diff --git a/.cursorrules b/.cursorrules new file mode 120000 index 0000000..8f904b5 --- /dev/null +++ b/.cursorrules @@ -0,0 +1 @@ +llms.md \ No newline at end of file diff --git a/.dockerignore b/.dockerignore new file mode 100644 index 0000000..0712edc --- /dev/null +++ b/.dockerignore @@ -0,0 +1,33 @@ +*venv* +.vscode +**/*.env +**/*.pyc +**/data/**/* +*.log +.git +.gitignore +.github +__pycache__ +.pytest_cache +*.pyc +*.pyo +*.pyd +.coverage +htmlcov/ +.tox/ +.mypy_cache/ +.DS_Store +Thumbs.db + +LICENSE + +tests/ +.codex/ +.claude/ +.gemini/ +.aider/ +llms.md +CLAUDE.md +GEMINI.md +Dockerfile +.dockerignore diff --git a/.env.example b/.env.example index 1b7a65d..bc40a4f 100644 --- a/.env.example +++ b/.env.example @@ -1,11 +1,19 @@ # Application configuration HOST_URL=http://localhost:4322 # The host URL and port number where the app is running. -API_KEYS_FILE_PATH=api_keys.txt # The path to the file containing API keys to access the bot. +APP_API_KEY=my_api_key # The API key to access the bot. DATA_FOLDER_PATH=data # The path to the folder that will store the allocation data. # AI configuration -OPENAI_API_KEY= -MAGENTIC_OPENAI_MAX_TOKENS=4096 -MAGENTIC_OPENAI_TEMPERATURE=0.42 -MAGENTIC_BACKEND=openai -MAGENTIC_OPENAI_MODEL=gpt-4o +OPENROUTER_API_KEY= + +# S3 configuration +S3_ENABLED=false # Set to true to enable S3 storage +S3_ENDPOINT= # S3 endpoint URL +S3_ACCESS_KEY= # S3 access key +S3_SECRET_KEY= # S3 secret key +S3_BUCKET_NAME= # S3 bucket name +ALLOCATION_DATA_FILE=allocations.json # File name to store allocations +TASK_DATA_FILE=tasks.json # File name to store tasks + +# Data retrieval configuration +FMP_API_KEY= diff --git a/.github/workflows/docker-publish.yml b/.github/workflows/docker-publish.yml new file mode 100644 index 0000000..a471cb6 --- /dev/null +++ b/.github/workflows/docker-publish.yml @@ -0,0 +1,54 @@ +name: Build and Publish Docker Image + +on: + push: + branches: + - main + +env: + REGISTRY: ghcr.io + IMAGE_NAME: ${{ github.repository }} + +jobs: + build-and-push: + runs-on: ubuntu-latest + permissions: + contents: read + packages: write + + steps: + - name: Checkout repository + uses: actions/checkout@v4 + + - name: Set up Docker Buildx + uses: docker/setup-buildx-action@v3 + + - name: Log in to Container Registry + if: github.event_name != 'pull_request' + uses: docker/login-action@v3 + with: + registry: ${{ env.REGISTRY }} + username: ${{ github.actor }} + password: ${{ secrets.GITHUB_TOKEN }} + + - name: Extract metadata + id: meta + uses: docker/metadata-action@v5 + with: + images: ${{ env.REGISTRY }}/${{ env.IMAGE_NAME }} + tags: | + type=ref,event=branch + type=ref,event=pr + type=sha,prefix={{branch}}- + type=raw,value=latest,enable={{is_default_branch}} + + - name: Build and push Docker image + uses: docker/build-push-action@v5 + with: + context: . + platforms: linux/amd64,linux/arm64 + push: ${{ github.event_name != 'pull_request' }} + tags: ${{ steps.meta.outputs.tags }} + labels: ${{ steps.meta.outputs.labels }} + cache-from: type=gha + cache-to: type=gha,mode=max diff --git a/.github/workflows/lint_and_test.yml b/.github/workflows/lint_and_test.yml new file mode 100644 index 0000000..ab9b7f6 --- /dev/null +++ b/.github/workflows/lint_and_test.yml @@ -0,0 +1,35 @@ +name: Run Lints and Tests + +on: + push: + branches: [main] + pull_request: + branches: [main] + +jobs: + test: + runs-on: ubuntu-latest + + steps: + - name: Checkout repository + uses: actions/checkout@v4 + + - name: Install uv + uses: astral-sh/setup-uv@v4 + with: + version: "latest" + + - name: Set up Python + run: uv python install + + - name: Install dependencies + run: uv sync --extra dev + + - name: Run linting + run: uv run ruff check . + + - name: Check code formatting + run: uv run black --check . + + - name: Run tests + run: uv run pytest diff --git a/.gitignore b/.gitignore index 6353d9c..ae8aac9 100644 --- a/.gitignore +++ b/.gitignore @@ -1,7 +1,8 @@ -venv +*venv* .vscode **/*.env **/*.pyc **/data/**/* *.log -*api_keys*.* +.coverage +.claude diff --git a/.markdownlint.json b/.markdownlint.json new file mode 100644 index 0000000..ae399b8 --- /dev/null +++ b/.markdownlint.json @@ -0,0 +1,4 @@ +{ + "MD033": false, + "MD013": false +} diff --git a/CLAUDE.md b/CLAUDE.md new file mode 120000 index 0000000..8f904b5 --- /dev/null +++ b/CLAUDE.md @@ -0,0 +1 @@ +llms.md \ No newline at end of file diff --git a/Dockerfile b/Dockerfile new file mode 100644 index 0000000..3768d80 --- /dev/null +++ b/Dockerfile @@ -0,0 +1,33 @@ +# Multi-stage Dockerfile for allocator-bot +# Build stage +FROM ghcr.io/astral-sh/uv:python3.12-bookworm-slim AS builder +ENV UV_COMPILE_BYTECODE=1 UV_LINK_MODE=copy +ENV UV_PYTHON_DOWNLOADS=0 + +RUN apt-get update && apt-get install -y build-essential git + +WORKDIR /app +COPY . /app +RUN uv sync --locked --no-dev + +# Runtime stage +FROM python:3.12-slim-bookworm +WORKDIR /app + +# Create non-root user +RUN groupadd --gid 1000 app && useradd --uid 1000 --gid app --shell /bin/bash --create-home app + +# Copy application from builder +COPY --from=builder --chown=app:app /app /app + +# Switch to non-root user +USER app + +# Place executables in PATH +ENV PATH="/app/.venv/bin:$PATH" + +# Expose port +EXPOSE 4299 + +# Run the application +CMD ["openbb-api", "--app", "allocator_bot.__main__:get_app", "--factory", "--host", "0.0.0.0", "--port", "4299"] diff --git a/GEMINI.md b/GEMINI.md new file mode 120000 index 0000000..8f904b5 --- /dev/null +++ b/GEMINI.md @@ -0,0 +1 @@ +llms.md \ No newline at end of file diff --git a/README.md b/README.md index b8bb95d..250aa21 100644 --- a/README.md +++ b/README.md @@ -1,9 +1,17 @@ # Allocator Bot +

+ allocator-bot +

+ A portfolio optimization copilot for OpenBB that uses PyPortfolioOpt to generate efficient frontier allocations. ## Features +

+ dashboard +

+ - **OpenBB Integration**: - Plugs into OpenBB Workspace's copilot and widget interfaces - Fetches price data from FMP via OpenBB Platform's python library @@ -21,40 +29,74 @@ A portfolio optimization copilot for OpenBB that uses PyPortfolioOpt to generate - FMP API access (via [OpenBB Platform](https://docs.openbb.co/platform)) - OpenAI API access - Dependencies listed in `pyproject.toml` - - **Tech Stack**: + - FastAPI with Starlette SSE for real-time updates - OpenBB Platform Python library for data access - PyPortfolioOpt for optimization algorithms - Pydantic for data validation - Magentic for LLM interactions -## Installation +## Installation & Usage + +### Docker (Recommended) + +The easiest way to run the Allocator Bot is using Docker: + +```bash +docker run --rm -it --name allocator-bot \ + -e HOST_URL=http://localhost:4322 \ + -e APP_API_KEY=your_api_key \ + -e OPENROUTER_API_KEY=your_openrouter_key \ + -e FMP_API_KEY=your_fmp_key \ + -e DATA_FOLDER_PATH=data \ + -e S3_ENABLED=false \ + -p 4299:4299 \ + ghcr.io/piiq/allocator-bot:latest +``` + +**Required Environment Variables:** + +- `HOST_URL`: The host URL where the app is running (e.g., `http://localhost:4322`) +- `APP_API_KEY`: Your API key to access the bot +- `OPENROUTER_API_KEY`: Your OpenRouter API key for LLM access +- `FMP_API_KEY`: Your Financial Modeling Prep API key for market data + +**Optional Environment Variables:** + +- `DATA_FOLDER_PATH`: Local storage path (default: `data`) +- `S3_ENABLED`: Enable S3 storage (default: `false`) +- `S3_ENDPOINT`, `S3_ACCESS_KEY`, `S3_SECRET_KEY`, `S3_BUCKET_NAME`: S3 configuration (if enabled) + +### Alternative Installation Methods + +#### Install with