Compare commits
17 Commits
feature/is
...
feature/is
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392422992b | ||
| cc637a9738 |
@@ -9,6 +9,8 @@ dependencies = [
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"pydantic-settings>=2.1,<3",
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"google-genai>=1.0,<2",
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"scipy>=1.11,<2",
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"fastapi>=0.110,<1",
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"uvicorn>=0.29,<1",
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]
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[project.optional-dependencies]
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@@ -83,6 +83,11 @@ class Settings(BaseSettings):
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TELEGRAM_COMMANDS_ENABLED: bool = True
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TELEGRAM_POLLING_INTERVAL: float = 1.0 # seconds
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# Dashboard (optional)
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DASHBOARD_ENABLED: bool = False
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DASHBOARD_HOST: str = "127.0.0.1"
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DASHBOARD_PORT: int = Field(default=8080, ge=1, le=65535)
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model_config = {"env_file": ".env", "env_file_encoding": "utf-8"}
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@property
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5
src/dashboard/__init__.py
Normal file
5
src/dashboard/__init__.py
Normal file
@@ -0,0 +1,5 @@
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"""FastAPI dashboard package for observability APIs."""
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from src.dashboard.app import create_dashboard_app
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__all__ = ["create_dashboard_app"]
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349
src/dashboard/app.py
Normal file
349
src/dashboard/app.py
Normal file
@@ -0,0 +1,349 @@
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"""FastAPI application for observability dashboard endpoints."""
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from __future__ import annotations
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import json
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import sqlite3
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from datetime import UTC, datetime
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from pathlib import Path
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from typing import Any
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from fastapi import FastAPI, HTTPException, Query
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from fastapi.responses import FileResponse
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def create_dashboard_app(db_path: str) -> FastAPI:
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"""Create dashboard FastAPI app bound to a SQLite database path."""
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app = FastAPI(title="The Ouroboros Dashboard", version="1.0.0")
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app.state.db_path = db_path
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@app.get("/")
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def index() -> FileResponse:
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index_path = Path(__file__).parent / "static" / "index.html"
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return FileResponse(index_path)
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@app.get("/api/status")
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def get_status() -> dict[str, Any]:
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today = datetime.now(UTC).date().isoformat()
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with _connect(db_path) as conn:
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markets = ["KR", "US"]
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market_status: dict[str, Any] = {}
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total_trades = 0
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total_pnl = 0.0
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total_decisions = 0
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for market in markets:
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trade_row = conn.execute(
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"""
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SELECT COUNT(*) AS c, COALESCE(SUM(pnl), 0.0) AS p
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FROM trades
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WHERE DATE(timestamp) = ? AND market = ?
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""",
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(today, market),
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).fetchone()
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decision_row = conn.execute(
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"""
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SELECT COUNT(*) AS c
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FROM decision_logs
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WHERE DATE(timestamp) = ? AND market = ?
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""",
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(today, market),
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).fetchone()
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playbook_row = conn.execute(
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"""
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SELECT status
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FROM playbooks
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WHERE date = ? AND market = ?
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LIMIT 1
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""",
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(today, market),
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).fetchone()
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market_status[market] = {
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"trade_count": int(trade_row["c"] if trade_row else 0),
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"total_pnl": float(trade_row["p"] if trade_row else 0.0),
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"decision_count": int(decision_row["c"] if decision_row else 0),
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"playbook_status": playbook_row["status"] if playbook_row else None,
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}
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total_trades += market_status[market]["trade_count"]
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total_pnl += market_status[market]["total_pnl"]
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total_decisions += market_status[market]["decision_count"]
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return {
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"date": today,
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"markets": market_status,
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"totals": {
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"trade_count": total_trades,
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"total_pnl": round(total_pnl, 2),
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"decision_count": total_decisions,
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},
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}
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@app.get("/api/playbook/{date_str}")
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def get_playbook(date_str: str, market: str = Query("KR")) -> dict[str, Any]:
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with _connect(db_path) as conn:
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row = conn.execute(
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"""
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SELECT date, market, status, playbook_json, generated_at,
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token_count, scenario_count, match_count
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FROM playbooks
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WHERE date = ? AND market = ?
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""",
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(date_str, market),
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).fetchone()
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if row is None:
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raise HTTPException(status_code=404, detail="playbook not found")
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return {
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"date": row["date"],
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"market": row["market"],
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"status": row["status"],
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"playbook": json.loads(row["playbook_json"]),
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"generated_at": row["generated_at"],
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"token_count": row["token_count"],
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"scenario_count": row["scenario_count"],
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"match_count": row["match_count"],
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}
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@app.get("/api/scorecard/{date_str}")
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def get_scorecard(date_str: str, market: str = Query("KR")) -> dict[str, Any]:
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key = f"scorecard_{market}"
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with _connect(db_path) as conn:
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row = conn.execute(
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"""
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SELECT value
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FROM contexts
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WHERE layer = 'L6_DAILY' AND timeframe = ? AND key = ?
