- Service var_service.py : calcul VaR Historique / Paramétrique / Monte Carlo stressé (vol ×1.5) + CVaR par méthode, deltas BS par position, fallback synthétique si yfinance indisponible - Router /api/var/compute : paramètres confidence, horizon, lookback, IV défaut - Page VaRAnalysis.tsx : cartes métriques %, montants EUR, histogramme retours, VaR glissante 30j, tableau positions + deltas, backtest Kupiec pass/fail - Route /var + nav sidebar « VaR Analyse » Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
118 lines
4.0 KiB
Python
118 lines
4.0 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 routers import logs as logs_router
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from routers import var as var_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 logging
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import uvicorn
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class _DBLogHandler(logging.Handler):
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"""Persist WARNING+ log records to system_logs table."""
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def emit(self, record: logging.LogRecord):
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if record.levelno < logging.WARNING:
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return
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try:
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from services.database import log_system_event
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log_system_event(
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level=record.levelname,
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source=record.name,
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message=self.format(record),
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cycle_id=getattr(record, "cycle_id", None),
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ticker=getattr(record, "ticker", None),
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)
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except Exception:
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pass # Never raise from inside a log handler
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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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# Attach DB log handler to root logger (captures WARNING+ from all modules)
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_db_handler = _DBLogHandler()
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_db_handler.setFormatter(logging.Formatter("%(message)s"))
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logging.getLogger().addHandler(_db_handler)
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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.include_router(logs_router.router)
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app.include_router(var_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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