genichinandClaude Sonnet 4.6
fb05a73130
BAT-032 (dcy-022): timeout_sec/slippage_pct 실행 정책, 미체결 자동 취소, 보호 지정가, `trex-core cancel` 백스톱. 마이그레이션 012. BAT-033: `trex-core enter --qty` 필수 검증 — 미지정 시 RPC 전 즉시 오류. BAT-034 (dcy-023): allocated_capital 죽은 필드 전 경로 제거 (domain·intent· persistence·snapshot·CLI). 마이그레이션 013(비가역 DROP). 외부 발신자 unknown key 무시 수신 의미론 적용. REL-006 confirmed: BAT-026~034 통합 릴리즈, pre-release smoke 증거 포함. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
447 lines
16 KiB
Python
447 lines
16 KiB
Python
"""Portfolio snapshot read + selection (REQ-027/028/029/030/031, dcy-005).
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Application-layer port for reading portfolio-hub universe + in-process
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snapshot store + asset-selection service. Domain stays free of HTTP and
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RabbitMQ deps (NFR-1).
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The snapshot is split between:
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- in-memory `SnapshotStore` universe + cash/position + warnings (process-local;
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warning is automatic/temporary, reset on restart)
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- durable `PauseStore` portfolio_id -> paused (Postgres; manual/persistent,
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survives restart and daily refresh — REQ-032)
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"""
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from __future__ import annotations
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import threading
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from dataclasses import dataclass, field, replace
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from datetime import datetime, timezone
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from enum import Enum
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from typing import Optional, Protocol
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# ---------------------------------------------------------------- portfolio-hub
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@dataclass(frozen=True)
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class PortfolioItem:
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"""One asset in the daemon's portfolio universe (REQ-027 AC-1).
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Mirrors portfolio-hub's `list_portfolios_v1` PortfolioItem with **no price
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field** — pricing is the strategy module's concern, not core's.
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"""
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portfolio_id: str # == asset_id, dcy-004 OQ-1
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symbol: str
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cash_balance: float
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asset_quantity: float # integer shares semantically; float for tolerance
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active_strategy_id: Optional[str] = None
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strategy_params: dict = field(default_factory=dict) # opaque, pass-through
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class PortfolioHubReadError(Exception):
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"""Base class for portfolio-hub read failures."""
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class PortfolioHubUnavailableError(PortfolioHubReadError):
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"""portfolio-hub unreachable / 5xx / timeout — degraded signal upstream."""
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class PortfolioHubReadPort(Protocol):
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"""Read-side contract for portfolio-hub universe (REQ-027)."""
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def get_portfolios(self, daemon_id: str) -> list[PortfolioItem]:
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"""Return all portfolios where `managed_by_daemon_id == daemon_id`."""
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...
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def whoami(self) -> str:
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"""Resolve daemon_id from the credentials/token (REQ-027 AC-4).
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Called once at startup so `daemon_id` lookup never depends on
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`TREX_DAEMON_ID` env (single source of truth = auth token).
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"""
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...
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# ---------------------------------------------------------------- selection enums
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class View(str, Enum):
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"""Snapshot view modes (REQ-029, dcy-005 OQ-11/OQ-12)."""
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ALL = "all" # universe ∪ holding slots
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BUYABLE = "buyable" # universe − occupied slots
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HELD = "held" # holding slots only
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class DegradedReason(str, Enum):
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"""Machine-readable degraded reason codes (REQ-028 AC-2, dcy-005 OQ-5)."""
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PORTFOLIO_HUB_UNAVAILABLE = "portfolio_hub_unavailable"
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SNAPSHOT_FETCH_FAILED = "snapshot_fetch_failed"
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CASH_POSITION_STALE = "cash_position_stale"
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# ---------------------------------------------------------------- snapshot store
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@dataclass(frozen=True)
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class SnapshotAsset:
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"""A portfolio item augmented with overlays (warning, sequence)."""
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item: PortfolioItem
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warning: bool = False
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updated_at: Optional[datetime] = None
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class SnapshotStore:
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"""In-memory snapshot — universe baseline + warning overlay.
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Two-phase: callers `swap(new_universe)` to atomically replace the universe
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after a fetch, and `set_warning(portfolio_id, on)` to toggle the automatic
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warning overlay (REQ-031). pause overlay lives in PauseStore (REQ-032).