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""",
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(date_str, key),
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).fetchone()
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if row is None:
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raise HTTPException(status_code=404, detail="scorecard not found")
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return {"date": date_str, "market": market, "scorecard": json.loads(row["value"])}
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@app.get("/api/performance")
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def get_performance(market: str = Query("all")) -> dict[str, Any]:
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with _connect(db_path) as conn:
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if market == "all":
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by_market_rows = conn.execute(
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"""
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SELECT market,
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COUNT(*) AS total_trades,
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SUM(CASE WHEN pnl > 0 THEN 1 ELSE 0 END) AS wins,
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SUM(CASE WHEN pnl < 0 THEN 1 ELSE 0 END) AS losses,
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COALESCE(SUM(pnl), 0.0) AS total_pnl,
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COALESCE(AVG(confidence), 0.0) AS avg_confidence
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FROM trades
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GROUP BY market
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ORDER BY market
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"""
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).fetchall()
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combined = _performance_from_rows(by_market_rows)
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return {
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"market": "all",
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"combined": combined,
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"by_market": [
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_row_to_performance(row)
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for row in by_market_rows
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],
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}
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row = conn.execute(
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"""
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SELECT market,
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COUNT(*) AS total_trades,
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SUM(CASE WHEN pnl > 0 THEN 1 ELSE 0 END) AS wins,
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SUM(CASE WHEN pnl < 0 THEN 1 ELSE 0 END) AS losses,
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COALESCE(SUM(pnl), 0.0) AS total_pnl,
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COALESCE(AVG(confidence), 0.0) AS avg_confidence
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FROM trades
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WHERE market = ?
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GROUP BY market
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""",
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(market,),
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).fetchone()
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if row is None:
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return {"market": market, "metrics": _empty_performance(market)}
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return {"market": market, "metrics": _row_to_performance(row)}
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@app.get("/api/context/{layer}")
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def get_context_layer(
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layer: str,
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timeframe: str | None = Query(default=None),
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limit: int = Query(default=100, ge=1, le=1000),
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) -> dict[str, Any]:
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with _connect(db_path) as conn:
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if timeframe is None:
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rows = conn.execute(
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"""
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SELECT timeframe, key, value, updated_at
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FROM contexts
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WHERE layer = ?
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ORDER BY updated_at DESC
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LIMIT ?
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""",
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(layer, limit),
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).fetchall()
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else:
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rows = conn.execute(
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"""
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SELECT timeframe, key, value, updated_at
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FROM contexts
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WHERE layer = ? AND timeframe = ?
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ORDER BY key
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LIMIT ?
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""",
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(layer, timeframe, limit),
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).fetchall()
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entries = [
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{
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"timeframe": row["timeframe"],
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"key": row["key"],
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"value": json.loads(row["value"]),
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"updated_at": row["updated_at"],
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}
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for row in rows
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]
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return {
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"layer": layer,
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"timeframe": timeframe,
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"count": len(entries),
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"entries": entries,
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}
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@app.get("/api/decisions")
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def get_decisions(
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market: str = Query("KR"),
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limit: int = Query(default=50, ge=1, le=500),
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) -> dict[str, Any]:
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with _connect(db_path) as conn:
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rows = conn.execute(
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"""
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SELECT decision_id, timestamp, stock_code, market, exchange_code,
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action, confidence, rationale, context_snapshot, input_data,
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outcome_pnl, outcome_accuracy
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FROM decision_logs
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WHERE market = ?
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ORDER BY timestamp DESC
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LIMIT ?
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""",
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(market, limit),
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).fetchall()
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decisions = []
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for row in rows:
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decisions.append(
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{
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"decision_id": row["decision_id"],
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"timestamp": row["timestamp"],
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"stock_code": row["stock_code"],
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"market": row["market"],
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"exchange_code": row["exchange_code"],
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"action": row["action"],
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"confidence": row["confidence"],
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"rationale": row["rationale"],
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"context_snapshot": json.loads(row["context_snapshot"]),
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"input_data": json.loads(row["input_data"]),
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"outcome_pnl": row["outcome_pnl"],
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"outcome_accuracy": row["outcome_accuracy"],
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}
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)
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return {"market": market, "count": len(decisions), "decisions": decisions}
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|
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@app.get("/api/scenarios/active")
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def get_active_scenarios(
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market: str = Query("US"),
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date_str: str | None = Query(default=None),
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limit: int = Query(default=50, ge=1, le=500),
|
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) -> dict[str, Any]:
|
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if date_str is None:
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date_str = datetime.now(UTC).date().isoformat()
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|
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with _connect(db_path) as conn:
|
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rows = conn.execute(
|
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"""
|
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SELECT timestamp, stock_code, action, confidence, rationale, context_snapshot
|
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FROM decision_logs
|
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WHERE market = ? AND DATE(timestamp) = ?
|
||||
ORDER BY timestamp DESC
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LIMIT ?
