root
6ff021fbf4
Crypto opera 24/7: la cadenza settimanale lunedì-only era un retaggio TradFi senza giustificazione. La nuova cadenza è giornaliera (cron 0 14 * * *), con i gate quantitativi a decidere se entrare o saltare. Cambiamenti principali: * runtime/orchestrator.py — _CRON_ENTRY 0 14 * * * (era MON) * runtime/auto_pause.py — pause_until(days=) (era weeks=); minimo clamp 1 giorno (era 1 settimana) * core/backtest.py — MondayPick→DailyPick, monday_picks→daily_picks (1 pick per calendar-day all'ora target); Sharpe annualization su ~120 trade/anno (era 52) * config/schema.py — default cron daily; max_concurrent_positions 1→5; AutoPauseConfig.pause_weeks→pause_days, default 14 * runtime/option_chain_snapshot_cycle.py + orchestrator — cron */15 per accumulo continuo dataset di backtest empirico Strategy yamls (config_version 1.3.0 → 1.4.0, hash rigenerati): * strategy.yaml — max_concurrent 1→5, cap_aggregate coerente * strategy.aggressiva.yaml — max_concurrent 2→8, cap_aggregate 3200→6400, max_contracts_per_trade invariato a 16 * strategy.conservativa.yaml — max_concurrent 1→3 * tutti — pause_weeks→pause_days: 14 GUI (pages/7_📚_Strategia.py): * slider Trade/anno: range 20-200 (era 8-30), default 110, help riallineato sulla math 365 candidature × pass-rate 30-40% * card profili: versione letta dinamicamente da config_version invece che hard-coded "v1.2.0" * warning "entrambi perdono soldi" ora valuta i P/L effettivi (cons['annual_pl'], aggr['annual_pl']) invece del win_rate grezzo; aggiunto stato intermedio quando solo conservativo è in perdita Tests (450/450 passati): * test_auto_pause: pause_days, clamp ≥1 giorno * test_backtest: rinomina + ridisegno daily picks (assert su calendar-day dedupe e hour filter) * test_sizing_engine: other_open_positions=5 per cap default * test_config_loader: version 1.4.0 Docs (README + 9 file in docs/) — tutti i riferimenti weekly/lunedì allineati a daily/24-7, volume option_chain ricalcolato per cron */15 (~1.1 MB/giorno, ~400 MB/anno). Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
454 lines
16 KiB
Python
454 lines
16 KiB
Python
"""Façade that ties the runtime modules into a runnable engine.
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The :class:`Orchestrator` is the single entry point for the CLI: it
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holds the :class:`RuntimeContext`, the :class:`HealthCheck` state, and
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the boot procedure (recover + boot environment check + scheduler
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arming). Every concrete cycle is delegated to its own module so each
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piece stays independently testable.
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"""
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from __future__ import annotations
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import asyncio
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import logging
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from collections.abc import Awaitable, Callable
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from dataclasses import dataclass
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from datetime import UTC, datetime
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from decimal import Decimal
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from pathlib import Path
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from typing import Literal
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from uuid import uuid4
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import structlog
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from apscheduler.schedulers.asyncio import AsyncIOScheduler
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from cerbero_bite.config.mcp_endpoints import McpEndpoints
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from cerbero_bite.config.runtime_flags import RuntimeFlags
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from cerbero_bite.config.schema import StrategyConfig
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from cerbero_bite.runtime.dependencies import RuntimeContext, build_runtime
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from cerbero_bite.runtime.entry_cycle import EntryCycleResult, run_entry_cycle
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from cerbero_bite.runtime.health_check import HealthCheck, HealthCheckResult
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from cerbero_bite.runtime.lockfile import EngineLock
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from cerbero_bite.runtime.manual_actions_consumer import consume_manual_actions
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from cerbero_bite.runtime.market_snapshot_cycle import (
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DEFAULT_ASSETS,
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collect_market_snapshot,
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)
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from cerbero_bite.runtime.option_chain_snapshot_cycle import (
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collect_option_chain_snapshot,
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)
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from cerbero_bite.runtime.monitor_cycle import MonitorCycleResult, run_monitor_cycle
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from cerbero_bite.runtime.recovery import recover_state
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from cerbero_bite.runtime.scheduler import JobSpec, build_scheduler
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from cerbero_bite.state import connect as connect_state
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__all__ = ["Orchestrator"]
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_log = logging.getLogger("cerbero_bite.runtime.orchestrator")
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Environment = Literal["testnet", "mainnet"]
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# Default cron schedule (matches docs/06-operational-flow.md table).
