460 lines
17 KiB
Python
460 lines
17 KiB
Python
"""
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Instrument Models Router — graphes causaux exhaustifs par instrument.
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"""
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from typing import Any, Dict, List, Optional
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from fastapi import APIRouter, HTTPException, Query
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from pydantic import BaseModel
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router = APIRouter(prefix="/api/instrument-models", tags=["instrument-models"])
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class OverrideBody(BaseModel):
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value: float
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note: Optional[str] = ""
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class BulkOverrideItem(BaseModel):
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node_id: str
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value: float
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note: Optional[str] = ""
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class BulkOverrideBody(BaseModel):
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overrides: List[BulkOverrideItem]
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class VirtualEvent(BaseModel):
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date: str
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category: str = "unclassified"
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pips: float = 0.0
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label: str = "Event virtuel"
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absorption_days: int = 14
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rise_days: int = 1
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plateau_days: int = 0
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decay_type: str = "exp"
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class WhatIfBody(BaseModel):
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period: str = "1y"
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virtual_events: List[VirtualEvent] = []
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class CalibrateBody(BaseModel):
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ref_date: Optional[str] = None
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class CalibrationOverrideBody(BaseModel):
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absorption_days: int = 7
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rise_days: int = 0
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plateau_days: int = 0
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decay_type: str = "exp"
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@router.get("", response_model=List[Dict[str, Any]])
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def list_instrument_models():
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from services.database import get_conn
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from services.instrument_models import INSTRUMENT_MODELS
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conn = get_conn()
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try:
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rows = conn.execute(
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"SELECT instrument, updated_at FROM instrument_models ORDER BY instrument"
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).fetchall()
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result = []
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for r in rows:
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inst = r["instrument"]
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meta = INSTRUMENT_MODELS.get(inst, {})
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counts: dict[str, int] = {}
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for n in meta.get("nodes", []):
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t = n.get("node_type", "unknown")
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counts[t] = counts.get(t, 0) + 1
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result.append({
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"instrument": inst,
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"name": meta.get("name", inst),
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"description": meta.get("description", ""),
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"n_input_event": counts.get("input_event", 0),
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"n_input_manual": counts.get("input_manual", 0),
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"n_intermediate": counts.get("intermediate", 0),
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"updated_at": r["updated_at"],
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})
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return result
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finally:
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conn.close()
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@router.get("/{instrument}/gauge-suggestions")
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def get_gauge_suggestions(
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instrument: str,
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at_date: Optional[str] = Query(None, description="YYYY-MM-DD — snapshot le plus proche de cette date"),
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) -> Dict[str, Any]:
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"""Suggestions de valeurs depuis les gauges de marché (optionnellement à une date historique)."""
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from services.database import get_conn
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from services.gauge_sync import suggest_from_gauges, get_latest_gauges
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from services.instrument_models import INSTRUMENT_MODELS
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conn = get_conn()
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try:
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inst = instrument.upper()
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if inst not in INSTRUMENT_MODELS:
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raise HTTPException(status_code=404, detail=f"Instrument {inst} non supporté")
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gauges, snap_date = get_latest_gauges(conn, at_date=at_date)
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if not gauges:
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raise HTTPException(status_code=404, detail="Aucun snapshot de gauges disponible")
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suggestions = suggest_from_gauges(inst, gauges)
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return {
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"instrument": inst,
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"gauge_date": snap_date,
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"requested_date": at_date,
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"n_suggestions": len(suggestions),
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"suggestions": suggestions,
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"gauges_available": list(gauges.keys()),
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}
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finally:
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conn.close()
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@router.post("/{instrument}/apply-suggestions")
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def apply_gauge_suggestions(
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instrument: str,
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body: BulkOverrideBody,
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) -> Dict[str, Any]:
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"""Applique une liste d'overrides en bulk (depuis gauge sync ou saisie rapide)."""
