Claude
618950ce9c
Extends the local-LLM layer from news to TRADES, reusing the proven enrichment
pattern (structured JSON, Postgres cache, off-hot-path scheduler, graceful
degradation). Advisory only — never gates a trade.
strategy/evaluation/trade_analysis.py: four analyses keyed by analysis_type —
* armed — does a loaded setup still make sense to pursue? (pursue/avoid/
monitor + confidence + concerns), weighing numbers + catalyst
* weak — why a too-soft setup failed and whether a thesis remains
* postmortem — closed-trade lesson (uses r_multiple / exit_reason)
* eod — once-a-day session narrative
Schema-constrained decoding (ANALYSIS_SCHEMA), tolerant _parse, and a
context_hash so an unchanged board isn't re-sent to the GPU. run_* helpers
upsert into ai_trade_analysis_cache; trade_analysis_map / query_trade_analysis
read it back. NEVER raise.
Wiring:
- ai_trade_analysis_cache table (storage/pg_schema.sql)
- OllamaConfig.trade_analysis_{enabled,interval_seconds,batch_limit} + env
- run_live_paper step_analyze on the Scheduler, gated by ollama.enabled AND
TRADE_ANALYSIS_ENABLED (ships OFF); reads the in-memory trigger book + day P&L
- query_trade_analysis projection; api snapshots() attaches the verdict to armed
triggers + approval rows and exposes trade_analysis
- dashboard: per-name AI verdict chip (pursue=green/avoid=red/monitor=amber) +
an "AI session note" panel
- .env.example documents the toggles
Tests: parse/enum/clamp, prompt builders, persistence + context_hash dedupe,
closed-trade + EOD paths, config from_env, and the dashboard projection. 230 pass.
Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01M5HTMkaadGDnAPtXe2hWwg
449 lines
18 KiB
Python
449 lines
18 KiB
Python
"""Dashboard API (Milestone 5) — stdlib ThreadingHTTPServer, no FastAPI.
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Endpoints
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---------
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GET / dashboard HTML
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GET /api/snapshots everything the dashboard needs (one shot)
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GET /api/stream Server-Sent Events: pushes snapshots on change
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GET /api/approval-queue pending approvals only
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GET /api/criteria?symbol=XYZ per-criterion pass/fail breakdown
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GET /api/bars?symbol=XYZ[&minutes=60] recent 1-min bars for a sparkline
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POST /api/trading/approvals/approve {"order_id": ..., "approved_by"?: ...}
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POST /api/trading/approvals/reject {"order_id": ..., "reason"?: ...}
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POST /api/trading/exit-order {"symbol": ...}
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POST /api/watch/add {"symbol": ...} (manual watchlist inject)
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The server holds an EventStore for reads; trade actions route through a
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TradingExecutionService when one is attached (the orchestrator does this).
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Without one, action endpoints return 503 instead of crashing, so the
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dashboard still works read-only.
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"""
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from __future__ import annotations
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import json
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import threading
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import time
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from datetime import datetime, timezone
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from http.server import BaseHTTPRequestHandler, ThreadingHTTPServer
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from pathlib import Path
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from urllib.parse import parse_qs, urlparse
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from storage.event_store import EventStore
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from storage.projections import (
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query_account_orders_snapshot,
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query_account_positions_snapshot,
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query_account_summary_snapshot,
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query_approval_queue,
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query_catalyst_advisory,
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query_fills_feed,
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query_armed_triggers,
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query_equity_curve,
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query_order_lifecycle_snapshot,
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query_ready_signals_snapshot,
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query_risk_state,
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query_trade_analysis,
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query_session_pnl,
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query_session_summary,
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query_symbol_criteria,
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query_watch_states_snapshot,
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)
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STATIC_DIR = Path(__file__).parent / "static"
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def _eastern_session_date():
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"""Today's date in US/Eastern — matches the ingestion pipeline's flags."""
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from zoneinfo import ZoneInfo
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return datetime.now(ZoneInfo("America/New_York")).date()
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def _available_dates(store) -> list[str]:
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"""Distinct session dates with account data — populates the date picker so
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you can switch from LIVE to review a past day."""
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try:
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rows = store.con.execute(
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"SELECT DISTINCT timestamp::date AS d FROM events "
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"WHERE event_type = 'account_summary_updated' "
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"ORDER BY d DESC LIMIT 90"
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).fetchall()
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return [str(r[0]) for r in rows]
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except Exception: # noqa: BLE001
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return []
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class DashboardState:
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"""Shared state: event store path + optional live execution service."""
