Merge pull request #98 from aguzererler/copilot/add-trades-with-stop-loss

Add stop_loss and take_profit to BUY trade records

agent_os/backend/routes/portfolios.py

@@ -149,6 +149,8 @@ async def get_latest_portfolio_state(
                 "price": d.get("price", 0.0),
                 "executed_at": d.get("trade_date", ""),
                 "rationale": d.get("rationale"),
+                "stop_loss": d.get("stop_loss"),
+                "take_profit": d.get("take_profit"),
             })
 
         return {

agent_os/frontend/src/components/PortfolioViewer.tsx

@@ -46,6 +46,8 @@ interface Trade {
   price: number;
   executed_at?: string;
   rationale?: string;
+  stop_loss?: number | null;
+  take_profit?: number | null;
   [key: string]: unknown;
 }
 
@@ -219,15 +221,35 @@ export const PortfolioViewer: React.FC<PortfolioViewerProps> = ({ defaultPortfol
                       border="1px solid"
                       borderColor="whiteAlpha.100"
                       justify="space-between"
-                      align="center"
+                      align="flex-start"
                     >
-                      <HStack spacing={3}>
+                      <HStack spacing={3} align="flex-start">
                         <Badge colorScheme={t.action?.toUpperCase() === 'BUY' ? 'green' : t.action?.toUpperCase() === 'SELL' ? 'red' : 'gray'}>
                           {t.action?.toUpperCase()}
                         </Badge>
+                        <VStack align="flex-start" spacing={0}>
+                          <HStack spacing={2}>
                             <Code colorScheme="cyan" fontSize="sm">{t.ticker}</Code>
                             <Text fontSize="sm">{t.quantity} @ ${(t.price ?? 0).toFixed(2)}</Text>
                           </HStack>
+                          {(t.stop_loss != null || t.take_profit != null) && (
+                            <HStack spacing={3} mt={1}>
+                              {t.stop_loss != null && (
+                                <HStack spacing={1}>
+                                  <Text fontSize="2xs" color="red.400">SL:</Text>
+                                  <Text fontSize="2xs" color="red.300" fontWeight="semibold">${t.stop_loss.toFixed(2)}</Text>
+                                </HStack>
+                              )}
+                              {t.take_profit != null && (
+                                <HStack spacing={1}>
+                                  <Text fontSize="2xs" color="green.400">TP:</Text>
+                                  <Text fontSize="2xs" color="green.300" fontWeight="semibold">${t.take_profit.toFixed(2)}</Text>
+                                </HStack>
+                              )}
+                            </HStack>
+                          )}
+                        </VStack>
+                      </HStack>
                       <VStack align="flex-end" spacing={0}>
                         <Text fontSize="2xs" color="whiteAlpha.400">{t.executed_at || '—'}</Text>
                         {t.rationale && (

docs/agent/CURRENT_STATE.md

@@ -1,9 +1,10 @@
 # Current Milestone
 
-AgentOS visual observability layer shipped. Portfolio Manager fully implemented (Phases 1–10). All 725 tests passing (14 skipped).
+AgentOS visual observability layer shipped. Portfolio Manager fully implemented (Phases 1–10). All 725 tests passing (14 skipped). Stop-loss / take-profit fields added to trades.
 
 # Recent Progress
 
+- **Stop-loss & Take-profit on trades**: Added `stop_loss` and `take_profit` optional fields to the `Trade` model, SQL migration, PM agent prompt, trade executor, repository, API route, and frontend Trade History tab.
 - **AgentOS (current PR)**: Full-stack visual observability layer for agent execution
   - `agent_os/backend/` — FastAPI backend (port 8088) with REST + WebSocket streaming
   - `agent_os/frontend/` — React + Vite 8 + Chakra UI + ReactFlow dashboard

docs/portfolio/02_data_models.md

@@ -119,6 +119,8 @@ Immutable record of a single mock trade execution. Never modified after creation
 | `trade_date` | `str` | Yes | ISO-8601 UTC datetime of execution |
 | `rationale` | `str \| None` | No | PM agent rationale for this trade |
 | `signal_source` | `str \| None` | No | `"scanner"`, `"holding_review"`, `"pm_agent"` |
+| `stop_loss` | `float \| None` | No | Price level at which the position should be exited to limit loss |
+| `take_profit` | `float \| None` | No | Price target at which the position should be sold for profit |
 | `metadata` | `dict` | No | Free-form JSON |
 
