Compare commits
6 Commits
feature/is
...
feat/v2-2-
| Author | SHA1 | Date | |
|---|---|---|---|
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86c94cff62 | ||
| 692cb61991 | |||
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392422992b | ||
| cc637a9738 | |||
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8c27473fed | ||
| bde54c7487 |
@@ -1,6 +1,7 @@
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"""Evolution engine for self-improving trading strategies."""
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from src.evolution.ab_test import ABTester, ABTestResult, StrategyPerformance
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from src.evolution.daily_review import DailyReviewer
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from src.evolution.optimizer import EvolutionOptimizer
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from src.evolution.performance_tracker import (
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PerformanceDashboard,
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@@ -18,4 +19,5 @@ __all__ = [
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"PerformanceDashboard",
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"StrategyMetrics",
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"DailyScorecard",
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"DailyReviewer",
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]
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196
src/evolution/daily_review.py
Normal file
196
src/evolution/daily_review.py
Normal file
@@ -0,0 +1,196 @@
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"""Daily review generator for market-scoped end-of-day scorecards."""
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from __future__ import annotations
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import json
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import logging
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import re
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import sqlite3
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from dataclasses import asdict
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from src.brain.gemini_client import GeminiClient
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from src.context.layer import ContextLayer
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from src.context.store import ContextStore
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from src.evolution.scorecard import DailyScorecard
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logger = logging.getLogger(__name__)
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class DailyReviewer:
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"""Builds daily scorecards and optional AI-generated lessons."""
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def __init__(
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self,
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conn: sqlite3.Connection,
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context_store: ContextStore,
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gemini_client: GeminiClient | None = None,
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) -> None:
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self._conn = conn
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self._context_store = context_store
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self._gemini = gemini_client
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def generate_scorecard(self, date: str, market: str) -> DailyScorecard:
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"""Generate a market-scoped scorecard from decision logs and trades."""
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decision_rows = self._conn.execute(
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"""
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SELECT action, confidence, context_snapshot
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FROM decision_logs
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WHERE DATE(timestamp) = ? AND market = ?
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""",
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(date, market),
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).fetchall()
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total_decisions = len(decision_rows)
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buys = sum(1 for row in decision_rows if row[0] == "BUY")
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sells = sum(1 for row in decision_rows if row[0] == "SELL")
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holds = sum(1 for row in decision_rows if row[0] == "HOLD")
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avg_confidence = (
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round(sum(int(row[1]) for row in decision_rows) / total_decisions, 2)
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if total_decisions > 0
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else 0.0
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)
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matched = 0
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for row in decision_rows:
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try:
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snapshot = json.loads(row[2]) if row[2] else {}
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except json.JSONDecodeError:
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snapshot = {}
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scenario_match = snapshot.get("scenario_match", {})
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if isinstance(scenario_match, dict) and scenario_match:
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matched += 1
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scenario_match_rate = (
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round((matched / total_decisions) * 100, 2)
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if total_decisions
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else 0.0
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)
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trade_stats = self._conn.execute(
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"""
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SELECT
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COALESCE(SUM(pnl), 0.0),
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SUM(CASE WHEN pnl > 0 THEN 1 ELSE 0 END),
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SUM(CASE WHEN pnl < 0 THEN 1 ELSE 0 END)
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FROM trades
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WHERE DATE(timestamp) = ? AND market = ?
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""",
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(date, market),
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).fetchone()
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total_pnl = round(float(trade_stats[0] or 0.0), 2) if trade_stats else 0.0
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wins = int(trade_stats[1] or 0) if trade_stats else 0
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losses = int(trade_stats[2] or 0) if trade_stats else 0
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win_rate = round((wins / (wins + losses)) * 100, 2) if (wins + losses) > 0 else 0.0
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top_winners = [
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row[0]
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for row in self._conn.execute(
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"""
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SELECT stock_code, SUM(pnl) AS stock_pnl
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FROM trades
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WHERE DATE(timestamp) = ? AND market = ?
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GROUP BY stock_code
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HAVING stock_pnl > 0
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ORDER BY stock_pnl DESC
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LIMIT 3
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""",
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(date, market),
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).fetchall()
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]
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top_losers = [
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row[0]
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for row in self._conn.execute(
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"""
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SELECT stock_code, SUM(pnl) AS stock_pnl
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FROM trades
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WHERE DATE(timestamp) = ? AND market = ?