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_CRON_ENTRY = "0 14 * * *" # crypto 24/7: candidatura giornaliera; i gate decidono se entrare
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_CRON_MONITOR = "0 2,14 * * *"
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_CRON_HEALTH = "*/5 * * * *"
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_CRON_BACKUP = "0 * * * *"
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_CRON_MANUAL_ACTIONS = "*/1 * * * *"
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_CRON_MARKET_SNAPSHOT = "*/15 * * * *"
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_CRON_OPTION_CHAIN_SNAPSHOT = "*/15 * * * *" # crypto è 24/7: cadenza continua allineata a market_snapshot
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_BACKUP_RETENTION_DAYS = 30
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@dataclass(frozen=True)
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class _BootResult:
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environment: Environment
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health: HealthCheckResult
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class Orchestrator:
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"""Engine façade — boot, scheduler, manual cycle invocation."""
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def __init__(
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self,
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ctx: RuntimeContext,
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*,
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expected_environment: Environment,
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eur_to_usd: Decimal,
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flags: RuntimeFlags | None = None,
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) -> None:
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self._ctx = ctx
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self._expected_env = expected_environment
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self._eur_to_usd = eur_to_usd
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self._flags = flags or RuntimeFlags()
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self._health = HealthCheck(ctx, expected_environment=expected_environment)
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self._scheduler: AsyncIOScheduler | None = None
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@property
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def context(self) -> RuntimeContext:
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return self._ctx
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@property
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def expected_environment(self) -> Environment:
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return self._expected_env
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@property
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def flags(self) -> RuntimeFlags:
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return self._flags
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# ------------------------------------------------------------------
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# Boot
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# ------------------------------------------------------------------
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async def boot(self) -> _BootResult:
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"""Reconcile state, verify environment, run a first health probe."""
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when = self._ctx.clock()
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await self._verify_audit_anchor(now=when)
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await recover_state(self._ctx, now=when)
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info = await self._ctx.deribit.environment_info()
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if info.environment != self._expected_env:
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await self._ctx.alert_manager.critical(
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source="orchestrator.boot",
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message=(
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f"Deribit environment mismatch at boot: expected "
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f"{self._expected_env}, got {info.environment}"
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),
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component="runtime.orchestrator",
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)
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health = await self._health.run(now=when)
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self._ctx.audit_log.append(
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event="ENGINE_START",
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payload={
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"environment": info.environment,
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"health": health.state,
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"config_version": self._ctx.cfg.config_version,
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"data_analysis_enabled": self._flags.data_analysis_enabled,
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"strategy_enabled": self._flags.strategy_enabled,
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},
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now=when,
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)
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_log.info(
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"engine started: env=%s health=%s data_analysis=%s strategy=%s",
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info.environment,
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health.state,
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self._flags.data_analysis_enabled,
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self._flags.strategy_enabled,
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)
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return _BootResult(environment=info.environment, health=health)
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# ------------------------------------------------------------------
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# Cycle invocations (used by scheduler jobs and CLI dry-run)
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# ------------------------------------------------------------------
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async def _verify_audit_anchor(self, *, now: datetime) -> None: # noqa: ARG002
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"""Compare the audit log tail with the SQLite anchor.
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``now`` is accepted for symmetry with the other ``boot``
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helpers but unused: the comparison is purely between the
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in-memory tail hash and the value persisted on the previous
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run.
