backend/app/routers/quant.py

"""
Factors & Signals Router.

Endpoints for factor analysis, signal generation, and quantitative research.
"""

from __future__ import annotations

from fastapi import APIRouter, Depends

from app.dependencies import get_current_user
from app.schemas.backtest import (
    FactorAnalysisRequest,
    FactorAnalysisResponse,
    SignalGenerateRequest,
    SignalResponse,
)
from app.services.factors.engine import factor_engine
from app.services.signals.engine import signal_engine

router = APIRouter(prefix="/quant", tags=["Quantitative Analysis"])


# ── Factors ──────────────────────────────────────────────────────────────

@router.post("/factors/analyze")
async def analyze_factors(request: FactorAnalysisRequest):
    """Compute multi-factor exposures for a universe of tickers."""
    result = await factor_engine.compute_factor_exposures(
        tickers=request.tickers,
        factors=request.factors,
        period=request.period,
    )
    return result


@router.get("/factors/definitions")
async def get_factor_definitions():
    """Get metadata for all supported factors."""
    return factor_engine.get_factor_definitions()


# ── Signals ──────────────────────────────────────────────────────────────

@router.post("/signals/generate")
async def generate_signals(request: SignalGenerateRequest):
    """Generate quantitative trading signals for tickers."""
    results = await signal_engine.generate_signals(
        tickers=request.tickers,
        signal_types=request.signal_types,
        period=request.period,
    )
    return {
        "results": [
            {"ticker": ticker, "signals": signals}
            for ticker, signals in results.items()
        ],
        "total_signals": sum(len(s) for s in results.values()),
    }