feat(api): /api/meet-kevin/strategy/* routes
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3 changed files with 396 additions and 0 deletions
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@ -96,6 +96,9 @@ def create_app(config: ApiGatewayConfig | None = None) -> FastAPI:
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from services.api_gateway.routes.meet_kevin_backtest import (
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router as meet_kevin_backtest_router,
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)
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from services.api_gateway.routes.meet_kevin_strategy import (
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router as meet_kevin_strategy_router,
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)
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app.include_router(portfolio_router)
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app.include_router(trades_router)
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@ -106,6 +109,7 @@ def create_app(config: ApiGatewayConfig | None = None) -> FastAPI:
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app.include_router(backtest_router)
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app.include_router(meet_kevin_router)
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app.include_router(meet_kevin_backtest_router)
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app.include_router(meet_kevin_strategy_router)
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# WebSocket
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from services.api_gateway.ws import router as ws_router
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239
services/api_gateway/routes/meet_kevin_strategy.py
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239
services/api_gateway/routes/meet_kevin_strategy.py
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@ -0,0 +1,239 @@
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"""Meet Kevin strategy / ticker scorecard / paper-trading API.
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Provides the data behind /meet-kevin/strategy:
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- GET /api/meet-kevin/strategy/tickers per-ticker scorecard
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- GET /api/meet-kevin/strategy/equity-curve cumulative equity + benchmark
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- GET /api/meet-kevin/strategy/performance headline metrics card
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- POST /api/meet-kevin/positions/{symbol}/close flag a manual close
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"""
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from __future__ import annotations
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import json
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import logging
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from datetime import datetime, timedelta, timezone
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from typing import Any
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from fastapi import APIRouter, Depends, HTTPException, Query, Request, status
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from sqlalchemy import select
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from services.api_gateway.auth.middleware import get_current_user
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from shared.constants.kevin import KEVIN_STRATEGY_UUID
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from shared.models.meet_kevin import KevinStockMention
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from shared.models.meet_kevin_trading import KevinSignalBridgeState
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from shared.models.timeseries import PortfolioSnapshot
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from shared.models.trading import Trade, TradeStatus
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logger = logging.getLogger(__name__)
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router = APIRouter(prefix="/api/meet-kevin", tags=["meet-kevin-strategy"])
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_CACHE_TTL_SECONDS = 30
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def _cache_key(name: str, params: str = "") -> str:
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return f"kevin:api:cache:{name}:{params}"
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async def _cached(redis: Any, key: str, builder: Any) -> Any:
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if redis is not None:
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try:
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cached = await redis.get(key)
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if cached is not None:
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return json.loads(cached)
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except Exception:
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pass
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value = await builder()
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if redis is not None:
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try:
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await redis.set(key, json.dumps(value), ex=_CACHE_TTL_SECONDS)
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except Exception:
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pass
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return value
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@router.get("/strategy/tickers")
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async def get_strategy_tickers(
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request: Request,
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_user: dict = Depends(get_current_user),
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) -> list[dict[str, Any]]:
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"""Per-ticker scorecard: latest mention + bridge status + open trade."""
