mirror of
https://github.com/Xe138/AI-Trader.git
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Bill
a8d912bb4b
**Problem:**
Final positions showed empty holdings despite executing 15+ trades.
The issue persisted even after fixing the get_current_position_from_db query.
**Root Cause:**
At end of trading day, base_agent.py line 672 called
_get_current_portfolio_state() which queried the database for current
position. On the FIRST trading day, this query returns empty holdings
because there's no previous day's record.
**Why the Previous Fix Wasn't Enough:**
The previous fix (date < instead of date <=) correctly retrieves
STARTING position for subsequent days, but didn't address END-OF-DAY
position calculation, which needs to account for trades executed
during the current session.
**Solution:**
Added new method _calculate_final_position_from_actions() that:
1. Gets starting holdings from previous day (via get_starting_holdings)
2. Gets all actions from actions table for current trading day
3. Applies each buy/sell to calculate final state:
- Buy: holdings[symbol] += qty, cash -= qty * price
- Sell: holdings[symbol] -= qty, cash += qty * price
4. Returns accurate final holdings and cash
**Impact:**
- First trading day: Correctly saves all executed trades as final holdings
- Subsequent days: Final position reflects all trades from that day
- Holdings now persist correctly across all trading days
**Tests:**
- test_calculate_final_position_first_day_with_trades: 15 trades on first day
- test_calculate_final_position_with_previous_holdings: Multi-day scenario
- test_calculate_final_position_no_trades: No-trade edge case
All tests pass ✅
220 lines
7.6 KiB
Python
220 lines
7.6 KiB
Python
"""Test _calculate_final_position_from_actions method."""
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import pytest
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from unittest.mock import patch
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from agent.base_agent.base_agent import BaseAgent
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from api.database import Database
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@pytest.fixture
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def test_db():
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"""Create test database with schema."""
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db = Database(":memory:")
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# Create jobs record
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db.connection.execute("""
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INSERT INTO jobs (job_id, config_path, status, date_range, models, created_at)
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VALUES ('test-job', 'test.json', 'running', '2025-10-07 to 2025-10-07', 'gpt-5', '2025-10-07T00:00:00Z')
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""")
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db.connection.commit()
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return db
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def test_calculate_final_position_first_day_with_trades(test_db):
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"""Test calculating final position on first trading day with multiple trades."""
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# Create trading_day for first day
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trading_day_id = test_db.create_trading_day(
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job_id='test-job',
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model='gpt-5',
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date='2025-10-07',
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starting_cash=10000.0,
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starting_portfolio_value=10000.0,
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daily_profit=0.0,
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daily_return_pct=0.0,
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ending_cash=10000.0, # Not yet calculated
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ending_portfolio_value=10000.0, # Not yet calculated
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days_since_last_trading=1
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)
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# Add 15 buy actions (matching your real data)
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actions_data = [
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("MSFT", 3, 528.285, "buy"),
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("GOOGL", 6, 248.27, "buy"),
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("NVDA", 10, 186.23, "buy"),
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("LRCX", 6, 149.23, "buy"),
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("AVGO", 2, 337.025, "buy"),
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("AMZN", 5, 220.88, "buy"),
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("MSFT", 2, 528.285, "buy"), # Additional MSFT
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("AMD", 4, 214.85, "buy"),
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("CRWD", 1, 497.0, "buy"),
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("QCOM", 4, 169.9, "buy"),
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("META", 1, 717.72, "buy"),
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("NVDA", 20, 186.23, "buy"), # Additional NVDA
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("NVDA", 13, 186.23, "buy"), # Additional NVDA
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("NVDA", 20, 186.23, "buy"), # Additional NVDA
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("NVDA", 53, 186.23, "buy"), # Additional NVDA
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]
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for symbol, quantity, price, action_type in actions_data:
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test_db.create_action(
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trading_day_id=trading_day_id,
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action_type=action_type,
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symbol=symbol,
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quantity=quantity,
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price=price
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)
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test_db.connection.commit()
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# Create BaseAgent instance
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agent = BaseAgent(signature="gpt-5", basemodel="anthropic/claude-sonnet-4", stock_symbols=[])
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# Mock Database() to return our test_db
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with patch('api.database.Database', return_value=test_db):
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# Calculate final position
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holdings, cash = agent._calculate_final_position_from_actions(
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trading_day_id=trading_day_id,
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starting_cash=10000.0
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)
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# Verify holdings
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assert holdings["MSFT"] == 5, f"Expected 5 MSFT (3+2) but got {holdings.get('MSFT', 0)}"
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assert holdings["GOOGL"] == 6, f"Expected 6 GOOGL but got {holdings.get('GOOGL', 0)}"
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assert holdings["NVDA"] == 116, f"Expected 116 NVDA (10+20+13+20+53) but got {holdings.get('NVDA', 0)}"
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assert holdings["LRCX"] == 6, f"Expected 6 LRCX but got {holdings.get('LRCX', 0)}"
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assert holdings["AVGO"] == 2, f"Expected 2 AVGO but got {holdings.get('AVGO', 0)}"
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assert holdings["AMZN"] == 5, f"Expected 5 AMZN but got {holdings.get('AMZN', 0)}"
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assert holdings["AMD"] == 4, f"Expected 4 AMD but got {holdings.get('AMD', 0)}"
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assert holdings["CRWD"] == 1, f"Expected 1 CRWD but got {holdings.get('CRWD', 0)}"
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assert holdings["QCOM"] == 4, f"Expected 4 QCOM but got {holdings.get('QCOM', 0)}"
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assert holdings["META"] == 1, f"Expected 1 META but got {holdings.get('META', 0)}"
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# Verify cash (should be less than starting)
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assert cash < 10000.0, f"Cash should be less than $10,000 but got ${cash}"
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# Calculate expected cash
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total_spent = sum(qty * price for _, qty, price, _ in actions_data)
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expected_cash = 10000.0 - total_spent
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assert abs(cash - expected_cash) < 0.01, f"Expected cash ${expected_cash} but got ${cash}"
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def test_calculate_final_position_with_previous_holdings(test_db):
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"""Test calculating final position when starting with existing holdings."""
