galaxis-po/backend/app/api/portfolio.py

"""
Portfolio management API endpoints.
"""
from decimal import Decimal
from typing import List

from fastapi import APIRouter, Depends, HTTPException, status
from sqlalchemy.orm import Session

from app.core.database import get_db
from app.api.deps import CurrentUser
from app.models.portfolio import Portfolio, PortfolioType, Target, Holding, Transaction, TransactionType
from app.models.stock import ETF
from app.schemas.portfolio import (
    PortfolioCreate, PortfolioUpdate, PortfolioResponse, PortfolioDetail,
    TargetCreate, TargetResponse,
    HoldingCreate, HoldingResponse, HoldingWithValue,
    TransactionCreate, TransactionResponse,
    RebalanceResponse, RebalanceSimulationRequest, RebalanceSimulationResponse,
    RebalanceCalculateRequest, RebalanceCalculateResponse,
    RebalanceApplyRequest, RebalanceApplyResponse,
    PositionSizeResponse,
)
from app.services.rebalance import RebalanceService

router = APIRouter(prefix="/api/portfolios", tags=["portfolios"])


@router.get("", response_model=List[PortfolioResponse])
async def list_portfolios(
    current_user: CurrentUser,
    db: Session = Depends(get_db),
):
    """Get all portfolios for current user."""
    portfolios = (
        db.query(Portfolio)
        .filter(Portfolio.user_id == current_user.id)
        .order_by(Portfolio.created_at.desc())
        .all()
    )
    return portfolios


@router.post("", response_model=PortfolioResponse, status_code=status.HTTP_201_CREATED)
async def create_portfolio(
    data: PortfolioCreate,
    current_user: CurrentUser,
    db: Session = Depends(get_db),
):
    """Create a new portfolio."""
    portfolio_type = PortfolioType(data.portfolio_type)
    portfolio = Portfolio(
        user_id=current_user.id,
        name=data.name,
        portfolio_type=portfolio_type,
    )
    db.add(portfolio)
    db.commit()
    db.refresh(portfolio)
    return portfolio


@router.get("/{portfolio_id}", response_model=PortfolioResponse)
async def get_portfolio(
    portfolio_id: int,
    current_user: CurrentUser,
    db: Session = Depends(get_db),
):
    """Get a portfolio by ID."""
    portfolio = db.query(Portfolio).filter(
        Portfolio.id == portfolio_id,
        Portfolio.user_id == current_user.id,
    ).first()
    if not portfolio:
        raise HTTPException(status_code=404, detail="Portfolio not found")
    return portfolio


@router.put("/{portfolio_id}", response_model=PortfolioResponse)
async def update_portfolio(
    portfolio_id: int,
    data: PortfolioUpdate,
    current_user: CurrentUser,
    db: Session = Depends(get_db),
):
    """Update a portfolio."""
    portfolio = db.query(Portfolio).filter(
        Portfolio.id == portfolio_id,
        Portfolio.user_id == current_user.id,
    ).first()
    if not portfolio:
        raise HTTPException(status_code=404, detail="Portfolio not found")

    if data.name is not None:
        portfolio.name = data.name
    if data.portfolio_type is not None:
        portfolio.portfolio_type = PortfolioType(data.portfolio_type)

    db.commit()
    db.refresh(portfolio)
    return portfolio


@router.delete("/{portfolio_id}", status_code=status.HTTP_204_NO_CONTENT)
async def delete_portfolio(
    portfolio_id: int,
    current_user: CurrentUser,
    db: Session = Depends(get_db),
):
    """Delete a portfolio."""
    portfolio = db.query(Portfolio).filter(
        Portfolio.id == portfolio_id,
        Portfolio.user_id == current_user.id,
    ).first()
    if not portfolio:
        raise HTTPException(status_code=404, detail="Portfolio not found")

    db.delete(portfolio)
    db.commit()
    return None


def _get_portfolio(db: Session, portfolio_id: int, user_id: int) -> Portfolio:
    """Helper to get portfolio with ownership check."""
    portfolio = db.query(Portfolio).filter(
        Portfolio.id == portfolio_id,
        Portfolio.user_id == user_id,
    ).first()
    if not portfolio:
        raise HTTPException(status_code=404, detail="Portfolio not found")
    return portfolio


