12d235a1f1
Phase 1: - Real-time signal alerts (Discord/Telegram webhook) - Trading journal with entry/exit tracking - Position sizing calculator (Fixed/Kelly/ATR) Phase 2: - Pension asset allocation (DC/IRP 70% risk limit) - Drawdown monitoring with SVG gauge - Benchmark dashboard (portfolio vs KOSPI vs deposit) Phase 3: - Tax benefit simulation (Korean pension tax rules) - Correlation matrix heatmap - Parameter optimizer with grid search + overfit detection
70 lines
2.1 KiB
Python
70 lines
2.1 KiB
Python
"""
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Drawdown API endpoints for portfolio risk monitoring.
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"""
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from fastapi import APIRouter, Depends
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from sqlalchemy.orm import Session
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from app.core.database import get_db
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from app.api.deps import CurrentUser
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from app.api.snapshot import _get_portfolio
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from app.schemas.drawdown import (
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DrawdownResponse,
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DrawdownHistoryResponse,
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DrawdownSettingsUpdate,
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)
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from app.services.drawdown import (
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calculate_drawdown,
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calculate_rolling_drawdown,
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get_alert_threshold,
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set_alert_threshold,
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)
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router = APIRouter(prefix="/api/drawdown", tags=["drawdown"])
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@router.get("/{portfolio_id}", response_model=DrawdownResponse)
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async def get_drawdown(
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portfolio_id: int,
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current_user: CurrentUser,
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db: Session = Depends(get_db),
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):
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"""Get current drawdown metrics for a portfolio."""
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_get_portfolio(db, portfolio_id, current_user.id)
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data = calculate_drawdown(db, portfolio_id)
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return DrawdownResponse(portfolio_id=portfolio_id, **data)
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@router.get("/{portfolio_id}/history", response_model=DrawdownHistoryResponse)
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async def get_drawdown_history(
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portfolio_id: int,
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current_user: CurrentUser,
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db: Session = Depends(get_db),
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):
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"""Get rolling drawdown time series for a portfolio."""
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_get_portfolio(db, portfolio_id, current_user.id)
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rolling = calculate_rolling_drawdown(db, portfolio_id)
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summary = calculate_drawdown(db, portfolio_id)
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return DrawdownHistoryResponse(
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portfolio_id=portfolio_id,
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data=rolling,
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max_drawdown_pct=summary["max_drawdown_pct"],
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current_drawdown_pct=summary["current_drawdown_pct"],
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)
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@router.put("/settings/{portfolio_id}")
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async def update_drawdown_settings(
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portfolio_id: int,
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body: DrawdownSettingsUpdate,
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current_user: CurrentUser,
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db: Session = Depends(get_db),
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):
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"""Update drawdown alert threshold for a portfolio."""
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_get_portfolio(db, portfolio_id, current_user.id)
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set_alert_threshold(portfolio_id, body.alert_threshold_pct)
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return {
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"portfolio_id": portfolio_id,
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"alert_threshold_pct": float(body.alert_threshold_pct),
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}
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