feat: add new day-centric results API endpoint

Implements new /results endpoint with day-centric data structure:
- Returns starting_position, daily_metrics, trades, and final_position
- Supports reasoning levels: none (default), summary, full
- Uses database helper methods from trading_days schema
- Replaces old positions-based endpoint

Changes:
- Created api/routes/results_v2.py with new endpoint
- Registered router in api/main.py
- Removed old /results endpoint (positions table)
- Added comprehensive integration tests

All tests pass.
This commit is contained in:
2025-11-03 23:43:52 -05:00
parent f770a2fe84
commit 93ba9deebb
4 changed files with 257 additions and 102 deletions

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@@ -24,6 +24,7 @@ from api.simulation_worker import SimulationWorker
from api.database import get_db_connection
from api.date_utils import validate_date_range, expand_date_range, get_max_simulation_days
from tools.deployment_config import get_deployment_mode_dict, log_dev_mode_startup_warning
from api.routes import results_v2
import threading
import time
@@ -424,108 +425,9 @@ def create_app(
logger.error(f"Failed to get job status: {e}", exc_info=True)
raise HTTPException(status_code=500, detail=f"Internal server error: {str(e)}")
@app.get("/results")
async def get_results(
job_id: Optional[str] = Query(None, description="Filter by job ID"),
date: Optional[str] = Query(None, description="Filter by date (YYYY-MM-DD)"),
model: Optional[str] = Query(None, description="Filter by model signature")
):
"""
Query simulation results.
Supports filtering by job_id, date, and/or model.
Returns position data with holdings.
Args:
job_id: Optional job UUID filter
date: Optional date filter (YYYY-MM-DD)
model: Optional model signature filter
Returns:
List of position records with holdings
"""
try:
conn = get_db_connection(app.state.db_path)
cursor = conn.cursor()
# Build query with filters
query = """
SELECT
p.id,
p.job_id,
p.date,
p.model,
p.action_id,
p.action_type,
p.symbol,
p.amount,
p.price,
p.cash,
p.portfolio_value,
p.daily_profit,
p.daily_return_pct,
p.created_at
FROM positions p
WHERE 1=1
"""
params = []
if job_id:
query += " AND p.job_id = ?"
params.append(job_id)
if date:
query += " AND p.date = ?"
params.append(date)
if model:
query += " AND p.model = ?"
params.append(model)
query += " ORDER BY p.date, p.model, p.action_id"
cursor.execute(query, params)
rows = cursor.fetchall()
results = []
for row in rows:
position_id = row[0]
# Get holdings for this position
cursor.execute("""
SELECT symbol, quantity
FROM holdings
WHERE position_id = ?
ORDER BY symbol
""", (position_id,))
holdings = [{"symbol": h[0], "quantity": h[1]} for h in cursor.fetchall()]
results.append({
"id": row[0],
"job_id": row[1],
"date": row[2],
"model": row[3],
"action_id": row[4],
"action_type": row[5],
"symbol": row[6],
"amount": row[7],
"price": row[8],
"cash": row[9],
"portfolio_value": row[10],
"daily_profit": row[11],
"daily_return_pct": row[12],
"created_at": row[13],
"holdings": holdings
})
conn.close()
return {"results": results, "count": len(results)}
except Exception as e:
logger.error(f"Failed to query results: {e}", exc_info=True)
raise HTTPException(status_code=500, detail=f"Internal server error: {str(e)}")
# OLD /results endpoint - REPLACED by results_v2.py
# This endpoint used the old positions table schema and is no longer needed
# The new endpoint is defined in api/routes/results_v2.py
@app.get("/reasoning", response_model=ReasoningResponse)
async def get_reasoning(
@@ -745,6 +647,9 @@ def create_app(
**deployment_info
)
# Include routers
app.include_router(results_v2.router)
return app

1
api/routes/__init__.py Normal file
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@@ -0,0 +1 @@
"""API routes package."""

