""" Pattern Lab router — historical backtest for pattern discovery. Prefix: /api/pattern-lab """ import json import uuid from datetime import datetime from typing import Optional, List from fastapi import APIRouter, HTTPException, BackgroundTasks from pydantic import BaseModel from services.database import get_conn, get_config, save_custom_pattern router = APIRouter(prefix="/api/pattern-lab", tags=["pattern-lab"]) # ── Pydantic models ──────────────────────────────────────────────────────────── class RunRequest(BaseModel): preset_id: Optional[str] = None theme: str analysis_date: str # YYYY-MM-DD horizon_days: int = 90 assets: List[str] theme_hint: str class EvaluateRequest(BaseModel): pass class SavePatternRequest(BaseModel): run_id: str pattern_index: int name: Optional[str] = None category: Optional[str] = None signal_direction: Optional[str] = None asset_class: Optional[str] = "indices" class InstrumentScanRequest(BaseModel): ticker: str instrument_name: str start_date: str # YYYY-MM-DD end_date: str # YYYY-MM-DD horizon_days: int = 90 # ── Helpers ──────────────────────────────────────────────────────────────────── def _get_run(run_id: str) -> dict: conn = get_conn() row = conn.execute("SELECT * FROM backtest_lab_runs WHERE id=?", (run_id,)).fetchone() conn.close() if not row: raise HTTPException(404, "Run not found") return dict(row) def _row_to_dict(row) -> dict: d = dict(row) for field in ("assets", "context_snapshot", "ai_result", "outcome"): if d.get(field) and isinstance(d[field], str): try: d[field] = json.loads(d[field]) except Exception: pass return d # ── Endpoints ────────────────────────────────────────────────────────────────── @router.post("/run") async def create_run(req: RunRequest): """Build historical context + run AI analysis. Returns run with AI patterns.""" from services.pattern_lab import build_historical_context, run_ai_backtest openai_key = get_config("openai_api_key") or "" if not openai_key: raise HTTPException(400, "OpenAI API key not configured") run_id = f"LAB_{uuid.uuid4().hex[:8].upper()}" now = datetime.utcnow().isoformat() # Persist run in pending state conn = get_conn() conn.execute("""INSERT INTO backtest_lab_runs (id, preset_id, theme, analysis_date, horizon_days, assets, theme_hint, status, created_at) VALUES (?,?,?,?,?,?,?,'running',?)""", ( run_id, req.preset_id, req.theme, req.analysis_date, req.horizon_days, json.dumps(req.assets), req.theme_hint, now, )) conn.commit() conn.close() try: # Step 1: historical context context = build_historical_context(req.analysis_date, req.assets) # Step 2: AI analysis ai_result = await run_ai_backtest(context, req.theme_hint, req.horizon_days, openai_key) # Persist results conn = get_conn() conn.execute("""UPDATE backtest_lab_runs SET context_snapshot=?, ai_result=?, status='done' WHERE id=?""", ( json.dumps(context), json.dumps(ai_result), run_id, )) conn.commit() conn.close() return { "run_id": run_id, "status": "done", "context": context, "ai_result": ai_result, } except Exception as e: conn = get_conn() conn.execute("UPDATE backtest_lab_runs SET status='error', error_msg=? WHERE id=?", (str(e), run_id)) conn.commit() conn.close() raise HTTPException(500, f"Backtest failed: {e}") @router.post("/evaluate/{run_id}") def evaluate_run(run_id: str): """Fetch actual prices at T+horizon and score each AI pattern.""" from services.pattern_lab import evaluate_outcomes run = _get_run(run_id) if run["status"] not in ("done", "evaluated"): raise HTTPException(400, f"Run status is '{run['status']}', must be 'done' first") outcomes = evaluate_outcomes(run) conn = get_conn() conn.execute("""UPDATE backtest_lab_runs SET outcome=?, status='evaluated', evaluated_at=datetime('now') WHERE id=?""", (json.dumps(outcomes), run_id)) conn.commit() conn.close() return {"run_id": run_id, "outcomes": outcomes} @router.get("/runs") def list_runs(): conn = get_conn() rows = conn.execute("""SELECT id, preset_id, theme, analysis_date, horizon_days, assets, status, created_at, evaluated_at, outcome, ai_result FROM backtest_lab_runs ORDER BY created_at DESC LIMIT 100""").fetchall() conn.close() return [_row_to_dict(r) for r in rows] @router.get("/runs/{run_id}") def get_run(run_id: str): return _row_to_dict(_get_run(run_id)) @router.delete("/purge-all") def purge_all_runs(): """Delete all Pattern Lab runs.""" conn = get_conn() conn.execute("DELETE FROM backtest_lab_runs") n = conn.total_changes conn.commit() conn.close() return {"deleted": n} @router.delete("/runs/{run_id}") def delete_run(run_id: str): conn = get_conn() conn.execute("DELETE FROM backtest_lab_runs WHERE id=?", (run_id,)) conn.commit() conn.close() return {"deleted": run_id} @router.post("/instrument-scan") async def instrument_scan(req: InstrumentScanRequest): """Scan an instrument's historical price action to extract pattern instances.""" from services.pattern_lab