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Author SHA1 Message Date
agentson
86c94cff62 feat: cross-market date fix and strategic context selector (issue #88)
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KR planner now reads US scorecard from previous day (timezone-aware),
and generate_playbook uses STRATEGIC context selection.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-14 23:20:24 +09:00
692cb61991 Merge pull request 'feat: main.py에 일일 리뷰 연결 (issue #93)' (#122) from feature/issue-93-daily-review-integration into main
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Reviewed-on: #122
2026-02-14 23:15:26 +09:00
agentson
392422992b feat: integrate DailyReviewer into market close flow (issue #93)
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Extract _handle_market_close() helper that runs EOD aggregation,
generates scorecard with optional AI lessons, and sends Telegram summary.

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

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-14 23:07:12 +09:00
bde54c7487 Merge pull request 'feat: Decision outcome 업데이트 (issue #92)' (#120) from feature/issue-92-decision-outcome into main
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Reviewed-on: #120
2026-02-14 22:41:29 +09:00
7 changed files with 747 additions and 18 deletions

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

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@@ -0,0 +1,196 @@
"""Daily review generator for market-scoped end-of-day scorecards."""
from __future__ import annotations
import json
import logging
import re
import sqlite3
from dataclasses import asdict
from src.brain.gemini_client import GeminiClient
from src.context.layer import ContextLayer
from src.context.store import ContextStore
from src.evolution.scorecard import DailyScorecard
logger = logging.getLogger(__name__)
class DailyReviewer:
"""Builds daily scorecards and optional AI-generated lessons."""
def __init__(
self,
conn: sqlite3.Connection,
context_store: ContextStore,
gemini_client: GeminiClient | None = None,
) -> None:
self._conn = conn
self._context_store = context_store
self._gemini = gemini_client
def generate_scorecard(self, date: str, market: str) -> DailyScorecard:
"""Generate a market-scoped scorecard from decision logs and trades."""
decision_rows = self._conn.execute(
"""
SELECT action, confidence, context_snapshot
FROM decision_logs
WHERE DATE(timestamp) = ? AND market = ?
""",
(date, market),
).fetchall()
total_decisions = len(decision_rows)
buys = sum(1 for row in decision_rows if row[0] == "BUY")
sells = sum(1 for row in decision_rows if row[0] == "SELL")
holds = sum(1 for row in decision_rows if row[0] == "HOLD")
avg_confidence = (
round(sum(int(row[1]) for row in decision_rows) / total_decisions, 2)
if total_decisions > 0
else 0.0
)
matched = 0
for row in decision_rows:
try:
snapshot = json.loads(row[2]) if row[2] else {}
except json.JSONDecodeError:
snapshot = {}
scenario_match = snapshot.get("scenario_match", {})
if isinstance(scenario_match, dict) and scenario_match:
matched += 1
scenario_match_rate = (
round((matched / total_decisions) * 100, 2)
if total_decisions
else 0.0
)
trade_stats = self._conn.execute(
"""
SELECT
COALESCE(SUM(pnl), 0.0),
SUM(CASE WHEN pnl > 0 THEN 1 ELSE 0 END),
SUM(CASE WHEN pnl < 0 THEN 1 ELSE 0 END)
FROM trades
WHERE DATE(timestamp) = ? AND market = ?
""",
(date, market),
).fetchone()
total_pnl = round(float(trade_stats[0] or 0.0), 2) if trade_stats else 0.0
wins = int(trade_stats[1] or 0) if trade_stats else 0
losses = int(trade_stats[2] or 0) if trade_stats else 0
win_rate = round((wins / (wins + losses)) * 100, 2) if (wins + losses) > 0 else 0.0
top_winners = [
row[0]
for row in self._conn.execute(
"""
SELECT stock_code, SUM(pnl) AS stock_pnl
FROM trades
WHERE DATE(timestamp) = ? AND market = ?
GROUP BY stock_code
HAVING stock_pnl > 0
ORDER BY stock_pnl DESC
LIMIT 3
""",
(date, market),
).fetchall()
]
top_losers = [
row[0]
for row in self._conn.execute(
"""
SELECT stock_code, SUM(pnl) AS stock_pnl
FROM trades
WHERE DATE(timestamp) = ? AND market = ?
GROUP BY stock_code
HAVING stock_pnl < 0
ORDER BY stock_pnl ASC
LIMIT 3
""",
(date, market),
).fetchall()
]
return DailyScorecard(
date=date,
market=market,
total_decisions=total_decisions,
buys=buys,
sells=sells,
holds=holds,
total_pnl=total_pnl,
win_rate=win_rate,
avg_confidence=avg_confidence,
scenario_match_rate=scenario_match_rate,
top_winners=top_winners,
top_losers=top_losers,
lessons=[],
cross_market_note="",
)
async def generate_lessons(self, scorecard: DailyScorecard) -> list[str]:
"""Generate concise lessons from scorecard metrics using Gemini."""
if self._gemini is None:
return []
prompt = (
"You are a trading performance reviewer.\n"
"Return ONLY a JSON array of 1-3 short lessons in English.\n"
f"Market: {scorecard.market}\n"
f"Date: {scorecard.date}\n"
f"Total decisions: {scorecard.total_decisions}\n"
f"Buys/Sells/Holds: {scorecard.buys}/{scorecard.sells}/{scorecard.holds}\n"
f"Total PnL: {scorecard.total_pnl}\n"
f"Win rate: {scorecard.win_rate}%\n"
f"Average confidence: {scorecard.avg_confidence}\n"
f"Scenario match rate: {scorecard.scenario_match_rate}%\n"
f"Top winners: {', '.join(scorecard.top_winners) or 'N/A'}\n"
f"Top losers: {', '.join(scorecard.top_losers) or 'N/A'}\n"
)
try:
decision = await self._gemini.decide(
{
"stock_code": "REVIEW",
"market_name": scorecard.market,
"current_price": 0,
"prompt_override": prompt,
}
)
return self._parse_lessons(decision.rationale)
except Exception as exc:
logger.warning("Failed to generate daily lessons: %s", exc)
return []
def store_scorecard_in_context(self, scorecard: DailyScorecard) -> None:
"""Store scorecard in L6 using market-scoped key."""
self._context_store.set_context(
ContextLayer.L6_DAILY,
scorecard.date,
f"scorecard_{scorecard.market}",
asdict(scorecard),
)
def _parse_lessons(self, raw_text: str) -> list[str]:
"""Parse lessons from JSON array response or fallback text."""
raw_text = raw_text.strip()
try:
parsed = json.loads(raw_text)
if isinstance(parsed, list):
return [str(item).strip() for item in parsed if str(item).strip()][:3]
except json.JSONDecodeError:
pass
match = re.search(r"\[.*\]", raw_text, re.DOTALL)
if match:
try:
parsed = json.loads(match.group(0))
if isinstance(parsed, list):
return [str(item).strip() for item in parsed if str(item).strip()][:3]
except json.JSONDecodeError:
pass
lines = [line.strip("-* \t") for line in raw_text.splitlines() if line.strip()]
return lines[:3]

