File size: 15,300 Bytes
8e1643b
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
"""
High-level API for historical PDF data and predictions.

Provides a unified interface for:
- Storing PDF snapshots
- Retrieving historical data
- Pattern matching
- Prediction tracking
"""

from datetime import datetime, timedelta
from typing import List, Dict, Any, Optional, Tuple
import numpy as np

from .db_config import DatabaseManager
from .pdf_archive import PDFArchive
from .vector_store import PDFVectorStore, HybridPatternMatcher


class HistoryAPI:
    """
    High-level API for PDF history and prediction tracking.

    This is the main interface that the Streamlit app will use
    for all database operations.
    """

    def __init__(
        self,
        db_manager: DatabaseManager = None,
        use_vector_store: bool = True
    ):
        """
        Initialize History API.

        Args:
            db_manager: DatabaseManager instance (creates default if None)
            use_vector_store: Whether to use ChromaDB for fast search
        """
        self.db_manager = db_manager or DatabaseManager()
        self.archive = PDFArchive(self.db_manager)

        # Initialize vector store if requested
        self.use_vector_store = use_vector_store
        if use_vector_store:
            self.vector_store = PDFVectorStore()
            self.hybrid_matcher = HybridPatternMatcher(
                self.vector_store,
                self.archive
            )
        else:
            self.vector_store = None
            self.hybrid_matcher = None

    # ========================================================================
    # PDF Snapshot Operations
    # ========================================================================

    def save_pdf_analysis(
        self,
        ticker: str,
        spot_price: float,
        days_to_expiry: int,
        expiration_date: datetime,
        risk_free_rate: float,
        strikes: np.ndarray,
        pdf_values: np.ndarray,
        statistics: Dict[str, Any],
        sabr_params: Dict[str, float] = None,
        interpolation_method: str = None,
        interpretation: str = None,
        interpretation_mode: str = None,
        model_used: str = None,
        store_in_vector_db: bool = True
    ) -> int:
        """
        Save a complete PDF analysis to the database.

        Args:
            ticker: Stock ticker
            spot_price: Current spot price
            days_to_expiry: Days to expiration
            expiration_date: Option expiration date
            risk_free_rate: Risk-free rate used
            strikes: Strike prices array
            pdf_values: PDF values array
            statistics: Dictionary of PDF statistics
            sabr_params: SABR parameters (optional)
            interpolation_method: Method used ('sabr' or 'spline')
            interpretation: AI interpretation text
            interpretation_mode: Mode used for interpretation
            model_used: Model used ('ollama' or 'fallback')
            store_in_vector_db: Whether to also store in ChromaDB

        Returns:
            Snapshot ID
        """
        # Store in SQLite
        snapshot = self.archive.store_snapshot(
            ticker=ticker,
            spot_price=spot_price,
            days_to_expiry=days_to_expiry,
            expiration_date=expiration_date,
            risk_free_rate=risk_free_rate,
            strikes=strikes,
            pdf_values=pdf_values,
            statistics=statistics,
            sabr_params=sabr_params,
            interpolation_method=interpolation_method,
            interpretation=interpretation,
            interpretation_mode=interpretation_mode,
            model_used=model_used
        )

        # Store in ChromaDB for fast similarity search
        if store_in_vector_db and self.vector_store:
            metadata = {
                'ticker': ticker,
                'date': snapshot.timestamp.strftime('%Y-%m-%d'),
                'spot': spot_price,
                'dte': days_to_expiry,
                **statistics
            }
            self.vector_store.add_snapshot(
                snapshot_id=snapshot.id,
                pdf=pdf_values,
                strikes=strikes,
                metadata=metadata
            )

        return snapshot.id

    def get_pdf_snapshot(self, snapshot_id: int) -> Optional[Dict[str, Any]]:
        """
        Retrieve a PDF snapshot by ID.

        Args:
            snapshot_id: Snapshot ID

        Returns:
            Dictionary with snapshot data or None
        """
        snapshot = self.archive.get_snapshot_by_id(snapshot_id)
        return snapshot.to_dict() if snapshot else None

    def get_latest_pdf(
        self,
        ticker: str = 'SPY',
        days_to_expiry: int = None
    ) -> Optional[Dict[str, Any]]:
        """
        Get the most recent PDF for a ticker.

        Args:
            ticker: Stock ticker
            days_to_expiry: Filter by DTE (optional)

        Returns:
            Dictionary with snapshot data or None
        """
        snapshot = self.archive.get_latest_snapshot(ticker, days_to_expiry)
        return snapshot.to_dict() if snapshot else None

    def get_pdf_history(
        self,
        ticker: str,
        days: int = 30,
        days_to_expiry: int = None
    ) -> List[Dict[str, Any]]:
        """
        Get PDF snapshots for the last N days.

