math-backend / app.py
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import os
from fastapi import FastAPI, HTTPException, Request, Header
from fastapi.staticfiles import StaticFiles
from fastapi.responses import FileResponse
from pydantic import BaseModel
from typing import List, Optional
import time
import threading
import uuid
import sys
import asyncio
import yfinance as yf
from datetime import datetime
import concurrent.futures
BACKGROUND_TASKS = {}
RATE_LIMITS = {}
# Global ThreadPoolExecutor for heavy synchronous math (XGBoost/CVXPY)
engine_executor = concurrent.futures.ThreadPoolExecutor(max_workers=3)
try:
import core_engine
except ImportError:
core_engine = None
from config import OUTPUT_DIR
import access_manager
BASE_DIR = os.path.dirname(os.path.abspath(__file__))
STATIC_DIR = os.path.join(BASE_DIR, "static")
app = FastAPI(title="Portfolio Engine API")
# Mount static files
app.mount("/static", StaticFiles(directory=STATIC_DIR), name="static")
class AuthRequest(BaseModel):
key: str
class KeyGenRequest(BaseModel):
admin_key: str
new_key: str
class PortfolioRequest(BaseModel):
tickers: List[str]
capital: float = 100000.0
risk_input: int = 5
model: int = 1
allocation_engine: int = 1
allow_shorting: bool = True
tax_enabled: bool = False
garch_enabled: bool = True
custom_constraints: Optional[List[dict]] = None
@app.get("/")
async def read_login():
return FileResponse(os.path.join(STATIC_DIR, "login.html"))
@app.get("/main")
async def read_index():
return FileResponse(os.path.join(STATIC_DIR, "index.html"))
# Simple cache for market ticker
ticker_cache = {"timestamp": 0, "data": None}
TICKER_CACHE_TTL = 300 # 5 minutes
@app.get("/api/market_ticker")
async def market_ticker():
global ticker_cache
if time.time() - ticker_cache["timestamp"] < TICKER_CACHE_TTL and ticker_cache["data"]:
return ticker_cache["data"]
symbols = {
"S&P 500": "^GSPC",
"NASDAQ": "^IXIC",
"BTC": "BTC-USD",
"GOLD": "GC=F",
"VIX": "^VIX"
}
def fetch_market_data():
try:
tickers = yf.Tickers(" ".join(list(symbols.values())))
res = []
for name, symbol in symbols.items():
hist = tickers.tickers[symbol].history(period="5d")
if len(hist) >= 2:
current = float(hist['Close'].iloc[-1])
prev = float(hist['Close'].iloc[-2])
pct_change = ((current - prev) / prev) * 100
res.append({
"name": name,
"price": round(current, 2),
"change": round(pct_change, 2)
})
return res
except Exception as e:
return []
fetched_results = await asyncio.to_thread(fetch_market_data)
if fetched_results:
ticker_cache["data"] = fetched_results
ticker_cache["timestamp"] = time.time()
return fetched_results or ticker_cache.get("data", [])
@app.post("/api/auth")
async def authenticate(req: AuthRequest, request: Request):
ip = request.client.host
if access_manager.validate_key(req.key, ip):
return {"status": "success", "message": "Access Granted"}
raise HTTPException(status_code=401, detail="Invalid or Expired Access Key")
@app.post("/api/generate_key")
async def create_otk(req: KeyGenRequest):
new_key = access_manager.generate_otk(req.admin_key, req.new_key)
if new_key:
return {"status": "success", "message": f"OTK '{new_key}' created."}
raise HTTPException(status_code=401, detail="Invalid Admin Key")
@app.post("/api/telegram_webhook")
async def telegram_webhook(request: Request):
try:
data = await request.json()
if "message" in data and "text" in data["message"]:
text = data["message"]["text"]
chat_id = str(data["message"]["chat"]["id"])
# Security: Only process commands from the master Chat ID
expected_chat_id = os.getenv("TELEGRAM_CHAT_ID")
if expected_chat_id and chat_id == expected_chat_id:
access_manager.handle_telegram_command(text)
return {"status": "ok"}
except Exception as e:
# Return 200 so Telegram doesn't retry on parsing errors
return {"status": "error", "detail": str(e)}
@app.get("/api/telegram_setup")
async def telegram_setup(request: Request):
token = os.getenv("TELEGRAM_BOT_TOKEN")
if not token:
return {"error": "TELEGRAM_BOT_TOKEN not set"}
import urllib.request
import urllib.parse
import json
# We construct the webhook URL from the current request base
base_url = str(request.base_url).rstrip("/")
# Hardcode https because Render load balancers sometimes mask the protocol
if "onrender.com" in base_url:
base_url = base_url.replace("http://", "https://")
webhook_url = f"{base_url}/api/telegram_webhook"
url = f"https://api.telegram.org/bot{token}/setWebhook"
try:
import requests
res = requests.post(url, json={"url": webhook_url}, timeout=10)
return {"status": "Webhook Configured", "url": webhook_url, "tg_res": res.json()}
except Exception as e:
return {"error": str(e)}
@app.post("/api/preview")
async def preview_portfolio(req: PortfolioRequest, x_access_key: Optional[str] = Header(None)):
if not access_manager.validate_key(x_access_key):
raise HTTPException(status_code=401, detail="Unauthorized")
try:
import requests
HF_URL = os.environ.get("HF_MATH_URL", "https://engineportf-math-backend.hf.space")
HF_SECRET = os.environ.get("HF_SECRET_KEY", "EngineSecret2026")
headers = {
"X-API-Key": HF_SECRET,
"Content-Type": "application/json"
}
# Send request to Hugging Face backend
loop = asyncio.get_running_loop()
def _call_hf_preview():
res = requests.post(f"{HF_URL}/api/preview", json=req.model_dump() if hasattr(req, "model_dump") else req.dict(), headers=headers, timeout=60)
if res.status_code != 200:
raise Exception(f"HF Engine Error: {res.text}")
return res.json()
result = await loop.run_in_executor(engine_executor, _call_hf_preview)
return {
"status": "success",
"target_weights": result.get("target_weights", {}),
"efficient_frontier": result.get("efficient_frontier", {"vols": [], "rets": []})
}
except Exception as e:
raise HTTPException(status_code=500, detail=str(e))
@app.post("/api/generate")
async def generate_portfolio(req: PortfolioRequest, request: Request, x_access_key: Optional[str] = Header(None)):
ip = request.client.host
if time.time() - RATE_LIMITS.get(ip, 0) < 60:
raise HTTPException(status_code=429, detail="Too Many Requests. Please wait 60 seconds between optimizations.")
