Persist trader V4 P0 decision trace
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package com.quantai.trader.persistence;
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import com.fasterxml.jackson.databind.ObjectMapper;
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import com.quantai.trader.config.TraderProperties;
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import com.quantai.trader.domain.*;
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import org.slf4j.Logger;
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import org.slf4j.LoggerFactory;
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import org.springframework.jdbc.core.JdbcTemplate;
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import org.springframework.stereotype.Repository;
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import java.sql.Timestamp;
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import java.util.Map;
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@Repository
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public class JdbcTraderDecisionTraceWriter implements TraderDecisionTraceWriter {
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private static final Logger log = LoggerFactory.getLogger(JdbcTraderDecisionTraceWriter.class);
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private final JdbcTemplate jdbcTemplate;
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private final TraderJsonCodec jsonCodec;
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private final TraderProperties properties;
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public JdbcTraderDecisionTraceWriter(JdbcTemplate jdbcTemplate, ObjectMapper objectMapper, TraderProperties properties) {
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this.jdbcTemplate = jdbcTemplate;
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this.jsonCodec = new TraderJsonCodec(objectMapper);
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this.properties = properties;
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}
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@Override
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public void persistCycleTrace(TraderDecisionCycle cycle,
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TraderMarketSnapshot snapshot,
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TraderModelOutput modelOutput,
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TraderPositionState positionState,
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TraderPositionManagerDecision pmDecision,
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TraderRiskDecision riskDecision,
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TraderAction action) {
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upsertRun(cycle);
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insertCycle(cycle, positionState, riskDecision);
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insertModelOutput(modelOutput, snapshot);
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insertPmDecision(pmDecision);
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insertRiskDecision(riskDecision);
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insertAction(action);
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log.info("event=trader.trace.persisted runId={} cycleId={} action={} riskAllowed={}",
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cycle.runId(), cycle.cycleId(), action.actionType(), riskDecision.allowAction());
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}
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void upsertRun(TraderDecisionCycle cycle) {
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jdbcTemplate.update("""
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insert into trader_run
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(run_id, run_mode, symbol, model_bundle_version, calibration_bundle_version,
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pm_config_version, execution_mode, status, config_json, started_at)
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values (?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
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on duplicate key update
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model_bundle_version = values(model_bundle_version),
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calibration_bundle_version = values(calibration_bundle_version),
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pm_config_version = values(pm_config_version),
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execution_mode = values(execution_mode),
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status = values(status),
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updated_at = current_timestamp(3)
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""",
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cycle.runId(), cycle.runMode().name(), cycle.symbol(), cycle.modelBundleVersion(),
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cycle.calibrationBundleVersion(), cycle.pmConfigVersion(), properties.execution().mode().name(),
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"RUNNING", jsonCodec.toJson(Map.of(
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"serviceName", properties.serviceName(),
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"artifactRoot", properties.artifact().artifactRoot(),
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"redisKeyPrefix", properties.runtime().redisKeyPrefix())),
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Timestamp.from(cycle.cycleTime()));
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}
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void insertCycle(TraderDecisionCycle cycle, TraderPositionState positionState, TraderRiskDecision riskDecision) {
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jdbcTemplate.update("""
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insert into trader_decision_cycle
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(run_id, cycle_id, symbol, cycle_time, state, decision_status, blocker)
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values (?, ?, ?, ?, ?, ?, ?)
