98 lines
3.3 KiB
Python
98 lines
3.3 KiB
Python
"""
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Background worker for backtest execution.
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"""
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from datetime import datetime, timezone
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from concurrent.futures import ThreadPoolExecutor
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import logging
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from sqlalchemy.orm import Session
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from app.core.database import SessionLocal
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from app.models.backtest import Backtest, BacktestStatus
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from app.services.backtest.engine import BacktestEngine, BacktestNoDataError
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logger = logging.getLogger(__name__)
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# Thread pool for background execution
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executor = ThreadPoolExecutor(max_workers=2)
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def submit_backtest(backtest_id: int) -> None:
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"""
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Submit a backtest job for background execution.
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Returns immediately, backtest runs in background thread.
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"""
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executor.submit(_run_backtest_job, backtest_id)
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logger.info(f"Backtest {backtest_id} submitted for background execution")
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def _run_backtest_job(backtest_id: int) -> None:
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"""
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Execute backtest in background thread.
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Creates its own database session.
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"""
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db: Session = SessionLocal()
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try:
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# Update status to running
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backtest = db.get(Backtest, backtest_id)
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if not backtest:
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logger.error(f"Backtest {backtest_id} not found")
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return
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backtest.status = BacktestStatus.RUNNING
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db.commit()
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logger.info(f"Backtest {backtest_id} started")
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# Run backtest - route KJB to DailyBacktestEngine
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if backtest.strategy_type == "kjb":
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from app.services.backtest.daily_engine import DailyBacktestEngine
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engine = DailyBacktestEngine(db)
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else:
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engine = BacktestEngine(db)
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engine.run(backtest_id)
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# Update status to completed
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backtest.status = BacktestStatus.COMPLETED
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backtest.completed_at = datetime.now(timezone.utc)
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db.commit()
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logger.info(f"Backtest {backtest_id} completed successfully")
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except BacktestNoDataError as e:
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logger.warning(f"Backtest {backtest_id} — no price data: {e}")
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try:
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backtest = db.get(Backtest, backtest_id)
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if backtest:
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backtest.status = BacktestStatus.FAILED
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msg = f"no_price_data: {e.available_from} ~ {e.available_to}" if e.available_from else "no_price_data: 가격 데이터 없음"
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backtest.error_message = msg
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backtest.completed_at = datetime.now(timezone.utc)
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db.commit()
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except Exception as commit_error:
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logger.exception(f"Failed to update backtest status: {commit_error}")
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except Exception as e:
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logger.exception(f"Backtest {backtest_id} failed: {e}")
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# Update status to failed
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try:
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backtest = db.get(Backtest, backtest_id)
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if backtest:
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backtest.status = BacktestStatus.FAILED
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backtest.error_message = str(e)[:1000] # Limit error message length
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backtest.completed_at = datetime.now(timezone.utc)
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db.commit()
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except Exception as commit_error:
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logger.exception(f"Failed to update backtest status: {commit_error}")
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finally:
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db.close()
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def get_executor_status() -> dict:
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"""Get current executor status for monitoring."""
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return {
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"max_workers": executor._max_workers,
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"pending_tasks": executor._work_queue.qsize() if hasattr(executor, '_work_queue') else 0,
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}
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