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from services.database import get_conn
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from services.instrument_models import set_node_override
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conn = get_conn()
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try:
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inst = instrument.upper()
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saved = []
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for item in body.overrides:
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set_node_override(conn, inst, item.node_id, item.value, item.note or "")
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saved.append(item.node_id)
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return {"ok": True, "instrument": inst, "saved": saved, "count": len(saved)}
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finally:
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conn.close()
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@router.delete("/{instrument}/overrides")
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def clear_all_overrides(instrument: str) -> Dict[str, Any]:
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"""Supprime TOUTES les overrides d'un instrument (reset à zéro)."""
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from services.database import get_conn
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conn = get_conn()
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try:
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inst = instrument.upper()
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conn.execute("DELETE FROM instrument_node_overrides WHERE instrument=?", (inst,))
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conn.commit()
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return {"ok": True, "instrument": inst}
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finally:
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conn.close()
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@router.get("/{instrument}/regime")
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def get_instrument_regime(
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instrument: str,
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at_date: Optional[str] = Query(None),
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) -> Dict[str, Any]:
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"""Régime de marché courant pour cet instrument (détecté depuis events actifs)."""
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from services.database import get_conn
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from services.instrument_models import _compute_event_by_category, detect_regime
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from datetime import datetime, date as date_type
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conn = get_conn()
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try:
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try:
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ref_date = date_type.fromisoformat(at_date) if at_date else datetime.utcnow().date()
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except ValueError:
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ref_date = datetime.utcnow().date()
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ev_by_cat = _compute_event_by_category(conn, instrument.upper(), ref_date)
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return detect_regime(ev_by_cat)
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finally:
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conn.close()
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@router.get("/{instrument}/price-history")
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def get_price_history(
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instrument: str,
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period: str = Query("1y", description="5d|1mo|3mo|6mo|1y|2y"),
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refresh: bool = Query(False),
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) -> Dict[str, Any]:
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"""Cours historiques réels depuis yfinance (cache SQLite 6h)."""
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from services.database import get_conn
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from services.price_history import get_price_history as fetch_prices
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from services.instrument_models import INSTRUMENT_MODELS
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conn = get_conn()
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try:
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inst = instrument.upper()
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prices = fetch_prices(conn, inst, period, force_refresh=refresh)
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meta = INSTRUMENT_MODELS.get(inst, {})
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return {
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"instrument": inst,
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"ticker": meta.get("yf_ticker", ""),
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"period": period,
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"n_points": len(prices),
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"prices": prices,
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}
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finally:
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conn.close()
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@router.get("/{instrument}/timeline")
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def get_instrument_timeline(
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instrument: str,
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period: str = Query("1y", description="5d|1mo|3mo|6mo|1y|2y"),
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) -> List[Dict[str, Any]]:
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"""Simulation jour par jour de tous les nœuds du modèle sur la période."""
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from services.database import get_conn
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from services.instrument_models import simulate_timeline
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conn = get_conn()
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try:
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data = simulate_timeline(conn, instrument.upper(), period)
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if not data:
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raise HTTPException(status_code=404, detail=f"Modèle introuvable pour {instrument.upper()}")
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return data
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finally:
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conn.close()
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@router.post("/{instrument}/timeline-whatif")
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def timeline_whatif(
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instrument: str,
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body: WhatIfBody,
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) -> List[Dict[str, Any]]:
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"""Simulation what-if avec events virtuels injectés dans la timeline."""
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from services.database import get_conn
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from services.instrument_models import simulate_timeline
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conn = get_conn()
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try:
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ve_list = [ve.dict() for ve in body.virtual_events]
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data = simulate_timeline(conn, instrument.upper(), body.period, virtual_events=ve_list)
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if not data:
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raise HTTPException(status_code=404, detail=f"Modèle introuvable pour {instrument.upper()}")
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return data
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finally:
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conn.close()
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@router.get("/{instrument}/calendar-events")
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def get_calendar_events(
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instrument: str,
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days_back: int = Query(365, description="Jours en arrière depuis at_date"),
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days_forward: int = Query(90, description="Jours en avant depuis at_date"),
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at_date: Optional[str]= Query(None),
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) -> List[Dict[str, Any]]:
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"""Events calendrier analysés pour cet instrument — alimente le panneau What-if."""