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# Create day 1 with ending holdings
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day1_id = test_db.create_trading_day(
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job_id='test-job',
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model='gpt-5',
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date='2025-10-06',
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starting_cash=10000.0,
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starting_portfolio_value=10000.0,
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daily_profit=0.0,
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daily_return_pct=0.0,
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ending_cash=8000.0,
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ending_portfolio_value=9500.0,
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days_since_last_trading=1
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)
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# Add day 1 ending holdings
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test_db.create_holding(day1_id, "AAPL", 10)
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test_db.create_holding(day1_id, "MSFT", 5)
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# Create day 2
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day2_id = test_db.create_trading_day(
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job_id='test-job',
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model='gpt-5',
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date='2025-10-07',
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starting_cash=8000.0,
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starting_portfolio_value=9500.0,
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daily_profit=0.0,
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daily_return_pct=0.0,
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ending_cash=8000.0,
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ending_portfolio_value=9500.0,
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days_since_last_trading=1
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)
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# Add day 2 actions (buy more AAPL, sell some MSFT)
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test_db.create_action(day2_id, "buy", "AAPL", 5, 150.0)
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test_db.create_action(day2_id, "sell", "MSFT", 2, 500.0)
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test_db.connection.commit()
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# Create BaseAgent instance
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agent = BaseAgent(signature="gpt-5", basemodel="anthropic/claude-sonnet-4", stock_symbols=[])
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# Mock Database() to return our test_db
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with patch('api.database.Database', return_value=test_db):
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# Calculate final position for day 2
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holdings, cash = agent._calculate_final_position_from_actions(
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trading_day_id=day2_id,
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starting_cash=8000.0
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)
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# Verify holdings
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assert holdings["AAPL"] == 15, f"Expected 15 AAPL (10+5) but got {holdings.get('AAPL', 0)}"
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assert holdings["MSFT"] == 3, f"Expected 3 MSFT (5-2) but got {holdings.get('MSFT', 0)}"
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# Verify cash
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# Started: 8000
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# Buy 5 AAPL @ 150 = -750
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# Sell 2 MSFT @ 500 = +1000
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# Final: 8000 - 750 + 1000 = 8250
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expected_cash = 8000.0 - (5 * 150.0) + (2 * 500.0)
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assert abs(cash - expected_cash) < 0.01, f"Expected cash ${expected_cash} but got ${cash}"
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def test_calculate_final_position_no_trades(test_db):
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"""Test calculating final position when no trades were executed."""
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# Create day 1 with ending holdings
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day1_id = test_db.create_trading_day(
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job_id='test-job',
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model='gpt-5',
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date='2025-10-06',
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starting_cash=10000.0,
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starting_portfolio_value=10000.0,
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daily_profit=0.0,
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daily_return_pct=0.0,
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ending_cash=9000.0,
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ending_portfolio_value=10000.0,
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days_since_last_trading=1
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)
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test_db.create_holding(day1_id, "AAPL", 10)
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# Create day 2 with NO actions
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day2_id = test_db.create_trading_day(
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job_id='test-job',
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model='gpt-5',
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date='2025-10-07',
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starting_cash=9000.0,
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starting_portfolio_value=10000.0,
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daily_profit=0.0,
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daily_return_pct=0.0,
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ending_cash=9000.0,
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ending_portfolio_value=10000.0,
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days_since_last_trading=1
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)
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# No actions added
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test_db.connection.commit()
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# Create BaseAgent instance
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agent = BaseAgent(signature="gpt-5", basemodel="anthropic/claude-sonnet-4", stock_symbols=[])
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# Mock Database() to return our test_db
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with patch('api.database.Database', return_value=test_db):
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# Calculate final position
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holdings, cash = agent._calculate_final_position_from_actions(
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trading_day_id=day2_id,
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starting_cash=9000.0
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)
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# Verify holdings unchanged
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assert holdings["AAPL"] == 10, f"Expected 10 AAPL but got {holdings.get('AAPL', 0)}"
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# Verify cash unchanged
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assert abs(cash - 9000.0) < 0.01, f"Expected cash $9000 but got ${cash}"
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