125 lines
3.5 KiB
Python
125 lines
3.5 KiB
Python
"""Portfolio endpoints — current value, positions, equity curve."""
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from __future__ import annotations
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from datetime import datetime, timedelta, timezone
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from enum import Enum
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from fastapi import APIRouter, Depends, Query, Request
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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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router = APIRouter(prefix="/api/portfolio", tags=["portfolio"])
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class HistoryPeriod(str, Enum):
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ONE_DAY = "1d"
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ONE_WEEK = "1w"
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ONE_MONTH = "1m"
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THREE_MONTHS = "3m"
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ONE_YEAR = "1y"
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def _period_to_timedelta(period: HistoryPeriod) -> timedelta:
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"""Convert a period enum value to a timedelta."""
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mapping = {
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HistoryPeriod.ONE_DAY: timedelta(days=1),
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HistoryPeriod.ONE_WEEK: timedelta(weeks=1),
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HistoryPeriod.ONE_MONTH: timedelta(days=30),
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HistoryPeriod.THREE_MONTHS: timedelta(days=90),
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HistoryPeriod.ONE_YEAR: timedelta(days=365),
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}
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return mapping[period]
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@router.get("")
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async def get_portfolio(
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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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"""Current portfolio summary — value, cash, buying power, daily P&L."""
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from shared.models.timeseries import PortfolioSnapshot
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db = request.app.state.db_session_factory
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async with db() as session:
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latest = (
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await session.execute(
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select(PortfolioSnapshot)
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.order_by(desc(PortfolioSnapshot.timestamp))
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.limit(1)
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)
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).scalar_one_or_none()
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if latest is None:
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return {
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"total_value": 0.0,
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"cash": 0.0,
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"buying_power": 0.0,
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"daily_pnl": 0.0,
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}
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return {
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"total_value": latest.total_value,
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"cash": latest.cash,
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"buying_power": latest.cash,
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"daily_pnl": latest.daily_pnl,
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}
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@router.get("/positions")
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async def get_positions(
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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 open positions with unrealized P&L."""
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from shared.models.trading import Position
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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(Position))
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positions = result.scalars().all()
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return [
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{
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"id": str(p.id),
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"ticker": p.ticker,
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"qty": p.qty,
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"avg_entry": p.avg_entry,
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"unrealized_pnl": p.unrealized_pnl or 0.0,
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"stop_loss": p.stop_loss,
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"take_profit": p.take_profit,
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}
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for p in positions
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]
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@router.get("/history")
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async def get_portfolio_history(
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request: Request,
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_user: dict = Depends(get_current_user),
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period: HistoryPeriod = Query(default=HistoryPeriod.ONE_MONTH),
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) -> list[dict]:
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"""Equity curve from portfolio_snapshots over a given period."""
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from shared.models.timeseries import PortfolioSnapshot
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since = datetime.now(timezone.utc) - _period_to_timedelta(period)
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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(PortfolioSnapshot)
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.where(PortfolioSnapshot.timestamp >= since)
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.order_by(PortfolioSnapshot.timestamp)
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)
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snapshots = result.scalars().all()
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return [
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{
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"timestamp": s.timestamp.isoformat(),
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"total_value": s.total_value,
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"cash": s.cash,
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"positions_value": s.positions_value,
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"daily_pnl": s.daily_pnl,
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}
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for s in snapshots
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]
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