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def __init__(
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self,
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event_db_path: str,
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execution_service=None,
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execution_mode: str = "alpaca_paper",
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research_con=None,
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watch_inject=None,
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) -> None:
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self.event_db_path = event_db_path
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self.execution_service = execution_service
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self.execution_mode = execution_mode
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# optional research DB connection + callback for charts / manual inject
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self.research_con = research_con
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self.watch_inject = watch_inject
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self._lock = threading.Lock()
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def open_store(self) -> EventStore:
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return EventStore(self.event_db_path)
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def snapshots(self, for_date: str | None = None) -> dict:
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# for_date=None/'live' -> the live view (latest snapshots, fast windowed
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# query); a 'YYYY-MM-DD' -> that past session's end-of-day review.
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is_live = not for_date or str(for_date).lower() in ("live", "today")
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with self._lock:
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store = self.open_store()
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try:
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# Local-LLM catalyst advisory (live only). {} when enrichment has
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# never run, so the dashboard simply shows no catalyst column.
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catalyst = query_catalyst_advisory(store) if is_live else {}
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# Local-LLM AI trade analysis (armed/weak verdict, post-mortems,
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# EOD note). Works live and for a past session; {} until it runs.
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trade_analysis = query_trade_analysis(store, for_date=for_date)
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armed_verdicts = trade_analysis.get("armed", {})
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weak_verdicts = trade_analysis.get("weak", {})
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approval_queue = query_approval_queue(store) if is_live else []
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for row in approval_queue: # attach advisory for the human approver
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sym = str(row.get("symbol") or "").upper()
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adv = catalyst.get(sym)
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if adv:
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row["catalyst"] = adv
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verdict = armed_verdicts.get(sym) or weak_verdicts.get(sym)
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if verdict:
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row["ai"] = verdict
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triggers = query_armed_triggers(store) if is_live else {"triggers": [], "armed": 0}
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for trow in triggers.get("triggers", []): # attach AI verdict per armed name
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sym = str(trow.get("symbol") or "").upper()
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verdict = armed_verdicts.get(sym) or weak_verdicts.get(sym)
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if verdict:
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trow["ai"] = verdict
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return {
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"generated_at": datetime.now(timezone.utc).isoformat(),
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"execution_mode": self.execution_mode,
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"has_execution": self.execution_service is not None,
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"view_date": None if is_live else for_date,
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"available_dates": _available_dates(store),
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"pnl": query_session_pnl(store, for_date=for_date),
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"risk": query_risk_state(store, for_date=for_date),
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"triggers": triggers,
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"equity_curve": query_equity_curve(store, for_date=for_date),
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"catalyst": catalyst,
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"trade_analysis": trade_analysis,
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"approval_queue": approval_queue,
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"ready_signals": query_ready_signals_snapshot(store) if is_live else [],
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# watch_states is a LIVE concept (and the heaviest projection
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# — ~99k criteria rows for a whole past day); skip it for a
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# historical review, which is about that day's P&L/trades.
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"watch_states": query_watch_states_snapshot(store) if is_live else [],
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"accounts": query_account_summary_snapshot(store, for_date=for_date),
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"positions": query_account_positions_snapshot(store, for_date=for_date),
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"orders": query_account_orders_snapshot(store, for_date=for_date),
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"order_lifecycle": query_order_lifecycle_snapshot(store),
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"fills": query_fills_feed(store, limit=30, for_date=for_date),
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"sessions": query_session_summary(store),
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}
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finally:
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store.close()
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def event_count(self) -> int:
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with self._lock:
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store = self.open_store()
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try:
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return store.count_events()
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finally:
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store.close()
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def approval_queue(self) -> list[dict]:
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with self._lock:
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store = self.open_store()
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try:
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return query_approval_queue(store)
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finally:
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store.close()
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def criteria(self, symbol: str) -> dict:
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with self._lock:
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store = self.open_store()
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try:
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return query_symbol_criteria(store, symbol)
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finally:
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store.close()
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def bars(self, symbol: str, minutes: int = 60) -> dict:
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"""Recent 1-min bars for a sparkline, from the research DB if present.
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Uses the current US/Eastern session date (matching the ingestion
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pipeline). If today has no bars yet (pre-market, weekend, or replay of
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an older session), falls back to the most recent session that does.