|
||||
""",
|
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(market, date_str, limit),
|
||||
).fetchall()
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matches: list[dict[str, Any]] = []
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for row in rows:
|
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snapshot = json.loads(row["context_snapshot"])
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scenario_match = snapshot.get("scenario_match", {})
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if not isinstance(scenario_match, dict) or not scenario_match:
|
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continue
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matches.append(
|
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{
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"timestamp": row["timestamp"],
|
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"stock_code": row["stock_code"],
|
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"action": row["action"],
|
||||
"confidence": row["confidence"],
|
||||
"rationale": row["rationale"],
|
||||
"scenario_match": scenario_match,
|
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}
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)
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return {"market": market, "date": date_str, "count": len(matches), "matches": matches}
|
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|
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return app
|
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|
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|
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def _connect(db_path: str) -> sqlite3.Connection:
|
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conn = sqlite3.connect(db_path)
|
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conn.row_factory = sqlite3.Row
|
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return conn
|
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|
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|
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def _row_to_performance(row: sqlite3.Row) -> dict[str, Any]:
|
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wins = int(row["wins"] or 0)
|
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losses = int(row["losses"] or 0)
|
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total = int(row["total_trades"] or 0)
|
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win_rate = round((wins / (wins + losses) * 100), 2) if (wins + losses) > 0 else 0.0
|
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return {
|
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"market": row["market"],
|
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"total_trades": total,
|
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"wins": wins,
|
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"losses": losses,
|
||||
"win_rate": win_rate,
|
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"total_pnl": round(float(row["total_pnl"] or 0.0), 2),
|
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"avg_confidence": round(float(row["avg_confidence"] or 0.0), 2),
|
||||
}
|
||||
|
||||
|
||||
def _performance_from_rows(rows: list[sqlite3.Row]) -> dict[str, Any]:
|
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total_trades = 0
|
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wins = 0
|
||||
losses = 0
|
||||
total_pnl = 0.0
|
||||
confidence_weighted = 0.0
|
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for row in rows:
|
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market_total = int(row["total_trades"] or 0)
|
||||
market_conf = float(row["avg_confidence"] or 0.0)
|
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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,
|
||||
}
|
||||
61
src/dashboard/static/index.html
Normal file
61
src/dashboard/static/index.html
Normal file
@@ -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>
|
||||
181
src/main.py
181
src/main.py
@@ -10,6 +10,7 @@ import argparse
|
||||
import asyncio
|
||||
import logging
|
||||
import signal
|
||||
import threading
|
||||
from datetime import UTC, datetime
|
||||
from typing import Any
|
||||
|
||||
@@ -22,11 +23,14 @@ from src.broker.overseas import OverseasBroker
|
||||
from src.config import Settings
|
||||
from src.context.aggregator import ContextAggregator
|
||||
from src.context.layer import ContextLayer
|
||||
from src.context.scheduler import ContextScheduler
|
||||
from src.context.store import ContextStore
|
||||
from src.core.criticality import CriticalityAssessor
|
||||
from src.core.priority_queue import PriorityTaskQueue
|
||||
from src.core.risk_manager import CircuitBreakerTripped, FatFingerRejected, RiskManager
|
||||
from src.db import get_latest_buy_trade, init_db, log_trade
|
||||
from src.evolution.daily_review import DailyReviewer
|
||||
from src.evolution.optimizer import EvolutionOptimizer
|
||||
from src.logging.decision_logger import DecisionLogger
|
||||
from src.logging_config import setup_logging
|
||||
from src.markets.schedule import MarketInfo, get_next_market_open, get_open_markets
|
||||
@@ -736,6 +740,153 @@ async def run_daily_session(
|
||||
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,
|
||||
evolution_optimizer: EvolutionOptimizer | None = None,
|
||||
) -> 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'}"
|
||||
)
|
||||
|
||||
if evolution_optimizer is not None:
|
||||
await _run_evolution_loop(
|
||||
evolution_optimizer=evolution_optimizer,
|
||||
telegram=telegram,
|
||||
market_code=market_code,
|
||||
market_date=market_date,
|
||||
)
|
||||
|
||||
|
||||
def _run_context_scheduler(
|
||||
scheduler: ContextScheduler, now: datetime | None = None,
|
||||
) -> None:
|
||||
"""Run periodic context scheduler tasks and log when anything executes."""
|
||||
result = scheduler.run_if_due(now=now)
|
||||
if any(
|
||||
[
|
||||
result.weekly,
|
||||
result.monthly,
|
||||
result.quarterly,
|
||||
result.annual,
|
||||
result.legacy,
|
||||
result.cleanup,
|
||||
]
|
||||
):
|
||||
logger.info(
|
||||
(
|
||||
"Context scheduler ran (weekly=%s, monthly=%s, quarterly=%s, "
|
||||
"annual=%s, legacy=%s, cleanup=%s)"
|
||||
),
|
||||
result.weekly,
|
||||
result.monthly,
|
||||
result.quarterly,
|
||||
result.annual,
|
||||
result.legacy,
|
||||
result.cleanup,
|
||||
)
|
||||
|
||||
|
||||
async def _run_evolution_loop(
|
||||
evolution_optimizer: EvolutionOptimizer,
|
||||
telegram: TelegramClient,
|
||||
market_code: str,
|
||||
market_date: str,
|
||||
) -> None:
|
||||
"""Run evolution loop once at US close (end of trading day)."""
|
||||
if market_code != "US":
|
||||
return
|
||||
|
||||
try:
|
||||
pr_info = await evolution_optimizer.evolve()
|
||||
except Exception as exc:
|
||||
logger.warning("Evolution loop failed on %s: %s", market_date, exc)
|
||||
return
|
||||
|
||||
if pr_info is None:
|
||||
logger.info("Evolution loop skipped on %s (no actionable failures)", market_date)
|
||||
return
|
||||
|
||||
try:
|
||||
await telegram.send_message(
|
||||
"<b>Evolution Update</b>\n"
|
||||
f"Date: {market_date}\n"
|
||||
f"PR: {pr_info.get('title', 'N/A')}\n"
|
||||
f"Branch: {pr_info.get('branch', 'N/A')}\n"
|
||||
f"Status: {pr_info.get('status', 'N/A')}"
|
||||
)
|
||||
except Exception as exc:
|
||||
logger.warning("Evolution notification failed on %s: %s", market_date, exc)
|
||||
|
||||
|
||||
def _start_dashboard_server(settings: Settings) -> threading.Thread | None:
|
||||
"""Start FastAPI dashboard in a daemon thread when enabled."""
