@openfinclaw/openfinclaw-strategy 2026.3.310 → 2026.4.2

package/src/tournament/db.test.ts

@@ -1,222 +0,0 @@
-/**
- * Unit tests for tournament DB operations.
- * @module openfinclaw/tournament/db.test
- */
-import { DatabaseSync } from "node:sqlite";
-import { afterEach, beforeEach, describe, expect, it } from "vitest";
-import { TournamentDb, ensureTournamentSchema } from "./db.js";
-
-describe("TournamentDb", () => {
-  let db: DatabaseSync;
-  let tdb: TournamentDb;
-
-  beforeEach(() => {
-    db = new DatabaseSync(":memory:");
-    db.exec("PRAGMA journal_mode = WAL");
-    ensureTournamentSchema(db);
-    tdb = new TournamentDb(db);
-  });
-
-  afterEach(() => {
-    db.close();
-  });
-
-  describe("schema", () => {
-    it("creates tables idempotently", () => {
-      ensureTournamentSchema(db);
-      ensureTournamentSchema(db);
-      const tables = db
-        .prepare("SELECT name FROM sqlite_master WHERE type='table' AND name LIKE 'tournament_%'")
-        .all() as Array<{ name: string }>;
-      const names = tables.map((t) => t.name).sort();
-      expect(names).toEqual([
-        "tournament_agents",
-        "tournament_picks",
-        "tournament_rounds",
-        "tournament_strategies",
-      ]);
-    });
-  });
-
-  describe("rounds", () => {
-    it("creates a round", () => {
-      const created = tdb.createRound({ id: "round-20260331", date: "2026-03-31", ticker: "AAPL" });
-      expect(created).toBe(true);
-      const round = tdb.getRound("round-20260331");
-      expect(round).toBeDefined();
-      expect(round!.ticker).toBe("AAPL");
-      expect(round!.status).toBe("running");
-    });
-
-    it("returns false for duplicate round", () => {
-      tdb.createRound({ id: "round-20260331", date: "2026-03-31", ticker: "AAPL" });
-      const dup = tdb.createRound({ id: "round-20260331", date: "2026-03-31", ticker: "TSLA" });
-      expect(dup).toBe(false);
-    });
-
-    it("updates round status to completed", () => {
-      tdb.createRound({ id: "round-20260331", date: "2026-03-31", ticker: "AAPL" });
-      tdb.updateRoundStatus("round-20260331", "completed");
-      const round = tdb.getRound("round-20260331")!;
-      expect(round.status).toBe("completed");
-      expect(round.completed_at).toBeTruthy();
-    });
-
-    it("updates round status to skipped with reason", () => {
-      tdb.createRound({ id: "round-20260331", date: "2026-03-31", ticker: "AAPL" });
-      tdb.updateRoundStatus("round-20260331", "skipped", "Less than 2 agents succeeded");
-      const round = tdb.getRound("round-20260331")!;
-      expect(round.status).toBe("skipped");
-      expect(round.skip_reason).toBe("Less than 2 agents succeeded");
-    });
-
-    it("counts consecutive skips", () => {
-      tdb.createRound({ id: "round-20260331", date: "2026-03-31", ticker: "A" });
-      tdb.updateRoundStatus("round-20260331", "skipped");
-      tdb.createRound({ id: "round-20260330", date: "2026-03-30", ticker: "B" });
-      tdb.updateRoundStatus("round-20260330", "skipped");
-      tdb.createRound({ id: "round-20260329", date: "2026-03-29", ticker: "C" });
-      tdb.updateRoundStatus("round-20260329", "completed");
-      expect(tdb.countConsecutiveSkips()).toBe(2);
-    });
-  });
-
-  describe("strategies", () => {
-    it("saves and retrieves strategies", () => {
-      tdb.createRound({ id: "round-20260331", date: "2026-03-31", ticker: "AAPL" });
-      tdb.saveStrategy({
-        round_id: "round-20260331",
-        agent_name: "bull",
-        thesis: "EMA crossover bullish",
-        entry_price: 150.0,
-        exit_price: 165.0,
-        stop_loss: 145.0,
-        position_pct: 0.25,
-        confidence: 85,
-        sharpe: 1.5,
-        max_drawdown: -0.08,
-        total_return: 0.12,
-        raw_result: '{"detail":"full analysis"}',
-      });
-
-      const strategies = tdb.getStrategies("round-20260331");
-      expect(strategies).toHaveLength(1);
