Materialize HK market history inputs

Author: Pigbibi

application/runtime_strategy_adapters.py

@@ -14,6 +14,34 @@
 )
 
 
+def _get_direct_market_history_profiles() -> frozenset[str]:
+    try:
+        from hk_equity_strategies import get_direct_market_history_profiles
+    except (ImportError, AttributeError):  # pragma: no cover - compatibility fallback
+        return frozenset()
+    return frozenset(
+        str(profile).strip().lower()
+        for profile in get_direct_market_history_profiles()
+    )
+
+
+def _requires_materialized_market_history(strategy_profile: str) -> bool:
+    return str(strategy_profile or "").strip().lower() in _get_direct_market_history_profiles()
+
+
+def _loaded_history_to_rows(history):
+    if (
+        hasattr(history, "items")
+        and not hasattr(history, "columns")
+        and not isinstance(history, Mapping)
+    ):
+        return [
+            {"date": date_value, "close": close_value}
+            for date_value, close_value in history.items()
+        ]
+    return history
+
+
 @dataclass(frozen=True)
 class LongBridgeRuntimeStrategyAdapters:
     strategy_runtime: Any
@@ -80,8 +108,13 @@ def calculate_strategy_indicators(self, quote_context):
         if "market_history" in available_inputs or "benchmark_history" in available_inputs or "qqq_history" in available_inputs:
             market_data_port = self.broker_adapters.build_market_data_port(quote_context)
         if "market_history" in available_inputs:
+            market_history = (
+                self._build_materialized_market_history(market_data_port)
+                if _requires_materialized_market_history(self.strategy_profile)
+                else self.broker_adapters.build_market_history_loader(market_data_port)
+            )
             market_inputs = {
-                "market_history": self.broker_adapters.build_market_history_loader(market_data_port),
+                "market_history": market_history,
             }
             if "benchmark_history" in available_inputs:
                 market_inputs["benchmark_history"] = self.broker_adapters.build_price_history(
@@ -99,6 +132,29 @@ def calculate_strategy_indicators(self, quote_context):
         trend_ma_window = int(self.strategy_runtime_config.get("trend_ma_window", 150))
         return self.calculate_rotation_indicators_fn(quote_context, trend_window=trend_ma_window)
 
+    def _market_history_symbols(self) -> tuple[str, ...]:
+        raw_symbols = (
+            self.strategy_runtime_config.get("universe_symbols")
+            or getattr(self.broker_adapters, "strategy_symbols", ())
+            or getattr(self.strategy_runtime, "managed_symbols", ())
+        )
+        if isinstance(raw_symbols, str):
+            raw_symbols = raw_symbols.replace(";", ",").split(",")
+        return tuple(
+            dict.fromkeys(
+                str(symbol).strip()
+                for symbol in raw_symbols
+                if str(symbol).strip()
+            )
+        )
+
+    def _build_materialized_market_history(self, market_data_port):
+        load_market_history = self.broker_adapters.build_market_history_loader(market_data_port)
+        return {
+            symbol: _loaded_history_to_rows(load_market_history(None, symbol))
+            for symbol in self._market_history_symbols()
+        }
+
     def resolve_rebalance_plan(self, *, indicators, snapshot=None, account_state=None):
         available_inputs = set(self.available_inputs)
         resolved_snapshot = snapshot

tests/test_runtime_strategy_adapters.py

@@ -2,10 +2,15 @@
 from pathlib import Path
 from types import SimpleNamespace
 
+import pandas as pd
+
 
 ROOT = Path(__file__).resolve().parents[1]
 if str(ROOT) not in sys.path:
     sys.path.insert(0, str(ROOT))
+HK_STRATEGIES_SRC = ROOT.parent / "HkEquityStrategies" / "src"
+if str(HK_STRATEGIES_SRC) not in sys.path:
+    sys.path.insert(0, str(HK_STRATEGIES_SRC))
 
 from application.runtime_strategy_adapters import build_runtime_strategy_adapters
 
@@ -35,7 +40,9 @@ def build_price_history(self, market_data_port, symbol):
         signal_text_fn=lambda icon: f"signal:{icon}",
         translator=lambda key, **_kwargs: key,
         broker_adapters=FakeBrokerAdapters(),
-        calculate_rotation_indicators_fn=lambda *_args, **_kwargs: (_ for _ in ()).throw(AssertionError("unexpected fallback")),
+        calculate_rotation_indicators_fn=lambda *_args, **_kwargs: (
+            _ for _ in ()
+        ).throw(AssertionError("unexpected fallback")),
         build_strategy_evaluation_inputs_fn=lambda **_kwargs: {},
         map_strategy_decision_to_plan_fn=lambda *_args, **_kwargs: {},
     )
@@ -52,6 +59,58 @@ def build_price_history(self, market_data_port, symbol):
     }
 
 
+def test_runtime_strategy_adapters_materialize_hk_direct_market_history():
+    observed = {}
+
+    class FakeBrokerAdapters:
+        strategy_symbols = ("02800", "02834")
+
+        def build_market_data_port(self, quote_context):
+            observed["market_data_port_context"] = quote_context
+            return "market-data-port"
+
+        def build_market_history_loader(self, market_data_port):
+            observed["market_history_loader_port"] = market_data_port
+
+            def load_market_history(_broker_client, symbol):
+                observed.setdefault("history_calls", []).append(symbol)
+                return pd.Series(
+                    [10.0, 11.0],
+                    index=pd.to_datetime(["2026-05-29", "2026-06-01"], utc=True),
+                    dtype=float,
+                )
+
+            return load_market_history
+
+    adapters = build_runtime_strategy_adapters(
+        strategy_runtime=SimpleNamespace(evaluate=lambda **_kwargs: None),
+        strategy_profile="hk_listed_global_etf_rotation",
+        strategy_runtime_config={"universe_symbols": ("02800", "02834")},
+        available_inputs=("market_history",),
+        benchmark_symbol="QQQ",
+        signal_text_fn=lambda icon: f"signal:{icon}",
+        translator=lambda key, **_kwargs: key,
+        broker_adapters=FakeBrokerAdapters(),
+        calculate_rotation_indicators_fn=lambda *_args, **_kwargs: (
+            _ for _ in ()
+        ).throw(AssertionError("unexpected fallback")),
+        build_strategy_evaluation_inputs_fn=lambda **_kwargs: {},
+        map_strategy_decision_to_plan_fn=lambda *_args, **_kwargs: {},
+    )
+
+    result = adapters.calculate_strategy_indicators("quote-context")
+
+    assert observed["market_data_port_context"] == "quote-context"
+    assert observed["market_history_loader_port"] == "market-data-port"
+    assert observed["history_calls"] == ["02800", "02834"]
+    assert sorted(result["market_history"]) == ["02800", "02834"]
+    assert result["market_history"]["02800"][0]["date"] == pd.Timestamp(
+        "2026-05-29",
+        tz="UTC",
+    )
+    assert result["market_history"]["02800"][0]["close"] == 10.0
+
+
 def test_runtime_strategy_adapters_fall_back_to_rotation_indicators():
     observed = {}