feat: autonomous trading engine — full implementation

- Database migration 018 with 13 tables for trading engine state - Trading engine service (services/trading/) with 12 pure computation modules: position sizer, stop-loss manager, reserve pool, circuit breaker, risk tier controller, correlation matrix, tax lots, trading window, gradual entry, notifications, micro-trading, backtester - Core TradingEngine with pre-trade evaluation pipeline and integration wiring - FastAPI HTTP service with 14 endpoints (health, config, decisions, metrics, backtest) - Performance tracker with Sharpe ratio, drawdown, profit factor computation - 194 Python tests (165 property-based + 29 integration) - Frontend: 13 TanStack Query hooks, 7 dashboard panels, tabbed Trading Engine page - Helm chart entry, network policy, nginx proxy, ingress for trading-engine - Shared infrastructure: enums, Redis keys, TradingConfig in AppConfig
2026-04-15 16:12:22 +00:00
parent da86132f0c
commit 4ffde8cc06
58 changed files with 14168 additions and 1 deletions
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+/**
+ * TanStack Query hooks for the Trading Engine API.
+ * All endpoints are proxied through /trading/ in nginx.
+ * Requirements: 14.4, 14.5, 14.6, 14.7, 15.6, 16.5, 17.4, 19.10, 20.9
+ */
+import { useQuery, useMutation, useQueryClient } from '@tanstack/react-query';
+import { apiGet, apiPost, apiPut } from './client';
+
+// ---------------------------------------------------------------------------
+// Types
+// ---------------------------------------------------------------------------
+
+export interface TradingEngineStatus {
+  enabled: boolean;
+  paused: boolean;
+  risk_tier: string;
+  circuit_breaker_active: boolean;
+  circuit_breaker_trigger_type: string | null;
+  circuit_breaker_cooldown_expires: string | null;
+  active_pool: number;
+  reserve_pool: number;
+  portfolio_heat: number;
+  portfolio_value: number;
+  open_position_count: number;
+  last_decision_at: string | null;
+  micro_trading_enabled: boolean;
+  uptime_seconds: number | null;
+}
+
+export interface TradingDecision {
+  id: string;
+  recommendation_id: string | null;
+  decision: string;
+  skip_reason: string | null;
+  ticker: string;
+  computed_position_size: number | null;
+  computed_share_quantity: number | null;
+  risk_tier_at_decision: string;
+  portfolio_heat_at_decision: number | null;
+  active_pool_at_decision: number | null;
+  reserve_pool_at_decision: number | null;
+  circuit_breaker_status: string;
+  correlation_check_result: Record<string, unknown>;
+  sector_exposure_check_result: Record<string, unknown>;
+  earnings_proximity_flag: boolean;
+  is_micro_trade: boolean;
+  decision_trace: Record<string, unknown>;
+  created_at: string;
+}
+
+export interface TradingMetrics {
+  total_portfolio_value: number;
+  active_pool: number;
+  reserve_pool: number;
+  unrealized_pnl: number;
+  realized_pnl: number;
+  daily_pnl: number;
+  win_count: number;
+  loss_count: number;
+  win_rate: number;
+  avg_win: number;
+  avg_loss: number;
+  profit_factor: number;
+  sharpe_ratio: number;
+  max_drawdown: number;
+  current_drawdown_pct: number;
+  portfolio_heat: number;
+  computed_at: string;
+}
+
+export interface PortfolioSnapshot {
+  id: string;
+  snapshot_date: string;
+  portfolio_value: number;
+  active_pool: number;
+  reserve_pool: number;
+  daily_return: number | null;
+  cumulative_return: number | null;
+  unrealized_pnl: number | null;
+  realized_pnl: number | null;
+  win_count: number;
+  loss_count: number;
+  win_rate: number | null;
+  sharpe_ratio: number | null;
+  max_drawdown: number | null;
+  current_drawdown_pct: number | null;
+  portfolio_heat: number | null;
+  risk_tier: string | null;
+  positions: unknown[];
+  metrics: Record<string, unknown>;
+  created_at: string;
+}
+
