Local changes: Updated model training, removed debug instrumentation, and configuration improvements

backend/core/schemas.py

@@ -0,0 +1,213 @@
+"""Pydantic schemas for request/response validation."""
+
+from datetime import datetime, timezone
+from decimal import Decimal
+from typing import Optional, List, Dict, Any
+from pydantic import BaseModel, Field, ConfigDict, field_validator
+from enum import Enum
+
+
+class OrderSide(str, Enum):
+    """Order side."""
+    BUY = "buy"
+    SELL = "sell"
+
+
+class OrderType(str, Enum):
+    """Order type."""
+    MARKET = "market"
+    LIMIT = "limit"
+    STOP_LOSS = "stop_loss"
+    TAKE_PROFIT = "take_profit"
+    TRAILING_STOP = "trailing_stop"
+    OCO = "oco"
+    ICEBERG = "iceberg"
+
+
+class OrderStatus(str, Enum):
+    """Order status."""
+    PENDING = "pending"
+    OPEN = "open"
+    PARTIALLY_FILLED = "partially_filled"
+    FILLED = "filled"
+    CANCELLED = "cancelled"
+    REJECTED = "rejected"
+    EXPIRED = "expired"
+
+
+# Trading Schemas
+class OrderCreate(BaseModel):
+    """Create order request."""
+    exchange_id: int
+    symbol: str
+    side: OrderSide
+    order_type: OrderType
+    quantity: Decimal
+    price: Optional[Decimal] = None
+    strategy_id: Optional[int] = None
+    paper_trading: bool = True
+
+
+class OrderResponse(BaseModel):
+    """Order response."""
+    model_config = ConfigDict(from_attributes=True, populate_by_name=True)
+    
+    id: int
+    exchange_id: int
+    strategy_id: Optional[int]
+    symbol: str
+    order_type: OrderType
+    side: OrderSide
+    status: OrderStatus
+    quantity: Decimal
+    price: Optional[Decimal]
+    filled_quantity: Decimal
+    average_fill_price: Optional[Decimal]
+    fee: Decimal
+    paper_trading: bool
+    created_at: datetime
+    updated_at: datetime
+    filled_at: Optional[datetime]
+
+    @field_validator('created_at', 'updated_at', 'filled_at', mode='after')
+    @classmethod
+    def ensure_utc(cls, v: Optional[datetime]) -> Optional[datetime]:
+        if v and v.tzinfo is None:
+            return v.replace(tzinfo=timezone.utc)
+        return v
+
+
+class PositionResponse(BaseModel):
+    """Position response."""
+    model_config = ConfigDict(from_attributes=True, populate_by_name=True)
+    
+    symbol: str
+    quantity: Decimal
+    entry_price: Decimal
+    current_price: Decimal
+    unrealized_pnl: Decimal
+    realized_pnl: Decimal
+
+
+# Portfolio Schemas
+class PortfolioResponse(BaseModel):
+    """Portfolio response."""
+    positions: List[Dict[str, Any]]
+    performance: Dict[str, float]
+    timestamp: str
+
+
+class PortfolioHistoryResponse(BaseModel):
+    """Portfolio history response."""
+    dates: List[str]
+    values: List[float]
+    pnl: List[float]
+
+
+# Strategy Schemas
+class StrategyCreate(BaseModel):
+    """Create strategy request."""
+    name: str
+    description: Optional[str] = None
+    strategy_type: str
+    class_name: str
+    parameters: Dict[str, Any] = Field(default_factory=dict)
+    timeframes: List[str] = Field(default_factory=lambda: ["1h"])
+    paper_trading: bool = True
+    schedule: Optional[Dict[str, Any]] = None
+
+
+class StrategyUpdate(BaseModel):
+    """Update strategy request."""
+    name: Optional[str] = None
+    description: Optional[str] = None
+    parameters: Optional[Dict[str, Any]] = None
+    timeframes: Optional[List[str]] = None
+    enabled: Optional[bool] = None
+    schedule: Optional[Dict[str, Any]] = None
+
+
+class StrategyResponse(BaseModel):
+    """Strategy response."""
+    model_config = ConfigDict(from_attributes=True, populate_by_name=True)
+    
+    id: int
+    name: str
+    description: Optional[str]
+    strategy_type: str
+    class_name: str
+    parameters: Dict[str, Any]
+    timeframes: List[str]
+    enabled: bool
+    running: bool = False
+    paper_trading: bool
+    version: str
+    schedule: Optional[Dict[str, Any]]
+    created_at: datetime
+    updated_at: datetime
+
+    @field_validator('created_at', 'updated_at', mode='after')
+    @classmethod
+    def ensure_utc(cls, v: Optional[datetime]) -> Optional[datetime]:
+        if v and v.tzinfo is None:
+            return v.replace(tzinfo=timezone.utc)
+        return v
+
+
+# Backtesting Schemas
+class BacktestRequest(BaseModel):
+    """Backtest request."""
+    strategy_id: int
+    symbol: str
+    exchange: str
+    timeframe: str
+    start_date: datetime
+    end_date: datetime
+    initial_capital: Decimal = Decimal("100.0")
+    slippage: float = 0.001
+    fee_rate: float = 0.001
+
+
+class BacktestResponse(BaseModel):
+    """Backtest response."""
+    backtest_id: Optional[int] = None
+    results: Dict[str, Any]
+    status: str = "completed"
+
+
+# Exchange Schemas
+class ExchangeResponse(BaseModel):
+    """Exchange response."""
+    model_config = ConfigDict(from_attributes=True, populate_by_name=True)
+    
+    id: int
+    name: str
+    sandbox: bool
+    read_only: bool
+    enabled: bool
+    created_at: datetime
+    updated_at: datetime
+
+    @field_validator('created_at', 'updated_at', mode='after')
+    @classmethod
+    def ensure_utc(cls, v: Optional[datetime]) -> Optional[datetime]:
+        if v and v.tzinfo is None:
+            return v.replace(tzinfo=timezone.utc)
+        return v
+
+
+# WebSocket Messages
+class PriceUpdate(BaseModel):
+    """Price update message."""
+    exchange: str
+    symbol: str
+    price: Decimal
+    timestamp: datetime
+
+
+class OrderUpdate(BaseModel):
+    """Order update message."""
+    order_id: int
+    status: OrderStatus
+    filled_quantity: Optional[Decimal] = None
+    timestamp: datetime