Compare commits
13 Commits
feature/is
...
feature/is
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@@ -9,6 +9,7 @@ dependencies = [
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"pydantic-settings>=2.1,<3",
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"pydantic-settings>=2.1,<3",
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"google-genai>=1.0,<2",
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"google-genai>=1.0,<2",
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"scipy>=1.11,<2",
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"scipy>=1.11,<2",
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"fastapi>=0.110,<1",
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]
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]
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[project.optional-dependencies]
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[project.optional-dependencies]
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5
src/dashboard/__init__.py
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5
src/dashboard/__init__.py
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@@ -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
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349
src/dashboard/app.py
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@@ -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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@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) = ?
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ORDER BY timestamp DESC
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LIMIT ?
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|
""",
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|
(market, date_str, limit),
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|
).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"],
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|
"confidence": row["confidence"],
|
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|
"rationale": row["rationale"],
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|
"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,
|
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|
"win_rate": win_rate,
|
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|
"total_pnl": round(float(row["total_pnl"] or 0.0), 2),
|
||||||
|
"avg_confidence": round(float(row["avg_confidence"] or 0.0), 2),
|
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|
}
|
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|
|
||||||
|
|
||||||
|
def _performance_from_rows(rows: list[sqlite3.Row]) -> dict[str, Any]:
|
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|
total_trades = 0
|
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|
wins = 0
|
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|
losses = 0
|
||||||
|
total_pnl = 0.0
|
||||||
|
confidence_weighted = 0.0
|
||||||
|
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
|
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|
wins += int(row["wins"] or 0)
|
||||||
|
losses += int(row["losses"] or 0)
|
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|
total_pnl += float(row["total_pnl"] or 0.0)
|
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|
confidence_weighted += market_total * market_conf
|
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|
win_rate = round((wins / (wins + losses) * 100), 2) if (wins + losses) > 0 else 0.0
|
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|
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>
|
||||||
131
src/main.py
131
src/main.py
@@ -22,11 +22,14 @@ from src.broker.overseas import OverseasBroker
|
|||||||
from src.config import Settings
|
from src.config import Settings
|
||||||
from src.context.aggregator import ContextAggregator
|
from src.context.aggregator import ContextAggregator
|
||||||
from src.context.layer import ContextLayer
|
from src.context.layer import ContextLayer
|
||||||
|
from src.context.scheduler import ContextScheduler
|
||||||
from src.context.store import ContextStore
|
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 get_latest_buy_trade, 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.evolution.optimizer import EvolutionOptimizer
|
||||||
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
|
||||||
@@ -736,6 +739,111 @@ async def run_daily_session(
|
|||||||
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,
|
||||||
|
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)
|
||||||
|
|
||||||
|
|
||||||
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)
|
||||||
@@ -746,11 +854,17 @@ async def run(settings: Settings) -> None:
|
|||||||
decision_logger = DecisionLogger(db_conn)
|
decision_logger = DecisionLogger(db_conn)
|
||||||
context_store = ContextStore(db_conn)
|
context_store = ContextStore(db_conn)
|
||||||
context_aggregator = ContextAggregator(db_conn)
|
context_aggregator = ContextAggregator(db_conn)
|
||||||
|
context_scheduler = ContextScheduler(
|
||||||
|