|
||||
if not settings.DASHBOARD_ENABLED:
|
||||
return None
|
||||
|
||||
def _serve() -> None:
|
||||
try:
|
||||
import uvicorn
|
||||
|
||||
from src.dashboard import create_dashboard_app
|
||||
|
||||
app = create_dashboard_app(settings.DB_PATH)
|
||||
uvicorn.run(
|
||||
app,
|
||||
host=settings.DASHBOARD_HOST,
|
||||
port=settings.DASHBOARD_PORT,
|
||||
log_level="info",
|
||||
)
|
||||
except Exception as exc:
|
||||
logger.warning("Dashboard server failed to start: %s", exc)
|
||||
|
||||
thread = threading.Thread(
|
||||
target=_serve,
|
||||
name="dashboard-server",
|
||||
daemon=True,
|
||||
)
|
||||
thread.start()
|
||||
logger.info(
|
||||
"Dashboard server started at http://%s:%d",
|
||||
settings.DASHBOARD_HOST,
|
||||
settings.DASHBOARD_PORT,
|
||||
)
|
||||
return thread
|
||||
|
||||
|
||||
def _apply_dashboard_flag(settings: Settings, dashboard_flag: bool) -> Settings:
|
||||
"""Apply CLI dashboard flag over environment settings."""
|
||||
if dashboard_flag and not settings.DASHBOARD_ENABLED:
|
||||
return settings.model_copy(update={"DASHBOARD_ENABLED": True})
|
||||
return settings
|
||||
|
||||
|
||||
async def run(settings: Settings) -> None:
|
||||
"""Main async loop — iterate over open markets on a timer."""
|
||||
broker = KISBroker(settings)
|
||||
@@ -746,11 +897,17 @@ async def run(settings: Settings) -> None:
|
||||
decision_logger = DecisionLogger(db_conn)
|
||||
context_store = ContextStore(db_conn)
|
||||
context_aggregator = ContextAggregator(db_conn)
|
||||
context_scheduler = ContextScheduler(
|
||||
aggregator=context_aggregator,
|
||||
store=context_store,
|
||||
)
|
||||
evolution_optimizer = EvolutionOptimizer(settings)
|
||||
|
||||
# V2 proactive strategy components
|
||||
context_selector = ContextSelector(context_store)
|
||||
scenario_engine = ScenarioEngine()
|
||||
playbook_store = PlaybookStore(db_conn)
|
||||
daily_reviewer = DailyReviewer(db_conn, context_store, gemini_client=brain)
|
||||
pre_market_planner = PreMarketPlanner(
|
||||
gemini_client=brain,
|
||||
context_store=context_store,
|
||||
@@ -928,6 +1085,7 @@ async def run(settings: Settings) -> None:
|
||||
low_volatility_threshold=30.0,
|
||||
)
|
||||
priority_queue = PriorityTaskQueue(max_size=1000)
|
||||
_start_dashboard_server(settings)
|
||||
|
||||
# Track last scan time for each market
|
||||
last_scan_time: dict[str, float] = {}
|
||||
@@ -978,6 +1136,7 @@ async def run(settings: Settings) -> None:
|
||||
while not shutdown.is_set():
|
||||
# Wait for trading to be unpaused
|
||||
await pause_trading.wait()
|
||||
_run_context_scheduler(context_scheduler, now=datetime.now(UTC))
|
||||
|
||||
try:
|
||||
await run_daily_session(
|
||||
@@ -1016,6 +1175,7 @@ async def run(settings: Settings) -> None:
|
||||
while not shutdown.is_set():
|
||||
# Wait for trading to be unpaused
|
||||
await pause_trading.wait()
|
||||
_run_context_scheduler(context_scheduler, now=datetime.now(UTC))
|
||||
|
||||
# Get currently open markets
|
||||
open_markets = get_open_markets(settings.enabled_market_list)
|
||||
@@ -1029,13 +1189,14 @@ async def run(settings: Settings) -> None:
|
||||
|
||||
market_info = MARKETS.get(market_code)
|
||||
if market_info:
|
||||
await telegram.notify_market_close(market_info.name, 0.0)
|
||||
market_date = datetime.now(
|
||||
market_info.timezone
|
||||
).date().isoformat()
|
||||
context_aggregator.aggregate_daily_from_trades(
|
||||
date=market_date,
|
||||
market=market_code,
|
||||
await _handle_market_close(
|
||||
market_code=market_code,
|
||||
market_name=market_info.name,
|
||||
market_timezone=market_info.timezone,
|
||||
telegram=telegram,
|
||||
context_aggregator=context_aggregator,
|
||||
daily_reviewer=daily_reviewer,
|
||||
evolution_optimizer=evolution_optimizer,
|
||||
)
|
||||
except Exception as exc:
|
||||
logger.warning("Market close notification failed: %s", exc)
|
||||
@@ -1278,10 +1439,16 @@ def main() -> None:
|
||||
default="paper",
|
||||
help="Trading mode (default: paper)",
|
||||
)
|
||||
parser.add_argument(
|
||||
"--dashboard",
|
||||
action="store_true",
|
||||
help="Enable FastAPI dashboard server in background thread",
|
||||
)
|
||||
args = parser.parse_args()
|
||||
|
||||
setup_logging()
|
||||
settings = Settings(MODE=args.mode) # type: ignore[call-arg]
|
||||
settings = _apply_dashboard_flag(settings, args.dashboard)
|
||||
asyncio.run(run(settings))
|
||||
|
||||
|
||||
|
||||
@@ -8,7 +8,7 @@ from __future__ import annotations
|
||||
|
||||
import json
|
||||
import logging
|
||||
from datetime import date
|
||||
from datetime import date, timedelta
|
||||
from typing import Any
|
||||
|
||||
from src.analysis.smart_scanner import ScanCandidate
|
||||
@@ -95,10 +95,17 @@ class PreMarketPlanner:
|
||||
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, cross_market)
|
||||
prompt = self._build_prompt(
|
||||
market,
|
||||
candidates,
|
||||
context_data,
|
||||
self_market_scorecard,
|
||||
cross_market,
|
||||
)
|
||||
|
||||
# 3. Call Gemini
|
||||
market_data = {
|
||||
@@ -145,7 +152,8 @@ class PreMarketPlanner:
|
||||
other_market = "US" if target_market == "KR" else "KR"
|
||||
if today is None:
|
||||
today = date.today()
|
||||
timeframe = today.isoformat()
|
||||
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(
|
||||
@@ -175,6 +183,37 @@ class PreMarketPlanner:
|
||||
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(
|
||||
@@ -188,6 +227,7 @@ class PreMarketPlanner:
|
||||
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."""
