mirror of
https://github.com/Xe138/AI-Trader.git
synced 2026-04-02 09:37:23 -04:00
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
488 lines
16 KiB
Python
488 lines
16 KiB
Python
"""
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FastAPI REST API for AI-Trader simulation service.
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Provides endpoints for:
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- Triggering simulation jobs
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- Checking job status
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- Querying results
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- Health checks
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"""
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import logging
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import os
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from typing import Optional, List, Dict, Any
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from datetime import datetime
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from pathlib import Path
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from fastapi import FastAPI, HTTPException, Query
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from fastapi.responses import JSONResponse
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from pydantic import BaseModel, Field, field_validator
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from api.job_manager import JobManager
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from api.simulation_worker import SimulationWorker
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from api.database import get_db_connection
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from api.price_data_manager import PriceDataManager
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from api.date_utils import validate_date_range, expand_date_range, get_max_simulation_days
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import threading
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import time
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logger = logging.getLogger(__name__)
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# Pydantic models for request/response validation
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class SimulateTriggerRequest(BaseModel):
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"""Request body for POST /simulate/trigger."""
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start_date: str = Field(..., description="Start date for simulation (YYYY-MM-DD)")
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end_date: Optional[str] = Field(None, description="End date for simulation (YYYY-MM-DD). If not provided, simulates single day.")
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models: Optional[List[str]] = Field(
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None,
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description="Optional: List of model signatures to simulate. If not provided, uses enabled models from config."
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)
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@field_validator("start_date", "end_date")
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@classmethod
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def validate_date_format(cls, v):
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"""Validate date format."""
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if v is None:
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return v
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try:
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datetime.strptime(v, "%Y-%m-%d")
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except ValueError:
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raise ValueError(f"Invalid date format: {v}. Expected YYYY-MM-DD")
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return v
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def get_end_date(self) -> str:
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"""Get end date, defaulting to start_date if not provided."""
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return self.end_date or self.start_date
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class SimulateTriggerResponse(BaseModel):
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"""Response body for POST /simulate/trigger."""
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job_id: str
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status: str
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total_model_days: int
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message: str
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class JobProgress(BaseModel):
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"""Job progress information."""
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total_model_days: int
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completed: int
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failed: int
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pending: int
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class JobStatusResponse(BaseModel):
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"""Response body for GET /simulate/status/{job_id}."""
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job_id: str
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status: str
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progress: JobProgress
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date_range: List[str]
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models: List[str]
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created_at: str
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started_at: Optional[str] = None
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completed_at: Optional[str] = None
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total_duration_seconds: Optional[float] = None
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error: Optional[str] = None
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details: List[Dict[str, Any]]
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class HealthResponse(BaseModel):
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"""Response body for GET /health."""
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status: str
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database: str
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timestamp: str
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def create_app(
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db_path: str = "data/jobs.db",
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config_path: str = "configs/default_config.json"
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) -> FastAPI:
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"""
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Create FastAPI application instance.
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Args:
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db_path: Path to SQLite database
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config_path: Path to default configuration file
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Returns:
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Configured FastAPI app
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"""
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app = FastAPI(
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title="AI-Trader Simulation API",
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description="REST API for triggering and monitoring AI trading simulations",
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version="1.0.0"
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)
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# Store paths in app state
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app.state.db_path = db_path
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app.state.config_path = config_path
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@app.post("/simulate/trigger", response_model=SimulateTriggerResponse, status_code=200)
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async def trigger_simulation(request: SimulateTriggerRequest):
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"""
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Trigger a new simulation job.
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Validates date range, downloads missing price data if needed,
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and creates job with available trading dates.
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Raises:
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HTTPException 400: Validation errors, running job, or invalid dates
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HTTPException 503: Price data download failed
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"""
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try:
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# Use config path from app state
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config_path = app.state.config_path
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# Validate config path exists
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if not Path(config_path).exists():
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raise HTTPException(
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status_code=500,
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detail=f"Server configuration file not found: {config_path}"
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)
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# Get end date (defaults to start_date for single day)
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end_date = request.get_end_date()
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# Validate date range
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max_days = get_max_simulation_days()
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validate_date_range(request.start_date, end_date, max_days=max_days)
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# Determine which models to run
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import json
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with open(config_path, 'r') as f:
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config = json.load(f)
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if request.models is not None:
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# Use models from request (explicit override)
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models_to_run = request.models
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else:
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# Use enabled models from config
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models_to_run = [
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model["signature"]
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for model in config.get("models", [])
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if model.get("enabled", False)
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]
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if not models_to_run:
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raise HTTPException(
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status_code=400,
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detail="No enabled models found in config. Either enable models in config or specify them in request."
