Codex
137 lines
5.0 KiB
Python
137 lines
5.0 KiB
Python
from pathlib import Path
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import json
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import os
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import sys
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from sqlalchemy.exc import SQLAlchemyError
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ROOT = Path(__file__).resolve().parents[1]
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os.environ.setdefault("DATABASE_URL", "postgresql+psycopg://user:pass@localhost:5432/ai_ict_test")
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if str(ROOT) not in sys.path:
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sys.path.insert(0, str(ROOT))
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from src.services.execution import AccountRiskState, ExecutionService
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from src.services.market_state import MarketStateService, get_market_truth_supervisor
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def build_account_risk_state_from_env(env=None) -> AccountRiskState:
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env = os.environ if env is None else env
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return AccountRiskState(
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kill_switch=_get_bool(env, "EXECUTION_KILL_SWITCH", False),
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daily_pnl_pct=_get_float(env, "EXECUTION_DAILY_PNL_PCT", 0.0),
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consecutive_losses=_get_int(env, "EXECUTION_CONSECUTIVE_LOSSES", 0),
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open_positions=_get_int(env, "EXECUTION_OPEN_POSITIONS", 0),
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same_side_open_positions=_get_int(env, "EXECUTION_SAME_SIDE_OPEN_POSITIONS", 0),
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max_daily_loss_pct=_get_float(env, "EXECUTION_MAX_DAILY_LOSS_PCT", 0.02),
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max_consecutive_losses=_get_int(env, "EXECUTION_MAX_CONSECUTIVE_LOSSES", 3),
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max_open_positions=_get_int(env, "EXECUTION_MAX_OPEN_POSITIONS", 1),
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max_same_side_positions=_get_int(env, "EXECUTION_MAX_SAME_SIDE_POSITIONS", 1),
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)
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def main(env=None) -> int:
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env = os.environ if env is None else env
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output_json = _get_bool(env, "EXECUTION_OUTPUT_JSON", False)
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service = ExecutionService(
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market_state_service=MarketStateService(market_truth_supervisor=get_market_truth_supervisor())
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)
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signal_id = 1
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execution_mode = "paper"
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account_state = build_account_risk_state_from_env(env=env)
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try:
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decision = service.prepare_execution(signal_id=signal_id, execution_mode=execution_mode, account_state=account_state)
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if decision is None:
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payload = {
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"passed": True,
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"signal_id": signal_id,
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"execution_mode": execution_mode,
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"status": "signal_not_found",
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"decision": None,
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"execution_id": None,
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"settlement_state": None,
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}
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_print_summary(payload=payload, output_json=output_json)
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return 0
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execution_id = service.create_execution(signal_id=signal_id, execution_mode=execution_mode, account_state=account_state)
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settled = None
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if execution_id is not None:
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settled = service.settle_latest_execution_for_signal(signal_id=signal_id, execution_mode=execution_mode)
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except SQLAlchemyError as exc:
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payload = {
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"passed": False,
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"signal_id": signal_id,
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"execution_mode": execution_mode,
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"error_type": exc.__class__.__name__,
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"error": str(exc),
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}
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if output_json:
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print(json.dumps(payload, default=str, ensure_ascii=False, sort_keys=True))
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else:
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print(f"Database unavailable for execution sample: {exc.__class__.__name__}")
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return 2
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payload = {
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"passed": True,
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"signal_id": signal_id,
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"execution_mode": execution_mode,
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"status": decision.status,
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"decision": _decision_to_dict(decision),
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"execution_id": execution_id,
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"settlement_state": ((settled or {}).get("meta") or {}).get("lifecycle_state"),
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}
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_print_summary(payload=payload, output_json=output_json)
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return 0
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def _print_summary(payload: dict, output_json: bool) -> None:
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if output_json:
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print(json.dumps(payload, default=str, ensure_ascii=False, sort_keys=True))
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return
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if payload["decision"] is None:
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print("Signal not found")
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return
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decision = payload["decision"]
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print(
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f"Execution allowed: {decision['allowed']}; status: {decision['status']}; "
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f"reasons: {decision['reasons']}; execution_id: {payload['execution_id']}; "
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f"settlement_state: {payload['settlement_state']}"
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)
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def _decision_to_dict(decision) -> dict:
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return {
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"allowed": bool(decision.allowed),
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"status": decision.status,
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"reasons": list(decision.reasons),
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"execution_mode": decision.execution_mode,
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"requires_confirmation": bool(decision.requires_confirmation),
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"risk_pct": decision.risk_pct,
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"size": decision.size,
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"entry_price": decision.entry_price,
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"meta": dict(decision.meta or {}),
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}
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def _get_float(env, key: str, default: float) -> float:
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value = env.get(key)
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if value is None or value == "":
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return default
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return float(value)
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def _get_int(env, key: str, default: int) -> int:
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value = env.get(key)
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if value is None or value == "":
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return default
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return int(value)
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def _get_bool(env, key: str, default: bool) -> bool:
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value = env.get(key)
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if value is None or value == "":
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return default
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return str(value).strip().lower() in {"1", "true", "yes", "on"}
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if __name__ == "__main__":
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raise SystemExit(main())
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