@router.get("/{portfolio_id}/targets", response_model=List[TargetResponse])
async def get_targets(
    portfolio_id: int,
    current_user: CurrentUser,
    db: Session = Depends(get_db),
):
    """Get target allocations for a portfolio."""
    portfolio = _get_portfolio(db, portfolio_id, current_user.id)
    return portfolio.targets


@router.put("/{portfolio_id}/targets", response_model=List[TargetResponse])
async def set_targets(
    portfolio_id: int,
    targets: List[TargetCreate],
    current_user: CurrentUser,
    db: Session = Depends(get_db),
):
    """Set target allocations for a portfolio (replaces all existing)."""
    portfolio = _get_portfolio(db, portfolio_id, current_user.id)

    # Validate total ratio
    total_ratio = sum(t.target_ratio for t in targets)
    if total_ratio != 100:
        raise HTTPException(
            status_code=400,
            detail=f"Target ratios must sum to 100%, got {total_ratio}%"
        )

    # Delete existing targets
    db.query(Target).filter(Target.portfolio_id == portfolio_id).delete()

    # Create new targets
    new_targets = []
    for t in targets:
        target = Target(
            portfolio_id=portfolio_id,
            ticker=t.ticker,
            target_ratio=t.target_ratio,
        )
        db.add(target)
        new_targets.append(target)

    db.commit()
    return new_targets


@router.get("/{portfolio_id}/holdings", response_model=List[HoldingResponse])
async def get_holdings(
    portfolio_id: int,
    current_user: CurrentUser,
    db: Session = Depends(get_db),
):
    """Get holdings for a portfolio."""
    portfolio = _get_portfolio(db, portfolio_id, current_user.id)
    return portfolio.holdings


@router.put("/{portfolio_id}/holdings", response_model=List[HoldingResponse])
async def set_holdings(
    portfolio_id: int,
    holdings: List[HoldingCreate],
    current_user: CurrentUser,
    db: Session = Depends(get_db),
):
    """Set holdings for a portfolio (replaces all existing)."""
    portfolio = _get_portfolio(db, portfolio_id, current_user.id)

    # Delete existing holdings
    db.query(Holding).filter(Holding.portfolio_id == portfolio_id).delete()

    # Create new holdings
    new_holdings = []
    for h in holdings:
        holding = Holding(
            portfolio_id=portfolio_id,
            ticker=h.ticker,
            quantity=h.quantity,
            avg_price=h.avg_price,
        )
        db.add(holding)
        new_holdings.append(holding)

    db.commit()
    return new_holdings


@router.get("/{portfolio_id}/transactions", response_model=List[TransactionResponse])
async def get_transactions(
    portfolio_id: int,
    current_user: CurrentUser,
    db: Session = Depends(get_db),
    limit: int = 50,
):
    """Get transaction history for a portfolio."""
    _get_portfolio(db, portfolio_id, current_user.id)
    transactions = (
        db.query(Transaction)
        .filter(Transaction.portfolio_id == portfolio_id)
        .order_by(Transaction.executed_at.desc())
        .limit(limit)
        .all()
    )

    # Resolve stock names
    tickers = list({tx.ticker for tx in transactions})
    service = RebalanceService(db)
    names = service.get_stock_names(tickers)

    return [
        TransactionResponse(
            id=tx.id,
            ticker=tx.ticker,
            name=names.get(tx.ticker),
            tx_type=tx.tx_type.value,
            quantity=tx.quantity,
            price=tx.price,
            executed_at=tx.executed_at,
            memo=tx.memo,
            realized_pnl=tx.realized_pnl,
        )
        for tx in transactions
    ]


@router.post("/{portfolio_id}/transactions", response_model=TransactionResponse, status_code=status.HTTP_201_CREATED)
async def add_transaction(
    portfolio_id: int,
    data: TransactionCreate,
    current_user: CurrentUser,
    db: Session = Depends(get_db),
):
    """Add a transaction and update holdings accordingly."""
    _get_portfolio(db, portfolio_id, current_user.id)

    tx_type = TransactionType(data.tx_type)

