from fastapi import FastAPI, HTTPException, WebSocket, WebSocketDisconnect, Depends, Request from fastapi.security import APIKeyHeader from pydantic import BaseModel from typing import List, Optional, Dict, Any import logging import threading import asyncio import numpy as np import redis import json import os import hashlib from core_engine import run_engine try: from dotenv import load_dotenv load_dotenv() except ImportError: pass from opentelemetry import trace from opentelemetry.sdk.trace import TracerProvider from opentelemetry.sdk.trace.export import BatchSpanProcessor, ConsoleSpanExporter from opentelemetry.instrumentation.fastapi import FastAPIInstrumentor # Initialize OpenTelemetry Tracer provider = TracerProvider() processor = BatchSpanProcessor(ConsoleSpanExporter()) provider.add_span_processor(processor) trace.set_tracer_provider(provider) tracer = trace.get_tracer(__name__) app = FastAPI(title="Portfolio Engine API", version="1.0.0") # Instrument FastAPI for automatic endpoint tracing FastAPIInstrumentor.instrument_app(app) API_KEY = os.getenv("API_KEY") if API_KEY is None: raise RuntimeError( "FATAL: API_KEY environment variable must be set. " "Refusing to start with default credentials." ) api_key_header = APIKeyHeader(name="X-API-Key") def verify_api_key(api_key: str = Depends(api_key_header)): if api_key != API_KEY: raise HTTPException(status_code=403, detail="Could not validate credentials") return api_key redis_client = redis.Redis.from_url(os.getenv("REDIS_URL", "redis://localhost:6379/0"), decode_responses=True) def rate_limit(request: Request, limit: int = 10, window: int = 60): ip = request.client.host if request.client else "127.0.0.1" key = f"rate_limit:{ip}:{request.url.path}" try: current = redis_client.get(key) if current and int(current) >= limit: raise HTTPException(status_code=429, detail="Too Many Requests") pipe = redis_client.pipeline() pipe.incr(key) pipe.expire(key, window) pipe.execute() except redis.RedisError as e: logging.warning(f"Redis rate limiter failed, bypassing: {e}") # Global state to hold the latest portfolio for the WebSocket dashboard GLOBAL_STATE = { "capital": 0.0, "weights": {}, "prices": {}, "shares": {}, "pnl": 0.0 } import asyncio GLOBAL_STATE_LOCK = asyncio.Lock() from pydantic import BaseModel, Field class PortfolioRequest(BaseModel): tickers: List[str] = Field(["SPY", "TLT", "GLD"], min_length=1, description="List of asset tickers") capital: float = Field(100000.0, gt=0, description="Total capital to allocate") risk: int = Field(5, ge=1, le=10, description="Risk tolerance level (1-10)") model: int = Field(6, ge=1, le=7, description="1=CAPM, 2=BL, 3=Bayes, 4=FF, 5=ML, 6=E2E, 7=World Model") engine: int = Field(1, ge=1, le=2, description="Allocation engine (1=Convex, 2=HRP)") currency: str = Field("$", max_length=5) days: int = Field(252, ge=1, le=365) bsts: bool = False monthly: bool = False tax: bool = False excel: bool = False no_dynamic_risk: bool = False with_futures: bool = False overlay_mode: str = Field("beta_hedge", description="Futures overlay mode") futures_target_beta: float = Field(0.0, ge=-2.0, le=2.0) futures_universe: List[str] = ["MES", "ES"] futures_safety_multiplier: float = Field(3.0, ge=1.0, le=10.0) futures_margin_headroom: float = Field(0.05, ge=0.0, le=0.5) current_weights: Dict[str, float] = {} class OptimizationResponse(BaseModel): status: str message: str def get_risk_factor(risk_level: int) -> float: risk_map = { 1: 0.1, 2: 0.5, 3: 1.0, 4: 2.0, 5: 3.0, 6: 5.0, 7: 7.5, 8: 10.0, 9: 15.0, 10: 25.0 } return risk_map.get(risk_level, 3.0) @app.post("/run_optimization", response_model=OptimizationResponse, summary="Run full portfolio optimization") async def run_optimization(req: PortfolioRequest, request: Request, api_key: str = Depends(verify_api_key)): """Triggers the heavy optimization pipeline natively in Python via cvxpy/ML stack.""" rate_limit(request, limit=5, window=60) try: req_hash = hashlib.sha256(json.dumps(req.model_dump(), sort_keys=True).encode()).hexdigest() cache_key = f"opt_{req_hash}" try: cached_state_json = redis_client.get(cache_key) if cached_state_json: logging.info("Returning cached optimization result") cached_state = json.loads(cached_state_json) async with GLOBAL_STATE_LOCK: GLOBAL_STATE.update(cached_state) return {"status": "success", "message": "Optimization completed successfully (cached)."