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@@ -27,6 +27,7 @@ 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.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 +737,41 @@ 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,
) -> None:
"""Handle market-close tasks: notify, aggregate, review, and store context."""
await telegram.notify_market_close(market_name, 0.0)
market_date = datetime.now(market_timezone).date().isoformat()
context_aggregator.aggregate_daily_from_trades(
date=market_date,
market=market_code,
)
scorecard = daily_reviewer.generate_scorecard(market_date, market_code)
daily_reviewer.store_scorecard_in_context(scorecard)
lessons = await daily_reviewer.generate_lessons(scorecard)
if lessons:
scorecard.lessons = lessons
daily_reviewer.store_scorecard_in_context(scorecard)
await telegram.send_message(
f"<b>Daily Review ({market_code})</b>\n"
f"Date: {scorecard.date}\n"
f"Decisions: {scorecard.total_decisions}\n"
f"P&L: {scorecard.total_pnl:+.2f}\n"
f"Win Rate: {scorecard.win_rate:.2f}%\n"
f"Lessons: {', '.join(scorecard.lessons) if scorecard.lessons else 'N/A'}"
)
async def run(settings: Settings) -> None: async def run(settings: Settings) -> None:
"""Main async loop — iterate over open markets on a timer.""" """Main async loop — iterate over open markets on a timer."""
broker = KISBroker(settings) broker = KISBroker(settings)
@@ -751,6 +787,7 @@ async def run(settings: Settings) -> None:
context_selector = ContextSelector(context_store) context_selector = ContextSelector(context_store)
scenario_engine = ScenarioEngine() scenario_engine = ScenarioEngine()
playbook_store = PlaybookStore(db_conn) playbook_store = PlaybookStore(db_conn)
daily_reviewer = DailyReviewer(db_conn, context_store, gemini_client=brain)
pre_market_planner = PreMarketPlanner( pre_market_planner = PreMarketPlanner(
gemini_client=brain, gemini_client=brain,
context_store=context_store, context_store=context_store,
@@ -1029,13 +1066,13 @@ async def run(settings: Settings) -> None:
market_info = MARKETS.get(market_code) market_info = MARKETS.get(market_code)
if market_info: if market_info:
await telegram.notify_market_close(market_info.name, 0.0) await _handle_market_close(
market_date = datetime.now( market_code=market_code,
market_info.timezone market_name=market_info.name,
).date().isoformat() market_timezone=market_info.timezone,
context_aggregator.aggregate_daily_from_trades( telegram=telegram,
date=market_date, context_aggregator=context_aggregator,
market=market_code, daily_reviewer=daily_reviewer,
) )
except Exception as exc: except Exception as exc:
logger.warning("Market close notification failed: %s", exc) logger.warning("Market close notification failed: %s", exc)