pip from GitHub + +```bash +pip install git+https://github.com/piiq/allocator-bot.git +``` + +#### Development Installation 1. Clone the repository: ```bash - git clone https://github.com/yourusername/allocator-bot.git + git clone https://github.com/piiq/allocator-bot.git cd allocator-bot ``` -2. Install dependencies using Poetry: +2. Install dependencies: ```bash - poetry install + uv sync --extra dev ``` -## Configuration - -- Copy `.env.example` to `.env` and fill in the values. - -## Usage +3. Copy `.env.example` to `.env` and fill in the values +4. Start the server: -Start the server on localhost: - -```bash -python main.py -``` + ```bash + allocator-bot + ``` ### Adding to OpenBB Workspace @@ -62,16 +104,16 @@ python main.py - Click on the OpenBB Copilot dropdown - Click "Add Copilot" - - Enter the server URL (e.g., `http://localhost:4322` for local deployment) - - Add authorization header with the API key from `API_KEYS_FILE_PATH` + - Enter the server URL (e.g., `http://localhost:4299` for Docker deployment) + - Add authorization header with your API key - Header name: `Authorization` - - Header value: `Bearer ` + - Header value: `Bearer ` (same as `APP_API_KEY` environment variable) - Click "Create" -2. **Add as a Widget Source**: - - Click "Add Data" on your dashboard - - Go to "Custom Backends" - - Select "Allocator Bot Backend" +2. **Add as a an App and Widget Source**: + + - Click "Apps" on your dashboard + - Click "Connect Backend" on the Apps page - Enter the same URL and API key used for the copilot - Click "Add" diff --git a/allocator_bot/__main__.py b/allocator_bot/__main__.py new file mode 100644 index 0000000..3019ffe --- /dev/null +++ b/allocator_bot/__main__.py @@ -0,0 +1,27 @@ +import logging + +# Set up logging +logging.basicConfig( + level=logging.INFO, + format="%(asctime)s - %(name)s - %(levelname)s - %(message)s", + handlers=[logging.StreamHandler()], +) + + +def get_app(): + """Get the FastAPI app instance.""" + import os + + from dotenv import load_dotenv + + load_dotenv(os.path.join(os.path.dirname(__file__), "..", ".env")) + + from .api import app + + return app + + +if __name__ == "__main__": + print( + "Launch the app with `openbb-api --app allocator_bot.__main__:get_app --factory" + ) diff --git a/allocator_bot/agent.py b/allocator_bot/agent.py index 8fb342a..456bce3 100644 --- a/allocator_bot/agent.py +++ b/allocator_bot/agent.py @@ -1,146 +1,144 @@ -import json import logging -from typing import AsyncGenerator -from uuid import uuid4 - +from datetime import date +from typing import AsyncGenerator, Callable from magentic import ( AssistantMessage, AsyncStreamedStr, - OpenaiChatModel, SystemMessage, UserMessage, chatprompt, prompt, ) - -from .models import ( - AgentQueryRequest, - ArtifactSSE, - ArtifactSSEData, - StatusUpdateSSE, - StatusUpdateSSEData, - TaskStructure, +from magentic.chat_model.openrouter_chat_model import OpenRouterChatModel +from magentic.chat_model.retry_chat_model import RetryChatModel +from openbb_ai.helpers import ( # type: ignore[import-untyped] + citations, + cite, + message_chunk, + reasoning_step, + table, +) +from openbb_ai.models import ( # type: ignore[import-untyped] + BaseSSE, + QueryRequest, + Widget, + WidgetParam, ) + +from .models import TaskStructure +from .portfolio import prepare_allocation from .prompts import ( DO_I_NEED_TO_ALLOCATE_THE_PORTFOLIO_PROMPT, PARSE_USER_MESSAGE_TO_STRUCTURE_THE_TASK, SYSTEM_PROMPT, ) -from .utils import is_last_message, sanitize_message, generate_id - -from .portfolio import prepare_allocation, save_allocation +from .storage import save_allocation, save_task +from .utils import generate_id, is_last_message, sanitize_message logger = logging.getLogger(__name__) -def need_to_allocate_portfolio(conversation: str) -> bool: - """Determine if the user needs to allocate the portfolio right now.""" +@prompt( + DO_I_NEED_TO_ALLOCATE_THE_PORTFOLIO_PROMPT, + model=RetryChatModel( + OpenRouterChatModel( + model="deepseek/deepseek-chat-v3-0324", + temperature=0.0, + provider_sort="latency", + require_parameters=True, + provider_ignore=["GMICloud"], + ), + max_retries=5, + ), +) +async def _need_to_allocate_portfolio(conversation: str) -> bool: ... # type: ignore[empty-body] - @prompt( - DO_I_NEED_TO_ALLOCATE_THE_PORTFOLIO_PROMPT, - model=OpenaiChatModel(model="gpt-4o-mini", temperature=0.0), - ) - def _need_to_allocate_portfolio(conversation: str) -> bool: ... - - # I'm using a while loop here for exception handling. This is to retry - # the prompt if the LLM returns something that is not a boolean. - attempt = 0 - while attempt <= 5: - try: - need_to_allocate = _need_to_allocate_portfolio(conversation) - if isinstance(need_to_allocate, bool): - return need_to_allocate - else: - raise ValueError("Need to allocate portfolio is not a boolean") - except Exception as e: - attempt += 1 - if attempt > 5: - logger.error(f"Error parsing user message: {e}") - raise e - - -def get_task_structure(messages: str) -> dict: - """Get the task structure from the user messages.""" - - @prompt( - PARSE_USER_MESSAGE_TO_STRUCTURE_THE_TASK, - model=OpenaiChatModel(model="gpt-4o", temperature=0.0), + +@prompt( + PARSE_USER_MESSAGE_TO_STRUCTURE_THE_TASK, + model=RetryChatModel( + OpenRouterChatModel( + model="deepseek/deepseek-chat-v3-0324", + temperature=0.0, + provider_sort="latency", + require_parameters=True, + provider_ignore=["GMICloud"], + ), + max_retries=5, + ), +) +async def _get_task_structure(conversation: str) -> TaskStructure: ... # type: ignore[empty-body] + + +def make_llm(chat_messages: list) -> Callable: + @chatprompt( + SystemMessage(SYSTEM_PROMPT), + *chat_messages, + model=OpenRouterChatModel( + model="deepseek/deepseek-chat-v3-0324", + temperature=0.7, + provider_sort="latency", + require_parameters=True, + ), + max_retries=5, ) - def parse_user_message(conversation: str) -> TaskStructure: ... - - # I'm using a while loop here for exception handling. This is to retry the - # prompt if the LLM fails to return a an answer with the requires structure. - attempt = 0 - while attempt <= 5: - try: - task_structure = parse_user_message(messages) - return task_structure - except Exception as e: - attempt += 1 - if attempt > 5: - logger.error(f"Error parsing user message: {e}") - raise e - - -async def execution_loop(request: AgentQueryRequest) -> AsyncGenerator[dict, None]: + async def _llm() -> AsyncStreamedStr | str: ... # type: ignore[empty-body] + + return _llm + + +async def execution_loop(request: QueryRequest) -> AsyncGenerator[BaseSSE, None]: """Process the query and generate responses.""" - chat_messages = [] + chat_messages: list = [] + citations_list: list = [] for message in request.messages: if message.role == "ai": - chat_messages.append( - AssistantMessage(content=sanitize_message(message.content)) - ) + if hasattr(message, "content") and isinstance(message.content, str): + chat_messages.append( + AssistantMessage(content=await sanitize_message(message.content)) + ) elif message.role == "human": - user_message_content = sanitize_message(message.content) - chat_messages.append(UserMessage(content=user_message_content)) - if is_last_message(message, request.messages): + if hasattr(message, "content") and isinstance(message.content, str): + user_message_content = await sanitize_message(message.content) + chat_messages.append(UserMessage(content=user_message_content)) + if await is_last_message(message, request.messages): # I intentionally am not using function calling in this example # because I want all the logic that is under the hood to be exposed # explicitly so that others can use this code as a reference to learn # what's going on under the hood and how server sent events # are being yielded. - if need_to_allocate_portfolio(str(chat_messages)): - yield StatusUpdateSSE( - data=StatusUpdateSSEData( - eventType="INFO", - message="Starting asset basket allocation...