    # Create transaction
    transaction = Transaction(
        portfolio_id=portfolio_id,
        ticker=data.ticker,
        tx_type=tx_type,
        quantity=data.quantity,
        price=data.price,
        executed_at=data.executed_at,
        memo=data.memo,
    )
    db.add(transaction)

    # Update holding
    holding = db.query(Holding).filter(
        Holding.portfolio_id == portfolio_id,
        Holding.ticker == data.ticker,
    ).first()

    if tx_type == TransactionType.BUY:
        if holding:
            # Update average price
            total_value = (holding.quantity * holding.avg_price) + (data.quantity * data.price)
            new_quantity = holding.quantity + data.quantity
            holding.quantity = new_quantity
            holding.avg_price = total_value / new_quantity if new_quantity > 0 else 0
        else:
            # Create new holding
            holding = Holding(
                portfolio_id=portfolio_id,
                ticker=data.ticker,
                quantity=data.quantity,
                avg_price=data.price,
            )
            db.add(holding)
    elif tx_type == TransactionType.SELL:
        if not holding or holding.quantity < data.quantity:
            raise HTTPException(
                status_code=400,
                detail=f"Insufficient quantity for {data.ticker}"
            )
        # Calculate realized PnL: (sell_price - avg_price) * quantity
        transaction.realized_pnl = (data.price - holding.avg_price) * data.quantity
        holding.quantity -= data.quantity
        if holding.quantity == 0:
            db.delete(holding)

    db.commit()
    db.refresh(transaction)
    return transaction


@router.get("/{portfolio_id}/rebalance", response_model=RebalanceResponse)
async def calculate_rebalance(
    portfolio_id: int,
    current_user: CurrentUser,
    db: Session = Depends(get_db),
):
    """Calculate rebalancing for a portfolio."""
    portfolio = _get_portfolio(db, portfolio_id, current_user.id)
    service = RebalanceService(db)
    return service.calculate_rebalance(portfolio)


@router.post("/{portfolio_id}/rebalance/simulate", response_model=RebalanceSimulationResponse)
async def simulate_rebalance(
    portfolio_id: int,
    data: RebalanceSimulationRequest,
    current_user: CurrentUser,
    db: Session = Depends(get_db),
):
    """Simulate rebalancing with additional investment amount."""
    portfolio = _get_portfolio(db, portfolio_id, current_user.id)
    service = RebalanceService(db)
    return service.calculate_rebalance(portfolio, additional_amount=data.additional_amount)


@router.post("/{portfolio_id}/rebalance/calculate", response_model=RebalanceCalculateResponse)
async def calculate_rebalance_manual(
    portfolio_id: int,
    data: RebalanceCalculateRequest,
    current_user: CurrentUser,
    db: Session = Depends(get_db),
):
    """Calculate rebalancing with manual prices and strategy selection."""
    portfolio = _get_portfolio(db, portfolio_id, current_user.id)

    if data.strategy == "additional_buy" and not data.additional_amount:
        raise HTTPException(
            status_code=400,
            detail="additional_amount is required for additional_buy strategy"
        )

    service = RebalanceService(db)
    return service.calculate_with_prices(
        portfolio,
        strategy=data.strategy,
        manual_prices=data.prices,
        additional_amount=data.additional_amount,
    )


@router.post("/{portfolio_id}/rebalance/apply", response_model=RebalanceApplyResponse, status_code=status.HTTP_201_CREATED)
async def apply_rebalance(
    portfolio_id: int,
    data: RebalanceApplyRequest,
    current_user: CurrentUser,
    db: Session = Depends(get_db),
):
    """리밸런싱 결과를 적용하여 거래를 일괄 생성한다."""
    from datetime import datetime, timezone

    portfolio = _get_portfolio(db, portfolio_id, current_user.id)
    transactions = []
    service = RebalanceService(db)

    for item in data.items:
        tx_type = TransactionType(item.action)
        transaction = Transaction(
            portfolio_id=portfolio_id,
            ticker=item.ticker,
            tx_type=tx_type,
            quantity=item.quantity,
            price=item.price,
            executed_at=datetime.now(timezone.utc),
            memo="리밸런싱 적용",
        )
        db.add(transaction)

