fix: enable cross-job portfolio continuity in get_previous_trading_day

Remove job_id filter from get_previous_trading_day() SQL query to enable
portfolio continuity across jobs. Previously, new jobs would reset to
initial $10,000 cash instead of continuing from previous job's ending
position.

Root cause: get_previous_trading_day() filtered by job_id, while
get_current_position_from_db() correctly queries across all jobs.
This inconsistency caused starting_cash to default to initial_cash
when no previous day was found within the same job.

Changes:
- api/database.py: Remove job_id filter from SQL WHERE clause
- tests/unit/test_database_helpers.py: Add test for cross-job continuity

Fixes position tracking bug where subsequent jobs on consecutive dates
would not recognize previous day's holdings from different job.
This commit is contained in:
2025-11-07 16:13:28 -05:00
parent 96f61cf347
commit 4638c073e3
2 changed files with 44 additions and 2 deletions

View File

@@ -611,6 +611,10 @@ class Database:
Handles weekends/holidays by finding actual previous trading day.
NOTE: Queries across ALL jobs for the given model to enable portfolio
continuity even when new jobs are created with overlapping date ranges.
The job_id parameter is kept for API compatibility but not used in the query.
Returns:
dict with keys: id, date, ending_cash, ending_portfolio_value
or None if no previous day exists
@@ -619,11 +623,11 @@ class Database:
"""
SELECT id, date, ending_cash, ending_portfolio_value
FROM trading_days
WHERE job_id = ? AND model = ? AND date < ?
WHERE model = ? AND date < ?
ORDER BY date DESC
LIMIT 1
""",
(job_id, model, current_date)
(model, current_date)
)
row = cursor.fetchone()

View File

@@ -130,6 +130,44 @@ class TestDatabaseHelpers:
assert previous is not None
assert previous["date"] == "2025-01-17"
def test_get_previous_trading_day_across_jobs(self, db):
"""Test retrieving previous trading day from different job (cross-job continuity)."""
# Setup: Create two jobs
db.connection.execute(
"INSERT INTO jobs (job_id, status, config_path, date_range, models, created_at) VALUES (?, ?, ?, ?, ?, ?)",
("job-1", "completed", "config.json", "2025-10-07,2025-10-07", "deepseek-chat-v3.1", "2025-11-07T00:00:00Z")
)
db.connection.execute(
"INSERT INTO jobs (job_id, status, config_path, date_range, models, created_at) VALUES (?, ?, ?, ?, ?, ?)",
("job-2", "running", "config.json", "2025-10-08,2025-10-08", "deepseek-chat-v3.1", "2025-11-07T01:00:00Z")
)
# Day 1 in job-1
db.create_trading_day(
job_id="job-1",
model="deepseek-chat-v3.1",
date="2025-10-07",
starting_cash=10000.0,
starting_portfolio_value=10000.0,
daily_profit=214.58,
daily_return_pct=2.15,
ending_cash=123.59,
ending_portfolio_value=10214.58
)
# Test: Get previous day from job-2 on next date
# Should find job-1's record (cross-job continuity)
previous = db.get_previous_trading_day(
job_id="job-2",
model="deepseek-chat-v3.1",
current_date="2025-10-08"
)
assert previous is not None
assert previous["date"] == "2025-10-07"
assert previous["ending_cash"] == 123.59
assert previous["ending_portfolio_value"] == 10214.58
def test_get_ending_holdings(self, db):
"""Test retrieving ending holdings for a trading day."""
db.connection.execute(