import run_instrument_scan openai_key = get_config("openai_api_key") or "" if not openai_key: raise HTTPException(400, "OpenAI API key not configured") run_id = f"LAB_INS_{uuid.uuid4().hex[:8].upper()}" now = datetime.utcnow().isoformat() conn = get_conn() conn.execute("""INSERT INTO backtest_lab_runs (id, preset_id, theme, analysis_date, horizon_days, assets, theme_hint, status, created_at) VALUES (?,?,?,?,?,?,?,'running',?)""", ( run_id, "instrument_scan", f"Instrument Scan: {req.instrument_name}", req.start_date, req.horizon_days, json.dumps([req.ticker]), json.dumps({"type": "instrument", "ticker": req.ticker, "instrument_name": req.instrument_name, "start_date": req.start_date, "end_date": req.end_date}), now, )) conn.commit() conn.close() try: ai_result = await run_instrument_scan( req.ticker, req.instrument_name, req.start_date, req.end_date, req.horizon_days, openai_key, ) conn = get_conn() conn.execute("""UPDATE backtest_lab_runs SET ai_result=?, status='done' WHERE id=?""", (json.dumps(ai_result), run_id)) conn.commit() conn.close() return {"run_id": run_id, "status": "done", "ai_result": ai_result} except Exception as e: conn = get_conn() conn.execute("UPDATE backtest_lab_runs SET status='error', error_msg=? WHERE id=?", (str(e), run_id)) conn.commit() conn.close() raise HTTPException(500, f"Instrument scan failed: {e}") @router.post("/evaluate-instrument/{run_id}") def evaluate_instrument_run(run_id: str): """Evaluate outcomes for an instrument scan (per-pattern dates).""" from services.pattern_lab import evaluate_instrument_outcomes run = _get_run(run_id) if run["status"] not in ("done", "evaluated"): raise HTTPException(400, f"Run status is '{run['status']}', must be 'done' first") outcomes = evaluate_instrument_outcomes(run) conn = get_conn() conn.execute("""UPDATE backtest_lab_runs SET outcome=?, status='evaluated', evaluated_at=datetime('now') WHERE id=?""", (json.dumps(outcomes), run_id)) conn.commit() conn.close() return {"run_id": run_id, "outcomes": outcomes} @router.post("/save-pattern") def save_pattern_from_run(req: SavePatternRequest): """Promote one AI-suggested pattern (with its outcome) to the pattern library.""" run = _get_run(req.run_id) ai_result = json.loads(run.get("ai_result") or "{}") patterns = ai_result.get("patterns", []) if req.pattern_index >= len(patterns): raise HTTPException(400, "pattern_index out of range") pat = patterns[req.pattern_index] outcome_list: list = [] if run.get("outcome"): try: outcome_list = json.loads(run["outcome"]) if isinstance(run["outcome"], str) else run["outcome"] except Exception: pass # Match outcome for this pattern outcome = next((o for o in outcome_list if o.get("pattern_name") == pat.get("name")), None) hit = bool(outcome.get("hit")) if outcome else None actual_move = outcome.get("actual_move_pct") if outcome else None pat_name = req.name or pat.get("name", "Unnamed Pattern") # Check if same name already exists → update reliability counters conn = get_conn() existing = conn.execute( "SELECT id, backtest_hits, backtest_runs_count FROM custom_patterns WHERE name=? AND source='backtested'", (pat_name,) ).fetchone() if existing: new_hits = (existing["backtest_hits"] or 0) + (1 if hit else 0) new_runs = (existing["backtest_runs_count"] or 0) + 1 conn.execute("""UPDATE custom_patterns SET backtest_hits=?, backtest_runs_count=?, updated_at=datetime('now') WHERE id=?""", (new_hits, new_runs, existing["id"])) conn.commit() conn.close() return {"saved": existing["id"], "action": "updated", "backtest_hits": new_hits, "backtest_runs_count": new_runs} # New pattern new_id = f"P_LAB_{uuid.uuid4().hex[:6].upper()}" historical_instance = { "date": run["analysis_date"], "horizon": run["horizon_days"], "theme": run["theme"], "hit": hit, "actual_move_pct": actual_move, } conn.execute("""INSERT INTO custom_patterns ( id, name, description, triggers, keywords, historical_instances, suggested_trades, asset_class, expected_move_pct, probability, horizon_days, source, category, signal_direction, backtest_hits, backtest_runs_count, is_active, taxonomy_path, updated_at ) VALUES (?,?,?,?,?,?,?,?,?,?,?,'backtested',?,?,?,?,1,'[]',datetime('now'))""", ( new_id, pat_name, pat.get("description", ""), json.dumps([]), json.dumps([]), json.dumps([historical_instance]), json.dumps([{ "underlying": pat.get("underlying", ""), "strategy": pat.get("strategy", ""), "expected_move_pct": pat.get("expected_move_pct", 0), "asset_class": req.asset_class, }]), req.asset_class or "indices", pat.get("expected_move_pct", 0), pat.get("confidence", 50) / 100, pat.get("horizon_days", run["horizon_days"]), req.category or pat.get("category", ""), req.signal_direction or pat.get("signal_direction", ""), 1 if hit else 0, 1, )) conn.commit() conn.close() return {"saved": new_id, "action": "created", "backtest_hits": 1 if hit else 0, "backtest_runs_count": 1}