Codex
106 lines
3.6 KiB
Python
106 lines
3.6 KiB
Python
from datetime import datetime, timedelta, timezone
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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 scripts.run_execution import build_account_risk_state_from_env
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from src.services.market_state import DEFAULT_MAX_CANDLE_AGE_SECONDS, MarketStateService
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from src.services.risk import RiskContext, RiskGovernorService
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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, "RISK_GOVERNOR_OUTPUT_JSON", False)
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instrument_id = _get_int(env, "RISK_INSTRUMENT_ID", 1)
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timeframe = str(env.get("RISK_TIMEFRAME") or "1m")
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execution_mode = str(env.get("RISK_EXECUTION_MODE") or "paper")
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service = MarketStateService()
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try:
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market_state = service.build_market_state(
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instrument_id=instrument_id,
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timeframe=timeframe,
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max_candle_age_seconds=_get_int(
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env,
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"MARKET_STATE_MAX_CANDLE_AGE_SECONDS",
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DEFAULT_MAX_CANDLE_AGE_SECONDS,
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),
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news_windows=build_news_windows_from_env(env),
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opening_volatility_minutes=_get_int(env, "OPENING_VOLATILITY_GUARD_MINUTES", 0),
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)
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quality_gate = service.repository.fetch_latest_backtest_quality_gate(instrument_id=instrument_id)
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except SQLAlchemyError as exc:
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payload = {
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"passed": False,
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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 risk governor sample: {exc.__class__.__name__}")
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return 2
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context = RiskContext.from_account_state(
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build_account_risk_state_from_env(env=env),
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market_state=market_state,
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backtest_quality_gate=quality_gate,
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block_opening_volatility=_get_bool(env, "BLOCK_OPENING_VOLATILITY", False),
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)
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decision = RiskGovernorService().evaluate(
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context=context,
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execution_mode=execution_mode,
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new_position=True,
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)
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payload = {
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"passed": True,
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"instrument_id": instrument_id,
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"timeframe": timeframe,
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"execution_mode": execution_mode,
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"decision": decision.to_dict(),
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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"Risk governor allowed: {decision.allowed}; reject_codes: {decision.reject_codes}")
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return 0
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def build_news_windows_from_env(env=None) -> list[dict]:
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env = os.environ if env is None else env
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if not _get_bool(env, "NEWS_WINDOW_ACTIVE", False):
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return []
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now = datetime.now(timezone.utc)
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return [
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{
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"id": str(env.get("NEWS_WINDOW_ID") or "env_news_window"),
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"start_ts": now - timedelta(minutes=_get_int(env, "NEWS_WINDOW_MINUTES_BEFORE", 5)),
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"end_ts": now + timedelta(minutes=_get_int(env, "NEWS_WINDOW_MINUTES_AFTER", 5)),
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}
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]
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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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