Compare commits
4 Commits
feature/is
...
feature/is
| Author | SHA1 | Date | |
|---|---|---|---|
|
|
afb31b7f4b | ||
| a429a9f4da | |||
|
|
d9763def85 | ||
| ab7f0444b2 |
77
src/main.py
77
src/main.py
@@ -22,12 +22,14 @@ from src.broker.overseas import OverseasBroker
|
||||
from src.config import Settings
|
||||
from src.context.aggregator import ContextAggregator
|
||||
from src.context.layer import ContextLayer
|
||||
from src.context.scheduler import ContextScheduler
|
||||
from src.context.store import ContextStore
|
||||
from src.core.criticality import CriticalityAssessor
|
||||
from src.core.priority_queue import PriorityTaskQueue
|
||||
from src.core.risk_manager import CircuitBreakerTripped, FatFingerRejected, RiskManager
|
||||
from src.db import get_latest_buy_trade, init_db, log_trade
|
||||
from src.evolution.daily_review import DailyReviewer
|
||||
from src.evolution.optimizer import EvolutionOptimizer
|
||||
from src.logging.decision_logger import DecisionLogger
|
||||
from src.logging_config import setup_logging
|
||||
from src.markets.schedule import MarketInfo, get_next_market_open, get_open_markets
|
||||
@@ -744,6 +746,7 @@ async def _handle_market_close(
|
||||
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)
|
||||
@@ -771,6 +774,72 @@ async def _handle_market_close(
|
||||
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
|
||||
|
||||
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')}"
|
||||
)
|
||||
|
||||
|
||||
async def run(settings: Settings) -> None:
|
||||
"""Main async loop — iterate over open markets on a timer."""
|
||||
@@ -782,6 +851,11 @@ async def run(settings: Settings) -> None:
|
||||
decision_logger = DecisionLogger(db_conn)
|
||||
context_store = ContextStore(db_conn)
|
||||
context_aggregator = ContextAggregator(db_conn)
|
||||
context_scheduler = ContextScheduler(
|
||||
aggregator=context_aggregator,
|
||||
store=context_store,
|
||||
)
|
||||
evolution_optimizer = EvolutionOptimizer(settings)
|
||||
|
||||
# V2 proactive strategy components
|
||||
context_selector = ContextSelector(context_store)
|
||||
@@ -1015,6 +1089,7 @@ async def run(settings: Settings) -> None:
|
||||
while not shutdown.is_set():
|
||||
# Wait for trading to be unpaused
|
||||
await pause_trading.wait()
|
||||
_run_context_scheduler(context_scheduler, now=datetime.now(UTC))
|
||||
|
||||
try:
|
||||
await run_daily_session(
|
||||
@@ -1053,6 +1128,7 @@ async def run(settings: Settings) -> None:
|
||||
while not shutdown.is_set():
|
||||
# Wait for trading to be unpaused
|
||||
await pause_trading.wait()
|
||||
_run_context_scheduler(context_scheduler, now=datetime.now(UTC))
|
||||
|
||||
# Get currently open markets
|
||||
open_markets = get_open_markets(settings.enabled_market_list)
|
||||
@@ -1073,6 +1149,7 @@ async def run(settings: Settings) -> None:
|
||||
telegram=telegram,
|
||||
context_aggregator=context_aggregator,
|
||||
daily_reviewer=daily_reviewer,
|
||||
evolution_optimizer=evolution_optimizer,
|
||||
)
|
||||
except Exception as exc:
|
||||
logger.warning("Market close notification failed: %s", exc)
|
||||
|
||||
@@ -1,16 +1,23 @@
|
||||
"""Tests for main trading loop integration."""
|
||||
|
||||
from datetime import UTC, date
|
||||
from datetime import UTC, date, datetime
|
||||
from unittest.mock import ANY, AsyncMock, MagicMock, patch
|
||||
|
||||
import pytest
|
||||
|
||||
from src.context.layer import ContextLayer
|
||||
from src.context.scheduler import ScheduleResult
|
||||
from src.core.risk_manager import CircuitBreakerTripped, FatFingerRejected
|
||||
from src.db import init_db, log_trade
|
||||
from src.evolution.scorecard import DailyScorecard
|
||||
from src.logging.decision_logger import DecisionLogger
|
||||
from src.main import _handle_market_close, 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 (
|
||||
DayPlaybook,
|
||||
ScenarioAction,
|
||||
@@ -1295,3 +1302,55 @@ async def test_handle_market_close_without_lessons_stores_once() -> None:
|
||||
)
|
||||
|
||||
assert reviewer.store_scorecard_in_context.call_count == 1
|
||||
|
||||
|
||||
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()
|
||||
|
||||
Reference in New Issue
Block a user