112
api/routes/results_v2.py Normal file
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@@ -0,0 +1,112 @@
"""New results API with day-centric structure."""
from fastapi import APIRouter, Query, Depends
from typing import Optional, Literal
import json
from api.database import Database
router = APIRouter()
def get_database() -> Database:
"""Dependency for database instance."""
return Database()
@router.get("/results")
async def get_results(
job_id: Optional[str] = None,
model: Optional[str] = None,
date: Optional[str] = None,
reasoning: Literal["none", "summary", "full"] = "none",
db: Database = Depends(get_database)
):
"""Get trading results grouped by day.
Args:
job_id: Filter by simulation job ID
model: Filter by model signature
date: Filter by trading date (YYYY-MM-DD)
reasoning: Include reasoning logs (none/summary/full)
db: Database instance (injected)
Returns:
JSON with day-centric trading results and performance metrics
"""
# Build query with filters
query = "SELECT * FROM trading_days WHERE 1=1"
params = []
if job_id:
query += " AND job_id = ?"
params.append(job_id)
if model:
query += " AND model = ?"
params.append(model)
if date:
query += " AND date = ?"
params.append(date)
query += " ORDER BY date ASC, model ASC"
# Execute query
cursor = db.connection.execute(query, params)
# Format results
formatted_results = []
for row in cursor.fetchall():
trading_day_id = row[0]
# Build response object
day_data = {
"date": row[3],
"model": row[2],
"job_id": row[1],
"starting_position": {
"holdings": db.get_starting_holdings(trading_day_id),
"cash": row[4], # starting_cash
"portfolio_value": row[5] # starting_portfolio_value
},
"daily_metrics": {
"profit": row[6], # daily_profit
"return_pct": row[7], # daily_return_pct
"days_since_last_trading": row[14] if len(row) > 14 else 1
},
"trades": db.get_actions(trading_day_id),
"final_position": {
"holdings": db.get_ending_holdings(trading_day_id),
"cash": row[8], # ending_cash
"portfolio_value": row[9] # ending_portfolio_value
},
"metadata": {
"total_actions": row[12] if row[12] is not None else 0,
"session_duration_seconds": row[13],
"completed_at": row[16] if len(row) > 16 else None
}
}
# Add reasoning if requested
if reasoning == "summary":
day_data["reasoning"] = row[10] # reasoning_summary
elif reasoning == "full":
reasoning_full = row[11] # reasoning_full
day_data["reasoning"] = json.loads(reasoning_full) if reasoning_full else []
else:
day_data["reasoning"] = None
formatted_results.append(day_data)
return {
"count": len(formatted_results),
"results": formatted_results
}

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@@ -0,0 +1,137 @@
import pytest
from fastapi.testclient import TestClient
from api.main import create_app
from api.database import Database
from api.routes.results_v2 import get_database
class TestResultsAPIV2:
@pytest.fixture
def client(self, db):
"""Create test client with overridden database dependency."""
# Create fresh app instance
app = create_app()
# Override the database dependency
app.dependency_overrides[get_database] = lambda: db
client = TestClient(app)
yield client
# Clean up
app.dependency_overrides.clear()
@pytest.fixture
def db(self, tmp_path):
"""Create test database with sample data."""
import importlib
migration_module = importlib.import_module('api.migrations.001_trading_days_schema')
create_trading_days_schema = migration_module.create_trading_days_schema
db_path = tmp_path / "test.db"
db = Database(str(db_path))
# Create schema
db.connection.execute("""
CREATE TABLE IF NOT EXISTS jobs (
job_id TEXT PRIMARY KEY,
status TEXT
)
""")
create_trading_days_schema(db)
# Insert sample data
db.connection.execute(
"INSERT INTO jobs (job_id, status) VALUES (?, ?)",
("test-job", "completed")
)
# Day 1
day1_id = db.create_trading_day(
job_id="test-job",
model="gpt-4",
date="2025-01-15",
starting_cash=10000.0,
starting_portfolio_value=10000.0,
daily_profit=0.0,
daily_return_pct=0.0,
ending_cash=8500.0,
ending_portfolio_value=10000.0,
reasoning_summary="First day summary",
total_actions=1
)
db.create_holding(day1_id, "AAPL", 10)
db.create_action(day1_id, "buy", "AAPL", 10, 150.0)
db.connection.commit()
return db
def test_results_without_reasoning(self, client, db):
"""Test default response excludes reasoning."""
response = client.get("/results?job_id=test-job")
assert response.status_code == 200
data = response.json()
assert data["count"] == 1
assert data["results"][0]["reasoning"] is None
def test_results_with_summary(self, client, db):
"""Test including reasoning summary."""
response = client.get("/results?job_id=test-job&reasoning=summary")
data = response.json()
result = data["results"][0]
assert result["reasoning"] == "First day summary"
def test_results_structure(self, client, db):
"""Test complete response structure."""
response = client.get("/results?job_id=test-job")
result = response.json()["results"][0]
# Basic fields
assert result["date"] == "2025-01-15"
assert result["model"] == "gpt-4"
assert result["job_id"] == "test-job"
# Starting position
assert "starting_position" in result
assert result["starting_position"]["cash"] == 10000.0
assert result["starting_position"]["portfolio_value"] == 10000.0
assert result["starting_position"]["holdings"] == [] # First day
# Daily metrics
assert "daily_metrics" in result
assert result["daily_metrics"]["profit"] == 0.0
assert result["daily_metrics"]["return_pct"] == 0.0
# Trades
assert "trades" in result
assert len(result["trades"]) == 1
assert result["trades"][0]["action_type"] == "buy"
assert result["trades"][0]["symbol"] == "AAPL"
# Final position
assert "final_position" in result
assert result["final_position"]["cash"] == 8500.0
assert result["final_position"]["portfolio_value"] == 10000.0
assert len(result["final_position"]["holdings"]) == 1
assert result["final_position"]["holdings"][0]["symbol"] == "AAPL"
# Metadata
assert "metadata" in result
assert result["metadata"]["total_actions"] == 1
def test_results_filtering_by_date(self, client, db):
"""Test filtering results by date."""
response = client.get("/results?date=2025-01-15")
results = response.json()["results"]
assert all(r["date"] == "2025-01-15" for r in results)
def test_results_filtering_by_model(self, client, db):
"""Test filtering results by model."""
response = client.get("/results?model=gpt-4")
results = response.json()["results"]
assert all(r["model"] == "gpt-4" for r in results)