900 lines
32 KiB
Python
900 lines
32 KiB
Python
# -*- coding: utf-8 -*-
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"""
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WebSocket Gateway for frontend communication
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"""
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import asyncio
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import json
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import logging
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from datetime import datetime, timedelta
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from pathlib import Path
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from typing import Any, Callable, Dict, List, Optional, Set
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import websockets
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from websockets.asyncio.server import ServerConnection
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from backend.config.bootstrap_config import (
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resolve_runtime_config,
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update_bootstrap_values_for_run,
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)
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from backend.data.provider_utils import normalize_symbol
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from backend.utils.msg_adapter import FrontendAdapter
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from backend.utils.terminal_dashboard import get_dashboard
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from backend.core.pipeline import TradingPipeline
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from backend.core.state_sync import StateSync
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from backend.services.market import MarketService
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from backend.services.storage import StorageService
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from backend.data.provider_router import get_provider_router
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from backend.tools.data_tools import get_prices
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logger = logging.getLogger(__name__)
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class Gateway:
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"""WebSocket Gateway for frontend communication"""
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def __init__(
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self,
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market_service: MarketService,
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storage_service: StorageService,
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pipeline: TradingPipeline,
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state_sync: Optional[StateSync] = None,
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scheduler_callback: Optional[Callable] = None,
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config: Dict[str, Any] = None,
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):
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self.market_service = market_service
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self.storage = storage_service
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self.pipeline = pipeline
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self.scheduler_callback = scheduler_callback
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self.config = config or {}
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self.mode = self.config.get("mode", "live")
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self.is_backtest = self.mode == "backtest" or self.config.get(
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"backtest_mode",
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False,
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)
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self.state_sync = state_sync or StateSync(storage=storage_service)
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# self.state_sync.set_mode(self.is_backtest)
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self.state_sync.set_broadcast_fn(self.broadcast)
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self.pipeline.state_sync = self.state_sync
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self.connected_clients: Set[ServerConnection] = set()
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self.lock = asyncio.Lock()
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self._backtest_task: Optional[asyncio.Task] = None
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self._backtest_start_date: Optional[str] = None
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self._backtest_end_date: Optional[str] = None
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self._dashboard = get_dashboard()
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self._market_status_task: Optional[asyncio.Task] = None
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# Session tracking for live returns
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self._session_start_portfolio_value: Optional[float] = None
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self._provider_router = get_provider_router()
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self._loop: Optional[asyncio.AbstractEventLoop] = None
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self._project_root = Path(__file__).resolve().parents[2]
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async def start(self, host: str = "0.0.0.0", port: int = 8766):
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"""Start gateway server"""
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logger.info(f"Starting gateway on {host}:{port}")
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self._loop = asyncio.get_running_loop()
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self._provider_router.add_listener(self._on_provider_usage_changed)
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# Initialize terminal dashboard
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self._dashboard.set_config(
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mode=self.mode,
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config_name=self.config.get("config_name", "default"),
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host=host,
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port=port,
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poll_interval=self.config.get("poll_interval", 10),
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mock=self.config.get("mock_mode", False),
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tickers=self.config.get("tickers", []),
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initial_cash=self.storage.initial_cash,
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start_date=self._backtest_start_date or "",
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end_date=self._backtest_end_date or "",
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data_sources=self._provider_router.get_usage_snapshot(),
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)
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self._dashboard.start()
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self.state_sync.load_state()
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self.market_service.set_price_recorder(self.storage.record_price_point)
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self.state_sync.update_state("status", "running")
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self.state_sync.update_state("server_mode", self.mode)
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self.state_sync.update_state("is_backtest", self.is_backtest)
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self.state_sync.update_state(
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"is_mock_mode",
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self.config.get("mock_mode", False),
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)
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self.state_sync.update_state("tickers", self.config.get("tickers", []))
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self.state_sync.update_state(
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"runtime_config",
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{
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"tickers": self.config.get("tickers", []),
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"initial_cash": self.config.get(
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"initial_cash",
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self.storage.initial_cash,
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),
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"margin_requirement": self.config.get("margin_requirement"),
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"max_comm_cycles": self.config.get("max_comm_cycles"),
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"enable_memory": self.config.get("enable_memory", False),
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},
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)
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self.state_sync.update_state(
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"data_sources",
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self._provider_router.get_usage_snapshot(),
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)
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# Load and display existing portfolio state if available
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summary = self.storage.load_file("summary")
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if summary:
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holdings = self.storage.load_file("holdings") or []
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trades = self.storage.load_file("trades") or []
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current_date = self.state_sync.state.get("current_date")
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self._dashboard.update(
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date=current_date or "-",
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status="running",
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portfolio=summary,
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holdings=holdings,
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trades=trades,
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)
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logger.info(
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"Loaded existing portfolio: $%s",
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f"{summary.get('totalAssetValue', 0):,.2f}",
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)
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await self.market_service.start(broadcast_func=self.broadcast)
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if self.scheduler_callback:
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await self.scheduler_callback(callback=self.on_strategy_trigger)
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# Start market status monitoring (only for live mode)
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if not self.is_backtest:
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self._market_status_task = asyncio.create_task(
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self._market_status_monitor(),
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)
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async with websockets.serve(
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self.handle_client,
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host,
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port,
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ping_interval=30,
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ping_timeout=60,
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):
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logger.info(
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f"Gateway started: ws://{host}:{port}, mode={self.mode}",
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)
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await asyncio.Future()
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def _on_provider_usage_changed(self, snapshot: Dict[str, Any]):
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"""Handle provider routing updates from the shared router."""
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self.state_sync.update_state("data_sources", snapshot)
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self._dashboard.update(data_sources=snapshot)
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if self._loop and self._loop.is_running():
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asyncio.run_coroutine_threadsafe(
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self.broadcast(
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{
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"type": "data_sources_update",
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"data_sources": snapshot,
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},
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),
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self._loop,
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)
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@property
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def state(self) -> Dict[str, Any]:
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return self.state_sync.state
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async def handle_client(self, websocket: ServerConnection):
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"""Handle WebSocket client connection"""
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async with self.lock:
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self.connected_clients.add(websocket)
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await self._send_initial_state(websocket)
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await self._handle_client_messages(websocket)
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async with self.lock:
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self.connected_clients.discard(websocket)
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async def _send_initial_state(self, websocket: ServerConnection):
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state_payload = self.state_sync.get_initial_state_payload(
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include_dashboard=True,
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)
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state_payload["data_sources"] = (
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self._provider_router.get_usage_snapshot()
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)
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# Include market status in initial state
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state_payload[
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"market_status"
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] = self.market_service.get_market_status()
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# Include live returns if session is active
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if self.storage.is_live_session_active:
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live_returns = self.storage.get_live_returns()
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if "portfolio" in state_payload:
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state_payload["portfolio"].update(live_returns)
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await websocket.send(
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json.dumps(
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{"type": "initial_state", "state": state_payload},
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ensure_ascii=False,
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default=str,
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),
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)
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async def _handle_client_messages(
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self,
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websocket: ServerConnection,
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):
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try:
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async for message in websocket:
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data = json.loads(message)
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msg_type = data.get("type", "unknown")
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if msg_type == "ping":
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await websocket.send(
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json.dumps(
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{
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"type": "pong",
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"timestamp": datetime.now().isoformat(),
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},
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ensure_ascii=False,
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),
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)
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elif msg_type == "get_state":
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await self._send_initial_state(websocket)
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elif msg_type == "start_backtest":
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await self._handle_start_backtest(data)
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elif msg_type == "reload_runtime_assets":
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await self._handle_reload_runtime_assets()
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elif msg_type == "update_watchlist":
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await self._handle_update_watchlist(websocket, data)
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elif msg_type == "get_stock_history":
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await self._handle_get_stock_history(websocket, data)
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elif msg_type == "get_stock_explain_events":
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await self._handle_get_stock_explain_events(websocket, data)
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except websockets.ConnectionClosed:
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pass
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except json.JSONDecodeError:
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pass
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async def _handle_get_stock_history(
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self,
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websocket: ServerConnection,
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data: Dict[str, Any],
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):
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ticker = normalize_symbol(data.get("ticker", ""))
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if not ticker:
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await websocket.send(
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json.dumps(
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{
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"type": "stock_history_loaded",
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"ticker": "",
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"prices": [],
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"source": None,
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"error": "invalid ticker",
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},
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ensure_ascii=False,
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),
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)
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return
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lookback_days = data.get("lookback_days", 90)
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try:
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lookback_days = max(7, min(int(lookback_days), 365))
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except (TypeError, ValueError):
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lookback_days = 90
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end_date = self.state_sync.state.get("current_date")
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if not end_date:
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end_date = datetime.now().strftime("%Y-%m-%d")
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try:
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end_dt = datetime.strptime(end_date, "%Y-%m-%d")
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except ValueError:
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end_dt = datetime.now()
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end_date = end_dt.strftime("%Y-%m-%d")
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start_date = (end_dt - timedelta(days=lookback_days)).strftime(
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"%Y-%m-%d",
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)
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prices = await asyncio.to_thread(
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get_prices,
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ticker,
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start_date,
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end_date,
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)
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usage_snapshot = self._provider_router.get_usage_snapshot()
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source = usage_snapshot.get("last_success", {}).get("prices")
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await websocket.send(
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json.dumps(
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{
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"type": "stock_history_loaded",
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"ticker": ticker,
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"prices": [price.model_dump() for price in prices][-120:],
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"source": source,
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"start_date": start_date,
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"end_date": end_date,
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},
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ensure_ascii=False,
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default=str,
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),
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)
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async def _handle_get_stock_explain_events(
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self,
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websocket: ServerConnection,
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data: Dict[str, Any],
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):
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ticker = normalize_symbol(data.get("ticker", ""))
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snapshot = self.storage.runtime_db.get_stock_explain_snapshot(ticker)
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await websocket.send(
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json.dumps(
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{
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"type": "stock_explain_events_loaded",
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"ticker": ticker,
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"events": snapshot.get("events", []),
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"signals": snapshot.get("signals", []),
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"trades": snapshot.get("trades", []),
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},
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ensure_ascii=False,
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default=str,
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),
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)
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async def _handle_start_backtest(self, data: Dict[str, Any]):
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if not self.is_backtest:
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return
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dates = data.get("dates", [])
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if dates and self._backtest_task is None:
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task = asyncio.create_task(
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self._run_backtest_dates(dates),
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)
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task.add_done_callback(self._handle_backtest_exception)
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self._backtest_task = task
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async def _handle_reload_runtime_assets(self):
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"""Reload prompt, skills, and safe runtime config without restart."""
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config_name = self.config.get("config_name", "default")
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runtime_config = resolve_runtime_config(
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project_root=self._project_root,
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config_name=config_name,
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enable_memory=self.config.get("enable_memory", False),
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)
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result = self.pipeline.reload_runtime_assets(runtime_config=runtime_config)
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runtime_updates = self._apply_runtime_config(runtime_config)
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await self.state_sync.on_system_message(
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"Runtime assets reloaded.",
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)
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await self.broadcast(
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{
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"type": "runtime_assets_reloaded",
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**result,
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**runtime_updates,
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},
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)
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async def _handle_update_watchlist(
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self,
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websocket: ServerConnection,
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data: Dict[str, Any],
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) -> None:
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"""Persist a new watchlist to BOOTSTRAP.md and hot-reload it."""
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tickers = self._normalize_watchlist(data.get("tickers"))
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if not tickers:
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await websocket.send(
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json.dumps(
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{
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"type": "error",
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"message": "update_watchlist requires at least one valid ticker.",
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},
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ensure_ascii=False,
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),
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)
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return
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config_name = self.config.get("config_name", "default")
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update_bootstrap_values_for_run(
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project_root=self._project_root,
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config_name=config_name,
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updates={"tickers": tickers},
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)
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await self.state_sync.on_system_message(
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f"Watchlist updated: {', '.join(tickers)}",
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)
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await self.broadcast(
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{
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"type": "watchlist_updated",
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"config_name": config_name,
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"tickers": tickers,
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},
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)
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await self._handle_reload_runtime_assets()
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@staticmethod
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def _normalize_watchlist(raw_tickers: Any) -> List[str]:
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"""Parse watchlist payloads from websocket messages."""
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if raw_tickers is None:
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return []
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if isinstance(raw_tickers, str):
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candidates = raw_tickers.split(",")
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elif isinstance(raw_tickers, list):
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candidates = raw_tickers
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else:
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candidates = [raw_tickers]
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tickers: List[str] = []
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for candidate in candidates:
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symbol = normalize_symbol(str(candidate).strip().strip("\"'"))
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if symbol and symbol not in tickers:
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tickers.append(symbol)
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return tickers
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def _apply_runtime_config(
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self,
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runtime_config: Dict[str, Any],
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) -> Dict[str, Any]:
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"""Apply runtime config to gateway-owned services and state."""
