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fix: query previous day's holdings instead of current day

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**Problem:**
Subsequent trading days were not retrieving starting holdings correctly.
The API showed empty starting_position and final_position even after
executing multiple buy trades.

**Root Cause:**
get_current_position_from_db() used `date <= ?` which returned the
CURRENT day's trading_day record instead of the PREVIOUS day's ending.
Since holdings are written at END of trading day, querying the current
day's record would return incomplete/empty holdings.

**Timeline on Day 1 (2025-10-02):**
1. Start: Create trading_day with empty holdings
2. Trade: Execute 8 buy trades (recorded in actions table)
3. End: Call get_current_position_from_db(date='2025-10-02')
   - Query: `date <= 2025-10-02` returns TODAY's record
   - Holdings: EMPTY (not written yet)
   - Saves: Empty holdings to database ❌

**Solution:**
Changed query to use `date < ?` to retrieve PREVIOUS day's ending
position, which becomes the current day's starting position.

**Impact:**
- Day 1: Correctly saves ending holdings after trades
- Day 2+: Correctly retrieves previous day's ending as starting position
- Holdings now persist between trading days as expected

**Tests Added:**
- test_get_position_retrieves_previous_day_not_current: Verifies query
  returns previous day when multiple days exist
- Updated existing tests to align with new behavior

Fixes holdings persistence bug identified in API response showing
empty starting_position/final_position despite successful trades.
This commit is contained in:
Bill Ballou
2025-11-04 23:29:30 -05:00
parent 05620facc2
commit aa16480158
2 changed files with 116 additions and 18 deletions
Download Patch File Download Diff File Expand all files Collapse all files

15
agent_tools/tool_trade.py
View File

@@ -28,16 +28,17 @@ def get_current_position_from_db(
initial_cash: float = 10000.0
) -> Tuple[Dict[str, float], int]:
"""
Get current position from database (new schema).
Get starting position for current trading day from database (new schema).
Queries most recent trading_day record for this job+model up to date.
Returns ending holdings and cash from that day.
Queries most recent trading_day record BEFORE the given date (previous day's ending).
Returns ending holdings and cash from that previous day, which becomes the
starting position for the current day.
Args:
job_id: Job UUID
model: Model signature
date: Current trading date
initial_cash: Initial cash if no prior data
date: Current trading date (will query for date < this)
initial_cash: Initial cash if no prior data (first trading day)
Returns:
(position_dict, action_count) where:
@@ -49,11 +50,11 @@ def get_current_position_from_db(
cursor = conn.cursor()
try:
# Query most recent trading_day up to date
# Query most recent trading_day BEFORE current date (previous day's ending position)
cursor.execute("""
SELECT id, ending_cash
FROM trading_days
WHERE job_id = ? AND model = ? AND date <= ?
WHERE job_id = ? AND model = ? AND date < ?
ORDER BY date DESC
LIMIT 1
""", (job_id, model, date))