aggregator=context_aggregator,
|
||||||
|
store=context_store,
|
||||||
|
)
|
||||||
|
evolution_optimizer = EvolutionOptimizer(settings)
|
||||||
|
|
||||||
# V2 proactive strategy components
|
# V2 proactive strategy components
|
||||||
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,
|
||||||
@@ -978,6 +1092,7 @@ async def run(settings: Settings) -> None:
|
|||||||
while not shutdown.is_set():
|
while not shutdown.is_set():
|
||||||
# Wait for trading to be unpaused
|
# Wait for trading to be unpaused
|
||||||
await pause_trading.wait()
|
await pause_trading.wait()
|
||||||
|
_run_context_scheduler(context_scheduler, now=datetime.now(UTC))
|
||||||
|
|
||||||
try:
|
try:
|
||||||
await run_daily_session(
|
await run_daily_session(
|
||||||
@@ -1016,6 +1131,7 @@ async def run(settings: Settings) -> None:
|
|||||||
while not shutdown.is_set():
|
while not shutdown.is_set():
|
||||||
# Wait for trading to be unpaused
|
# Wait for trading to be unpaused
|
||||||
await pause_trading.wait()
|
await pause_trading.wait()
|
||||||
|
_run_context_scheduler(context_scheduler, now=datetime.now(UTC))
|
||||||
|
|
||||||
# Get currently open markets
|
# Get currently open markets
|
||||||
open_markets = get_open_markets(settings.enabled_market_list)
|
open_markets = get_open_markets(settings.enabled_market_list)
|
||||||
@@ -1029,13 +1145,14 @@ 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,
|
||||||
|
evolution_optimizer=evolution_optimizer,
|
||||||
)
|
)
|
||||||
except Exception as exc:
|
except Exception as exc:
|
||||||
logger.warning("Market close notification failed: %s", exc)
|
logger.warning("Market close notification failed: %s", exc)
|
||||||
|
|||||||
@@ -8,7 +8,7 @@ from __future__ import annotations
|
|||||||
|
|
||||||
import json
|
import json
|
||||||
import logging
|
import logging
|
||||||
from datetime import date
|
from datetime import date, timedelta
|
||||||
from typing import Any
|
from typing import Any
|
||||||
|
|
||||||
from src.analysis.smart_scanner import ScanCandidate
|
from src.analysis.smart_scanner import ScanCandidate
|
||||||
@@ -95,10 +95,17 @@ class PreMarketPlanner:
|
|||||||
try:
|
try:
|
||||||
# 1. Gather context
|
# 1. Gather context
|
||||||
context_data = self._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)
|
cross_market = self.build_cross_market_context(market, today)
|
||||||
|
|
||||||
# 2. Build prompt
|
# 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
|
# 3. Call Gemini
|
||||||
market_data = {
|
market_data = {
|
||||||
@@ -145,7 +152,8 @@ class PreMarketPlanner:
|
|||||||
other_market = "US" if target_market == "KR" else "KR"
|
other_market = "US" if target_market == "KR" else "KR"
|
||||||
if today is None:
|
if today is None:
|
||||||
today = date.today()
|
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_key = f"scorecard_{other_market}"
|
||||||
scorecard_data = self._context_store.get_context(
|
scorecard_data = self._context_store.get_context(
|
||||||
@@ -175,6 +183,37 @@ class PreMarketPlanner:
|
|||||||
lessons=scorecard_data.get("lessons", []),
|
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]:
|
def _gather_context(self) -> dict[str, Any]:
|
||||||
"""Gather strategic context using ContextSelector."""
|
"""Gather strategic context using ContextSelector."""
|
||||||
layers = self._context_selector.select_layers(
|
layers = self._context_selector.select_layers(
|
||||||
@@ -188,6 +227,7 @@ class PreMarketPlanner:
|
|||||||
market: str,
|
market: str,
|
||||||
candidates: list[ScanCandidate],
|
candidates: list[ScanCandidate],
|
||||||
context_data: dict[str, Any],
|
context_data: dict[str, Any],
|
||||||
|
self_market_scorecard: dict[str, Any] | None,
|
||||||
cross_market: CrossMarketContext | None,
|
cross_market: CrossMarketContext | None,
|
||||||
) -> str:
|
) -> str:
|
||||||
"""Build a structured prompt for Gemini to generate scenario JSON."""
|
"""Build a structured prompt for Gemini to generate scenario JSON."""
|
||||||
@@ -211,6 +251,18 @@ class PreMarketPlanner:
|
|||||||
if cross_market.lessons:
|
if cross_market.lessons:
|
||||||
cross_market_text += f"- Lessons: {'; '.join(cross_market.lessons[:3])}\n"
|
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 = ""
|
context_text = ""
|
||||||
if context_data:
|
if context_data:
|
||||||
context_text = "\n## Strategic Context\n"
|
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"You are a pre-market trading strategist for the {market} market.\n"
|
||||||
f"Generate structured trading scenarios for today.\n\n"
|
f"Generate structured trading scenarios for today.\n\n"
|
||||||
f"## Candidates (from volatility scanner)\n{candidates_text}\n"
|
f"## Candidates (from volatility scanner)\n{candidates_text}\n"
|
||||||
|
f"{self_market_text}"
|
||||||
f"{cross_market_text}"
|
f"{cross_market_text}"
|
||||||
f"{context_text}\n"
|
f"{context_text}\n"
|
||||||
f"## Instructions\n"
|
f"## Instructions\n"
|
||||||
|
|||||||
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 +1,23 @@
|
|||||||
"""Tests for main trading loop integration."""
