Td 1 (#48)

* upd

copilot/_actor.py

@@ -1,9 +1,9 @@
 import asyncio
 import logging
+import re
 from typing import Union
 
 import numpy as np
-from core.models.strategy_type import StrategyType
 from scipy.spatial.distance import cdist
 from sklearn.cluster import KMeans
 from sklearn.decomposition import PCA, KernelPCA
@@ -25,11 +25,14 @@
 from core.models.risk_type import SessionRiskType, SignalRiskType
 from core.models.side import PositionSide, SignalSide
 from core.models.signal_risk import SignalRisk
+from core.models.strategy_type import StrategyType
 from core.queries.copilot import EvaluateSession, EvaluateSignal
 
 from ._prompt import (
     signal_contrarian_risk_prompt,
+    signal_risk_pattern,
     signal_trend_risk_prompt,
+    system_prompt,
 )
 
 CopilotEvent = Union[EvaluateSignal, EvaluateSession]
@@ -127,8 +130,6 @@ def _init_centroids(self, X, random_state):
 
 
 class CopilotActor(BaseActor, EventHandlerMixin):
-    _EVENTS = [EvaluateSignal, EvaluateSession]
-
     def __init__(self, llm: AbstractLLMService):
         super().__init__()
         EventHandlerMixin.__init__(self)
@@ -171,7 +172,11 @@ async def _evaluate_signal(self, msg: EvaluateSignal) -> SignalRisk:
         )
 
         bar = sorted(prev_bar + [curr_bar], key=lambda x: x.timestamp)
-        strategy_type = StrategyType.CONTRARIAN if "SUP" not in str(signal.strategy) else StrategyType.TREND_FOLLOW
+        strategy_type = (
+            StrategyType.CONTRARIAN
+            if "SUP" not in str(signal.strategy)
+            else StrategyType.TREND_FOLLOW
+        )
 
         template = (
             signal_contrarian_risk_prompt

core/actors/_base_actor.py

@@ -1,4 +1,6 @@
+import inspect
 import uuid
+from typing import Union, get_args, get_origin
 
 from core.commands.base import Command
 from core.interfaces.abstract_actor import AbstractActor, Ask, Message
@@ -7,13 +9,12 @@
 
 
 class BaseActor(AbstractActor):
-    _EVENTS = []
-
     def __init__(self):
         super().__init__()
         self._running = False
         self._mailbox = EventDispatcher()
         self._id = str(uuid.uuid4())
+        self._EVENTS = self._discover_events()
 
     @property
     def id(self):
@@ -67,3 +68,21 @@ def _register_events(self):
     def _unregister_events(self):
         for event in self._EVENTS:
             self._mailbox.unregister(event, self.on_receive)
+
+    def _discover_events(self):
+        sig = inspect.signature(self.on_receive)
+        params = list(sig.parameters.values())
+
+        if len(params) < 1:
+            return []
+
+        event_type = params[0].annotation
+
+        events = []
+
+        if get_origin(event_type) is Union:
+            events = get_args(event_type)
+        else:
+            events = [event_type]
+
+        return list(set(events))

core/actors/_strategy_actor.py

@@ -6,8 +6,6 @@
 
 
 class StrategyActor(BaseActor):
-    _EVENTS = []
-
     def __init__(self, symbol: Symbol, timeframe: Timeframe):
         super().__init__()
         self._symbol = symbol

core/events/position.py

@@ -54,7 +54,7 @@ class BrokerPositionOpened(PositionEvent):
 
 
 @dataclass(frozen=True)
-class BrokerPositionAdjusted(PositionEvent):
+class BrokerPositionReduced(PositionEvent):
     pass
 
 

core/models/strategy_type.py

@@ -1,11 +1,9 @@
-
-
-from enum import Enum, auto
+from enum import Enum
 
 
 class StrategyType(Enum):
     TREND_FOLLOW = "Trend Follow"
     CONTRARIAN = "Contrarian"
 
     def __str__(self):
-        return self.value
+        return self.value

core/queries/broker.py

@@ -2,6 +2,7 @@
 from typing import List
 
 from core.events.base import EventMeta
+from core.models.position import Position
 from core.models.symbol import Symbol
 
 from .base import Query, QueryGroup
@@ -22,3 +23,12 @@ class GetSymbol(Query[Symbol]):
         default_factory=lambda: EventMeta(priority=3, group=QueryGroup.broker),
         init=False,
     )
+
+
+@dataclass(frozen=True)
+class HasPosition(Query[bool]):
+    position: Position
+    meta: EventMeta = field(
+        default_factory=lambda: EventMeta(priority=3, group=QueryGroup.broker),
+        init=False,
+    )

executor/_market_actor.py

@@ -12,6 +12,7 @@
 from core.mixins import EventHandlerMixin
 from core.models.symbol import Symbol
 from core.models.timeframe import Timeframe
+from core.queries.broker import HasPosition
 from core.queries.position import GetClosePosition, GetOpenPosition
 
 logger = logging.getLogger(__name__)
@@ -21,8 +22,6 @@
 
 
 class MarketOrderActor(StrategyActor, EventHandlerMixin):
-    _EVENTS = [PositionInitialized, PositionCloseRequested]
-
     def __init__(self, symbol: Symbol, timeframe: Timeframe):
         super().__init__(symbol, timeframe)
         EventHandlerMixin.__init__(self)
@@ -58,7 +57,8 @@ async def _close_position(self, event: PositionCloseRequested):
 
         logger.debug(f"To Close Position: {current_position}")
 
