Add Parameter Suggestion Endpoint with LibertAI Integration

conf/conf_client.yml

@@ -107,7 +107,7 @@ gateway:
   gateway_api_host: localhost
   gateway_api_port: '15888'
 
-certs_path: ./certs
+certs_path: certs
 
 # Whether to enable aggregated order and trade data collection
 anonymized_metrics_mode:

pyproject.toml

@@ -1,23 +1,26 @@
 [build-system]
-requires = ["setuptools>=42", "wheel"]
-build-backend = "setuptools.build_meta"
+requires = ["hatchling"]
+build-backend = "hatchling.build"
 
-[tool.black]
-line-length = 130
-target-version = ["py38"]
-
-[tool.isort]
-line_length = 130
-profile = "black"
-multi_line_output = 3
-include_trailing_comma = true
-use_parentheses = true
-ensure_newline_before_comments = true
-combine_as_imports = true
+[project]
+name = "robotter-backend-api"
+version = "0.1.0"
+authors = [
+  { name="Mike Henry" },
+]
+description = "Robotter Backend API"
+readme = "README.md"
+requires-python = ">=3.10"
 
-[tool.pre-commit]
-repos = [
-    { repo = "https://github.com/pre-commit/pre-commit-hooks", rev = "v3.4.0", hooks = [{ id = "check-yaml" }, { id = "end-of-file-fixer" }] },
-    { repo = "https://github.com/psf/black", rev = "21.6b0", hooks = [{ id = "black" }] },
-    { repo = "https://github.com/pre-commit/mirrors-isort", rev = "v5.9.3", hooks = [{ id = "isort" }] }
+[tool.pytest.ini_options]
+pythonpath = [
+  "."
+]
+asyncio_mode = "strict"
+testpaths = [
+    "tests",
+]
+filterwarnings = [
+    "ignore::DeprecationWarning",
+    "ignore::UserWarning",
 ]

routers/__init__.py

@@ -0,0 +1,3 @@
+"""
+Router package initialization.
+"""

routers/backtest.py

@@ -8,6 +8,7 @@
 
 from config import CONTROLLERS_MODULE, CONTROLLERS_PATH
 from routers.backtest_models import BacktestResponse, BacktestResults, BacktestingConfig, ExecutorInfo, ProcessedData
+from routers.strategies_models import StrategyError
 
 router = APIRouter(tags=["Market Backtesting"])
 candles_factory = CandlesFactory()
@@ -19,37 +20,84 @@
     "market_making": market_making_backtesting
 }
 
+class BacktestError(StrategyError):
+    """Base class for backtesting-related errors"""
+
+class BacktestConfigError(BacktestError):
+    """Raised when there's an error in the backtesting configuration"""
+
+class BacktestEngineError(BacktestError):
+    """Raised when there's an error during backtesting execution"""
+
 @router.post("/backtest", response_model=BacktestResponse)
 async def run_backtesting(backtesting_config: BacktestingConfig) -> BacktestResponse:
     try:
-        if isinstance(backtesting_config.config, str):
-            controller_config = BacktestingEngineBase.get_controller_config_instance_from_yml(
-                config_path=backtesting_config.config,
-                controllers_conf_dir_path=CONTROLLERS_PATH,
-                controllers_module=CONTROLLERS_MODULE
-            )
-        else:
-            controller_config = BacktestingEngineBase.get_controller_config_instance_from_dict(
-                config_data=backtesting_config.config,
-                controllers_module=CONTROLLERS_MODULE
-            )
+        # Load and validate controller config
+        try:
+            if isinstance(backtesting_config.config, str):
+                controller_config = BacktestingEngineBase.get_controller_config_instance_from_yml(
+                    config_path=backtesting_config.config,
+                    controllers_conf_dir_path=CONTROLLERS_PATH,
+                    controllers_module=CONTROLLERS_MODULE
+                )
+            else:
+                controller_config = BacktestingEngineBase.get_controller_config_instance_from_dict(
+                    config_data=backtesting_config.config,
+                    controllers_module=CONTROLLERS_MODULE
+                )
+        except Exception as e:
+            raise BacktestConfigError(f"Invalid controller configuration: {str(e)}")
+
+        # Get and validate backtesting engine
         backtesting_engine = BACKTESTING_ENGINES.get(controller_config.controller_type)
         if not backtesting_engine:
-            raise ValueError(f"Backtesting engine for controller type {controller_config.controller_type} not found.")
-        backtesting_results = await backtesting_engine.run_backtesting(
-            controller_config=controller_config, trade_cost=backtesting_config.trade_cost,
-            start=int(backtesting_config.start_time), end=int(backtesting_config.end_time),
-            backtesting_resolution=backtesting_config.backtesting_resolution)
-
-        processed_data = backtesting_results["processed_data"]["features"].fillna(0).to_dict()
-        executors_info = [ExecutorInfo(**e.to_dict()) for e in backtesting_results["executors"]]
-        results = backtesting_results["results"]
-        results["sharpe_ratio"] = results["sharpe_ratio"] if results["sharpe_ratio"] is not None else 0
-
-        return BacktestResponse(
-            executors=executors_info,
-            processed_data=ProcessedData(features=processed_data),
-            results=BacktestResults(**results)
-        )
+            raise BacktestConfigError(
+                f"Backtesting engine for controller type {controller_config.controller_type} not found. "
+                f"Available types: {list(BACKTESTING_ENGINES.keys())}"
+            )
+
+        # Validate time range
+        if backtesting_config.end_time <= backtesting_config.start_time:
+            raise BacktestConfigError(
+                f"Invalid time range: end_time ({backtesting_config.end_time}) must be greater than "
+                f"start_time ({backtesting_config.start_time})"
+            )
+
+        try:
+            # Run backtesting
+            backtesting_results = await backtesting_engine.run_backtesting(
+                controller_config=controller_config,
+                trade_cost=backtesting_config.trade_cost,
+                start=int(backtesting_config.start_time),
+                end=int(backtesting_config.end_time),
+                backtesting_resolution=backtesting_config.backtesting_resolution
+            )
+        except Exception as e:
+            raise BacktestEngineError(f"Error during backtesting execution: {str(e)}")
+
+        try:
+            # Process results
+            processed_data = backtesting_results["processed_data"]["features"].fillna(0).to_dict()
+            executors_info = [ExecutorInfo(**e.to_dict()) for e in backtesting_results["executors"]]
+            results = backtesting_results["results"]
+            results["sharpe_ratio"] = results["sharpe_ratio"] if results["sharpe_ratio"] is not None else 0
+
+            return BacktestResponse(
+                executors=executors_info,
+                processed_data=ProcessedData(features=processed_data),
+                results=BacktestResults(**results)
+            )
+        except Exception as e:
+            raise BacktestError(f"Error processing backtesting results: {str(e)}")
+
+    except BacktestConfigError as e:
+        raise HTTPException(status_code=400, detail=str(e))
+    except BacktestEngineError as e:
+        raise HTTPException(status_code=500, detail=str(e))
+    except BacktestError as e:
+        raise HTTPException(status_code=500, detail=str(e))
     except Exception as e:
-        raise HTTPException(status_code=400, detail=str(e))
+        raise HTTPException(
+            status_code=500,
+            detail=f"Unexpected error during backtesting: {str(e)}"
+        )