\n" - + "Fetching task structure...", - ), - ).model_dump() - - task_structure = get_task_structure(str(chat_messages)) - - yield StatusUpdateSSE( - data=StatusUpdateSSEData( - eventType="INFO", - message="Task structure:", - details=[task_structure.__pretty_dict__()], - ), - ).model_dump() - - yield StatusUpdateSSE( - data=StatusUpdateSSEData( - eventType="INFO", message="Fetching historical prices..." - ), - ).model_dump() + if await _need_to_allocate_portfolio(str(chat_messages)): + yield reasoning_step( + message="Starting asset basket allocation...\n" + + "Fetching task structure..." + ) + + task_structure = await _get_task_structure(str(chat_messages)) + yield reasoning_step( + message="Task structure:", + details=task_structure.__pretty_dict__(), + ) + + yield reasoning_step( + message="Fetching historical prices...", + details={"symbols": ", ".join(task_structure.asset_symbols)}, + ) task_dict = task_structure.model_dump() task_dict.pop("task") + allocation = None try: - allocation = prepare_allocation(**task_dict) + allocation = await prepare_allocation(**task_dict) except Exception as e: - yield StatusUpdateSSE( - event="copilotStatusUpdate", - data=StatusUpdateSSEData( - eventType="ERROR", - message=f"Error preparing allocation. {str(e)}", - ), - ).model_dump() + yield reasoning_step( + event_type="ERROR", + message=f"Error preparing allocation. {str(e)}", + ) chat_messages.append( AssistantMessage( content=f"Error preparing allocation. {str(e)}" @@ -150,40 +148,37 @@ async def execution_loop(request: AgentQueryRequest) -> AsyncGenerator[dict, Non if allocation is not None: try: - yield StatusUpdateSSE( - event="copilotStatusUpdate", - data=StatusUpdateSSEData( - eventType="INFO", - message="Basket weights optimized. Saving allocation...", - ), - ).model_dump() - - allocation_id = save_allocation( - allocation_id=generate_id(length=2), + yield reasoning_step( + message="Basket weights optimized. Saving task and results...", + ) + + allocation_id = await save_allocation( + allocation_id=await generate_id(length=2), allocation_data=allocation.to_dict(orient="records"), ) - yield StatusUpdateSSE( - event="copilotStatusUpdate", - data=StatusUpdateSSEData( - eventType="INFO", - message="Allocation saved successfully.", - ), - ).model_dump() - - yield ArtifactSSE( - data=ArtifactSSEData( - type="table", - name="Allocation", - description="Allocation of assets to the in the basket.", - uuid=uuid4(), - content=allocation.to_dict(orient="records"), - ), - ).model_dump() + task_to_save = task_structure.model_dump() + task_to_save.pop("task") + # Add current date as the first key of the task data + task_to_save["date"] = date.today().isoformat() + await save_task( + allocation_id=allocation_id, + task_data=task_to_save, + ) + + yield reasoning_step( + message="Allocation saved successfully.", + ) + + yield table( + data=allocation.to_dict(orient="records"), + name=f"Allocation {allocation_id}", + description="Allocation of assets to the in the basket.", + ) chat_messages.append( AssistantMessage( - content=sanitize_message( + content=await sanitize_message( f"Allocation created. Allocation id: is `{allocation_id}`. Allocation data is {allocation.to_markdown()}." ) ) @@ -194,29 +189,40 @@ async def execution_loop(request: AgentQueryRequest) -> AsyncGenerator[dict, Non + "At the end of your message include the allocation id formatted as an inline code block." ) ) + if allocation_id: + citations_list = [ + cite( + widget=Widget( + name="Asset allocation data", + widget_id="allocation-data", + description="Allocation data for the portfolio.", + origin="Allocator Bot Backend", + params=[ + WidgetParam( + name="allocation_id", + type="text", + description="Unique identifier for the allocation", + ) + ], + ), + input_arguments={ + "allocation_id": allocation_id + }, + extra_details={"allocation_id": allocation_id}, + ) + ] except Exception as e: - yield StatusUpdateSSE( - event="copilotStatusUpdate", - data=StatusUpdateSSEData( - eventType="ERROR", - message=f"Error saving allocation. {str(e)}", - ), - ).model_dump() - - @chatprompt( - SystemMessage(SYSTEM_PROMPT), - *chat_messages, - model=OpenaiChatModel(model="gpt-4o", temperature=0.7), - ) - async def _llm() -> AsyncStreamedStr | str: ... - + yield reasoning_step( + event_type="ERROR", + message=f"Error saving allocation. {str(e)}", + ) + _llm = make_llm(chat_messages) llm_result = await _llm() if isinstance(llm_result, str): - yield { - "event": "copilotMessageChunk", - "data": json.dumps({"delta": llm_result}), - } + yield message_chunk(text=llm_result) else: async for chunk in llm_result: - yield {"event": "copilotMessageChunk", "data": json.dumps({"delta": chunk})} + yield message_chunk(text=chunk) + if len(citations_list) > 0: + yield citations(citations_list) diff --git a/allocator_bot/api.py b/allocator_bot/api.py index d233616..a0a1929 100644 --- a/allocator_bot/api.py +++ b/allocator_bot/api.py @@ -1,40 +1,34 @@ import json import logging import os -from fastapi import Depends, FastAPI + +import pandas as pd +from fastapi import Depends, FastAPI, HTTPException, status from fastapi.middleware.cors import CORSMiddleware -from fastapi.responses import JSONResponse +from fastapi.responses import FileResponse, JSONResponse +from fastapi.security import OAuth2PasswordBearer +from openbb_ai.models import QueryRequest # type: ignore[import-untyped] from sse_starlette.sse import EventSourceResponse from .agent import execution_loop -from .models import AgentQueryRequest -from .utils import require_api_key - -# Load environment variables and configuration -DATA_FOLDER_PATH = os.getenv("DATA_FOLDER_PATH", None) -API_KEYS_FILE_PATH = os.getenv("API_KEYS_FILE_PATH", None) -HOST_URL = os.getenv("HOST_URL", None) - -if not DATA_FOLDER_PATH or not API_KEYS_FILE_PATH or not HOST_URL: - raise ValueError( - "DATA_FOLDER_PATH, API_KEYS_FILE_PATH and HOST_URL must be set in the environment variables" - ) +from .config import config +from .storage import load_allocations, load_tasks +from .utils import validate_api_key -# Load API keys -with open(API_KEYS_FILE_PATH, "r") as f: - api_keys = [line.strip() for line in f.readlines()] +app = FastAPI() -# Load configuration files -widgets_json_path = os.path.join(os.path.dirname(__file__), "widgets.json") -copilots_json_path = os.path.join(os.path.dirname(__file__), "copilots.json") +oauth2_scheme = OAuth2PasswordBearer(tokenUrl="token") -with open(widgets_json_path, "r") as f: - widgets_json = json.load(f) -with open(copilots_json_path, "r") as f: - copilots_json = json.load(f) +async def get_current_user(token: str = Depends(oauth2_scheme)): + if not validate_api_key(token=token, api_key=config.app_api_key): + raise HTTPException( + status_code=status.HTTP_401_UNAUTHORIZED, + detail="Invalid or missing API key", + headers={"WWW-Authenticate": "Bearer"}, + ) + return token -app = FastAPI() # Configure CORS origins = [ @@ -42,6 +36,7 @@ "http://localhost:1420", "http://localhost:5050", "https://pro.openbb.co", + "https://pro.openbb.dev", "https://excel.openbb.co", ] @@ -56,32 +51,162 @@ logging.info("Startup complete") -@app.get("/") -def