# -*- coding: utf-8 -*- """ WebSocket Gateway for frontend communication """ import asyncio import json import logging from datetime import datetime from typing import Any, Callable, Dict, List, Optional, Set import websockets from websockets.server import WebSocketServerProtocol from backend.utils.msg_adapter import FrontendAdapter from backend.utils.terminal_dashboard import get_dashboard from backend.core.pipeline import TradingPipeline from backend.core.state_sync import StateSync from backend.services.market import MarketService from backend.services.storage import StorageService logger = logging.getLogger(__name__) class Gateway: """WebSocket Gateway for frontend communication""" def __init__( self, market_service: MarketService, storage_service: StorageService, pipeline: TradingPipeline, state_sync: Optional[StateSync] = None, scheduler_callback: Optional[Callable] = None, config: Dict[str, Any] = None, ): self.market_service = market_service self.storage = storage_service self.pipeline = pipeline self.scheduler_callback = scheduler_callback self.config = config or {} self.mode = self.config.get("mode", "live") self.is_backtest = self.mode == "backtest" or self.config.get( "backtest_mode", False, ) self.state_sync = state_sync or StateSync(storage=storage_service) # self.state_sync.set_mode(self.is_backtest) self.state_sync.set_broadcast_fn(self.broadcast) self.pipeline.state_sync = self.state_sync self.connected_clients: Set[WebSocketServerProtocol] = set() self.lock = asyncio.Lock() self._backtest_task: Optional[asyncio.Task] = None self._backtest_start_date: Optional[str] = None self._backtest_end_date: Optional[str] = None self._dashboard = get_dashboard() self._market_status_task: Optional[asyncio.Task] = None # Session tracking for live returns self._session_start_portfolio_value: Optional[float] = None async def start(self, host: str = "0.0.0.0", port: int = 8766): """Start gateway server""" logger.info(f"Starting gateway on {host}:{port}") # Initialize terminal dashboard self._dashboard.set_config( mode=self.mode, config_name=self.config.get("config_name", "default"), host=host, port=port, poll_interval=self.config.get("poll_interval", 10), mock=self.config.get("mock_mode", False), tickers=self.config.get("tickers", []), initial_cash=self.storage.initial_cash, start_date=self._backtest_start_date or "", end_date=self._backtest_end_date or "", ) self._dashboard.start() self.state_sync.load_state() self.state_sync.update_state("status", "running") self.state_sync.update_state("server_mode", self.mode) self.state_sync.update_state("is_backtest", self.is_backtest) self.state_sync.update_state( "is_mock_mode", self.config.get("mock_mode", False), ) # Load and display existing portfolio state if available summary = self.storage.load_file("summary") if summary: holdings = self.storage.load_file("holdings") or [] trades = self.storage.load_file("trades") or [] current_date = self.state_sync.state.get("current_date") self._dashboard.update( date=current_date or "-", status="running", portfolio=summary, holdings=holdings, trades=trades, ) logger.info( "Loaded existing portfolio: $%s", f"{summary.get('totalAssetValue', 0):,.2f}", ) await self.market_service.start(broadcast_func=self.broadcast) if self.scheduler_callback: await self.scheduler_callback(callback=self.on_strategy_trigger) # Start market status monitoring (only for live mode) if not self.is_backtest: self._market_status_task = asyncio.create_task( self._market_status_monitor(), ) async with websockets.serve( self.handle_client, host, port, ping_interval=30, ping_timeout=60, ): logger.info( f"Gateway started: ws://{host}:{port}, mode={self.mode}", ) await asyncio.Future() @property def state(self) -> Dict[str, Any]: return self.state_sync.state async def handle_client(self, websocket: WebSocketServerProtocol): """Handle WebSocket client connection""" async with self.lock: self.connected_clients.add(websocket) await self._send_initial_state(websocket) await self._handle_client_messages(websocket) async with self.lock: self.connected_clients.discard(websocket) async def _send_initial_state(self, websocket: WebSocketServerProtocol): state_payload = self.state_sync.get_initial_state_payload( include_dashboard=True, ) # Include market status in initial state state_payload[ "market_status" ] = self.market_service.get_market_status() # Include live returns if session is active if self.storage.is_live_session_active: live_returns = self.storage.get_live_returns() if "portfolio" in state_payload: state_payload["portfolio"].update(live_returns) await websocket.send( json.dumps( {"type": "initial_state", "state": state_payload}, ensure_ascii=False, default=str, ), ) async def _handle_client_messages( self, websocket: WebSocketServerProtocol, ): try: async for message in websocket: data = json.loads(message) msg_type = data.get("type", "unknown") if msg_type == "ping": await websocket.send( json.dumps( { "type": "pong", "timestamp": datetime.now().isoformat(), }, ensure_ascii=False, ), ) elif msg_type == "get_state": await