trading/services/api_gateway/routes/strategies.py

"""Strategy endpoints — list strategies, weight history, metrics."""

from __future__ import annotations

from uuid import UUID

from fastapi import APIRouter, Depends, HTTPException, Request, status

from services.api_gateway.auth.middleware import get_current_user
from sqlalchemy import select, desc, func

router = APIRouter(prefix="/api/strategies", tags=["strategies"])


@router.get("")
async def list_strategies(
    request: Request,
    _user: dict = Depends(get_current_user),
) -> list[dict]:
    """All strategies with current weights and computed performance fields."""
    from shared.models.trading import Strategy, Trade, TradeStatus

    db = request.app.state.db_session_factory
    async with db() as session:
        result = await session.execute(select(Strategy))
        strategies = result.scalars().all()

        # Compute per-strategy stats from trades table
        strategy_stats: dict[UUID, dict] = {}
        for s in strategies:
            trades_result = await session.execute(
                select(Trade).where(
                    Trade.strategy_id == s.id,
                    Trade.status == TradeStatus.FILLED,
                )
            )
            trades = trades_result.scalars().all()
            total_trades = len(trades)
            winning = sum(1 for t in trades if t.pnl is not None and t.pnl > 0)
            total_pnl = sum(t.pnl for t in trades if t.pnl is not None)
            win_rate = winning / total_trades if total_trades > 0 else 0.0
            strategy_stats[s.id] = {
                "win_rate": round(win_rate, 4),
                "total_pnl": round(total_pnl, 2),
                "total_trades": total_trades,
            }

        return [
            {
                "id": str(s.id),
                "name": s.name,
                "description": s.description,
                "current_weight": s.current_weight,
                "active": s.active,
                "win_rate": strategy_stats[s.id]["win_rate"],
                "total_pnl": strategy_stats[s.id]["total_pnl"],
                "total_trades": strategy_stats[s.id]["total_trades"],
                "created_at": s.created_at.isoformat() if s.created_at else None,
            }
            for s in strategies
        ]


@router.get("/weight-history")
async def get_all_weight_history(
    request: Request,
    _user: dict = Depends(get_current_user),
) -> list[dict]:
    """Aggregated weight history pivoted by timestamp for chart display.

    Returns data in the format:
    ``[{"timestamp": "...", "momentum": 0.35, "mean_reversion": 0.30, ...}, ...]``
    """
    from shared.models.trading import StrategyWeightHistory, Strategy

    db = request.app.state.db_session_factory
    async with db() as session:
        result = await session.execute(
            select(StrategyWeightHistory, Strategy.name)
            .join(Strategy, StrategyWeightHistory.strategy_id == Strategy.id)
            .order_by(StrategyWeightHistory.created_at)
            .limit(200)
        )
        rows = result.all()

        # Pivot: group by timestamp, create one object per timestamp
        # with strategy names as keys and new_weight as values
        from collections import OrderedDict
        pivoted: OrderedDict[str, dict] = OrderedDict()
        for h, name in rows:
            ts = h.created_at.isoformat() if h.created_at else ""
            if ts not in pivoted:
                pivoted[ts] = {"timestamp": ts}
            pivoted[ts][name] = h.new_weight

        return list(pivoted.values())


@router.get("/{strategy_id}/history")
async def get_strategy_weight_history(
    strategy_id: UUID,
    request: Request,
    _user: dict = Depends(get_current_user),
) -> list[dict]:
    """Weight history for a specific strategy."""
    from shared.models.trading import StrategyWeightHistory, Strategy

    db = request.app.state.db_session_factory
    async with db() as session:
        # Verify strategy exists
        strategy = (
            await session.execute(
                select(Strategy).where(Strategy.id == strategy_id)
            )
        ).scalar_one_or_none()
        if strategy is None:
            raise HTTPException(
                status_code=status.HTTP_404_NOT_FOUND,
                detail="Strategy not found",
            )

        result = await session.execute(
            select(StrategyWeightHistory)
            .where(StrategyWeightHistory.strategy_id == strategy_id)
            .order_by(desc(StrategyWeightHistory.created_at))
        )
        history = result.scalars().all()

        return [
            {
                "id": str(h.id),
                "old_weight": h.old_weight,
                "new_weight": h.new_weight,
                "reason": h.reason,
                "created_at": h.created_at.isoformat() if h.created_at else None,
            }
            for h in history
        ]


@router.get("/{strategy_id}/metrics")
async def get_strategy_metrics(
    strategy_id: UUID,
    request: Request,
    _user: dict = Depends(get_current_user),
) -> list[dict]:
    """Performance metrics over time for a specific strategy."""
    from shared.models.timeseries import StrategyMetric

    db = request.app.state.db_session_factory
    async with db() as session:
        result = await session.execute(
            select(StrategyMetric)
            .where(StrategyMetric.strategy_id == strategy_id)
            .order_by(desc(StrategyMetric.timestamp))
            .limit(100)
        )
        metrics = result.scalars().all()

        return [
            {
                "timestamp": m.timestamp.isoformat(),
                "win_rate": m.win_rate,
                "total_pnl": m.total_pnl,
                "trade_count": m.trade_count,
                "sharpe_ratio": m.sharpe_ratio,
            }
            for m in metrics
        ]