4a1dc76d26
Backend:
- get_pnl_snapshot(id) : détail complet d'un snapshot avec trades parsés
- diff_pnl_snapshots(a, b) : diff positions entre deux snapshots (nouvelles /
fermées / évolution PnL par position + delta portfolio)
- GET /api/var/pnl/snapshots/{id} : détail snapshot
- GET /api/var/pnl/diff?a=&b= : calcul du diff
Frontend PositionHistory.tsx :
- Timeline scrollable des snapshots avec sparkline PnL
- Clic snapshot → détail des positions à ce moment (prix entrée, prix actuel,
PnL %, PnL €, régime macro)
- Boutons A/B par snapshot → sélection de deux points à comparer
- Vue diff A→B : nouvelles positions, fermées, évolution PnL par trade,
delta portfolio (capital, PnL %, PnL €)
- Route /position-history + nav sidebar
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
126 lines
4.1 KiB
Python
126 lines
4.1 KiB
Python
from fastapi import APIRouter, Query, HTTPException
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from pydantic import BaseModel
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from services.var_service import (
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compute_var, save_var_snapshot,
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get_var_snapshots, get_var_snapshot, get_latest_var_snapshot,
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get_pnl_snapshots, get_pnl_snapshot, get_latest_pnl_snapshot, save_pnl_snapshot,
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diff_pnl_snapshots,
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)
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from services.var_scheduler import (
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get_scheduler_status, restart_var_scheduler, restart_pnl_scheduler,
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)
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from services.database import set_config
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router = APIRouter(prefix="/api/var", tags=["var"])
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@router.get("/latest")
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def var_latest():
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"""Get most recent saved VaR snapshot (no recompute)."""
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snap = get_latest_var_snapshot()
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return {"snapshot": snap}
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@router.get("/snapshots")
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def var_snapshots(limit: int = Query(default=20, ge=1, le=100)):
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"""List recent VaR snapshot summaries."""
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return {"snapshots": get_var_snapshots(limit)}
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@router.get("/snapshots/{snapshot_id}")
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def var_snapshot_detail(snapshot_id: int):
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snap = get_var_snapshot(snapshot_id)
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if not snap:
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raise HTTPException(404, "Snapshot not found")
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return snap
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@router.post("/run-now")
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def var_run_now(
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confidence: float = Query(default=0.95, ge=0.90, le=0.99),
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horizon_days: int = Query(default=1, ge=1, le=30),
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lookback_days: int = Query(default=252, ge=60, le=504),
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default_iv: float = Query(default=0.20, ge=0.05, le=0.80),
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):
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"""Compute VaR now and save to DB. Returns the full result."""
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result = compute_var(
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confidence=confidence,
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horizon_days=horizon_days,
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lookback_days=lookback_days,
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default_iv=default_iv,
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)
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if "error" in result:
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raise HTTPException(400, result["error"])
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snapshot_id = save_var_snapshot(
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result, confidence, horizon_days, lookback_days, default_iv
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)
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return {**result, "snapshot_id": snapshot_id}
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# ─── PnL endpoints ───────────────────────────────────────────────────────────
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@router.get("/pnl/latest")
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def pnl_latest():
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return {"snapshot": get_latest_pnl_snapshot()}
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@router.get("/pnl/snapshots")
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def pnl_snapshots(limit: int = Query(default=100, ge=1, le=500)):
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return {"snapshots": get_pnl_snapshots(limit)}
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@router.get("/pnl/snapshots/{snapshot_id}")
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def pnl_snapshot_detail(snapshot_id: int):
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snap = get_pnl_snapshot(snapshot_id)
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if not snap:
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raise HTTPException(404, "Snapshot not found")
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return snap
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@router.get("/pnl/diff")
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def pnl_diff(a: int = Query(..., description="ID snapshot A (earlier)"),
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b: int = Query(..., description="ID snapshot B (later)")):
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try:
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return diff_pnl_snapshots(a, b)
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except ValueError as e:
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raise HTTPException(404, str(e))
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@router.post("/pnl/run-now")
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def pnl_run_now():
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try:
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row_id = save_pnl_snapshot()
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except Exception as e:
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raise HTTPException(500, str(e))
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return {"snapshot_id": row_id, "snapshot": get_latest_pnl_snapshot()}
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# ─── Scheduler status / config ───────────────────────────────────────────────
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@router.get("/scheduler/status")
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def scheduler_status():
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return get_scheduler_status()
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class SchedulerConfig(BaseModel):
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var_enabled: bool | None = None
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var_hours: float | None = None
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pnl_enabled: bool | None = None
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pnl_hours: float | None = None
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@router.post("/scheduler/config")
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def scheduler_config(cfg: SchedulerConfig):
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if cfg.var_enabled is not None:
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set_config("var_scheduler_enabled", "true" if cfg.var_enabled else "false")
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if cfg.var_hours is not None:
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set_config("var_scheduler_hours", str(cfg.var_hours))
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if cfg.pnl_enabled is not None:
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set_config("pnl_scheduler_enabled", "true" if cfg.pnl_enabled else "false")
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if cfg.pnl_hours is not None:
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set_config("pnl_scheduler_hours", str(cfg.pnl_hours))
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# Restart scheduler threads to pick up new config
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restart_var_scheduler()
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restart_pnl_scheduler()
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return {"ok": True, "status": get_scheduler_status()}
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