read_root(): +@app.get("/", openapi_extra={"widget_config": {"exclude": True}}) +async def read_root(): return {"info": "Asset basket allocator"} -@app.get("/widgets.json") -def get_widgets(header: str = Depends(require_api_key(api_keys=api_keys))): - """Widgets configuration file for OpenBB Workspace.""" - return JSONResponse(content=widgets_json) +@app.get("/assets/image.png", openapi_extra={"widget_config": {"exclude": True}}) +async def get_image(): + """Serve the image file.""" + image_path = os.path.abspath( + os.path.join(os.path.dirname(__file__), "..", "assets", "image.png") + ) + return FileResponse(image_path, media_type="image/png") + + +@app.get("/agents.json", openapi_extra={"widget_config": {"exclude": True}}) +async def get_agent_description(): + """Agents configuration file for the OpenBB Workspace""" + return JSONResponse( + content={ + "allocator_bot": { + "name": "Allocator Bot", + "description": "AI-powered allocator bot to answer questions about the asset basket allocation.", + "image": f"{config.agent_host_url}/assets/image.png", + "endpoints": {"query": f"{config.agent_host_url}/v1/query"}, + "features": { + "streaming": True, + "widget-dashboard-select": False, + "widget-dashboard-search": False, + }, + } + } + ) + + +@app.get("/apps.json", openapi_extra={"widget_config": {"exclude": True}}) +async def get_apps_description(): + """Apps configuration file for the OpenBB Workspace""" + with open( + os.path.abspath(os.path.join(os.path.dirname(__file__), "apps.json")), "r" + ) as f: + apps_config = json.load(f) + for config_key in ["img", "img_dark", "img_light"]: + apps_config[config_key] = f"{config.agent_host_url}/assets/image.png" -@app.get("/copilots.json") -def get_copilot_description( - header: str = Depends(require_api_key(api_keys=api_keys)), -): - """Copilot configuration file for OpenBB Workspace.""" - return JSONResponse(content=copilots_json) + return JSONResponse(content=apps_config) -@app.get("/allocation_data") -def get_allocation_data( - allocation_id: str = None, - risk_model: str = None, +@app.get( + "/allocation_data", + openapi_extra={ + "widget_config": { + "name": "Asset basket allocation", + "description": "Asset basket allocation", + "endpoint": "/allocation_data", + "category": "Allocations", + "sub_category": "Allocation", + "source": ["Allocator bot"], + "gridData": { + "x": 0, + "y": 0, + "w": 40, + "h": 10, + "minH": 10, + "minW": 10, + "maxH": 100, + "maxW": 100, + }, + "widgetId": "allocation-data", + "type": "table", + "params": [ + { + "paramName": "allocation_id", + "value": "", + "label": "Allocation ID", + "type": "text", + "description": "Unique identifier for the allocation", + }, + { + "paramName": "risk_model", + "label": "Risk Model", + "type": "text", + "options": [ + {"label": "Max Sharpe", "value": "max_sharpe"}, + {"label": "Min Volatility", "value": "min_volatility"}, + {"label": "Efficient Risk", "value": "efficient_risk"}, + {"label": "Efficient Return", "value": "efficient_return"}, + ], + "description": "Select the risk model for allocation", + }, + { + "paramName": "weights_or_quantities", + "value": "weights", + "label": "Weights or Quantities", + "type": "text", + "options": [ + {"label": "Weights", "value": "weights"}, + {"label": "Quantities", "value": "quantities"}, + ], + "description": "Choose between weights or quantities for allocation", + }, + ], + "data": { + "dataKey": "allocation", + "table": { + "enableCharts": True, + "chartView": { + "enabled": True, + "chartType": "donut", + "cellRangeCols": {"donut": ["Ticker", "Weight"]}, + }, + "showAll": True, + "transpose": False, + "columnDefs": [ + { + "field": "Ticker", + "headerName": "Ticker", + "cellDataType": "text", + "width": 100, + "pinned": "left", + }, + { + "field": "Weight", + "headerName": "Weight", + "headerTooltip": "Asset weight in allocation", + "cellDataType": "number", + "formatterFn": "normalizedPercent", + "width": 100, + }, + { + "field": "Quantity", + "headerName": "Quantity", + "headerTooltip": "Asset quantity in allocation", + "cellDataType": "number", + "formatterFn": "int", + "width": 100, + }, + { + "field": "Risk Model", + "headerName": "Risk Model", + "cellDataType": "text", + "width": 150, + "pinned": "right", + }, + ], + }, + }, + } + }, +) +async def get_allocation_data( + allocation_id: str | None = None, + risk_model: str | None = None, weights_or_quantities: str = "weights", - header: str = Depends(require_api_key(api_keys=api_keys)), -): + token: str = Depends(get_current_user), +) -> JSONResponse: """Fetch allocation data. This is an endpoint that powers the relevant widget. @@ -89,8 +214,7 @@ def get_allocation_data( if not allocation_id: return JSONResponse(content={"error": "Allocation ID is required"}) - with open(os.path.join(DATA_FOLDER_PATH, "allocations.json"), "r") as f: - allocations = json.load(f) + allocations = await load_allocations() selected_allocation = allocations.get( allocation_id, [{"Ticker": "N/A", "Quantity": 0}] @@ -98,11 +222,11 @@ def get_allocation_data( if risk_model: if isinstance(risk_model, str): - risk_model = [risk_model] + risk_model_list = [risk_model] selected_allocation = [ allocation for allocation in selected_allocation - if allocation["Risk Model"] in risk_model + if allocation["Risk Model"] in risk_model_list ] if weights_or_quantities == "quantities": @@ -119,7 +243,168 @@ def get_allocation_data( return JSONResponse(content={"allocation": selected_allocation}) +@app.get( + "/task_data", + openapi_extra={ + "widget_config": { + "name": "Allocation Task History", + "description": "Asset basket allocation task history", + "endpoint": "/task_data", + "category": "Allocations", + "sub_category": "Allocation", + "source": ["Allocator bot"], + "gridData": { + "x": 0, + "y": 0, + "w": 40, + "h": 15, + "minH": 10, + "minW": 20, + "maxH": 100, + "maxW": 100, + }, + "widgetId": "task-data", + "type": "table", + "params": [ + { + "paramName": "start_date", + "label": "Start Date", + "type": "date", + "description": "Filter tasks from this date (YYYY-MM-DD)", + }, + { + "paramName": "end_date", + "label": "End Date", + "type": "date", + "description": "Filter tasks until this date (YYYY-MM-DD)", + }, + { + "paramName": "symbol_search", + "label": "Symbol Search", + "type": "text", + "description": "Filter by asset symbol (partial match)", + }, + ], + "data": { + "dataKey": "tasks", + "table": { + "enableCharts": False, + "showAll": True, + "transpose": False, + "columnDefs": [ + { + "field": "Task ID", + "headerName": "Task ID", + "cellDataType": "text", + "width": 80, + "pinned": "left", + }, + { + "field": "Timestamp", + "headerName": "Task Date", + "cellDataType": "date", + "width": 80, + }, + { + "field": "Assets", + "headerName": "Assets", + "cellDataType": "text", + "width": 100, + }, + { + "field": "Investment", + "headerName": "Investment (USD)", + "cellDataType": "number", + "formatterFn": "int", + "width": 80, + }, + { + "field": "Start Date", + "headerName": "Start Date", + "cellDataType": "date", + "width": 80, + }, + { + "field": "End Date", + "headerName": "End Date", + "cellDataType": "date", + "width": 80, + }, + { + "field": "Risk Free Rate", + "headerName": "% Risk Free Rate", + "cellDataType": "number", + "formatterFn": "normalizedPercent", + "width": 80, + }, + { + "field": "Target Return", + "headerName": "% Target Return", + "cellDataType": "number", + "formatterFn": "normalizedPercent", + "width": 80, + }, + { + "field": "Target Volatility", + "headerName": "% Target