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"""
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if self.research_con is None:
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return {"symbol": symbol, "bars": [], "reason": "no research db attached"}
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from research.query import query_minute_bars
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with self._lock:
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try:
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session_date = _eastern_session_date()
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df = query_minute_bars(self.research_con, symbol, session_date)
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if df is None or df.empty:
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# fall back to the latest session with bars for this symbol
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row = self.research_con.execute(
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"SELECT MAX(session_date) FROM minute_bars WHERE symbol = ?",
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[symbol],
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).fetchone()
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if row and row[0] is not None:
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df = query_minute_bars(self.research_con, symbol, row[0])
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except Exception as exc: # noqa: BLE001
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return {"symbol": symbol, "bars": [], "reason": str(exc)}
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if df is None or df.empty:
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return {"symbol": symbol, "bars": []}
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tail = df.tail(minutes)
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bars = [
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{
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"t": str(row["timestamp"]),
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"c": float(row["close"]),
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"h": float(row["high"]),
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"l": float(row["low"]),
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"v": int(row["volume"]),
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"vwap": float(row["vwap"]) if row.get("vwap") is not None else None,
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}
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for _, row in tail.iterrows()
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]
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return {"symbol": symbol, "bars": bars}
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def _with_service(self, fn):
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if self.execution_service is None:
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return None
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with self._lock:
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return fn(self.execution_service)
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def approve(self, order_id: str, approved_by: str, notes: str | None) -> dict | None:
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return self._with_service(
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lambda svc: svc.approve_order(order_id, approved_by=approved_by, notes=notes)
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)
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def reject(self, order_id: str, rejected_by: str, reason: str) -> dict | None:
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return self._with_service(
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lambda svc: svc.reject_order(order_id, rejected_by=rejected_by, reason=reason)
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)
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def exit_position(self, symbol: str) -> dict | None:
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return self._with_service(lambda svc: svc.submit_exit_order(symbol))
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def add_watch(self, symbol: str) -> dict | None:
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"""Manually inject a symbol onto the watchlist (if supported)."""
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if not self.watch_inject or not symbol:
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return None
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try:
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self.watch_inject(symbol.upper())
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return {"ok": True, "symbol": symbol.upper()}
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except Exception as exc: # noqa: BLE001
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return {"ok": False, "error": str(exc)}
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def _json_default(obj):
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if isinstance(obj, datetime):
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return obj.isoformat()
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return str(obj)
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def _dump(payload) -> bytes:
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return json.dumps(payload, default=_json_default).encode()
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class DashboardHandler(BaseHTTPRequestHandler):
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state: DashboardState # injected via make_handler
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protocol_version = "HTTP/1.1"
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# -- plumbing -----------------------------------------------------------
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def log_message(self, fmt, *args): # noqa: A003 - quiet by default
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pass
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def _send_json(self, payload, status: int = 200) -> None:
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body = _dump(payload)
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self.send_response(status)
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self.send_header("Content-Type", "application/json")
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self.send_header("Content-Length", str(len(body)))
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self.send_header("Access-Control-Allow-Origin", "*")
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self.end_headers()
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self.wfile.write(body)
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def _send_html(self, path: Path) -> None:
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if not path.exists():
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self._send_json({"error": "dashboard.html not found"}, 404)
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return
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body = path.read_bytes()
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self.send_response(200)
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self.send_header("Content-Type", "text/html; charset=utf-8")
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self.send_header("Content-Length", str(len(body)))
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# never cache the dashboard shell — a stale cached page was serving old
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# JS/CSS, so pushed fixes (and live-vs-cached behaviour) didn't reach the
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# browser. The page is tiny and the data is fetched separately anyway.
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self.send_header("Cache-Control", "no-store, no-cache, must-revalidate")
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self.send_header("Pragma", "no-cache")
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self.end_headers()
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self.wfile.write(body)
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def _read_body(self) -> dict:
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length = int(self.headers.get("Content-Length") or 0)
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if not length:
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return {}
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try:
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return json.loads(self.rfile.read(length).decode() or "{}")
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except json.JSONDecodeError:
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return {}
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def _query(self) -> dict:
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return parse_qs(urlparse(self.path).query)
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# -- SSE ----------------------------------------------------------------
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def _stream(self) -> None:
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"""Server-Sent Events: push a fresh snapshot whenever events change.
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Falls back gracefully — a heartbeat every ~15s keeps proxies open even
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when nothing is happening, and the loop exits when the client drops or
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the server signals shutdown (so the DB handle is released cleanly).