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Thread-safe; the snapshot RPC handler can read concurrently with the
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scheduler refresh.
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"""
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def __init__(self) -> None:
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self._lock = threading.Lock()
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self._assets: dict[str, SnapshotAsset] = {}
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self._degraded: Optional[DegradedReason] = None
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self._degraded_message: Optional[str] = None
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self._last_refresh_at: Optional[datetime] = None
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# --- universe ---
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def swap(self, items: list[PortfolioItem]) -> None:
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"""Replace the entire universe atomically (immutable swap, Decision 6)."""
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now = datetime.now(tz=timezone.utc)
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with self._lock:
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prior_warnings = {pid for pid, a in self._assets.items() if a.warning}
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new_assets: dict[str, SnapshotAsset] = {}
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for item in items:
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# Carry forward warning if the same portfolio was warned before;
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# reconciliation will clear it on the next successful check.
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warn = item.portfolio_id in prior_warnings
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new_assets[item.portfolio_id] = SnapshotAsset(
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item=item, warning=warn, updated_at=now,
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)
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self._assets = new_assets
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self._degraded = None
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self._degraded_message = None
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self._last_refresh_at = now
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def list_assets(self) -> list[SnapshotAsset]:
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with self._lock:
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return list(self._assets.values())
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def get(self, portfolio_id: str) -> Optional[SnapshotAsset]:
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with self._lock:
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return self._assets.get(portfolio_id)
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# --- warning overlay (automatic, in-memory only) ---
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def set_warning(self, portfolio_id: str, on: bool) -> None:
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with self._lock:
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a = self._assets.get(portfolio_id)
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if a is None or a.warning is on:
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return
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self._assets[portfolio_id] = replace(a, warning=on)
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def warnings(self) -> set[str]:
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with self._lock:
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return {pid for pid, a in self._assets.items() if a.warning}
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# --- option D cash/position (REQ-030 AC-2/AC-3 — wired but no-op until
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# portfolio-hub#8 ships) ---
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def update_cash_position(
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self,
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portfolio_id: str,
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cash_balance: float,
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asset_quantity: float,
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) -> None:
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with self._lock:
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a = self._assets.get(portfolio_id)
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if a is None:
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return
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self._assets[portfolio_id] = replace(
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a, item=replace(a.item, cash_balance=cash_balance,
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asset_quantity=asset_quantity),
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updated_at=datetime.now(tz=timezone.utc),
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)
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# --- degraded signal (REQ-028 AC-2) ---
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def set_degraded(self, reason: DegradedReason, message: str) -> None:
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with self._lock:
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self._degraded = reason
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self._degraded_message = _sanitize(message)
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def clear_degraded(self) -> None:
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with self._lock:
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self._degraded = None
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self._degraded_message = None
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def degraded_state(self) -> tuple[Optional[DegradedReason], Optional[str]]:
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with self._lock:
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return self._degraded, self._degraded_message
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def last_refresh_at(self) -> Optional[datetime]:
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with self._lock:
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return self._last_refresh_at
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# ---------------------------------------------------------------- pause store
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class PauseStore(Protocol):
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"""Durable pause overlay — `portfolio_id` PK (REQ-032)."""
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def list_paused(self) -> set[str]:
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...
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def pause(self, portfolio_id: str, *, actor: str = "operator") -> None:
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...
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def resume(self, portfolio_id: str) -> None:
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...
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class InMemoryPauseStore:
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"""Process-local pause store for tests + CI."""
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def __init__(self, initial: Optional[set[str]] = None) -> None:
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self._lock = threading.Lock()
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self._paused: set[str] = set(initial or set())
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def list_paused(self) -> set[str]:
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with self._lock:
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return set(self._paused)
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def pause(self, portfolio_id: str, *, actor: str = "operator") -> None:
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with self._lock:
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self._paused.add(portfolio_id)
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def resume(self, portfolio_id: str) -> None:
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with self._lock:
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self._paused.discard(portfolio_id)
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# ---------------------------------------------------------------- kill-switch
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# Day-scoped exclusion overlay (REQ-044/046 / BAT-012). Distinct from pause:
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# keyed by (portfolio_id, trading_date) so it auto-clears next trading day.
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GLOBAL_KILLSWITCH = "*" # sentinel: whole-universe exclusion for the day
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class KillSwitchStore(Protocol):
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"""Day-scoped kill-switch exclusion overlay (REQ-044)."""
