feat: Move stop prices into strategy metadata

Author: lukecold

python/valuecell/agents/common/trading/_internal/coordinator.py

@@ -255,7 +255,6 @@ async def run_once(self) -> DecisionCycleResult:
             history_records=history_records,
             digest=digest,
             portfolio_view=portfolio,
-            stop_prices=stop_prices,
         )
 
     def _create_trades(
@@ -483,6 +482,7 @@ def build_summary(
             # Use the portfolio view's total_value which now correctly reflects Equity
             # (whether simulated or synced from exchange)
             equity = float(view.total_value or 0.0)
+            stop_prices = view.stop_prices
         except Exception:
             # Fallback to internal tracking if portfolio service is unavailable
             unrealized = float(self._unrealized_pnl or 0.0)
@@ -492,6 +492,7 @@ def build_summary(
                 if self._request.trading_config.initial_capital is not None
                 else 0.0
             )
+            stop_prices = {}
 
         # Keep internal state in sync (allow negative unrealized PnL)
         self._unrealized_pnl = float(unrealized)
@@ -516,6 +517,7 @@ def build_summary(
             unrealized_pnl_pct=unrealized_pnl_pct,
             pnl_pct=pnl_pct,
             total_value=equity,
+            stop_prices=stop_prices,
             last_updated_ts=timestamp_ms,
         )
 

python/valuecell/agents/common/trading/_internal/runtime.py

@@ -147,14 +147,14 @@ async def create_strategy_runtime(
                     "Initialized runtime initial capital from persisted snapshot for strategy_id=%s",
                     strategy_id_override,
                 )
-            stop_prices = {
-                stop_price.symbol: StopPrice(
-                    symbol=stop_price.symbol,
-                    stop_gain_price=stop_price.stop_gain_price,
-                    stop_loss_price=stop_price.stop_loss_price,
-                )
-                for stop_price in repo.get_stop_prices(strategy_id_override)
-            }
+            stop_prices = {}
+            strategy = repo.get_strategy_by_strategy_id(strategy_id_override)
+            if strategy and strategy.strategy_metadata:
+                raw_stops = strategy.strategy_metadata.get("stop_prices", {})
+                stop_prices = {
+                    symbol: StopPrice.model_validate(data)
+                    for symbol, data in raw_stops.items()
+                }
             logger.info(
                 "Initialized runtime stop prices {} from persisted snapshot for strategy_id {}",
                 stop_prices,

python/valuecell/agents/common/trading/_internal/stream_controller.py

@@ -271,12 +271,6 @@ def persist_cycle_results(self, result: DecisionCycleResult) -> None:
                     "Persisted portfolio view for strategy={}", self.strategy_id
                 )
 
-            ok = strategy_persistence.persist_stop_prices(
-                self.strategy_id, result.stop_prices
-            )
-            if ok:
-                logger.info("Persisted stop prices for strategy={}", self.strategy_id)
-
             ok = strategy_persistence.persist_strategy_summary(result.strategy_summary)
             if ok:
                 logger.info(

python/valuecell/agents/common/trading/decision/prompt_based/composer.py

@@ -97,7 +97,11 @@ async def compose(self, context: ComposeContext) -> ComposeResult:
                     context.compose_id,
                     plan.rationale,
                 )
-                return ComposeResult(instructions=[], rationale=plan.rationale)
+                return ComposeResult(
+                    instructions=[],
+                    rationale=plan.rationale,
+                    stop_prices=plan.stop_prices,
+                )
         except Exception as exc:  # noqa: BLE001
             logger.error("LLM invocation failed: {}", exc)
             return ComposeResult(
@@ -252,9 +256,9 @@ async def _send_plan_to_discord(self, plan: TradePlanProposal) -> None:
             parts.append(f"{top_r}\n")
         if len(plan.stop_prices) > 0:
             parts.append("**Updated stop prices:**")
-            for stop_price in plan.stop_prices:
+            for symbol, stop_price in plan.stop_prices.items():
                 parts.append(
-                    f"{stop_price.symbol}\tstop gain: {stop_price.stop_gain_price}\tstop loss: {stop_price.stop_loss_price}"
+                    f"{symbol}\tstop gain: {stop_price.stop_gain_price}\tstop loss: {stop_price.stop_loss_price}"
                 )
             parts.append("")
 

python/valuecell/agents/common/trading/models.py

@@ -551,8 +551,8 @@ class PortfolioView(BaseModel):
         ),
     )
     stop_prices: Dict[str, "StopPrice"] = Field(
-        default_factory=list,
-        description="List of stop prices for existing positions and positions to open.",
+        default_factory=dict,
+        description="Dictionary of stop prices for existing positions and positions to open.",
     )
 