|
"""Tests for main trading loop integration."""
|
||||||
|
|
||||||
from datetime import date
|
from datetime import UTC, date, datetime
|
||||||
from unittest.mock import ANY, AsyncMock, MagicMock, patch
|
from unittest.mock import ANY, AsyncMock, MagicMock, patch
|
||||||
|
|
||||||
import pytest
|
import pytest
|
||||||
|
|
||||||
from src.context.layer import ContextLayer
|
from src.context.layer import ContextLayer
|
||||||
|
from src.context.scheduler import ScheduleResult
|
||||||
from src.core.risk_manager import CircuitBreakerTripped, FatFingerRejected
|
from src.core.risk_manager import CircuitBreakerTripped, FatFingerRejected
|
||||||
from src.db import init_db, log_trade
|
from src.db import init_db, log_trade
|
||||||
|
from src.evolution.scorecard import DailyScorecard
|
||||||
from src.logging.decision_logger import DecisionLogger
|
from src.logging.decision_logger import DecisionLogger
|
||||||
from src.main import safe_float, trading_cycle
|
from src.main import (
|
||||||
|
_handle_market_close,
|
||||||
|
_run_context_scheduler,
|
||||||
|
_run_evolution_loop,
|
||||||
|
safe_float,
|
||||||
|
trading_cycle,
|
||||||
|
)
|
||||||
from src.strategy.models import (
|
from src.strategy.models import (
|
||||||
DayPlaybook,
|
DayPlaybook,
|
||||||
ScenarioAction,
|
ScenarioAction,
|
||||||
@@ -1219,3 +1227,230 @@ async def test_sell_updates_original_buy_decision_outcome() -> None:
|
|||||||
assert updated_buy is not None
|
assert updated_buy is not None
|
||||||
assert updated_buy.outcome_pnl == 20.0
|
assert updated_buy.outcome_pnl == 20.0
|
||||||
assert updated_buy.outcome_accuracy == 1
|
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()
|
||||||
|
|||||||
@@ -9,6 +9,7 @@ from unittest.mock import AsyncMock, MagicMock
|
|||||||
import pytest
|
import pytest
|
||||||
|
|
||||||
from src.analysis.smart_scanner import ScanCandidate
|
from src.analysis.smart_scanner import ScanCandidate
|
||||||
|
from src.brain.context_selector import DecisionType
|
||||||
from src.brain.gemini_client import TradeDecision
|
from src.brain.gemini_client import TradeDecision
|
||||||
from src.config import Settings
|
from src.config import Settings
|
||||||
from src.context.store import ContextLayer
|
from src.context.store import ContextLayer
|
||||||
@@ -16,12 +17,10 @@ from src.strategy.models import (
|
|||||||
CrossMarketContext,
|
CrossMarketContext,
|
||||||
DayPlaybook,
|
DayPlaybook,
|
||||||
MarketOutlook,
|
MarketOutlook,
|
||||||
PlaybookStatus,
|
|
||||||
ScenarioAction,
|
ScenarioAction,
|
||||||
)
|
)
|
||||||
from src.strategy.pre_market_planner import PreMarketPlanner
|
from src.strategy.pre_market_planner import PreMarketPlanner
|
||||||
|
|
||||||
|
|
||||||
# ---------------------------------------------------------------------------
|
# ---------------------------------------------------------------------------
|
||||||
# Fixtures
|
# Fixtures
|
||||||
# ---------------------------------------------------------------------------
|
# ---------------------------------------------------------------------------
|
||||||
@@ -89,6 +88,7 @@ def _make_planner(
|
|||||||
token_count: int = 200,
|
token_count: int = 200,
|
||||||
context_data: dict | None = None,
|
context_data: dict | None = None,
|
||||||
scorecard_data: dict | None = None,
|
scorecard_data: dict | None = None,
|
||||||
|
scorecard_map: dict[tuple[str, str, str], dict | None] | None = None,
|
||||||
) -> PreMarketPlanner:
|
) -> PreMarketPlanner:
|
||||||
"""Create a PreMarketPlanner with mocked dependencies."""
|
"""Create a PreMarketPlanner with mocked dependencies."""
