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
@@ -0,0 +1,302 @@
+"""Property-based tests for Trading Engine HTTP API.
+
+Feature: autonomous-trading-engine
+
+Tests properties 35 and 29 from the design specification, covering
+configuration change audit trail and persistence round-trip for
+trading engine state via the FastAPI endpoints.
+"""
+
+from __future__ import annotations
+
+from hypothesis import given, settings
+from hypothesis import strategies as st
+from starlette.testclient import TestClient
+
+from services.trading.app import app
+
+# ---------------------------------------------------------------------------
+# Hypothesis strategies
+# ---------------------------------------------------------------------------
+
+_RISK_TIERS = st.sampled_from(["conservative", "moderate", "aggressive"])
+
+_CONFIG_UPDATES = st.fixed_dictionaries(
+    {},
+    optional={
+        "enabled": st.booleans(),
+        "risk_tier": _RISK_TIERS,
+        "reserve_siphon_pct": st.floats(
+            min_value=0.0, max_value=1.0,
+            allow_nan=False, allow_infinity=False,
+        ),
+        "polling_interval_seconds": st.integers(min_value=1, max_value=3600),
+        "absolute_position_cap": st.floats(
+            min_value=1.0, max_value=10_000.0,
+            allow_nan=False, allow_infinity=False,
+        ),
+        "active_pool_minimum": st.floats(
+            min_value=0.0, max_value=10_000.0,
+            allow_nan=False, allow_infinity=False,
+        ),
+        "micro_trading_enabled": st.booleans(),
+    },
+).filter(lambda d: len(d) > 0)  # at least one field must be set
+
+
+# ---------------------------------------------------------------------------
+# Module-level client with lifespan
+# ---------------------------------------------------------------------------
+
+# Use a stack to manage the TestClient context manager at module scope.
+_client: TestClient | None = None
+
+
+def _get_client() -> TestClient:
+    global _client
+    if _client is None:
+        _client = TestClient(app, raise_server_exceptions=True)
+        _client.__enter__()
+    return _client
+
+
+def teardown_module() -> None:
+    global _client
+    if _client is not None:
+        _client.__exit__(None, None, None)
+        _client = None
+
+
+# ---------------------------------------------------------------------------
+# Property 35: Configuration change audit trail
+# **Validates: Requirements 16.6**
+# ---------------------------------------------------------------------------
+
+
+class TestProperty35ConfigurationChangeAuditTrail:
+    """Property 35: Configuration change audit trail.
+
+    **Validates: Requirements 16.6**
+    """
+
+    @settings(max_examples=100)
+    @given(update=_CONFIG_UPDATES)
+    def test_config_update_returns_previous_and_new(
+        self, update: dict,
+    ) -> None:
+        """PUT /api/trading/config returns previous and new values for every changed field."""
+        client = _get_client()
+        resp = client.put("/api/trading/config", json=update)
+        assert resp.status_code == 200, f"Expected 200, got {resp.status_code}"
+
+        data = resp.json()
+        assert "previous" in data, "Response must include 'previous'"
+        assert "updated" in data, "Response must include 'updated'"
+        assert "change_source" in data, "Response must include 'change_source'"
+        assert "changed_at" in data, "Response must include 'changed_at'"
+
+        # Every field sent in the request must appear in both previous and updated
+        for field_name, new_value in update.items():
+            assert field_name in data["previous"], (
+                f"Field '{field_name}' missing from previous config"
+            )
+            assert field_name in data["updated"], (
+                f"Field '{field_name}' missing from updated config"
+            )
+            # The updated value must match what was sent
+            assert data["updated"][field_name] == new_value, (
+                f"Updated value for '{field_name}' should be {new_value}, "
+                f"got {data['updated'][field_name]}"
+            )
+
+    @settings(max_examples=100)
+    @given(update=_CONFIG_UPDATES)
+    def test_config_update_change_source_is_api(
+        self, update: dict,
+    ) -> None:
+        """PUT /api/trading/config always records change_source as 'api'."""
+        client = _get_client()
+        resp = client.put("/api/trading/config", json=update)
+        assert resp.status_code == 200
+        assert resp.json()["change_source"] == "api"
+
+
+# ---------------------------------------------------------------------------
+# Property 29: Persistence round-trip for trading engine state
+# **Validates: Requirements 3.2, 4.7, 5.5, 6.4, 14.3, 15.4, 16.1**
+# ---------------------------------------------------------------------------
+
+
+class TestProperty29PersistenceRoundTrip:
+    """Property 29: Persistence round-trip for trading engine state.
+
+    **Validates: Requirements 3.2, 4.7, 5.5, 6.4, 14.3, 15.4, 16.1**
+    """
+
+    def test_status_returns_valid_dict_with_expected_keys(self) -> None:
+        """GET /api/trading/status returns a dict with all expected keys."""
+        client = _get_client()
+        resp = client.get("/api/trading/status")
+        assert resp.status_code == 200
+
+        data = resp.json()
+        expected_keys = {
+            "enabled",
+            "paused",
+            "risk_tier",
+            "circuit_breaker_status",
+            "active_pool",
+            "reserve_pool",
+            "portfolio_heat",
+            "open_positions",
+            "last_decision_at",
+        }
+        assert expected_keys.issubset(data.keys()), (
+            f"Missing keys: {expected_keys - data.keys()}"
+        )
+
+    def test_pause_then_status_shows_paused(self) -> None:
+        """POST /api/trading/pause followed by GET /api/trading/status shows paused=true."""