 ### Methods

docs/portfolio/03_database_schema.md

@@ -76,6 +76,8 @@ CREATE TABLE IF NOT EXISTS trades (
     trade_date     TIMESTAMPTZ  NOT NULL DEFAULT NOW(),
     rationale      TEXT,
     signal_source  TEXT,
+    stop_loss      NUMERIC(18,4) CHECK (stop_loss IS NULL OR stop_loss > 0),
+    take_profit    NUMERIC(18,4) CHECK (take_profit IS NULL OR take_profit > 0),
     metadata       JSONB        NOT NULL DEFAULT '{}',
 
     CONSTRAINT trades_action_values CHECK (action IN ('BUY', 'SELL'))
@@ -85,6 +87,8 @@ CREATE TABLE IF NOT EXISTS trades (
 **Constraints:**
 - `action IN ('BUY', 'SELL')` — only two valid actions
 - `shares > 0`, `price > 0` — all quantities positive
+- `stop_loss > 0` (when set) — stop-loss price must be positive; NULL means not specified
+- `take_profit > 0` (when set) — take-profit target must be positive; NULL means not specified
 - No `updated_at` — trades are immutable
 
 ---

tests/portfolio/test_models.py

@@ -113,9 +113,58 @@ def test_trade_to_dict_round_trip(sample_trade):
     assert restored.trade_date == sample_trade.trade_date
     assert restored.rationale == sample_trade.rationale
     assert restored.signal_source == sample_trade.signal_source
+    assert restored.stop_loss == sample_trade.stop_loss
+    assert restored.take_profit == sample_trade.take_profit
     assert restored.metadata == sample_trade.metadata
 
 
+def test_trade_stop_loss_take_profit_round_trip(sample_portfolio_id):
+    """Trade with stop_loss and take_profit serialises and deserialises correctly."""
+    trade = Trade(
+        trade_id="t-risk-1",
+        portfolio_id=sample_portfolio_id,
+        ticker="NVDA",
+        action="BUY",
+        shares=10.0,
+        price=800.0,
+        total_value=8_000.0,
+        stop_loss=720.0,
+        take_profit=960.0,
+    )
+    d = trade.to_dict()
+    assert d["stop_loss"] == 720.0
+    assert d["take_profit"] == 960.0
+
+    restored = Trade.from_dict(d)
+    assert restored.stop_loss == 720.0
+    assert restored.take_profit == 960.0
+
+
+def test_trade_stop_loss_take_profit_default_none(sample_trade):
+    """Trade defaults stop_loss and take_profit to None when not provided."""
+    assert sample_trade.stop_loss is None
+    assert sample_trade.take_profit is None
+    d = sample_trade.to_dict()
+    assert d["stop_loss"] is None
+    assert d["take_profit"] is None
+
+
+def test_trade_from_dict_missing_risk_levels_defaults_none():
+    """from_dict() gracefully handles missing stop_loss/take_profit keys."""
+    data = {
+        "trade_id": "t-1",
+        "portfolio_id": "p-1",
+        "ticker": "AAPL",
+        "action": "BUY",
+        "shares": 5.0,
+        "price": 150.0,
+        "total_value": 750.0,
+    }
+    trade = Trade.from_dict(data)
+    assert trade.stop_loss is None
+    assert trade.take_profit is None
+
+
 # ---------------------------------------------------------------------------
 # PortfolioSnapshot round-trip
 # ---------------------------------------------------------------------------

tests/portfolio/test_trade_executor.py

@@ -167,7 +167,7 @@ def test_execute_buy_success():
     }
     result = executor.execute_decisions("p1", decisions, PRICES)
 
-    repo.add_holding.assert_called_once_with("p1", "MSFT", 10.0, 300.0, sector="Technology")
+    repo.add_holding.assert_called_once_with("p1", "MSFT", 10.0, 300.0, sector="Technology", stop_loss=None, take_profit=None)
     assert len(result["executed_trades"]) == 1
     assert result["executed_trades"][0]["action"] == "BUY"
 