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"""
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conn = connect_state(self._ctx.db_path)
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try:
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state = self._ctx.repository.get_system_state(conn)
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finally:
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conn.close()
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if state is None or state.last_audit_hash is None:
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return # first boot, nothing to compare against
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actual_tail = self._ctx.audit_log.last_hash
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if actual_tail != state.last_audit_hash:
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await self._ctx.alert_manager.critical(
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source="orchestrator.boot",
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message=(
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f"audit log anchor mismatch: anchor="
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f"{state.last_audit_hash[:12]}…, file tail="
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f"{actual_tail[:12]}… — possible tampering or truncation"
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),
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component="safety.audit_log",
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)
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async def run_entry(
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self, *, now: datetime | None = None
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) -> EntryCycleResult:
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cycle_id = str(uuid4())
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token = structlog.contextvars.bind_contextvars(
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cycle="entry", cycle_id=cycle_id
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)
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try:
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return await run_entry_cycle(
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self._ctx, eur_to_usd_rate=self._eur_to_usd, now=now
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)
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finally:
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structlog.contextvars.reset_contextvars(**token)
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async def run_monitor(
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self, *, now: datetime | None = None
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) -> MonitorCycleResult:
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cycle_id = str(uuid4())
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token = structlog.contextvars.bind_contextvars(
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cycle="monitor", cycle_id=cycle_id
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)
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try:
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return await run_monitor_cycle(self._ctx, now=now)
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finally:
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structlog.contextvars.reset_contextvars(**token)
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async def run_health(
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self, *, now: datetime | None = None
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) -> HealthCheckResult:
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cycle_id = str(uuid4())
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token = structlog.contextvars.bind_contextvars(
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cycle="health", cycle_id=cycle_id
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)
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try:
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return await self._health.run(now=now)
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finally:
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structlog.contextvars.reset_contextvars(**token)
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# ------------------------------------------------------------------
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# Scheduler lifecycle
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# ------------------------------------------------------------------
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def install_scheduler(
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self,
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*,
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entry_cron: str = _CRON_ENTRY,
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monitor_cron: str = _CRON_MONITOR,
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health_cron: str = _CRON_HEALTH,
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backup_cron: str = _CRON_BACKUP,
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manual_actions_cron: str = _CRON_MANUAL_ACTIONS,
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market_snapshot_cron: str = _CRON_MARKET_SNAPSHOT,
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market_snapshot_assets: tuple[str, ...] = DEFAULT_ASSETS,
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option_chain_cron: str = _CRON_OPTION_CHAIN_SNAPSHOT,
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option_chain_asset: str = "ETH",
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backup_dir: Path | None = None,
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backup_retention_days: int = _BACKUP_RETENTION_DAYS,
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) -> AsyncIOScheduler:
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"""Build the scheduler with the canonical job set, ready to start."""
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async def _safe(name: str, coro_factory: Callable[[], Awaitable[object]]) -> None:
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try:
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await coro_factory()
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except Exception as exc: # never let a tick kill the scheduler
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_log.exception("scheduler tick %s raised", name)
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await self._ctx.alert_manager.critical(
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source=f"scheduler.{name}",
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message=f"{type(exc).__name__}: {exc}",
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component=f"runtime.{name}",
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)
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async def _entry() -> None:
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await _safe("entry", self.run_entry)
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async def _monitor() -> None:
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await _safe("monitor", self.run_monitor)
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async def _health() -> None:
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await _safe("health", self.run_health)
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backups_target = backup_dir or self._ctx.db_path.parent / "backups"
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async def _backup() -> None:
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async def _do() -> None:
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await asyncio.to_thread(
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_run_backup,
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db_path=self._ctx.db_path,
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backup_dir=backups_target,
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retention_days=backup_retention_days,
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)
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await _safe("backup", _do)
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async def _run_market_snapshot_via_action() -> None:
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await collect_market_snapshot(
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self._ctx, assets=market_snapshot_assets
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)
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async def _manual_actions() -> None:
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async def _do() -> None:
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await consume_manual_actions(
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self._ctx,
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cycle_runners={
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"entry": self.run_entry,
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"monitor": self.run_monitor,
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"health": self.run_health,
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"market_snapshot": _run_market_snapshot_via_action,
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},
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)
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await _safe("manual_actions", _do)
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async def _market_snapshot() -> None:
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async def _do() -> None:
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await collect_market_snapshot(
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self._ctx, assets=market_snapshot_assets
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)
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await _safe("market_snapshot", _do)
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async def _option_chain_snapshot() -> None:
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async def _do() -> None:
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await collect_option_chain_snapshot(
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self._ctx, asset=option_chain_asset
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)
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await _safe("option_chain_snapshot", _do)
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jobs: list[JobSpec] = [
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JobSpec(name="health", cron=health_cron, coro_factory=_health),
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JobSpec(name="backup", cron=backup_cron, coro_factory=_backup),
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JobSpec(
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name="manual_actions",
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cron=manual_actions_cron,
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coro_factory=_manual_actions,
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),
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]
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if self._flags.strategy_enabled:
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jobs.append(JobSpec(name="entry", cron=entry_cron, coro_factory=_entry))
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jobs.append(
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JobSpec(name="monitor", cron=monitor_cron, coro_factory=_monitor)
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)
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else:
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_log.warning(
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"strategy disabled (CERBERO_BITE_ENABLE_STRATEGY=false): "
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"entry and monitor cycles are NOT scheduled"
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)
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if self._flags.data_analysis_enabled:
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jobs.append(
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JobSpec(
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name="market_snapshot",
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cron=market_snapshot_cron,
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coro_factory=_market_snapshot,
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)
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)
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jobs.append(
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JobSpec(
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name="option_chain_snapshot",
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cron=option_chain_cron,
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coro_factory=_option_chain_snapshot,
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)
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)
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else:
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_log.warning(
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"data analysis disabled (CERBERO_BITE_ENABLE_DATA_ANALYSIS="
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"false): market_snapshot job is NOT scheduled"
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)
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self._scheduler = build_scheduler(jobs)
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return self._scheduler
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async def run_forever(self, *, lock_path: Path | None = None) -> None:
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"""Boot, acquire the single-instance lock, install the scheduler.
