fire-planner/fire_planner/api/simulate.py

"""Sync simulate + multi-scenario compare.

Unlike the persisted Cartesian recompute (`/recompute`), these run a
single scenario inline and return the result immediately. The React UI
uses these for what-if exploration — no DB write.

Returns a fan-chart series in the same shape as
`GET /scenarios/{id}/projection`, so frontend chart code is shared.
"""
from __future__ import annotations

import asyncio
import time
from decimal import Decimal
from pathlib import Path

import numpy as np
from fastapi import APIRouter, HTTPException
from sqlalchemy.ext.asyncio import async_sessionmaker

from fire_planner.api.schemas import (
    CompareRequest,
    CompareResult,
    ProjectionPoint,
    SimulateRequest,
    SimulateResult,
)
from fire_planner.glide_path import static
from fire_planner.ingest.wealthfolio_pg import create_wf_sync_engine_from_env
from fire_planner.life_events import EventInput, events_to_cashflow_array
from fire_planner.returns.bootstrap import block_bootstrap
from fire_planner.returns.shiller import load_from_csv, synthetic_returns
from fire_planner.returns.wealthfolio_returns import (
    compute_annual_returns_from_pg,
    constant_real_return_paths,
)
from fire_planner.scenarios import build_regime_schedule, build_strategy
from fire_planner.simulator import SimulationResult, simulate

router = APIRouter(tags=["simulate"])

_RETURNS_CSV = Path("/data/shiller_returns.csv")


def _shiller_paths(seed: int, n_paths: int, n_years: int) -> np.ndarray:
    bundle = (load_from_csv(_RETURNS_CSV) if _RETURNS_CSV.exists() else synthetic_returns(seed=42))
    rng = np.random.default_rng(seed)
    return block_bootstrap(bundle, n_paths=n_paths, n_years=n_years, block_size=5, rng=rng)


async def _wealthfolio_paths(seed: int, n_paths: int, n_years: int) -> np.ndarray:
    """Block-bootstrap the user's actual blended real returns. With
    typically <10 distinct annual samples, block_size=1 is appropriate
    — there's no serial-correlation signal to preserve."""
    eng = create_wf_sync_engine_from_env()
    try:
        factory = async_sessionmaker(eng, expire_on_commit=False)
        async with factory() as wf_sess:
            bundle = await compute_annual_returns_from_pg(wf_sess)
    finally:
        await eng.dispose()
    rng = np.random.default_rng(seed)
    return block_bootstrap(bundle, n_paths=n_paths, n_years=n_years, block_size=1, rng=rng)


async def _build_paths(req: SimulateRequest) -> np.ndarray:
    if req.returns_mode == "manual":
        if req.manual_real_return_pct is None:
            raise HTTPException(
                status_code=400,
                detail="manual_real_return_pct is required when returns_mode='manual'",
            )
        return constant_real_return_paths(
            n_paths=req.n_paths,
            n_years=req.horizon_years,
            real_return_pct=float(req.manual_real_return_pct),
        )
    if req.returns_mode == "wealthfolio":
        try:
            return await _wealthfolio_paths(req.seed, req.n_paths, req.horizon_years)
        except ValueError as e:
            raise HTTPException(
                status_code=400,
                detail=f"Wealthfolio history insufficient: {e}",
            ) from e
    return _shiller_paths(req.seed, req.n_paths, req.horizon_years)


def _project(req: SimulateRequest, paths: np.ndarray) -> tuple[SimulationResult, float]:
    annual_savings = (np.full(req.horizon_years, float(req.savings_per_year_gbp), dtype=np.float64)
                      if req.savings_per_year_gbp > 0 else None)
    floor = float(req.floor_gbp) if req.floor_gbp is not None else None

    cashflow_adjustments = None
    if req.life_events:
        engine_events = [
            EventInput(
                year_start=ev.year_start,
                year_end=ev.year_end,
                delta_gbp_per_year=float(ev.delta_gbp_per_year),
                one_time_amount_gbp=(float(ev.one_time_amount_gbp)
                                     if ev.one_time_amount_gbp is not None else None),
                enabled=ev.enabled,
            ) for ev in req.life_events
        ]
        cashflow_adjustments = events_to_cashflow_array(engine_events, req.horizon_years)