|
||||
@@ -211,6 +251,18 @@ class PreMarketPlanner:
|
||||
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"
|
||||
@@ -224,6 +276,7 @@ class PreMarketPlanner:
|
||||
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"
|
||||
|
||||
@@ -16,6 +16,10 @@ 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:
|
||||
@@ -116,7 +120,7 @@ def test_generate_scorecard_market_scoped(
|
||||
exchange_code="NASDAQ",
|
||||
)
|
||||
|
||||
scorecard = reviewer.generate_scorecard("2026-02-14", "KR")
|
||||
scorecard = reviewer.generate_scorecard(TODAY, "KR")
|
||||
|
||||
assert scorecard.market == "KR"
|
||||
assert scorecard.total_decisions == 2
|
||||
@@ -158,7 +162,7 @@ def test_generate_scorecard_top_winners_and_losers(
|
||||
decision_id=decision_id,
|
||||
)
|
||||
|
||||
scorecard = reviewer.generate_scorecard("2026-02-14", "KR")
|
||||
scorecard = reviewer.generate_scorecard(TODAY, "KR")
|
||||
assert scorecard.top_winners == ["005930", "000660"]
|
||||
assert scorecard.top_losers == ["035420", "051910"]
|
||||
|
||||
@@ -167,7 +171,7 @@ 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")
|
||||
scorecard = reviewer.generate_scorecard(TODAY, "KR")
|
||||
|
||||
assert scorecard.total_decisions == 0
|
||||
assert scorecard.total_pnl == 0.0
|
||||
|
||||
270
tests/test_dashboard.py
Normal file
270
tests/test_dashboard.py
Normal file
@@ -0,0 +1,270 @@
|
||||
"""Tests for FastAPI dashboard endpoints."""
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
import json
|
||||
import sqlite3
|
||||
from pathlib import Path
|
||||
|
||||
import pytest
|
||||
|
||||
pytest.importorskip("fastapi")
|
||||
from fastapi.testclient import TestClient
|
||||
|
||||
from src.dashboard.app import create_dashboard_app
|
||||
from src.db import init_db
|
||||
|
||||
|
||||
def _seed_db(conn: sqlite3.Connection) -> None:
|
||||
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 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",
|
||||
"2026-02-14T09:10:00+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",
|
||||
"2026-02-14T21:10:00+00:00",
|
||||
"AAPL",
|
||||
"US",
|
||||
"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 (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
|
||||
""",
|
||||
(
|
||||
"2026-02-14T09:11:00+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 (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
|
||||
""",
|
||||
(
|
||||
"2026-02-14T21:11:00+00:00",
|
||||
"AAPL",
|
||||
"SELL",
|
||||
80,
|
||||
"sell",
|
||||
1,
|
||||
200,
|
||||
-1.0,
|
||||
"US",
|
||||
"NASDAQ",
|
||||
None,
|
||||
"d-us-1",
|
||||
),
|
||||
)
|
||||
conn.commit()
|
||||
|
||||
|
||||
def _client(tmp_path: Path) -> TestClient:
|
||||
db_path = tmp_path / "dashboard_test.db"
|
||||
conn = init_db(str(db_path))
|
||||
_seed_db(conn)
|
||||
conn.close()
|
||||
app = create_dashboard_app(str(db_path))
|
||||
return TestClient(app)
|
||||
|
||||
|
||||
def test_index_serves_html(tmp_path: Path) -> None:
|
||||
client = _client(tmp_path)
|
||||
resp = client.get("/")
|
||||
assert resp.status_code == 200
|
||||
assert "The Ouroboros Dashboard API" in resp.text
|
||||
|
||||
|
||||
def test_status_endpoint(tmp_path: Path) -> None:
|
||||
client = _client(tmp_path)
|
||||
resp = client.get("/api/status")
|
||||
assert resp.status_code == 200
|
||||
body = resp.json()
|
||||
assert "KR" in body["markets"]
|
||||
assert "US" in body["markets"]
|
||||
assert "totals" in body