+export interface TradingEngineConfig {
+  id: string;
+  enabled: boolean;
+  paused: boolean;
+  risk_tier: string;
+  reserve_siphon_pct: number;
+  polling_interval_seconds: number;
+  gradual_entry_tranches: number;
+  gradual_entry_threshold_dollars: number;
+  gradual_entry_interval_minutes: number;
+  trading_window_start_minutes: number;
+  trading_window_end_minutes: number;
+  max_open_positions: number;
+  circuit_breaker_daily_loss_pct: number;
+  circuit_breaker_single_position_loss_pct: number;
+  circuit_breaker_ticker_cooldown_hours: number;
+  circuit_breaker_volatility_pause_hours: number;
+  circuit_breaker_stop_loss_hits_threshold: number;
+  circuit_breaker_stop_loss_window_minutes: number;
+  active_pool_minimum: number;
+  emergency_drawdown_threshold_pct: number;
+  reserve_high_water_pct: number;
+  absolute_position_cap: number;
+  correlation_reduction_threshold: number;
+  correlation_rejection_threshold: number;
+  earnings_pre_window_days: number;
+  earnings_post_cooldown_days: number;
+  micro_trading_enabled: boolean;
+  micro_trading_interval_seconds: number;
+  micro_trading_allocation_cap_pct: number;
+  micro_trading_max_daily: number;
+  micro_trading_max_hold_minutes: number;
+  notification_sms_enabled: boolean;
+  notification_email_enabled: boolean;
+  notification_phone_number: string | null;
+  notification_email_recipient: string | null;
+  notification_sns_topic_arn: string | null;
+  notification_rate_limit_sms_per_hour: number;
+  notification_rate_limit_email_per_hour: number;
+  notification_daily_summary_time: string;
+  created_at: string;
+  updated_at: string;
+}
+
+export interface BacktestResult {
+  id: string;
+  start_date: string;
+  end_date: string;
+  initial_capital: number;
+  risk_tier: string;
+  config: Record<string, unknown>;
+  total_return: number | null;
+  sharpe_ratio: number | null;
+  max_drawdown: number | null;
+  win_rate: number | null;
+  profit_factor: number | null;
+  trade_count: number | null;
+  equity_curve: Array<{ date: string; portfolio_value: number }>;
+  status: string;
+  completed_at: string | null;
+  created_at: string;
+}
+
+export interface NotificationConfig {
+  sms_enabled: boolean;
+  email_enabled: boolean;
+  phone_number: string | null;
+  email_recipient: string | null;
+  sns_topic_arn: string | null;
+  rate_limit_sms_per_hour: number;
+  rate_limit_email_per_hour: number;
+  daily_summary_time: string;
+}
+
+export interface NotificationRecord {
+  id: string;
+  channel: string;
+  event_type: string;
+  message: string;
+  delivery_status: string;
+  retry_count: number;
+  error_message: string | null;
+  created_at: string;
+  delivered_at: string | null;
+}
+
+// ---------------------------------------------------------------------------
+// Query hooks
+// ---------------------------------------------------------------------------
+
+/** Fetch current trading engine status (risk tier, circuit breaker, pools, etc.) */
+export function useTradingStatus() {
+  return useQuery<TradingEngineStatus>({
+    queryKey: ['trading-status'],
+    queryFn: () => apiGet<TradingEngineStatus>('trading', '/api/trading/status'),
+  });
+}
+
+/** Fetch recent trading decisions with optional pagination and filters. */
+export function useTradingDecisions(params?: {
+  ticker?: string;
+  decision?: string;
+  is_micro_trade?: boolean;
+  limit?: number;
+  offset?: number;
+}) {
+  const qs = new URLSearchParams();
+  if (params?.ticker) qs.set('ticker', params.ticker);
+  if (params?.decision) qs.set('decision', params.decision);
+  if (params?.is_micro_trade !== undefined) qs.set('is_micro_trade', String(params.is_micro_trade));
+  if (params?.limit) qs.set('limit', String(params.limit));
+  if (params?.offset) qs.set('offset', String(params.offset));