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GROUP BY stock_code
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HAVING stock_pnl < 0
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ORDER BY stock_pnl ASC
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LIMIT 3
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""",
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(date, market),
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).fetchall()
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]
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return DailyScorecard(
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date=date,
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market=market,
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total_decisions=total_decisions,
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buys=buys,
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sells=sells,
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holds=holds,
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total_pnl=total_pnl,
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win_rate=win_rate,
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avg_confidence=avg_confidence,
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scenario_match_rate=scenario_match_rate,
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top_winners=top_winners,
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top_losers=top_losers,
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lessons=[],
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cross_market_note="",
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)
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async def generate_lessons(self, scorecard: DailyScorecard) -> list[str]:
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"""Generate concise lessons from scorecard metrics using Gemini."""
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if self._gemini is None:
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return []
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prompt = (
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"You are a trading performance reviewer.\n"
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"Return ONLY a JSON array of 1-3 short lessons in English.\n"
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f"Market: {scorecard.market}\n"
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f"Date: {scorecard.date}\n"
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f"Total decisions: {scorecard.total_decisions}\n"
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f"Buys/Sells/Holds: {scorecard.buys}/{scorecard.sells}/{scorecard.holds}\n"
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f"Total PnL: {scorecard.total_pnl}\n"
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f"Win rate: {scorecard.win_rate}%\n"
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f"Average confidence: {scorecard.avg_confidence}\n"
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f"Scenario match rate: {scorecard.scenario_match_rate}%\n"
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f"Top winners: {', '.join(scorecard.top_winners) or 'N/A'}\n"
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f"Top losers: {', '.join(scorecard.top_losers) or 'N/A'}\n"
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)
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try:
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decision = await self._gemini.decide(
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{
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"stock_code": "REVIEW",
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"market_name": scorecard.market,
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"current_price": 0,
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"prompt_override": prompt,
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}
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)
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return self._parse_lessons(decision.rationale)
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except Exception as exc:
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logger.warning("Failed to generate daily lessons: %s", exc)
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return []
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def store_scorecard_in_context(self, scorecard: DailyScorecard) -> None:
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"""Store scorecard in L6 using market-scoped key."""
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self._context_store.set_context(
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ContextLayer.L6_DAILY,
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scorecard.date,
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f"scorecard_{scorecard.market}",
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asdict(scorecard),
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)
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def _parse_lessons(self, raw_text: str) -> list[str]:
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"""Parse lessons from JSON array response or fallback text."""
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raw_text = raw_text.strip()
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try:
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parsed = json.loads(raw_text)
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if isinstance(parsed, list):
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return [str(item).strip() for item in parsed if str(item).strip()][:3]
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except json.JSONDecodeError:
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pass
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match = re.search(r"\[.*\]", raw_text, re.DOTALL)
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if match:
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try:
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parsed = json.loads(match.group(0))
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if isinstance(parsed, list):
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return [str(item).strip() for item in parsed if str(item).strip()][:3]
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except json.JSONDecodeError:
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pass
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lines = [line.strip("-* \t") for line in raw_text.splitlines() if line.strip()]
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return lines[:3]
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51
src/main.py
51
src/main.py
@@ -27,6 +27,7 @@ from src.core.criticality import CriticalityAssessor
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from src.core.priority_queue import PriorityTaskQueue
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from src.core.risk_manager import CircuitBreakerTripped, FatFingerRejected, RiskManager
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from src.db import get_latest_buy_trade, init_db, log_trade
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from src.evolution.daily_review import DailyReviewer
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from src.logging.decision_logger import DecisionLogger
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from src.logging_config import setup_logging
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from src.markets.schedule import MarketInfo, get_next_market_open, get_open_markets
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@@ -736,6 +737,41 @@ async def run_daily_session(
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logger.info("Daily trading session completed")
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async def _handle_market_close(
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market_code: str,
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market_name: str,
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market_timezone: Any,
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telegram: TelegramClient,
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context_aggregator: ContextAggregator,
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daily_reviewer: DailyReviewer,
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) -> None:
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"""Handle market-close tasks: notify, aggregate, review, and store context."""