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)
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# Check price data and download if needed
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auto_download = os.getenv("AUTO_DOWNLOAD_PRICE_DATA", "true").lower() == "true"
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price_manager = PriceDataManager(db_path=app.state.db_path)
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# Check what's missing
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missing_coverage = price_manager.get_missing_coverage(
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request.start_date,
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end_date
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)
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download_info = None
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# Download missing data if enabled
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if any(missing_coverage.values()):
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if not auto_download:
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raise HTTPException(
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status_code=400,
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detail=f"Missing price data for {len(missing_coverage)} symbols and auto-download is disabled. "
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f"Enable AUTO_DOWNLOAD_PRICE_DATA or pre-populate data."
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)
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logger.info(f"Downloading missing price data for {len(missing_coverage)} symbols")
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requested_dates = set(expand_date_range(request.start_date, end_date))
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download_result = price_manager.download_missing_data_prioritized(
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missing_coverage,
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requested_dates
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)
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if not download_result["success"]:
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raise HTTPException(
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status_code=503,
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detail="Failed to download any price data. Check ALPHAADVANTAGE_API_KEY."
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)
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download_info = {
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"symbols_downloaded": len(download_result["downloaded"]),
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"symbols_failed": len(download_result["failed"]),
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"rate_limited": download_result["rate_limited"]
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}
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logger.info(
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f"Downloaded {len(download_result['downloaded'])} symbols, "
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f"{len(download_result['failed'])} failed, rate_limited={download_result['rate_limited']}"
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)
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# Get available trading dates (after potential download)
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available_dates = price_manager.get_available_trading_dates(
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request.start_date,
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end_date
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)
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if not available_dates:
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raise HTTPException(
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status_code=400,
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detail=f"No trading dates with complete price data in range "
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f"{request.start_date} to {end_date}. "
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f"All symbols must have data for a date to be tradeable."
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)
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job_manager = JobManager(db_path=app.state.db_path)
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# Check if can start new job
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if not job_manager.can_start_new_job():
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raise HTTPException(
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status_code=400,
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detail="Another simulation job is already running or pending. Please wait for it to complete."
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)
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# Create job with available dates
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job_id = job_manager.create_job(
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config_path=config_path,
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date_range=available_dates,
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models=models_to_run
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)
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# Start worker in background thread (only if not in test mode)
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if not getattr(app.state, "test_mode", False):
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def run_worker():
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worker = SimulationWorker(job_id=job_id, db_path=app.state.db_path)
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worker.run()
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thread = threading.Thread(target=run_worker, daemon=True)
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thread.start()
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logger.info(f"Triggered simulation job {job_id} with {len(available_dates)} dates")
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# Build response message
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message = f"Simulation job created with {len(available_dates)} trading dates"
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if download_info and download_info["rate_limited"]:
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message += " (rate limit reached - partial data)"
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response = SimulateTriggerResponse(
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job_id=job_id,
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status="pending",
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total_model_days=len(available_dates) * len(models_to_run),
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message=message
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)
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# Add download info if we downloaded
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if download_info:
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# Note: Need to add download_info field to response model
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logger.info(f"Download info: {download_info}")
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return response
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except HTTPException:
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raise
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except ValueError as e:
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logger.error(f"Validation error: {e}")
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raise HTTPException(status_code=400, detail=str(e))
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except Exception as e:
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logger.error(f"Failed to trigger simulation: {e}", exc_info=True)
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raise HTTPException(status_code=500, detail=f"Internal server error: {str(e)}")
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@app.get("/simulate/status/{job_id}", response_model=JobStatusResponse)
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async def get_job_status(job_id: str):
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"""
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Get status and progress of a simulation job.
