execution/portfolio.py

"""

execution/portfolio.py — Position tracking, P&L, exposure, overnight flag.

Reads from Alpaca API (live) or virtual_portfolio (DRY_RUN).

"""
from __future__ import annotations

import datetime
import logging
from zoneinfo import ZoneInfo

_ET = ZoneInfo("America/New_York")

import config
from execution import broker
from execution.order_manager import get_virtual_portfolio

logger = logging.getLogger("trading_system.portfolio")


class Portfolio:
    """Unified portfolio interface for live and dry-run modes."""

    def __init__(self):
        self._positions: dict[str, dict] = {}
        self._open_alpaca_orders: dict[str, dict] = {}
        self._reservations: dict[str, float] = {}  # reservation_id -> notional
        self._daily_realized_pnl: float = 0.0
        self._closed_trades: list[dict] = []
        import threading
        self._lock = threading.RLock()

    def refresh(self):
        """Refresh positions and open orders from Alpaca or virtual portfolio."""
        with self._lock:
            if config.DRY_RUN:
                self._positions = get_virtual_portfolio()
                from execution.order_manager import get_virtual_orders
                self._open_alpaca_orders = {
                    oid: o for oid, o in get_virtual_orders().items()
                    if o.get("status") not in ("filled", "canceled", "rejected", "expired")
                }
            else:
                try:
                    raw_pos = broker.list_positions()
                    self._positions = {}
                    for p in raw_pos:
                        sym = p.get("symbol", "")
                        self._positions[sym] = {
                            "symbol": sym,
                            "qty": float(p.get("qty", 0)),
                            "side": p.get("side", "long"),
                            "entry_price": float(p.get("avg_entry_price", 0)),
                            "current_price": float(p.get("current_price", 0)),
                            "unrealized_pl": float(p.get("unrealized_pl", 0)),
                            "unrealized_plpc": float(p.get("unrealized_plpc", 0)),
                            "market_value": float(p.get("market_value", 0)),
                        }
                        
                    raw_orders = broker.list_orders(status="open")
                    self._open_alpaca_orders = {o.get("id"): o for o in raw_orders}
                    
                    # Also fetch recent closed/filled orders to clear stale reservations
                    recent_closed = broker.list_orders(status="closed")
                    closed_ids = {o.get("id") for o in recent_closed}
                    
                    # Reconcile reservations: if a reserved order is in closed_ids, release it (it's either filled or canceled)
                    for oid in list(self._reservations.keys()):
                        if oid in closed_ids:
                            self._reservations.pop(oid, None)
                            logger.info("Auto-released reservation for closed order %s", oid)
                            
                except Exception as e:
                    logger.error("Failed to refresh portfolio: %s", e)

    @property
    def positions(self) -> dict[str, dict]:
        return dict(self._positions)

    @property
    def open_count(self) -> int:
        return len(self._positions)

    @property
    def open_symbols(self) -> list[str]:
        return list(self._positions.keys())

    def get_position(self, symbol: str) -> dict | None:
        return self._positions.get(symbol)

    def get_open_directions(self) -> dict[str, str]:
        """Get {symbol: "buy"|"sell"} for open positions."""
        directions = {}
        for sym, pos in self._positions.items():
            side = pos.get("side", "long")
            if side in ("long", "buy"):
                directions[sym] = "buy"
            else:
                directions[sym] = "sell"
        return directions

    def get_open_positions_with_dates(self) -> dict[str, dict]:
        """Get positions with open_date for PDT tracking."""
        result = {}
        for sym, pos in self._positions.items():
            result[sym] = {
                "side": "buy" if pos.get("side", "long") in ("long", "buy") else "sell",
                "open_date": pos.get("open_date", datetime.date.today().isoformat()),
                "qty": pos.get("qty", 0),
            }
        return result

    @property
    def total_unrealized_pnl(self) -> float:
        with self._lock:
            return sum(p.get("unrealized_pl", 0) for p in self._positions.values())

    @property
    def total_market_value(self) -> float:
        with self._lock:
            return sum(abs(p.get("market_value", p.get("qty", 0) * p.get("current_price", 0)))
                       for p in self._positions.values())