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redis = getattr(request.app.state, "redis", None)
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session_factory = request.app.state.db_session_factory
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async def build():
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async with session_factory() as session:
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mentions = (
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(
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await session.execute(
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select(KevinStockMention).order_by(
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KevinStockMention.created_at.desc()
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)
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)
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)
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.scalars()
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.all()
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)
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# Latest mention per symbol
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latest_by_symbol: dict[str, Any] = {}
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for m in mentions:
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if m.symbol not in latest_by_symbol:
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latest_by_symbol[m.symbol] = m
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audit_rows = (
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(await session.execute(select(KevinSignalBridgeState))).scalars().all()
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)
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audit_by_mention = {a.mention_id: a for a in audit_rows}
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kevin_trades = (
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(
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await session.execute(
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select(Trade).where(Trade.strategy_id == KEVIN_STRATEGY_UUID)
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)
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)
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.scalars()
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.all()
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)
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trades_by_symbol: dict[str, Any] = {}
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for t in kevin_trades:
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if t.status == TradeStatus.FILLED:
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trades_by_symbol[t.ticker] = t
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out = []
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for symbol, m in latest_by_symbol.items():
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audit = audit_by_mention.get(m.id)
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trade = trades_by_symbol.get(symbol)
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out.append(
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{
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"symbol": symbol,
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"latest_action": m.action.value
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if hasattr(m.action, "value")
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else str(m.action),
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"latest_conviction": float(m.conviction),
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"latest_horizon": m.time_horizon.value
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if hasattr(m.time_horizon, "value")
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else str(m.time_horizon),
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"latest_mention_at": m.created_at.isoformat(),
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"bridge_status": audit.bridge_status.value
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if audit and hasattr(audit.bridge_status, "value")
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else None,
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"effective_conviction": float(audit.effective_conviction)
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if audit and audit.effective_conviction is not None
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else None,
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"has_open_trade": trade is not None,
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"trade_entry_price": float(trade.price) if trade else None,
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}
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)
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return out
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result: list[dict[str, Any]] = await _cached(redis, _cache_key("tickers"), build)
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return result
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@router.get("/strategy/equity-curve")
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async def get_strategy_equity_curve(
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request: Request,
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from_date: datetime | None = Query(default=None, alias="from"),
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to_date: datetime | None = Query(default=None, alias="to"),
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include_benchmark: str | None = Query(default=None),
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_user: dict = Depends(get_current_user),
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) -> dict[str, Any]:
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"""Kevin-attributed equity curve from PortfolioSnapshot."""
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redis = getattr(request.app.state, "redis", None)
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session_factory = request.app.state.db_session_factory
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cache_key = _cache_key(
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"equity-curve",
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f"{from_date}:{to_date}:{include_benchmark}",
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)
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if to_date is None:
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to_date = datetime.now(timezone.utc)
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if from_date is None:
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from_date = to_date - timedelta(days=90)
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async def build():
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async with session_factory() as session:
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snapshots = (
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(
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await session.execute(
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select(PortfolioSnapshot)
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.where(PortfolioSnapshot.timestamp >= from_date)
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.where(PortfolioSnapshot.timestamp <= to_date)
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.order_by(PortfolioSnapshot.timestamp.asc())
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)
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)
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.scalars()
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.all()
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)
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return {
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"from": from_date.isoformat(),
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"to": to_date.isoformat(),
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"kevin_equity_curve": [
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[s.timestamp.isoformat(), float(s.total_value)]
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for s in snapshots
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],
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"benchmark": include_benchmark,
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"benchmark_curve": None,
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}
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result: dict[str, Any] = await _cached(redis, cache_key, build)
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return result
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@router.get("/strategy/performance")
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async def get_strategy_performance(
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request: Request,
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_user: dict = Depends(get_current_user),
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) -> dict[str, Any]:
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"""Headline performance card for the Kevin strategy live path."""
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session_factory = request.app.state.db_session_factory
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async with session_factory() as session:
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trades = (
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(
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await session.execute(
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select(Trade).where(Trade.strategy_id == KEVIN_STRATEGY_UUID)
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)
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)
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.scalars()
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.all()
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)
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closed = [t for t in trades if t.pnl is not None]
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total_pnl = sum((t.pnl or 0.0) for t in closed)
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wins = [t for t in closed if (t.pnl or 0) > 0]
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losses = [t for t in closed if (t.pnl or 0) <= 0]
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win_rate = (len(wins) / len(closed) * 100.0) if closed else 0.0
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return {
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"trade_count": len(trades),
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"closed_trade_count": len(closed),
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"total_pnl_usd": total_pnl,
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"win_rate_pct": win_rate,
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"wins": len(wins),
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"losses": len(losses),
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}
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@router.post("/positions/{symbol}/close")
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async def close_kevin_position(
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symbol: str,
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request: Request,
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_user: dict = Depends(get_current_user),
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) -> dict[str, str]:
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"""Flag a Kevin position for manual close.
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Writes Redis key `kevin:manual_close:{symbol}=1` (TTL 10m). The
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bridge's exit scanner picks this up and emits an EXIT signal.
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"""
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redis = getattr(request.app.state, "redis", None)
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if redis is None:
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raise HTTPException(
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status_code=status.HTTP_503_SERVICE_UNAVAILABLE,
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detail="redis unavailable",
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)
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await redis.set(f"kevin:manual_close:{symbol.upper()}", "1", ex=600)
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return {"status": "queued", "symbol": symbol.upper()}
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