momentum devandClaude Opus 4.8
007cd95c79
Snapshot before the DuckDB->PostgreSQL migration. data/, archive/, the 232MB rebuild zip, the Windows .venv, and .env are excluded via .gitignore. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
149 lines
4.9 KiB
Python
149 lines
4.9 KiB
Python
import json
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"""Replay/rebuild tooling for Milestone 2.
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Reconstruct state from event store for analysis and testing.
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"""
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import logging
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from typing import TYPE_CHECKING
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from .event_store import EventStore
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if TYPE_CHECKING:
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pass
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logger = logging.getLogger(__name__)
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class StateRebuilder:
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"""Rebuild trading state from event store."""
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def __init__(self, store: EventStore):
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self.store = store
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def rebuild_session(self, session_id: str) -> dict:
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"""Rebuild complete state for a session from events."""
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logger.info(f"Rebuilding session {session_id}")
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events = self.store.query_events(session_id=session_id)
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state = {
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"session_id": session_id,
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"symbols": {},
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"orders": {},
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"positions": {},
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"events": [],
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}
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for event in events:
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event_type = event["event_type"]
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payload = json.loads(event.get("payload_json", "{}"))
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symbol = payload.get("symbol")
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self._process_event(state, event_type, symbol, payload, event)
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logger.info(f"Rebuilt state for {len(events)} events")
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return state
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def _process_event(
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self,
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state: dict,
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event_type: str,
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symbol: str | None,
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payload: dict,
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event: dict,
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):
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"""Process individual event and update state."""
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if event_type == "symbol_discovered":
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state["symbols"][symbol] = {
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"state": "discovered",
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"discovered_at": event["timestamp"],
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}
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elif event_type == "symbol_state_changed":
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if symbol not in state["symbols"]:
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state["symbols"][symbol] = {
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"state": payload.get("previous_state") or "discovered",
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"discovered_at": event["timestamp"],
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}
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state["symbols"][symbol]["state"] = payload["new_state"]
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state["symbols"][symbol]["state_history"] = state["symbols"][symbol].get(
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"state_history", []
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)
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state["symbols"][symbol]["state_history"].append(
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{
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"state": payload["new_state"],
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"timestamp": event["timestamp"],
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"reason": payload.get("state_reason"),
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}
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)
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elif event_type == "signal_ready":
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if symbol in state["symbols"]:
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state["symbols"][symbol]["signals"] = state["symbols"][symbol].get(
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"signals", []
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)
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state["symbols"][symbol]["signals"].append(
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{
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"signal_type": payload["signal_type"],
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"confidence": payload["confidence"],
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"timestamp": event["timestamp"],
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}
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)
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elif event_type == "position_opened":
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position_id = payload["position_id"]
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state["positions"][position_id] = {
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"symbol": symbol,
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"status": "open",
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"entry_price": payload["entry_price"],
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"quantity": payload["quantity"],
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"stop_loss_price": payload["stop_loss_price"],
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"opened_at": event["timestamp"],
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}
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elif event_type == "position_closed":
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position_id = payload["position_id"]
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if position_id in state["positions"]:
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state["positions"][position_id].update(
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{
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"status": "closed",
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"exit_price": payload["exit_price"],
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"exit_reason": payload["exit_reason"],
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"realized_pnl": payload["realized_pnl"],
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"closed_at": event["timestamp"],
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}
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)
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elif event_type == "order_filled":
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state["events"].append(
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{
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"type": event_type,
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"order_id": payload["order_id"],
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"symbol": symbol,
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"timestamp": event["timestamp"],
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}
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)
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elif event_type == "order_submitted":
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order_id = payload["order_id"]
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state["orders"][order_id] = {
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"symbol": symbol,
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"status": "submitted",
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"side": payload.get("side"),
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"quantity": payload.get("quantity"),
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"price": payload.get("price"),
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"updated_at": event["timestamp"],
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}
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elif event_type == "order_cancelled":
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order_id = payload["order_id"]
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state["orders"][order_id] = {
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**state["orders"].get(order_id, {}),
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"symbol": symbol,
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"status": "cancelled",
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"cancel_reason": payload.get("cancel_reason"),
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"updated_at": event["timestamp"],
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}
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