        # Update holding
        holding = db.query(Holding).filter(
            Holding.portfolio_id == portfolio_id,
            Holding.ticker == item.ticker,
        ).first()

        if tx_type == TransactionType.BUY:
            if holding:
                total_value = (holding.quantity * holding.avg_price) + (item.quantity * item.price)
                new_quantity = holding.quantity + item.quantity
                holding.quantity = new_quantity
                holding.avg_price = total_value / new_quantity if new_quantity > 0 else 0
            else:
                holding = Holding(
                    portfolio_id=portfolio_id,
                    ticker=item.ticker,
                    quantity=item.quantity,
                    avg_price=item.price,
                )
                db.add(holding)
        elif tx_type == TransactionType.SELL:
            if not holding or holding.quantity < item.quantity:
                raise HTTPException(status_code=400, detail=f"Insufficient quantity for {item.ticker}")
            transaction.realized_pnl = (item.price - holding.avg_price) * item.quantity
            holding.quantity -= item.quantity
            if holding.quantity == 0:
                db.delete(holding)

        transactions.append(transaction)

    db.commit()
    for tx in transactions:
        db.refresh(tx)

    # Resolve stock names
    tickers = list({tx.ticker for tx in transactions})
    names = service.get_stock_names(tickers)

    tx_responses = [
        TransactionResponse(
            id=tx.id,
            ticker=tx.ticker,
            name=names.get(tx.ticker),
            tx_type=tx.tx_type.value,
            quantity=tx.quantity,
            price=tx.price,
            executed_at=tx.executed_at,
            memo=tx.memo,
            realized_pnl=tx.realized_pnl,
        )
        for tx in transactions
    ]

    return RebalanceApplyResponse(
        transactions=tx_responses,
        holdings_updated=len(transactions),
    )


@router.get("/{portfolio_id}/detail", response_model=PortfolioDetail)
async def get_portfolio_detail(
    portfolio_id: int,
    current_user: CurrentUser,
    db: Session = Depends(get_db),
):
    """Get portfolio with calculated values."""
    portfolio = _get_portfolio(db, portfolio_id, current_user.id)

    # Get current prices and stock names
    tickers = [h.ticker for h in portfolio.holdings]
    service = RebalanceService(db)
    prices = service.get_current_prices(tickers)
    names = service.get_stock_names(tickers)

    # Calculate holding values
    holdings_with_value = []
    total_value = Decimal("0")
    total_invested = Decimal("0")

    for holding in portfolio.holdings:
        current_price = prices.get(holding.ticker, Decimal("0"))
        value = current_price * holding.quantity
        invested = Decimal(str(holding.avg_price)) * holding.quantity
        profit_loss = value - invested
        profit_loss_ratio = (profit_loss / invested * 100) if invested > 0 else Decimal("0")

        total_value += value
        total_invested += invested

        holdings_with_value.append(HoldingWithValue(
            ticker=holding.ticker,
            name=names.get(holding.ticker),
            quantity=holding.quantity,
            avg_price=Decimal(str(holding.avg_price)),
            current_price=current_price,
            value=value,
            current_ratio=Decimal("0"),  # Will be calculated after total
            profit_loss=profit_loss,
            profit_loss_ratio=profit_loss_ratio.quantize(Decimal("0.01")),
        ))

    # Calculate current ratios
    for h in holdings_with_value:
        if total_value > 0:
            h.current_ratio = (h.value / total_value * 100).quantize(Decimal("0.01"))

    # Calculate realized PnL (sum of all sell transactions with realized_pnl)
    from sqlalchemy import func
    total_realized_pnl_result = (
        db.query(func.coalesce(func.sum(Transaction.realized_pnl), 0))
        .filter(
            Transaction.portfolio_id == portfolio_id,
            Transaction.realized_pnl.isnot(None),
        )
        .scalar()
    )
    total_realized_pnl = Decimal(str(total_realized_pnl_result))
    total_unrealized_pnl = (total_value - total_invested)

