signal-platform/app/services/price_service.py

"""Price Store service: upsert and query OHLCV records."""

from __future__ import annotations

import logging
from datetime import date, datetime

from sqlalchemy import select
from sqlalchemy.ext.asyncio import AsyncSession

from app.database import insert_for_session
from app.exceptions import NotFoundError, ValidationError
from app.models.ohlcv import OHLCVRecord
from app.models.ticker import Ticker

logger = logging.getLogger(__name__)


async def _get_ticker(db: AsyncSession, symbol: str) -> Ticker:
    """Look up a ticker by symbol. Raises NotFoundError if missing."""
    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


def _validate_ohlcv(
    high: float, low: float, open_: float, close: float, volume: int, record_date: date
) -> None:
    """Business-rule validation for an OHLCV record."""
    if high < low:
        raise ValidationError("Validation error: high must be >= low")
    if any(p < 0 for p in (open_, high, low, close)):
        raise ValidationError("Validation error: prices must be >= 0")
    if volume < 0:
        raise ValidationError("Validation error: volume must be >= 0")
    if record_date > date.today():
        raise ValidationError("Validation error: date must not be in the future")


async def upsert_ohlcv(
    db: AsyncSession,
    symbol: str,
    record_date: date,
    open_: float,
    high: float,
    low: float,
    close: float,
    volume: int,
    *,
    refresh_sr: bool = True,
) -> OHLCVRecord:
    """Insert or update an OHLCV record for (ticker, date).

    Validates business rules, resolves ticker, then uses
    ON CONFLICT DO UPDATE on the (ticker_id, date) unique constraint.

    ``refresh_sr`` (default True) recalculates persisted Structural S/R after
    the write so chart levels stay current. Batch ingestion passes
    ``refresh_sr=False`` and refreshes once at the end of the ticker batch.

    The OHLCV commit is authoritative: if S/R rebuild fails after a successful
    price write, the error is logged, the session is rolled back to clear
    poison, and the upsert still returns the persisted bar (caller can retry
    S/R via the scanner/ingestion pipeline).
    """
    _validate_ohlcv(high, low, open_, close, volume, record_date)
    ticker = await _get_ticker(db, symbol)

    stmt = insert_for_session(db, OHLCVRecord).values(
        ticker_id=ticker.id,
        date=record_date,
        open=open_,
        high=high,
        low=low,
        close=close,
        volume=volume,
        created_at=datetime.utcnow(),
    )
    stmt = stmt.on_conflict_do_update(
        index_elements=["ticker_id", "date"],
        set_={
            "open": stmt.excluded.open,
            "high": stmt.excluded.high,
            "low": stmt.excluded.low,
            "close": stmt.excluded.close,
            "volume": stmt.excluded.volume,
            "created_at": stmt.excluded.created_at,
        },
    )
    stmt = stmt.returning(OHLCVRecord)
    result = await db.execute(stmt)
    await db.commit()

    record = result.scalar_one()

    from app.cache import indicator_cache

    indicator_cache.invalidate_ticker(ticker.symbol)

    if refresh_sr:
        await _refresh_structural_sr_best_effort(db, ticker.symbol)

    return record


async def _refresh_structural_sr_best_effort(db: AsyncSession, symbol: str) -> bool:
    """Rebuild Structural S/R; never fail a successful OHLCV write.

    Returns True on success. On failure rolls the session back so a later
    operation on the same session is not poisoned by the failed unit of work.
    """
    from app.services.sr_service import recalculate_sr_levels

    try:
        await recalculate_sr_levels(db, symbol)
        return True
    except Exception:
        logger.exception("Structural S/R refresh failed for %s after OHLCV write", symbol)
        try:
            await db.rollback()
        except Exception:
            logger.exception("Session rollback after S/R failure also failed for %s", symbol)
        return False


async def query_ohlcv(
    db: AsyncSession,
    symbol: str,
    start_date: date | None = None,
    end_date: date | None = None,
) -> list[OHLCVRecord]:
    """Query OHLCV records for a ticker, optionally filtered by date range.

    Returns records sorted by date ascending.
    Raises NotFoundError if the ticker does not exist.
    """
    ticker = await _get_ticker(db, symbol)

    stmt = select(OHLCVRecord).where(OHLCVRecord.ticker_id == ticker.id)
    if start_date is not None:
        stmt = stmt.where(OHLCVRecord.date >= start_date)
    if end_date is not None:
        stmt = stmt.where(OHLCVRecord.date <= end_date)
    stmt = stmt.order_by(OHLCVRecord.date.asc())

    result = await db.execute(stmt)
    return list(result.scalars().all())