@@ -247,3 +247,56 @@ def test_execute_decisions_takes_snapshot():
     repo.take_snapshot.assert_called_once_with("p1", PRICES)
     assert "snapshot" in result
     assert result["snapshot"]["snapshot_id"] == "snap-1"
+
+
+# ---------------------------------------------------------------------------
+# Stop loss / take profit tests
+# ---------------------------------------------------------------------------
+
+
+def test_execute_buy_with_stop_loss_and_take_profit():
+    """BUY with stop_loss and take_profit passes them to add_holding and executed_trades."""
+    portfolio = _make_portfolio(cash=50_000.0, total_value=60_000.0)
+    repo = _make_repo(portfolio=portfolio)
+    executor = TradeExecutor(repo=repo, config=_DEFAULT_CONFIG)
+
+    decisions = {
+        "sells": [],
+        "buys": [{
+            "ticker": "MSFT",
+            "shares": 5.0,
+            "sector": "Technology",
+            "rationale": "Breakout",
+            "stop_loss": 270.0,
+            "take_profit": 360.0,
+        }],
+    }
+    result = executor.execute_decisions("p1", decisions, PRICES)
+
+    repo.add_holding.assert_called_once_with(
+        "p1", "MSFT", 5.0, 300.0,
+        sector="Technology",
+        stop_loss=270.0,
+        take_profit=360.0,
+    )
+    assert len(result["executed_trades"]) == 1
+    trade = result["executed_trades"][0]
+    assert trade["stop_loss"] == 270.0
+    assert trade["take_profit"] == 360.0
+
+
+def test_execute_buy_without_risk_levels_stores_none():
+    """BUY with no stop_loss/take_profit stores None for both fields."""
+    portfolio = _make_portfolio(cash=50_000.0, total_value=60_000.0)
+    repo = _make_repo(portfolio=portfolio)
+    executor = TradeExecutor(repo=repo, config=_DEFAULT_CONFIG)
+
+    decisions = {
+        "sells": [],
+        "buys": [{"ticker": "MSFT", "shares": 5.0, "sector": "Technology", "rationale": "Entry"}],
+    }
+    result = executor.execute_decisions("p1", decisions, PRICES)
+
+    trade = result["executed_trades"][0]
+    assert trade["stop_loss"] is None
+    assert trade["take_profit"] is None

tradingagents/agents/portfolio/pm_decision_agent.py

@@ -54,10 +54,14 @@ def create_pm_decision_agent(llm):
             "produce a structured JSON investment decision. "
             "Consider: reducing risk where metrics are poor, acting on SELL recommendations, "
             "and adding positions in high-conviction candidates that pass constraints. "
+            "For every BUY you MUST set a stop_loss price (maximum acceptable loss level, "
+            "typically 5-15% below entry) and a take_profit price (expected sell target, "
+            "typically 10-30% above entry based on your thesis). "
             "Output ONLY valid JSON matching this exact schema:\n"
             "{\n"
             '  "sells": [{"ticker": "...", "shares": 0.0, "rationale": "..."}],\n'
             '  "buys": [{"ticker": "...", "shares": 0.0, "price_target": 0.0, '
+            '"stop_loss": 0.0, "take_profit": 0.0, '
             '"sector": "...", "rationale": "...", "thesis": "..."}],\n'
             '  "holds": [{"ticker": "...", "rationale": "..."}],\n'
             '  "cash_reserve_pct": 0.10,\n'

tradingagents/portfolio/migrations/002_add_trade_risk_levels.sql

@@ -0,0 +1,17 @@
+-- =============================================================================
+-- Portfolio Manager Agent — Migration 002
+-- Migration: 002_add_trade_risk_levels.sql
+-- Description: Adds stop_loss and take_profit columns to the trades table so
+--              that the PM agent can record risk-management price levels for
+--              every BUY trade.
+-- Safe to re-run: uses ADD COLUMN IF NOT EXISTS.
+-- =============================================================================
+
+ALTER TABLE trades
+    ADD COLUMN IF NOT EXISTS stop_loss   NUMERIC(18,4) CHECK (stop_loss IS NULL OR stop_loss > 0),
+    ADD COLUMN IF NOT EXISTS take_profit NUMERIC(18,4) CHECK (take_profit IS NULL OR take_profit > 0);
+
+COMMENT ON COLUMN trades.stop_loss IS
+    'Price level at which the position should be exited to limit downside loss.';
+COMMENT ON COLUMN trades.take_profit IS
+    'Price target at which the position should be sold to realise the expected profit.';

