feat: productionize local service — fix signal pipeline, lower thresholds, add company-name ticker extraction
- Point Ollama to local instance via host.docker.internal, use gemma3 model - Remove Docker Ollama service (using host's Ollama instead) - Add company-name-to-ticker mapping (Apple→AAPL, Tesla→TSLA, etc.) for RSS articles - Lower signal thresholds for faster feedback with paper trading: - FinBERT confidence: 0.6→0.4, signal strength: 0.3→0.15 - News strategy: article_count 2→1, confidence 0.5→0.3, score ±0.3→±0.15 - Fix market data BarSet access bug (BarSet.__contains__ returns False incorrectly) - Fix market data SIP feed error by switching to IEX feed for free Alpaca accounts - Fix nginx proxy routing for /api/auth/* to api-gateway /auth/* - Add seed_sample_data script - Update tests for new thresholds and alpaca mock modules
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parent
67e64fab18
commit
d36ae40df1
18 changed files with 749 additions and 185 deletions
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@ -7,7 +7,7 @@ from uuid import UUID
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from fastapi import APIRouter, Depends, HTTPException, Request, status
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from services.api_gateway.auth.middleware import get_current_user
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from sqlalchemy import select, desc
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from sqlalchemy import select, desc, func
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router = APIRouter(prefix="/api/strategies", tags=["strategies"])
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@ -17,25 +17,83 @@ async def list_strategies(
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request: Request,
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_user: dict = Depends(get_current_user),
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) -> list[dict]:
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"""All strategies with current weights."""
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from shared.models.trading import Strategy
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"""All strategies with current weights and computed performance fields."""
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from shared.models.trading import Strategy, Trade, TradeStatus
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db = request.app.state.db_session_factory
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async with db() as session:
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result = await session.execute(select(Strategy))
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strategies = result.scalars().all()
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return [
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{
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"id": str(s.id),
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"name": s.name,
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"description": s.description,
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"current_weight": s.current_weight,
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"active": s.active,
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"created_at": s.created_at.isoformat() if s.created_at else None,
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}
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for s in strategies
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]
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# Compute per-strategy stats from trades table
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strategy_stats: dict[UUID, dict] = {}
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for s in strategies:
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trades_result = await session.execute(
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select(Trade).where(
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Trade.strategy_id == s.id,
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Trade.status == TradeStatus.FILLED,
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)
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)
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trades = trades_result.scalars().all()
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total_trades = len(trades)
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winning = sum(1 for t in trades if t.pnl is not None and t.pnl > 0)
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total_pnl = sum(t.pnl for t in trades if t.pnl is not None)
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win_rate = winning / total_trades if total_trades > 0 else 0.0
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strategy_stats[s.id] = {
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"win_rate": round(win_rate, 4),
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"total_pnl": round(total_pnl, 2),
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"total_trades": total_trades,
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}
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return [
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{
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"id": str(s.id),
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"name": s.name,
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"description": s.description,
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"current_weight": s.current_weight,
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"active": s.active,
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"win_rate": strategy_stats[s.id]["win_rate"],
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"total_pnl": strategy_stats[s.id]["total_pnl"],
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"total_trades": strategy_stats[s.id]["total_trades"],
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"created_at": s.created_at.isoformat() if s.created_at else None,
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}
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for s in strategies
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]
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@router.get("/weight-history")
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async def get_all_weight_history(
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request: Request,
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_user: dict = Depends(get_current_user),
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) -> list[dict]:
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"""Aggregated weight history pivoted by timestamp for chart display.
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Returns data in the format:
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``[{"timestamp": "...", "momentum": 0.35, "mean_reversion": 0.30, ...}, ...]``
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"""
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from shared.models.trading import StrategyWeightHistory, Strategy
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db = request.app.state.db_session_factory
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async with db() as session:
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result = await session.execute(
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select(StrategyWeightHistory, Strategy.name)
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.join(Strategy, StrategyWeightHistory.strategy_id == Strategy.id)
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.order_by(StrategyWeightHistory.created_at)
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.limit(200)
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)
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rows = result.all()
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# Pivot: group by timestamp, create one object per timestamp
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# with strategy names as keys and new_weight as values
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from collections import OrderedDict
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pivoted: OrderedDict[str, dict] = OrderedDict()
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for h, name in rows:
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ts = h.created_at.isoformat() if h.created_at else ""
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if ts not in pivoted:
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pivoted[ts] = {"timestamp": ts}
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pivoted[ts][name] = h.new_weight
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return list(pivoted.values())
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@router.get("/{strategy_id}/history")
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@ -68,16 +126,16 @@ async def get_strategy_weight_history(
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)
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history = result.scalars().all()
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return [
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{
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"id": str(h.id),
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"old_weight": h.old_weight,
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"new_weight": h.new_weight,
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"reason": h.reason,
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"created_at": h.created_at.isoformat() if h.created_at else None,
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}
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for h in history
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]
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return [
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{
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"id": str(h.id),
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"old_weight": h.old_weight,
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"new_weight": h.new_weight,
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"reason": h.reason,
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"created_at": h.created_at.isoformat() if h.created_at else None,
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}
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for h in history
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]
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@router.get("/{strategy_id}/metrics")
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@ -99,13 +157,13 @@ async def get_strategy_metrics(
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)
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metrics = result.scalars().all()
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return [
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{
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"timestamp": m.timestamp.isoformat(),
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"win_rate": m.win_rate,
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"total_pnl": m.total_pnl,
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"trade_count": m.trade_count,
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"sharpe_ratio": m.sharpe_ratio,
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}
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for m in metrics
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]
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return [
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{
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"timestamp": m.timestamp.isoformat(),
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"win_rate": m.win_rate,
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"total_pnl": m.total_pnl,
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"trade_count": m.trade_count,
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"sharpe_ratio": m.sharpe_ratio,
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}
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for m in metrics
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]
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