        Args:
            ticker: Stock ticker
            days: Number of days to look back
            days_to_expiry: Filter by DTE (optional)

        Returns:
            List of snapshot dictionaries
        """
        end_date = datetime.utcnow()
        start_date = end_date - timedelta(days=days)

        snapshots = self.archive.get_snapshots_by_date_range(
            ticker=ticker,
            start_date=start_date,
            end_date=end_date,
            days_to_expiry=days_to_expiry
        )

        return [s.to_dict() for s in snapshots]

    # ========================================================================
    # Pattern Matching Operations
    # ========================================================================

    def find_similar_patterns(
        self,
        current_pdf: np.ndarray,
        current_strikes: np.ndarray,
        current_stats: Dict[str, Any],
        ticker: str = 'SPY',
        n_results: int = 10,
        min_similarity: float = 0.7,
        days_to_expiry_range: Tuple[int, int] = (20, 40)
    ) -> List[Dict[str, Any]]:
        """
        Find historically similar PDF patterns.

        Uses hybrid approach (ChromaDB + SQLite) if available,
        otherwise falls back to database-only search.

        Args:
            current_pdf: Current PDF values
            current_strikes: Current strikes
            current_stats: Current PDF statistics
            ticker: Stock ticker
            n_results: Number of results to return
            min_similarity: Minimum similarity threshold
            days_to_expiry_range: Filter by DTE range

        Returns:
            List of similar patterns with similarity scores
        """
        if self.hybrid_matcher:
            # Use hybrid approach (fast)
            matches = self.hybrid_matcher.find_similar_patterns(
                current_pdf=current_pdf,
                current_strikes=current_strikes,
                current_stats=current_stats,
                ticker=ticker,
                n_results=n_results,
                min_similarity=min_similarity,
                days_to_expiry_range=days_to_expiry_range
            )
        else:
            # Fallback to database-only (slower but works)
            from src.core.patterns import PDFPatternMatcher

            historical_data = self.archive.get_snapshots_for_pattern_matching(
                ticker=ticker,
                max_snapshots=100,
                days_to_expiry_range=days_to_expiry_range
            )

            matcher = PDFPatternMatcher(
                similarity_threshold=min_similarity,
                max_matches=n_results
            )

            matches = matcher.find_similar_patterns(
                current_pdf=current_pdf,
                current_strikes=current_strikes,
                current_stats=current_stats,
                historical_data=historical_data
            )

        return matches

    def save_pattern_matches(
        self,
        snapshot_id: int,
        matches: List[Dict[str, Any]]
    ):
        """
        Save pattern matching results to database.

        Args:
            snapshot_id: Current snapshot ID
            matches: List of match dictionaries
        """
        self.archive.store_pattern_matches(snapshot_id, matches)

    # ========================================================================
    # Prediction Tracking Operations
    # ========================================================================

    def create_prediction(
        self,
        snapshot_id: int,
        target_date: datetime,
        ticker: str,
        condition: str,
        target_level: float,
        predicted_probability: float,
        target_level_upper: float = None,
        notes: str = None
    ) -> int:
        """
        Create a prediction from a PDF snapshot.

        Args:
            snapshot_id: ID of snapshot used for prediction
            target_date: Date to evaluate prediction
            ticker: Stock ticker
            condition: 'above', 'below', or 'between'
            target_level: Strike or price level
            predicted_probability: Forecasted probability (0-1)
            target_level_upper: Upper level for 'between' condition
            notes: Additional notes

        Returns:
            Prediction ID
        """
        prediction = self.archive.store_prediction(
            snapshot_id=snapshot_id,
            forecast_date=datetime.utcnow(),
            target_date=target_date,
            ticker=ticker,
            condition=condition,
            target_level=target_level,
            predicted_probability=predicted_probability,
            target_level_upper=target_level_upper,
            notes=notes
        )

        return prediction.id

    def evaluate_prediction(
        self,
        prediction_id: int,
        actual_price: float
    ) -> Dict[str, Any]:
        """
        Evaluate a prediction with actual outcome.

        Args:
            prediction_id: Prediction ID
            actual_price: Actual price at target date

        Returns:
            Dictionary with prediction evaluation results
        """
        prediction = self.archive.evaluate_prediction(
            prediction_id=prediction_id,
            actual_price=actual_price
        )

        return prediction.to_dict()

    def get_pending_predictions(
        self,
        ticker: str = None
    ) -> List[Dict[str, Any]]:
        """
        Get predictions that need to be evaluated.

