feat: transform to REST API service with SQLite persistence (v0.3.0)

Major architecture transformation from batch-only to API service with
database persistence for Windmill integration.

## REST API Implementation
- POST /simulate/trigger - Start simulation jobs
- GET /simulate/status/{job_id} - Monitor job progress
- GET /results - Query results with filters (job_id, date, model)
- GET /health - Service health checks

## Database Layer
- SQLite persistence with 6 tables (jobs, job_details, positions,
  holdings, reasoning_logs, tool_usage)
- Foreign key constraints with cascade deletes
- Replaces JSONL file storage

## Backend Components
- JobManager: Job lifecycle management with concurrency control
- RuntimeConfigManager: Thread-safe isolated runtime configs
- ModelDayExecutor: Single model-day execution engine
- SimulationWorker: Date-sequential, model-parallel orchestration

## Testing
- 102 unit and integration tests (85% coverage)
- Database: 98% coverage
- Job manager: 98% coverage
- API endpoints: 81% coverage
- Pydantic models: 100% coverage
- TDD approach throughout

## Docker Deployment
- Dual-mode: API server (persistent) + batch (one-time)
- Health checks with 30s interval
- Volume persistence for database and logs
- Separate entrypoints for each mode

## Validation Tools
- scripts/validate_docker_build.sh - Build validation
- scripts/test_api_endpoints.sh - Complete API testing
- scripts/test_batch_mode.sh - Batch mode validation
- DOCKER_API.md - Deployment guide
- TESTING_GUIDE.md - Testing procedures

## Configuration
- API_PORT environment variable (default: 8080)
- Backwards compatible with existing configs
- FastAPI, uvicorn, pydantic>=2.0 dependencies

Co-Authored-By: AI Assistant <noreply@example.com>
This commit is contained in:
2025-10-31 11:47:10 -04:00
parent 5da02b4ba0
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45 changed files with 13775 additions and 18 deletions

