signal-platform/app/services/paper_trade_service.py

"""Paper-trading service: take, mark-to-market, and close simulated trades."""

from __future__ import annotations

from datetime import date, datetime, timezone

from sqlalchemy import and_, func, select
from sqlalchemy.ext.asyncio import AsyncSession

from app.exceptions import NotFoundError, ValidationError
from app.models.ohlcv import OHLCVRecord
from app.models.paper_trade import PaperTrade
from app.models.ticker import Ticker
from app.services import benchmark_service
from app.services.outcome_service import (
    OUTCOME_AMBIGUOUS,
    OUTCOME_STOP_HIT,
    OUTCOME_TARGET_HIT,
    Bar,
    evaluate_setup_against_bars,
)


async def _get_ticker(db: AsyncSession, symbol: str) -> Ticker:
    normalised = symbol.strip().upper()
    result = await db.execute(select(Ticker).where(Ticker.symbol == normalised))
    ticker = result.scalar_one_or_none()
    if ticker is None:
        raise NotFoundError(f"Ticker not found: {normalised}")
    return ticker


async def _latest_closes(db: AsyncSession, ticker_ids: set[int]) -> dict[int, float]:
    """Latest stored close per ticker."""
    if not ticker_ids:
        return {}
    latest = (
        select(OHLCVRecord.ticker_id, func.max(OHLCVRecord.date).label("md"))
        .where(OHLCVRecord.ticker_id.in_(ticker_ids))
        .group_by(OHLCVRecord.ticker_id)
        .subquery()
    )
    stmt = select(OHLCVRecord.ticker_id, OHLCVRecord.close).join(
        latest,
        and_(
            OHLCVRecord.ticker_id == latest.c.ticker_id,
            OHLCVRecord.date == latest.c.md,
        ),
    )
    result = await db.execute(stmt)
    return {tid: float(close) for tid, close in result.all()}


async def create_trade(
    db: AsyncSession,
    user_id: int,
    *,
    symbol: str,
    direction: str,
    entry_price: float,
    shares: float,
    stop_loss: float,
    target: float,
) -> PaperTrade:
    direction = direction.strip().lower()
    if direction not in ("long", "short"):
        raise ValidationError("direction must be 'long' or 'short'")
    if shares <= 0 or entry_price <= 0:
        raise ValidationError("shares and entry_price must be positive")

    ticker = await _get_ticker(db, symbol)
    trade = PaperTrade(
        user_id=user_id,
        ticker_id=ticker.id,
        direction=direction,
        entry_price=entry_price,
        shares=shares,
        stop_loss=stop_loss,
        target=target,
        status="open",
        opened_at=datetime.now(timezone.utc),
    )
    db.add(trade)
    await db.commit()
    await db.refresh(trade)
    return trade


def _to_dict(
    trade: PaperTrade,
    symbol: str,
    current_price: float | None,
    benchmark_closes: dict[date, float] | None = None,
) -> dict:
    # For open trades, mark to market; for closed, the realized exit price.
    ref = current_price if trade.status == "open" else trade.close_price

    # Alpha = trade return − benchmark (SPY) return over the same holding period.
    benchmark_return = None
    alpha_pct = None
    alpha_usd = None
    if ref is not None and trade.entry_price and benchmark_closes:
        sign = 1.0 if trade.direction == "long" else -1.0
        trade_return = (ref - trade.entry_price) / trade.entry_price * 100.0 * sign
        as_of = (
            trade.closed_at.date()
            if trade.status == "closed" and trade.closed_at is not None
            else date.today()
        )
        benchmark_return = benchmark_service.benchmark_return_pct(
            benchmark_closes, trade.opened_at.date(), as_of
        )
        if benchmark_return is not None:
            alpha_pct = trade_return - benchmark_return
            alpha_usd = alpha_pct / 100.0 * trade.entry_price * trade.shares

