trader-bot/backend/app/core/exchange/simulated.py

"""
SimulatedExchange — paper trading 100% local, sans broker.

Les ordres sont simulés en mémoire. Les prix viennent du MarketDataService
(yfinance + TwelveData + cache DB).
"""

import logging
import uuid
from datetime import datetime, timezone
from typing import Optional

import pandas as pd

from app.core.exchange.base import (
    AbstractExchange,
    AccountInfo,
    OpenTrade,
    OrderResult,
)

logger = logging.getLogger(__name__)


class SimulatedExchange(AbstractExchange):
    """
    Exchange simulé pour le paper trading.
    Les positions sont gardées en mémoire (réinitialisées au redémarrage).
    Les trades fermés sont persistés en DB via le BotRunner.
    """

    def __init__(
        self,
        market_data_service,  # MarketDataService — évite l'import circulaire
        initial_balance: float = 10_000.0,
    ) -> None:
        self._market_data = market_data_service
        self._balance = initial_balance
        self._initial_balance = initial_balance
        self._open_trades: dict[str, OpenTrade] = {}

    # ── AbstractExchange interface ────────────────────────────────────────────

    async def get_candles(
        self,
        instrument: str,
        granularity: str,
        count: int = 200,
        from_time=None,
        to_time=None,
    ) -> pd.DataFrame:
        return await self._market_data.get_candles(
            instrument, granularity, count,
            start=from_time, end=to_time,
        )

    async def place_order(
        self,
        instrument: str,
        units: float,
        stop_loss: float,
        take_profit: float,
    ) -> OrderResult:
        price = await self._market_data.get_latest_price(instrument)
        if price is None:
            raise ValueError(f"Prix introuvable pour {instrument}")

        direction = "buy" if units > 0 else "sell"
        trade_id = f"SIM-{uuid.uuid4().hex[:8].upper()}"
        now = datetime.now(timezone.utc).replace(tzinfo=None)

        trade = OpenTrade(
            trade_id=trade_id,
            instrument=instrument,
            direction=direction,
            units=abs(units),
            entry_price=price,
            stop_loss=stop_loss,
            take_profit=take_profit,
            unrealized_pnl=0.0,
            opened_at=now,
        )
        self._open_trades[trade_id] = trade

        logger.info(
            "[SIM] Ordre ouvert %s %s %.2f @ %.5f | SL=%.5f TP=%.5f",
            direction.upper(), instrument, abs(units), price, stop_loss, take_profit,
        )

        return OrderResult(
            trade_id=trade_id,
            instrument=instrument,
            direction=direction,
            units=abs(units),
            entry_price=price,
            stop_loss=stop_loss,
            take_profit=take_profit,
            opened_at=now,
        )

    async def close_trade(self, trade_id: str) -> float:
        trade = self._open_trades.pop(trade_id, None)
        if trade is None:
            raise ValueError(f"Trade {trade_id} introuvable")

        price = await self._market_data.get_latest_price(trade.instrument)
        if price is None:
            price = trade.entry_price

        pnl = self._calc_pnl(trade, price)
        self._balance += pnl

        logger.info(
            "[SIM] Trade fermé %s %s @ %.5f | PnL=%.2f | Balance=%.2f",
            trade_id, trade.instrument, price, pnl, self._balance,
        )
        return pnl

    async def get_open_trades(self) -> list[OpenTrade]:
        # Mettre à jour le PnL flottant
        updated: list[OpenTrade] = []
        for trade in self._open_trades.values():
            price = await self._market_data.get_latest_price(trade.instrument)
            if price is not None:
                pnl = self._calc_pnl(trade, price)
                updated.append(OpenTrade(
                    trade_id=trade.trade_id,
                    instrument=trade.instrument,
                    direction=trade.direction,
                    units=trade.units,
                    entry_price=trade.entry_price,
                    stop_loss=trade.stop_loss,
                    take_profit=trade.take_profit,
                    unrealized_pnl=pnl,
                    opened_at=trade.opened_at,
                ))
            else:
                updated.append(trade)
        return updated

    async def get_account_info(self) -> AccountInfo:
        open_trades = await self.get_open_trades()
        unrealized = sum(t.unrealized_pnl for t in open_trades)
        return AccountInfo(
            balance=self._balance,
            nav=self._balance + unrealized,
            unrealized_pnl=unrealized,
            currency="USD",
        )

    async def get_price(self, instrument: str) -> float:
        price = await self._market_data.get_latest_price(instrument)
        if price is None:
            raise ValueError(f"Prix introuvable pour {instrument}")
        return price

    # ── Simulation du tick (appelée par BotRunner) ────────────────────────────

    async def check_sl_tp(self, instrument: str) -> list[tuple[str, float]]:
        """
        Vérifie si SL ou TP sont touchés pour les positions ouvertes.
        Retourne la liste des (trade_id, pnl) des positions fermées.
        """
        price = await self._market_data.get_latest_price(instrument)
        if price is None:
            return []

        closed: list[tuple[str, float]] = []
        for trade_id, trade in list(self._open_trades.items()):
            if trade.instrument != instrument:
                continue
            hit = self._is_sl_tp_hit(trade, price)
            if hit:
                exit_price = trade.stop_loss if hit == "sl" else trade.take_profit
                pnl = self._calc_pnl(trade, exit_price)
                self._balance += pnl
                del self._open_trades[trade_id]
                logger.info(
                    "[SIM] %s touché — %s %s | PnL=%.2f",
                    hit.upper(), trade_id, trade.instrument, pnl,
                )
                closed.append((trade_id, pnl))

        return closed

    # ── Helpers ───────────────────────────────────────────────────────────────

    def _calc_pnl(self, trade: OpenTrade, exit_price: float) -> float:
        if trade.direction == "buy":
            return (exit_price - trade.entry_price) * trade.units
        return (trade.entry_price - exit_price) * trade.units

    def _is_sl_tp_hit(self, trade: OpenTrade, current_price: float) -> Optional[str]:
        if trade.direction == "buy":
            if current_price <= trade.stop_loss:
                return "sl"
            if current_price >= trade.take_profit:
                return "tp"
        else:
            if current_price >= trade.stop_loss:
                return "sl"
            if current_price <= trade.take_profit:
                return "tp"
        return None