    # Calculate risk asset ratio for pension portfolios
    risk_asset_ratio = None
    if portfolio.portfolio_type == PortfolioType.PENSION and total_value > 0:
        # Look up ETF asset classes
        etf_tickers = [h.ticker for h in holdings_with_value]
        etfs = db.query(ETF).filter(ETF.ticker.in_(etf_tickers)).all() if etf_tickers else []
        safe_classes = {"bond", "gold"}
        etf_class_map = {e.ticker: e.asset_class.value for e in etfs}

        risk_value = Decimal("0")
        for h in holdings_with_value:
            asset_class = etf_class_map.get(h.ticker)
            if asset_class not in safe_classes:
                risk_value += h.value or Decimal("0")

        risk_asset_ratio = (risk_value / total_value * 100).quantize(Decimal("0.01"))

    return PortfolioDetail(
        id=portfolio.id,
        user_id=portfolio.user_id,
        name=portfolio.name,
        portfolio_type=portfolio.portfolio_type.value,
        created_at=portfolio.created_at,
        updated_at=portfolio.updated_at,
        targets=portfolio.targets,
        holdings=holdings_with_value,
        total_value=total_value,
        total_invested=total_invested,
        total_profit_loss=total_value - total_invested,
        total_realized_pnl=total_realized_pnl,
        total_unrealized_pnl=total_unrealized_pnl,
        risk_asset_ratio=risk_asset_ratio,
    )


@router.get("/{portfolio_id}/position-size", response_model=PositionSizeResponse)
async def get_position_size(
    portfolio_id: int,
    ticker: str,
    price: Decimal,
    current_user: CurrentUser,
    db: Session = Depends(get_db),
):
    """포지션 사이징 가이드: 추천 수량과 최대 수량을 계산한다."""
    portfolio = _get_portfolio(db, portfolio_id, current_user.id)
    service = RebalanceService(db)

    # Calculate total portfolio value
    holding_tickers = [h.ticker for h in portfolio.holdings]
    prices = service.get_current_prices(holding_tickers)

    total_value = Decimal("0")
    for holding in portfolio.holdings:
        cp = prices.get(holding.ticker, Decimal("0"))
        total_value += cp * holding.quantity

    # Current holding for this ticker
    current_holding = db.query(Holding).filter(
        Holding.portfolio_id == portfolio_id,
        Holding.ticker == ticker,
    ).first()
    current_qty = current_holding.quantity if current_holding else 0
    current_value = price * current_qty

    # Current ratio
    current_ratio = (current_value / total_value * 100) if total_value > 0 else Decimal("0")

    # Target ratio from portfolio targets
    target = db.query(Target).filter(
        Target.portfolio_id == portfolio_id,
        Target.ticker == ticker,
    ).first()
    target_ratio = Decimal(str(target.target_ratio)) if target else None

    # Max position: 20% of portfolio (or target ratio if set)
    max_ratio = target_ratio if target_ratio else Decimal("20")
    max_value = total_value * max_ratio / 100
    max_additional_value = max(max_value - current_value, Decimal("0"))
    max_quantity = int(max_additional_value / price) if price > 0 else 0

    # Recommended: equal-weight across targets, or 10% if no targets
    num_targets = len(portfolio.targets) or 1
    equal_ratio = Decimal("100") / num_targets
    rec_ratio = target_ratio if target_ratio else min(equal_ratio, Decimal("10"))
    rec_value = total_value * rec_ratio / 100
    rec_additional_value = max(rec_value - current_value, Decimal("0"))
    recommended_quantity = int(rec_additional_value / price) if price > 0 else 0

    return PositionSizeResponse(
        ticker=ticker,
        price=price,
        total_portfolio_value=total_value,
        current_holding_quantity=current_qty,
        current_holding_value=current_value,
        current_ratio=current_ratio.quantize(Decimal("0.01")) if isinstance(current_ratio, Decimal) else current_ratio,
        target_ratio=target_ratio,
        recommended_quantity=recommended_quantity,
        max_quantity=max_quantity,
        recommended_value=rec_additional_value,
        max_value=max_additional_value,
    )