    @property
    def total_exposure(self) -> float:
        """Calculates total $ exposure: Filled Positions + Open Alpaca Buy Orders + Local Uncommitted Reservations."""
        with self._lock:
            pos_val = self.total_market_value
            
            alpaca_order_val = 0.0
            for o in self._open_alpaca_orders.values():
                if o.get("side", "") == "buy":
                    qty = float(o.get("qty") or 0)
                    limit_price = float(o.get("limit_price") or o.get("stop_price") or 0)
                    notional = float(o.get("notional") or (qty * limit_price))
                    alpaca_order_val += notional
                    
            local_val = 0.0
            for oid, amt in self._reservations.items():
                if oid not in self._open_alpaca_orders:
                    local_val += amt
                    
            return pos_val + alpaca_order_val + local_val

    def reserve_allocation(self, reservation_id: str, amount: float) -> bool:
        """Atomically reserve allocation for a new buy order. Idempotent."""
        with self._lock:
            if reservation_id in self._reservations or reservation_id in self._open_alpaca_orders:
                return True
                
            if self.total_exposure + amount > config.ALLOCATED_CAPITAL:
                logger.warning(
                    "Reservation rejected for %s: Exposure $%.2f + $%.2f > Limit $%.2f",
                    reservation_id, self.total_exposure, amount, config.ALLOCATED_CAPITAL
                )
                return False
                
            self._reservations[reservation_id] = amount
            logger.info("Reserved $%.2f for %s (Total Exposure: $%.2f)", amount, reservation_id, self.total_exposure)
            return True

    def commit_allocation(self, temp_id: str, alpaca_order_id: str):
        """Map a pre-submission temporary ID to a real Alpaca order ID."""
        with self._lock:
            if temp_id in self._reservations:
                amount = self._reservations.pop(temp_id)
                self._reservations[alpaca_order_id] = amount
                logger.info("Committed reservation %s -> %s ($%.2f)", temp_id, alpaca_order_id, amount)

    def release_allocation(self, reservation_id: str):
        """Idempotently release a reservation (e.g., on rejection or cancellation)."""
        with self._lock:
            if reservation_id in self._reservations:
                amount = self._reservations.pop(reservation_id)
                logger.info("Released reservation %s ($%.2f)", reservation_id, amount)

    def record_close(self, symbol: str, realized_pnl: float, entry_price: float, exit_price: float, qty: float):
        """Record a closed position."""
        self._daily_realized_pnl += realized_pnl
        self._closed_trades.append({
            "symbol": symbol,
            "realized_pnl": realized_pnl,
            "entry_price": entry_price,
            "exit_price": exit_price,
            "qty": qty,
            "closed_at": datetime.datetime.now(datetime.timezone.utc).isoformat(),
        })
        self._positions.pop(symbol, None)
        logger.info(
            "Closed %s: PnL=$%.2f (entry=%.2f, exit=%.2f, qty=%.2f)",
            symbol, realized_pnl, entry_price, exit_price, qty,
        )

    @property
    def daily_realized_pnl(self) -> float:
        return self._daily_realized_pnl

    @property
    def total_pnl(self) -> float:
        return self._daily_realized_pnl + self.total_unrealized_pnl

    @property
    def closed_trades(self) -> list[dict]:
        return list(self._closed_trades)

    def has_overnight_risk(self) -> bool:
        """Check if any position is at risk of being held overnight."""
        if not self._positions:
            return False
        now = datetime.datetime.now(_ET)
        return now.hour >= 15 and now.minute >= 30

    def force_close_all(self, alert_callback=None) -> list[dict]:
        """Force close all positions (end-of-day or shutdown)."""
        closed = []
        for symbol in list(self._positions.keys()):
            try:
                if config.DRY_RUN:
                    pos = self._positions.pop(symbol, {})
                    pnl = (pos.get("current_price", 0) - pos.get("entry_price", 0)) * pos.get("qty", 0)
                    closed.append({"symbol": symbol, "pnl": pnl, "reason": "end_of_day_forced_exit"})
                    logger.info("[DRY_RUN] Force closed %s: PnL=$%.2f", symbol, pnl)
                else:
                    broker.close_position(symbol)
                    closed.append({"symbol": symbol, "reason": "end_of_day_forced_exit"})
                    logger.info("Force closed %s: reason=end_of_day_forced_exit", symbol)
            except Exception as e:
                logger.error("Failed to force close %s: %s", symbol, e)

        if alert_callback and closed:
            summary = ", ".join(f"{c['symbol']}" for c in closed)
            alert_callback(f"📊 End-of-day close: {summary}")

        return closed

    def reset_daily(self):
        """Reset daily tracking."""
        self._daily_realized_pnl = 0.0
        self._closed_trades = []