mirror of
https://github.com/Xe138/AI-Trader.git
synced 2026-04-01 17:17:24 -04:00
fix: enable intra-day position tracking for sell-then-buy trades
Resolves issue where sell proceeds were not immediately available for subsequent buy orders within the same trading session. Problem: - Both buy() and sell() independently queried database for starting position - Multiple trades within same day all saw pre-trade cash balance - Agents couldn't rebalance portfolios (sell + buy) in single session Solution: - ContextInjector maintains in-memory position state during trading session - Position updates accumulate after each successful trade - Position state injected into buy/sell via _current_position parameter - Reset position state at start of each trading day Changes: - agent/context_injector.py: Add position tracking with reset_position() - agent_tools/tool_trade.py: Accept _current_position in buy/sell functions - agent/base_agent/base_agent.py: Reset position state daily - tests: Add 13 comprehensive tests for position tracking All new tests pass. Backward compatible, no schema changes required.
This commit is contained in:
192
tests/unit/test_context_injector.py
Normal file
192
tests/unit/test_context_injector.py
Normal file
@@ -0,0 +1,192 @@
|
||||
"""Test ContextInjector position tracking functionality."""
|
||||
|
||||
import pytest
|
||||
from agent.context_injector import ContextInjector
|
||||
|
||||
|
||||
@pytest.fixture
|
||||
def injector():
|
||||
"""Create a ContextInjector instance for testing."""
|
||||
return ContextInjector(
|
||||
signature="test-model",
|
||||
today_date="2025-01-15",
|
||||
job_id="test-job-123",
|
||||
trading_day_id=1
|
||||
)
|
||||
|
||||
|
||||
class MockRequest:
|
||||
"""Mock MCP tool request."""
|
||||
def __init__(self, name, args=None):
|
||||
self.name = name
|
||||
self.args = args or {}
|
||||
|
||||
|
||||
async def mock_handler_success(request):
|
||||
"""Mock handler that returns a successful position update."""
|
||||
# Simulate a successful trade returning updated position
|
||||
if request.name == "sell":
|
||||
return {
|
||||
"CASH": 1100.0,
|
||||
"AAPL": 7,
|
||||
"MSFT": 5
|
||||
}
|
||||
elif request.name == "buy":
|
||||
return {
|
||||
"CASH": 50.0,
|
||||
"AAPL": 7,
|
||||
"MSFT": 12
|
||||
}
|
||||
return {}
|
||||
|
||||
|
||||
async def mock_handler_error(request):
|
||||
"""Mock handler that returns an error."""
|
||||
return {"error": "Insufficient cash"}
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_context_injector_initializes_with_no_position(injector):
|
||||
"""Test that ContextInjector starts with no position state."""
|
||||
assert injector._current_position is None
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_context_injector_reset_position(injector):
|
||||
"""Test that reset_position() clears position state."""
|
||||
# Set some position state
|
||||
injector._current_position = {"CASH": 5000.0, "AAPL": 10}
|
||||
|
||||
# Reset
|
||||
injector.reset_position()
|
||||
|
||||
assert injector._current_position is None
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_context_injector_injects_parameters(injector):
|
||||
"""Test that context parameters are injected into buy/sell requests."""
|
||||
request = MockRequest("buy", {"symbol": "AAPL", "amount": 10})
|
||||
|
||||
# Mock handler that just returns the request args
|
||||
async def handler(req):
|
||||
return req.args
|
||||
|
||||
result = await injector(request, handler)
|
||||
|
||||
# Verify context was injected
|
||||
assert result["signature"] == "test-model"
|
||||
assert result["today_date"] == "2025-01-15"
|
||||
assert result["job_id"] == "test-job-123"
|
||||
assert result["trading_day_id"] == 1
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_context_injector_tracks_position_after_successful_trade(injector):
|
||||
"""Test that position state is updated after successful trades."""
|
||||
assert injector._current_position is None
|
||||
|
||||
# Execute a sell trade
|
||||
request = MockRequest("sell", {"symbol": "AAPL", "amount": 3})
|
||||
result = await injector(request, mock_handler_success)
|
||||
|
||||
# Verify position was updated
|
||||
assert injector._current_position is not None
|
||||
assert injector._current_position["CASH"] == 1100.0
|
||||
assert injector._current_position["AAPL"] == 7
|
||||
assert injector._current_position["MSFT"] == 5
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_context_injector_injects_current_position_on_subsequent_trades(injector):
|
||||
"""Test that current position is injected into subsequent trade requests."""