View File

@@ -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
@@ -145,7 +145,8 @@ 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(

383
tests/test_daily_review.py Normal file
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@@ -0,0 +1,383 @@
"""Tests for DailyReviewer."""
from __future__ import annotations
import json
import sqlite3
from types import SimpleNamespace
from unittest.mock import AsyncMock, MagicMock
import pytest
from src.context.layer import ContextLayer
from src.context.store import ContextStore
from src.db import init_db, log_trade
from src.evolution.daily_review import DailyReviewer
from src.evolution.scorecard import DailyScorecard
from src.logging.decision_logger import DecisionLogger
@pytest.fixture
def db_conn() -> sqlite3.Connection:
return init_db(":memory:")
@pytest.fixture
def context_store(db_conn: sqlite3.Connection) -> ContextStore:
return ContextStore(db_conn)
def _log_decision(
logger: DecisionLogger,
*,
stock_code: str,
market: str,
action: str,
confidence: int,
scenario_match: dict[str, float] | None = None,
) -> str:
return logger.log_decision(
stock_code=stock_code,
market=market,
exchange_code="KRX" if market == "KR" else "NASDAQ",
action=action,
confidence=confidence,
rationale="test",
context_snapshot={"scenario_match": scenario_match or {}},
input_data={"stock_code": stock_code},
)
def test_generate_scorecard_market_scoped(
db_conn: sqlite3.Connection, context_store: ContextStore,
) -> None:
reviewer = DailyReviewer(db_conn, context_store)
logger = DecisionLogger(db_conn)
buy_id = _log_decision(
logger,
stock_code="005930",
market="KR",
action="BUY",
confidence=90,
scenario_match={"rsi": 29.0},
)
_log_decision(
logger,
stock_code="000660",
market="KR",
action="HOLD",
confidence=60,
)
_log_decision(
logger,
stock_code="AAPL",
market="US",
action="SELL",
confidence=80,
scenario_match={"volume_ratio": 2.1},
)
log_trade(
db_conn,
"005930",
"BUY",
90,
"buy",
quantity=1,
price=100.0,
pnl=10.0,
market="KR",
exchange_code="KRX",
decision_id=buy_id,
)
log_trade(
db_conn,
"000660",
"HOLD",
60,
"hold",
quantity=0,
price=0.0,
pnl=0.0,
market="KR",
exchange_code="KRX",
)
log_trade(
db_conn,
"AAPL",
"SELL",
80,
"sell",
quantity=1,
price=200.0,
pnl=-5.0,
market="US",
exchange_code="NASDAQ",
)
scorecard = reviewer.generate_scorecard("2026-02-14", "KR")
assert scorecard.market == "KR"
assert scorecard.total_decisions == 2
assert scorecard.buys == 1
assert scorecard.sells == 0
assert scorecard.holds == 1
assert scorecard.total_pnl == 10.0
assert scorecard.win_rate == 100.0
assert scorecard.avg_confidence == 75.0
assert scorecard.scenario_match_rate == 50.0
def test_generate_scorecard_top_winners_and_losers(
db_conn: sqlite3.Connection, context_store: ContextStore,
) -> None:
reviewer = DailyReviewer(db_conn, context_store)
logger = DecisionLogger(db_conn)
for code, pnl in [("005930", 30.0), ("000660", 10.0), ("035420", -15.0), ("051910", -5.0)]:
decision_id = _log_decision(
logger,
stock_code=code,
market="KR",
action="BUY" if pnl >= 0 else "SELL",
confidence=80,
scenario_match={"rsi": 30.0},
)
log_trade(
db_conn,
code,
"BUY" if pnl >= 0 else "SELL",
80,
"test",
quantity=1,
price=100.0,
pnl=pnl,
market="KR",
exchange_code="KRX",
decision_id=decision_id,
)
scorecard = reviewer.generate_scorecard("2026-02-14", "KR")
