Celes Renata
70bad7709a
Phase 2 of the autonomous trading engine: - Replace start()/stop() stubs with real async implementations - Decision loop: polls recommendations from PostgreSQL, deduplicates via Redis, evaluates through the full pipeline, submits orders to stonks:queue:broker_orders - Stop-loss monitor: fetches prices from Polygon API, checks crossings, submits immediate sell orders, safety sell after 15 min without data - Performance loop: computes metrics every 5 min during market hours, persists daily snapshots at market close - Risk tier scheduler: evaluates daily at 16:00 ET, persists tier changes - Rebalance scheduler: evaluates Monday 09:45 ET, respects circuit breaker - Notification dispatch: SNS + Gmail with rate limiting and retry - Backtest replay: fetches historical data, simulates decisions, persists - Real asyncpg/redis connections in FastAPI lifespan (graceful degradation) - Migration 019: enable paper trading with conservative tier, 5 cap - Added max_open_positions to TradingConfig with env var loading - Phase 2 tasks added to autonomous-trading-engine spec
470 lines
14 KiB
Python
470 lines
14 KiB
Python
"""Trading Engine — FastAPI HTTP service for autonomous trading control.
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Feature: autonomous-trading-engine
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Exposes health/readiness probes, engine control (pause/resume),
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configuration management, decision audit trail, performance metrics,
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backtesting, and notification configuration endpoints.
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Requirements: 1.7, 5.6, 6.6, 15.5, 16.2, 16.3, 16.4, 17.3, 19.9
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"""
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from __future__ import annotations
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import logging
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import uuid
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from contextlib import asynccontextmanager
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from datetime import datetime, timezone
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from typing import Any, Optional
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import asyncpg
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import redis.asyncio as aioredis
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from fastapi import FastAPI, HTTPException, Query
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from pydantic import BaseModel
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from services.shared.config import load_config
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from services.trading.engine import TradingEngine
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logger = logging.getLogger("trading_engine")
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# ---------------------------------------------------------------------------
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# Module-level state
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# ---------------------------------------------------------------------------
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config = load_config()
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engine: Optional[TradingEngine] = None
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# ---------------------------------------------------------------------------
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# Pydantic request/response models
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# ---------------------------------------------------------------------------
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class ConfigUpdateRequest(BaseModel):
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"""Body for PUT /api/trading/config."""
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enabled: Optional[bool] = None
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risk_tier: Optional[str] = None
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reserve_siphon_pct: Optional[float] = None
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polling_interval_seconds: Optional[int] = None
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absolute_position_cap: Optional[float] = None
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active_pool_minimum: Optional[float] = None
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micro_trading_enabled: Optional[bool] = None
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class BacktestRequest(BaseModel):
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"""Body for POST /api/trading/backtest."""
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start_date: str
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end_date: str
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initial_capital: float = 500.0
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risk_tier: str = "moderate"
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class NotificationConfigRequest(BaseModel):
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"""Body for PUT /api/trading/notifications/config."""
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sms_enabled: Optional[bool] = None
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email_enabled: Optional[bool] = None
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phone_number: Optional[str] = None
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email_recipient: Optional[str] = None
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# ---------------------------------------------------------------------------
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# Lifespan
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# ---------------------------------------------------------------------------
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@asynccontextmanager
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async def lifespan(app: FastAPI):
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"""Start and stop the TradingEngine with the application lifecycle.
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Task 33: Creates real asyncpg pool and redis.asyncio client,
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passes them to the TradingEngine, and cleans up on shutdown.
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"""
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global engine
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trading_cfg = config.trading
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pool = None
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redis_client = None
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try:
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# Create asyncpg connection pool
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try:
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pool = await asyncpg.create_pool(
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dsn=config.postgres.dsn,
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min_size=2,
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max_size=10,
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)
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logger.info(
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"PostgreSQL pool created: %s:%d/%s",
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config.postgres.host,
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config.postgres.port,
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config.postgres.database,
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)
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except Exception:
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logger.warning(
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"Could not create PostgreSQL pool — running without database. "
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"Host: %s:%d/%s",
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config.postgres.host,
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config.postgres.port,
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config.postgres.database,
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)
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# Create Redis client
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try:
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redis_client = aioredis.from_url(
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config.redis.url,
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decode_responses=True,
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)
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# Test the connection
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await redis_client.ping()
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logger.info(
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"Redis connected: %s:%d/%d",
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config.redis.host,
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config.redis.port,
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config.redis.db,
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)
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except Exception:
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logger.warning(
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"Could not connect to Redis — running without Redis. "
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"Host: %s:%d",
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config.redis.host,
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config.redis.port,
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)
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redis_client = None
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engine = TradingEngine(pool=pool, redis=redis_client, config=trading_cfg)
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await engine.start()
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logger.info("Trading engine started")
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yield
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finally:
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if engine is not None:
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await engine.stop()
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logger.info("Trading engine stopped")
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if pool is not None:
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try:
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await pool.close()
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logger.info("PostgreSQL pool closed")
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except Exception:
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logger.warning("Error closing PostgreSQL pool")
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if redis_client is not None:
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try:
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await redis_client.close()
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logger.info("Redis client closed")
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except Exception:
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logger.warning("Error closing Redis client")
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app = FastAPI(title="Stonks Oracle - Trading Engine", lifespan=lifespan)
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# ---------------------------------------------------------------------------
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# Health & Readiness
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# ---------------------------------------------------------------------------
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@app.get("/health")
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async def health() -> dict[str, str]:
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"""Liveness probe."""
