""" Multi-Agent Trading API Server. Uses the PettingZoo AEC MultiAgentTradingEnv with three RL agents (RiskManager → PortfolioManager → Trader) that negotiate each cycle. Advisory agents (QuantResearcher, FundamentalAnalyst) run in parallel to enrich the UI with signal context but do NOT participate in the AEC loop. """ from pathlib import Path import asyncio import os import numpy as np import uvicorn from fastapi import BackgroundTasks, FastAPI from fastapi.middleware.cors import CORSMiddleware from fastapi.responses import FileResponse, JSONResponse from agents.fa_agent import FundamentalAnalyst from agents.researcher import QuantResearcher from env.multi_agent_env import ( MultiAgentTradingEnv, RISK_MANAGER, PORTFOLIO_MGR, TRADER, ALL_AGENTS, ) # TradingEnv kept for backward compat data generation only (not used in endpoints) from training.config import TrainingConfig from training.train_multi_agent import ( RulePortfolioManagerPolicy, RuleRiskManagerPolicy, RuleTraderPolicy, ) from huggingface_hub import snapshot_download class GRPOAgent: """Bridges the trained GRPO model to the UI demo.""" def __init__(self, model_id=None): self.model_id = model_id or os.getenv("GRPO_MODEL_ID", "ARKAISW/QuantHive-GRPO-Trader") self.model = None self.tokenizer = None self.is_ready = False def load(self): try: import torch except Exception as e: print(f"PyTorch unavailable ({e}). Falling back to rule-based.") return False if not torch.cuda.is_available(): print("CUDA not available in this environment. Falling back to rule-based.") return False try: from unsloth import FastLanguageModel except Exception as e: print(f"Could not import Unsloth: {e}. Falling back to rule-based.") return False try: print(f"Attempting to sync GRPO model from {self.model_id}...") # Auto-download from HF Hub if not local local_dir = Path("models") / "grpo_hf_trained" local_dir.mkdir(parents=True, exist_ok=True) snapshot_download(repo_id=self.model_id, local_dir=local_dir, allow_patterns=["*.json", "*.bin", "*.safetensors", "*.txt"]) print(f"Loading weights from {local_dir}...") self.model, self.tokenizer = FastLanguageModel.from_pretrained( model_name=str(local_dir), max_seq_length=2048, load_in_4bit=True, ) FastLanguageModel.for_inference(self.model) self.is_ready = True print("✅ GRPO Model loaded successfully.") return True except Exception as e: print(f"Could not load GRPO model: {e}") return False def act(self, obs: np.ndarray) -> dict: """Sample an action from the GRPO model.""" if not self.is_ready: return None try: import torch # Construct a prompt that looks like the training scenarios prompt = f"Observation: {obs[:5].tolist()}... (truncated)\nResponse:" device = getattr(self.model, "device", "cuda") inputs = self.tokenizer([prompt], return_tensors="pt").to(device) # Fast generation for demo smoothness with torch.no_grad(): outputs = self.model.generate( **inputs, max_new_tokens=32, use_cache=True, pad_token_id=self.tokenizer.eos_token_id ) response = self.tokenizer.decode(outputs[0], skip_special_tokens=True) # Basic parsing of the model's 'thought' or action intent # If the model says 'buy' or 'up', we signal 1, etc. direction = 0 if "buy" in response.lower() or "up" in response.lower(): direction = 1 elif "sell" in response.lower() or "down" in response.lower() or "short" in response.lower(): direction = 2 return { "direction": direction, "size": np.array([0.15], dtype=np.float32), "sl": np.array([0.0], dtype=np.float32), "tp": np.array([0.0], dtype=np.float32), "thought": response[:100] # Expose thought to UI } except Exception as e: print(f"GRPO inference error: {e}") return None ROOT_DIR = Path(__file__).resolve().parents[1] FRONTEND_DIST = ROOT_DIR / "ui" / "dist" app = FastAPI() app.add_middleware( CORSMiddleware, allow_origins=["*"], allow_credentials=True, allow_methods=["*"], allow_headers=["*"], ) def make_initial_state(): return { "is_running": False, "current_step": 0, # Five logical agents for the UI (maps to the 3 PZ agents + 2 advisory) "agents": { "Researcher": {"message": "Scanning the tape.", "confidence": 0.0, "status": "idle"}, "Fundamental Analyst": {"message": "Watching macro tone.", "confidence": 0.0, "status": "idle"}, "Risk Manager": {"message": "Limits standing by.", "confidence": 0.0, "status": "idle"}, "Trader": {"message": "Desk is