|
||||
|
||||
|
||||
def test_playbook_found(tmp_path: Path) -> None:
|
||||
client = _client(tmp_path)
|
||||
resp = client.get("/api/playbook/2026-02-14?market=KR")
|
||||
assert resp.status_code == 200
|
||||
assert resp.json()["market"] == "KR"
|
||||
|
||||
|
||||
def test_playbook_not_found(tmp_path: Path) -> None:
|
||||
client = _client(tmp_path)
|
||||
resp = client.get("/api/playbook/2026-02-15?market=KR")
|
||||
assert resp.status_code == 404
|
||||
|
||||
|
||||
def test_scorecard_found(tmp_path: Path) -> None:
|
||||
client = _client(tmp_path)
|
||||
resp = client.get("/api/scorecard/2026-02-14?market=KR")
|
||||
assert resp.status_code == 200
|
||||
assert resp.json()["scorecard"]["total_pnl"] == 1.5
|
||||
|
||||
|
||||
def test_scorecard_not_found(tmp_path: Path) -> None:
|
||||
client = _client(tmp_path)
|
||||
resp = client.get("/api/scorecard/2026-02-15?market=KR")
|
||||
assert resp.status_code == 404
|
||||
|
||||
|
||||
def test_performance_all(tmp_path: Path) -> None:
|
||||
client = _client(tmp_path)
|
||||
resp = client.get("/api/performance?market=all")
|
||||
assert resp.status_code == 200
|
||||
body = resp.json()
|
||||
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:
|
||||
client = _client(tmp_path)
|
||||
resp = client.get("/api/performance?market=KR")
|
||||
assert resp.status_code == 200
|
||||
body = resp.json()
|
||||
assert body["market"] == "KR"
|
||||
assert body["metrics"]["total_trades"] == 1
|
||||
|
||||
|
||||
def test_performance_empty_market(tmp_path: Path) -> None:
|
||||
client = _client(tmp_path)
|
||||
resp = client.get("/api/performance?market=JP")
|
||||
assert resp.status_code == 200
|
||||
assert resp.json()["metrics"]["total_trades"] == 0
|
||||
|
||||
|
||||
def test_context_layer_all(tmp_path: Path) -> None:
|
||||
client = _client(tmp_path)
|
||||
resp = client.get("/api/context/L7_REALTIME")
|
||||
assert resp.status_code == 200
|
||||
body = resp.json()
|
||||
assert body["layer"] == "L7_REALTIME"
|
||||
assert body["count"] == 1
|
||||
|
||||
|
||||
def test_context_layer_timeframe_filter(tmp_path: Path) -> None:
|
||||
client = _client(tmp_path)
|
||||
resp = client.get("/api/context/L6_DAILY?timeframe=2026-02-14")
|
||||
assert resp.status_code == 200
|
||||
body = resp.json()
|
||||
assert body["count"] == 1
|
||||
assert body["entries"][0]["key"] == "scorecard_KR"
|
||||
|
||||
|
||||
def test_decisions_endpoint(tmp_path: Path) -> None:
|
||||
client = _client(tmp_path)
|
||||
resp = client.get("/api/decisions?market=KR")
|
||||
assert resp.status_code == 200
|
||||
body = resp.json()
|
||||
assert body["count"] == 1
|
||||
assert body["decisions"][0]["decision_id"] == "d-kr-1"
|
||||
|
||||
|
||||
def test_scenarios_active_filters_non_matched(tmp_path: Path) -> None:
|
||||
client = _client(tmp_path)
|
||||
resp = client.get("/api/scenarios/active?market=KR&date_str=2026-02-14")
|
||||
assert resp.status_code == 200
|
||||
body = resp.json()
|
||||
assert body["count"] == 1
|
||||
assert body["matches"][0]["stock_code"] == "005930"
|
||||
|
||||
|
||||
def test_scenarios_active_empty_when_no_matches(tmp_path: Path) -> None:
|
||||
client = _client(tmp_path)
|
||||
resp = client.get("/api/scenarios/active?market=US&date_str=2026-02-14")
|
||||
assert resp.status_code == 200
|
||||
assert resp.json()["count"] == 0
|
||||
@@ -1,15 +1,26 @@
|
||||
"""Tests for main trading loop integration."""
