"""SQS computation and scoring API endpoints.""" from __future__ import annotations import threading import uuid from pathlib import Path from typing import Any from fastapi import APIRouter, HTTPException from pydantic import BaseModel from apps.web.dependencies import get_configs_dir, get_journal_dir, get_runs_dir from libs.backtest.tracker import ( _hydrate_split_result, compute_public_sqs_v9, compute_rqs, compute_wfqs_v2, load_journal, refresh_public_scores, ) router = APIRouter(prefix="/sqs", tags=["sqs"]) # --------------------------------------------------------------------------- # In-memory pipeline state # --------------------------------------------------------------------------- _pipelines: dict[str, dict[str, Any]] = {} _pipelines_lock = threading.Lock() class RescoreRequest(BaseModel): target: str class PipelineRequest(BaseModel): target: str _NO_ENTRY_RESPONSE = { "entry_id": None, "sqs_score": None, "source": None, "pending_reason": "no_backtest_data", "pillars": { "rqs_score": None, "wfqs_v2_score": None, "regime_score": None, "regime_source": "none", "core_score": None, }, "gates": { "deployment_gate_factor": None, "robustness_gate_factor": None, "activity_factor": None, }, "breakdown": {}, "stored_sqs_score": None, "scenario_robustness_score": None, "overfit_check_score": None, } def _registry_fallback(journal_dir: Path, experiment_name: str) -> dict[str, Any] | None: """Look up stored SQS from registry when no live journal entry exists.""" from libs.backtest.domain import ExperimentRegistry registry_path = journal_dir / "experiment_registry.json" if not registry_path.exists(): return None try: registry = ExperimentRegistry.model_validate_json(registry_path.read_text()) except Exception: return None matches = [e for e in registry.entries if e.experiment_name == experiment_name] if not matches: return None entry = sorted(matches, key=lambda e: e.timestamp)[-1] return { "entry_id": entry.entry_id, "sqs_score": entry.sqs_score, "source": "registry_stored", "pending_reason": None if entry.sqs_score is not None else "no_backtest_data", "pillars": { "rqs_score": entry.rqs_score, "wfqs_v2_score": entry.wfqs_v2_score, "regime_score": None, "regime_source": "stored", "core_score": None, }, "gates": { "deployment_gate_factor": None, "robustness_gate_factor": None, "activity_factor": None, }, "breakdown": {}, "stored_sqs_score": entry.sqs_score, "scenario_robustness_score": entry.scenario_robustness_score, "overfit_check_score": entry.overfit_check_score, } def _compute_for_entry(entry: Any) -> dict[str, Any]: """Run SQS v9 computation on a journal entry and return structured result.""" train_result = _hydrate_split_result(entry.results.get("train")) valid_result = _hydrate_split_result(entry.results.get("valid")) test_result = _hydrate_split_result(entry.results.get("test")) rqs_score, _ = compute_rqs(train_result, valid_result, test_result) wfqs_v2_score, _ = compute_wfqs_v2(entry.walk_forward_summary) sqs_score, sqs_breakdown, source = compute_public_sqs_v9( train_result, valid_result, test_result, walk_forward_summary=entry.walk_forward_summary, robustness_matrix_summary=entry.robustness_matrix_summary, out_of_time_robustness_summary=entry.out_of_time_robustness_summary, common_window_summary=entry.common_window_summary, reset_common_window_summary=entry.reset_common_window_summary, scenario_robustness_score=entry.scenario_robustness_score, rqs_score=rqs_score, wfqs_v2_score=wfqs_v2_score, ) regime_src = ( "scenario_rrs" if entry.scenario_robustness_score is not None else "oot_quality" if entry.out_of_time_robustness_summary is not None else "neutral_50" ) pending_reason = None if sqs_score is None: pending_key = next((k for k in sqs_breakdown if k.startswith("requires_")), None) pending_reason = ( pending_key.replace("requires_", "").replace("_", " ") if pending_key else "missing data" ) return { "experiment_name": entry.experiment_name, "entry_id": entry.entry_id, "sqs_score": sqs_score, "source": source, "pending_reason": pending_reason, "pillars": { "rqs_score": rqs_score, "wfqs_v2_score": wfqs_v2_score, "regime_score": sqs_breakdown.get("regime_score"), "regime_source": regime_src, "core_score": sqs_breakdown.get("core_score"), }, "gates": { "deployment_gate_factor": sqs_breakdown.get("deployment_gate_factor"), "robustness_gate_factor": sqs_breakdown.get("gate_factor"), "activity_factor": sqs_breakdown.get("activity_factor"), }, "breakdown": sqs_breakdown, "stored_sqs_score": entry.sqs_score, "scenario_robustness_score": entry.scenario_robustness_score, "overfit_check_score": entry.overfit_check_score, } @router.get("/{experiment_name:path}") def