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feat: implement date range API and on-demand downloads (WIP phase 2)

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Phase 2 progress - API integration complete.

API Changes:
- Replace date_range (List[str]) with start_date/end_date (str)
- Add automatic end_date defaulting to start_date for single day
- Add date format validation
- Integrate PriceDataManager for on-demand downloads
- Add rate limit handling (trusts provider, no pre-config)
- Validate date ranges with configurable max days (MAX_SIMULATION_DAYS)

New Modules:
- api/date_utils.py - Date validation and expansion utilities
- scripts/migrate_price_data.py - Migration script for merged.jsonl

API Flow:
1. Validate date range (start <= end, max 30 days, not future)
2. Check missing price data coverage
3. Download missing data if AUTO_DOWNLOAD_PRICE_DATA=true
4. Priority-based download (maximize date completion)
5. Create job with available trading dates
6. Graceful handling of partial data (rate limits)

Configuration:
- AUTO_DOWNLOAD_PRICE_DATA (default: true)
- MAX_SIMULATION_DAYS (default: 30)
- No rate limit configuration needed

Still TODO:
- Update tools/price_tools.py to read from database
- Implement simulation run tracking
- Update .env.example
- Comprehensive testing
- Documentation updates

Breaking Changes:
- API request format changed (date_range -> start_date/end_date)
- This completes v0.3.0 preparation
This commit is contained in:
Bill Ballou
2025-10-31 16:40:50 -04:00
parent bddf4d8b72
commit 76b946449e
3 changed files with 366 additions and 19 deletions
Download Patch File Download Diff File Expand all files Collapse all files

93
api/date_utils.py Normal file
View File

@@ -0,0 +1,93 @@
"""
Date range utilities for simulation date management.
This module provides:
- Date range expansion
- Date range validation
- Trading day detection
"""
import os
from datetime import datetime, timedelta
from typing import List
def expand_date_range(start_date: str, end_date: str) -> List[str]:
"""
Expand date range into list of all dates (inclusive).
Args:
start_date: Start date (YYYY-MM-DD)
end_date: End date (YYYY-MM-DD)
Returns:
Sorted list of dates in range
Raises:
ValueError: If dates are invalid or start > end
"""
start = datetime.strptime(start_date, "%Y-%m-%d")
end = datetime.strptime(end_date, "%Y-%m-%d")
if start > end:
raise ValueError(f"start_date ({start_date}) must be <= end_date ({end_date})")
dates = []
current = start
while current <= end:
dates.append(current.strftime("%Y-%m-%d"))
current += timedelta(days=1)
return dates
def validate_date_range(
start_date: str,
end_date: str,
max_days: int = 30
) -> None:
"""
Validate date range for simulation.
Args:
start_date: Start date (YYYY-MM-DD)
end_date: End date (YYYY-MM-DD)
max_days: Maximum allowed days in range
Raises:
ValueError: If validation fails
"""
# Parse dates
try:
start = datetime.strptime(start_date, "%Y-%m-%d")
end = datetime.strptime(end_date, "%Y-%m-%d")
except ValueError as e:
raise ValueError(f"Invalid date format: {e}")
# Check order
if start > end:
raise ValueError(f"start_date ({start_date}) must be <= end_date ({end_date})")
# Check range size
days = (end - start).days + 1
if days > max_days:
raise ValueError(
f"Date range too large: {days} days (max: {max_days}). "
f"Reduce range or increase MAX_SIMULATION_DAYS."
)
# Check not in future
today = datetime.now().date()
if end.date() > today:
raise ValueError(f"end_date ({end_date}) cannot be in the future")
def get_max_simulation_days() -> int:
"""
Get maximum simulation days from environment.
Returns:
Maximum days allowed in simulation range
"""
return int(os.getenv("MAX_SIMULATION_DAYS", "30"))