-      expect(strategies[0].agent_name).toBe("bull");
-      expect(strategies[0].confidence).toBe(85);
-      expect(strategies[0].sharpe).toBe(1.5);
-    });
-
-    it("upserts strategy on conflict", () => {
-      tdb.createRound({ id: "round-20260331", date: "2026-03-31", ticker: "AAPL" });
-      tdb.saveStrategy({
-        round_id: "round-20260331",
-        agent_name: "bull",
-        thesis: "First",
-        confidence: 50,
-        entry_price: null,
-        exit_price: null,
-        stop_loss: null,
-        position_pct: null,
-        sharpe: null,
-        max_drawdown: null,
-        total_return: null,
-        raw_result: null,
-      });
-      tdb.saveStrategy({
-        round_id: "round-20260331",
-        agent_name: "bull",
-        thesis: "Updated",
-        confidence: 90,
-        entry_price: 100,
-        exit_price: 110,
-        stop_loss: 95,
-        position_pct: 0.3,
-        sharpe: 2.0,
-        max_drawdown: -0.05,
-        total_return: 0.2,
-        raw_result: null,
-      });
-
-      const strategies = tdb.getStrategies("round-20260331");
-      expect(strategies).toHaveLength(1);
-      expect(strategies[0].thesis).toBe("Updated");
-      expect(strategies[0].confidence).toBe(90);
-    });
-  });
-
-  describe("agents", () => {
-    it("records win and updates avg sharpe", () => {
-      tdb.recordWin("bull", 1.5);
-      tdb.recordWin("bull", 2.5);
-      const agent = tdb.getAgent("bull")!;
-      expect(agent.wins).toBe(2);
-      expect(agent.rounds_played).toBe(2);
-      expect(agent.avg_sharpe).toBe(2.0);
-    });
-
-    it("records loss", () => {
-      tdb.recordLoss("bear", 0.5);
-      const agent = tdb.getAgent("bear")!;
-      expect(agent.losses).toBe(1);
-      expect(agent.rounds_played).toBe(1);
-    });
-
-    it("returns leaderboard sorted by avg_sharpe", () => {
-      tdb.recordWin("bull", 2.0);
-      tdb.recordWin("bear", 1.0);
-      tdb.recordWin("contrarian", 3.0);
-      const lb = tdb.getLeaderboard();
-      expect(lb[0].name).toBe("contrarian");
-      expect(lb[1].name).toBe("bull");
-      expect(lb[2].name).toBe("bear");
-    });
-  });
-
-  describe("picks", () => {
-    it("records a pick", () => {
-      tdb.createRound({ id: "round-20260331", date: "2026-03-31", ticker: "AAPL" });
-      const recorded = tdb.recordPick({
-        round_id: "round-20260331",
-        user_id: "telegram:12345",
-        session_key: "agent:main:telegram",
-        agent_name: "bull",
-      });
-      expect(recorded).toBe(true);
-    });
-
-    it("returns false for duplicate pick by same user", () => {
-      tdb.createRound({ id: "round-20260331", date: "2026-03-31", ticker: "AAPL" });
-      tdb.recordPick({
-        round_id: "round-20260331",
-        user_id: "telegram:12345",
-        session_key: "agent:main:telegram",
-        agent_name: "bull",
-      });
-      const dup = tdb.recordPick({
-        round_id: "round-20260331",
-        user_id: "telegram:12345",
-        session_key: "agent:main:telegram",
-        agent_name: "bear",
-      });
-      expect(dup).toBe(false);
-    });
-
-    it("allows different users to pick same round", () => {
-      tdb.createRound({ id: "round-20260331", date: "2026-03-31", ticker: "AAPL" });
-      const pick1 = tdb.recordPick({
-        round_id: "round-20260331",
-        user_id: "telegram:12345",
-        session_key: "agent:main:telegram",
-        agent_name: "bull",
-      });
-      const pick2 = tdb.recordPick({
-        round_id: "round-20260331",
-        user_id: "telegram:67890",
-        session_key: "agent:main:telegram",
-        agent_name: "bear",
-      });
-      expect(pick1).toBe(true);
-      expect(pick2).toBe(true);
-    });
-  });
-});

package/src/tournament/db.ts

@@ -1,286 +0,0 @@
-/**
- * Tournament SQLite persistence layer.
- * Manages rounds, strategies, agent records, and user picks.