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await telegram.notify_market_close(market_name, 0.0)
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market_date = datetime.now(market_timezone).date().isoformat()
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context_aggregator.aggregate_daily_from_trades(
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date=market_date,
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market=market_code,
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)
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scorecard = daily_reviewer.generate_scorecard(market_date, market_code)
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daily_reviewer.store_scorecard_in_context(scorecard)
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lessons = await daily_reviewer.generate_lessons(scorecard)
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if lessons:
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scorecard.lessons = lessons
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daily_reviewer.store_scorecard_in_context(scorecard)
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await telegram.send_message(
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f"<b>Daily Review ({market_code})</b>\n"
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f"Date: {scorecard.date}\n"
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f"Decisions: {scorecard.total_decisions}\n"
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f"P&L: {scorecard.total_pnl:+.2f}\n"
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f"Win Rate: {scorecard.win_rate:.2f}%\n"
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f"Lessons: {', '.join(scorecard.lessons) if scorecard.lessons else 'N/A'}"
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)
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async def run(settings: Settings) -> None:
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"""Main async loop — iterate over open markets on a timer."""
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broker = KISBroker(settings)
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@@ -751,6 +787,7 @@ async def run(settings: Settings) -> None:
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context_selector = ContextSelector(context_store)
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scenario_engine = ScenarioEngine()
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playbook_store = PlaybookStore(db_conn)
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daily_reviewer = DailyReviewer(db_conn, context_store, gemini_client=brain)
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pre_market_planner = PreMarketPlanner(
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gemini_client=brain,
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context_store=context_store,
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@@ -1029,13 +1066,13 @@ async def run(settings: Settings) -> None:
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market_info = MARKETS.get(market_code)
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if market_info:
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await telegram.notify_market_close(market_info.name, 0.0)
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market_date = datetime.now(
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market_info.timezone
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).date().isoformat()
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context_aggregator.aggregate_daily_from_trades(
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date=market_date,
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market=market_code,
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await _handle_market_close(
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market_code=market_code,
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market_name=market_info.name,
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market_timezone=market_info.timezone,
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telegram=telegram,
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context_aggregator=context_aggregator,
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daily_reviewer=daily_reviewer,
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)
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except Exception as exc:
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logger.warning("Market close notification failed: %s", exc)
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@@ -8,7 +8,7 @@ from __future__ import annotations
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import json
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import logging
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from datetime import date
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from datetime import date, timedelta
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from typing import Any
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from src.analysis.smart_scanner import ScanCandidate
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@@ -145,7 +145,8 @@ class PreMarketPlanner:
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other_market = "US" if target_market == "KR" else "KR"
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if today is None:
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today = date.today()
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timeframe = today.isoformat()
|
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timeframe_date = today - timedelta(days=1) if target_market == "KR" else today
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timeframe = timeframe_date.isoformat()
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scorecard_key = f"scorecard_{other_market}"
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scorecard_data = self._context_store.get_context(
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383
tests/test_daily_review.py
Normal file
383
tests/test_daily_review.py
Normal file
@@ -0,0 +1,383 @@
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"""Tests for DailyReviewer."""
|
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|
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from __future__ import annotations
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|
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import json
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import sqlite3
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from types import SimpleNamespace
|
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from unittest.mock import AsyncMock, MagicMock
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|
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import pytest
|
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|
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from src.context.layer import ContextLayer
|
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from src.context.store import ContextStore
|
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from src.db import init_db, log_trade
|
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from src.evolution.daily_review import DailyReviewer
|
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from src.evolution.scorecard import DailyScorecard
|
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from src.logging.decision_logger import DecisionLogger
|
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|
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|
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@pytest.fixture
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def db_conn() -> sqlite3.Connection:
|
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return init_db(":memory:")
|
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|
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|
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@pytest.fixture
|
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def context_store(db_conn: sqlite3.Connection) -> ContextStore:
|
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return ContextStore(db_conn)
|
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|
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|
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def _log_decision(
|
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logger: DecisionLogger,
|
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*,
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stock_code: str,
|
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market: str,
|
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action: str,
|
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confidence: int,
|
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scenario_match: dict[str, float] | None = None,
|
||||
) -> str:
|
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return logger.log_decision(
|
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stock_code=stock_code,
|
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market=market,
|
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exchange_code="KRX" if market == "KR" else "NASDAQ",
|
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action=action,
|
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confidence=confidence,
|
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rationale="test",
|
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context_snapshot={"scenario_match": scenario_match or {}},
|
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input_data={"stock_code": stock_code},
|
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)
|
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|
||||
|
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def test_generate_scorecard_market_scoped(
|
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db_conn: sqlite3.Connection, context_store: ContextStore,
|
||||
) -> None:
|
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reviewer = DailyReviewer(db_conn, context_store)
|
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logger = DecisionLogger(db_conn)
|
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|
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buy_id = _log_decision(
|
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logger,
|
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stock_code="005930",
|
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market="KR",
|
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action="BUY",
|
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confidence=90,
|
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scenario_match={"rsi": 29.0},
|
||||
)
|
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_log_decision(
