d36ae40df1
- 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
137 lines
5.1 KiB
Python
137 lines
5.1 KiB
Python
"""Trade endpoints — paginated trade history and detail."""
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from __future__ import annotations
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from datetime import datetime
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from uuid import UUID
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from fastapi import APIRouter, Depends, HTTPException, Query, 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, func
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router = APIRouter(prefix="/api/trades", tags=["trades"])
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@router.get("")
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async def list_trades(
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request: Request,
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_user: dict = Depends(get_current_user),
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ticker: str | None = Query(default=None),
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start_date: datetime | None = Query(default=None),
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end_date: datetime | None = Query(default=None),
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date_from: datetime | None = Query(default=None),
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date_to: datetime | None = Query(default=None),
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strategy: str | None = Query(default=None),
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profitable: bool | None = Query(default=None),
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page: int = Query(default=1, ge=1),
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per_page: int = Query(default=20, ge=1, le=100),
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page_size: int | None = Query(default=None, ge=1, le=100),
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) -> dict:
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"""Paginated trade history with optional filters."""
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from shared.models.trading import Trade, Strategy
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# Accept both parameter naming conventions
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effective_per_page = page_size if page_size is not None else per_page
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effective_start = start_date or date_from
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effective_end = end_date or date_to
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db = request.app.state.db_session_factory
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async with db() as session:
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query = (
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select(Trade, Strategy.name.label("strategy_name"))
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.outerjoin(Strategy, Trade.strategy_id == Strategy.id)
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.order_by(desc(Trade.created_at))
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)
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count_query = select(func.count()).select_from(Trade)
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# Apply filters
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if ticker:
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query = query.where(Trade.ticker == ticker.upper())
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count_query = count_query.where(Trade.ticker == ticker.upper())
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if effective_start:
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query = query.where(Trade.created_at >= effective_start)
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count_query = count_query.where(Trade.created_at >= effective_start)
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if effective_end:
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query = query.where(Trade.created_at <= effective_end)
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count_query = count_query.where(Trade.created_at <= effective_end)
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if strategy:
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# Filter by strategy name (already joined)
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query = query.where(Strategy.name == strategy)
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count_query = count_query.join(
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Strategy, Trade.strategy_id == Strategy.id
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).where(Strategy.name == strategy)
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if profitable is not None:
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if profitable:
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query = query.where(Trade.pnl > 0)
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count_query = count_query.where(Trade.pnl > 0)
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else:
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query = query.where(Trade.pnl <= 0)
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count_query = count_query.where(Trade.pnl <= 0)
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# Pagination
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total = (await session.execute(count_query)).scalar() or 0
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offset = (page - 1) * effective_per_page
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query = query.offset(offset).limit(effective_per_page)
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result = await session.execute(query)
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rows = result.all()
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return {
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"trades": [
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{
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"id": str(t.id),
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"ticker": t.ticker,
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"side": t.side.value,
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"qty": t.qty,
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"price": t.price,
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"status": t.status.value,
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"pnl": t.pnl,
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"strategy_id": str(t.strategy_id) if t.strategy_id else None,
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"strategy_name": strategy_name,
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"signal_id": str(t.signal_id) if t.signal_id else None,
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"created_at": t.created_at.isoformat() if t.created_at else None,
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}
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for t, strategy_name in rows
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],
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"total": total,
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"page": page,
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"page_size": effective_per_page,
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"per_page": effective_per_page,
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"pages": (total + effective_per_page - 1) // effective_per_page if effective_per_page else 0,
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}
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@router.get("/{trade_id}")
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async def get_trade(
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trade_id: UUID,
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request: Request,
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_user: dict = Depends(get_current_user),
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) -> dict:
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"""Single trade detail with linked signal and outcome."""
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from shared.models.trading import Trade
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db = request.app.state.db_session_factory
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async with db() as session:
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trade = (
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await session.execute(select(Trade).where(Trade.id == trade_id))
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).scalar_one_or_none()
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if trade is None:
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raise HTTPException(
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status_code=status.HTTP_404_NOT_FOUND,
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detail="Trade not found",
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)
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return {
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"id": str(trade.id),
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"ticker": trade.ticker,
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"side": trade.side.value,
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"qty": trade.qty,
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"price": trade.price,
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"status": trade.status.value,
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"pnl": trade.pnl,
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"strategy_id": str(trade.strategy_id) if trade.strategy_id else None,
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"signal_id": str(trade.signal_id) if trade.signal_id else None,
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"created_at": trade.created_at.isoformat() if trade.created_at else None,
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}
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