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""",
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cycle.runId(), cycle.cycleId(), cycle.symbol(), Timestamp.from(cycle.cycleTime()),
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positionState.isFlat() ? "FLAT" : "POSITION",
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riskDecision.allowAction() ? "ACTION_ALLOWED" : "ACTION_BLOCKED",
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riskDecision.blocker());
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}
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void insertModelOutput(TraderModelOutput modelOutput, TraderMarketSnapshot snapshot) {
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jdbcTemplate.update("""
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insert into trader_model_output
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(run_id, cycle_id, model_output_id, model_bundle_version, calibration_bundle_version,
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direction_json, entry_json, continue_json, exit_json, risk_json,
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uncertainty, ood_score, usable, blocker)
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values (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
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""",
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modelOutput.runId(), modelOutput.cycleId(), modelOutput.modelOutputId(),
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modelOutput.modelBundleVersion(), modelOutput.calibrationBundleVersion(),
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jsonCodec.toJson(modelOutput.direction()), jsonCodec.toJson(modelOutput.entry()),
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jsonCodec.toJson(modelOutput.continuation()), jsonCodec.toJson(modelOutput.exit()),
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jsonCodec.toJson(modelOutput.risk()), modelOutput.uncertainty(), modelOutput.oodScore(),
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snapshot.dataReady(), snapshot.dataReady() ? null : "DATA_NOT_READY");
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}
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void insertPmDecision(TraderPositionManagerDecision decision) {
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jdbcTemplate.update("""
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insert into trader_position_manager_decision
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(run_id, cycle_id, pm_decision_id, model_output_id, position_state_id, account_state_id,
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execution_state_id, candidate_action, side, price_plan_id, price_plan_config_hash,
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target_position_ratio, add_ratio, reduce_ratio, stop_price, target_price, reason, decision_json)
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values (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
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""",
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decision.runId(), decision.cycleId(), decision.pmDecisionId(), decision.modelOutputId(),
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decision.positionStateId(), decision.accountStateId(), decision.executionStateId(),
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decision.candidateAction().name(), decision.side().name(), decision.pricePlanId(),
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decision.pricePlanConfigHash(), decision.targetPositionRatio(), decision.addRatio(),
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decision.reduceRatio(), decision.stopPrice(), decision.targetPrice(), decision.reason(),
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jsonCodec.toJson(decision.decisionJson()));
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}
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void insertRiskDecision(TraderRiskDecision decision) {
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jdbcTemplate.update("""
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insert into trader_risk_decision
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(run_id, cycle_id, risk_decision_id, pm_decision_id, original_action, final_action,
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allow_action, blocker, decision_json)
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values (?, ?, ?, ?, ?, ?, ?, ?, ?)
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""",
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decision.runId(), decision.cycleId(), decision.riskDecisionId(), decision.pmDecisionId(),
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decision.originalAction().name(), decision.finalAction().name(), decision.allowAction(),
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decision.blocker(), jsonCodec.toJson(decision.decisionJson()));
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}
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void insertAction(TraderAction action) {
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jdbcTemplate.update("""
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insert into trader_action
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(run_id, cycle_id, action_id, model_output_id, pm_decision_id, risk_decision_id,
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action_type, symbol, side, price_plan_id, price_plan_config_hash, position_ratio,
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quantity, stop_price, target_price, reduce_only, idempotency_key, send_status,
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reason, action_context_json)
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values (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
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""",
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action.runId(), action.cycleId(), action.actionId(), action.modelOutputId(),
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action.pmDecisionId(), action.riskDecisionId(), action.actionType().name(),
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action.symbol(), action.side().name(), action.pricePlanId(), action.pricePlanConfigHash(),
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action.positionRatio(), action.quantity(), action.stopPrice(), action.targetPrice(),
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action.reduceOnly(), action.idempotencyKey(), "PENDING", action.reason(),
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jsonCodec.toJson(action.actionContextJson()));
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}
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}
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@@ -0,0 +1,13 @@
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package com.quantai.trader.persistence;
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import com.quantai.trader.domain.*;
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public interface TraderDecisionTraceWriter {
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void persistCycleTrace(TraderDecisionCycle cycle,
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TraderMarketSnapshot snapshot,
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TraderModelOutput modelOutput,
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TraderPositionState positionState,
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TraderPositionManagerDecision pmDecision,
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TraderRiskDecision riskDecision,
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TraderAction action);
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}
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@@ -0,0 +1,23 @@
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package com.quantai.trader.persistence;
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import com.fasterxml.jackson.core.JsonProcessingException;
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import com.fasterxml.jackson.databind.ObjectMapper;
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import com.quantai.trader.domain.TraderException;
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import com.quantai.trader.enums.TraderErrorCode;
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public class TraderJsonCodec {
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private final ObjectMapper objectMapper;
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public TraderJsonCodec(ObjectMapper objectMapper) {
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this.objectMapper = objectMapper;
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}
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public String toJson(Object value) {
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try {
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return objectMapper.writeValueAsString(value);
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} catch (JsonProcessingException exception) {
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throw new TraderException(TraderErrorCode.TRADER_PERSISTENCE_FAILED,
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"failed to serialize trader persistence payload");
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}
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}
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}
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