Large Language Model (LLM) tools have demonstrated their potential to deliver high-quality assistance by providing instant, personalized feedback that is crucial for effective programming education. However, many of these tools operate independently from institutional Learning Management Systems, which creates a significant disconnect. This isolation limits the ability to leverage learning materials and exercise context for generating tailored, context-aware feedback. Furthermore, previous research on self-regulated learning and LLM support mainly focused on knowledge acquisition, not the development of important self-regulation skills. To address these challenges, we developed CodeRunner Agent, an LLM-based programming assistant that integrates the CodeRunner, a student-submitted code executing and automated grading plugin in Moodle. CodeRunner Agent empowers educators to customize AI-generated feedback by incorporating detailed context from lecture materials, programming questions, student answers, and execution results. Additionally, it enhances students' self-regulated learning by providing strategy-based AI responses. This integrated, context-aware, and skill-focused approach offers promising avenues for data-driven improvements in programming education.