-        await self.ask(ClosePosition(current_position))
+        while await self.ask(HasPosition(current_position)):
+            await self.ask(ClosePosition(current_position))
 
         order = await self.ask(GetClosePosition(current_position))
 

executor/_paper_actor.py

@@ -29,11 +29,6 @@ class PriceDirection(Enum):
 
 
 class PaperOrderActor(StrategyActor, EventHandlerMixin):
-    _EVENTS = [
-        PositionInitialized,
-        PositionCloseRequested,
-    ]
-
     def __init__(self, symbol: Symbol, timeframe: Timeframe):
         super().__init__(symbol, timeframe)
         EventHandlerMixin.__init__(self)

feed/_historical.py

@@ -71,8 +71,6 @@ def _next_item_or_end(self):
 
 
 class HistoricalActor(StrategyActor):
-    _EVENTS = [StartHistoricalFeed]
-
     def __init__(
         self,
         symbol: Symbol,

feed/_realtime.py

@@ -46,8 +46,6 @@ async def __anext__(self):
 
 
 class RealtimeActor(StrategyActor):
-    _EVENTS = [StartRealtimeFeed]
-
     def __init__(
         self,
         symbol: Symbol,

market/_actor.py

@@ -11,8 +11,6 @@
 
 
 class MarketActor(BaseActor, EventHandlerMixin):
-    _EVENTS = [NextBar, PrevBar, TA, BackNBars]
-
     def __init__(self, ts: AbstractTimeSeriesService):
         super().__init__()
         EventHandlerMixin.__init__(self)

position/_actor.py

@@ -45,15 +45,6 @@
 
 
 class PositionActor(StrategyActor):
-    _EVENTS = [
-        GoLongSignalReceived,
-        GoShortSignalReceived,
-        BrokerPositionOpened,
-        BrokerPositionClosed,
-        RiskThresholdBreached,
-        BacktestEnded,
-    ]
-
     def __init__(
         self,
         symbol: Symbol,
@@ -69,7 +60,7 @@ def __init__(
         self.state = PositionStorage()
         self.config = config_service.get("position")
 
-    async def on_receive(self, event):
+    async def on_receive(self, event: PositionEvent):
         symbol, _ = self._get_event_key(event)
 
         if hasattr(event, "position"):
@@ -103,7 +94,10 @@ async def create_and_store_position(event: SignalEvent):
                 EvaluateSignal(event.signal, back_bars, ta)
             )
 
-            if signal_risk_level.type in {SignalRiskType.VERY_HIGH}:
+            if signal_risk_level.type in {
+                SignalRiskType.UNKNOWN,
+                SignalRiskType.VERY_HIGH,
+            }:
                 return False
 
             position = await self.position_factory.create(

position/_sm.py

@@ -5,7 +5,6 @@
 
 from core.events.backtest import BacktestEnded
 from core.events.position import (
-    BrokerPositionAdjusted,
     BrokerPositionClosed,
     BrokerPositionOpened,
 )
@@ -29,7 +28,6 @@ class PositionState(Enum):
 
 PositionEvent = Union[
     BrokerPositionOpened,
-    BrokerPositionAdjusted,
     BrokerPositionClosed,
     GoLongSignalReceived,
     GoShortSignalReceived,
@@ -57,10 +55,6 @@ class PositionState(Enum):
         PositionState.CLOSE,
         "handle_backtest",
     ),
-    (PositionState.OPENED, BrokerPositionAdjusted): (
-        PositionState.OPENED,
-        "handle_position_adjusted",
-    ),
     (PositionState.OPENED, RiskThresholdBreached): (
         PositionState.CLOSE,
         "handle_exit_received",
@@ -92,10 +86,6 @@ class PositionState(Enum):
         PositionState.CLOSE,
         "handle_backtest",
     ),
-    (PositionState.OPENED, BrokerPositionAdjusted): (
-        PositionState.OPENED,
-        "handle_position_adjusted",
-    ),
     (PositionState.OPENED, RiskThresholdBreached): (
         PositionState.CLOSE,
         "handle_exit_received",

risk/_actor.py

@@ -63,16 +63,6 @@ def _ema(values, alpha=0.1):
 
 
 class RiskActor(StrategyActor, EventHandlerMixin):
-    _EVENTS = [
-        NewMarketDataReceived,
-        PositionOpened,
-        PositionClosed,
-        ExitLongSignalReceived,
-        ExitShortSignalReceived,
-        GoLongSignalReceived,
-        GoShortSignalReceived,
-    ]
-
     def __init__(
         self, symbol: Symbol, timeframe: Timeframe, config_service: AbstractConfig
     ):