119
tests/unit/test_get_position_new_schema.py
View File

@@ -6,7 +6,7 @@ from api.database import Database
def test_get_position_from_new_schema():
"""Test position retrieval from trading_days + holdings."""
"""Test position retrieval from trading_days + holdings (previous day)."""
# Create test database
db = Database(":memory:")
@@ -14,11 +14,11 @@ def test_get_position_from_new_schema():
# Create prerequisite: jobs record
db.connection.execute("""
INSERT INTO jobs (job_id, config_path, status, date_range, models, created_at)
VALUES ('test-job-123', 'test_config.json', 'running', '2025-01-15 to 2025-01-15', 'test-model', '2025-01-15T10:00:00Z')
VALUES ('test-job-123', 'test_config.json', 'running', '2025-01-14 to 2025-01-16', 'test-model', '2025-01-14T10:00:00Z')
""")
db.connection.commit()
# Create trading_day with holdings
# Create trading_day with holdings for 2025-01-15
trading_day_id = db.create_trading_day(
job_id='test-job-123',
model='test-model',
@@ -32,7 +32,7 @@ def test_get_position_from_new_schema():
days_since_last_trading=0
)
# Add ending holdings
# Add ending holdings for 2025-01-15
db.create_holding(trading_day_id, 'AAPL', 10)
db.create_holding(trading_day_id, 'MSFT', 5)
@@ -48,18 +48,19 @@ def test_get_position_from_new_schema():
trade_module.get_db_connection = mock_get_db_connection
try:
# Query position
# Query position for NEXT day (2025-01-16)
# Should retrieve previous day's (2025-01-15) ending position
position, action_id = get_current_position_from_db(
job_id='test-job-123',
model='test-model',
date='2025-01-15'
date='2025-01-16' # Query for day AFTER the trading_day record
)
# Verify
assert position['AAPL'] == 10
assert position['MSFT'] == 5
assert position['CASH'] == 8000.0
assert action_id == 2 # 2 holdings = 2 actions
# Verify we got the previous day's ending position
assert position['AAPL'] == 10, f"Expected 10 AAPL but got {position.get('AAPL', 0)}"
assert position['MSFT'] == 5, f"Expected 5 MSFT but got {position.get('MSFT', 0)}"
assert position['CASH'] == 8000.0, f"Expected cash $8000 but got ${position['CASH']}"
assert action_id == 2, f"Expected 2 holdings but got {action_id}"
finally:
# Restore original function
trade_module.get_db_connection = original_get_db_connection
@@ -95,3 +96,99 @@ def test_get_position_first_day():
# Restore original function
trade_module.get_db_connection = original_get_db_connection
db.connection.close()
def test_get_position_retrieves_previous_day_not_current():
"""Test that get_current_position_from_db queries PREVIOUS day's ending, not current day.
This is the critical fix: when querying for day 2's starting position,
it should return day 1's ending position, NOT day 2's (incomplete) position.
"""
db = Database(":memory:")
# Create prerequisite: jobs record
db.connection.execute("""
INSERT INTO jobs (job_id, config_path, status, date_range, models, created_at)
VALUES ('test-job-123', 'test_config.json', 'running', '2025-10-01 to 2025-10-03', 'gpt-5', '2025-10-01T10:00:00Z')
""")
db.connection.commit()
# Day 1: Create complete trading day with holdings
day1_id = db.create_trading_day(
job_id='test-job-123',
model='gpt-5',
date='2025-10-02',
starting_cash=10000.0,
starting_portfolio_value=10000.0,
daily_profit=0.0,
daily_return_pct=0.0,
ending_cash=2500.0, # After buying stocks
ending_portfolio_value=10000.0,
days_since_last_trading=1
)
# Day 1 ending holdings (7 AMZN, 5 GOOGL, 6 MU, 3 QCOM, 4 MSFT, 1 CRWD, 10 NVDA, 3 AVGO)
db.create_holding(day1_id, 'AMZN', 7)
db.create_holding(day1_id, 'GOOGL', 5)
db.create_holding(day1_id, 'MU', 6)
db.create_holding(day1_id, 'QCOM', 3)
db.create_holding(day1_id, 'MSFT', 4)
db.create_holding(day1_id, 'CRWD', 1)
db.create_holding(day1_id, 'NVDA', 10)
db.create_holding(day1_id, 'AVGO', 3)
# Day 2: Create incomplete trading day (just started, no holdings yet)
day2_id = db.create_trading_day(
job_id='test-job-123',
model='gpt-5',
date='2025-10-03',
starting_cash=2500.0, # From day 1 ending
starting_portfolio_value=10000.0,
daily_profit=0.0,
daily_return_pct=0.0,
ending_cash=2500.0, # Not finalized yet
ending_portfolio_value=10000.0, # Not finalized yet
days_since_last_trading=1
)
# NOTE: No holdings created for day 2 yet (trading in progress)
db.connection.commit()
# Mock get_db_connection to return our test db
import agent_tools.tool_trade as trade_module
original_get_db_connection = trade_module.get_db_connection
def mock_get_db_connection(path):
return db.connection
trade_module.get_db_connection = mock_get_db_connection
try:
# Query starting position for day 2 (2025-10-03)
# This should return day 1's ending position, NOT day 2's incomplete position
position, action_id = get_current_position_from_db(
job_id='test-job-123',
model='gpt-5',
date='2025-10-03'
)
# Verify we got day 1's ending position (8 holdings)
assert position['CASH'] == 2500.0, f"Expected cash $2500 but got ${position['CASH']}"
assert position['AMZN'] == 7, f"Expected 7 AMZN but got {position.get('AMZN', 0)}"
assert position['GOOGL'] == 5, f"Expected 5 GOOGL but got {position.get('GOOGL', 0)}"
assert position['MU'] == 6, f"Expected 6 MU but got {position.get('MU', 0)}"
assert position['QCOM'] == 3, f"Expected 3 QCOM but got {position.get('QCOM', 0)}"
assert position['MSFT'] == 4, f"Expected 4 MSFT but got {position.get('MSFT', 0)}"
assert position['CRWD'] == 1, f"Expected 1 CRWD but got {position.get('CRWD', 0)}"
assert position['NVDA'] == 10, f"Expected 10 NVDA but got {position.get('NVDA', 0)}"
assert position['AVGO'] == 3, f"Expected 3 AVGO but got {position.get('AVGO', 0)}"
assert action_id == 8, f"Expected 8 holdings but got {action_id}"
# Verify total holdings count (should NOT include day 2's empty holdings)
assert len(position) == 9, f"Expected 9 items (8 stocks + CASH) but got {len(position)}"
finally:
# Restore original function
trade_module.get_db_connection = original_get_db_connection
db.connection.close()