} except redis.RedisError as e: logging.warning(f"Redis cache check failed: {e}") overrides = { "tickers": req.tickers, "capital": req.capital, "risk_input": req.risk, "risk_factor": get_risk_factor(req.risk), "model": req.model, "allocation_engine": req.engine, "current_weights_raw": req.current_weights, "headless": True, "cfg_overrides": { "currency_symbol": req.currency, "trading_days_per_year": req.days, "bsts_enabled": req.bsts, "tax_enabled": req.tax, "dynamic_risk": not req.no_dynamic_risk, "export_excel": req.excel, "with_futures": req.with_futures, "overlay_mode": req.overlay_mode, "futures_universe": req.futures_universe, "futures_target_beta": req.futures_target_beta, "futures_safety_multiplier": req.futures_safety_multiplier, "futures_margin_headroom": req.futures_margin_headroom, } } if req.monthly: overrides["cfg_overrides"]["return_frequency"] = "monthly" import functools loop = asyncio.get_event_loop() with tracer.start_as_current_span("run_engine_pipeline_async_task"): task = loop.run_in_executor(None, functools.partial(run_engine, overrides=overrides)) try: opt_res = await task except asyncio.CancelledError: logging.info("Optimization task cancelled by client.") raise # Populate global state for live streaming weights = opt_res.get("target_weights", {}) prices = opt_res.get("prices", {}) capital = req.capital shares = {} for t, w in weights.items(): if t == 'CASH' or t not in prices: continue shares[t] = (capital * w) / prices[t] state_update = { "capital": capital, "weights": weights, "prices": prices.copy(), "shares": shares, "pnl": 0.0 } async with GLOBAL_STATE_LOCK: GLOBAL_STATE.update(state_update) try: redis_client.setex(cache_key, 3600, json.dumps(state_update)) except redis.RedisError as e: logging.warning(f"Failed to cache result in Redis: {e}") # Write to Audit Log try: from database import get_pg_engine, AuditLog from sqlalchemy.orm import sessionmaker engine = get_pg_engine() Session = sessionmaker(bind=engine) with Session() as session: log_entry = AuditLog( user_id=api_key, endpoint=request.url.path, request_hash=req_hash, request_body=req.model_dump(), response_weights=weights, ip_address=request.client.host if request.client else "unknown" ) session.add(log_entry) session.commit() except Exception as e: logging.error(f"Failed to write audit log: {e}") return {"status": "success", "message": "Optimization completed successfully."} except Exception as e: import traceback traceback.print_exc() raise HTTPException(status_code=500, detail=str(e)) @app.websocket("/ws") async def websocket_endpoint(websocket: WebSocket): api_key = websocket.headers.get("X-API-Key") or websocket.query_params.get("api_key") if api_key != API_KEY: await websocket.close(code=1008) return await websocket.accept() rng = np.random.default_rng() try: while True: if not GLOBAL_STATE["shares"]: await asyncio.sleep(1) continue async with GLOBAL_STATE_LOCK: tickers_list = list(GLOBAL_STATE["shares"].keys()) if tickers_list: try: # Fetch real live data import yfinance as yf tickers_str = " ".join(tickers_list) data = yf.download(tickers_str, period="1d", interval="1m", progress=False) if not data.empty and 'Close' in data: close_data = data['Close'] current_value = 0.0 new_prices = {} async with GLOBAL_STATE_LOCK: for t, share_qty in GLOBAL_STATE["shares"].items(): try: # Handle MultiIndex for multiple