+        client = _get_client()
+        pause_resp = client.post("/api/trading/pause")
+        assert pause_resp.status_code == 200
+        assert pause_resp.json()["paused"] is True
+
+        status_resp = client.get("/api/trading/status")
+        assert status_resp.status_code == 200
+        assert status_resp.json()["paused"] is True
+
+    def test_resume_then_status_shows_not_paused(self) -> None:
+        """POST /api/trading/resume followed by GET /api/trading/status shows paused=false."""
+        client = _get_client()
+        resume_resp = client.post("/api/trading/resume")
+        assert resume_resp.status_code == 200
+        assert resume_resp.json()["paused"] is False
+
+        status_resp = client.get("/api/trading/status")
+        assert status_resp.status_code == 200
+        assert status_resp.json()["paused"] is False
+
+    @settings(max_examples=100)
+    @given(risk_tier=_RISK_TIERS)
+    def test_config_round_trip_risk_tier(self, risk_tier: str) -> None:
+        """Setting risk_tier via config update is reflected in status."""
+        client = _get_client()
+        resp = client.put(
+            "/api/trading/config",
+            json={"risk_tier": risk_tier},
+        )
+        assert resp.status_code == 200
+        assert resp.json()["updated"]["risk_tier"] == risk_tier
+
+        status = client.get("/api/trading/status").json()
+        assert status["risk_tier"] == risk_tier
+
+    @settings(max_examples=100)
+    @given(enabled=st.booleans())
+    def test_config_round_trip_enabled(self, enabled: bool) -> None:
+        """Setting enabled via config update is reflected in status."""
+        client = _get_client()
+        resp = client.put(
+            "/api/trading/config",
+            json={"enabled": enabled},
+        )
+        assert resp.status_code == 200
+        assert resp.json()["updated"]["enabled"] == enabled
+
+        status = client.get("/api/trading/status").json()
+        assert status["enabled"] == enabled
+
+    def test_health_returns_ok(self) -> None:
+        """GET /health always returns status ok."""
+        client = _get_client()
+        resp = client.get("/health")
+        assert resp.status_code == 200
+        assert resp.json() == {"status": "ok"}
+
+    def test_ready_returns_boolean(self) -> None:
+        """GET /ready returns a dict with a boolean 'ready' field."""
+        client = _get_client()
+        resp = client.get("/ready")
+        assert resp.status_code == 200
+        assert isinstance(resp.json()["ready"], bool)
+
+    def test_backtest_returns_id(self) -> None:
+        """POST /api/trading/backtest returns a backtest_id string."""
+        client = _get_client()
+        resp = client.post(
+            "/api/trading/backtest",
+            json={
+                "start_date": "2024-01-01",
+                "end_date": "2024-06-30",
+                "initial_capital": 500.0,
+                "risk_tier": "moderate",
+            },
+        )
+        assert resp.status_code == 200
+        data = resp.json()
+        assert "backtest_id" in data
+        assert isinstance(data["backtest_id"], str)
+        assert len(data["backtest_id"]) > 0
+
+    def test_backtest_get_returns_placeholder(self) -> None:
+        """GET /api/trading/backtest/{id} returns a result dict."""
+        client = _get_client()
+        test_id = "test-123"
+        resp = client.get(f"/api/trading/backtest/{test_id}")
+        assert resp.status_code == 200
+        data = resp.json()
+        assert data["backtest_id"] == test_id
+
+    def test_decisions_returns_list(self) -> None:
+        """GET /api/trading/decisions returns a list."""
+        client = _get_client()
+        resp = client.get("/api/trading/decisions")
+        assert resp.status_code == 200
+        assert isinstance(resp.json(), list)
+
+    def test_metrics_returns_expected_keys(self) -> None:
+        """GET /api/trading/metrics returns a dict with expected metric keys."""
+        client = _get_client()
+        resp = client.get("/api/trading/metrics")
+        assert resp.status_code == 200
+        data = resp.json()
+        expected_keys = {
+            "total_portfolio_value",
+            "active_pool",
+            "reserve_pool",
+            "unrealized_pnl",
+            "realized_pnl",
+            "daily_pnl",
+            "win_rate",
+            "profit_factor",
+            "sharpe_ratio",
+            "max_drawdown",
+            "portfolio_heat",
+        }
+        assert expected_keys.issubset(data.keys()), (
+            f"Missing keys: {expected_keys - data.keys()}"
+        )
+
+    def test_metrics_history_returns_list(self) -> None:
+        """GET /api/trading/metrics/history returns a list."""
+        client = _get_client()
+        resp = client.get("/api/trading/metrics/history")
+        assert resp.status_code == 200
+        assert isinstance(resp.json(), list)
+
+    def test_notification_config_returns_dict(self) -> None:
+        """GET /api/trading/notifications/config returns a dict."""
+        client = _get_client()
+        resp = client.get("/api/trading/notifications/config")
+        assert resp.status_code == 200
+        data = resp.json()
+        assert "sms_enabled" in data
+        assert "email_enabled" in data
+
+    def test_notification_history_returns_list(self) -> None:
+        """GET /api/trading/notifications/history returns a list."""
+        client = _get_client()
+        resp = client.get("/api/trading/notifications/history")
+        assert resp.status_code == 200
+        assert isinstance(resp.json(), list)