty": "0"}}
)
broker.get_balance = AsyncMock(
return_value={
"output2": [
{
"tot_evlu_amt": "100000",
"dnca_tot_amt": "10000",
"pchs_amt_smtl_amt": "90000",
}
]
}
)
broker.send_order = AsyncMock(return_value={"msg1": "OK"})
overseas_broker = MagicMock()
engine = MagicMock(spec=ScenarioEngine)
engine.evaluate = MagicMock(return_value=_make_sell_match())
risk = MagicMock()
context_store = MagicMock(
get_latest_timeframe=MagicMock(return_value=None),
set_context=MagicMock(),
)
criticality_assessor = MagicMock(
assess_market_conditions=MagicMock(return_value=MagicMock(value="NORMAL")),
get_timeout=MagicMock(return_value=5.0),
)
telegram = MagicMock()
telegram.notify_trade_execution = AsyncMock()
telegram.notify_fat_finger = AsyncMock()
telegram.notify_circuit_breaker = AsyncMock()
telegram.notify_scenario_matched = AsyncMock()
market = MagicMock()
market.name = "Korea"
market.code = "KR"
market.exchange_code = "KRX"
market.is_domestic = True
await trading_cycle(
broker=broker,
overseas_broker=overseas_broker,
scenario_engine=engine,
playbook=_make_playbook(),
risk=risk,
db_conn=db_conn,
decision_logger=decision_logger,
context_store=context_store,
criticality_assessor=criticality_assessor,
telegram=telegram,
market=market,
stock_code="005930",
scan_candidates={},
)
updated_buy = decision_logger.get_decision_by_id(buy_decision_id)
assert updated_buy is not None
assert updated_buy.outcome_pnl == 20.0
assert updated_buy.outcome_accuracy == 1
@pytest.mark.asyncio
async def test_handle_market_close_runs_daily_review_flow() -> None:
"""Market close should aggregate, create scorecard, lessons, and notify."""
telegram = MagicMock()
telegram.notify_market_close = AsyncMock()
telegram.send_message = AsyncMock()
context_aggregator = MagicMock()
reviewer = MagicMock()
reviewer.generate_scorecard.return_value = DailyScorecard(
date="2026-02-14",
market="KR",
total_decisions=3,
buys=1,
sells=1,
holds=1,
total_pnl=12.5,
win_rate=50.0,
avg_confidence=75.0,
scenario_match_rate=66.7,
)
reviewer.generate_lessons = AsyncMock(return_value=["Cut losers faster"])
await _handle_market_close(
market_code="KR",
market_name="Korea",
market_timezone=UTC,
telegram=telegram,
context_aggregator=context_aggregator,
daily_reviewer=reviewer,
)
telegram.notify_market_close.assert_called_once_with("Korea", 0.0)
context_aggregator.aggregate_daily_from_trades.assert_called_once()
reviewer.generate_scorecard.assert_called_once()
assert reviewer.store_scorecard_in_context.call_count == 2
reviewer.generate_lessons.assert_called_once()
telegram.send_message.assert_called_once()
@pytest.mark.asyncio
async def test_handle_market_close_without_lessons_stores_once() -> None:
"""If no lessons are generated, scorecard should be stored once."""
telegram = MagicMock()
telegram.notify_market_close = AsyncMock()
telegram.send_message = AsyncMock()
context_aggregator = MagicMock()
reviewer = MagicMock()
reviewer.generate_scorecard.return_value = DailyScorecard(
date="2026-02-14",
market="US",
total_decisions=1,
buys=0,
sells=1,
holds=0,
total_pnl=-3.0,
win_rate=0.0,
avg_confidence=65.0,
scenario_match_rate=100.0,
)
reviewer.generate_lessons = AsyncMock(return_value=[])
await _handle_market_close(
market_code="US",
market_name="United States",
market_timezone=UTC,
telegram=telegram,
context_aggregator=context_aggregator,
daily_reviewer=reviewer,
)
assert reviewer.store_scorecard_in_context.call_count == 1