218 lines
8.7 KiB
Python
218 lines
8.7 KiB
Python
"""
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AI Desks — CRUD + signal catalog.
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Prefix: /api/ai-desks
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"""
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import logging
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from typing import Any, Dict, List, Optional
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from fastapi import APIRouter, HTTPException
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from pydantic import BaseModel
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logger = logging.getLogger(__name__)
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router = APIRouter(prefix="/api/ai-desks", tags=["AI Desks"])
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# ── Signal catalog (extensible) ───────────────────────────────────────────────
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SIGNAL_CATALOG: List[Dict[str, Any]] = [
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{
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"id": "ma_cross",
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"label": "Croisement de moyennes mobiles",
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"description": "Détecte les croisements bullish/bearish entre deux MAs",
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"desk_type": "technical",
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"params": {
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"pairs": {
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"type": "pairs", "label": "Paires MA",
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"default": [["MA50", "MA200"], ["MA50", "MA100"]],
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"options": ["MA20", "MA50", "MA100", "MA200"],
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},
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},
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},
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{
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"id": "rsi_extreme",
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"label": "RSI extrême",
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"description": "Signal quand le RSI dépasse les seuils de surachat/survente",
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"desk_type": "technical",
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"params": {
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"period": {"type": "int", "label": "Période", "default": 14, "min": 5, "max": 50},
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"oversold": {"type": "int", "label": "Survente", "default": 30, "min": 10, "max": 45},
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"overbought": {"type": "int", "label": "Surachat", "default": 70, "min": 55, "max": 90},
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},
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},
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{
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"id": "bb_squeeze",
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"label": "Squeeze Bollinger Bands",
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"description": "Détecte quand les bandes BB se resserrent en dessous d'un seuil",
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"desk_type": "technical",
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"params": {
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"period": {"type": "int", "label": "Période", "default": 20, "min": 10, "max": 50},
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"std": {"type": "float", "label": "Std dev", "default": 2.0, "min": 1.0, "max": 3.0},
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"width_threshold": {"type": "float", "label": "Seuil width", "default": 0.05, "min": 0.01, "max": 0.2},
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},
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},
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{
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"id": "new_52w_extreme",
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"label": "Nouveau 52 semaines extrême",
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"description": "Nouveau plus haut ou plus bas sur 52 semaines (avec buffer)",
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"desk_type": "technical",
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"params": {
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"buffer_pct": {"type": "float", "label": "Buffer %", "default": 0.5, "min": 0.0, "max": 5.0},
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},
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},
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{
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"id": "price_gap",
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"label": "Gap de prix",
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"description": "Gap d'ouverture significatif par rapport à la clôture précédente",
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"desk_type": "technical",
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"params": {
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"min_gap_pct": {"type": "float", "label": "Gap min %", "default": 1.5, "min": 0.5, "max": 10.0},
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},
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},
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{
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"id": "volume_spike",
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"label": "Spike de volume",
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"description": "Volume anormalement élevé par rapport à la moyenne mobile",
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"desk_type": "technical",
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"params": {
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"ma_period": {"type": "int", "label": "Période MA vol", "default": 20, "min": 5, "max": 50},
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"spike_factor": {"type": "float", "label": "Facteur spike", "default": 2.5, "min": 1.5, "max": 10.0},
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},
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},
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{
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"id": "macd_crossover",
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"label": "Croisement MACD",
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"description": "Croisement de la ligne MACD avec la ligne signal",
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"desk_type": "technical",
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"params": {
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"fast": {"type": "int", "label": "EMA rapide", "default": 12, "min": 5, "max": 30},
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"slow": {"type": "int", "label": "EMA lente", "default": 26, "min": 15, "max": 60},
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"signal": {"type": "int", "label": "Signal", "default": 9, "min": 3, "max": 20},
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},
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},
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# ── Sentiment signals ───────────────────────────────────────────────────
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{
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"id": "vix_level",
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"label": "VIX — franchissement de seuil",
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"description": "Signal quand le VIX franchit un niveau clé (20, 25, 30, 35, 45)",
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"desk_type": "sentiment",
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"params": {
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"thresholds": {"type": "multi_int", "label": "Niveaux VIX", "default": [20, 25, 30, 35, 45]},
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},
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},
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{
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"id": "vix_spike",