- * @module openfinclaw/tournament/db
- */
-import type { DatabaseSync } from "node:sqlite";
-
-// ── Types ─────────────────────────────────────────────────────────────────
-
-export interface TournamentRound {
-  id: string;
-  date: string;
-  ticker: string;
-  status: "pending" | "running" | "completed" | "skipped";
-  started_at: string | null;
-  completed_at: string | null;
-  skip_reason: string | null;
-}
-
-export interface TournamentStrategy {
-  round_id: string;
-  agent_name: string;
-  thesis: string;
-  entry_price: number | null;
-  exit_price: number | null;
-  stop_loss: number | null;
-  position_pct: number | null;
-  confidence: number;
-  sharpe: number | null;
-  max_drawdown: number | null;
-  total_return: number | null;
-  raw_result: string | null;
-  created_at: string;
-}
-
-export interface TournamentAgent {
-  name: string;
-  wins: number;
-  losses: number;
-  avg_sharpe: number;
-  rounds_played: number;
-}
-
-export interface TournamentPick {
-  round_id: string;
-  user_id: string;
-  session_key: string;
-  agent_name: string;
-  picked_at: string;
-}
-
-// ── Schema ────────────────────────────────────────────────────────────────
-
-/** Create tournament tables. Safe to call multiple times. */
-export function ensureTournamentSchema(db: DatabaseSync): void {
-  db.exec(`
-    CREATE TABLE IF NOT EXISTS tournament_rounds (
-      id           TEXT PRIMARY KEY,
-      date         TEXT NOT NULL,
-      ticker       TEXT NOT NULL,
-      status       TEXT NOT NULL DEFAULT 'pending',
-      started_at   TEXT,
-      completed_at TEXT,
-      skip_reason  TEXT
-    );
-  `);
-  db.exec(`CREATE INDEX IF NOT EXISTS idx_tournament_rounds_date ON tournament_rounds(date);`);
-
-  db.exec(`
-    CREATE TABLE IF NOT EXISTS tournament_strategies (
-      round_id     TEXT NOT NULL,
-      agent_name   TEXT NOT NULL,
-      thesis       TEXT NOT NULL,
-      entry_price  REAL,
-      exit_price   REAL,
-      stop_loss    REAL,
-      position_pct REAL,
-      confidence   INTEGER NOT NULL DEFAULT 50,
-      sharpe       REAL,
-      max_drawdown REAL,
-      total_return REAL,
-      raw_result   TEXT,
-      created_at   TEXT NOT NULL,
-      PRIMARY KEY (round_id, agent_name)
-    );
-  `);
-
-  db.exec(`
-    CREATE TABLE IF NOT EXISTS tournament_agents (
-      name          TEXT PRIMARY KEY,
-      wins          INTEGER NOT NULL DEFAULT 0,
-      losses        INTEGER NOT NULL DEFAULT 0,
-      avg_sharpe    REAL NOT NULL DEFAULT 0,
-      rounds_played INTEGER NOT NULL DEFAULT 0
-    );
-  `);
-
-  db.exec(`
-    CREATE TABLE IF NOT EXISTS tournament_picks (
-      round_id     TEXT NOT NULL,
-      user_id      TEXT NOT NULL,
-      session_key  TEXT NOT NULL,
-      agent_name   TEXT NOT NULL,
-      picked_at    TEXT NOT NULL,
-      PRIMARY KEY (round_id, user_id)
-    );
-  `);
-}
-
-// ── CRUD Operations ───────────────────────────────────────────────────────
-
-export class TournamentDb {
-  constructor(private db: DatabaseSync) {}
-
-  // ── Rounds ──────────────────────────────────────────────────────────
-
-  /** Create a new tournament round. Returns false if already exists. */
-  createRound(round: { id: string; date: string; ticker: string }): boolean {
-    const existing = this.getRound(round.id);
-    if (existing) return false;
-
-    const now = new Date().toISOString();
-    this.db
-      .prepare(
-        "INSERT INTO tournament_rounds (id, date, ticker, status, started_at) VALUES (?, ?, ?, 'running', ?)",
-      )
-      .run(round.id, round.date, round.ticker, now);
-    return true;
-  }
-
-  /** Get a round by ID. */
-  getRound(id: string): TournamentRound | undefined {
-    return this.db.prepare("SELECT * FROM tournament_rounds WHERE id = ?").get(id) as
-      | TournamentRound
-      | undefined;
-  }
-
-  /** Update round status. */
-  updateRoundStatus(id: string, status: TournamentRound["status"], skipReason?: string): void {
-    const now = new Date().toISOString();
-    if (status === "completed" || status === "skipped") {
-      this.db
-        .prepare(
-          "UPDATE tournament_rounds SET status = ?, completed_at = ?, skip_reason = ? WHERE id = ?",
-        )
-        .run(status, now, skipReason ?? null, id);
-    } else {
-      this.db.prepare("UPDATE tournament_rounds SET status = ? WHERE id = ?").run(status, id);
-    }
-  }
-
-  /** Get the latest N rounds ordered by date desc. */
-  getRecentRounds(limit: number): TournamentRound[] {
-    return this.db
-      .prepare("SELECT * FROM tournament_rounds ORDER BY date DESC LIMIT ?")