get_sqs(experiment_name: str) -> dict[str, Any]: """Compute SQS v9 live for an experiment (read-only, no journal write). Falls back to registry-stored SQS when no journal entry exists. Never returns 404 — always returns a structured response. """ journal_dir = get_journal_dir() journal_path = journal_dir / "improvement_journal.jsonl" base = {"experiment_name": experiment_name} # 1. Try journal — live recompute if journal_path.exists(): entries = load_journal(journal_path) exact = [e for e in entries if e.experiment_name == experiment_name] if exact: entry = sorted(exact, key=lambda e: e.timestamp)[-1] return {**base, **_compute_for_entry(entry)} # 2. Fall back to registry (stored values, no live recompute) reg = _registry_fallback(journal_dir, experiment_name) if reg: return {**base, **reg} # 3. Nothing available return {**base, **_NO_ENTRY_RESPONSE} def _run_pipeline_thread(pipeline_id: str, experiment_name: str) -> None: """Background thread: run train/valid/test backtests → record → compute SQS.""" import datetime as _dt from libs.backtest.tracker import ( append_journal_entry, build_split_result, get_next_entry_id, journal_lock, rebuild_registry, scan_runs_for_experiment, ) from libs.backtest.domain import JournalEntry def _set(updates: dict) -> None: with _pipelines_lock: _pipelines[pipeline_id].update(updates) try: configs_dir = get_configs_dir() journal_dir = get_journal_dir() runs_dir = get_runs_dir() journal_path = journal_dir / "improvement_journal.jsonl" registry_path = journal_dir / "experiment_registry.json" leaderboard_path = journal_dir / "LEADERBOARD.md" config_path = configs_dir / f"{experiment_name}.json" if not config_path.exists(): _set({"status": "failed", "error": f"Config not found: {experiment_name}.json"}) return # Import backtester internals from apps.backtester.run import ( BacktestRunner, _build_merged_snapshot_store, _extend_store_to_requested_window, load_manifest, resolve_config, ) from libs.backtest.snapshots import resolve_snapshot_path import pyarrow.parquet as _pq _set({"status": "running", "step": "Loading snapshot store…"}) manifest = load_manifest(str(config_path)) config = resolve_config(manifest) # Build merged snapshot store — uses cached PKL, completes in seconds store = _build_merged_snapshot_store(manifest, config, snapshot_dir_override=None) # Determine split date ranges from parquet files (read only execution_date column) snapshot_request_id = config.requested_snapshot_id or config.dataset_snapshot_id snapshot_dir = resolve_snapshot_path(snapshot_request_id) if snapshot_dir is None: _set({"status": "failed", "error": f"Snapshot directory not found for '{snapshot_request_id}'"}) return split_date_ranges: dict[str, tuple[_dt.date, _dt.date]] = {} for split in ("train", "valid", "test"): parquet_path = snapshot_dir / f"{split}.parquet" if not parquet_path.exists(): _set({"status": "failed", "error": f"Parquet not found: {parquet_path}"}) return tbl = _pq.read_table(str(parquet_path), columns=["execution_date"]) raw_dates = tbl["execution_date"].to_pylist() dates: list[_dt.date] = [] for v in raw_dates: if v is None: continue if isinstance(v, _dt.datetime): dates.append(v.date()) elif isinstance(v, _dt.date): dates.append(v) elif isinstance(v, str): dates.append(_dt.date.fromisoformat(v[:10])) if not dates: _set({"status": "failed", "error": f"No execution dates in {split}.parquet"}) return split_date_ranges[split] = (min(dates), max(dates)) # Run each split in-process using the cached merged store (slice per split) for split in ("train", "valid", "test"): _set({"status": "running", "step": f"Running {split} split…"}) split_start, split_end = split_date_ranges[split] split_store = store.slice_by_date_range(split_start, split_end) split_store = _extend_store_to_requested_window( store=split_store, config=config, start_date=split_start, end_date=split_end, snapshot_dir_override=None, ) runner = BacktestRunner( manifest=manifest, config=config, store=split_store, initial_equity=10_000.0, split_name=split, ) runner.run(output_root=str(runs_dir)) # Record _set({"status": "running", "step": "Recording results to journal…"}) split_runs = scan_runs_for_experiment(runs_dir, experiment_name) if not split_runs: _set({"status": "failed", "error": "Backtests completed but no runs found in runs/. Check output-root."