b4f3089c58
Backend: - Tables var_snapshots + pnl_snapshots dans SQLite (contexte macro + prix tickers) - var_service.py : save_var_snapshot, save_pnl_snapshot + fonctions get_* - var_scheduler.py : threads APScheduler pour VaR (défaut 6h) et PnL (défaut 1h) - router var.py : /run-now (POST compute+save), /latest, /snapshots, /pnl/run-now, /pnl/latest, /scheduler/status, /scheduler/config - main.py : démarrage des deux schedulers au startup Frontend: - VaRAnalysis.tsx : plus d'auto-fetch ; charge le dernier snapshot DB au mount ; bouton "Calculer" → POST /run-now ; erreur backend = message clair ; historique de snapshots sélectionnables - Config.tsx : section "Schedulers VaR & PnL" dans l'onglet cycle avec toggle enable/disable, intervalle, et boutons "Snapshot maintenant" Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
125 lines
3.7 KiB
Python
125 lines
3.7 KiB
Python
"""Periodic scheduler for VaR and PnL snapshots."""
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from __future__ import annotations
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import logging
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import threading
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from datetime import datetime, timedelta
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logger = logging.getLogger(__name__)
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_var_thread: threading.Thread | None = None
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_pnl_thread: threading.Thread | None = None
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_var_stop = threading.Event()
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_pnl_stop = threading.Event()
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def _var_loop(stop: threading.Event):
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while not stop.wait(0):
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from .database import get_config
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try:
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enabled = (get_config("var_scheduler_enabled") or "false").lower() == "true"
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hours = float(get_config("var_scheduler_hours") or "6")
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except Exception:
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enabled, hours = False, 6.0
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if not enabled:
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stop.wait(timeout=300)
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continue
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# Run snapshot
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try:
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from .var_service import compute_var, save_var_snapshot
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result = compute_var()
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if "error" not in result:
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save_var_snapshot(result, confidence=0.95, horizon_days=1,
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lookback_days=252, default_iv=0.20)
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logger.info("[VaR Scheduler] Snapshot saved")
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else:
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logger.warning(f"[VaR Scheduler] Compute failed: {result['error']}")
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except Exception as e:
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logger.error(f"[VaR Scheduler] Exception: {e}")
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stop.wait(timeout=hours * 3600)
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def _pnl_loop(stop: threading.Event):
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while not stop.wait(0):
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from .database import get_config
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try:
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enabled = (get_config("pnl_scheduler_enabled") or "false").lower() == "true"
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hours = float(get_config("pnl_scheduler_hours") or "1")
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except Exception:
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enabled, hours = False, 1.0
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if not enabled:
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stop.wait(timeout=120)
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continue
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try:
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from .var_service import save_pnl_snapshot
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save_pnl_snapshot()
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logger.info("[PnL Scheduler] Snapshot saved")
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except Exception as e:
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logger.error(f"[PnL Scheduler] Exception: {e}")
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stop.wait(timeout=hours * 3600)
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def start_var_scheduler():
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global _var_thread, _var_stop
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_var_stop.clear()
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if _var_thread and _var_thread.is_alive():
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return
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_var_thread = threading.Thread(target=_var_loop, args=(_var_stop,),
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name="var-scheduler", daemon=True)
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_var_thread.start()
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logger.info("[VaR Scheduler] Started")
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def start_pnl_scheduler():
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global _pnl_thread, _pnl_stop
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_pnl_stop.clear()
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if _pnl_thread and _pnl_thread.is_alive():
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return
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_pnl_thread = threading.Thread(target=_pnl_loop, args=(_pnl_stop,),
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name="pnl-scheduler", daemon=True)
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_pnl_thread.start()
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logger.info("[PnL Scheduler] Started")
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def stop_var_scheduler():
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_var_stop.set()
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def stop_pnl_scheduler():
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_pnl_stop.set()
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def restart_var_scheduler():
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stop_var_scheduler()
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import time; time.sleep(0.2)
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start_var_scheduler()
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def restart_pnl_scheduler():
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stop_pnl_scheduler()
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import time; time.sleep(0.2)
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start_pnl_scheduler()
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def get_scheduler_status() -> dict:
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from .database import get_config
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return {
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"var": {
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"enabled": (get_config("var_scheduler_enabled") or "false").lower() == "true",
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"hours": float(get_config("var_scheduler_hours") or "6"),
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"alive": bool(_var_thread and _var_thread.is_alive()),
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},
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"pnl": {
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"enabled": (get_config("pnl_scheduler_enabled") or "false").lower() == "true",
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"hours": float(get_config("pnl_scheduler_hours") or "1"),
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"alive": bool(_pnl_thread and _pnl_thread.is_alive()),
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},
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}
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