trading/services/signal_generator/main.py

"""Signal Generator service -- main entry point.

Consumes ``news:scored`` articles from Redis Streams, updates sentiment
context per ticker, runs the weighted ensemble of trading strategies, and
publishes qualifying ``TradeSignal`` messages to ``signals:generated``.
"""

from __future__ import annotations

import asyncio
import logging
from collections import defaultdict, deque

from redis.asyncio import Redis

from services.signal_generator.config import SignalGeneratorConfig
from services.signal_generator.ensemble import WeightedEnsemble
from services.signal_generator.market_data import MarketDataManager
from shared.redis_streams import StreamConsumer, StreamPublisher
from shared.schemas.news import ScoredArticle
from shared.schemas.trading import SentimentContext
from shared.strategies import MeanReversionStrategy, MomentumStrategy, NewsDrivenStrategy
from shared.telemetry import setup_telemetry

logger = logging.getLogger(__name__)

# Maximum number of recent sentiment scores to retain per ticker
_MAX_SENTIMENT_SCORES = 50

# Default strategy weights (equal weighting)
_DEFAULT_WEIGHTS: dict[str, float] = {
    "momentum": 0.333,
    "mean_reversion": 0.333,
    "news_driven": 0.334,
}


def _build_sentiment_context(
    ticker: str,
    scores: deque[float],
    confidences: deque[float],
) -> SentimentContext:
    """Build a ``SentimentContext`` from accumulated per-ticker scores."""
    score_list = list(scores)
    conf_list = list(confidences)
    return SentimentContext(
        ticker=ticker,
        avg_score=sum(score_list) / len(score_list) if score_list else 0.0,
        article_count=len(score_list),
        recent_scores=score_list[-10:],
        avg_confidence=sum(conf_list) / len(conf_list) if conf_list else 0.0,
    )


async def run(config: SignalGeneratorConfig | None = None) -> None:
    """Main service loop.

    Connects to Redis, initialises strategies and telemetry, then
    continuously consumes from ``news:scored`` and publishes qualifying
    signals to ``signals:generated``.
    """
    if config is None:
        config = SignalGeneratorConfig()

    logging.basicConfig(level=config.log_level)
    logger.info("Starting Signal Generator service")

    # --- Telemetry ---
    meter = setup_telemetry("signal-generator", config.otel_metrics_port)
    signals_generated = meter.create_counter(
        "signals_generated",
        description="Total trade signals emitted by the signal generator",
    )
    per_strategy_signal_count = meter.create_counter(
        "per_strategy_signal_count",
        description="Signals emitted, broken down by strategy",
    )

    # --- Redis ---
    redis = Redis.from_url(config.redis_url, decode_responses=False)
    consumer = StreamConsumer(redis, "news:scored", "signal-generator", "worker-1")
    publisher = StreamPublisher(redis, "signals:generated")

    # --- Market data ---
    market_data = MarketDataManager()

    # --- Strategies ---
    strategies = [
        MomentumStrategy(),
        MeanReversionStrategy(),
        NewsDrivenStrategy(),
    ]
    ensemble = WeightedEnsemble(strategies, threshold=config.signal_strength_threshold)

    # --- Strategy weights (default equal; could load from DB) ---
    weights = dict(_DEFAULT_WEIGHTS)

    # --- Per-ticker sentiment accumulators ---
    sentiment_scores: dict[str, deque[float]] = defaultdict(lambda: deque(maxlen=_MAX_SENTIMENT_SCORES))
    sentiment_confidences: dict[str, deque[float]] = defaultdict(lambda: deque(maxlen=_MAX_SENTIMENT_SCORES))

    logger.info("Consuming from news:scored, publishing to signals:generated")

    # --- Consume loop ---
    async for _msg_id, data in consumer.consume():
        try:
            article = ScoredArticle.model_validate(data)
            ticker = article.ticker

            # Update sentiment accumulators
            sentiment_scores[ticker].append(article.sentiment_score)
            sentiment_confidences[ticker].append(article.confidence)

            # Build sentiment context
            sentiment = _build_sentiment_context(
                ticker,
                sentiment_scores[ticker],
                sentiment_confidences[ticker],
            )

            # Get market snapshot (may be None if no bars received yet)
            snapshot = market_data.get_snapshot(ticker)
            if snapshot is None:
                # Create a minimal snapshot from sentiment data alone
                # (the news_driven strategy does not require market indicators)
                from shared.schemas.trading import MarketSnapshot

                snapshot = MarketSnapshot(
                    ticker=ticker,
                    current_price=0.0,
                    open=0.0,
                    high=0.0,
                    low=0.0,
                    close=0.0,
                    volume=0.0,
                )

            # Run ensemble
            signal = await ensemble.evaluate(ticker, snapshot, sentiment, weights)

            if signal is not None:
                await publisher.publish(signal.model_dump(mode="json"))
                signals_generated.add(1)
                for src in signal.strategy_sources:
                    strategy_name = src.split(":")[0]
                    per_strategy_signal_count.add(1, {"strategy": strategy_name})
                logger.info(
                    "Signal generated: %s %s strength=%.4f sources=%s",
                    signal.direction.value,
                    ticker,
                    signal.strength,
                    signal.strategy_sources,
                )

        except Exception:
            logger.exception("Error processing scored article: %s", data.get("title", "<unknown>"))


def main() -> None:
    """CLI entry point."""
    asyncio.run(run())


if __name__ == "__main__":
    main()