Viktor Barzin
9d752aa0a2
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Standalone schemas (no BaseStrategy coupling) used by both the live signal bridge and the backtest mini-engine.
66 lines
2.3 KiB
Python
66 lines
2.3 KiB
Python
"""Pydantic schemas for the Kevin strategy.
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Used by KevinStrategy.evaluate_mention as input/output contracts and by
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the live signal bridge + backtest engine to talk to the strategy.
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"""
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from __future__ import annotations
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from decimal import Decimal
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from enum import Enum
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from pydantic import BaseModel, ConfigDict, Field, model_validator
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class KevinDecisionType(str, Enum):
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OPEN_LONG = "open_long" # new position or top-up
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CLOSE_LONG = "close_long" # exit existing long
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NO_OP = "no_op" # filter says skip
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class KevinDecision(BaseModel):
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"""A single trade decision emitted by KevinStrategy.evaluate_mention."""
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model_config = ConfigDict(frozen=True)
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decision: KevinDecisionType
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symbol: str = Field(min_length=1, max_length=16)
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target_dollars: Decimal | None = None # required for OPEN_LONG
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holding_days: int | None = None # required for OPEN_LONG
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effective_conviction: Decimal | None = None # post-aggregation, 0-1
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rationale: str # one-line audit string
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@model_validator(mode="after")
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def _open_long_requires_target_dollars(self) -> "KevinDecision":
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if self.decision == KevinDecisionType.OPEN_LONG:
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if self.target_dollars is None:
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raise ValueError("OPEN_LONG requires target_dollars")
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if self.holding_days is None:
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raise ValueError("OPEN_LONG requires holding_days")
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if self.target_dollars <= 0:
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raise ValueError("target_dollars must be positive")
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return self
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class KevinAccountState(BaseModel):
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"""Snapshot of the account passed to KevinStrategy.evaluate_mention.
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The bridge populates this from live Alpaca account + Redis counters; the
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backtest populates it from the simulated portfolio state. Same shape.
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"""
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model_config = ConfigDict(frozen=True)
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equity_usd: Decimal
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cash_usd: Decimal
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held_positions: dict[str, Decimal] # symbol -> cost-basis $
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blocklisted_symbols: frozenset[str] | set[str]
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daily_trade_count: int
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daily_alloc_usd: Decimal
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paused: bool
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def is_held(self, symbol: str) -> bool:
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return symbol in self.held_positions and self.held_positions[symbol] > 0
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def is_blocklisted(self, symbol: str) -> bool:
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return symbol in self.blocklisted_symbols
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