self._send_initial_state(websocket) elif msg_type == "start_backtest": await self._handle_start_backtest(data) except websockets.ConnectionClosed: pass except json.JSONDecodeError: pass async def _handle_start_backtest(self, data: Dict[str, Any]): if not self.is_backtest: return dates = data.get("dates", []) if dates and self._backtest_task is None: task = asyncio.create_task( self._run_backtest_dates(dates), ) task.add_done_callback(self._handle_backtest_exception) self._backtest_task = task async def broadcast(self, message: Dict[str, Any]): """Broadcast message to all connected clients""" if not self.connected_clients: return message_json = json.dumps(message, ensure_ascii=False, default=str) async with self.lock: tasks = [ self._send_to_client(client, message_json) for client in self.connected_clients.copy() ] if tasks: await asyncio.gather(*tasks, return_exceptions=True) async def _send_to_client( self, client: WebSocketServerProtocol, message: str, ): try: await client.send(message) except websockets.ConnectionClosed: async with self.lock: self.connected_clients.discard(client) async def _market_status_monitor(self): """Periodically check and broadcast market status changes""" while True: try: await self.market_service.check_and_broadcast_market_status() # On market open, start live session tracking status = self.market_service.get_market_status() if ( status["status"] == "open" and not self.storage.is_live_session_active ): self.storage.start_live_session() summary = self.storage.load_file("summary") or {} self._session_start_portfolio_value = summary.get( "totalAssetValue", self.storage.initial_cash, ) logger.info( "Session start portfolio: " f"${self._session_start_portfolio_value:,.2f}", ) elif ( status["status"] != "open" and self.storage.is_live_session_active ): self.storage.end_live_session() self._session_start_portfolio_value = None # Update and broadcast live returns if session is active if self.storage.is_live_session_active: await self._update_and_broadcast_live_returns() await asyncio.sleep(60) # Check every minute except asyncio.CancelledError: break except Exception as e: logger.error(f"Market status monitor error: {e}") await asyncio.sleep(60) async def _update_and_broadcast_live_returns(self): """Calculate and broadcast live returns for current session""" if not self.storage.is_live_session_active: return # Get current prices and calculate portfolio value prices = self.market_service.get_all_prices() if not prices or not any(p > 0 for p in prices.values()): return # Load current internal state to get baseline values state = self.storage.load_internal_state() # Get latest values from history (if available) equity_history = state.get("equity_history", []) baseline_history = state.get("baseline_history", []) baseline_vw_history = state.get("baseline_vw_history", []) momentum_history = state.get("momentum_history", []) current_equity = equity_history[-1]["v"] if equity_history else None current_baseline = ( baseline_history[-1]["v"] if baseline_history else None ) current_baseline_vw = ( baseline_vw_history[-1]["v"] if baseline_vw_history else None ) current_momentum = ( momentum_history[-1]["v"] if momentum_history else None ) # Update live returns with current values point = self.storage.update_live_returns( current_equity=current_equity, current_baseline=current_baseline, current_baseline_vw=current_baseline_vw, current_momentum=current_momentum, ) # Broadcast if we have new data if point: live_returns = self.storage.get_live_returns() await self.broadcast( { "type": "team_summary", "equity_return": live_returns["equity_return"], "baseline_return": live_returns["baseline_return"], "baseline_vw_return": live_returns["baseline_vw_return"], "momentum_return": live_returns["momentum_return"], }, ) async def on_strategy_trigger(self, date: str): """Handle trading cycle trigger""" logger.info(f"Strategy triggered for {date}") tickers = self.config.get("tickers", []) if self.is_backtest: await self._run_backtest_cycle(date, tickers) else: await self._run_live_cycle(date, tickers) async def _run_backtest_cycle(self, date: str, tickers: List[str]): """Run backtest cycle with pre-loaded prices""" self.market_service.set_backtest_date(date) await self.market_service.emit_market_open() await self.state_sync.on_cycle_start(date) self._dashboard.update(date=date, status="Analyzing...") prices = self.market_service.get_open_prices() close_prices = self.market_service.get_close_prices() market_caps = self._get_market_caps(tickers, date) result = await self.pipeline.run_cycle( tickers=tickers, date=date, prices=prices, close_prices=close_prices, market_caps=market_caps, ) await self.market_service.emit_market_close() settlement_result = result.get("settlement_result") self._save_cycle_results(result, date, close_prices, settlement_result) await self._broadcast_portfolio_updates(result, close_prices) await self._finalize_cycle(date) async def _run_live_cycle(self, date: str, tickers: List[str]): """ Run live cycle with real market timing. - Analysis runs immediately - Execution waits for market