 
@@ -592,7 +592,6 @@ def derive_side_from_action(
 
 
 class StopPrice(BaseModel):
-    symbol: str = Field(..., description="Exchange symbol, e.g., BTC/USDT")
     stop_gain_price: Optional[float] = Field(
         ...,
         description="Stop gain price for this position.",
@@ -657,9 +656,9 @@ class TradePlanProposal(BaseModel):
     rationale: Optional[str] = Field(
         default=None, description="Optional natural language rationale"
     )
-    stop_prices: List[StopPrice] = Field(
-        default_factory=list,
-        description="List of stop prices for existing positions and positions to open.",
+    stop_prices: Dict[str, StopPrice] = Field(
+        default_factory=dict,
+        description="Map of ticker symbols to their respective stop prices",
     )
 
 
@@ -931,6 +930,10 @@ class StrategySummary(BaseModel):
         default=None,
         description="Total portfolio value (equity) including cash and positions",
     )
+    stop_prices: Dict[str, StopPrice] = Field(
+        default_factory=dict,
+        description="Map of ticker symbols to their respective stop prices",
+    )
     last_updated_ts: Optional[int] = Field(default=None)
 
 
@@ -954,7 +957,7 @@ class ComposeResult(BaseModel):
 
     instructions: List[TradeInstruction]
     rationale: Optional[str] = None
-    stop_prices: List[StopPrice] = []
+    stop_prices: Dict[str, StopPrice] = {}
 
 
 class FeaturesPipelineResult(BaseModel):
@@ -977,4 +980,3 @@ class DecisionCycleResult:
     history_records: List[HistoryRecord]
     digest: TradeDigest
     portfolio_view: PortfolioView
-    stop_prices: List[StopPrice]

python/valuecell/agents/common/trading/portfolio/in_memory.py

@@ -14,7 +14,6 @@
     TradingMode,
 )
 from valuecell.agents.common.trading.utils import extract_price_map
-from valuecell.server.db.models import StrategyStopPrices
 
 from .interfaces import BasePortfolioService
 
@@ -43,7 +42,7 @@ def __init__(
         initial_positions: Dict[str, PositionSnapshot],
         trading_mode: TradingMode,
         market_type: MarketType,
-        stop_prices: Dict[str, StrategyStopPrices],
+        stop_prices: Dict[str, StopPrice],
         constraints: Optional[Constraints] = None,
         strategy_id: Optional[str] = None,
     ) -> None:
@@ -93,21 +92,15 @@ def get_view(self) -> PortfolioView:
                 pass
         return self._view
 
-    def update_stop_prices(self, stop_prices: List[StopPrice]) -> None:
-        for stop_price in stop_prices:
-            if stop_price.symbol in self._view.stop_prices:
-                self._view.stop_prices[stop_price.symbol].stop_gain_price = (
-                    stop_price.stop_gain_price
-                    if stop_price.stop_gain_price is not None
-                    else self._view.stop_prices[stop_price.symbol].stop_gain_price
-                )
-                self._view.stop_prices[stop_price.symbol].stop_loss_price = (
-                    stop_price.stop_loss_price
-                    if stop_price.stop_loss_price is not None
-                    else self._view.stop_prices[stop_price.symbol].stop_loss_price
-                )
+    def update_stop_prices(self, stop_prices: Dict[str, StopPrice]) -> None:
+        for symbol, new_stop in stop_prices.items():
+            existing = self._view.stop_prices.get(symbol)
+            if existing:
+                update_data = new_stop.model_dump(exclude_unset=True, exclude_none=True)
+                for key, value in update_data.items():
+                    setattr(existing, key, value)
             else:
-                self._view.stop_prices[stop_price.symbol] = stop_price
+                self._view.stop_prices[symbol] = new_stop
 
     def apply_trades(
         self, trades: List[TradeHistoryEntry], market_features: List[FeatureVector]

python/valuecell/agents/common/trading/portfolio/interfaces.py

@@ -1,7 +1,7 @@
 from __future__ import annotations
 
 from abc import ABC, abstractmethod
-from typing import List, Optional
+from typing import Dict, List, Optional
 
 from valuecell.agents.common.trading.models import (
     FeatureVector,
@@ -35,7 +35,7 @@ def apply_trades(
         """
         raise NotImplementedError
 
-    def update_stop_prices(self, stop_prices: List[StopPrice]) -> None:
+    def update_stop_prices(self, stop_prices: Dict[str, StopPrice]) -> None:
         """Update the stop prices to the portfolio view.
 
         Implementations that support state changes (paper trading, backtests)

python/valuecell/server/db/models/__init__.py

@@ -17,7 +17,6 @@
 from .strategy_holding import StrategyHolding
 from .strategy_instruction import StrategyInstruction
 from .strategy_portfolio import StrategyPortfolioView
-from .strategy_stop_price import StrategyStopPrices
 from .user_profile import ProfileCategory, UserProfile
 from .watchlist import Watchlist, WatchlistItem
 
@@ -36,5 +35,4 @@
     "StrategyPortfolioView",
     "StrategyComposeCycle",
     "StrategyInstruction",
-    "StrategyStopPrices",
 ]