|
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logger,
|
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stock_code="000660",
|
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market="KR",
|
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action="HOLD",
|
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confidence=60,
|
||||
)
|
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_log_decision(
|
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logger,
|
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stock_code="AAPL",
|
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market="US",
|
||||
action="SELL",
|
||||
confidence=80,
|
||||
scenario_match={"volume_ratio": 2.1},
|
||||
)
|
||||
|
||||
log_trade(
|
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db_conn,
|
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"005930",
|
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"BUY",
|
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90,
|
||||
"buy",
|
||||
quantity=1,
|
||||
price=100.0,
|
||||
pnl=10.0,
|
||||
market="KR",
|
||||
exchange_code="KRX",
|
||||
decision_id=buy_id,
|
||||
)
|
||||
log_trade(
|
||||
db_conn,
|
||||
"000660",
|
||||
"HOLD",
|
||||
60,
|
||||
"hold",
|
||||
quantity=0,
|
||||
price=0.0,
|
||||
pnl=0.0,
|
||||
market="KR",
|
||||
exchange_code="KRX",
|
||||
)
|
||||
log_trade(
|
||||
db_conn,
|
||||
"AAPL",
|
||||
"SELL",
|
||||
80,
|
||||
"sell",
|
||||
quantity=1,
|
||||
price=200.0,
|
||||
pnl=-5.0,
|
||||
market="US",
|
||||
exchange_code="NASDAQ",
|
||||
)
|
||||
|
||||
scorecard = reviewer.generate_scorecard("2026-02-14", "KR")
|
||||
|
||||
assert scorecard.market == "KR"
|
||||
assert scorecard.total_decisions == 2
|
||||
assert scorecard.buys == 1
|
||||
assert scorecard.sells == 0
|
||||
assert scorecard.holds == 1
|
||||
assert scorecard.total_pnl == 10.0
|
||||
assert scorecard.win_rate == 100.0
|
||||
assert scorecard.avg_confidence == 75.0
|
||||
assert scorecard.scenario_match_rate == 50.0
|
||||
|
||||
|
||||
def test_generate_scorecard_top_winners_and_losers(
|
||||
db_conn: sqlite3.Connection, context_store: ContextStore,
|
||||
) -> None:
|
||||
reviewer = DailyReviewer(db_conn, context_store)
|
||||
logger = DecisionLogger(db_conn)
|
||||
|
||||
for code, pnl in [("005930", 30.0), ("000660", 10.0), ("035420", -15.0), ("051910", -5.0)]:
|
||||
decision_id = _log_decision(
|
||||
logger,
|
||||
stock_code=code,
|
||||
market="KR",
|
||||
action="BUY" if pnl >= 0 else "SELL",
|
||||
confidence=80,
|
||||
scenario_match={"rsi": 30.0},
|
||||
)
|
||||
log_trade(
|
||||
db_conn,
|
||||
code,
|
||||
"BUY" if pnl >= 0 else "SELL",
|
||||
80,
|
||||
"test",
|
||||
quantity=1,
|
||||
price=100.0,
|
||||
pnl=pnl,
|
||||
market="KR",
|
||||
exchange_code="KRX",
|
||||
decision_id=decision_id,
|
||||
)
|
||||
|
||||
scorecard = reviewer.generate_scorecard("2026-02-14", "KR")
|
||||
assert scorecard.top_winners == ["005930", "000660"]
|
||||
assert scorecard.top_losers == ["035420", "051910"]
|
||||
|
||||
|
||||
def test_generate_scorecard_empty_day(
|
||||
db_conn: sqlite3.Connection, context_store: ContextStore,
|
||||
) -> None:
|
||||
reviewer = DailyReviewer(db_conn, context_store)
|
||||
scorecard = reviewer.generate_scorecard("2026-02-14", "KR")
|
||||
|
||||
assert scorecard.total_decisions == 0
|
||||
assert scorecard.total_pnl == 0.0
|
||||
assert scorecard.win_rate == 0.0
|
||||
assert scorecard.avg_confidence == 0.0
|
||||
assert scorecard.scenario_match_rate == 0.0
|
||||
assert scorecard.top_winners == []
|
||||
assert scorecard.top_losers == []
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_generate_lessons_without_gemini_returns_empty(
|
||||
db_conn: sqlite3.Connection, context_store: ContextStore,
|
||||
) -> None:
|
||||
reviewer = DailyReviewer(db_conn, context_store, gemini_client=None)
|
||||
lessons = await reviewer.generate_lessons(
|
||||
DailyScorecard(
|
||||
date="2026-02-14",
|
||||
market="KR",
|
||||
total_decisions=1,
|
||||
buys=1,
|
||||
sells=0,
|
||||
holds=0,
|
||||
total_pnl=5.0,
|
||||
win_rate=100.0,
|
||||
avg_confidence=90.0,
|
||||
scenario_match_rate=100.0,
|
||||
)
|
||||
)
|
||||
assert lessons == []
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_generate_lessons_parses_json_array(
|
||||
db_conn: sqlite3.Connection, context_store: ContextStore,
|
||||
) -> None:
|
||||
mock_gemini = MagicMock()
|
||||
mock_gemini.decide = AsyncMock(
|
||||
return_value=SimpleNamespace(rationale='["Cut losers earlier", "Reduce midday churn"]')
|
||||
)
|
||||
reviewer = DailyReviewer(db_conn, context_store, gemini_client=mock_gemini)
|
||||
|
||||
lessons = await reviewer.generate_lessons(
|
||||
DailyScorecard(
|
||||
date="2026-02-14",
|
||||
market="KR",
|
||||
total_decisions=3,
|
||||
buys=1,
|
||||
sells=1,
|
||||
holds=1,
|
||||
total_pnl=-2.5,
|
||||
win_rate=50.0,
|
||||
avg_confidence=70.0,
|
||||
scenario_match_rate=66.7,
|
||||
)
|
||||
)
|
||||
assert lessons == ["Cut losers earlier", "Reduce midday churn"]
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_generate_lessons_fallback_to_lines(
|
||||
db_conn: sqlite3.Connection, context_store: ContextStore,
|
||||
) -> None:
|
||||
mock_gemini = MagicMock()
|
||||
mock_gemini.decide = AsyncMock(
|
||||
return_value=SimpleNamespace(rationale="- Keep risk tighter\n- Increase selectivity")
|
||||
)
|
||||
reviewer = DailyReviewer(db_conn, context_store, gemini_client=mock_gemini)
