e44c8799b9
Sprint 3.1 — Vue Portefeuille Consolidée
- database.py: get_portfolio_exposure() — exposition par classe d'actif + facteur de risque
- database.py: get_pnl_timeline() — courbe P&L cumulé pour equity curve
- Alertes concentration automatiques (>40% par classe, >50% par facteur)
- _RISK_FACTOR_MAP: classification géopolitique/inflation/récession/liquidité/dollar
Sprint 3.2 — Risk Cluster Engine
- database.py: get_risk_clusters() — saturation par facteur + risk_prompt_context
- database.py: get_pattern_correlations() — matrice Pearson sur trades matures
- auto_cycle.py: injection du contexte risque dans le prompt de scoring (Step 3.5)
- ai_analyzer.py: paramètre risk_context dans score_patterns_with_context()
- Pénalisation automatique des patterns sur facteurs saturés dans le scoring GPT
Sprint 3.3 — Position Sizing Kelly Fractionnel
- database.py: compute_kelly_sizing() — f* = (p×G - (1-p))/G, Kelly ×33% par défaut
- Ajustement cluster: sizing ÷2 si facteur saturé
- Ajustement fiabilité: sizing ÷2 si win_rate historique <40% (≥5 trades)
- JournalDeBord.tsx: colonne "Kelly" avec KellyCell (% + €, ajustements signalés)
- routers/risk.py: GET /api/risk/kelly/{pattern_id}
Sprint 3.4 — Tableau de Bord Risque Global
- database.py: get_risk_dashboard() — HHI, score diversification, drawdown attendu, recommandation
- database.py: _build_risk_recommendation() — alerte Risk Committee automatique
- RiskDashboard.tsx: nouvelle page — jauges concentration, courbe P&L, corrélations, recommandation
- Dashboard.tsx: banner d'alerte concentration sur le Cockpit avec lien vers /risk
- routers/risk.py: GET /api/risk/exposure|timeline|clusters|correlations|dashboard
- App.tsx + Sidebar.tsx: route /risk + entrée menu Risk Dashboard
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
91 lines
3.0 KiB
Python
91 lines
3.0 KiB
Python
from fastapi import FastAPI
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from fastapi.middleware.cors import CORSMiddleware
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from routers import market_data, geopolitical, options, backtest, ai, portfolio, config, patterns, journal, cycle as cycle_router, profiles as profiles_router, reasoning as reasoning_router, knowledge as knowledge_router, options_vol as options_vol_router, analytics as analytics_router, risk as risk_router
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from services.database import init_db, get_config, cleanup_stale_running_cycles
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import os
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import uvicorn
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app = FastAPI(
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title="GeoOptions Intelligence",
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description="Geopolitical Options Trading Cockpit API",
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version="2.0.0",
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)
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app.add_middleware(
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CORSMiddleware,
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allow_origins=["http://localhost:5173", "http://localhost:3000", "http://127.0.0.1:5173"],
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allow_credentials=True,
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allow_methods=["*"],
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allow_headers=["*"],
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)
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@app.on_event("startup")
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def startup():
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import logging
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_log = logging.getLogger(__name__)
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init_db()
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# Clean up cycles that were left in 'running' state by a previous crashed process
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stale = cleanup_stale_running_cycles()
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if stale:
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_log.warning(f"[Startup] Cleaned up {stale} stale 'running' cycle(s) — server likely reloaded mid-cycle")
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# Sync OpenAI key: env var → DB (useful on fresh VPS deployments)
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key = get_config("openai_api_key") or ""
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if not key:
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env_key = os.environ.get("OPENAI_API_KEY", "")
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if env_key:
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from services.database import set_config
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set_config("openai_api_key", env_key)
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key = env_key
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_log.info("[Startup] OPENAI_API_KEY synced from environment to DB config")
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if key:
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os.environ["OPENAI_API_KEY"] = key
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# Seed built-in patterns into DB (idempotent)
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from services.geo_analyzer import GEO_PATTERNS
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from services.database import seed_builtin_patterns
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seed_builtin_patterns(GEO_PATTERNS)
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# Start auto-cycle scheduler if enabled
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from services.auto_cycle import start_scheduler
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start_scheduler()
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@app.on_event("shutdown")
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def shutdown():
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from services.auto_cycle import stop_scheduler
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stop_scheduler()
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app.include_router(market_data.router)
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app.include_router(geopolitical.router)
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app.include_router(options.router)
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app.include_router(backtest.router)
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app.include_router(ai.router)
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app.include_router(portfolio.router)
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app.include_router(config.router)
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app.include_router(patterns.router)
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app.include_router(journal.router)
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app.include_router(cycle_router.router)
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app.include_router(profiles_router.router)
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app.include_router(reasoning_router.router)
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app.include_router(knowledge_router.router)
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app.include_router(options_vol_router.router)
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app.include_router(analytics_router.router)
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app.include_router(risk_router.router)
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@app.get("/")
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def root():
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return {"app": "GeoOptions Intelligence Cockpit", "version": "2.0.0", "docs": "/docs"}
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@app.get("/api/health")
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def health():
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return {"status": "ok", "version": "2.0.0"}
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if __name__ == "__main__":
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uvicorn.run("main:app", host="0.0.0.0", port=8000, reload=True)
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