refactor: address architect review findings (6 items)

R1: Extend @safe to catch ValueError->400, simplify routes_backtest
    (eliminated 4 copies of duplicated try/except)
R2: Consolidate PROVIDER constant into obb_utils.py (single source)
R3: Add days_ago() helper to obb_utils.py, replace 8+ duplications
R4: Extract Reddit/ApeWisdom into reddit_service.py from finnhub_service
R5: Fix missing top-level import asyncio in finnhub_service
R6: (deferred - sentiment logic extraction is a larger change)

All 561 tests passing.
This commit is contained in:
Yaojia Wang
2026-03-19 23:15:00 +01:00
parent 37c46e76ae
commit 0f7341b158
12 changed files with 184 additions and 204 deletions

View File

@@ -1,14 +1,11 @@
"""Routes for backtesting strategies."""
import logging
from fastapi import APIRouter, HTTPException
from fastapi import APIRouter
from pydantic import BaseModel, Field
import backtest_service
from models import ApiResponse
logger = logging.getLogger(__name__)
from route_utils import safe
router = APIRouter(prefix="/api/v1/backtest", tags=["backtest"])
@@ -54,88 +51,56 @@ class MomentumRequest(BaseModel):
@router.post("/sma-crossover", response_model=ApiResponse)
@safe
async def sma_crossover(req: SMARequest) -> ApiResponse:
"""SMA crossover strategy: buy when short SMA crosses above long SMA."""
try:
result = await backtest_service.backtest_sma_crossover(
req.symbol,
short_window=req.short_window,
long_window=req.long_window,
days=req.days,
initial_capital=req.initial_capital,
)
return ApiResponse(data=result)
except ValueError as exc:
logger.warning("SMA crossover backtest validation error: %s", exc)
raise HTTPException(status_code=400, detail=str(exc)) from exc
except Exception as exc:
logger.exception("SMA crossover backtest failed")
raise HTTPException(
status_code=502, detail="Data provider error. Check server logs."
) from exc
result = await backtest_service.backtest_sma_crossover(
req.symbol,
short_window=req.short_window,
long_window=req.long_window,
days=req.days,
initial_capital=req.initial_capital,
)
return ApiResponse(data=result)
@router.post("/rsi", response_model=ApiResponse)
@safe
async def rsi_strategy(req: RSIRequest) -> ApiResponse:
"""RSI strategy: buy when RSI < oversold, sell when RSI > overbought."""
try:
result = await backtest_service.backtest_rsi(
req.symbol,
period=req.period,
oversold=req.oversold,
overbought=req.overbought,
days=req.days,
initial_capital=req.initial_capital,
)
return ApiResponse(data=result)
except ValueError as exc:
logger.warning("RSI backtest validation error: %s", exc)
raise HTTPException(status_code=400, detail=str(exc)) from exc
except Exception as exc:
logger.exception("RSI backtest failed")
raise HTTPException(
status_code=502, detail="Data provider error. Check server logs."
) from exc
result = await backtest_service.backtest_rsi(
req.symbol,
period=req.period,
oversold=req.oversold,
overbought=req.overbought,
days=req.days,
initial_capital=req.initial_capital,
)
return ApiResponse(data=result)
@router.post("/buy-and-hold", response_model=ApiResponse)
@safe
async def buy_and_hold(req: BuyAndHoldRequest) -> ApiResponse:
"""Buy-and-hold benchmark: buy on day 1, hold through end of period."""
try:
result = await backtest_service.backtest_buy_and_hold(
req.symbol,
days=req.days,
initial_capital=req.initial_capital,
)
return ApiResponse(data=result)
except ValueError as exc:
logger.warning("Buy-and-hold backtest validation error: %s", exc)
raise HTTPException(status_code=400, detail=str(exc)) from exc
except Exception as exc:
logger.exception("Buy-and-hold backtest failed")
raise HTTPException(
status_code=502, detail="Data provider error. Check server logs."
) from exc
result = await backtest_service.backtest_buy_and_hold(
req.symbol,
days=req.days,
initial_capital=req.initial_capital,
)
return ApiResponse(data=result)
@router.post("/momentum", response_model=ApiResponse)
@safe
async def momentum_strategy(req: MomentumRequest) -> ApiResponse:
"""Momentum strategy: every rebalance_days pick top_n symbols by lookback return."""
try:
result = await backtest_service.backtest_momentum(
symbols=req.symbols,
lookback=req.lookback,
top_n=req.top_n,
rebalance_days=req.rebalance_days,
days=req.days,
initial_capital=req.initial_capital,
)
return ApiResponse(data=result)
except ValueError as exc:
logger.warning("Momentum backtest validation error: %s", exc)
raise HTTPException(status_code=400, detail=str(exc)) from exc
except Exception as exc:
logger.exception("Momentum backtest failed")
raise HTTPException(
status_code=502, detail="Data provider error. Check server logs."
) from exc
"""Momentum strategy: every rebalance_days pick top_n by lookback return."""
result = await backtest_service.backtest_momentum(
symbols=req.symbols,
lookback=req.lookback,
top_n=req.top_n,
rebalance_days=req.rebalance_days,
days=req.days,
initial_capital=req.initial_capital,
)
return ApiResponse(data=result)