|
||||
# First trade - establish position
|
||||
request1 = MockRequest("sell", {"symbol": "AAPL", "amount": 3})
|
||||
await injector(request1, mock_handler_success)
|
||||
|
||||
# Second trade - should receive current position
|
||||
request2 = MockRequest("buy", {"symbol": "MSFT", "amount": 7})
|
||||
|
||||
async def verify_injection_handler(req):
|
||||
# Verify that _current_position was injected
|
||||
assert "_current_position" in req.args
|
||||
assert req.args["_current_position"]["CASH"] == 1100.0
|
||||
assert req.args["_current_position"]["AAPL"] == 7
|
||||
return mock_handler_success(req)
|
||||
|
||||
await injector(request2, verify_injection_handler)
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_context_injector_does_not_update_position_on_error(injector):
|
||||
"""Test that position state is NOT updated when trade fails."""
|
||||
# First successful trade
|
||||
request1 = MockRequest("sell", {"symbol": "AAPL", "amount": 3})
|
||||
await injector(request1, mock_handler_success)
|
||||
|
||||
original_position = injector._current_position.copy()
|
||||
|
||||
# Second trade that fails
|
||||
request2 = MockRequest("buy", {"symbol": "MSFT", "amount": 100})
|
||||
result = await injector(request2, mock_handler_error)
|
||||
|
||||
# Verify position was NOT updated
|
||||
assert injector._current_position == original_position
|
||||
assert "error" in result
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_context_injector_does_not_inject_position_for_non_trade_tools(injector):
|
||||
"""Test that position is not injected for non-buy/sell tools."""
|
||||
# Set up position state
|
||||
injector._current_position = {"CASH": 5000.0, "AAPL": 10}
|
||||
|
||||
# Call a non-trade tool
|
||||
request = MockRequest("search", {"query": "market news"})
|
||||
|
||||
async def verify_no_injection_handler(req):
|
||||
assert "_current_position" not in req.args
|
||||
return {"results": []}
|
||||
|
||||
await injector(request, verify_no_injection_handler)
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_context_injector_full_trading_session_simulation(injector):
|
||||
"""Test full trading session with multiple trades and position tracking."""
|
||||
# Reset position at start of day
|
||||
injector.reset_position()
|
||||
assert injector._current_position is None
|
||||
|
||||
# Trade 1: Sell AAPL
|
||||
request1 = MockRequest("sell", {"symbol": "AAPL", "amount": 3})
|
||||
|
||||
async def handler1(req):
|
||||
# First trade should NOT have injected position
|
||||
assert req.args.get("_current_position") is None
|
||||
return {"CASH": 1100.0, "AAPL": 7}
|
||||
|
||||
result1 = await injector(request1, handler1)
|
||||
assert injector._current_position == {"CASH": 1100.0, "AAPL": 7}
|
||||
|
||||
# Trade 2: Buy MSFT (should use position from trade 1)
|
||||
request2 = MockRequest("buy", {"symbol": "MSFT", "amount": 7})
|
||||
|
||||
async def handler2(req):
|
||||
# Second trade SHOULD have injected position from trade 1
|
||||
assert req.args["_current_position"]["CASH"] == 1100.0
|
||||
assert req.args["_current_position"]["AAPL"] == 7
|
||||
return {"CASH": 50.0, "AAPL": 7, "MSFT": 7}
|
||||
|
||||
result2 = await injector(request2, handler2)
|
||||
assert injector._current_position == {"CASH": 50.0, "AAPL": 7, "MSFT": 7}
|
||||
|
||||
# Trade 3: Failed trade (should not update position)
|
||||
request3 = MockRequest("buy", {"symbol": "GOOGL", "amount": 100})
|
||||
|
||||
async def handler3(req):
|
||||
return {"error": "Insufficient cash", "cash_available": 50.0}
|
||||
|
||||
result3 = await injector(request3, handler3)
|
||||
# Position should remain unchanged after failed trade
|
||||
assert injector._current_position == {"CASH": 50.0, "AAPL": 7, "MSFT": 7}
|
||||
@@ -295,3 +295,190 @@ def test_sell_writes_to_actions_table(test_db, monkeypatch):
|
||||
assert row[1] == 'AAPL'
|
||||
assert row[2] == 5
|
||||
assert row[3] == 160.0
|
||||
|
||||
|
||||
def test_intraday_position_tracking_sell_then_buy(test_db, monkeypatch):
|
||||
"""Test that sell proceeds are immediately available for subsequent buys."""