Volatility", + "cellDataType": "number", + "formatterFn": "normalizedPercent", + "width": 80, + }, + ], + }, + }, + } + }, +) +async def get_task_data( + start_date: str | None = None, + end_date: str | None = None, + symbol_search: str | None = None, + token: str = Depends(get_current_user), +) -> JSONResponse: + """Fetch task data with filtering by date range and symbol search.""" + tasks = await load_tasks() + + if not tasks: + return JSONResponse(content={"tasks": []}) + + df = pd.DataFrame( + [ + { + "Task ID": task_id, + "Timestamp": task_data.get("timestamp", ""), + "Assets": ", ".join(task_data.get("asset_symbols", [])), + "Investment": task_data.get("total_investment", 0), + "Start Date": task_data.get("start_date", "N/A"), + "End Date": task_data.get("end_date", "N/A"), + "Risk Free Rate": task_data.get("risk_free_rate", 0), + "Target Return": task_data.get("target_return", 0), + "Target Volatility": task_data.get("target_volatility", 0), + } + for task_id, task_data in tasks.items() + ] + ) + + # Apply filters + if start_date: + df = df[df["Timestamp"].str[:10] >= start_date] + if end_date: + df = df[df["Timestamp"].str[:10] <= end_date] + if symbol_search: + df = df[df["Assets"].str.upper().str.contains(symbol_search.upper(), na=False)] + + # Sort by timestamp (newest first) + df = df.sort_values("Timestamp", ascending=False) + + return JSONResponse(content={"tasks": df.to_dict(orient="records")}) + + @app.post("/v1/query") -async def query(request: AgentQueryRequest) -> EventSourceResponse: +async def query( + request: QueryRequest, token: str = Depends(get_current_user) +) -> EventSourceResponse: """Query the Allocator Bot.""" - return EventSourceResponse(execution_loop(request)) + return EventSourceResponse( + (event.model_dump() async for event in execution_loop(request)) + ) diff --git a/allocator_bot/apps.json b/allocator_bot/apps.json new file mode 100644 index 0000000..cc62cff --- /dev/null +++ b/allocator_bot/apps.json @@ -0,0 +1,53 @@ +{ + "name": "Allocator Bot", + "img": "", + "img_dark": "", + "img_light": "", + "description": "The Asset Allocator Bot can perform simple portfolio optimization tasks and allocation tasks", + "allowCustomization": true, + "tabs": { + "": { + "id": "", + "name": "", + "layout": [ + { + "i": "task-data", + "x": 0, + "y": 0, + "w": 40, + "h": 15, + "state": { + "chartView": { + "enabled": false, + "chartType": "line" + }, + "columnState": { + "default": { + "columnPinning": { + "leftColIds": [ + "Task ID" + ], + "rightColIds": [] + }, + "columnOrder": { + "orderedColIds": [ + "Task ID", + "Timestamp", + "Assets", + "Investment", + "Risk Free Rate", + "Target Return", + "Target Volatility", + "Start Date", + "End Date" + ] + } + } + } + } + } + ] + } + }, + "groups": [] +} diff --git a/allocator_bot/config.py b/allocator_bot/config.py new file mode 100644 index 0000000..1767302 --- /dev/null +++ b/allocator_bot/config.py @@ -0,0 +1,22 @@ +import os + +from dotenv import load_dotenv + +from .models import AppConfig + +load_dotenv() + +config = AppConfig( + agent_host_url=os.getenv("AGENT_HOST_URL", ""), + app_api_key=os.getenv("APP_API_KEY", ""), + data_folder_path=os.getenv("DATA_FOLDER_PATH", None), + openrouter_api_key=os.getenv("OPENROUTER_API_KEY", ""), + s3_enabled=os.getenv("S3_ENABLED", "false").lower() == "true", + s3_endpoint=os.getenv("S3_ENDPOINT", None), + s3_access_key=os.getenv("S3_ACCESS_KEY", None), + s3_secret_key=os.getenv("S3_SECRET_KEY", None), + s3_bucket_name=os.getenv("S3_BUCKET_NAME", None), + allocation_data_file=os.getenv("ALLOCATION_DATA_FILE", "allocations.json"), + task_data_file=os.getenv("TASK_DATA_FILE", "tasks.json"), + fmp_api_key=os.getenv("FMP_API_KEY", None), +) diff --git a/allocator_bot/copilots.json b/allocator_bot/copilots.json deleted file mode 100644 index ac00e4b..0000000 --- a/allocator_bot/copilots.json +++ /dev/null @@ -1,13 +0,0 @@ -{ - "allocator_bot": { - "name": "Allocator Bot", - "description": "AI-powered allocator bot to answer questions about the asset basket allocation.", - "image": "https://github.com/OpenBB-finance/copilot-for-terminal-pro/assets/14093308/7da2a512-93b9-478d-90bc-b8c3dd0cabcf", - "hasStreaming": true, - "hasDocuments": false, - "hasFunctionCalling": false, - "endpoints": { - "query": "http://localhost:4322/v1/query" - } - } - } diff --git a/allocator_bot/models.py b/allocator_bot/models.py index f40e34f..b3f7221 100644 --- a/allocator_bot/models.py +++ b/allocator_bot/models.py @@ -1,190 +1,80 @@ -import json -from enum import Enum -from typing import Any, Literal -from uuid import UUID +from pydantic import BaseModel, Field, field_validator -from pydantic import BaseModel, Field, JsonValue, field_validator, model_validator +class AppConfig(BaseModel): + """Application configuration loaded from environment variables.""" -class RoleEnum(str, Enum): - ai = "ai" - human = "human" - tool = "tool" - - -class ChartParameters(BaseModel): - chartType: Literal["line", "bar", "scatter"] - xKey: str - yKey: list[str] - - -class DataFormat(BaseModel): - """Describe the format of the data, and how it should be handled.""" - - type: Literal["text", "table", "chart"] | None = None - chart_params: ChartParameters | None = None - - -class DataContent(BaseModel): - content: JsonValue = Field( - description="The data content, which must be JSON-serializable. Can be a primitive type (str, int, float, bool), list, or dict." # noqa: E501 + agent_host_url: str = Field( + description="The host URL and port number where the app is running." ) - data_format: DataFormat | None = Field( - default=None, - description="Optional. How the data should be parsed. If not provided, a best-effort attempt will be made to automatically determine the data format.", # noqa: E501 + app_api_key: str = Field(description="The API key to access the bot.") + openrouter_api_key: str = Field( + description="OpenRouter API key for AI functionality." ) - - -class LlmFunctionCall(BaseModel): - function: str - input_arguments: dict[str, Any] - - -class LlmMessage(BaseModel): - role: RoleEnum = Field( - description="The role of the entity that is creating the message" + s3_enabled: bool | None = Field( + default=False, description="Set to true to enable S3 storage." ) - content: LlmFunctionCall | str = Field( - description="The content of the message or the result of a function call." + s3_endpoint: str | None = Field(default=None, description="S3 endpoint URL.") + s3_access_key: str | None = Field(default=None, description="S3 access key.") + s3_secret_key: str | None = Field(default=None, description="S3 secret key.") + s3_bucket_name: str | None = Field(default=None, description="S3 bucket name.") + data_folder_path: str | None = Field( + description="The path to the folder that will store the allocation data." ) - - @field_validator("content", mode="before") - def parse_content(cls, v): - # We do this to make sure, if the client appends the function call to - # the messages that we're able to parse it correctly since the client - # will send the LlmFunctionCall encoded as a string, rather than JSON. - if isinstance(v, str): - try: - parsed_content = json.loads(v) - if isinstance(parsed_content, str): - # Sometimes we need a second decode if the content is - # escaped and string-encoded - parsed_content = json.loads(parsed_content) - return LlmFunctionCall(**parsed_content) - except (json.JSONDecodeError, TypeError, ValueError): - return v - - -class LlmClientFunctionCallResult(BaseModel): - """Contains the result of a