270 lines
12 KiB
Python
270 lines
12 KiB
Python
"""
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Isolated Cycle Actions — callable individually from UI or cron.
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Decomposition of the full auto_cycle into 8 independent actions:
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ACTION 1 — check-market-events ← IMPLEMENTED HERE
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Sources: RSS news + FRED eco surprises + MA crossovers + institutional reports
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Output : new market_events created in DB
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ACTION 2 — refresh-price-data (planned)
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Sources: yfinance OHLCV for all watchlist instruments
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Output : price_data table updated
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ACTION 3 — compute-indicators (planned)
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Sources: price_data in DB
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Output : ma20/50/100/200 + RSI + BB + ATR stored in instrument_indicators
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ACTION 4 — evaluate-impacts (planned)
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Sources: market_events without impact scores
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Output : GPT-evaluated impact_score + affected_assets stored
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ACTION 5 — generate-signals (planned)
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Sources: indicators + market_events + portfolio
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Output : trading signals for each instrument
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ACTION 6 — update-regime (planned)
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Sources: signals + macro context
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Output : current macro_regime classification
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ACTION 7 — snapshot-portfolio (planned)
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Sources: portfolio positions + current prices
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Output : risk metrics (VaR, PnL, delta) snapshot stored
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ACTION 8 — generate-report (planned)
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Sources: all of the above
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Output : daily cycle report PDF/JSON
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"""
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import logging
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from datetime import datetime
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from typing import Any, Dict, List, Optional
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from fastapi import APIRouter, BackgroundTasks, HTTPException, Query
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from pydantic import BaseModel
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logger = logging.getLogger(__name__)
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router = APIRouter(prefix="/api/actions", tags=["Cycle Actions"])
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# ── Request / Response models ─────────────────────────────────────────────────
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class CheckEventsRequest(BaseModel):
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sources: Optional[List[str]] = None # ['news','eco','technical','reports']
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news_impact_min: float = 0.55
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eco_z_threshold: float = 1.5
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technical_lookback_days: int = 7
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report_days: int = 7
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report_min_importance: int = 3
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# Unified date window for news + eco (replaces eco_days + news_lookback_hours)
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date_from: Optional[str] = None # ISO date, e.g. "2026-06-21"
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date_to: Optional[str] = None # ISO date, e.g. "2026-06-28"
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class ActionResult(BaseModel):
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action: str
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status: str
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started_at: str
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finished_at: str
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duration_s: float
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total_created: int
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detail: Dict[str, Any]
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# ── In-memory run state (prevents concurrent duplicate runs) ──────────────────
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_running: Dict[str, bool] = {}
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def _guard(action: str) -> None:
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if _running.get(action):
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raise HTTPException(status_code=409, detail=f"Action '{action}' is already running")
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_running[action] = True
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def _release(action: str) -> None:
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_running.pop(action, None)
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# ── GET /api/actions — list all actions with status ───────────────────────────
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@router.get("")
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def list_actions():
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"""Return the catalogue of available cycle actions and their run status."""
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actions = [
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{
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"id": "check-market-events",
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"label": "Check New Market Events",
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"description": "Scans RSS news, FRED eco surprises, MA crossovers, and institutional reports to create new market_events.",
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"status": "running" if _running.get("check-market-events") else "idle",
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"implemented": True,
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"group": "detection",
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},
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{
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"id": "bootstrap-macro",
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"label": "Bootstrap Macro Events",
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"description": "Seed 30+ historical macro/geopolitical events (FOMC, NFP, elections…). Idempotent — skip duplicates.",
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"status": "running" if _running.get("bootstrap-macro") else "idle",
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"implemented": True,
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"group": "bootstrap",
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},
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{
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"id": "bootstrap-eco",
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"label": "Bootstrap Eco Calendar",
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"description": "Seed economic calendar events from FRED/ECB/BOE (last 12 months). Idempotent.",
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"status": "running" if _running.get("bootstrap-eco") else "idle",
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"implemented": True,
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"group": "bootstrap",
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},
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{
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"id": "bootstrap-categories",
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"label": "Bootstrap Impact Categories",
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"description": "Seed default event categories with instrument impact weights (FOMC, NFP, CPI, BOE…).",
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"status": "running" if _running.get("bootstrap-categories") else "idle",
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"implemented": True,
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"group": "bootstrap",
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},
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{"id": "bootstrap-ma", "label": "Bootstrap MA Crossovers", "description": "Detect historical MA50/100/200 crossovers for all instruments.", "status": "idle", "implemented": False, "group": "bootstrap"},
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{"id": "refresh-price-data", "label": "Refresh Price Data", "description": "Download fresh OHLCV for all watchlist instruments.", "status": "idle", "implemented": False, "group": "data"},
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{"id": "compute-indicators", "label": "Compute Indicators", "description": "Recalculate MA/RSI/BB/ATR for all instruments.", "status": "idle", "implemented": False, "group": "data"},
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{"id": "evaluate-impacts", "label": "Evaluate Impacts", "description": "AI-score market_events that lack impact_score.", "status": "idle", "implemented": False, "group": "ai"},
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{"id": "generate-signals", "label": "Generate Signals", "description": "Compute trading signals from indicators + events.", "status": "idle", "implemented": False, "group": "ai"},
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{"id": "update-regime", "label": "Update Regime", "description": "Re-classify the current macro regime.", "status": "idle", "implemented": False, "group": "ai"},
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{"id": "snapshot-portfolio", "label": "Snapshot Portfolio", "description": "Store a risk snapshot (VaR, PnL, delta).", "status": "idle", "implemented": False, "group": "portfolio"},
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{"id": "generate-report", "label": "Generate Report", "description": "Build and persist the daily cycle report.", "status": "idle", "implemented": False, "group": "portfolio"},
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]
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return {"actions": actions}
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# ── POST /api/actions/check-market-events ─────────────────────────────────────
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@router.post("/check-market-events", response_model=ActionResult)
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def check_market_events(req: CheckEventsRequest):
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"""
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ACTION 1 — Check New Market Events.