|
||||
db, trading_day_id = test_db
|
||||
|
||||
# Setup: Create starting position with AAPL shares and limited cash
|
||||
db.create_holding(trading_day_id, 'AAPL', 10)
|
||||
db.connection.commit()
|
||||
|
||||
# Create a mock connection wrapper
|
||||
class MockConnection:
|
||||
def __init__(self, real_conn):
|
||||
self.real_conn = real_conn
|
||||
|
||||
def cursor(self):
|
||||
return self.real_conn.cursor()
|
||||
|
||||
def commit(self):
|
||||
return self.real_conn.commit()
|
||||
|
||||
def rollback(self):
|
||||
return self.real_conn.rollback()
|
||||
|
||||
def close(self):
|
||||
pass
|
||||
|
||||
mock_conn = MockConnection(db.connection)
|
||||
monkeypatch.setattr('agent_tools.tool_trade.get_db_connection',
|
||||
lambda x: mock_conn)
|
||||
|
||||
# Mock get_current_position_from_db to return starting position
|
||||
monkeypatch.setattr('agent_tools.tool_trade.get_current_position_from_db',
|
||||
lambda job_id, sig, date: ({'CASH': 500.0, 'AAPL': 10}, 0))
|
||||
|
||||
monkeypatch.setenv('RUNTIME_ENV_PATH', '/tmp/test_runtime_intraday.json')
|
||||
|
||||
import json
|
||||
with open('/tmp/test_runtime_intraday.json', 'w') as f:
|
||||
json.dump({
|
||||
'TODAY_DATE': '2025-01-15',
|
||||
'SIGNATURE': 'test-model',
|
||||
'JOB_ID': 'test-job-123',
|
||||
'TRADING_DAY_ID': trading_day_id
|
||||
}, f)
|
||||
|
||||
# Mock prices: AAPL sells for 200, MSFT costs 150
|
||||
def mock_get_prices(date, symbols):
|
||||
if 'AAPL' in symbols:
|
||||
return {'AAPL_price': 200.0}
|
||||
elif 'MSFT' in symbols:
|
||||
return {'MSFT_price': 150.0}
|
||||
return {}
|
||||
|
||||
monkeypatch.setattr('agent_tools.tool_trade.get_open_prices', mock_get_prices)
|
||||
|
||||
# Step 1: Sell 3 shares of AAPL for 600.0
|
||||
# Starting cash: 500.0, proceeds: 600.0, new cash: 1100.0
|
||||
result_sell = _sell_impl(
|
||||
symbol='AAPL',
|
||||
amount=3,
|
||||
signature='test-model',
|
||||
today_date='2025-01-15',
|
||||
job_id='test-job-123',
|
||||
trading_day_id=trading_day_id,
|
||||
_current_position=None # Use database position (starting position)
|
||||
)
|
||||
|
||||
assert 'error' not in result_sell, f"Sell should succeed: {result_sell}"
|
||||
assert result_sell['CASH'] == 1100.0, "Cash should be 500 + (3 * 200) = 1100"
|
||||
assert result_sell['AAPL'] == 7, "AAPL shares should be 10 - 3 = 7"
|
||||
|
||||
# Step 2: Buy 7 shares of MSFT for 1050.0 using the position from the sell
|
||||
# This should work because we pass the updated position from step 1
|
||||
result_buy = _buy_impl(
|
||||
symbol='MSFT',
|
||||
amount=7,
|
||||
signature='test-model',
|
||||
today_date='2025-01-15',
|
||||
job_id='test-job-123',
|
||||
trading_day_id=trading_day_id,
|
||||
_current_position=result_sell # Use position from sell
|
||||
)
|
||||
|
||||
assert 'error' not in result_buy, f"Buy should succeed with sell proceeds: {result_buy}"
|
||||
assert result_buy['CASH'] == 50.0, "Cash should be 1100 - (7 * 150) = 50"
|
||||
assert result_buy['MSFT'] == 7, "MSFT shares should be 7"
|
||||
assert result_buy['AAPL'] == 7, "AAPL shares should still be 7"
|
||||
|
||||
# Verify both actions were recorded
|
||||
cursor = db.connection.execute("""
|
||||
SELECT action_type, symbol, quantity, price
|
||||
FROM actions
|
||||
WHERE trading_day_id = ?