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"""
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self.send_response(200)
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self.send_header("Content-Type", "text/event-stream")
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self.send_header("Cache-Control", "no-cache")
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self.send_header("Connection", "keep-alive")
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self.send_header("Access-Control-Allow-Origin", "*")
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self.end_headers()
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shutdown = getattr(type(self), "shutdown_event", None)
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last_count = -1
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last_heartbeat = 0.0
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try:
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while shutdown is None or not shutdown.is_set():
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count = self.state.event_count()
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now = time.monotonic()
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if count != last_count:
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last_count = count
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payload = _dump(self.state.snapshots()).decode()
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self.wfile.write(f"event: snapshot\ndata: {payload}\n\n".encode())
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self.wfile.flush()
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last_heartbeat = now
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elif now - last_heartbeat > 15:
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self.wfile.write(b": heartbeat\n\n")
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self.wfile.flush()
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last_heartbeat = now
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# sleep in short slices so shutdown is responsive
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for _ in range(10):
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if shutdown is not None and shutdown.is_set():
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break
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time.sleep(0.1)
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except (BrokenPipeError, ConnectionResetError, OSError):
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return # client disconnected
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# -- routes ---------------------------------------------------------------
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def do_GET(self): # noqa: N802
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try:
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route = urlparse(self.path).path
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if route in ("/", "/index.html", "/dashboard"):
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self._send_html(STATIC_DIR / "dashboard.html")
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elif route == "/api/stream":
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self._stream()
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elif route == "/api/snapshots":
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d = (self._query().get("date") or [""])[0]
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self._send_json(self.state.snapshots(for_date=d or None))
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elif route == "/api/approval-queue":
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self._send_json({"approval_queue": self.state.approval_queue()})
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elif route == "/api/criteria":
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symbol = (self._query().get("symbol") or [""])[0]
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self._send_json(self.state.criteria(symbol))
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elif route == "/api/bars":
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q = self._query()
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symbol = (q.get("symbol") or [""])[0]
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minutes = int((q.get("minutes") or ["60"])[0])
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self._send_json(self.state.bars(symbol, minutes))
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elif route == "/api/health":
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self._send_json({"ok": True, "mode": self.state.execution_mode})
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else:
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self._send_json({"error": "not found"}, 404)
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except Exception as exc: # noqa: BLE001
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self._send_json({"error": str(exc)}, 500)
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def do_POST(self): # noqa: N802
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try:
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route = urlparse(self.path).path
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body = self._read_body()
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if route == "/api/trading/approvals/approve":
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result = self.state.approve(
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str(body.get("order_id") or ""),
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approved_by=str(body.get("approved_by") or "dashboard"),
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notes=body.get("notes"),
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)
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elif route == "/api/trading/approvals/reject":
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result = self.state.reject(
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str(body.get("order_id") or ""),
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rejected_by=str(body.get("rejected_by") or "dashboard"),
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reason=str(body.get("reason") or "manual"),
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)
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elif route == "/api/trading/exit-order":
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result = self.state.exit_position(str(body.get("symbol") or ""))
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elif route == "/api/watch/add":
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result = self.state.add_watch(str(body.get("symbol") or ""))
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else:
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self._send_json({"error": "not found"}, 404)
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return
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if result is None:
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self._send_json(
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{"ok": False, "error": "not available in read-only mode"}, 503
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)
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else:
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self._send_json(result, 200 if result.get("ok") else 400)
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except Exception as exc: # noqa: BLE001
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self._send_json({"error": str(exc)}, 500)
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def do_OPTIONS(self): # noqa: N802
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self.send_response(204)
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self.send_header("Access-Control-Allow-Origin", "*")
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self.send_header("Access-Control-Allow-Methods", "GET, POST, OPTIONS")
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self.send_header("Access-Control-Allow-Headers", "Content-Type")
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self.end_headers()
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def make_handler(state: DashboardState, shutdown_event=None):
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return type(
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"BoundDashboardHandler",
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(DashboardHandler,),
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{"state": state, "shutdown_event": shutdown_event},
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)
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def create_server(
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state: DashboardState, host: str = "127.0.0.1", port: int = 8010
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) -> ThreadingHTTPServer:
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shutdown_event = threading.Event()
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server = ThreadingHTTPServer((host, port), make_handler(state, shutdown_event))
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# let SSE loops notice shutdown and release their DB handles cleanly
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server._sse_shutdown = shutdown_event # type: ignore[attr-defined]
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_orig_shutdown = server.shutdown
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def _shutdown():
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shutdown_event.set()
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_orig_shutdown()
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|
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server.shutdown = _shutdown # type: ignore[method-assign]
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|
return server
|
|
|
|
|
|
def serve_in_background(
|
|
state: DashboardState, host: str = "127.0.0.1", port: int = 8010
|
|
) -> tuple[ThreadingHTTPServer, threading.Thread]:
|
|
server = create_server(state, host, port)
|
|
thread = threading.Thread(target=server.serve_forever, daemon=True)
|
|
thread.start()
|
|
return server, thread
|