Files
AI-Trader/tests/unit/test_context_injector.py
Bill e20dce7432 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.
2025-11-05 06:56:54 -05:00

193 lines
6.4 KiB
Python

"""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}