103 lines
3.5 KiB
Python
103 lines
3.5 KiB
Python
from apscheduler.schedulers.background import BackgroundScheduler
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from datetime import datetime, timedelta
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import json
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from sqlalchemy import func
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from config import settings
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from db import SessionLocal, BotDecision, TradeExecution, CuratedInsight
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from services import searx_news, ollama_decide, place_order, market_open, positions_snapshot, summarize_news_with_ollama
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scheduler = BackgroundScheduler(timezone=settings.timezone)
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def _daily_spent(db):
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since = datetime.utcnow() - timedelta(hours=24)
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return float(db.query(func.coalesce(func.sum(TradeExecution.notional), 0)).filter(TradeExecution.ts >= since).scalar() or 0)
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def curate_cycle():
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db = SessionLocal()
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try:
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for symbol in settings.symbols:
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news = searx_news(symbol)
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summary = summarize_news_with_ollama(symbol, news)
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row = CuratedInsight(symbol=symbol, summary=summary, sources=json.dumps(news)[:60000])
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db.add(row)
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db.commit()
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finally:
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db.close()
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def run_cycle():
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db = SessionLocal()
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try:
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if not market_open():
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return
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spent = _daily_spent(db)
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if spent >= settings.max_daily_notional:
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return
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pos = positions_snapshot()
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if len(pos) >= settings.max_open_positions:
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return
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for symbol in settings.symbols:
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if spent >= settings.max_daily_notional:
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break
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news = searx_news(symbol)
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decision = ollama_decide(symbol, news)
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drow = BotDecision(
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symbol=symbol,
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action=decision["action"],
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confidence=decision["confidence"],
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reason=decision["reason"],
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market_context=json.dumps(news)[:60000],
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order_usd=decision["order_usd"],
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status="planned",
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)
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db.add(drow)
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db.commit()
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db.refresh(drow)
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should_trade = (
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decision["action"] in {"buy", "sell"}
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and decision["confidence"] >= settings.min_confidence
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)
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if should_trade:
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notional = min(settings.max_order_usd, decision["order_usd"], settings.max_daily_notional - spent)
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if notional <= 0:
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drow.status = "risk_blocked"
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db.add(drow)
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db.commit()
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continue
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res = place_order(symbol, decision["action"], notional)
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ok = bool(res and res.get("ok"))
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drow.status = "executed" if ok else "failed"
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db.add(drow)
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db.add(TradeExecution(
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symbol=symbol,
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side=decision["action"],
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qty=float((res or {}).get("json", {}).get("qty", 0) or 0),
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notional=notional,
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alpaca_order_id=(res or {}).get("json", {}).get("id", ""),
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raw=json.dumps(res)[:60000],
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))
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db.commit()
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if ok:
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spent += notional
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else:
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drow.status = "skipped"
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db.add(drow)
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db.commit()
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finally:
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db.close()
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def start_scheduler():
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scheduler.add_job(curate_cycle, "interval", minutes=settings.curate_interval_minutes, id="curate_cycle", replace_existing=True)
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scheduler.add_job(run_cycle, "interval", hours=settings.trade_interval_hours, id="trade_cycle", replace_existing=True)
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scheduler.start()
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