tickers vs SingleIndex for one ticker if len(tickers_list) > 1: if t in close_data.columns: price = float(close_data[t].iloc[-1]) else: price = GLOBAL_STATE["prices"].get(t, 100.0) else: price = float(close_data.iloc[-1]) if not pd.isna(price): GLOBAL_STATE["prices"][t] = price new_prices[t] = round(price, 2) current_value += share_qty * price except Exception as e: logging.error(f"Error extracting price for {t}: {e}") cash = GLOBAL_STATE["capital"] * GLOBAL_STATE["weights"].get("CASH", 0.0) current_value += cash GLOBAL_STATE["pnl"] = current_value - GLOBAL_STATE["capital"] payload = { "type": "live_update", "capital": round(current_value, 2), "pnl": round(GLOBAL_STATE["pnl"], 2), "prices": new_prices } await websocket.send_json(payload) except Exception as e: logging.error(f"Error fetching live data: {e}") await asyncio.sleep(10) except WebSocketDisconnect: logging.info("WebSocket disconnected") @app.get("/health") def health_check(): return {"status": "healthy"} @app.get("/api/ping") async def ping(): """Endpoint for UptimeRobot to ping Render, which in turn pings HF to keep both awake.""" hf_url = os.getenv("HF_BACKEND_URL", "https://engineportf-portfolio-opt.hf.space").rstrip('/') import requests try: requests.get(f"{hf_url}/", timeout=10) except: pass return {"status": "awake"} class ChatRequest(BaseModel): message: str portfolio_context: dict @app.post("/api/chat") async def chat_with_portfolio(req: ChatRequest): try: from huggingface_hub import InferenceClient has_hf_hub = True except ImportError: has_hf_hub = False if not has_hf_hub: raise HTTPException(status_code=500, detail="huggingface_hub is not installed on the server.") try: hf_token = os.environ.get("HF_TOKEN", "") if not hf_token: return {"status": "error", "detail": "AI is disabled. Please add 'HF_TOKEN' to your Hugging Face Space Secrets to enable the AI."} system_prompt = ( "You are an elite quantitative analyst AI. " "You are explaining the user's mathematical portfolio allocation. " "Never give explicit financial advice (e.g. 'You must buy this stock'). " "Only explain WHY the math chose these weights based on the user's inputs and market metrics. " f"Here is the user's current mathematically optimized portfolio context: {req.portfolio_context}" ) prompt = f"[INST] {system_prompt}\n\nContext:\n{req.portfolio_context}\n\nUser: {req.message} [/INST]" try: from huggingface_hub import InferenceClient client = InferenceClient(model="mistralai/Mistral-7B-Instruct-v0.3", token=hf_token) response = client.text_generation(prompt, max_new_tokens=500, temperature=0.3, return_full_text=False) return {"status": "success", "response": response.strip()} except Exception as client_err: logging.warning(f"InferenceClient failed: {client_err}. Falling back to requests.") import requests api_url = "https://api-inference.huggingface.co/models/mistralai/Mistral-7B-Instruct-v0.3" headers = {"Authorization": f"Bearer {hf_token}"} payload = { "inputs": prompt, "parameters": {"max_new_tokens": 500, "temperature": 0.3, "return_full_text": False} } try: res = requests.post(api_url, headers=headers, json=payload, timeout=60) if res.ok: data = res.json() if isinstance(data, list) and len(data) > 0: response_text = data[0].get("generated_text", "AI response empty.") return {"status": "success", "response": response_text.strip()} elif isinstance(data, dict) and "error" in data: return {"status": "error", "detail": f"Hugging Face AI Error: {data['error']}"} else: return {"status": "success", "response": str(data)} else: return {"status": "error", "detail": f"Hugging Face API Error: {res.status_code} - {res.text}"} except Exception as req_err: return {"status": "error", "detail": f"AI temporarily unavailable due to server networking issues (DNS): {req_err}"} except Exception as e: logging.error(f"AI Chat error: {e}") raise HTTPException(status_code=500, detail=str(e))