Files
OpenFin/backend/routers/instruments.py
2026-06-28 18:08:09 +02:00

230 lines
8.0 KiB
Python

"""
Instrument Dashboard Router.
Exposes per-instrument snapshot (price, indicators, regime, trend, events) and AI narrative.
"""
import json
import math
from datetime import datetime, timedelta
from fastapi import APIRouter, HTTPException, Query
from pydantic import BaseModel
from typing import List, Dict, Any, Optional
from services.instrument_service import (
get_all_instruments,
get_instrument,
get_snapshot,
get_narrative,
update_instrument_drivers,
)
class DriverUpdate(BaseModel):
drivers: List[Dict[str, Any]]
router = APIRouter(prefix="/api/instruments", tags=["instruments"])
@router.get("", response_model=List[Dict[str, Any]])
def list_instruments() -> List[Dict[str, Any]]:
"""
Return all instrument configurations (no price data).
"""
return get_all_instruments()
@router.get("/{instrument_id}/snapshot")
async def instrument_snapshot(
instrument_id: str,
period: str = Query(default="1y", description="yfinance period string (e.g. 1y, 6mo, 3mo)"),
interval: str = Query(default="1d", description="yfinance interval string (e.g. 1d, 1wk)"),
) -> Dict[str, Any]:
"""
Full snapshot for a single instrument: price data, indicators, regime, trend, events.
"""
config = get_instrument(instrument_id)
if not config:
raise HTTPException(status_code=404, detail=f"Instrument '{instrument_id}' not found")
snapshot = await get_snapshot(instrument_id, period=period, interval=interval)
if "error" in snapshot:
raise HTTPException(status_code=500, detail=snapshot["error"])
return snapshot
@router.post("/{instrument_id}/narrative")
async def generate_narrative(
instrument_id: str,
force: bool = Query(default=False, description="Force regeneration, bypass cache"),
) -> Dict[str, Any]:
"""
Generate (or return cached) a French AI narrative for the instrument.
"""
config = get_instrument(instrument_id)
if not config:
raise HTTPException(status_code=404, detail=f"Instrument '{instrument_id}' not found")
narrative = await get_narrative(instrument_id, force=force)
return {
"instrument_id": instrument_id.upper(),
"instrument_name": config.get("name", instrument_id),
"narrative": narrative,
}
@router.put("/{instrument_id}/drivers")
def update_drivers(instrument_id: str, body: DriverUpdate) -> Dict[str, Any]:
"""
Persist updated drivers (label, weight, keywords) for an instrument to instruments.json.
"""
config = get_instrument(instrument_id)
if not config:
raise HTTPException(status_code=404, detail=f"Instrument '{instrument_id}' not found")
try:
update_instrument_drivers(instrument_id, body.drivers)
except Exception as e:
raise HTTPException(status_code=500, detail=str(e))
return {"ok": True, "instrument_id": instrument_id.upper(), "drivers_count": len(body.drivers)}
# ── Instrument mult (pips → price conversion) ─────────────────────────────────
_INST_MULT: Dict[str, int] = {"EURUSD": 10000, "GBPUSD": 10000, "USDJPY": 100, "AUDUSD": 10000}
def _get_mult(inst: str) -> int:
return _INST_MULT.get(inst.upper(), 10)
def _decay(days_after: int, absorption_days: int, decay_type: str) -> float:
"""Decay factor ∈ [0,1] for a given number of days after the event."""
if days_after < 0:
return 0.0
if decay_type == "step":
return 1.0 if days_after <= absorption_days else 0.0
elif decay_type == "linear":
return max(0.0, 1.0 - days_after / max(absorption_days, 1))
else: # exp — 3 time-constants reach ~5% at absorption_days
lam = 3.0 / max(absorption_days, 1)
return math.exp(-lam * days_after)
@router.get("/{instrument_id}/theoretical-curve")
def get_theoretical_curve(
instrument_id: str,
period: str = Query("1y"),
) -> List[Dict[str, Any]]:
"""
Courbe théorique composite : pour chaque jour calendaire de la période,
somme des impacts décroissants des analyses causales stockées.
Retourne [{date, cumulative_pips, contributions: [{template_name, event_name, event_date, pips, decay_factor}]}]
"""
from services.database import get_conn
period_lookback: Dict[str, int] = {
"5d": 7, "1mo": 35, "3mo": 95, "6mo": 190,
"1y": 370, "2y": 740, "5y": 1830,
}
lookback = period_lookback.get(period, 370)
date_to = datetime.utcnow().date()
date_from = date_to - timedelta(days=lookback)
# Fetch events that started before date_from too — they may still be decaying into the window
extended_from = date_from - timedelta(days=90)
inst_upper = instrument_id.upper()
conn = get_conn()
try:
rows = conn.execute("""
SELECT a.id,
a.prediction_json,
a.activation_score,
e.start_date AS event_date,
e.name AS event_name,
t.name AS template_name,
t.calibration_json
FROM causal_event_analyses a
JOIN market_events e ON e.id = a.market_event_id
JOIN causal_graph_templates t ON t.id = a.template_id
WHERE a.instrument = ?
AND e.start_date >= ?
AND e.start_date <= ?
ORDER BY e.start_date
""", (inst_upper, str(extended_from), str(date_to))).fetchall()
finally:
conn.close()
# ── Build calendar-day series ─────────────────────────────────────────────
all_dates: List[str] = []
cur = date_from
while cur <= date_to:
all_dates.append(str(cur))
cur += timedelta(days=1)
curve: Dict[str, Dict] = {
d: {"cumulative_pips": 0.0, "contributions": []} for d in all_dates
}
for row in rows:
r = dict(row)
try:
predictions = json.loads(r["prediction_json"] or "{}")
calib = json.loads(r["calibration_json"] or "{}")
except Exception:
continue
# Extract predicted pips for this instrument from node_values dict
inst_lower = inst_upper.lower()
predicted_pips: Optional[float] = None
if inst_lower in predictions:
predicted_pips = float(predictions[inst_lower])
else:
for k, v in predictions.items():
if inst_lower in k.lower():
try:
predicted_pips = float(v)
break
except (TypeError, ValueError):
pass
if predicted_pips is None or predicted_pips == 0:
continue
absorption_days: int = max(1, int(calib.get("absorption_days", 7)))
dtype: str = str(calib.get("decay_type", "exp"))
event_date_str: str = r["event_date"][:10]
try:
event_date = datetime.strptime(event_date_str, "%Y-%m-%d").date()
except ValueError:
continue
for d in all_dates:
cal_date = datetime.strptime(d, "%Y-%m-%d").date()
days_after = (cal_date - event_date).days
df = _decay(days_after, absorption_days, dtype)
if df < 0.01:
continue
contribution = round(predicted_pips * df, 2)
curve[d]["cumulative_pips"] += contribution
curve[d]["contributions"].append({
"template_name": r["template_name"],
"event_name": r["event_name"],
"event_date": event_date_str,
"pips": contribution,
"decay_factor": round(df, 3),
})
# Round totals and strip empty-contribution days at the edges
result = []
for d in all_dates:
entry = curve[d]
entry["cumulative_pips"] = round(entry["cumulative_pips"], 1)
result.append({"date": d, **entry})
return result