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def list_excluded(self, trading_date) -> set[str]:
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...
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def exclude(self, portfolio_id: str, trading_date, *, actor: str = "kill-switch") -> None:
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...
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def clear(self, portfolio_id: str, trading_date) -> None:
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...
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class InMemoryKillSwitchStore:
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"""Process-local day-scoped kill-switch store for tests + CI."""
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def __init__(self) -> None:
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self._lock = threading.Lock()
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self._excluded: set[tuple[str, object]] = set() # (portfolio_id, trading_date)
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def list_excluded(self, trading_date) -> set[str]:
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with self._lock:
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return {pid for pid, d in self._excluded if d == trading_date}
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def exclude(self, portfolio_id: str, trading_date, *, actor: str = "kill-switch") -> None:
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with self._lock:
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self._excluded.add((portfolio_id, trading_date))
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def clear(self, portfolio_id: str, trading_date) -> None:
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with self._lock:
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self._excluded.discard((portfolio_id, trading_date))
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# ---------------------------------------------------------------- selection
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@dataclass(frozen=True)
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class SnapshotEnvelope:
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"""REQ-028 response envelope (transport-agnostic)."""
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assets: list[dict]
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view: str
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available_slots: int
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degraded: bool
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reason: Optional[str]
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message: Optional[str] = None
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# REQ-028 CHG-20260608-01 (BAT-022): operator-facing per-slot state list,
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# additive and independent of strategy-facing `assets[]` (universe). Lets
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# `trex-core slots` show the daemon's real slot table (idle/holding/pending)
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# instead of universe portfolios. Always a list ([] when no slots).
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slots: list[dict] = field(default_factory=list)
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def to_dict(self) -> dict:
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return {
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"assets": list(self.assets),
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"view": self.view,
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"available_slots": self.available_slots,
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"degraded": self.degraded,
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"reason": self.reason,
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"message": self.message,
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"slots": list(self.slots),
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}
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def _asset_to_dict(item: PortfolioItem) -> dict:
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"""REQ-027 AC-1 / REQ-028 AC-3 — strict no-price field shape."""
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return {
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"symbol": item.symbol,
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"asset_id": item.portfolio_id,
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"cash_balance": item.cash_balance,
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"asset_quantity": item.asset_quantity,
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"active_strategy_id": item.active_strategy_id,
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"strategy_params": dict(item.strategy_params or {}),
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}
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def slot_to_dict(s) -> dict:
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"""Canonical operator-facing per-slot state shape (REQ-028 AC-4, BAT-022).
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Shared by the BAT-008 envelope (`build_snapshot_envelope`) and the BAT-007
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stub-shape handler so `trex-core slots` sees an identical slot dict on either
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path. Unlike `_asset_to_dict` (strategy universe, no-price), this is
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operator-only and exposes prices. External read field name `entry_price`
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is kept for contract compatibility (dcy-012 / NFR-3 — internally backed by
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the renamed `limit_price`, the pending order limit cleared once holding).
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"""
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return {
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"slot_id": str(s.slot_id),
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"status": s.status.value,
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"symbol": s.symbol,
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"qty": float(s.qty) if s.qty is not None else None,
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"avg_price": float(s.avg_price) if s.avg_price is not None else None,
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"entry_price": float(s.limit_price) if s.limit_price is not None else None,
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"strategy_id": s.strategy_id,
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"sell_strategy_id": s.sell_strategy_id,
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"portfolio_id": s.portfolio_id,
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"forced_close_at": s.forced_close_at.isoformat() if s.forced_close_at else None,
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# dcy-020 / REQ-063 (BAT-029): asset-centric single view — universe-detached
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# (soft-retired/tombstone) marker so the operator sees retired assets.
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"universe_detached": getattr(s, "retired_at", None) is not None,
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}
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def _sanitize(message: str) -> str:
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"""Strip credentials/URLs/tokens — REQ-028 AC-2 sanitization."""
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if not message:
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return ""
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out = message
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for needle in ("authorization:", "Bearer ", "token=", "appsecret="):
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idx = out.lower().find(needle.lower())
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if idx >= 0:
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out = out[:idx] + "<redacted>"
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break
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# Truncate to keep response payload bounded.
