Celes Renata
4ffde8cc06
- 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
296 lines
8.6 KiB
Python
296 lines
8.6 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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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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global engine
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trading_cfg = config.trading
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engine = TradingEngine(pool=None, redis=None, 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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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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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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backtest_id = str(uuid.uuid4())
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return {"backtest_id": backtest_id}
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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 (placeholder)."""
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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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