+  const path = `/api/trading/decisions${qs.toString() ? '?' + qs : ''}`;
+  return useQuery<TradingDecision[]>({
+    queryKey: ['trading-decisions', params],
+    queryFn: () => apiGet<TradingDecision[]>('trading', path),
+  });
+}
+
+/** Fetch current performance metrics. */
+export function useTradingMetrics() {
+  return useQuery<TradingMetrics>({
+    queryKey: ['trading-metrics'],
+    queryFn: () => apiGet<TradingMetrics>('trading', '/api/trading/metrics'),
+  });
+}
+
+/** Fetch historical daily portfolio snapshots. */
+export function useTradingMetricsHistory() {
+  return useQuery<PortfolioSnapshot[]>({
+    queryKey: ['trading-metrics-history'],
+    queryFn: () => apiGet<PortfolioSnapshot[]>('trading', '/api/trading/metrics/history'),
+  });
+}
+
+/** Fetch trading engine configuration. */
+export function useTradingConfig() {
+  return useQuery<TradingEngineConfig>({
+    queryKey: ['trading-config'],
+    queryFn: () => apiGet<TradingEngineConfig>('trading', '/api/trading/config'),
+  });
+}
+
+/** Fetch a backtest result by ID. */
+export function useBacktestResult(id: string | undefined) {
+  return useQuery<BacktestResult>({
+    queryKey: ['backtest-result', id],
+    queryFn: () => apiGet<BacktestResult>('trading', `/api/trading/backtest/${id}`),
+    enabled: !!id,
+  });
+}
+
+/** Fetch notification preferences. */
+export function useNotificationConfig() {
+  return useQuery<NotificationConfig>({
+    queryKey: ['notification-config'],
+    queryFn: () => apiGet<NotificationConfig>('trading', '/api/trading/notifications/config'),
+  });
+}
+
+/** Fetch notification history. */
+export function useNotificationHistory() {
+  return useQuery<NotificationRecord[]>({
+    queryKey: ['notification-history'],
+    queryFn: () => apiGet<NotificationRecord[]>('trading', '/api/trading/notifications/history'),
+  });
+}
+
+// ---------------------------------------------------------------------------
+// Mutation hooks
+// ---------------------------------------------------------------------------
+
+/** Update trading engine configuration. */
+export function useUpdateTradingConfig() {
+  const qc = useQueryClient();
+  return useMutation({
+    mutationFn: (body: Partial<TradingEngineConfig>) =>
+      apiPut<TradingEngineConfig>('trading', '/api/trading/config', body),
+    onSuccess: () => {
+      qc.invalidateQueries({ queryKey: ['trading-config'] });
+      qc.invalidateQueries({ queryKey: ['trading-status'] });
+    },
+  });
+}
+
+/** Pause the trading engine. */
+export function usePauseTradingEngine() {
+  const qc = useQueryClient();
+  return useMutation({
+    mutationFn: () => apiPost<unknown>('trading', '/api/trading/pause', {}),
+    onSuccess: () => qc.invalidateQueries({ queryKey: ['trading-status'] }),
+  });
+}
+
+/** Resume the trading engine. */
+export function useResumeTradingEngine() {
+  const qc = useQueryClient();
+  return useMutation({
+    mutationFn: () => apiPost<unknown>('trading', '/api/trading/resume', {}),
+    onSuccess: () => qc.invalidateQueries({ queryKey: ['trading-status'] }),
+  });
+}
+
+/** Launch a new backtest run. */
+export function useBacktestLaunch() {
+  const qc = useQueryClient();
+  return useMutation({
+    mutationFn: (body: { start_date: string; end_date: string; initial_capital: number; risk_tier: string }) =>
+      apiPost<BacktestResult>('trading', '/api/trading/backtest', body),
+    onSuccess: () => qc.invalidateQueries({ queryKey: ['backtest-result'] }),
+  });
+}
+
+/** Update notification preferences. */
+export function useUpdateNotificationConfig() {
+  const qc = useQueryClient();
+  return useMutation({
+    mutationFn: (body: Partial<NotificationConfig>) =>
+      apiPut<NotificationConfig>('trading', '/api/trading/notifications/config', body),
+    onSuccess: () => qc.invalidateQueries({ queryKey: ['notification-config'] }),
+  });
+}