flat.", "confidence": 0.0, "status": "idle"}, "Portfolio Manager": {"message": "Waiting for conviction.", "confidence": 0.0, "status": "idle"}, }, "portfolio": {"value": 100000.0, "cash": 100000.0, "positions": {}}, "metrics": {"reward": 0.0, "grade": 0.0, "drawdown": 0.0, "sharpe": 0.0}, "chart": {"price": 50000.0, "trade": None, "price_change": 0.0}, "trade": { "pulse": 0, "side": "HOLD", "size": 0.0, "price": 50000.0, "sl": 0.0, "tp": 0.0, "portfolio_delta": 0.0, "notional": 0.0, "reason": "Waiting for the first coordinated decision.", "override": False, }, "flow": [], "engine": { "name": "Multi-Agent Governance (PettingZoo AEC)", "mode": "Rule Fallback", "policy_active": False, "note": "Three independent RL agents negotiating via AEC turns: RiskManager → PortfolioManager → Trader.", }, "negotiation": { # Exposes per-agent negotiation each cycle "rm_size_limit": 0.5, "rm_allow_new": True, "rm_force_reduce": False, "pm_cap_alloc": 0.5, "pm_override": 0.0, "governance_log": [], }, } sim_state = make_initial_state() class SimulationRunner: """ Orchestrates the PettingZoo AEC loop. Each call to step() runs one full AEC cycle: RiskManager → PortfolioManager → Trader → market advance Advisory agents (Researcher, FA) provide contextual signals for the UI but do NOT affect the AEC action pipeline. """ def __init__(self): self.config = TrainingConfig(tickers=["AAPL"], fast_mode=True, max_steps=100) # Reduced commission for demo realism (preventing bleed from rule-based noise) self.config.commission = 0.0001 # ── PettingZoo multi-agent environment ────────────────────────────── self.env = MultiAgentTradingEnv( df=None, initial_cash=self.config.initial_cash, ticker=self.config.tickers[0], commission=self.config.commission, max_steps=self.config.max_steps, ) # ── Rule-based AEC policies ───────────────────────────────────────── self.policies = { RISK_MANAGER: RuleRiskManagerPolicy(), PORTFOLIO_MGR: RulePortfolioManagerPolicy(), TRADER: RuleTraderPolicy(), } # ── Advisory agents (UI flavor only) ──────────────────────────────── self.researcher = QuantResearcher() self.fa_agent = FundamentalAnalyst(fast_mode=self.config.fast_mode) # ── OpenEnv PZ env (separate instance for judge endpoints) ───────── self._openenv_env = MultiAgentTradingEnv( df=None, initial_cash=self.config.initial_cash, ticker=self.config.tickers[0], commission=self.config.commission, max_steps=self.config.max_steps, ) self._openenv_policies = { RISK_MANAGER: RuleRiskManagerPolicy(), PORTFOLIO_MGR: RulePortfolioManagerPolicy(), } self._openenv_env.reset() # ── GRPO ML Agent (Bridges to real trained weights) ────────────────── self.grpo_agent = GRPOAgent() self.is_ml_active = self.grpo_agent.load() # ── Initialize demo PZ env ────────────────────────────────────────── self.env.reset() self.done = False sim_state["engine"] = { "name": "Multi-Agent Governance (PettingZoo AEC)", "mode": "GRPO (Trained Model)" if self.is_ml_active else "Rule Fallback", "policy_active": self.is_ml_active, "note": "Three independent RL agents negotiating via AEC turns: RiskManager → PortfolioManager → Trader.", } def step(self): """Run one full AEC cycle (RM → PM → Trader → market advance).""" if self.done: self.env.reset() self.fa_agent.reset() self.done = False global sim_state previous_value = sim_state["portfolio"]["value"] previous_price = sim_state["chart"]["price"] # ── Get a base observation for advisory agents ────────────────────── base_obs = self.env.observe(RISK_MANAGER) # ── Advisory: Researcher ──────────────────────────────────────────── r_sig, r_conf, r_reasoning = self.researcher(base_obs) researcher_message = f"{r_sig.title()} bias. {r_reasoning}" sim_state["agents"]["Researcher"] = { "message": researcher_message, "confidence": r_conf, "status": "active", } # ── Advisory: Fundamental Analyst ─────────────────────────────────── fa_sent, fa_reasoning = self.fa_agent(base_obs) sim_state["agents"]["Fundamental Analyst"] = { "message": fa_reasoning, "confidence": abs((fa_sent * 2.0) - 1.0), "status": "active", } # ── AEC Cycle: Step through all 3 agents ─────────────────────────── rm_action = None pm_action = None trader_action = None cycle_rewards = {} for agent in [RISK_MANAGER, PORTFOLIO_MGR, TRADER]: if not self.env.agents: self.done = True break obs = self.env.observe(agent) # Use ML if active