dennisthiessenandClaude Fable 5
247a92a89f
Review of the shadow book found seven ways the two books could leak into
each other; all are fixed here. The most serious silently invalidated the
comparison the shadow book exists to make.
- Shadow holdings no longer suppress the manual candidate list. The
open-trade exclusion filtered on any book, so shadow taking the
top-ranked names removed exactly those from the user's list and alerts,
confining the discretionary book to leftovers. Scoped to the manual
book. Closed-trade alerts and paper-book equity were leaking the same
way and are likewise scoped.
- Shadow sizing now matches _simulate_portfolio: min(1% risk, 20% notional
cap, available cash) from marked equity, plus the sub- dust guard.
Previously risk-only from realized equity, so a tight stop produced a
multiples-of-equity leveraged position the strategy would never take.
- Shadow only trades setups from the scan that just ran (<6h old) with one
setup per ticker. A failed or disabled scan step could otherwise open
positions from a prior session at stale prices.
- Gate-reset transitions are observed for both books, so a shadow stop-out
completes fail -> requalify instead of staying locked forever.
- Manual list/close endpoints default to the manual book and reject
hand-closing shadow trades; the performance endpoint is scoped to the
caller so 'your picks' is not every user's book.
- run_shadow_book is registered as a paused job so Admin can trigger it.
Also anchors three pre-existing paper-trade tests (and the new alpaca
window test) on the UTC date. They build fixtures from the local date but
the service stamps opened_at in UTC, so they failed only between 00:00 and
02:00 in a UTC+hh timezone -- latent on ba2df8b, exposed by the clock.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
124 lines
4.2 KiB
Python
124 lines
4.2 KiB
Python
"""Paper trades router — take, list, and close simulated trades."""
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from fastapi import APIRouter, Depends, Query
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from sqlalchemy.ext.asyncio import AsyncSession
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from app.dependencies import get_db, require_access, require_admin
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from app.models.user import User
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from app.schemas.common import APIEnvelope
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from app.schemas.paper_trade import (
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ExitPolicyUpdate,
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PaperTradeClose,
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PaperTradeCreate,
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PaperTradeResponse,
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)
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from app.services import paper_trade_service
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router = APIRouter(tags=["paper-trades"])
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def _resp(trade, symbol: str, current_price=None) -> dict:
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return PaperTradeResponse(
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id=trade.id,
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symbol=symbol,
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direction=trade.direction,
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entry_price=trade.entry_price,
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shares=trade.shares,
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stop_loss=trade.stop_loss,
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target=trade.target,
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status=trade.status,
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opened_at=trade.opened_at,
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close_price=trade.close_price,
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closed_at=trade.closed_at,
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current_price=current_price,
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).model_dump(mode="json")
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@router.get("/paper-trades", response_model=APIEnvelope)
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async def list_paper_trades(
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status: str | None = Query(default=None, pattern=r"^(open|closed)$"),
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user: User = Depends(require_access),
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db: AsyncSession = Depends(get_db),
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) -> APIEnvelope:
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rows = await paper_trade_service.list_trades(db, user.id, status=status)
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data = [PaperTradeResponse(**r).model_dump(mode="json") for r in rows]
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return APIEnvelope(status="success", data=data)
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@router.get("/paper-trades/exit-policy", response_model=APIEnvelope)
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async def read_exit_policy(
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_user: User = Depends(require_access),
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db: AsyncSession = Depends(get_db),
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) -> APIEnvelope:
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"""The active auto-exit policy for open paper trades (shown in the UI)."""
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return APIEnvelope(status="success", data=await paper_trade_service.get_exit_policy(db))
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@router.get("/paper-trades/equity-curve", response_model=APIEnvelope)
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async def paper_trade_equity_curve(
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user: User = Depends(require_access),
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db: AsyncSession = Depends(get_db),
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) -> APIEnvelope:
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"""Daily cumulative P&L of the paper book vs the same dollars riding SPY."""
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return APIEnvelope(
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status="success", data=await paper_trade_service.equity_curve(db, user.id)
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)
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@router.get("/paper-trades/performance", response_model=APIEnvelope)
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async def paper_trade_performance(
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user: User = Depends(require_access),
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db: AsyncSession = Depends(get_db),
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) -> APIEnvelope:
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"""Shadow book vs discretionary book vs SPY since the configured start date."""
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return APIEnvelope(
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status="success",
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data=await paper_trade_service.performance_summary(db, user.id),
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)
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@router.put("/paper-trades/exit-policy", response_model=APIEnvelope)
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async def write_exit_policy(
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body: ExitPolicyUpdate,
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_user: User = Depends(require_admin),
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db: AsyncSession = Depends(get_db),
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) -> APIEnvelope:
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"""Change the auto-exit policy (admin)."""
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data = await paper_trade_service.set_exit_policy(
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db,
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mode=body.mode,
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trailing_pct=body.trailing_pct,
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atr_multiplier=body.atr_multiplier,
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hold_days=body.hold_days,
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)
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return APIEnvelope(status="success", data=data)
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@router.post("/paper-trades", response_model=APIEnvelope, status_code=201)
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async def create_paper_trade(
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body: PaperTradeCreate,
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user: User = Depends(require_access),
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db: AsyncSession = Depends(get_db),
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) -> APIEnvelope:
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trade = await paper_trade_service.create_trade(
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db, user.id,
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symbol=body.symbol,
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direction=body.direction,
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entry_price=body.entry_price,
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shares=body.shares,
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stop_loss=body.stop_loss,
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target=body.target,
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)
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return APIEnvelope(status="success", data=_resp(trade, body.symbol.strip().upper()))
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@router.post("/paper-trades/{trade_id}/close", response_model=APIEnvelope)
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async def close_paper_trade(
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trade_id: int,
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body: PaperTradeClose,
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user: User = Depends(require_access),
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db: AsyncSession = Depends(get_db),
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) -> APIEnvelope:
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trade = await paper_trade_service.close_trade(db, user.id, trade_id, body.close_price)
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return APIEnvelope(status="success", data={"id": trade.id, "status": trade.status})
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