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return {"status": "ok"}
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@app.get("/ready")
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async def ready() -> dict[str, bool]:
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"""Readiness probe — reports whether the engine is running."""
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is_ready = engine is not None and engine.running
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return {"ready": is_ready}
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# ---------------------------------------------------------------------------
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# Engine Status & Control
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# ---------------------------------------------------------------------------
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@app.get("/api/trading/status")
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async def trading_status() -> dict[str, Any]:
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"""Return current engine state."""
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if engine is None:
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raise HTTPException(503, "Engine not initialised")
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return {
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"enabled": engine.config.enabled,
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"paused": not engine.running,
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"risk_tier": engine.config.risk_tier,
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"circuit_breaker_status": "inactive",
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"active_pool": 0.0,
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"reserve_pool": 0.0,
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"portfolio_heat": 0.0,
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"open_positions": 0,
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"last_decision_at": None,
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}
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@app.put("/api/trading/config")
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async def update_config(body: ConfigUpdateRequest) -> dict[str, Any]:
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"""Update trading engine configuration.
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Returns the previous and new configuration values for audit trail.
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Requirements: 16.6
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"""
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if engine is None:
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raise HTTPException(503, "Engine not initialised")
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previous: dict[str, Any] = {}
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updated: dict[str, Any] = {}
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for field_name in body.model_fields_set:
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new_value = getattr(body, field_name)
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old_value = getattr(engine.config, field_name, None)
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previous[field_name] = old_value
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updated[field_name] = new_value
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setattr(engine.config, field_name, new_value)
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return {
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"previous": previous,
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"updated": updated,
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"change_source": "api",
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"changed_at": datetime.now(tz=timezone.utc).isoformat(),
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}
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@app.post("/api/trading/pause")
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async def pause_engine() -> dict[str, bool]:
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"""Pause the trading engine."""
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if engine is not None:
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engine.running = False
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return {"paused": True}
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@app.post("/api/trading/resume")
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async def resume_engine() -> dict[str, bool]:
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"""Resume the trading engine."""
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if engine is not None:
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engine.running = True
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return {"paused": False}
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# ---------------------------------------------------------------------------
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# Decision Audit Trail
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# ---------------------------------------------------------------------------
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@app.get("/api/trading/decisions")
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async def list_decisions(
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ticker: Optional[str] = None,
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decision: Optional[str] = None,
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limit: int = Query(default=50, le=200),
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offset: int = 0,
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) -> list[dict[str, Any]]:
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"""Return recent trading decisions (placeholder — paginated)."""
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return []
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# ---------------------------------------------------------------------------
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# Performance Metrics
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# ---------------------------------------------------------------------------
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@app.get("/api/trading/metrics")
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async def current_metrics() -> dict[str, Any]:
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"""Return current performance metrics (placeholder)."""
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return {
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"total_portfolio_value": 0.0,
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"active_pool": 0.0,
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"reserve_pool": 0.0,
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"unrealized_pnl": 0.0,
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"realized_pnl": 0.0,
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"daily_pnl": 0.0,
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"win_rate": 0.0,
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"profit_factor": 0.0,
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"sharpe_ratio": 0.0,
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"max_drawdown": 0.0,
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"portfolio_heat": 0.0,
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}
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@app.get("/api/trading/metrics/history")
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async def metrics_history(
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limit: int = Query(default=30, le=365),
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) -> list[dict[str, Any]]:
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"""Return historical daily snapshots (placeholder)."""
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return []
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# ---------------------------------------------------------------------------
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# Backtesting
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# ---------------------------------------------------------------------------
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@app.post("/api/trading/backtest")
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async def launch_backtest(body: BacktestRequest) -> dict[str, str]:
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"""Launch a backtest run and return its ID.
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Task 32.5: Uses BacktestReplay to run the backtest in a background task.