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from services.database import get_conn
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from services.instrument_models import _lifecycle, init_instrument_model_tables
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from datetime import datetime, date as date_type, timedelta
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import json as _json
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conn = get_conn()
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try:
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inst_upper = instrument.upper()
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inst_lower = inst_upper.lower()
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init_instrument_model_tables(conn)
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try:
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ref = date_type.fromisoformat(at_date) if at_date else datetime.utcnow().date()
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except ValueError:
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ref = datetime.utcnow().date()
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date_from = ref - timedelta(days=days_back)
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date_to = ref + timedelta(days=days_forward)
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rows = conn.execute("""
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SELECT a.id as analysis_id,
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a.prediction_json,
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e.id as event_id, e.name as title, e.start_date, e.end_date, e.sub_type,
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t.category,
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COALESCE(o.calibration_json, t.calibration_json) as calibration_json
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FROM causal_event_analyses a
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JOIN market_events e ON e.id = a.market_event_id
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JOIN causal_graph_templates t ON t.id = a.template_id
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LEFT JOIN event_calibration_overrides o ON o.analysis_id = a.id
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WHERE a.instrument = ?
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AND e.start_date >= ?
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AND e.start_date <= ?
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ORDER BY e.start_date DESC
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""", (inst_upper, str(date_from), str(date_to))).fetchall()
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result = []
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for row in rows:
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r = dict(row)
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try:
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preds = _json.loads(r["prediction_json"] or "{}")
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calib = _json.loads(r["calibration_json"] or "{}")
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except Exception:
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continue
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pips: float = 0.0
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if inst_lower in preds:
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pips = float(preds[inst_lower])
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else:
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for k, v in preds.items():
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if inst_lower in k.lower():
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try: pips = float(v); break
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except (TypeError, ValueError): pass
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try:
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ev_date = date_type.fromisoformat(r["start_date"][:10])
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except ValueError:
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continue
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days = (ref - ev_date).days
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absorption = max(1, int(calib.get("absorption_days", 7)))
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dtype = str(calib.get("decay_type", "exp"))
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rise = max(0, int(calib.get("rise_days", 0)))
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plateau = max(0, int(calib.get("plateau_days", 0)))
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lf = _lifecycle(days, rise, plateau, absorption, dtype) if days >= 0 else 0.0
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result.append({
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"analysis_id": r["analysis_id"],
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"event_id": r.get("event_id"),
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"title": r.get("title") or r.get("sub_type", ""),
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"start_date": r["start_date"][:10],
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"category": r["category"],
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"is_future": ev_date > ref,
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"days_offset": -days, # positive = future, negative = past
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"pip_prediction": round(pips, 1),
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"lifecycle_factor": round(lf, 3),
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"remaining_pips": round(pips * lf, 1),
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"calibration": {
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"absorption_days": absorption,
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"rise_days": rise,
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"plateau_days": plateau,
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"decay_type": dtype,
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},
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})
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return result
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finally:
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conn.close()
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@router.put("/{instrument}/events/{analysis_id}/calibration")
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def update_event_calibration(
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instrument: str,
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analysis_id: int,
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body: CalibrationOverrideBody,
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) -> Dict[str, Any]:
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"""Écrase les paramètres de lifecycle d'une analyse event (override par-event)."""
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from services.database import get_conn
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import json as _json
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conn = get_conn()
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try:
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row = conn.execute(
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"SELECT id FROM causal_event_analyses WHERE id=? AND instrument=?",
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(analysis_id, instrument.upper())
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).fetchone()
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if not row:
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raise HTTPException(status_code=404, detail="Analysis not found")
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calib = {
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"absorption_days": body.absorption_days,
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"rise_days": body.rise_days,
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"plateau_days": body.plateau_days,
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"decay_type": body.decay_type,
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}
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conn.execute("""
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INSERT INTO event_calibration_overrides (analysis_id, calibration_json)
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VALUES (?, ?)
