Files
OpenFin/backend/routers/instrument_models.py
2026-07-02 23:36:06 +02:00

214 lines
7.5 KiB
Python

"""
Instrument Models Router — graphes causaux exhaustifs par instrument.
"""
from typing import Any, Dict, List, Optional
from fastapi import APIRouter, HTTPException, Query
from pydantic import BaseModel
router = APIRouter(prefix="/api/instrument-models", tags=["instrument-models"])
class OverrideBody(BaseModel):
value: float
note: Optional[str] = ""
class BulkOverrideItem(BaseModel):
node_id: str
value: float
note: Optional[str] = ""
class BulkOverrideBody(BaseModel):
overrides: List[BulkOverrideItem]
@router.get("", response_model=List[Dict[str, Any]])
def list_instrument_models():
from services.database import get_conn
from services.instrument_models import INSTRUMENT_MODELS
conn = get_conn()
try:
rows = conn.execute(
"SELECT instrument, updated_at FROM instrument_models ORDER BY instrument"
).fetchall()
result = []
for r in rows:
inst = r["instrument"]
meta = INSTRUMENT_MODELS.get(inst, {})
counts: dict[str, int] = {}
for n in meta.get("nodes", []):
t = n.get("node_type", "unknown")
counts[t] = counts.get(t, 0) + 1
result.append({
"instrument": inst,
"name": meta.get("name", inst),
"description": meta.get("description", ""),
"n_input_event": counts.get("input_event", 0),
"n_input_manual": counts.get("input_manual", 0),
"n_intermediate": counts.get("intermediate", 0),
"updated_at": r["updated_at"],
})
return result
finally:
conn.close()
@router.get("/{instrument}/gauge-suggestions")
def get_gauge_suggestions(instrument: str) -> Dict[str, Any]:
"""Suggestions de valeurs depuis les derniers gauges de marché (macro_regime_history)."""
from services.database import get_conn
from services.gauge_sync import suggest_from_gauges, get_latest_gauges
from services.instrument_models import INSTRUMENT_MODELS
conn = get_conn()
try:
inst = instrument.upper()
if inst not in INSTRUMENT_MODELS:
raise HTTPException(status_code=404, detail=f"Instrument {inst} non supporté")
gauges, snap_date = get_latest_gauges(conn)
if not gauges:
raise HTTPException(status_code=404, detail="Aucun snapshot de gauges disponible")
suggestions = suggest_from_gauges(inst, gauges)
# Enrich with node label/unit from graph if missing
return {
"instrument": inst,
"gauge_date": snap_date,
"n_suggestions": len(suggestions),
"suggestions": suggestions,
"gauges_available": list(gauges.keys()),
}
finally:
conn.close()
@router.post("/{instrument}/apply-suggestions")
def apply_gauge_suggestions(
instrument: str,
body: BulkOverrideBody,
) -> Dict[str, Any]:
"""Applique une liste d'overrides en bulk (depuis gauge sync ou saisie rapide)."""
from services.database import get_conn
from services.instrument_models import set_node_override
conn = get_conn()
try:
inst = instrument.upper()
saved = []
for item in body.overrides:
set_node_override(conn, inst, item.node_id, item.value, item.note or "")
saved.append(item.node_id)
return {"ok": True, "instrument": inst, "saved": saved, "count": len(saved)}
finally:
conn.close()
@router.delete("/{instrument}/overrides")
def clear_all_overrides(instrument: str) -> Dict[str, Any]:
"""Supprime TOUTES les overrides d'un instrument (reset à zéro)."""
from services.database import get_conn
conn = get_conn()
try:
inst = instrument.upper()
conn.execute("DELETE FROM instrument_node_overrides WHERE instrument=?", (inst,))
conn.commit()
return {"ok": True, "instrument": inst}
finally:
conn.close()
@router.get("/{instrument}/regime")
def get_instrument_regime(
instrument: str,
at_date: Optional[str] = Query(None),
) -> Dict[str, Any]:
"""Régime de marché courant pour cet instrument (détecté depuis events actifs)."""
from services.database import get_conn
from services.instrument_models import _compute_event_by_category, detect_regime
from datetime import datetime, date as date_type
conn = get_conn()
try:
try:
ref_date = date_type.fromisoformat(at_date) if at_date else datetime.utcnow().date()
except ValueError:
ref_date = datetime.utcnow().date()
ev_by_cat = _compute_event_by_category(conn, instrument.upper(), ref_date)
return detect_regime(ev_by_cat)
finally:
conn.close()
@router.get("/{instrument}/timeline")
def get_instrument_timeline(
instrument: str,
period: str = Query("1y", description="5d|1mo|3mo|6mo|1y|2y"),
) -> List[Dict[str, Any]]:
"""Simulation jour par jour de tous les nœuds du modèle sur la période."""
from services.database import get_conn
from services.instrument_models import simulate_timeline
conn = get_conn()
try:
data = simulate_timeline(conn, instrument.upper(), period)
if not data:
raise HTTPException(status_code=404, detail=f"Modèle introuvable pour {instrument.upper()}")
return data
finally:
conn.close()
@router.get("/{instrument}")
def get_instrument_model(
instrument: str,
at_date: Optional[str] = Query(None, description="YYYY-MM-DD (défaut: aujourd'hui)"),
) -> Dict[str, Any]:
"""Graphe complet avec valeurs courantes des nœuds (toutes couches)."""
from services.database import get_conn
from services.instrument_models import get_model_state
conn = get_conn()
try:
state = get_model_state(conn, instrument.upper(), at_date)
if not state:
raise HTTPException(status_code=404, detail=f"Modèle introuvable pour {instrument.upper()}")
return state
finally:
conn.close()
@router.put("/{instrument}/nodes/{node_id}/override")
def set_override(instrument: str, node_id: str, body: OverrideBody) -> Dict[str, Any]:
"""Définit ou met à jour la valeur manuelle d'un nœud."""
from services.database import get_conn
from services.instrument_models import set_node_override
conn = get_conn()
try:
set_node_override(conn, instrument.upper(), node_id, body.value, body.note or "")
return {"ok": True, "instrument": instrument.upper(), "node_id": node_id, "value": body.value}
finally:
conn.close()
@router.delete("/{instrument}/nodes/{node_id}/override")
def clear_override(instrument: str, node_id: str) -> Dict[str, Any]:
"""Supprime l'override manuel d'un nœud (retour neutre/events)."""
from services.database import get_conn
from services.instrument_models import clear_node_override
conn = get_conn()
try:
clear_node_override(conn, instrument.upper(), node_id)
return {"ok": True, "instrument": instrument.upper(), "node_id": node_id}
finally:
conn.close()
@router.get("/{instrument}/nodes/overrides")
def get_all_overrides(instrument: str) -> List[Dict[str, Any]]:
"""Toutes les overrides manuelles pour un instrument."""
from services.database import get_conn
conn = get_conn()
try:
rows = conn.execute(
"SELECT node_id, value, note, set_at FROM instrument_node_overrides WHERE instrument=? ORDER BY set_at DESC",
(instrument.upper(),)
).fetchall()
return [dict(r) for r in rows]
finally:
conn.close()