dennisthiessen
66444af65c
Plots the index, early-warning, and combined scores over time beneath the live gauges, with a 1M/3M/6M/All range toggle and band reference lines — so the trend and any divergence between the scores is visible, not just today's snapshot. - Backend: GET /regime/history + get_regime_history (the three scores per snapshot date from regime_snapshots). - Frontend: recharts line chart, lazy-loaded so recharts ships in its own regime-tab chunk instead of nearly doubling the main bundle. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
143 lines
5.3 KiB
Python
143 lines
5.3 KiB
Python
"""Market-level endpoints (benchmark regime + AI/Tech regime-change monitor)."""
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from fastapi import APIRouter, Depends, Query
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from pydantic import BaseModel
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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.services import event_study_service, regime_monitor_service
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from app.services.backtest_service import get_backtest_report
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from app.services.market_regime_service import get_market_regime
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router = APIRouter(tags=["market"])
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@router.get("/market/regime", response_model=APIEnvelope)
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async def market_regime(
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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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"""Current benchmark (SPY) trend regime: bullish / bearish / neutral."""
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data = await get_market_regime(db)
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return APIEnvelope(status="success", data=data)
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@router.get("/backtest/report", response_model=APIEnvelope)
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async def backtest_report(
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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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"""Latest cached historical backtest report (None until the job runs)."""
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data = await get_backtest_report(db)
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return APIEnvelope(status="success", data=data)
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# ---------------------------------------------------------------------------
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# AI/Tech Regime-Change Monitor (standalone, observational)
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# ---------------------------------------------------------------------------
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class RegimeConfigUpdate(BaseModel):
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weights: dict[str, float] | None = None
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alert_threshold: float | None = None
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tickers: dict | None = None
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leader_weight: float | None = None
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rs_lookback: int | None = None
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fundamental_staleness_days: int | None = None
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class RegimeFundamentalsUpdate(BaseModel):
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f1_score: float | None = None
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f3_score: float | None = None
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locked: bool | None = None
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@router.get("/regime/monitor", response_model=APIEnvelope)
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async def regime_monitor(
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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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"""Latest AI/Tech regime-change index (0-100) + per-signal breakdown + trend."""
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data = await regime_monitor_service.get_regime_monitor(db)
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return APIEnvelope(status="success", data=data)
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@router.get("/regime/config", response_model=APIEnvelope)
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async def regime_config(
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_admin: User = Depends(require_admin),
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db: AsyncSession = Depends(get_db),
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) -> APIEnvelope:
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"""Editable weights / thresholds / ticker lists for the regime monitor."""
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data = await regime_monitor_service.get_regime_config(db)
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return APIEnvelope(status="success", data=data)
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@router.put("/regime/config", response_model=APIEnvelope)
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async def update_regime_config(
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body: RegimeConfigUpdate,
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_admin: User = Depends(require_admin),
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db: AsyncSession = Depends(get_db),
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) -> APIEnvelope:
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"""Merge the supplied fields into the stored regime-monitor config."""
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updates = body.model_dump(exclude_none=True)
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data = await regime_monitor_service.update_regime_config(db, updates)
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return APIEnvelope(status="success", data=data)
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@router.get("/regime/fundamentals", response_model=APIEnvelope)
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async def regime_fundamentals(
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_admin: User = Depends(require_admin),
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db: AsyncSession = Depends(get_db),
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) -> APIEnvelope:
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"""Current F1 (capex) / F3 (earnings reaction) override (LLM-proposed or manual)."""
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data = await regime_monitor_service.get_fundamental_overrides(db)
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return APIEnvelope(status="success", data=data)
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@router.put("/regime/fundamentals", response_model=APIEnvelope)
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async def update_regime_fundamentals(
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body: RegimeFundamentalsUpdate,
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_admin: User = Depends(require_admin),
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db: AsyncSession = Depends(get_db),
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) -> APIEnvelope:
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"""Manually override F1/F3 (locks out the LLM refresh until unlocked)."""
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data = await regime_monitor_service.set_fundamental_overrides(
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db, f1_score=body.f1_score, f3_score=body.f3_score, locked=body.locked
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)
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return APIEnvelope(status="success", data=data)
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@router.post("/regime/fundamentals/refresh", response_model=APIEnvelope)
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async def refresh_regime_fundamentals(
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_admin: User = Depends(require_admin),
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db: AsyncSession = Depends(get_db),
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) -> APIEnvelope:
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"""Ask the configured LLM to re-estimate F1/F3 now (forces past a lock)."""
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data = await regime_monitor_service.refresh_fundamental_overrides(db, force=True)
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return APIEnvelope(status="success", data=data)
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@router.get("/regime/event-study", response_model=APIEnvelope)
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async def regime_event_study(
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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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"""Cached early-warning event study (lead time vs. historical drawdowns).
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None until the manual "Event Study" job has run (Admin → Jobs)."""
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data = await event_study_service.get_event_study_report(db)
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return APIEnvelope(status="success", data=data)
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@router.get("/regime/history", response_model=APIEnvelope)
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async def regime_history(
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days: int = Query(default=400, ge=7, le=2000),
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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 history of the index / early-warning / combined scores (for the chart)."""
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data = await regime_monitor_service.get_regime_history(db, days=days)
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return APIEnvelope(status="success", data=data)
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