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ON CONFLICT(analysis_id) DO UPDATE SET calibration_json=excluded.calibration_json, updated_at=datetime('now')
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""", (analysis_id, _json.dumps(calib)))
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conn.commit()
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return {"ok": True, "analysis_id": analysis_id, "calibration": calib}
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finally:
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conn.close()
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@router.delete("/{instrument}/events/{analysis_id}/calibration")
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def reset_event_calibration(instrument: str, analysis_id: int) -> Dict[str, Any]:
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"""Supprime l'override de calibration — retour aux paramètres du template."""
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from services.database import get_conn
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conn = get_conn()
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try:
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conn.execute("DELETE FROM event_calibration_overrides WHERE analysis_id=?", (analysis_id,))
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conn.commit()
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return {"ok": True, "analysis_id": analysis_id}
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finally:
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conn.close()
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@router.post("/{instrument}/calibrate")
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def calibrate_intercept(
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instrument: str,
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body: CalibrateBody,
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) -> Dict[str, Any]:
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"""Auto-calcule l'intercept depuis le cours réel à une date de référence."""
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from services.database import get_conn
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from services.instrument_models import get_model_state, INSTRUMENT_MODELS
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from services.price_history import calibrate_intercept as do_calibrate, get_price_history
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conn = get_conn()
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try:
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inst = instrument.upper()
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state = get_model_state(conn, inst, body.ref_date)
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if not state:
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raise HTTPException(status_code=404, detail=f"Modèle introuvable")
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# Make sure prices are cached
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get_price_history(conn, inst, "3mo")
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intercept = do_calibrate(conn, inst, state["structural_pips"], body.ref_date)
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meta = INSTRUMENT_MODELS.get(inst, {})
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return {
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"instrument": inst,
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"ref_date": body.ref_date,
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"structural_pips": state["structural_pips"],
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"pip_to_price": meta.get("pip_to_price", 0.0001),
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"calibrated_intercept": intercept,
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"current_intercept": meta.get("price_intercept", 0.0),
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}
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finally:
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conn.close()
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@router.get("/{instrument}")
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def get_instrument_model(
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instrument: str,
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at_date: Optional[str] = Query(None, description="YYYY-MM-DD (défaut: aujourd'hui)"),
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) -> Dict[str, Any]:
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"""Graphe complet avec valeurs courantes des nœuds (toutes couches)."""
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from services.database import get_conn
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from services.instrument_models import get_model_state
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conn = get_conn()
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try:
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state = get_model_state(conn, instrument.upper(), at_date)
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if not state:
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raise HTTPException(status_code=404, detail=f"Modèle introuvable pour {instrument.upper()}")
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return state
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finally:
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conn.close()
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@router.put("/{instrument}/nodes/{node_id}/override")
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def set_override(instrument: str, node_id: str, body: OverrideBody) -> Dict[str, Any]:
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"""Définit ou met à jour la valeur manuelle d'un nœud."""
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from services.database import get_conn
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from services.instrument_models import set_node_override
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conn = get_conn()
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try:
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set_node_override(conn, instrument.upper(), node_id, body.value, body.note or "")
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return {"ok": True, "instrument": instrument.upper(), "node_id": node_id, "value": body.value}
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finally:
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conn.close()
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@router.delete("/{instrument}/nodes/{node_id}/override")
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def clear_override(instrument: str, node_id: str) -> Dict[str, Any]:
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"""Supprime l'override manuel d'un nœud (retour neutre/events)."""
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from services.database import get_conn
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from services.instrument_models import clear_node_override
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conn = get_conn()
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try:
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clear_node_override(conn, instrument.upper(), node_id)
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return {"ok": True, "instrument": instrument.upper(), "node_id": node_id}
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finally:
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conn.close()
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@router.get("/{instrument}/nodes/overrides")
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def get_all_overrides(instrument: str) -> List[Dict[str, Any]]:
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"""Toutes les overrides manuelles pour un instrument."""
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from services.database import get_conn
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conn = get_conn()
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try:
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rows = conn.execute(
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"SELECT node_id, value, note, set_at FROM instrument_node_overrides WHERE instrument=? ORDER BY set_at DESC",
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(instrument.upper(),)
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).fetchall()
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return [dict(r) for r in rows]
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finally:
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conn.close()
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