|
||||
|
||||
from datetime import date
|
||||
from datetime import UTC, date, datetime
|
||||
from unittest.mock import ANY, AsyncMock, MagicMock, patch
|
||||
|
||||
import pytest
|
||||
|
||||
from src.config import Settings
|
||||
from src.context.layer import ContextLayer
|
||||
from src.context.scheduler import ScheduleResult
|
||||
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 safe_float, trading_cycle
|
||||
from src.main import (
|
||||
_apply_dashboard_flag,
|
||||
_handle_market_close,
|
||||
_run_context_scheduler,
|
||||
_run_evolution_loop,
|
||||
_start_dashboard_server,
|
||||
safe_float,
|
||||
trading_cycle,
|
||||
)
|
||||
from src.strategy.models import (
|
||||
DayPlaybook,
|
||||
ScenarioAction,
|
||||
@@ -1219,3 +1230,271 @@ async def test_sell_updates_original_buy_decision_outcome() -> None:
|
||||
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
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_handle_market_close_triggers_evolution_for_us() -> None:
|
||||
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=2,
|
||||
buys=1,
|
||||
sells=1,
|
||||
holds=0,
|
||||
total_pnl=3.0,
|
||||
win_rate=50.0,
|
||||
avg_confidence=80.0,
|
||||
scenario_match_rate=100.0,
|
||||
)
|
||||
reviewer.generate_lessons = AsyncMock(return_value=[])
|
||||
|
||||
evolution_optimizer = MagicMock()
|
||||
evolution_optimizer.evolve = AsyncMock(return_value=None)
|
||||
|
||||
await _handle_market_close(
|
||||
market_code="US",
|
||||
market_name="United States",
|
||||
market_timezone=UTC,
|
||||
telegram=telegram,
|
||||
context_aggregator=context_aggregator,
|
||||
daily_reviewer=reviewer,
|
||||
evolution_optimizer=evolution_optimizer,
|
||||
)
|
||||
|
||||
evolution_optimizer.evolve.assert_called_once()
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_handle_market_close_skips_evolution_for_kr() -> None:
|
||||
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=1,
|
||||
buys=1,
|
||||
sells=0,
|
||||
holds=0,
|
||||
total_pnl=1.0,
|
||||
win_rate=100.0,
|
||||
avg_confidence=90.0,
|
||||
scenario_match_rate=100.0,
|
||||
)
|
||||
reviewer.generate_lessons = AsyncMock(return_value=[])
|
||||
|
||||
evolution_optimizer = MagicMock()
|
||||
evolution_optimizer.evolve = AsyncMock(return_value=None)
|
||||
|
||||
await _handle_market_close(
|
||||
market_code="KR",
|
||||
market_name="Korea",
|
||||
market_timezone=UTC,
|
||||
telegram=telegram,
|
||||
context_aggregator=context_aggregator,
|
||||
daily_reviewer=reviewer,
|
||||
evolution_optimizer=evolution_optimizer,
|
||||
)
|
||||
|
||||
evolution_optimizer.evolve.assert_not_called()
|
||||
|
||||
|
||||
def test_run_context_scheduler_invokes_scheduler() -> None:
|
||||
"""Scheduler helper should call run_if_due with provided datetime."""
|
||||
scheduler = MagicMock()
|
||||
scheduler.run_if_due = MagicMock(return_value=ScheduleResult(cleanup=True))
|
||||
|
||||
_run_context_scheduler(scheduler, now=datetime(2026, 2, 14, tzinfo=UTC))
|
||||
|
||||
scheduler.run_if_due.assert_called_once()
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_run_evolution_loop_skips_non_us_market() -> None:
|
||||
optimizer = MagicMock()
|
||||
optimizer.evolve = AsyncMock()
|
||||
telegram = MagicMock()
|
||||
telegram.send_message = AsyncMock()
|
||||
|
||||
await _run_evolution_loop(
|
||||
evolution_optimizer=optimizer,
|
||||
telegram=telegram,
|
||||
market_code="KR",
|
||||
market_date="2026-02-14",
|
||||
)
|
||||
|
||||
optimizer.evolve.assert_not_called()
|
||||
telegram.send_message.assert_not_called()
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_run_evolution_loop_notifies_when_pr_generated() -> None:
|
||||
optimizer = MagicMock()
|
||||
optimizer.evolve = AsyncMock(
|
||||
return_value={
|
||||
"title": "[Evolution] New strategy: v20260214_050000",
|
||||
"branch": "evolution/v20260214_050000",
|
||||
"status": "ready_for_review",
|
||||
}
|
||||
)
|
||||
telegram = MagicMock()
|
||||
telegram.send_message = AsyncMock()
|
||||
|
||||
await _run_evolution_loop(
|
||||
evolution_optimizer=optimizer,
|
||||
telegram=telegram,
|
||||
market_code="US",
|
||||
market_date="2026-02-14",
|
||||
)
|
||||
|
||||
optimizer.evolve.assert_called_once()
|
||||
telegram.send_message.assert_called_once()
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_run_evolution_loop_notification_error_is_ignored() -> None:
|
||||
optimizer = MagicMock()
|
||||
optimizer.evolve = AsyncMock(
|
||||
return_value={
|
||||
"title": "[Evolution] New strategy: v20260214_050000",
|
||||
"branch": "evolution/v20260214_050000",
|
||||
"status": "ready_for_review",
|
||||
}
|
||||
)
|
||||
telegram = MagicMock()
|
||||
telegram.send_message = AsyncMock(side_effect=RuntimeError("telegram down"))
|
||||
|
||||
await _run_evolution_loop(
|
||||
evolution_optimizer=optimizer,
|
||||
telegram=telegram,
|
||||
market_code="US",
|
||||
market_date="2026-02-14",
|
||||
)
|
||||
|
||||
optimizer.evolve.assert_called_once()
|
||||
telegram.send_message.assert_called_once()
|
||||
|
||||
|
||||
def test_apply_dashboard_flag_enables_dashboard() -> None:
|
||||
settings = Settings(
|
||||
KIS_APP_KEY="test_key",