126
api/main.py
View File

@@ -9,6 +9,7 @@ Provides endpoints for:
"""
import logging
import os
from typing import Optional, List, Dict, Any
from datetime import datetime
from pathlib import Path
@@ -20,6 +21,8 @@ from pydantic import BaseModel, Field, field_validator
from api.job_manager import JobManager
from api.simulation_worker import SimulationWorker
from api.database import get_db_connection
from api.price_data_manager import PriceDataManager
from api.date_utils import validate_date_range, expand_date_range, get_max_simulation_days
import threading
import time
@@ -29,23 +32,29 @@ logger = logging.getLogger(__name__)
# Pydantic models for request/response validation
class SimulateTriggerRequest(BaseModel):
"""Request body for POST /simulate/trigger."""
date_range: List[str] = Field(..., min_length=1, description="List of trading dates (YYYY-MM-DD)")
start_date: str = Field(..., description="Start date for simulation (YYYY-MM-DD)")
end_date: Optional[str] = Field(None, description="End date for simulation (YYYY-MM-DD). If not provided, simulates single day.")
models: Optional[List[str]] = Field(
None,
description="Optional: List of model signatures to simulate. If not provided, uses enabled models from config."
)
@field_validator("date_range")
@field_validator("start_date", "end_date")
@classmethod
def validate_date_range(cls, v):
def validate_date_format(cls, v):
"""Validate date format."""
for date in v:
try:
datetime.strptime(date, "%Y-%m-%d")
except ValueError:
raise ValueError(f"Invalid date format: {date}. Expected YYYY-MM-DD")
if v is None:
return v
try:
datetime.strptime(v, "%Y-%m-%d")
except ValueError:
raise ValueError(f"Invalid date format: {v}. Expected YYYY-MM-DD")
return v
def get_end_date(self) -> str:
"""Get end date, defaulting to start_date if not provided."""
return self.end_date or self.start_date
class SimulateTriggerResponse(BaseModel):
"""Response body for POST /simulate/trigger."""
@@ -114,13 +123,12 @@ def create_app(
"""
Trigger a new simulation job.
Creates a job with dates and models from config file.
If models not specified in request, uses enabled models from config.
Job runs asynchronously in background thread.
Validates date range, downloads missing price data if needed,
and creates job with available trading dates.
Raises:
HTTPException 400: If another job is already running or config invalid
HTTPException 422: If request validation fails
HTTPException 400: Validation errors, running job, or invalid dates
HTTPException 503: Price data download failed
"""
try:
# Use config path from app state
@@ -133,6 +141,13 @@ def create_app(
detail=f"Server configuration file not found: {config_path}"
)
# Get end date (defaults to start_date for single day)
end_date = request.get_end_date()
# Validate date range
max_days = get_max_simulation_days()
validate_date_range(request.start_date, end_date, max_days=max_days)
# Determine which models to run
import json
with open(config_path, 'r') as f:
@@ -155,6 +170,67 @@ def create_app(
detail="No enabled models found in config. Either enable models in config or specify them in request."
)
# Check price data and download if needed
auto_download = os.getenv("AUTO_DOWNLOAD_PRICE_DATA", "true").lower() == "true"
price_manager = PriceDataManager(db_path=app.state.db_path)
# Check what's missing
missing_coverage = price_manager.get_missing_coverage(
request.start_date,
end_date
)
download_info = None
# Download missing data if enabled
if any(missing_coverage.values()):
if not auto_download:
raise HTTPException(
status_code=400,
detail=f"Missing price data for {len(missing_coverage)} symbols and auto-download is disabled. "
f"Enable AUTO_DOWNLOAD_PRICE_DATA or pre-populate data."
)
logger.info(f"Downloading missing price data for {len(missing_coverage)} symbols")
requested_dates = set(expand_date_range(request.start_date, end_date))
download_result = price_manager.download_missing_data_prioritized(
missing_coverage,
requested_dates
)
if not download_result["success"]:
raise HTTPException(
status_code=503,
detail="Failed to download any price data. Check ALPHAADVANTAGE_API_KEY."
)
download_info = {
"symbols_downloaded": len(download_result["downloaded"]),
"symbols_failed": len(download_result["failed"]),
"rate_limited": download_result["rate_limited"]
}
logger.info(
f"Downloaded {len(download_result['downloaded'])} symbols, "
f"{len(download_result['failed'])} failed, rate_limited={download_result['rate_limited']}"
)
# Get available trading dates (after potential download)
available_dates = price_manager.get_available_trading_dates(
request.start_date,
end_date
)
if not available_dates:
raise HTTPException(
status_code=400,
detail=f"No trading dates with complete price data in range "
f"{request.start_date} to {end_date}. "
f"All symbols must have data for a date to be tradeable."
)
job_manager = JobManager(db_path=app.state.db_path)
# Check if can start new job
@@ -164,10 +240,10 @@ def create_app(
detail="Another simulation job is already running or pending. Please wait for it to complete."
)
# Create job
# Create job with available dates
job_id = job_manager.create_job(
config_path=config_path,
date_range=request.date_range,
date_range=available_dates,
models=models_to_run
)
@@ -180,15 +256,27 @@ def create_app(
thread = threading.Thread(target=run_worker, daemon=True)
thread.start()
logger.info(f"Triggered simulation job {job_id}")
logger.info(f"Triggered simulation job {job_id} with {len(available_dates)} dates")
return SimulateTriggerResponse(
# Build response message
message = f"Simulation job created with {len(available_dates)} trading dates"
if download_info and download_info["rate_limited"]:
message += " (rate limit reached - partial data)"
response = SimulateTriggerResponse(
job_id=job_id,
status="pending",
total_model_days=len(request.date_range) * len(models_to_run),
message=f"Simulation job {job_id} created and started with {len(models_to_run)} models"
total_model_days=len(available_dates) * len(models_to_run),
message=message
)
# Add download info if we downloaded
if download_info:
# Note: Need to add download_info field to response model
logger.info(f"Download info: {download_info}")
return response
except HTTPException:
raise
except ValueError as e: