dennisthiessen
824c15cf69
Adds a leading-by-construction candidate and the harness to measure whether it actually leads regime breaks, before any of it earns weight in the live index. - breadth_service: % of the stored universe above its own 200-DMA + a divergence score (benchmark price up while breadth falls, nudged by low breadth). Genuinely leading because it keys on divergence, not level. Not wired into the live score. - event_study_service: detect drawdown events on the benchmark, then measure each indicator's median lead time (event-centered) and precision/recall vs. the base rate (signal-centered). Compares breadth-divergence against the deterministic coincident price composite (reuses the regime price sub-scores). Price/breadth only — reproducible, no LLM/FRED. - Manual "Event Study" job (Admin → Jobs), GET /regime/event-study, and an inline early-warning panel on the Regime tab with an honest small-sample caveat. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
132 lines
4.9 KiB
Python
132 lines
4.9 KiB
Python
"""Market-level endpoints (benchmark regime + AI/Tech regime-change monitor)."""
|
|
|
|
from fastapi import APIRouter, Depends
|
|
from pydantic import BaseModel
|
|
from sqlalchemy.ext.asyncio import AsyncSession
|
|
|
|
from app.dependencies import get_db, require_access, require_admin
|
|
from app.models.user import User
|
|
from app.schemas.common import APIEnvelope
|
|
from app.services import event_study_service, regime_monitor_service
|
|
from app.services.backtest_service import get_backtest_report
|
|
from app.services.market_regime_service import get_market_regime
|
|
|
|
router = APIRouter(tags=["market"])
|
|
|
|
|
|
@router.get("/market/regime", response_model=APIEnvelope)
|
|
async def market_regime(
|
|
_user: User = Depends(require_access),
|
|
db: AsyncSession = Depends(get_db),
|
|
) -> APIEnvelope:
|
|
"""Current benchmark (SPY) trend regime: bullish / bearish / neutral."""
|
|
data = await get_market_regime(db)
|
|
return APIEnvelope(status="success", data=data)
|
|
|
|
|
|
@router.get("/backtest/report", response_model=APIEnvelope)
|
|
async def backtest_report(
|
|
_user: User = Depends(require_access),
|
|
db: AsyncSession = Depends(get_db),
|
|
) -> APIEnvelope:
|
|
"""Latest cached historical backtest report (None until the job runs)."""
|
|
data = await get_backtest_report(db)
|
|
return APIEnvelope(status="success", data=data)
|
|
|
|
|
|
# ---------------------------------------------------------------------------
|
|
# AI/Tech Regime-Change Monitor (standalone, observational)
|
|
# ---------------------------------------------------------------------------
|
|
|
|
|
|
class RegimeConfigUpdate(BaseModel):
|
|
weights: dict[str, float] | None = None
|
|
alert_threshold: float | None = None
|
|
tickers: dict | None = None
|
|
leader_weight: float | None = None
|
|
rs_lookback: int | None = None
|
|
fundamental_staleness_days: int | None = None
|
|
|
|
|
|
class RegimeFundamentalsUpdate(BaseModel):
|
|
f1_score: float | None = None
|
|
f3_score: float | None = None
|
|
locked: bool | None = None
|
|
|
|
|
|
@router.get("/regime/monitor", response_model=APIEnvelope)
|
|
async def regime_monitor(
|
|
_user: User = Depends(require_access),
|
|
db: AsyncSession = Depends(get_db),
|
|
) -> APIEnvelope:
|
|
"""Latest AI/Tech regime-change index (0-100) + per-signal breakdown + trend."""
|
|
data = await regime_monitor_service.get_regime_monitor(db)
|
|
return APIEnvelope(status="success", data=data)
|
|
|
|
|
|
@router.get("/regime/config", response_model=APIEnvelope)
|
|
async def regime_config(
|
|
_admin: User = Depends(require_admin),
|
|
db: AsyncSession = Depends(get_db),
|
|
) -> APIEnvelope:
|
|
"""Editable weights / thresholds / ticker lists for the regime monitor."""
|
|
data = await regime_monitor_service.get_regime_config(db)
|
|
return APIEnvelope(status="success", data=data)
|
|
|
|
|
|
@router.put("/regime/config", response_model=APIEnvelope)
|
|
async def update_regime_config(
|
|
body: RegimeConfigUpdate,
|
|
_admin: User = Depends(require_admin),
|
|
db: AsyncSession = Depends(get_db),
|
|
) -> APIEnvelope:
|
|
"""Merge the supplied fields into the stored regime-monitor config."""
|
|
updates = body.model_dump(exclude_none=True)
|
|
data = await regime_monitor_service.update_regime_config(db, updates)
|
|
return APIEnvelope(status="success", data=data)
|
|
|
|
|
|
@router.get("/regime/fundamentals", response_model=APIEnvelope)
|
|
async def regime_fundamentals(
|
|
_admin: User = Depends(require_admin),
|
|
db: AsyncSession = Depends(get_db),
|
|
) -> APIEnvelope:
|
|
"""Current F1 (capex) / F3 (earnings reaction) override (LLM-proposed or manual)."""
|
|
data = await regime_monitor_service.get_fundamental_overrides(db)
|
|
return APIEnvelope(status="success", data=data)
|
|
|
|
|
|
@router.put("/regime/fundamentals", response_model=APIEnvelope)
|
|
async def update_regime_fundamentals(
|
|
body: RegimeFundamentalsUpdate,
|
|
_admin: User = Depends(require_admin),
|
|
db: AsyncSession = Depends(get_db),
|
|
) -> APIEnvelope:
|
|
"""Manually override F1/F3 (locks out the LLM refresh until unlocked)."""
|
|
data = await regime_monitor_service.set_fundamental_overrides(
|
|
db, f1_score=body.f1_score, f3_score=body.f3_score, locked=body.locked
|
|
)
|
|
return APIEnvelope(status="success", data=data)
|
|
|
|
|
|
@router.post("/regime/fundamentals/refresh", response_model=APIEnvelope)
|
|
async def refresh_regime_fundamentals(
|
|
_admin: User = Depends(require_admin),
|
|
db: AsyncSession = Depends(get_db),
|
|
) -> APIEnvelope:
|
|
"""Ask the configured LLM to re-estimate F1/F3 now (forces past a lock)."""
|
|
data = await regime_monitor_service.refresh_fundamental_overrides(db, force=True)
|
|
return APIEnvelope(status="success", data=data)
|
|
|
|
|
|
@router.get("/regime/event-study", response_model=APIEnvelope)
|
|
async def regime_event_study(
|
|
_user: User = Depends(require_access),
|
|
db: AsyncSession = Depends(get_db),
|
|
) -> APIEnvelope:
|
|
"""Cached early-warning event study (lead time vs. historical drawdowns).
|
|
|
|
None until the manual "Event Study" job has run (Admin → Jobs)."""
|
|
data = await event_study_service.get_event_study_report(db)
|
|
return APIEnvelope(status="success", data=data)
|