open (or uses current prices if already open) - Settlement waits for market close """ # Get actual trading date (might be next trading day if weekend) trading_date = self.market_service.get_live_trading_date() logger.info( f"Live cycle: triggered={date}, trading_date={trading_date}", ) await self.state_sync.on_cycle_start(trading_date) self._dashboard.update(date=trading_date, status="Analyzing...") market_caps = self._get_market_caps(tickers, trading_date) # Run pipeline with async price callbacks result = await self.pipeline.run_cycle( tickers=tickers, date=trading_date, market_caps=market_caps, get_open_prices_fn=self.market_service.wait_for_open_prices, get_close_prices_fn=self.market_service.wait_for_close_prices, ) close_prices = self.market_service.get_all_prices() settlement_result = result.get("settlement_result") self._save_cycle_results( result, trading_date, close_prices, settlement_result, ) await self._broadcast_portfolio_updates(result, close_prices) await self._finalize_cycle(trading_date) async def _finalize_cycle(self, date: str): """Finalize cycle: broadcast state and update dashboard""" summary = self.storage.load_file("summary") or {} # Include live returns if session is active if self.storage.is_live_session_active: live_returns = self.storage.get_live_returns() summary.update(live_returns) await self.state_sync.on_cycle_end(date, portfolio_summary=summary) holdings = self.storage.load_file("holdings") or [] trades = self.storage.load_file("trades") or [] leaderboard = self.storage.load_file("leaderboard") or [] if leaderboard: await self.state_sync.on_leaderboard_update(leaderboard) self._dashboard.update( date=date, status="Running", portfolio=summary, holdings=holdings, trades=trades, ) def _get_market_caps( self, tickers: List[str], date: str, ) -> Dict[str, float]: """ Get market caps for tickers (stub implementation) Args: tickers: List of tickers date: Trading date Returns: Dict mapping ticker to market cap """ from ..tools.data_tools import get_market_cap market_caps = {} for ticker in tickers: try: market_cap = get_market_cap(ticker, date) if market_cap: market_caps[ticker] = market_cap else: market_caps[ticker] = 1e9 except Exception: market_caps[ticker] = 1e9 return market_caps async def _broadcast_portfolio_updates( self, result: Dict[str, Any], prices: Dict[str, float], ): portfolio = result.get("portfolio", {}) if portfolio: holdings = FrontendAdapter.build_holdings(portfolio, prices) if holdings: await self.state_sync.on_holdings_update(holdings) stats = FrontendAdapter.build_stats(portfolio, prices) if stats: await self.state_sync.on_stats_update(stats) executed_trades = result.get("executed_trades", []) if executed_trades: await self.state_sync.on_trades_executed(executed_trades) def _save_cycle_results( self, result: Dict[str, Any], date: str, prices: Dict[str, float], settlement_result: Optional[Dict[str, Any]] = None, ): portfolio = result.get("portfolio", {}) executed_trades = result.get("executed_trades", []) # Extract baseline values from settlement result baseline_values = None if settlement_result: baseline_values = settlement_result.get("baseline_values") if portfolio: self.storage.update_dashboard_after_cycle( portfolio=portfolio, prices=prices, date=date, executed_trades=executed_trades, baseline_values=baseline_values, ) async def _run_backtest_dates(self, dates: List[str]): self.state_sync.set_backtest_dates(dates) self._dashboard.update(days_total=len(dates), days_completed=0) await self.state_sync.on_system_message( f"Starting backtest - {len(dates)} trading days", ) try: for i, date in enumerate(dates): self._dashboard.update(days_completed=i) await self.on_strategy_trigger(date=date) await asyncio.sleep(0.1) await self.state_sync.on_system_message( f"Backtest complete - {len(dates)} days", ) # Update dashboard with final state summary = self.storage.load_file("summary") or {} self._dashboard.update( status="Complete", portfolio=summary, days_completed=len(dates), ) self._dashboard.stop() self._dashboard.print_final_summary() except Exception as e: error_msg = f"Backtest failed: {type(e).__name__}: {str(e)}" logger.error(error_msg, exc_info=True) await self.state_sync.on_system_message(error_msg) self._dashboard.update(status=f"Failed: {str(e)}") self._dashboard.stop() raise finally: self._backtest_task = None def _handle_backtest_exception(self, task: asyncio.Task): """Handle exceptions from backtest task""" try: task.result() except asyncio.CancelledError: logger.info("Backtest task was cancelled") except Exception as e: logger.error( f"Backtest task failed with exception:{type(e).__name__}:{e}", exc_info=True, ) def set_backtest_dates(self, dates: List[str]): self.state_sync.set_backtest_dates(dates) if dates: self._backtest_start_date = dates[0] self._backtest_end_date = dates[-1] self._dashboard.days_total = len(dates) def stop(self): self.state_sync.save_state() self.market_service.stop() if self._backtest_task: self._backtest_task.cancel() if self._market_status_task: self._market_status_task.cancel() self._dashboard.stop()