-      .all(limit) as TournamentRound[];
-  }
-
-  /** Count consecutive skipped rounds from the most recent. */
-  countConsecutiveSkips(): number {
-    const recent = this.getRecentRounds(10);
-    let count = 0;
-    for (const r of recent) {
-      if (r.status === "skipped") count++;
-      else break;
-    }
-    return count;
-  }
-
-  // ── Strategies ──────────────────────────────────────────────────────
-
-  /** Save a strategy result from a subagent. Upserts by (round_id, agent_name). */
-  saveStrategy(strategy: Omit<TournamentStrategy, "created_at">): void {
-    const now = new Date().toISOString();
-    this.db
-      .prepare(
-        `INSERT OR REPLACE INTO tournament_strategies
-         (round_id, agent_name, thesis, entry_price, exit_price, stop_loss,
-          position_pct, confidence, sharpe, max_drawdown, total_return, raw_result, created_at)
-         VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)`,
-      )
-      .run(
-        strategy.round_id,
-        strategy.agent_name,
-        strategy.thesis,
-        strategy.entry_price ?? null,
-        strategy.exit_price ?? null,
-        strategy.stop_loss ?? null,
-        strategy.position_pct ?? null,
-        strategy.confidence,
-        strategy.sharpe ?? null,
-        strategy.max_drawdown ?? null,
-        strategy.total_return ?? null,
-        strategy.raw_result ?? null,
-        now,
-      );
-  }
-
-  /** Get all strategies for a round. */
-  getStrategies(roundId: string): TournamentStrategy[] {
-    return this.db
-      .prepare("SELECT * FROM tournament_strategies WHERE round_id = ? ORDER BY agent_name")
-      .all(roundId) as TournamentStrategy[];
-  }
-
-  // ── Agents ──────────────────────────────────────────────────────────
-
-  /** Ensure an agent record exists. */
-  ensureAgent(name: string): void {
-    this.db.prepare("INSERT OR IGNORE INTO tournament_agents (name) VALUES (?)").run(name);
-  }
-
-  /** Record a win for an agent. Updates avg_sharpe from the strategy's backtest. */
-  recordWin(name: string, sharpe: number | null): void {
-    this.ensureAgent(name);
-    const agent = this.getAgent(name)!;
-    const newRounds = agent.rounds_played + 1;
-    const newSharpe =
-      sharpe != null
-        ? (agent.avg_sharpe * agent.rounds_played + sharpe) / newRounds
-        : agent.avg_sharpe;
-    this.db
-      .prepare(
-        "UPDATE tournament_agents SET wins = wins + 1, rounds_played = ?, avg_sharpe = ? WHERE name = ?",
-      )
-      .run(newRounds, newSharpe, name);
-  }
-
-  /** Record a loss for an agent. */
-  recordLoss(name: string, sharpe: number | null): void {
-    this.ensureAgent(name);
-    const agent = this.getAgent(name)!;
-    const newRounds = agent.rounds_played + 1;
-    const newSharpe =
-      sharpe != null
-        ? (agent.avg_sharpe * agent.rounds_played + sharpe) / newRounds
-        : agent.avg_sharpe;
-    this.db
-      .prepare(
-        "UPDATE tournament_agents SET losses = losses + 1, rounds_played = ?, avg_sharpe = ? WHERE name = ?",
-      )
-      .run(newRounds, newSharpe, name);
-  }
-
-  /** Get agent stats. */
-  getAgent(name: string): TournamentAgent | undefined {
-    return this.db.prepare("SELECT * FROM tournament_agents WHERE name = ?").get(name) as
-      | TournamentAgent
-      | undefined;
-  }
-
-  /** Get all agents sorted by avg_sharpe desc. */
-  getLeaderboard(): TournamentAgent[] {
-    return this.db
-      .prepare("SELECT * FROM tournament_agents ORDER BY avg_sharpe DESC, wins DESC")
-      .all() as TournamentAgent[];
-  }
-
-  // ── Picks ───────────────────────────────────────────────────────────
-
-  /** Record a user's pick. Idempotent per (round_id, user_id). Returns true if new. */
-  recordPick(pick: Omit<TournamentPick, "picked_at">): boolean {
-    const existing = this.db
-      .prepare("SELECT * FROM tournament_picks WHERE round_id = ? AND user_id = ?")
-      .get(pick.round_id, pick.user_id) as TournamentPick | undefined;
-    if (existing) return false;
-
-    const now = new Date().toISOString();
-    this.db
-      .prepare(
-        "INSERT INTO tournament_picks (round_id, user_id, session_key, agent_name, picked_at) VALUES (?, ?, ?, ?, ?)",
-      )
-      .run(pick.round_id, pick.user_id, pick.session_key, pick.agent_name, now);
-    return true;
-  }
-
-  /** Get the most recent completed round ID. */
-  getLatestCompletedRoundId(): string | undefined {
-    const row = this.db
-      .prepare(
-        "SELECT id FROM tournament_rounds WHERE status = 'completed' ORDER BY date DESC LIMIT 1",
-      )
-      .get() as { id: string } | undefined;
-    return row?.id;
-  }
-}