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Args:
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job_id: Job UUID
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Returns:
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Job status, progress, and model-day details
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Raises:
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HTTPException 404: If job not found
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"""
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try:
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job_manager = JobManager(db_path=app.state.db_path)
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# Get job info
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job = job_manager.get_job(job_id)
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if not job:
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raise HTTPException(status_code=404, detail=f"Job {job_id} not found")
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# Get progress
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progress = job_manager.get_job_progress(job_id)
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# Get model-day details
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details = job_manager.get_job_details(job_id)
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# Calculate pending (total - completed - failed)
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pending = progress["total_model_days"] - progress["completed"] - progress["failed"]
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return JobStatusResponse(
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job_id=job["job_id"],
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status=job["status"],
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progress=JobProgress(
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total_model_days=progress["total_model_days"],
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completed=progress["completed"],
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failed=progress["failed"],
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pending=pending
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),
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date_range=job["date_range"],
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models=job["models"],
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created_at=job["created_at"],
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started_at=job.get("started_at"),
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completed_at=job.get("completed_at"),
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total_duration_seconds=job.get("total_duration_seconds"),
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error=job.get("error"),
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details=details
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)
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except HTTPException:
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raise
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except Exception as e:
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logger.error(f"Failed to get job status: {e}", exc_info=True)
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raise HTTPException(status_code=500, detail=f"Internal server error: {str(e)}")
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@app.get("/results")
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async def get_results(
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job_id: Optional[str] = Query(None, description="Filter by job ID"),
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date: Optional[str] = Query(None, description="Filter by date (YYYY-MM-DD)"),
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model: Optional[str] = Query(None, description="Filter by model signature")
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):
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"""
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Query simulation results.
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Supports filtering by job_id, date, and/or model.
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Returns position data with holdings.
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Args:
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job_id: Optional job UUID filter
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date: Optional date filter (YYYY-MM-DD)
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model: Optional model signature filter
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Returns:
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List of position records with holdings
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"""
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try:
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conn = get_db_connection(app.state.db_path)
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cursor = conn.cursor()
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# Build query with filters
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query = """
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SELECT
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p.id,
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p.job_id,
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p.date,
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p.model,
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p.action_id,
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p.action_type,
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p.symbol,
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p.amount,
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p.price,
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p.cash,
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p.portfolio_value,
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p.daily_profit,
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p.daily_return_pct,
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p.created_at
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FROM positions p
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WHERE 1=1
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"""
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params = []
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if job_id:
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query += " AND p.job_id = ?"
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params.append(job_id)
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if date:
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query += " AND p.date = ?"
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params.append(date)
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if model:
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query += " AND p.model = ?"
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params.append(model)
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query += " ORDER BY p.date, p.model, p.action_id"
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cursor.execute(query, params)
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rows = cursor.fetchall()
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results = []
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for row in rows:
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position_id = row[0]
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# Get holdings for this position
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cursor.execute("""
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SELECT symbol, quantity
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FROM holdings
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WHERE position_id = ?
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ORDER BY symbol
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""", (position_id,))
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holdings = [{"symbol": h[0], "quantity": h[1]} for h in cursor.fetchall()]
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results.append({
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"id": row[0],
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"job_id": row[1],
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"date": row[2],
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"model": row[3],
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"action_id": row[4],
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"action_type": row[5],
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"symbol": row[6],
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"amount": row[7],
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"price": row[8],
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"cash": row[9],
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"portfolio_value": row[10],
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"daily_profit": row[11],
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"daily_return_pct": row[12],
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"created_at": row[13],
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"holdings": holdings
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})
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conn.close()
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return {"results": results, "count": len(results)}
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except Exception as e:
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logger.error(f"Failed to query results: {e}", exc_info=True)
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raise HTTPException(status_code=500, detail=f"Internal server error: {str(e)}")
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@app.get("/health", response_model=HealthResponse)
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async def health_check():
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"""
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Health check endpoint.
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Verifies database connectivity and service status.
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Returns:
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Health status and timestamp
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"""
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try:
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# Test database connection
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conn = get_db_connection(app.state.db_path)
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cursor = conn.cursor()
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cursor.execute("SELECT 1")
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cursor.fetchone()
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conn.close()
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database_status = "connected"
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except Exception as e:
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logger.error(f"Database health check failed: {e}")
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database_status = "disconnected"
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return HealthResponse(
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status="healthy" if database_status == "connected" else "unhealthy",
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database=database_status,
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timestamp=datetime.utcnow().isoformat() + "Z"
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)
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return app
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# Create default app instance
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app = create_app()
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if __name__ == "__main__":
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import uvicorn
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uvicorn.run(app, host="0.0.0.0", port=8080)
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