|
||||||
if not gemini_response:
|
if not gemini_response:
|
||||||
@@ -107,11 +107,20 @@ def _make_planner(
|
|||||||
|
|
||||||
# Mock ContextStore
|
# Mock ContextStore
|
||||||
store = MagicMock()
|
store = MagicMock()
|
||||||
store.get_context = MagicMock(return_value=scorecard_data)
|
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
|
# Mock ContextSelector
|
||||||
selector = MagicMock()
|
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 {})
|
selector.get_context_data = MagicMock(return_value=context_data or {})
|
||||||
|
|
||||||
settings = Settings(
|
settings = Settings(
|
||||||
@@ -220,11 +229,25 @@ class TestGeneratePlaybook:
|
|||||||
stocks = [
|
stocks = [
|
||||||
{
|
{
|
||||||
"stock_code": "005930",
|
"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",
|
"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))
|
planner = _make_planner(gemini_response=_gemini_response_json(stocks=stocks))
|
||||||
@@ -254,6 +277,43 @@ class TestGeneratePlaybook:
|
|||||||
|
|
||||||
assert pb.token_count == 450
|
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
|
# _parse_response
|
||||||
@@ -402,7 +462,12 @@ class TestParseResponse:
|
|||||||
|
|
||||||
class TestBuildCrossMarketContext:
|
class TestBuildCrossMarketContext:
|
||||||
def test_kr_reads_us_scorecard(self) -> None:
|
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)
|
planner = _make_planner(scorecard_data=scorecard)
|
||||||
|
|
||||||
ctx = planner.build_cross_market_context("KR", today=date(2026, 2, 8))
|
ctx = planner.build_cross_market_context("KR", today=date(2026, 2, 8))
|
||||||
@@ -415,8 +480,9 @@ class TestBuildCrossMarketContext:
|
|||||||
|
|
||||||
# Verify it queried scorecard_US
|
# Verify it queried scorecard_US
|
||||||
planner._context_store.get_context.assert_called_once_with(
|
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:
|
def test_us_reads_kr_scorecard(self) -> None:
|
||||||
scorecard = {"total_pnl": -1.0, "win_rate": 40, "index_change_pct": -0.5}
|
scorecard = {"total_pnl": -1.0, "win_rate": 40, "index_change_pct": -0.5}
|
||||||
@@ -447,6 +513,32 @@ class TestBuildCrossMarketContext:
|
|||||||
assert ctx is None
|
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
|
# _build_prompt
|
||||||
# ---------------------------------------------------------------------------
|
# ---------------------------------------------------------------------------
|
||||||
@@ -457,7 +549,7 @@ class TestBuildPrompt:
|
|||||||
planner = _make_planner()
|
planner = _make_planner()
|
||||||
candidates = [_candidate(code="005930", name="Samsung")]
|
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 "005930" in prompt
|
||||||
assert "Samsung" in prompt
|
assert "Samsung" in prompt
|
||||||
@@ -471,7 +563,7 @@ class TestBuildPrompt:
|
|||||||
win_rate=60, index_change_pct=0.8, lessons=["Cut losses early"],
|
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 "Other Market (US)" in prompt
|
||||||
assert "+1.50%" in prompt
|
assert "+1.50%" in prompt
|
||||||
@@ -481,7 +573,7 @@ class TestBuildPrompt:
|
|||||||
planner = _make_planner()
|
planner = _make_planner()
|
||||||
context = {"L6_DAILY": {"win_rate": 0.65, "total_pnl": 2.5}}
|
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 "Strategic Context" in prompt
|
||||||
assert "L6_DAILY" in prompt
|
assert "L6_DAILY" in prompt
|
||||||
@@ -489,15 +581,30 @@ class TestBuildPrompt:
|
|||||||
|
|
||||||
def test_prompt_contains_max_scenarios(self) -> None:
|
def test_prompt_contains_max_scenarios(self) -> None:
|
||||||
planner = _make_planner()
|
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
|
assert f"Max {planner._settings.MAX_SCENARIOS_PER_STOCK} scenarios" in prompt
|
||||||
|
|
||||||
def test_prompt_market_name(self) -> None:
|
def test_prompt_market_name(self) -> None:
|
||||||
planner = _make_planner()
|
planner = _make_planner()
|
||||||
prompt = planner._build_prompt("US", [_candidate()], {}, None)
|
prompt = planner._build_prompt("US", [_candidate()], {}, None, None)
|
||||||
assert "US market" in prompt
|
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
|
# _extract_json
|
||||||
|
|||||||
Reference in New Issue
Block a user