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return out[:200]
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def build_snapshot_envelope(
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*,
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store: SnapshotStore,
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pause_store: PauseStore,
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slot_repo,
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instance_key: str = "default",
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available_slots: int,
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view: View = View.ALL,
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strategy_key: Optional[str] = None,
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trading_date=None,
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killswitch_store: "Optional[KillSwitchStore]" = None,
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) -> SnapshotEnvelope:
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"""Compose base(view) − mask(pending·warning·pause·killswitch) − strategy_key.
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`slot_repo` is the SlotRepository used to read holding/pending state —
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instance-scoped (dcy-020/REQ-056). `trading_date` (default UTC today) is
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used only for the day-scoped kill-switch exclusion mask.
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`killswitch_store` (REQ-046) adds the day-scoped kill-switch exclusion to
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the mask: a `GLOBAL_KILLSWITCH` ("*") entry masks the whole universe.
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"""
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# Read core authoritative slot state once.
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day = trading_date or datetime.now(tz=timezone.utc).date()
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slots = slot_repo.list_slots(instance_key)
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holding_pids: set[str] = set()
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pending_pids: set[str] = set()
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holding_qty: dict[str, float] = {}
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for s in slots:
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if s.portfolio_id is None:
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continue
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if s.status.value == "holding":
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holding_pids.add(s.portfolio_id)
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holding_qty[s.portfolio_id] = float(s.qty or 0.0)
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elif s.status.value in ("pending_buy", "pending_sell"):
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pending_pids.add(s.portfolio_id)
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assets = store.list_assets()
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paused = pause_store.list_paused()
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warned = {a.item.portfolio_id for a in assets if a.warning}
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# REQ-046: day-scoped kill-switch exclusion. '*' sentinel = whole universe.
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excluded = killswitch_store.list_excluded(day) if killswitch_store is not None else set()
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killswitch_global = GLOBAL_KILLSWITCH in excluded
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# Build the base set (view).
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by_pid = {a.item.portfolio_id: a for a in assets}
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base_pids: list[str]
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if view is View.HELD:
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base_pids = sorted(holding_pids)
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elif view is View.BUYABLE:
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if available_slots <= 0:
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base_pids = []
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else:
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# universe − occupied slots (pending OR holding occupy)
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occupied = holding_pids | pending_pids
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base_pids = [a.item.portfolio_id for a in assets
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if a.item.portfolio_id not in occupied]
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else: # ALL
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base_pids = list({a.item.portfolio_id for a in assets} | holding_pids)
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base_pids.sort()
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# Apply masks: pending OR warning OR pause OR kill-switch day-exclusion.
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masked = pending_pids | warned | paused | excluded
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# Filter and shape.
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out: list[dict] = []
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for pid in base_pids:
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if killswitch_global or pid in masked:
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continue
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if pid in by_pid:
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item = by_pid[pid].item
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elif pid in holding_pids:
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# holding slot for an asset NOT in the current universe (e.g. fetch
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# gap) — synthesize a minimal item using slot data so the response
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# still carries authoritative position info (REQ-029 slot overlay
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# priority over portfolio-hub presence).
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slot = next((s for s in slots if s.portfolio_id == pid), None)
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item = PortfolioItem(
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portfolio_id=pid,
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symbol=(slot.symbol if slot else "") or "",
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cash_balance=0.0,
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asset_quantity=float((slot.qty if slot else 0.0) or 0.0),
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active_strategy_id=(slot.strategy_id if slot else None),
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strategy_params={},
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)
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else:
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continue
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if strategy_key is not None and item.active_strategy_id != strategy_key:
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continue
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d = _asset_to_dict(item)
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# holding slot quantity wins for held assets (slot-overlay priority).
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if pid in holding_qty:
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d["asset_quantity"] = holding_qty[pid]
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out.append(d)
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# REQ-028 CHG-20260608-01 (BAT-022): operator-facing per-slot state — the
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# full daemon slot table for `day`, independent of the asset view filter.
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slot_states = [slot_to_dict(s) for s in slots]
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reason_code, message = store.degraded_state()
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return SnapshotEnvelope(
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assets=out,
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view=view.value,
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available_slots=max(0, int(available_slots)),
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degraded=reason_code is not None,
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reason=reason_code.value if reason_code is not None else None,
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message=message,
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slots=slot_states,
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)
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