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warnings: List[str] = []
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ticker_changes = self.market_service.update_tickers(
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runtime_config.get("tickers", []),
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)
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self.config["tickers"] = ticker_changes["active"]
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self.pipeline.max_comm_cycles = int(runtime_config["max_comm_cycles"])
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self.config["max_comm_cycles"] = self.pipeline.max_comm_cycles
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pm_apply_result = self.pipeline.pm.apply_runtime_portfolio_config(
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margin_requirement=runtime_config["margin_requirement"],
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)
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self.config["margin_requirement"] = self.pipeline.pm.portfolio.get(
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"margin_requirement",
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runtime_config["margin_requirement"],
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)
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requested_initial_cash = float(runtime_config["initial_cash"])
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current_initial_cash = float(self.storage.initial_cash)
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initial_cash_applied = requested_initial_cash == current_initial_cash
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if not initial_cash_applied:
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if (
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self.storage.can_apply_initial_cash()
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and self.pipeline.pm.can_apply_initial_cash()
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):
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initial_cash_applied = self.storage.apply_initial_cash(
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requested_initial_cash,
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)
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if initial_cash_applied:
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self.pipeline.pm.apply_runtime_portfolio_config(
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initial_cash=requested_initial_cash,
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)
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self.config["initial_cash"] = self.storage.initial_cash
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else:
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warnings.append(
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"initial_cash changed in BOOTSTRAP.md but was not applied "
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"because the run already has positions, margin usage, or trades.",
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)
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requested_enable_memory = bool(runtime_config["enable_memory"])
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current_enable_memory = bool(self.config.get("enable_memory", False))
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if requested_enable_memory != current_enable_memory:
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warnings.append(
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"enable_memory changed in BOOTSTRAP.md but still requires a restart "
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"because long-term memory contexts are created at startup.",
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)
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self._sync_runtime_state()
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return {
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"runtime_config_requested": runtime_config,
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"runtime_config_applied": {
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"tickers": list(self.config.get("tickers", [])),
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"initial_cash": self.storage.initial_cash,
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"margin_requirement": self.config["margin_requirement"],
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"max_comm_cycles": self.config["max_comm_cycles"],
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"enable_memory": self.config.get("enable_memory", False),
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},
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"runtime_config_status": {
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"tickers": True,
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"initial_cash": initial_cash_applied,
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"margin_requirement": pm_apply_result["margin_requirement"],
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"max_comm_cycles": True,
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"enable_memory": requested_enable_memory == current_enable_memory,
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},
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"ticker_changes": ticker_changes,
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"runtime_config_warnings": warnings,
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}
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def _sync_runtime_state(self) -> None:
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"""Refresh persisted state and dashboard after runtime config changes."""
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self.state_sync.update_state("tickers", self.config.get("tickers", []))
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self.state_sync.update_state(
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"runtime_config",
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{
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"tickers": self.config.get("tickers", []),
|
|
"initial_cash": self.storage.initial_cash,
|
|
"margin_requirement": self.config.get("margin_requirement"),
|
|
"max_comm_cycles": self.config.get("max_comm_cycles"),
|
|
"enable_memory": self.config.get("enable_memory", False),
|
|
},
|
|
)
|
|
|
|
self.storage.update_server_state_from_dashboard(self.state_sync.state)
|
|
self.state_sync.save_state()
|
|
|
|
self._dashboard.tickers = list(self.config.get("tickers", []))
|
|
self._dashboard.initial_cash = self.storage.initial_cash
|
|
self._dashboard.enable_memory = bool(
|
|
self.config.get("enable_memory", False),
|
|
)
|
|
|
|
summary = self.storage.load_file("summary") or {}
|
|
holdings = self.storage.load_file("holdings") or []
|
|
trades = self.storage.load_file("trades") or []
|
|
self._dashboard.update(
|
|
portfolio=summary,
|
|
holdings=holdings,
|
|
trades=trades,
|
|
)
|
|
|
|
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: ServerConnection,
|
|
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()
|