function call made against a client.""" - - role: RoleEnum = RoleEnum.tool - function: str = Field(description="The name of the called function.") - input_arguments: dict[str, Any] | None = Field( - default=None, description="The input arguments passed to the function" + allocation_data_file: str = Field( + default="allocations.json", description="Path to allocation file in S3." ) - data: list[DataContent] = Field(description="The content of the function call.") - - -class RawContext(BaseModel): - uuid: UUID = Field(description="The UUID of the widget.") - name: str = Field(description="The name of the widget.") - description: str = Field( - description="A description of the data contained in the widget" - ) - data: DataContent = Field(description="The data content of the widget") - metadata: dict[str, Any] | None = Field( - default=None, - description="Additional widget metadata (eg. the selected ticker, etc)", - ) - - -class Widget(BaseModel): - uuid: str = Field(description="The UUID of the widget.") - name: str = Field(description="The name of the widget.") - description: str = Field( - description="A description of the data contained in the widget" + task_data_file: str = Field( + default="tasks.json", description="Path to task file in S3." ) - metadata: dict[Any, Any] | None = Field( - default=None, - description="Additional widget metadata (eg. the selected ticker, etc)", + fmp_api_key: str | None = Field( + default=None, description="Financial Modeling Prep API key for data retrieval." ) - -class AgentQueryRequest(BaseModel): - messages: list[LlmClientFunctionCallResult | LlmMessage] = Field( - description="A list of messages to submit to the copilot." - ) - context: str | list[RawContext] | None = Field( - default=None, description="Additional context." - ) - use_docs: bool = Field( - default=None, description="Set True to use uploaded docs when answering query." - ) - widgets: list[Widget] = Field( - default=None, description="A list of widgets for the copilot to consider." + @field_validator( + "agent_host_url", "app_api_key", "openrouter_api_key", mode="before" ) + def validate_required_env_vars(cls, value: str | None, info) -> str | None: + """Validate required environment variables. - @field_validator("messages") - @classmethod - def check_messages_not_empty(cls, value): + Raises ValueError if any required variable is not set. + """ if not value: - raise ValueError("messages list cannot be empty.") + raise ValueError(f"{info.field_name} environment variable is required.") return value + @field_validator("data_folder_path") + def validate_data_folder_path(cls, value: str | None, info) -> str | None: + """Validate the data folder path. -class BaseSSE(BaseModel): - event: Any - data: Any - - def model_dump(self, *args, **kwargs) -> dict: - return { - "event": self.event, - "data": self.data.model_dump_json(exclude_none=True), - } - - -class FunctionCallSSEData(BaseModel): - function: Literal["get_widget_data"] - input_arguments: dict - copilot_function_call_arguments: dict | None = Field( - default=None, - description="The original arguments of the function call to copilot. This may be different to what is actually returned as the function call to the client.", # noqa: E501 - ) - - -class FunctionCallSSE(BaseSSE): - event: Literal["copilotFunctionCall"] = "copilotFunctionCall" - data: FunctionCallSSEData - - -class StatusUpdateSSEData(BaseModel): - eventType: Literal["INFO", "WARNING", "ERROR"] - message: str - group: Literal["reasoning"] = "reasoning" - details: list[dict[str, str | int | float | None]] | None = None - - @model_validator(mode="before") - @classmethod - def exclude_fields(cls, values): - # Exclude these fields from being in the "details" field. (since this - # pollutes the JSON output) - _exclude_fields = [] - - if details := values.get("details"): - for detail in details: - for key in list(detail.keys()): - if key.lower() in _exclude_fields: - detail.pop(key, None) - return values - - -class StatusUpdateSSE(BaseSSE): - event: Literal["copilotStatusUpdate"] = "copilotStatusUpdate" - data: StatusUpdateSSEData + Must be set if S3 is not enabled, must be an absolute path, and must exist. + Raises ValueError if the path is not valid. + """ + if value is None and not info.data.get("s3_enabled", False): + raise ValueError("Data folder path must be set when S3 is not enabled.") + return value + @field_validator("s3_endpoint", "s3_access_key", "s3_secret_key", "s3_bucket_name") + def validate_s3_config(cls, value: str | None, info) -> str | None: + """Validate S3 configuration values. -class ArtifactSSEData(BaseModel): - type: Literal["text", "table", "chart"] - name: str - description: str - uuid: UUID - content: str | list[dict] + If S3 is enabled, all values must be set and not None. + If S3 is not enabled, these values can be None. + """ + if value is None and info.data.get("s3_enabled", False): + raise ValueError("S3 configuration values must be set when S3 is enabled.") + return value + @field_validator("fmp_api_key") + def validate_fmp_api_key(cls, value: str | None) -> str | None: + """Validate the Financial Modeling Prep API key. -class ArtifactSSE(BaseSSE): - event: Literal["copilotMessageArtifact"] = "copilotMessageArtifact" - data: ArtifactSSEData + Must be set if FMP data retrieval is required. + Raises ValueError if the key is not valid. + """ + if value is None: + raise ValueError("FMP API key must be set for data retrieval.") + return value class TaskStructure(BaseModel): diff --git a/allocator_bot/portfolio.py b/allocator_bot/portfolio.py index 67cf251..33e7a82 100644 --- a/allocator_bot/portfolio.py +++ b/allocator_bot/portfolio.py @@ -1,30 +1,33 @@ -import json -import os import warnings from datetime import datetime, timedelta import pandas as pd -from openbb import obb -from pypfopt import EfficientFrontier, expected_returns, risk_models +from openbb_fmp import FMPEquityHistoricalFetcher +from pypfopt import EfficientFrontier, expected_returns, risk_models # type: ignore +from .config import config -def fetch_historical_prices( + +async def fetch_historical_prices( tickers: list[str], start_date: str = "1998-01-01", end_date: str | None = None ) -> pd.DataFrame: """Fetch historical prices for a list of tickers.""" + if end_date is None: end_date = datetime.today().strftime("%Y-%m-%d") - price_data = obb.equity.price.historical( - symbol=",".join(tickers), - start_date=start_date, - end_date=end_date, - provider="fmp", - ).to_df() - return price_data + price_data = await FMPEquityHistoricalFetcher.fetch_data( + params={ + "symbol": ",".join(tickers), + "start_date": start_date, + "end_date": end_date, + }, + credentials={"fmp_api_key": config.fmp_api_key or ""}, + ) + return pd.DataFrame(p.model_dump() for p in price_data) # type: ignore [union-attr] -def optimize_portfolio( +async def optimize_portfolio( prices: pd.DataFrame, risk_free_rate: float, target_return: float, @@ -59,7 +62,7 @@ def optimize_portfolio( return results -def calculate_quantities( +async def calculate_quantities( weights: dict[str, float], latest_prices: dict[str, float], total_investment: float ) -> dict[str, int]: """Calculate the quantities of shares to allocate based on weights and total investment.""" @@ -70,7 +73,7 @@ def calculate_quantities( return quantities -def prepare_allocation( +async def prepare_allocation( asset_symbols: list[str], total_investment: float, start_date: str | None = None, @@ -89,7 +92,7 @@ def prepare_allocation( end_date = end_date or