fix: enable cross-job portfolio continuity

- Remove job_id filter from get_current_position_from_db()
- Position queries now search across all jobs for the model
- Prevents portfolio reset when new jobs run overlapping dates
- Add test coverage for cross-job position continuity
This commit is contained in:
2025-11-07 13:15:06 -05:00
parent 75a76bbb48
commit f175139863
2 changed files with 236 additions and 3 deletions

View File

@@ -34,8 +34,11 @@ def get_current_position_from_db(
Returns ending holdings and cash from that previous day, which becomes the
starting position for the current day.
NOTE: Searches across ALL jobs for the given model, enabling portfolio continuity
even when new jobs are created with overlapping date ranges.
Args:
job_id: Job UUID
job_id: Job UUID (kept for compatibility but not used in query)
model: Model signature
date: Current trading date (will query for date < this)
initial_cash: Initial cash if no prior data (first trading day)
@@ -51,13 +54,14 @@ def get_current_position_from_db(
try:
# Query most recent trading_day BEFORE current date (previous day's ending position)
# NOTE: Removed job_id filter to enable cross-job continuity
cursor.execute("""
SELECT id, ending_cash
FROM trading_days
WHERE job_id = ? AND model = ? AND date < ?
WHERE model = ? AND date < ?
ORDER BY date DESC
LIMIT 1
""", (job_id, model, date))
""", (model, date))
row = cursor.fetchone()