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The v2 prompt produces expected_move for every ticker mention. This commit makes KevinStrategy.evaluate_mention USE it as a hard signal rather than just a display field. Three new rules, all guarded by KevinStrategyConfig knobs so the behaviour can be turned off if it over-filters: 1) SELL + non-bearish expected_move => NO_OP (require_forward_for_ bearish, default True). This is THE anti-capitulation rule — Kevin saying "I sold" without articulating where the stock goes next becomes NO_OP. Reactive sells stop translating into trades. 2) AVOID + bullish expected_move => NO_OP (don't close, don't blocklist). Same idea — if the LLM's forward call contradicts the avoid action, treat as inconsistent and skip. 3) BUY + bearish/sideways expected_move => NO_OP (schema veto). Catches LLM inconsistency. 4) BUY + unknown expected_move => bump min_conviction floor by unknown_conviction_bonus (default +0.05). Forces stronger conviction when there's no forward direction. Tests: 6 new (one per rule above), 22 regression — total 28 GREEN. Backtest stub _mention factory now defaults expected_move from action (buy/sell/avoid maps) so existing backtest scenarios stay green; the test_backtest_sell_mid_position_closes_early case was the only one that needed the fix. Side note: strategy is backward-compatible. If a mention has no expected_move attribute (e.g. v1 stub from older code), it defaults to UNKNOWN and the legacy code paths still work — just with the stricter conviction floor on buys. |
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| .. | ||
| broker | ||
| constants | ||
| fundamentals | ||
| models | ||
| schemas | ||
| strategies | ||
| __init__.py | ||
| config.py | ||
| db.py | ||
| redis_streams.py | ||
| telemetry.py | ||