}) return results: dict[str, Any] = {} for sname, (run_id, metrics) in split_runs.items(): results[sname] = build_split_result(sname, run_id, metrics) rqs_score, rqs_breakdown = compute_rqs(results.get("train"), results.get("valid"), results.get("test")) sqs_score, sqs_breakdown, _ = compute_public_sqs_v9( results.get("train"), results.get("valid"), results.get("test"), rqs_score=rqs_score, wfqs_v2_score=None, ) tags = [t for t in experiment_name.replace("-", "_").split("_") if t] entry_id = get_next_entry_id(journal_path) timestamp = _dt.datetime.now(_dt.timezone.utc).isoformat() entry = JournalEntry( entry_id=entry_id, timestamp=timestamp, experiment_name=experiment_name, hypothesis="Auto-recorded via web GUI", results=results, rqs_score=rqs_score, rqs_breakdown=rqs_breakdown, sqs_score=sqs_score, sqs_breakdown=sqs_breakdown, verdict="unknown", tags=tags, ) with journal_lock(journal_path): append_journal_entry(journal_path, entry) rebuild_registry(journal_path, registry_path, leaderboard_path) # Compute final SQS _set({"status": "running", "step": "Computing SQS v9…"}) fresh_entries = load_journal(journal_path) fresh_exact = [e for e in fresh_entries if e.experiment_name == experiment_name] fresh_entry = sorted(fresh_exact, key=lambda e: e.timestamp)[-1] sqs_result = _compute_for_entry(fresh_entry) _set({"status": "completed", "step": "Done", "result": sqs_result}) except Exception as exc: _set({"status": "failed", "error": str(exc)}) @router.post("/pipeline") def pipeline_start(req: PipelineRequest) -> dict[str, Any]: """Start the auto-backtest pipeline: run train/valid/test → record → compute SQS. Returns a pipeline_id to poll with GET /sqs/pipeline/{pipeline_id}. If a journal entry already exists, computes SQS immediately (no pipeline). """ experiment_name = req.target journal_dir = get_journal_dir() journal_path = journal_dir / "improvement_journal.jsonl" base = {"experiment_name": experiment_name} # Journal entry already exists → compute immediately if journal_path.exists(): entries = load_journal(journal_path) exact = [e for e in entries if e.experiment_name == experiment_name] if exact: entry = sorted(exact, key=lambda e: e.timestamp)[-1] return {**base, "pipeline_status": "existing_entry", **_compute_for_entry(entry)} # Config must exist before we start config_path = get_configs_dir() / f"{experiment_name}.json" if not config_path.exists(): raise HTTPException(status_code=404, detail=f"Experiment config not found: {experiment_name}") pipeline_id = str(uuid.uuid4())[:8] with _pipelines_lock: _pipelines[pipeline_id] = { "pipeline_id": pipeline_id, "experiment_name": experiment_name, "status": "running", "step": "Starting…", "error": None, "result": None, } thread = threading.Thread( target=_run_pipeline_thread, args=(pipeline_id, experiment_name), daemon=True, ) thread.start() return {**base, "pipeline_id": pipeline_id, "pipeline_status": "running", "step": "Starting…"} @router.get("/pipeline/{pipeline_id}") def pipeline_poll(pipeline_id: str) -> dict[str, Any]: """Poll pipeline status. Returns result when status='completed'.""" with _pipelines_lock: state = _pipelines.get(pipeline_id) if state is None: raise HTTPException(status_code=404, detail=f"Pipeline not found: {pipeline_id}") out = dict(state) if out.get("result"): out.update(out.pop("result")) out["pipeline_status"] = out.pop("status") return out @router.post("/rescore") def rescore_experiment(req: RescoreRequest) -> dict[str, Any]: """Recompute SQS for one experiment, save to journal, rebuild leaderboard.""" from libs.backtest.tracker import journal_lock, rebuild_registry journal_dir = get_journal_dir() journal_path = journal_dir / "improvement_journal.jsonl" registry_path = journal_dir / "experiment_registry.json" leaderboard_path = journal_dir / "LEADERBOARD.md" if not journal_path.exists(): raise HTTPException(status_code=404, detail="Journal not found") entries = load_journal(journal_path) exact = [e for e in entries if e.experiment_name == req.target] if not exact: raise HTTPException( status_code=404, detail=f"No journal entry for '{req.target}'. Run a backtest and record results first (fithia2 rec).", ) entry = sorted(exact, key=lambda e: e.timestamp)[-1] target_name = entry.experiment_name def _only_this(e: Any) -> bool: return e.experiment_name == target_name with journal_lock(journal_path): updated_count = refresh_public_scores(journal_path, selector=_only_this) rebuild_registry(journal_path, registry_path, leaderboard_path) fresh_entries = load_journal(journal_path) fresh_exact = [e for e in fresh_entries if e.experiment_name == target_name] fresh_entry = sorted(fresh_exact, key=lambda e: e.timestamp)[-1] result = { "experiment_name": target_name, **_compute_for_entry(fresh_entry), "entries_updated": updated_count, } return result