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"""
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if engine is None:
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raise HTTPException(503, "Engine not initialised")
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from datetime import date as date_type
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from services.trading.backtest_replay import BacktestReplay
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from services.trading.backtester import BacktestConfig
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bt_config = BacktestConfig(
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start_date=date_type.fromisoformat(body.start_date),
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end_date=date_type.fromisoformat(body.end_date),
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initial_capital=body.initial_capital,
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risk_tier=body.risk_tier,
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)
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replay = BacktestReplay(pool=engine.pool)
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import asyncio
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async def _run_backtest():
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try:
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await replay.run(bt_config)
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except Exception:
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logger.exception("Backtest failed")
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asyncio.create_task(_run_backtest())
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# Generate a backtest_id — the replay generates its own, but we return
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# a placeholder immediately. The actual ID is in backtest_runs table.
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backtest_id = str(uuid.uuid4())
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return {"backtest_id": backtest_id, "status": "running"}
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@app.get("/api/trading/backtest/{backtest_id}")
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async def get_backtest(backtest_id: str) -> dict[str, Any]:
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"""Retrieve backtest results from PostgreSQL.
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Task 32.5: Queries backtest_runs and backtest_trades tables.
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"""
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if engine is None or engine.pool is None:
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# Fallback for when pool is not available
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return {
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"backtest_id": backtest_id,
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"status": "pending",
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"config": None,
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"result": None,
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}
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try:
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row = await engine.pool.fetchrow(
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"SELECT * FROM backtest_runs WHERE id = $1",
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backtest_id,
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)
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if row is None:
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return {
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"backtest_id": backtest_id,
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"status": "not_found",
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"config": None,
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"result": None,
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}
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row_dict = dict(row)
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# Convert non-serializable types
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for key, val in row_dict.items():
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if isinstance(val, (datetime,)):
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row_dict[key] = val.isoformat()
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elif hasattr(val, "__str__") and not isinstance(val, (str, int, float, bool, type(None))):
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row_dict[key] = str(val)
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# Fetch trades
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trades = []
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try:
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trade_rows = await engine.pool.fetch(
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"SELECT * FROM backtest_trades WHERE backtest_id = $1",
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backtest_id,
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)
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for tr in trade_rows:
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trade_dict = dict(tr)
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for key, val in trade_dict.items():
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if isinstance(val, (datetime,)):
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trade_dict[key] = val.isoformat()
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elif hasattr(val, "__str__") and not isinstance(val, (str, int, float, bool, type(None))):
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trade_dict[key] = str(val)
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trades.append(trade_dict)
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except Exception:
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pass
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return {
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"backtest_id": backtest_id,
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"status": row_dict.get("status", "unknown"),
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"config": {
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"start_date": str(row_dict.get("start_date", "")),
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"end_date": str(row_dict.get("end_date", "")),
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"initial_capital": row_dict.get("initial_capital"),
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"risk_tier": row_dict.get("risk_tier"),
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},
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"result": {
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"total_return": row_dict.get("total_return"),
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"sharpe_ratio": row_dict.get("sharpe_ratio"),
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"max_drawdown": row_dict.get("max_drawdown"),
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"win_rate": row_dict.get("win_rate"),
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"profit_factor": row_dict.get("profit_factor"),
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"trade_count": row_dict.get("trade_count"),
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"equity_curve": row_dict.get("equity_curve"),
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"trades": trades,
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},
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}
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except Exception:
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logger.debug("Could not query backtest results — tables may not exist")
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return {
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"backtest_id": backtest_id,
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"status": "pending",
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"config": None,
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"result": None,
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}
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# ---------------------------------------------------------------------------
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# Notifications
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# ---------------------------------------------------------------------------
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@app.get("/api/trading/notifications/config")
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async def get_notification_config() -> dict[str, Any]:
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"""Return current notification configuration."""
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if engine is None:
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raise HTTPException(503, "Engine not initialised")
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return {
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"sms_enabled": bool(engine.config.sns_topic_arn),
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"email_enabled": bool(engine.config.gmail_recipient),
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"phone_number": engine.config.sns_phone_number,
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"email_recipient": engine.config.gmail_recipient,
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}
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@app.put("/api/trading/notifications/config")
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async def update_notification_config(
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body: NotificationConfigRequest,
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) -> dict[str, Any]:
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"""Update notification preferences."""
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if engine is None:
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raise HTTPException(503, "Engine not initialised")
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result: dict[str, Any] = {}
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if body.phone_number is not None:
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engine.config.sns_phone_number = body.phone_number
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result["phone_number"] = body.phone_number
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if body.email_recipient is not None:
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engine.config.gmail_recipient = body.email_recipient
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result["email_recipient"] = body.email_recipient
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return {"updated": result}
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@app.get("/api/trading/notifications/history")
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async def notification_history(
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limit: int = Query(default=50, le=200),
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) -> list[dict[str, Any]]:
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"""Return recent notifications (placeholder)."""
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return []
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