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``lock_path`` defaults to ``<db_path.parent>/.lockfile`` so two
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containers cannot trade against the same SQLite file. SIGTERM
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and SIGINT are intercepted so Docker (or the operator) can
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signal a clean shutdown — the scheduler is stopped, in-flight
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cycles complete, the audit log fsyncs, and the HTTP client is
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closed before the process exits.
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"""
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import signal # noqa: PLC0415 — only needed by run_forever
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lock = EngineLock(
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lock_path or self._ctx.db_path.parent / ".lockfile"
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)
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with lock:
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try:
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await self.boot()
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scheduler = self.install_scheduler()
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scheduler.start()
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stop_event = asyncio.Event()
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def _on_signal(signame: str) -> None:
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_log.info("received %s — initiating shutdown", signame)
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stop_event.set()
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loop = asyncio.get_running_loop()
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for sig_name in ("SIGTERM", "SIGINT"):
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sig = getattr(signal, sig_name, None)
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if sig is None: # pragma: no cover — Windows fallback
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continue
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try:
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loop.add_signal_handler(
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sig, _on_signal, sig_name
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)
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except NotImplementedError: # pragma: no cover
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# Some sandboxes (Windows asyncio) don't support
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# add_signal_handler; fall back to no-op.
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signal.signal(sig, lambda *_: stop_event.set())
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try:
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await stop_event.wait()
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finally:
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scheduler.shutdown(wait=False)
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finally:
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await self._ctx.aclose()
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def _run_backup(
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*, db_path: Path, backup_dir: Path, retention_days: int
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) -> None:
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"""Synchronous helper invoked from the scheduler via ``asyncio.to_thread``.
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Keeps the import of ``scripts.backup`` lazy: importing the module
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eagerly at orchestrator load time would mean the scheduler depends
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on a script that lives outside the ``cerbero_bite`` package, which
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breaks ``importlib.util.spec_from_file_location`` if the cwd shifts
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at runtime.
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"""
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import sys # noqa: PLC0415 — kept lazy to keep module load cheap
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from importlib.util import ( # noqa: PLC0415
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module_from_spec,
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spec_from_file_location,
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)
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backup_py = Path(__file__).resolve().parents[3] / "scripts" / "backup.py"
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spec = spec_from_file_location("_cerbero_bite_backup", backup_py)
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if spec is None or spec.loader is None: # pragma: no cover — only on broken installs
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raise RuntimeError(f"cannot load scripts/backup.py from {backup_py}")
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module = module_from_spec(spec)
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sys.modules.setdefault(spec.name, module)
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spec.loader.exec_module(module)
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module.backup_database(db_path=db_path, backup_dir=backup_dir)
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module.prune_backups(backup_dir, retention_days=retention_days)
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# ---------------------------------------------------------------------------
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# Convenience builder for the CLI
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# ---------------------------------------------------------------------------
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def make_orchestrator(
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*,
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cfg: StrategyConfig,
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endpoints: McpEndpoints,
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token: str,
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db_path: Path,
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audit_path: Path,
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expected_environment: Environment,
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eur_to_usd: Decimal,
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bot_tag: str | None = None,
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flags: RuntimeFlags | None = None,
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clock: Callable[[], datetime] | None = None,
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) -> Orchestrator:
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"""Build a fresh :class:`Orchestrator` ready for ``boot``/``run_*``."""
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build_kwargs: dict[str, object] = {
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"cfg": cfg,
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"endpoints": endpoints,
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"token": token,
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"db_path": db_path,
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"audit_path": audit_path,
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"clock": clock or (lambda: datetime.now(UTC)),
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}
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if bot_tag is not None:
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build_kwargs["bot_tag"] = bot_tag
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ctx = build_runtime(**build_kwargs) # type: ignore[arg-type]
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return Orchestrator(
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ctx,
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expected_environment=expected_environment,
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eur_to_usd=eur_to_usd,
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flags=flags,
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)
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