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"""
Database utilities and schema management for AI-Trader API.
This module provides:
- SQLite connection management
- Database schema initialization (6 tables)
- ACID-compliant transaction support
"""
import sqlite3
from pathlib import Path
from typing import Optional
import os
def get_db_connection(db_path: str = "data/jobs.db") -> sqlite3.Connection:
"""
Get SQLite database connection with proper configuration.
Args:
db_path: Path to SQLite database file
Returns:
Configured SQLite connection
Configuration:
- Foreign keys enabled for referential integrity
- Row factory for dict-like access
- Check same thread disabled for FastAPI async compatibility
"""
# Ensure data directory exists
db_path_obj = Path(db_path)
db_path_obj.parent.mkdir(parents=True, exist_ok=True)
conn = sqlite3.connect(db_path, check_same_thread=False)
conn.execute("PRAGMA foreign_keys = ON")
conn.row_factory = sqlite3.Row
return conn
def initialize_database(db_path: str = "data/jobs.db") -> None:
"""
Create all database tables with enhanced schema.
Tables created:
1. jobs - High-level job metadata and status
2. job_details - Per model-day execution tracking
3. positions - Trading positions and P&L metrics
4. holdings - Portfolio holdings per position
5. reasoning_logs - AI decision logs (optional, for detail=full)
6. tool_usage - Tool usage statistics
Args:
db_path: Path to SQLite database file
"""
conn = get_db_connection(db_path)
cursor = conn.cursor()
# Table 1: Jobs - Job metadata and lifecycle
cursor.execute("""
CREATE TABLE IF NOT EXISTS jobs (
job_id TEXT PRIMARY KEY,
config_path TEXT NOT NULL,
status TEXT NOT NULL CHECK(status IN ('pending', 'running', 'completed', 'partial', 'failed')),
date_range TEXT NOT NULL,
models TEXT NOT NULL,
created_at TEXT NOT NULL,
started_at TEXT,
updated_at TEXT,
completed_at TEXT,
total_duration_seconds REAL,
error TEXT
)
""")
# Table 2: Job Details - Per model-day execution
cursor.execute("""
CREATE TABLE IF NOT EXISTS job_details (
id INTEGER PRIMARY KEY AUTOINCREMENT,
job_id TEXT NOT NULL,
date TEXT NOT NULL,
model TEXT NOT NULL,
status TEXT NOT NULL CHECK(status IN ('pending', 'running', 'completed', 'failed')),
started_at TEXT,
completed_at TEXT,
duration_seconds REAL,
error TEXT,
FOREIGN KEY (job_id) REFERENCES jobs(job_id) ON DELETE CASCADE
)
""")
# Table 3: Positions - Trading positions and P&L
cursor.execute("""
CREATE TABLE IF NOT EXISTS positions (
id INTEGER PRIMARY KEY AUTOINCREMENT,
job_id TEXT NOT NULL,
date TEXT NOT NULL,
model TEXT NOT NULL,
action_id INTEGER NOT NULL,
action_type TEXT CHECK(action_type IN ('buy', 'sell', 'no_trade')),
symbol TEXT,
amount INTEGER,
price REAL,
cash REAL NOT NULL,
portfolio_value REAL NOT NULL,
daily_profit REAL,
daily_return_pct REAL,
cumulative_profit REAL,
cumulative_return_pct REAL,
created_at TEXT NOT NULL,
FOREIGN KEY (job_id) REFERENCES jobs(job_id) ON DELETE CASCADE
)
""")
# Table 4: Holdings - Portfolio holdings
cursor.execute("""
CREATE TABLE IF NOT EXISTS holdings (
id INTEGER PRIMARY KEY AUTOINCREMENT,
position_id INTEGER NOT NULL,
symbol TEXT NOT NULL,
quantity INTEGER NOT NULL,
FOREIGN KEY (position_id) REFERENCES positions(id) ON DELETE CASCADE
)
""")
# Table 5: Reasoning Logs - AI decision logs (optional)
cursor.execute("""
CREATE TABLE IF NOT EXISTS reasoning_logs (
id INTEGER PRIMARY KEY AUTOINCREMENT,
job_id TEXT NOT NULL,
date TEXT NOT NULL,
model TEXT NOT NULL,
step_number INTEGER NOT NULL,
timestamp TEXT NOT NULL,
role TEXT CHECK(role IN ('user', 'assistant', 'tool')),
content TEXT,
tool_name TEXT,
FOREIGN KEY (job_id) REFERENCES jobs(job_id) ON DELETE CASCADE
)
""")
# Table 6: Tool Usage - Tool usage statistics
cursor.execute("""
CREATE TABLE IF NOT EXISTS tool_usage (
id INTEGER PRIMARY KEY AUTOINCREMENT,
job_id TEXT NOT NULL,
date TEXT NOT NULL,
model TEXT NOT NULL,
tool_name TEXT NOT NULL,
call_count INTEGER NOT NULL DEFAULT 1,
total_duration_seconds REAL,
FOREIGN KEY (job_id) REFERENCES jobs(job_id) ON DELETE CASCADE
)
""")
# Create indexes for performance
_create_indexes(cursor)
conn.commit()
conn.close()
def _create_indexes(cursor: sqlite3.Cursor) -> None:
"""Create database indexes for query performance."""
# Jobs table indexes
cursor.execute("""
CREATE INDEX IF NOT EXISTS idx_jobs_status ON jobs(status)
""")
cursor.execute("""
CREATE INDEX IF NOT EXISTS idx_jobs_created_at ON jobs(created_at DESC)
""")
# Job details table indexes
cursor.execute("""
CREATE INDEX IF NOT EXISTS idx_job_details_job_id ON job_details(job_id)
""")
cursor.execute("""
CREATE INDEX IF NOT EXISTS idx_job_details_status ON job_details(status)
""")
cursor.execute("""
CREATE UNIQUE INDEX IF NOT EXISTS idx_job_details_unique
ON job_details(job_id, date, model)
""")
# Positions table indexes
cursor.execute("""
CREATE INDEX IF NOT EXISTS idx_positions_job_id ON positions(job_id)
""")
cursor.execute("""
CREATE INDEX IF NOT EXISTS idx_positions_date ON positions(date)
""")
cursor.execute("""
CREATE INDEX IF NOT EXISTS idx_positions_model ON positions(model)
""")
cursor.execute("""
CREATE INDEX IF NOT EXISTS idx_positions_date_model ON positions(date, model)
""")
cursor.execute("""
CREATE UNIQUE INDEX IF NOT EXISTS idx_positions_unique
ON positions(job_id, date, model, action_id)
""")
# Holdings table indexes
cursor.execute("""
CREATE INDEX IF NOT EXISTS idx_holdings_position_id ON holdings(position_id)
""")
cursor.execute("""
CREATE INDEX IF NOT EXISTS idx_holdings_symbol ON holdings(symbol)
""")
# Reasoning logs table indexes
cursor.execute("""
CREATE INDEX IF NOT EXISTS idx_reasoning_logs_job_date_model
ON reasoning_logs(job_id, date, model)
""")
# Tool usage table indexes
cursor.execute("""
CREATE INDEX IF NOT EXISTS idx_tool_usage_job_date_model
ON tool_usage(job_id, date, model)
""")
def drop_all_tables(db_path: str = "data/jobs.db") -> None:
"""
Drop all database tables. USE WITH CAUTION.
This is primarily for testing and development.
Args:
db_path: Path to SQLite database file
"""
conn = get_db_connection(db_path)
cursor = conn.cursor()
tables = [
'tool_usage',
'reasoning_logs',
'holdings',
'positions',
'job_details',
'jobs'
]
for table in tables:
cursor.execute(f"DROP TABLE IF EXISTS {table}")
conn.commit()
conn.close()
def vacuum_database(db_path: str = "data/jobs.db") -> None:
"""
Reclaim disk space after deletions.
Should be run periodically after cleanup operations.
Args:
db_path: Path to SQLite database file
"""
conn = get_db_connection(db_path)
conn.execute("VACUUM")
conn.close()
def get_database_stats(db_path: str = "data/jobs.db") -> dict:
"""
Get database statistics for monitoring.
Returns:
Dictionary with table row counts and database size
Example:
{
"database_size_mb": 12.5,
"jobs": 150,
"job_details": 3000,
"positions": 15000,
"holdings": 45000,
"reasoning_logs": 300000,
"tool_usage": 12000
}
"""
conn = get_db_connection(db_path)
cursor = conn.cursor()
stats = {}
# Get database file size
if os.path.exists(db_path):
size_bytes = os.path.getsize(db_path)
stats["database_size_mb"] = round(size_bytes / (1024 * 1024), 2)
else:
stats["database_size_mb"] = 0
# Get row counts for each table
tables = ['jobs', 'job_details', 'positions', 'holdings', 'reasoning_logs', 'tool_usage']
for table in tables:
cursor.execute(f"SELECT COUNT(*) FROM {table}")
stats[table] = cursor.fetchone()[0]
conn.close()
return stats