        Args:
            ticker: Filter by ticker (optional)

        Returns:
            List of pending prediction dictionaries
        """
        predictions = self.archive.get_pending_predictions(ticker=ticker)
        return [p.to_dict() for p in predictions]

    def get_prediction_accuracy(
        self,
        ticker: str = 'SPY',
        days: int = 90
    ) -> Dict[str, Any]:
        """
        Get prediction accuracy statistics.

        Args:
            ticker: Stock ticker
            days: Number of days to look back

        Returns:
            Dictionary with accuracy metrics
        """
        start_date = datetime.utcnow() - timedelta(days=days)

        return self.archive.get_prediction_accuracy_stats(
            ticker=ticker,
            start_date=start_date
        )

    # ========================================================================
    # Database Management
    # ========================================================================

    def get_stats(self) -> Dict[str, Any]:
        """
        Get overall database statistics.

        Returns:
            Dictionary with database stats
        """
        db_stats = self.archive.get_database_stats()

        if self.vector_store:
            db_stats['vector_store_count'] = self.vector_store.get_count()

        return db_stats

    def clear_database(self, confirm: bool = False):
        """
        Clear all data from database (use with caution!).

        Args:
            confirm: Must be True to proceed
        """
        if not confirm:
            raise ValueError("Must set confirm=True to clear database")

        # Clear SQLite
        self.db_manager.drop_tables()
        self.db_manager.create_tables()

        # Clear ChromaDB
        if self.vector_store:
            self.vector_store.clear()

        print("⚠️  Database cleared!")

    def export_snapshot_to_dict(self, snapshot_id: int) -> Dict[str, Any]:
        """
        Export a snapshot to a complete dictionary (for backup/export).

        Args:
            snapshot_id: Snapshot ID

        Returns:
            Complete snapshot data as dictionary
        """
        return self.get_pdf_snapshot(snapshot_id)


# Convenience singleton for global access
_api_instance = None


def get_history_api() -> HistoryAPI:
    """
    Get the global HistoryAPI instance.

    Returns:
        HistoryAPI singleton
    """
    global _api_instance
    if _api_instance is None:
        _api_instance = HistoryAPI()
    return _api_instance


if __name__ == "__main__":
    # Test History API
    print("Testing History API...")

    # Create API
    api = HistoryAPI(use_vector_store=True)
    print("βœ… History API created")

    # Create test data
    ticker = 'SPY'
    spot = 450.0
    dte = 30
    exp_date = datetime.utcnow() + timedelta(days=dte)
    r = 0.05

    strikes = np.linspace(400, 500, 100)
    pdf = np.exp(-0.5 * ((strikes - spot) / 15)**2)
    pdf = pdf / np.trapz(pdf, strikes)

    stats = {
        'mean': 450.5,
        'std': 15.0,
        'skewness': -0.1,
        'excess_kurtosis': 0.3,
        'implied_move_pct': 3.5,
        'prob_up_5pct': 0.25,
        'prob_down_5pct': 0.20
    }

    # Save PDF analysis
    snapshot_id = api.save_pdf_analysis(
        ticker=ticker,
        spot_price=spot,
        days_to_expiry=dte,
        expiration_date=exp_date,
        risk_free_rate=r,
        strikes=strikes,
        pdf_values=pdf,
        statistics=stats,
        interpretation="Test interpretation",
        model_used="test"
    )
    print(f"βœ… Saved PDF analysis: ID={snapshot_id}")

    # Retrieve snapshot
    retrieved = api.get_pdf_snapshot(snapshot_id)
    print(f"βœ… Retrieved snapshot: {retrieved['ticker']} @ {retrieved['timestamp']}")

    # Get latest
    latest = api.get_latest_pdf(ticker)
    print(f"βœ… Latest PDF: ID={latest['id']}")

    # Create prediction
    pred_id = api.create_prediction(
        snapshot_id=snapshot_id,
        target_date=exp_date,
        ticker=ticker,
        condition='above',
        target_level=455.0,
        predicted_probability=0.35,
        notes="Test prediction"
    )
    print(f"βœ… Created prediction: ID={pred_id}")

    # Get database stats
    stats = api.get_stats()
    print(f"βœ… Database stats:")
    for key, value in stats.items():
        print(f"   - {key}: {value}")

    print("\nβœ… All History API tests passed!")