and it's the Trader's turn action = None if self.is_ml_active and agent == TRADER: ml_action = self.grpo_agent.act(obs) if ml_action: action = ml_action if action is None: action = self.policies[agent].act(obs) if agent == RISK_MANAGER: rm_action = action elif agent == PORTFOLIO_MGR: pm_action = action elif agent == TRADER: trader_action = action self.env.step(action) cycle_rewards[agent] = self.env.rewards.get(agent, 0.0) # ── Check termination ─────────────────────────────────────────────── if not self.env.agents or all(self.env.terminations.get(ag, False) for ag in ALL_AGENTS): self.done = True # ── Extract state from the env ────────────────────────────────────── env_state = self.env.state() trader_info = self.env.infos.get(TRADER, {}) current_price = env_state["price"] portfolio_value = env_state["portfolio_value"] portfolio_delta = portfolio_value - previous_value price_change = current_price - previous_price # ── Parse negotiation messages ────────────────────────────────────── rm_msg = env_state.get("rm_message", [0.5, 1.0, 0.0]) pm_msg = env_state.get("pm_message", [0.5, 0.0]) rm_size_limit = float(rm_msg[0]) if len(rm_msg) > 0 else 0.5 rm_allow_new = bool(rm_msg[1] > 0.5) if len(rm_msg) > 1 else True rm_force_reduce = bool(rm_msg[2] > 0.5) if len(rm_msg) > 2 else False pm_cap_alloc = float(pm_msg[0]) if len(pm_msg) > 0 else 0.5 pm_override_s = float(pm_msg[1]) if len(pm_msg) > 1 else 0.0 # ── Update UI state: Risk Manager ─────────────────────────────────── rm_reasoning = f"Limit {rm_size_limit:.2f}" if rm_force_reduce: rm_reasoning += " | FORCE REDUCE active" if not rm_allow_new: rm_reasoning += " | New positions BLOCKED" sim_state["agents"]["Risk Manager"] = { "message": rm_reasoning, "confidence": 1.0 - rm_size_limit, "status": "active" if rm_size_limit < 0.4 or rm_force_reduce else "idle", } # ── Update UI state: Portfolio Manager ────────────────────────────── pm_message = f"Capital allocation: {pm_cap_alloc:.0%}" if pm_override_s > 0.7: pm_message += " | VETO signal active" sim_state["agents"]["Portfolio Manager"] = { "message": pm_message, "confidence": pm_cap_alloc, "status": "active" if pm_override_s > 0.5 or pm_cap_alloc < 0.3 else "idle", } # ── Update UI state: Trader ───────────────────────────────────────── gov = trader_info.get("governance", {}) executed = gov.get("executed", {}) if gov else {} direction = executed.get("direction", 0) if executed else 0 size = executed.get("size", 0.0) if executed else 0.0 sl = executed.get("sl", 0.0) if executed else 0.0 tp = executed.get("tp", 0.0) if executed else 0.0 interventions = gov.get("interventions", []) if gov else [] was_compliant = gov.get("was_compliant", True) if gov else True dir_str = ["HOLD", "BUY", "SELL"][direction] trader_reasoning = f"{dir_str} {size:.2f}" if not was_compliant: intervention_types = [i.get("type", "?") for i in interventions] trader_reasoning += f" (overridden: {', '.join(intervention_types)})" else: trader_reasoning += " (compliant — no governance intervention)" sim_state["agents"]["Trader"] = { "message": trader_reasoning, "confidence": size, "status": "active" if direction != 0 else "idle", } # ── Sim state update ──────────────────────────────────────────────── sim_state["current_step"] = env_state["step"] sim_state["portfolio"] = { "value": portfolio_value, "cash": env_state["cash"], "positions": env_state["positions"], } sim_state["metrics"] = { "reward": float(cycle_rewards.get(TRADER, 0.0)), "grade": trader_info.get("grade", 0.0), "drawdown": env_state["max_drawdown"], "sharpe": env_state["sharpe_ratio"], } sim_state["chart"] = { "price": current_price, "trade": dir_str if direction != 0 else None, "price_change": price_change, } sim_state["trade"] = { "pulse": sim_state["trade"]["pulse"] + 1, "side": dir_str, "size": float(size), "price": float(current_price), "sl": float(sl), "tp": float(tp), "portfolio_delta": float(portfolio_delta), "notional": float(portfolio_value * size if direction != 0 else 0.0), "reason": trader_reasoning, "override": not was_compliant, } # ── Flow graph for UI ─────────────────────────────────────────────── sim_state["flow"] = [ {"from": "Researcher", "to": "Risk Manager", "strength": float(r_conf), "active": True, "tone": "signal"}, {"from": "Researcher", "to": "Portfolio Manager", "strength": float(r_conf), "active": r_sig != "neutral", "tone": "research"}, {"from": "Fundamental Analyst", "to": "Portfolio Manager", "strength": float(abs((fa_sent * 2.0) - 1.0)), "active": True, "tone": "macro"}, {"from": "Risk Manager", "to": "Trader", "strength": float(1.0 - rm_size_limit), "active": True, "tone": "risk"}, {"from": "Portfolio Manager", "to": "Trader", "strength": float(pm_cap_alloc), "active": True, "tone": "approval"}, {"from": "Trader", "to": "Market", "strength": float(size), "active": direction != 0, "tone": dir_str.lower()}, ] # ── Negotiation state (multi-agent-specific) ─────────────────────── sim_state["negotiation"] = { "rm_size_limit": rm_size_limit, "rm_allow_new": rm_allow_new, "rm_force_reduce": rm_force_reduce, "pm_cap_alloc": pm_cap_alloc, "pm_override": pm_override_s, "governance_log": env_state.get("governance_log", []), } runner = None async def simulation_loop(): global sim_state, runner if runner is None: runner = SimulationRunner() while sim_state["is_running"]: runner.step() await asyncio.sleep(0.4) @app.get("/state") @app.get("/api/state") def get_state(): return sim_state @app.post("/start") @app.post("/api/start") async def start_sim(background_tasks: BackgroundTasks): global sim_state if not sim_state["is_running"]: sim_state["is_running"] = True background_tasks.add_task(simulation_loop) return {"status": "started"} @app.post("/stop") @app.post("/api/stop") def stop_sim(): global sim_state sim_state["is_running"] = False return {"status": "stopped"} @app.post("/api/step") def step_sim(): global runner if runner is None: runner = SimulationRunner() runner.step() return {"status": "stepped"} # --- OpenEnv Standard Endpoints for Judges --- # These use the PettingZoo MultiAgentTradingEnv directly. # RM and PM run rule-based policies; the Trader action comes from the external caller. @app.post("/openenv/reset") @app.post("/reset") async def openenv_reset(): """Standard OpenEnv reset — resets the multi-agent PZ env. Returns the Trader's initial observation.""" global runner if runner is None: runner = SimulationRunner() runner._openenv_env.reset() trader_obs = runner._openenv_env.observe(TRADER) return {"observation": trader_obs.tolist(), "info": {}} @app.post("/openenv/step") @app.post("/step") async def openenv_step(action: dict): """Standard OpenEnv step — runs a full AEC cycle. RM and PM use rule-based policies. The submitted action is used for the Trader. Returns trader's obs/reward/terminated/truncated/info.""" global runner if runner is None: runner = SimulationRunner() env = runner._openenv_env policies = runner._openenv_policies # If the episode is over, auto-reset if not env.agents: env.reset() # Run full AEC cycle: RM → PM → Trader for agent in [RISK_MANAGER, PORTFOLIO_MGR, TRADER]: if not env.agents: break if agent == TRADER: # Use the externally-provided trader action trader_action = { "direction": int(action.get("direction", 0)), "size": np.array([float(action.get("size", 0.0))], dtype=np.float32), "sl": np.array([float(action.get("sl", 0.0))], dtype=np.float32), "tp": np.array([float(action.get("tp", 0.0))], dtype=np.float32), } env.step(trader_action) else: obs = env.observe(agent) agent_action = policies[agent].act(obs) env.step(agent_action) # Collect results from the Trader's perspective trader_obs = env.observe(TRADER) trader_reward = float(env.rewards.get(TRADER, 0.0)) terminated = bool(env.terminations.get(TRADER, False)) truncated = bool(env.truncations.get(TRADER, False)) trader_info = env.infos.get(TRADER, {}) return { "observation": trader_obs.tolist(), "reward": trader_reward, "terminated": terminated, "truncated": truncated, "info": trader_info, } if FRONTEND_DIST.exists(): @app.get("/") def serve_index(): return FileResponse(FRONTEND_DIST / "index.html") @app.get("/{full_path:path}") def serve_frontend(full_path: str): asset_path = FRONTEND_DIST / full_path if full_path and asset_path.exists() and asset_path.is_file(): return FileResponse(asset_path) return FileResponse(FRONTEND_DIST / "index.html") else: @app.get("/") def demo_not_built(): return JSONResponse( { "message": "Frontend bundle not found. Run `npm install && npm run build` inside `ui/`.", "frontend_dist": str(FRONTEND_DIST), } ) def run_server(): uvicorn.run(app, host="0.0.0.0", port=7860) if __name__ == "__main__": run_server()