assert scorecard.top_winners == ["005930", "000660"]
assert scorecard.top_losers == ["035420", "051910"]
def test_generate_scorecard_empty_day(
db_conn: sqlite3.Connection, context_store: ContextStore,
) -> None:
reviewer = DailyReviewer(db_conn, context_store)
scorecard = reviewer.generate_scorecard("2026-02-14", "KR")
assert scorecard.total_decisions == 0
assert scorecard.total_pnl == 0.0
assert scorecard.win_rate == 0.0
assert scorecard.avg_confidence == 0.0
assert scorecard.scenario_match_rate == 0.0
assert scorecard.top_winners == []
assert scorecard.top_losers == []
@pytest.mark.asyncio
async def test_generate_lessons_without_gemini_returns_empty(
db_conn: sqlite3.Connection, context_store: ContextStore,
) -> None:
reviewer = DailyReviewer(db_conn, context_store, gemini_client=None)
lessons = await reviewer.generate_lessons(
DailyScorecard(
date="2026-02-14",
market="KR",
total_decisions=1,
buys=1,
sells=0,
holds=0,
total_pnl=5.0,
win_rate=100.0,
avg_confidence=90.0,
scenario_match_rate=100.0,
)
)
assert lessons == []
@pytest.mark.asyncio
async def test_generate_lessons_parses_json_array(
db_conn: sqlite3.Connection, context_store: ContextStore,
) -> None:
mock_gemini = MagicMock()
mock_gemini.decide = AsyncMock(
return_value=SimpleNamespace(rationale='["Cut losers earlier", "Reduce midday churn"]')
)
reviewer = DailyReviewer(db_conn, context_store, gemini_client=mock_gemini)
lessons = await reviewer.generate_lessons(
DailyScorecard(
date="2026-02-14",
market="KR",
total_decisions=3,
buys=1,
sells=1,
holds=1,
total_pnl=-2.5,
win_rate=50.0,
avg_confidence=70.0,
scenario_match_rate=66.7,
)
)
assert lessons == ["Cut losers earlier", "Reduce midday churn"]
@pytest.mark.asyncio
async def test_generate_lessons_fallback_to_lines(
db_conn: sqlite3.Connection, context_store: ContextStore,
) -> None:
mock_gemini = MagicMock()
mock_gemini.decide = AsyncMock(
return_value=SimpleNamespace(rationale="- Keep risk tighter\n- Increase selectivity")
)
reviewer = DailyReviewer(db_conn, context_store, gemini_client=mock_gemini)
lessons = await reviewer.generate_lessons(
DailyScorecard(
date="2026-02-14",
market="US",
total_decisions=2,
buys=1,
sells=1,
holds=0,
total_pnl=1.0,
win_rate=50.0,
avg_confidence=75.0,
scenario_match_rate=100.0,
)
)
assert lessons == ["Keep risk tighter", "Increase selectivity"]
@pytest.mark.asyncio
async def test_generate_lessons_handles_gemini_error(
db_conn: sqlite3.Connection, context_store: ContextStore,
) -> None:
mock_gemini = MagicMock()
mock_gemini.decide = AsyncMock(side_effect=RuntimeError("boom"))
reviewer = DailyReviewer(db_conn, context_store, gemini_client=mock_gemini)
lessons = await reviewer.generate_lessons(
DailyScorecard(
date="2026-02-14",
market="US",
total_decisions=0,
buys=0,
sells=0,
holds=0,
total_pnl=0.0,
win_rate=0.0,
avg_confidence=0.0,
scenario_match_rate=0.0,
)
)
assert lessons == []
def test_store_scorecard_in_context(
db_conn: sqlite3.Connection, context_store: ContextStore,
) -> None:
reviewer = DailyReviewer(db_conn, context_store)
scorecard = DailyScorecard(
date="2026-02-14",
market="KR",
total_decisions=5,
buys=2,
sells=1,
holds=2,
total_pnl=15.0,
win_rate=66.67,
avg_confidence=82.0,
scenario_match_rate=80.0,
lessons=["Keep position sizing stable"],
cross_market_note="US risk-off",
)
reviewer.store_scorecard_in_context(scorecard)