|
||||
ORDER BY created_at
|
||||
""", (trading_day_id,))
|
||||
|
||||
actions = cursor.fetchall()
|
||||
assert len(actions) == 2, "Should have 2 actions (sell + buy)"
|
||||
assert actions[0][0] == 'sell' and actions[0][1] == 'AAPL'
|
||||
assert actions[1][0] == 'buy' and actions[1][1] == 'MSFT'
|
||||
|
||||
|
||||
def test_intraday_tracking_without_position_injection_fails(test_db, monkeypatch):
|
||||
"""Test that without position injection, sell proceeds are NOT available for subsequent buys."""
|
||||
db, trading_day_id = test_db
|
||||
|
||||
# Setup: Create starting position with AAPL shares and limited cash
|
||||
db.create_holding(trading_day_id, 'AAPL', 10)
|
||||
db.connection.commit()
|
||||
|
||||
# Create a mock connection wrapper
|
||||
class MockConnection:
|
||||
def __init__(self, real_conn):
|
||||
self.real_conn = real_conn
|
||||
|
||||
def cursor(self):
|
||||
return self.real_conn.cursor()
|
||||
|
||||
def commit(self):
|
||||
return self.real_conn.commit()
|
||||
|
||||
def rollback(self):
|
||||
return self.real_conn.rollback()
|
||||
|
||||
def close(self):
|
||||
pass
|
||||
|
||||
mock_conn = MockConnection(db.connection)
|
||||
monkeypatch.setattr('agent_tools.tool_trade.get_db_connection',
|
||||
lambda x: mock_conn)
|
||||
|
||||
# Mock get_current_position_from_db to ALWAYS return starting position
|
||||
# (simulating the old buggy behavior)
|
||||
monkeypatch.setattr('agent_tools.tool_trade.get_current_position_from_db',
|
||||
lambda job_id, sig, date: ({'CASH': 500.0, 'AAPL': 10}, 0))
|
||||
|
||||
monkeypatch.setenv('RUNTIME_ENV_PATH', '/tmp/test_runtime_no_injection.json')
|
||||
|
||||
import json
|
||||
with open('/tmp/test_runtime_no_injection.json', 'w') as f:
|
||||
json.dump({
|
||||
'TODAY_DATE': '2025-01-15',
|
||||
'SIGNATURE': 'test-model',
|
||||
'JOB_ID': 'test-job-123',
|
||||
'TRADING_DAY_ID': trading_day_id
|
||||
}, f)
|
||||
|
||||
# Mock prices
|
||||
def mock_get_prices(date, symbols):
|
||||
if 'AAPL' in symbols:
|
||||
return {'AAPL_price': 200.0}
|
||||
elif 'MSFT' in symbols:
|
||||
return {'MSFT_price': 150.0}
|
||||
return {}
|
||||
|
||||
monkeypatch.setattr('agent_tools.tool_trade.get_open_prices', mock_get_prices)
|
||||
|
||||
# Step 1: Sell 3 shares of AAPL
|
||||
result_sell = _sell_impl(
|
||||
symbol='AAPL',
|
||||
amount=3,
|
||||
signature='test-model',
|
||||
today_date='2025-01-15',
|
||||
job_id='test-job-123',
|
||||
trading_day_id=trading_day_id,
|
||||
_current_position=None # Don't inject position (old behavior)
|
||||
)
|
||||
|
||||
assert 'error' not in result_sell, "Sell should succeed"
|
||||
|
||||
# Step 2: Try to buy 7 shares of MSFT WITHOUT passing updated position
|
||||
# This should FAIL because it will query the database and get the original 500.0 cash
|
||||
result_buy = _buy_impl(
|
||||
symbol='MSFT',
|
||||
amount=7,
|
||||
signature='test-model',
|
||||
today_date='2025-01-15',
|
||||
job_id='test-job-123',
|
||||
trading_day_id=trading_day_id,
|
||||
_current_position=None # Don't inject position (old behavior)
|
||||
)
|
||||
|
||||
# This should fail with insufficient cash
|
||||
assert 'error' in result_buy, "Buy should fail without position injection"
|
||||
assert result_buy['error'] == 'Insufficient cash', f"Expected insufficient cash error, got: {result_buy}"
|
||||
assert result_buy['cash_available'] == 500.0, "Should see original cash, not updated cash"
|
||||
|
||||
Reference in New Issue
Block a user