    return {
        "id": trade.id,
        "symbol": symbol,
        "direction": trade.direction,
        "entry_price": trade.entry_price,
        "shares": trade.shares,
        "stop_loss": trade.stop_loss,
        "target": trade.target,
        "status": trade.status,
        "opened_at": trade.opened_at,
        "close_price": trade.close_price,
        "closed_at": trade.closed_at,
        "current_price": ref,
        "benchmark_return_pct": benchmark_return,
        "alpha_pct": alpha_pct,
        "alpha_usd": alpha_usd,
    }


async def list_trades(
    db: AsyncSession,
    user_id: int,
    status: str | None = None,
) -> list[dict]:
    stmt = (
        select(PaperTrade, Ticker.symbol)
        .join(Ticker, PaperTrade.ticker_id == Ticker.id)
        .where(PaperTrade.user_id == user_id)
    )
    if status is not None:
        stmt = stmt.where(PaperTrade.status == status)
    stmt = stmt.order_by(PaperTrade.opened_at.desc())

    rows = (await db.execute(stmt)).all()
    open_ids = {t.ticker_id for t, _ in rows if t.status == "open"}
    prices = await _latest_closes(db, open_ids)

    # Benchmark closes for alpha — populated by the daily/benchmark job. Empty until
    # that runs once, in which case alpha is simply left unset (a read path never
    # makes a provider call).
    benchmark_closes = await benchmark_service.load_benchmark_closes(db)

    return [_to_dict(t, sym, prices.get(t.ticker_id), benchmark_closes) for t, sym in rows]


async def close_trade(
    db: AsyncSession,
    user_id: int,
    trade_id: int,
    close_price: float | None = None,
) -> PaperTrade:
    result = await db.execute(
        select(PaperTrade).where(
            PaperTrade.id == trade_id,
            PaperTrade.user_id == user_id,
        )
    )
    trade = result.scalar_one_or_none()
    if trade is None:
        raise NotFoundError(f"Paper trade not found: {trade_id}")
    if trade.status == "closed":
        raise ValidationError("Trade is already closed")

    if close_price is None:
        prices = await _latest_closes(db, {trade.ticker_id})
        close_price = prices.get(trade.ticker_id)
        if close_price is None:
            raise ValidationError("No current price available to close at; supply close_price")

    trade.status = "closed"
    trade.close_price = float(close_price)
    trade.closed_at = datetime.now(timezone.utc)
    await db.commit()
    await db.refresh(trade)
    return trade


async def resolve_open_trades(db: AsyncSession) -> int:
    """Auto-close open trades whose stop or target was hit in the daily bars.

    Walks the bars after each trade's open (same logic as the outcome evaluator).
    Target hit → close at the target; stop (or an ambiguous same-bar touch) →
    close at the stop. Trades that have hit neither stay open. Returns the count
    closed.
    """
    result = await db.execute(select(PaperTrade).where(PaperTrade.status == "open"))
    open_trades = list(result.scalars().all())
    if not open_trades:
        return 0

    closed = 0
    for trade in open_trades:
        bars_result = await db.execute(
            select(OHLCVRecord.date, OHLCVRecord.high, OHLCVRecord.low)
            .where(
                OHLCVRecord.ticker_id == trade.ticker_id,
                OHLCVRecord.date > trade.opened_at.date(),
            )
            .order_by(OHLCVRecord.date.asc())
        )
        bars = [Bar(date=d, high=h, low=lo) for d, h, lo in bars_result.all()]
        if not bars:
            continue

        # max_bars beyond the data so a still-open trade returns undecided (not "expired").
        outcome, outcome_date = evaluate_setup_against_bars(
            trade.direction, trade.stop_loss, trade.target, bars, max_bars=len(bars) + 1
        )
        if outcome == OUTCOME_TARGET_HIT:
            trade.close_price = trade.target
        elif outcome in (OUTCOME_STOP_HIT, OUTCOME_AMBIGUOUS):
            trade.close_price = trade.stop_loss
        else:
            continue

        trade.status = "closed"
        trade.closed_at = datetime.combine(
            outcome_date, datetime.min.time(), tzinfo=timezone.utc
        )
        closed += 1

    if closed:
        await db.commit()
    return closed