157 lines
5.9 KiB
Python
157 lines
5.9 KiB
Python
"""Market-level endpoints (benchmark regime + AI/Tech regime-change monitor)."""
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from typing import Literal
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from fastapi import APIRouter, Depends, Query
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from pydantic import BaseModel, ConfigDict, Field, field_validator
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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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breadth_basket: list[str] | None = Field(default=None, min_length=20, max_length=100)
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fundamental_staleness_days: int | None = Field(default=None, ge=30, le=180)
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@field_validator("breadth_basket")
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@classmethod
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def normalise_basket(cls, value: list[str] | None) -> list[str] | None:
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if value is None:
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return None
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cleaned = [symbol.strip().upper().replace(".", "-") for symbol in value if symbol.strip()]
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if len(cleaned) != len(set(cleaned)):
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raise ValueError("breadth basket symbols must be unique")
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return cleaned
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class RegimeFundamentalsUpdate(BaseModel):
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model_config = ConfigDict(extra="forbid")
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capex: dict[str, Literal["raising", "holding", "cutting", "unknown"]] | None = None
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good_news_stock_down: Literal["yes", "no", "mixed"] | 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 v2 State and Warning risk-thermometer readings."""
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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 fixed breadth basket and fundamental freshness window."""
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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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"""Update the deliberately small v2 operator configuration."""
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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 categorical F1/F3 observations."""
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data = await regime_monitor_service.set_fundamental_overrides(
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db,
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capex=body.capex,
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good_news_stock_down=body.good_news_stock_down,
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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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"""Refresh F1/F3 via LLM, then recompute the latest eligible snapshot."""
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data = await regime_monitor_service.refresh_fundamental_overrides(db, force=True)
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await regime_monitor_service.update_regime_monitor(db)
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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=800, 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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"""Point-in-time v2 State/Warning history. Legacy rows are excluded."""
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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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