* feat: add macro scanner feedback loop and lessons memory
- Implements `LessonStore` to persist JSON screening lessons
- Adds `selection_reflector.py` to fetch performance and news, and generate LLM lessons
- Adds `memory_loader.py` to filter negative lessons into `FinancialSituationMemory`
- Integrates a rejection gate in `candidate_prioritizer.py` based on past negative lessons
- Adds `reflect` command to CLI
Co-authored-by: aguzererler <6199053+aguzererler@users.noreply.github.com>
* feat: update macro scanner feedback loop for dual-lesson output (Trend DNA)
- Update `selection_reflector.py` to calculate exact terminal returns, `mfe_pct`, `mae_pct`, and `days_to_peak`.
- Update LLM prompt to generate distinct `screening_advice` and `exit_advice`.
- Update `lesson_store` tests to reflect new schema.
- Update `memory_loader.py` to use `screening_advice` for negative selection filtering.
- Update `micro_summary_agent.py` to inject `exit_advice` into PM context for current holdings.
- Update `cli/main.py` default horizons to `30,90` and print dual-advice columns.
Co-authored-by: aguzererler <6199053+aguzererler@users.noreply.github.com>
* fix: resolve bugs in macro scanner feedback loop
- Address Key mismatch (stock_return_pct vs terminal_return_pct)
- Fix missing persistence of mfe_pct and mae_pct
- Use create_report_store() instead of raw ReportStore() in load_scan_candidates
- Clean up unused imports in fetch_news_summary
- Ensure default horizons match code in cli description
- Create isolated `_local_safe_pct` to remove cross-module dependency
Co-authored-by: aguzererler <6199053+aguzererler@users.noreply.github.com>
* fix: address PR 124 feedback on macro scanner memory feedback loop
- Use `l.get('screening_advice')` gracefully in `memory_loader` to prevent KeyErrors.
- Properly instantiate `selection_memory` inside the graph in `portfolio_setup.py` and pass it to the prioriziation rejection gate.
Co-authored-by: aguzererler <6199053+aguzererler@users.noreply.github.com>
---------
Co-authored-by: google-labs-jules[bot] <161369871+google-labs-jules[bot]@users.noreply.github.com>
Co-authored-by: aguzererler <6199053+aguzererler@users.noreply.github.com>
Replaces the O(N) database operations in the `TradeExecutor`'s
`execute_decisions` SELL loop with a single `batch_remove_holdings`
call to the repository. The new repository method calculates updates
in memory, resolves duplicate operations on the same ticker, and issues
the updates via newly implemented `psycopg2.extras.execute_batch`
routines on the `SupabaseClient`.
Co-authored-by: aguzererler <6199053+aguzererler@users.noreply.github.com>
Adds an edge case test in `test_config.py` to verify that `min_cash_pct` + `max_position_pct` can be exactly `1.0` without raising a `ValueError`.
Co-authored-by: aguzererler <6199053+aguzererler@users.noreply.github.com>
Implemented `tests/portfolio/test_config.py` to test the `validate_config` function in `tradingagents/portfolio/config.py`.
Key improvements:
- Added `test_validate_config_max_positions_invalid` to verify `max_positions` boundary conditions (0, -1).
- Added happy path test `test_validate_config_valid`.
- Added tests for `max_position_pct`, `max_sector_pct`, `min_cash_pct`, and `default_budget` validation.
- Verified that tests correctly catch bugs by temporarily disabling validation logic.
These tests ensure the portfolio manager configuration is robustly validated before use.
Co-authored-by: aguzererler <6199053+aguzererler@users.noreply.github.com>
- tradingagents/portfolio/risk_metrics.py: pure-Python computation of
Sharpe, Sortino, VaR, max drawdown, beta, sector concentration from
PortfolioSnapshot NAV history — no LLM, no external dependencies
- tradingagents/portfolio/__init__.py: export compute_risk_metrics
- tradingagents/agents/utils/portfolio_tools.py: 4 LangChain tools
wrapping Holding.enrich, Portfolio.enrich, ReportStore APIs, and
compute_risk_metrics so agents can access portfolio data without
reimplementing computations
- tests/portfolio/test_risk_metrics.py: 48 tests for risk metrics
- tests/unit/test_portfolio_tools.py: 19 tests for portfolio tools
- tests/portfolio/test_repository.py: fix pre-existing import error
Co-authored-by: aguzererler <6199053+aguzererler@users.noreply.github.com>
Replace supabase-py stubs with working psycopg2 implementation using
Supabase pooler connection string. Implement full business logic in
repository (avg cost basis, cash accounting, trade recording, snapshots).
Add 12 unit tests + 4 integration tests (51 total portfolio tests pass).
Fix cash_pct bug in models.py, update docs for psycopg2 + pooler pattern.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
ahmet guzererler
copilot-swe-agent[bot]
google-labs-jules[bot]