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"label": "VIX — spike journalier",
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"description": "VIX progresse de X% ou plus en une séance",
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"desk_type": "sentiment",
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"params": {
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"min_pct_change": {"type": "float", "label": "Variation min %", "default": 15.0, "min": 5.0, "max": 50.0},
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},
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},
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{
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"id": "vix_term_structure",
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"label": "VIX — inversion structure de terme",
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"description": "VIX9D > VIX (peur concentrée court terme)",
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"desk_type": "sentiment",
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"params": {
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"inversion_threshold": {"type": "float", "label": "Ratio VIX9D/VIX min", "default": 1.05, "min": 1.0, "max": 1.5},
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},
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},
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{
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"id": "vvix_extreme",
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"label": "VVIX extrême",
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"description": "VVIX (volatilité du VIX) dépasse un seuil",
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"desk_type": "sentiment",
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"params": {
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"threshold": {"type": "float", "label": "Seuil VVIX", "default": 100.0, "min": 80.0, "max": 150.0},
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},
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},
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{
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"id": "skew_extreme",
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"label": "CBOE SKEW extrême",
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"description": "SKEW index très haut (protection tail coûteuse) ou très bas (complaisance)",
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"desk_type": "sentiment",
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"params": {
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"low_threshold": {"type": "float", "label": "Seuil bas", "default": 120.0, "min": 100.0, "max": 130.0},
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"high_threshold": {"type": "float", "label": "Seuil haut", "default": 145.0, "min": 135.0, "max": 170.0},
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},
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},
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]
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# ── Schemas ───────────────────────────────────────────────────────────────────
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DESK_TYPES = {"news", "fundamental", "technical", "eco", "report", "sentiment"}
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class AIDeskUpsert(BaseModel):
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name: str
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type: str # one of DESK_TYPES
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active: bool = True
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system_prompt: str = ""
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instruments: List[str] = []
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config: Dict[str, Any] = {}
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# ── Endpoints ─────────────────────────────────────────────────────────────────
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@router.get("")
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def list_desks() -> List[Dict[str, Any]]:
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from services.database import get_all_ai_desks
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return get_all_ai_desks()
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@router.get("/signal-catalog")
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def get_signal_catalog() -> List[Dict[str, Any]]:
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return SIGNAL_CATALOG
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@router.get("/{desk_id}")
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def get_desk(desk_id: int) -> Dict[str, Any]:
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from services.database import get_all_ai_desks
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desks = get_all_ai_desks()
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desk = next((d for d in desks if d["id"] == desk_id), None)
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if not desk:
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raise HTTPException(404, f"Desk {desk_id} not found")
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return desk
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@router.post("", status_code=201)
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def create_desk(body: AIDeskUpsert) -> Dict[str, Any]:
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from services.database import upsert_ai_desk
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new_id = upsert_ai_desk(body.dict())
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return {"id": new_id, "status": "created"}
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@router.put("/{desk_id}")
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def update_desk(desk_id: int, body: AIDeskUpsert) -> Dict[str, Any]:
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from services.database import get_all_ai_desks, update_ai_desk_by_id
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desks = get_all_ai_desks()
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desk = next((d for d in desks if d["id"] == desk_id), None)
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if not desk:
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raise HTTPException(404, f"Desk {desk_id} not found")
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update_ai_desk_by_id(desk_id, body.dict())
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return {"status": "updated"}
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@router.patch("/{desk_id}/toggle")
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def toggle_desk_active(desk_id: int) -> Dict[str, Any]:
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from services.database import get_all_ai_desks, update_ai_desk_by_id
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desks = get_all_ai_desks()
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desk = next((d for d in desks if d["id"] == desk_id), None)
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if not desk:
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raise HTTPException(404, f"Desk {desk_id} not found")
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desk["active"] = not desk["active"]
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update_ai_desk_by_id(desk_id, desk)
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return {"status": "toggled", "active": desk["active"]}
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@router.delete("/{desk_id}")
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def delete_desk(desk_id: int) -> Dict[str, Any]:
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from services.database import get_all_ai_desks, delete_ai_desk
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desks = get_all_ai_desks()
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desk = next((d for d in desks if d["id"] == desk_id), None)
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if not desk:
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raise HTTPException(404, f"Desk {desk_id} not found")
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delete_ai_desk(desk["name"])
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return {"status": "deleted"}
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