stored = context_store.get_context(
ContextLayer.L6_DAILY,
"2026-02-14",
"scorecard_KR",
)
assert stored is not None
assert stored["market"] == "KR"
assert stored["total_pnl"] == 15.0
assert stored["lessons"] == ["Keep position sizing stable"]
def test_store_scorecard_key_is_market_scoped(
db_conn: sqlite3.Connection, context_store: ContextStore,
) -> None:
reviewer = DailyReviewer(db_conn, context_store)
kr = DailyScorecard(
date="2026-02-14",
market="KR",
total_decisions=1,
buys=1,
sells=0,
holds=0,
total_pnl=1.0,
win_rate=100.0,
avg_confidence=90.0,
scenario_match_rate=100.0,
)
us = DailyScorecard(
date="2026-02-14",
market="US",
total_decisions=1,
buys=0,
sells=1,
holds=0,
total_pnl=-1.0,
win_rate=0.0,
avg_confidence=70.0,
scenario_match_rate=100.0,
)
reviewer.store_scorecard_in_context(kr)
reviewer.store_scorecard_in_context(us)
kr_ctx = context_store.get_context(ContextLayer.L6_DAILY, "2026-02-14", "scorecard_KR")
us_ctx = context_store.get_context(ContextLayer.L6_DAILY, "2026-02-14", "scorecard_US")
assert kr_ctx["market"] == "KR"
assert us_ctx["market"] == "US"
assert kr_ctx["total_pnl"] == 1.0
assert us_ctx["total_pnl"] == -1.0
def test_generate_scorecard_handles_invalid_context_snapshot(
db_conn: sqlite3.Connection, context_store: ContextStore,
) -> None:
reviewer = DailyReviewer(db_conn, context_store)
db_conn.execute(
"""
INSERT INTO decision_logs (
decision_id, timestamp, stock_code, market, exchange_code,
action, confidence, rationale, context_snapshot, input_data
) VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
""",
(
"d1",
"2026-02-14T09:00:00+00:00",
"005930",
"KR",
"KRX",
"HOLD",
50,
"test",
"{invalid_json",
json.dumps({}),
),
)
db_conn.commit()
scorecard = reviewer.generate_scorecard("2026-02-14", "KR")
assert scorecard.total_decisions == 1
assert scorecard.scenario_match_rate == 0.0

View File

@@ -1,6 +1,6 @@
"""Tests for main trading loop integration.""" """Tests for main trading loop integration."""
from datetime import date from datetime import UTC, date
from unittest.mock import ANY, AsyncMock, MagicMock, patch from unittest.mock import ANY, AsyncMock, MagicMock, patch
import pytest import pytest
@@ -8,8 +8,9 @@ import pytest
from src.context.layer import ContextLayer from src.context.layer import ContextLayer
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, safe_float, trading_cycle
from src.strategy.models import ( from src.strategy.models import (
DayPlaybook, DayPlaybook,
ScenarioAction, ScenarioAction,
@@ -1219,3 +1220,78 @@ 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

View File

@@ -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
# --------------------------------------------------------------------------- # ---------------------------------------------------------------------------
@@ -111,7 +110,9 @@ def _make_planner(
# 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 +221,25 @@ 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 +269,19 @@ 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()
# --------------------------------------------------------------------------- # ---------------------------------------------------------------------------
# _parse_response # _parse_response
@@ -402,7 +430,12 @@ 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 +448,9 @@ 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}