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Runs synchronously (up to ~60 s with yfinance + OpenAI calls).
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Returns counts of created events per source.
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"""
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_guard("check-market-events")
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started_at = datetime.utcnow()
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try:
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from services.market_event_detector import check_new_market_events
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result = check_new_market_events(
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sources=req.sources,
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news_impact_min=req.news_impact_min,
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eco_z_threshold=req.eco_z_threshold,
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technical_lookback_days=req.technical_lookback_days,
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report_days=req.report_days,
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report_min_importance=req.report_min_importance,
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date_from=req.date_from,
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date_to=req.date_to,
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)
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except Exception as e:
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_release("check-market-events")
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logger.error(f"[action/check-market-events] {e}")
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raise HTTPException(status_code=500, detail=str(e))
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_release("check-market-events")
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finished_at = datetime.utcnow()
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duration_s = (finished_at - started_at).total_seconds()
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return ActionResult(
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action="check-market-events",
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status="success",
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started_at=started_at.isoformat(),
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finished_at=finished_at.isoformat(),
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duration_s=round(duration_s, 2),
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total_created=result.get("total_created", 0),
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detail={
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"news": result.get("news", []),
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"eco": result.get("eco", []),
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"technical": result.get("technical", []),
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"reports": result.get("reports", []),
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},
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)
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# ── POST /api/actions/check-market-events/background ─────────────────────────
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@router.post("/check-market-events/background", status_code=202)
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def check_market_events_background(
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req: CheckEventsRequest,
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background_tasks: BackgroundTasks,
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):
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"""
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Fire-and-forget version — returns 202 immediately.
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Results are only visible via logs (system_logs table or backend console).
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"""
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if _running.get("check-market-events"):
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raise HTTPException(status_code=409, detail="Action 'check-market-events' is already running")
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def _run():
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_guard("check-market-events")
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try:
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from services.market_event_detector import check_new_market_events
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check_new_market_events(
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sources=req.sources,
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news_impact_min=req.news_impact_min,
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eco_z_threshold=req.eco_z_threshold,
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technical_lookback_days=req.technical_lookback_days,
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report_days=req.report_days,
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report_min_importance=req.report_min_importance,
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date_from=req.date_from,
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date_to=req.date_to,
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)
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except Exception as e:
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logger.error(f"[action/check-market-events/bg] {e}")
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finally:
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_release("check-market-events")
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background_tasks.add_task(_run)
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return {"status": "accepted", "message": "check-market-events started in background"}
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# ── POST /api/actions/bootstrap-macro ────────────────────────────────────────
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@router.post("/bootstrap-macro")
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def run_bootstrap_macro(force: bool = Query(False)):
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"""Seed macro/geopolitical historical events. Idempotent by default."""
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_guard("bootstrap-macro")
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try:
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from services.macro_events_bootstrap import bootstrap_macro_events
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result = bootstrap_macro_events(force=force)
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except Exception as e:
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_release("bootstrap-macro")
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raise HTTPException(500, str(e))
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_release("bootstrap-macro")
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return {"action": "bootstrap-macro", "status": "success", **result}
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# ── POST /api/actions/bootstrap-eco ──────────────────────────────────────────
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@router.post("/bootstrap-eco")
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def run_bootstrap_eco(force: bool = Query(False)):
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"""Seed economic calendar events. Idempotent by default."""
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_guard("bootstrap-eco")
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try:
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from services.eco_calendar_bootstrap import bootstrap_eco_events
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result = bootstrap_eco_events(force=force)
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except Exception as e:
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_release("bootstrap-eco")
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raise HTTPException(500, str(e))
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_release("bootstrap-eco")
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return {"action": "bootstrap-eco", "status": "success", **result}
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# ── POST /api/actions/bootstrap-categories ────────────────────────────────────
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@router.post("/bootstrap-categories")
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def run_bootstrap_categories(force: bool = Query(False)):
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"""Seed default event categories with impact weights. Idempotent."""
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_guard("bootstrap-categories")
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try:
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from services.impact_categories_bootstrap import bootstrap_impact_categories
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result = bootstrap_impact_categories(force=force)
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except Exception as e:
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_release("bootstrap-categories")
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raise HTTPException(500, str(e))
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_release("bootstrap-categories")
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return {"action": "bootstrap-categories", "status": "success", **result}
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