|
||||
|
||||
lessons = await reviewer.generate_lessons(
|
||||
DailyScorecard(
|
||||
date="2026-02-14",
|
||||
market="US",
|
||||
total_decisions=2,
|
||||
buys=1,
|
||||
sells=1,
|
||||
holds=0,
|
||||
total_pnl=1.0,
|
||||
win_rate=50.0,
|
||||
avg_confidence=75.0,
|
||||
scenario_match_rate=100.0,
|
||||
)
|
||||
)
|
||||
assert lessons == ["Keep risk tighter", "Increase selectivity"]
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_generate_lessons_handles_gemini_error(
|
||||
db_conn: sqlite3.Connection, context_store: ContextStore,
|
||||
) -> None:
|
||||
mock_gemini = MagicMock()
|
||||
mock_gemini.decide = AsyncMock(side_effect=RuntimeError("boom"))
|
||||
reviewer = DailyReviewer(db_conn, context_store, gemini_client=mock_gemini)
|
||||
|
||||
lessons = await reviewer.generate_lessons(
|
||||
DailyScorecard(
|
||||
date="2026-02-14",
|
||||
market="US",
|
||||
total_decisions=0,
|
||||
buys=0,
|
||||
sells=0,
|
||||
holds=0,
|
||||
total_pnl=0.0,
|
||||
win_rate=0.0,
|
||||
avg_confidence=0.0,
|
||||
scenario_match_rate=0.0,
|
||||
)
|
||||
)
|
||||
assert lessons == []
|
||||
|
||||
|
||||
def test_store_scorecard_in_context(
|
||||
db_conn: sqlite3.Connection, context_store: ContextStore,
|
||||
) -> None:
|
||||
reviewer = DailyReviewer(db_conn, context_store)
|
||||
scorecard = DailyScorecard(
|
||||
date="2026-02-14",
|
||||
market="KR",
|
||||
total_decisions=5,
|
||||
buys=2,
|
||||
sells=1,
|
||||
holds=2,
|
||||
total_pnl=15.0,
|
||||
win_rate=66.67,
|
||||
avg_confidence=82.0,
|
||||
scenario_match_rate=80.0,
|
||||
lessons=["Keep position sizing stable"],
|
||||
cross_market_note="US risk-off",
|
||||
)
|
||||
|
||||
reviewer.store_scorecard_in_context(scorecard)
|
||||
|
||||
stored = context_store.get_context(
|
||||
ContextLayer.L6_DAILY,
|
||||
"2026-02-14",
|
||||
"scorecard_KR",
|
||||
)
|
||||
assert stored is not None
|
||||
assert stored["market"] == "KR"
|
||||
assert stored["total_pnl"] == 15.0
|
||||
assert stored["lessons"] == ["Keep position sizing stable"]
|
||||
|
||||
|
||||
def test_store_scorecard_key_is_market_scoped(
|
||||
db_conn: sqlite3.Connection, context_store: ContextStore,
|
||||
) -> None:
|
||||
reviewer = DailyReviewer(db_conn, context_store)
|
||||
kr = DailyScorecard(
|
||||
date="2026-02-14",
|
||||
market="KR",
|
||||
total_decisions=1,
|
||||
buys=1,
|
||||
sells=0,
|
||||
holds=0,
|
||||
total_pnl=1.0,
|
||||
win_rate=100.0,
|
||||
avg_confidence=90.0,
|
||||
scenario_match_rate=100.0,
|
||||
)
|
||||
us = DailyScorecard(
|
||||
date="2026-02-14",
|
||||
market="US",
|
||||
total_decisions=1,
|
||||
buys=0,
|
||||
sells=1,
|
||||
holds=0,
|
||||
total_pnl=-1.0,
|
||||
win_rate=0.0,
|
||||
avg_confidence=70.0,
|
||||
scenario_match_rate=100.0,
|
||||
)
|
||||
|
||||
reviewer.store_scorecard_in_context(kr)
|
||||
reviewer.store_scorecard_in_context(us)
|
||||
|
||||
kr_ctx = context_store.get_context(ContextLayer.L6_DAILY, "2026-02-14", "scorecard_KR")
|
||||
us_ctx = context_store.get_context(ContextLayer.L6_DAILY, "2026-02-14", "scorecard_US")
|
||||
|
||||
assert kr_ctx["market"] == "KR"
|
||||
assert us_ctx["market"] == "US"
|
||||
assert kr_ctx["total_pnl"] == 1.0
|
||||
assert us_ctx["total_pnl"] == -1.0
|
||||
|
||||
|
||||
def test_generate_scorecard_handles_invalid_context_snapshot(
|
||||
db_conn: sqlite3.Connection, context_store: ContextStore,
|
||||
) -> None:
|
||||
reviewer = DailyReviewer(db_conn, context_store)
|
||||
db_conn.execute(
|
||||
"""
|
||||
INSERT INTO decision_logs (
|
||||
decision_id, timestamp, stock_code, market, exchange_code,
|
||||
action, confidence, rationale, context_snapshot, input_data
|
||||
) VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
|
||||
""",
|
||||
(
|
||||
"d1",
|
||||
"2026-02-14T09:00:00+00:00",
|
||||
"005930",
|
||||
"KR",
|
||||
"KRX",
|
||||
"HOLD",
|
||||
50,
|
||||
"test",
|
||||
"{invalid_json",
|
||||
json.dumps({}),
|
||||
),
|
||||
)
|
||||
db_conn.commit()
|
||||
|
||||
scorecard = reviewer.generate_scorecard("2026-02-14", "KR")
|
||||
assert scorecard.total_decisions == 1
|
||||
assert scorecard.scenario_match_rate == 0.0
|
||||
@@ -1,6 +1,6 @@
|
||||
"""Tests for main trading loop integration."""
|
||||
|
||||
from datetime import date
|
||||
from datetime import UTC, date
|
||||
from unittest.mock import ANY, AsyncMock, MagicMock, patch
|
||||
|
||||
import pytest
|
||||
@@ -8,8 +8,9 @@ import pytest
|
||||
from src.context.layer import ContextLayer
|
||||
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 _handle_market_close, safe_float, trading_cycle
|
||||
from src.strategy.models import (
|
||||
DayPlaybook,
|
||||
ScenarioAction,
|
||||
@@ -1219,3 +1220,78 @@ 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
|
||||
|
||||
@@ -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
|
||||
# ---------------------------------------------------------------------------
|
||||
@@ -111,7 +110,9 @@ def _make_planner(
|
||||
|
||||
# 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 +221,25 @@ 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 +269,19 @@ 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()
|
||||
|
||||
|
||||
# ---------------------------------------------------------------------------
|
||||
# _parse_response
|
||||
@@ -402,7 +430,12 @@ 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 +448,9 @@ 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}
|
||||
|
||||
Reference in New Issue
Block a user