|
||||
KIS_APP_SECRET="test_secret",
|
||||
KIS_ACCOUNT_NO="12345678-01",
|
||||
GEMINI_API_KEY="test_gemini_key",
|
||||
DASHBOARD_ENABLED=False,
|
||||
)
|
||||
updated = _apply_dashboard_flag(settings, dashboard_flag=True)
|
||||
assert updated.DASHBOARD_ENABLED is True
|
||||
|
||||
|
||||
def test_start_dashboard_server_disabled_returns_none() -> None:
|
||||
settings = Settings(
|
||||
KIS_APP_KEY="test_key",
|
||||
KIS_APP_SECRET="test_secret",
|
||||
KIS_ACCOUNT_NO="12345678-01",
|
||||
GEMINI_API_KEY="test_gemini_key",
|
||||
DASHBOARD_ENABLED=False,
|
||||
)
|
||||
thread = _start_dashboard_server(settings)
|
||||
assert thread is None
|
||||
|
||||
|
||||
def test_start_dashboard_server_enabled_starts_thread() -> None:
|
||||
settings = Settings(
|
||||
KIS_APP_KEY="test_key",
|
||||
KIS_APP_SECRET="test_secret",
|
||||
KIS_ACCOUNT_NO="12345678-01",
|
||||
GEMINI_API_KEY="test_gemini_key",
|
||||
DASHBOARD_ENABLED=True,
|
||||
)
|
||||
mock_thread = MagicMock()
|
||||
with patch("src.main.threading.Thread", return_value=mock_thread) as mock_thread_cls:
|
||||
thread = _start_dashboard_server(settings)
|
||||
|
||||
assert thread == mock_thread
|
||||
mock_thread_cls.assert_called_once()
|
||||
mock_thread.start.assert_called_once()
|
||||
|
||||
@@ -9,6 +9,7 @@ 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
|
||||
@@ -16,12 +17,10 @@ from src.strategy.models import (
|
||||
CrossMarketContext,
|
||||
DayPlaybook,
|
||||
MarketOutlook,
|
||||
PlaybookStatus,
|
||||
ScenarioAction,
|
||||
)
|
||||
from src.strategy.pre_market_planner import PreMarketPlanner
|
||||
|
||||
|
||||
# ---------------------------------------------------------------------------
|
||||
# Fixtures
|
||||
# ---------------------------------------------------------------------------
|
||||
@@ -89,6 +88,7 @@ def _make_planner(
|
||||
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:
|
||||
@@ -107,11 +107,20 @@ def _make_planner(
|
||||
|
||||
# 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.select_layers = MagicMock(
|
||||
return_value=[ContextLayer.L7_REALTIME, ContextLayer.L6_DAILY]
|
||||
)
|
||||
selector.get_context_data = MagicMock(return_value=context_data or {})
|
||||
|
||||
settings = Settings(
|
||||
@@ -220,11 +229,25 @@ class TestGeneratePlaybook:
|
||||
stocks = [
|
||||
{
|
||||
"stock_code": "005930",
|
||||
"scenarios": [{"condition": {"rsi_below": 30}, "action": "BUY", "confidence": 85, "rationale": "ok"}],
|
||||
"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"}],
|
||||
"scenarios": [
|
||||
{
|
||||
"condition": {"rsi_below": 20},
|
||||
"action": "BUY",
|
||||
"confidence": 90,
|
||||
"rationale": "bad",
|
||||
}
|
||||
],
|
||||
},
|
||||
]
|
||||
planner = _make_planner(gemini_response=_gemini_response_json(stocks=stocks))
|
||||
@@ -254,6 +277,43 @@ class TestGeneratePlaybook:
|
||||
|
||||
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
|
||||
@@ -402,7 +462,12 @@ class TestParseResponse:
|
||||
|
||||
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"]}
|
||||
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))
|
||||
@@ -415,8 +480,9 @@ class TestBuildCrossMarketContext:
|
||||
|
||||
# Verify it queried scorecard_US
|
||||
planner._context_store.get_context.assert_called_once_with(
|
||||
ContextLayer.L6_DAILY, "2026-02-08", "scorecard_US"
|
||||
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}
|
||||
@@ -447,6 +513,32 @@ class TestBuildCrossMarketContext:
|
||||
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
|
||||
# ---------------------------------------------------------------------------
|
||||
@@ -457,7 +549,7 @@ class TestBuildPrompt:
|
||||
planner = _make_planner()
|
||||
candidates = [_candidate(code="005930", name="Samsung")]
|
||||
|
||||
prompt = planner._build_prompt("KR", candidates, {}, None)
|
||||
prompt = planner._build_prompt("KR", candidates, {}, None, None)
|
||||
|
||||
assert "005930" in prompt
|
||||
assert "Samsung" in prompt
|
||||
@@ -471,7 +563,7 @@ class TestBuildPrompt:
|
||||
win_rate=60, index_change_pct=0.8, lessons=["Cut losses early"],
|
||||
)
|
||||
|
||||
prompt = planner._build_prompt("KR", [_candidate()], {}, cross)
|
||||
prompt = planner._build_prompt("KR", [_candidate()], {}, None, cross)
|
||||
|
||||
assert "Other Market (US)" in prompt
|
||||
assert "+1.50%" in prompt
|
||||
@@ -481,7 +573,7 @@ class TestBuildPrompt:
|
||||
planner = _make_planner()
|
||||
context = {"L6_DAILY": {"win_rate": 0.65, "total_pnl": 2.5}}
|
||||
|
||||
prompt = planner._build_prompt("KR", [_candidate()], context, None)
|
||||
prompt = planner._build_prompt("KR", [_candidate()], context, None, None)
|
||||
|
||||
assert "Strategic Context" in prompt
|
||||
assert "L6_DAILY" in prompt
|
||||
@@ -489,15 +581,30 @@ class TestBuildPrompt:
|
||||
|
||||
def test_prompt_contains_max_scenarios(self) -> None:
|
||||
planner = _make_planner()
|
||||
prompt = planner._build_prompt("KR", [_candidate()], {}, None)
|
||||
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)
|
||||
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
|
||||
|
||||
Reference in New Issue
Block a user