tradingagents/portfolio/models.py

@@ -219,6 +219,8 @@ class Trade:
     trade_date: str = ""
     rationale: str | None = None
     signal_source: str | None = None  # "scanner" | "holding_review" | "pm_agent"
+    stop_loss: float | None = None    # Price level at which the position should be exited to limit loss
+    take_profit: float | None = None  # Price target at which the position should be sold for profit
     metadata: dict[str, Any] = field(default_factory=dict)
 
     def to_dict(self) -> dict[str, Any]:
@@ -234,12 +236,16 @@ class Trade:
             "trade_date": self.trade_date,
             "rationale": self.rationale,
             "signal_source": self.signal_source,
+            "stop_loss": self.stop_loss,
+            "take_profit": self.take_profit,
             "metadata": self.metadata,
         }
 
     @classmethod
     def from_dict(cls, data: dict[str, Any]) -> "Trade":
         """Deserialise from a DB row or JSON dict."""
+        raw_sl = data.get("stop_loss")
+        raw_tp = data.get("take_profit")
         return cls(
             trade_id=data["trade_id"],
             portfolio_id=data["portfolio_id"],
@@ -251,6 +257,8 @@ class Trade:
             trade_date=data.get("trade_date", ""),
             rationale=data.get("rationale"),
             signal_source=data.get("signal_source"),
+            stop_loss=float(raw_sl) if raw_sl is not None else None,
+            take_profit=float(raw_tp) if raw_tp is not None else None,
             metadata=data.get("metadata") or {},
         )
 

tradingagents/portfolio/repository.py

@@ -117,6 +117,8 @@ class PortfolioRepository:
         price: float,
         sector: str | None = None,
         industry: str | None = None,
+        stop_loss: float | None = None,
+        take_profit: float | None = None,
     ) -> Holding:
         """Buy shares and update portfolio cash and holdings."""
         if shares <= 0:
@@ -173,6 +175,8 @@ class PortfolioRepository:
             total_value=cost,
             trade_date=datetime.now(timezone.utc).isoformat(),
             signal_source="pm_agent",
+            stop_loss=stop_loss,
+            take_profit=take_profit,
         )
         self._client.record_trade(trade)
 

tradingagents/portfolio/trade_executor.py

@@ -137,6 +137,10 @@ class TradeExecutor:
             shares = float(buy.get("shares") or 0)
             sector = buy.get("sector")
             rationale = buy.get("rationale") or ""
+            raw_sl = buy.get("stop_loss")
+            raw_tp = buy.get("take_profit")
+            stop_loss = float(raw_sl) if raw_sl is not None else None
+            take_profit = float(raw_tp) if raw_tp is not None else None
 
             if not ticker or shares <= 0:
                 failed_trades.append({
@@ -196,6 +200,8 @@ class TradeExecutor:
                     shares,
                     price,
                     sector=sector,
+                    stop_loss=stop_loss,
+                    take_profit=take_profit,
                 )
                 executed_trades.append({
                     "action": "BUY",
@@ -204,9 +210,16 @@ class TradeExecutor:
                     "price": price,
                     "sector": sector,
                     "rationale": rationale,
+                    "stop_loss": stop_loss,
+                    "take_profit": take_profit,
                     "trade_date": trade_date,
                 })
-                logger.info("BUY %s x %.2f @ %.2f", ticker, shares, price)
+                logger.info(
+                    "BUY %s x %.2f @ %.2f (SL=%s TP=%s)",
+                    ticker, shares, price,
+                    f"{stop_loss:.2f}" if stop_loss is not None else "N/A",
+                    f"{take_profit:.2f}" if take_profit is not None else "N/A",
+                )
             except (InsufficientCashError, PortfolioError) as exc:
                 failed_trades.append({
                     "action": "BUY",