    strategy = build_strategy(
        req.strategy,
        floor=floor,
        annual_real_adjust_pct=float(req.annual_real_adjust_pct),
        guardrail_threshold_pct=(float(req.guardrail_threshold_pct)
                                 if req.guardrail_threshold_pct is not None else None),
        guardrail_cut_pct=float(req.guardrail_cut_pct),
    )

    started = time.perf_counter()
    result = simulate(
        paths=paths,
        initial_portfolio=float(req.nw_seed_gbp),
        spending_target=float(req.spending_gbp),
        glide=static(1.0),
        strategy=strategy,
        regime=build_regime_schedule(req.jurisdiction, req.leave_uk_year),
        horizon_years=req.horizon_years,
        annual_savings=annual_savings,
        cashflow_adjustments=cashflow_adjustments,
    )
    elapsed = time.perf_counter() - started
    return result, elapsed


def _to_response(result: SimulationResult, elapsed: float) -> SimulateResult:
    # portfolio_real has n_years+1 columns (year 0 = seed, year k = end-of-year k).
    # withdrawal_real / tax_real have n_years columns (year k = withdrawn in year k+1).
    # Yearly point k describes "end of year k+1": portfolio after withdrawal & growth.
    pcts = [10, 25, 50, 75, 90]
    portfolio_quantiles = {p: np.percentile(result.portfolio_real, p, axis=0) for p in pcts}
    median_wd = np.percentile(result.withdrawal_real, 50, axis=0)
    median_tax = np.percentile(result.tax_real, 50, axis=0)
    n_years = result.n_years
    survival_path = (result.success_mask.astype(np.float64).mean(axis=0) if
                     result.success_mask.ndim == 2 else np.ones(n_years))

    yearly = [
        ProjectionPoint(
            year_idx=y,
            p10_portfolio_gbp=Decimal(str(round(float(portfolio_quantiles[10][y + 1]), 2))),
            p25_portfolio_gbp=Decimal(str(round(float(portfolio_quantiles[25][y + 1]), 2))),
            p50_portfolio_gbp=Decimal(str(round(float(portfolio_quantiles[50][y + 1]), 2))),
            p75_portfolio_gbp=Decimal(str(round(float(portfolio_quantiles[75][y + 1]), 2))),
            p90_portfolio_gbp=Decimal(str(round(float(portfolio_quantiles[90][y + 1]), 2))),
            p50_withdrawal_gbp=Decimal(str(round(float(median_wd[y]), 2))),
            p50_tax_gbp=Decimal(str(round(float(median_tax[y]), 2))),
            survival_rate=Decimal(str(round(float(survival_path[y]), 4))),
        ) for y in range(n_years)
    ]
    median_ytr = result.median_years_to_ruin()
    return SimulateResult(
        success_rate=Decimal(str(round(float(result.success_rate), 4))),
        p10_ending_gbp=Decimal(str(round(float(result.ending_percentile(10)), 2))),
        p50_ending_gbp=Decimal(str(round(float(result.ending_percentile(50)), 2))),
        p90_ending_gbp=Decimal(str(round(float(result.ending_percentile(90)), 2))),
        median_lifetime_tax_gbp=Decimal(str(round(float(result.median_lifetime_tax()), 2))),
        median_years_to_ruin=(Decimal(str(round(float(median_ytr), 2)))
                              if median_ytr is not None else None),
        elapsed_seconds=Decimal(str(round(elapsed, 3))),
        yearly=yearly,
    )


@router.post("/simulate", response_model=SimulateResult)
async def simulate_one(req: SimulateRequest) -> SimulateResult:
    """Run one scenario synchronously, no DB write. ~1-3s for 5k paths."""
    paths = await _build_paths(req)
    try:
        result, elapsed = await asyncio.to_thread(_project, req, paths)
    except KeyError as e:
        raise HTTPException(status_code=400, detail=f"Unknown name: {e}") from None
    return _to_response(result, elapsed)


@router.post("/compare", response_model=CompareResult)
async def compare_scenarios(req: CompareRequest) -> CompareResult:
    """Run 2-5 scenarios in parallel, return all results."""
    async def one(s: SimulateRequest) -> SimulateResult:
        paths = await _build_paths(s)
        result, elapsed = await asyncio.to_thread(_project, s, paths)
        return _to_response(result, elapsed)

    try:
        results = await asyncio.gather(*(one(s) for s in req.scenarios))
    except KeyError as e:
        raise HTTPException(status_code=400, detail=f"Unknown name: {e}") from None
    return CompareResult(results=results)