if not access_manager.validate_key(x_access_key, ip=ip):
raise HTTPException(status_code=401, detail="Unauthorized")
RATE_LIMITS[ip] = time.time()
task_id = str(uuid.uuid4())
BACKGROUND_TASKS[task_id] = {"status": "running", "message": "Initializing...", "target_weights": {}}
def _run_optimization(tid, request_obj):
try:
import requests
import time
HF_URL = os.environ.get("HF_MATH_URL", "https://engineportf-math-backend.hf.space")
HF_SECRET = os.environ.get("HF_SECRET_KEY", "EngineSecret2026")
headers = {
"X-API-Key": HF_SECRET,
"Content-Type": "application/json"
}
BACKGROUND_TASKS[tid]["message"] = "Initializing on Hugging Face..."
payload = request_obj.model_dump() if hasattr(request_obj, "model_dump") else request_obj.dict()
response = requests.post(f"{HF_URL}/api/generate", json=payload, headers=headers, timeout=60)
if response.status_code != 200:
raise Exception(f"HF Engine Error: {response.text}")
init_data = response.json()
if init_data.get("status") != "queued":
raise Exception("Failed to queue task on Hugging Face.")
hf_task_id = init_data.get("task_id")
# Poll Hugging Face
while True:
time.sleep(2.0)
status_res = requests.get(f"{HF_URL}/api/status/{hf_task_id}", headers=headers, timeout=20)
if status_res.status_code != 200:
continue # Network blip, retry
status_data = status_res.json()
if status_data.get("status") == "completed":
# Task finished, retrieve HTML
report_html = status_data.get("report_html", "")
if report_html:
report_path = os.path.join(OUTPUT_DIR, "portfolio_report.html")
os.makedirs(OUTPUT_DIR, exist_ok=True)
with open(report_path, "w", encoding="utf-8") as f:
f.write(report_html)
BACKGROUND_TASKS[tid]["status"] = "completed"
BACKGROUND_TASKS[tid]["message"] = "Report generated."
BACKGROUND_TASKS[tid]["target_weights"] = status_data.get("target_weights", {})
break
elif status_data.get("status") == "error":
raise Exception(status_data.get("message", "Unknown error on HF backend."))
else:
# Still running
BACKGROUND_TASKS[tid]["message"] = "Calculating (Running on HF 16GB Cluster)..."
except Exception as e:
BACKGROUND_TASKS[tid]["status"] = "error"
BACKGROUND_TASKS[tid]["message"] = str(e)
engine_executor.submit(_run_optimization, task_id, req)
return {
"status": "queued",
"task_id": task_id,
"message": "Optimization started in background."
}
@app.get("/api/status/{task_id}")
async def get_task_status(task_id: str, x_access_key: Optional[str] = Header(None)):
if not access_manager.validate_key(x_access_key, silent=True):
raise HTTPException(status_code=401, detail="Unauthorized")
task = BACKGROUND_TASKS.get(task_id)
if not task:
raise HTTPException(status_code=404, detail="Task not found")
return task
@app.get("/report")
async def get_report():
report_path = os.path.join(OUTPUT_DIR, "portfolio_report.html")
if os.path.exists(report_path):
return FileResponse(report_path)
raise HTTPException(status_code=404, detail="Report not generated yet.")
def _alert_daemon():
"""Background daemon to check for market drops and ping HF."""
import time
import requests
HF_URL = os.environ.get("HF_MATH_URL", "https://engineportf-math-backend.hf.space")
loops = 0
while True:
try:
# Wake up every 15 minutes (900 seconds)
time.sleep(900)
loops += 1
# 1. Ping Hugging Face to keep the 16GB math cluster awake
try:
requests.get(HF_URL, timeout=10)
except Exception:
pass
# 2. Every 4th loop (1 hour), check for SPY drops
if loops % 4 == 0:
ticker = yf.Ticker("SPY")
hist = ticker.history(period="2d")
if len(hist) >= 2:
current = float(hist['Close'].iloc[-1])
prev = float(hist['Close'].iloc[-2])
pct_change = ((current - prev) / prev) * 100
if pct_change <= -5.0:
access_manager.send_telegram_alert(f"🚨 **MARKET ALERT**\nSPY has dropped by {pct_change:.2f}%!\nCheck the portfolio engine.")
except Exception as e:
pass # Suppress daemon errors
if __name__ == "__main__":
import uvicorn
# Start the background alert daemon
daemon_thread = threading.Thread(target=_alert_daemon, daemon=True)
daemon_thread.start()
uvicorn.run("app:app", host="0.0.0.0", port=8000, reload=True)