datetime.now().strftime("%Y-%m-%d") # Fetch historical prices - historical_prices = fetch_historical_prices( + historical_prices = await fetch_historical_prices( asset_symbols, start_date=start_date, end_date=end_date ) @@ -111,7 +114,7 @@ def prepare_allocation( with warnings.catch_warnings(record=True) as w: warnings.simplefilter("always") try: - optimized_weights = optimize_portfolio(prices, **optimization_kwargs) + optimized_weights = await optimize_portfolio(prices, **optimization_kwargs) except Exception as e: warning_messages = "\n".join(str(warning.message) for warning in w) raise ValueError( @@ -124,7 +127,9 @@ def prepare_allocation( # Create a DataFrame to store results results = [] for model, weights in optimized_weights.items(): - quantities = calculate_quantities(weights, latest_prices, total_investment) + quantities = await calculate_quantities( + weights, latest_prices, total_investment + ) for symbol, weight in weights.items(): results.append( { @@ -136,19 +141,3 @@ def prepare_allocation( ) return pd.DataFrame(results) - - -def save_allocation(allocation_id: str, allocation_data: dict) -> None: - """Save the allocation to a json file.""" - data_folder_path = os.getenv("DATA_FOLDER_PATH") - if not data_folder_path: - raise ValueError("DATA_FOLDER_PATH environment variable is not set") - - with open(os.path.join(data_folder_path, "allocations.json"), "r") as f: - allocation_results_json = json.load(f) - - allocation_results_json[allocation_id] = allocation_data - - with open(os.path.join(data_folder_path, "allocations.json"), "w") as f: - json.dump(allocation_results_json, f, indent=4) - return allocation_id diff --git a/allocator_bot/prompts.py b/allocator_bot/prompts.py index f34304e..004053f 100644 --- a/allocator_bot/prompts.py +++ b/allocator_bot/prompts.py @@ -41,6 +41,7 @@ You are tasked with determining if the user needs to calculate the asset allocation right now or they are just asking questions. You will need to return a boolean value (True or False) indicating if the user's query is asking to calculate the asset allocation. +You must use tools to submit the response. Here is the history of the conversation between the user and the Allocator Bot: CONVERSATION_START @@ -53,9 +54,10 @@ You are given a conversation history and your task is to structure the task for the Allocator Bot. If the conversation history has multiple asset buckets mentioned, focus on the latest one. +You must use tools to submit the response. + Here is the conversation history: CONVERSATION_START {conversation} CONVERSATION_END - """ diff --git a/allocator_bot/storage.py b/allocator_bot/storage.py new file mode 100644 index 0000000..43357b7 --- /dev/null +++ b/allocator_bot/storage.py @@ -0,0 +1,135 @@ +import json +import os + +import boto3 +from botocore.exceptions import ClientError + +from .config import config + + +class LocalFileStorage: + """Handles local file storage operations.""" + + def __init__(self): + if not config.data_folder_path: + raise ValueError("data_folder_path is not configured") + self.data_folder_path = config.data_folder_path + if not os.path.exists(self.data_folder_path): + os.makedirs(self.data_folder_path) + self.allocations_file = os.path.join(self.data_folder_path, "allocations.json") + self.tasks_file = os.path.join(self.data_folder_path, "tasks.json") + + async def load_allocations(self) -> dict: + """Load allocations from a local file.""" + if not os.path.exists(self.allocations_file): + return {} + with open(self.allocations_file, "r") as f: + return json.load(f) + + async def save_allocations(self, allocations: dict) -> None: + """Save allocations to a local file.""" + with open(self.allocations_file, "w") as f: + json.dump(allocations, f, indent=4) + + async def load_tasks(self) -> dict: + """Load tasks from a local file.""" + if not os.path.exists(self.tasks_file): + return {} + with open(self.tasks_file, "r") as f: + return json.load(f) + + async def save_tasks(self, tasks: dict) -> None: + """Save tasks to a local file.""" + with open(self.tasks_file, "w") as f: + json.dump(tasks, f, indent=4) + + +class CloudObjectStorage: + """Handles cloud storage operations using S3.""" + + def __init__(self): + self.s3 = boto3.client( + "s3", + endpoint_url=config.s3_endpoint, + aws_access_key_id=config.s3_access_key, + aws_secret_access_key=config.s3_secret_key, + ) + self.bucket_name = config.s3_bucket_name + self.allocation_data_file = config.allocation_data_file + self.task_data_file = config.task_data_file + + async def load_allocations(self) -> dict: + """Load allocations.json from S3 bucket.""" + try: + obj = self.s3.get_object( + Bucket=self.bucket_name, Key=self.allocation_data_file + ) + return json.loads(obj["Body"].read().decode("utf-8")) + except ClientError as e: + if e.response["Error"]["Code"] == "NoSuchKey": + return {} + raise + + async def save_allocations(self, allocations: dict) -> None: + """Save allocations to S3 bucket.""" + self.s3.put_object( + Bucket=config.s3_bucket_name, + Key=self.allocation_data_file, + Body=json.dumps(allocations, indent=4), + ) + + async def load_tasks(self) -> dict: + """Load tasks.json from S3 bucket.""" + try: + obj = self.s3.get_object(Bucket=self.bucket_name, Key=self.task_data_file) + return json.loads(obj["Body"].read().decode("utf-8")) + except ClientError as e: + if e.response["Error"]["Code"] == "NoSuchKey": + return {} + raise + + async def save_tasks(self, tasks: dict) -> None: + """Save tasks to S3 bucket.""" + self.s3.put_object( + Bucket=self.bucket_name, + Key=self.task_data_file, + Body=json.dumps(tasks, indent=4), + ) + + +async def get_storage() -> LocalFileStorage | CloudObjectStorage: + """Get the appropriate storage class based on configuration.""" + if config.s3_enabled: + return CloudObjectStorage() + else: + return LocalFileStorage() + + +async def save_task(allocation_id: str, task_data: dict) -> str: + """Save a new task.""" + storage: LocalFileStorage | CloudObjectStorage = await get_storage() + tasks = await storage.load_tasks() + tasks[allocation_id] = task_data + await storage.save_tasks(tasks) + return allocation_id + + +async def save_allocation(allocation_id: str, allocation_data: list[dict]) -> str: + """Save the allocation to a json file.""" + storage: LocalFileStorage | CloudObjectStorage = await get_storage() + allocations = await storage.load_allocations() + allocations[allocation_id] = allocation_data + await storage.save_allocations(allocations) + return allocation_id + + +async def load_allocations() -> dict: + """Load allocations from the configured storage.""" + storage: LocalFileStorage | CloudObjectStorage = await get_storage() + return await storage.load_allocations() + + +async def load_tasks() -> dict: + """Load tasks from the configured storage.""" + storage: LocalFileStorage | CloudObjectStorage = await get_storage() + return await storage.load_tasks() diff --git a/allocator_bot/utils.py b/allocator_bot/utils.py index 33e27ac..2cd8e97 100644 --- a/allocator_bot/utils.py +++ b/allocator_bot/utils.py @@ -1,64 +1,33 @@ -import json import random import re import string import time -from typing import AsyncGenerator, Callable, List +from openbb_ai.models import LlmMessage # type: ignore[import-untyped] -from fastapi import Header, HTTPException -from magentic import AsyncStreamedStr -from .models import LlmMessage - -def validate_api_key( - api_keys: List[str], api_key_header: str = Header(..., alias="Authorization") -) -> str: +def validate_api_key(token: str, api_key: str) -> bool: """Validate API key in header against pre-defined list of keys.""" - if not api_key_header: + if not token: return False - if api_key_header.replace("Bearer ", "").strip() in api_keys: + if token.replace("Bearer ", "").strip() == api_key: return True return False -def require_api_key(api_keys: List[str]) -> Callable: - """Decorator to add ACL based on API key header validation.""" - - async def _require_api_key(header: str = Header(..., alias="Authorization")): - if not validate_api_key(api_keys, header): - raise HTTPException(status_code=401, detail="Invalid or missing API key") - return header - - return _require_api_key - - -def sanitize_message(message: str) -> str: +async def sanitize_message(message: str) -> str: """Sanitize a message by escaping forbidden characters.""" cleaned_message = re.sub(r"(? bool: +async def is_last_message(message: LlmMessage, messages: list[LlmMessage]) -> bool: """Check if the message is the last human message in the conversation.""" human_messages = [msg for msg in messages if msg.role == "human"] return message == human_messages[-1] if human_messages else False -async def create_message_stream( - content: AsyncStreamedStr | str, -) -> AsyncGenerator[dict, None]: - if isinstance(content, str): - yield { - "event": "copilotMessageChunk", - "data": json.dumps({"delta": content}), - } - else: - async for chunk in content: - yield {"event": "copilotMessageChunk", "data": json.dumps({"delta": chunk})} - - -def generate_id(length: int = 2) -> str: +async def generate_id(length: int = 2) -> str: """Generate a unique ID with a total length of 4 characters.""" timestamp = int(time.time() * 1000) % 1000 diff --git a/allocator_bot/widgets.json b/allocator_bot/widgets.json deleted file mode 100644 index 199cc52..0000000 --- a/allocator_bot/widgets.json +++ /dev/null @@ -1,62 +0,0 @@ -{ - "allocation_data": { - "name": "Asset basket allocation", - "description": "Asset basket allocation", - "endpoint": "/allocation_data", - "category": "Allocations", - "sub_category": "Allocation", - "source": ["Allocator bot"], - "gridData": { - "x": 0, - "y": 0, - "w": 40, - "h": 10, - "minH": 10, - "minW": 10, - "maxH": 100, - "maxW": 100 - }, - "widgetId": "allocation-data", - "type": "table", - "params": [ - { - "paramName": "allocation_id", - "value": "", - "label": "Allocation ID", - "type": "text", - "description": "Unique identifier for the allocation" - }, - { - "paramName": "risk_model", - "label": "Risk Model", - "type": "text", - "options": [ - { "label": "Max Sharpe", "value": "max_sharpe" }, - { "label": "Min Volatility", "value": "min_volatility" }, - { "label": "Efficient Risk", "value": "efficient_risk" }, - { "label": "Efficient Return", "value": "efficient_return" } - ], - "description": "Select the risk model for allocation" - }, - { - "paramName": "weights_or_quantities", - "value": "weights", - "label": "Weights or Quantities", - "type": "text", - "options": [ - { "label": "Weights", "value": "weights" }, - { "label": "Quantities", "value": "quantities" } - ], - "description": "Choose between weights or quantities for allocation" - } - ], - "data": { - "dataKey": "allocation", - "table": { - "enableCharts": false, - "showAll": true, - "transpose": false - } - } - } -} diff --git a/assets/image.png b/assets/image.png new file mode 100644 index 0000000..1f69e3c Binary files /dev/null and b/assets/image.png differ diff --git a/conftest.py b/conftest.py new file mode 100644 index 0000000..9a2072b --- /dev/null +++ b/conftest.py @@ -0,0 +1,22 @@ +import os +import pytest +from httpx import AsyncClient + +# Set required environment variables for testing +os.environ["DATA_FOLDER_PATH"] = "/tmp/test" +os.environ["FMP_API_KEY"] = "test_key" +os.environ["OPENROUTER_API_KEY"] = "test_key" +os.environ["AGENT_HOST_URL"] = "http://localhost:8000" +os.environ["APP_API_KEY"] = "test_key" + + +@pytest.fixture +async def async_client(): + """Provide an async HTTP client for testing FastAPI endpoints.""" + from allocator_bot.__main__ import get_app + from httpx import ASGITransport + + app = get_app() + transport = ASGITransport(app=app) + async with AsyncClient(transport=transport, base_url="http://test") as client: + yield client diff --git a/k8s/00-namespace.yaml b/k8s/00-namespace.yaml new file mode 100644 index 0000000..ed1eb34 --- /dev/null +++ b/k8s/00-namespace.yaml @@ -0,0 +1,6 @@ +apiVersion: v1 +kind: Namespace +metadata: + name: allocator-bot + labels: + name: allocator-bot diff --git a/k8s/01-secret.yaml b/k8s/01-secret.yaml new file mode 100644 index 0000000..a0d4e48 --- /dev/null +++ b/k8s/01-secret.yaml @@ -0,0 +1,23 @@ +# Template for sensitive environment variables +# Replace the base64 encoded values with your actual secrets +# To encode: echo -n "your-secret-value" | base64 +apiVersion: v1 +kind: Secret +metadata: + name: allocator-bot-secrets +type: Opaque +data: + # Replace with base64 encoded API key for app access + APP_API_KEY: "" + + # Replace with base64 encoded OpenRouter API key for LLM access + OPENROUTER_API_KEY: "" + + # Replace with base64 encoded S3 access key (if S3 is enabled) + S3_ACCESS_KEY: "" + + # Replace with base64 encoded S3 secret key (if S3 is enabled) + S3_SECRET_KEY: "" + + # Replace with base64 encoded FMP API key for financial data + FMP_API_KEY: "" \ No newline at end of file diff --git a/k8s/02-configmap.yaml b/k8s/02-configmap.yaml new file mode 100644 index 0000000..5653e5b --- /dev/null +++ b/k8s/02-configmap.yaml @@ -0,0 +1,17 @@ +apiVersion: v1 +kind: ConfigMap +metadata: + name: allocator-bot-config +data: + # Host URL where the app will be accessible + AGENT_HOST_URL: "http://allocator-bot-service" + + # Data folder path for storing allocation data + DATA_FOLDER_PATH: "data" + + # S3 configuration (non-sensitive) + S3_ENABLED: "false" + S3_ENDPOINT: "" + S3_BUCKET_NAME: "" + ALLOCATION_DATA_FILE: "allocations.json" + TASK_DATA_FILE: "tasks.json" \ No newline at end of file diff --git a/k8s/03-service.yaml b/k8s/03-service.yaml new file mode 100644 index 0000000..9da508e --- /dev/null +++ b/k8s/03-service.yaml @@ -0,0 +1,15 @@ +apiVersion: v1 +kind: Service +metadata: + name: allocator-bot-service + labels: + app: allocator-bot +spec: + selector: + app: allocator-bot + ports: + - name: http + port: 80 + targetPort: 4299 + protocol: TCP + type: ClusterIP \ No newline at end of file diff --git a/k8s/04-deployment.yaml b/k8s/04-deployment.yaml new file mode 100644 index 0000000..32848cd --- /dev/null +++ b/k8s/04-deployment.yaml @@ -0,0 +1,108 @@ +apiVersion: apps/v1 +kind: Deployment +metadata: + name: allocator-bot + labels: + app: allocator-bot +spec: + replicas: 1 + selector: + matchLabels: + app: allocator-bot + template: + metadata: + labels: + app: allocator-bot + spec: + containers: + - name: allocator-bot + image: ghcr.io/p2p/allocator-bot:latest + ports: + - containerPort: 4299 + name: http + env: + - name: AGENT_HOST_URL + valueFrom: + configMapKeyRef: + name: allocator-bot-config + key: AGENT_HOST_URL + - name: APP_API_KEY + valueFrom: + secretKeyRef: + name: allocator-bot-secrets + key: APP_API_KEY + - name: DATA_FOLDER_PATH + valueFrom: + configMapKeyRef: + name: allocator-bot-config + key: DATA_FOLDER_PATH + - name: S3_ENABLED + valueFrom: + configMapKeyRef: + name: allocator-bot-config + key: S3_ENABLED + - name: S3_ENDPOINT + valueFrom: + configMapKeyRef: + name: allocator-bot-config + key: S3_ENDPOINT + - name: S3_BUCKET_NAME + valueFrom: + configMapKeyRef: + name: allocator-bot-config + key: S3_BUCKET_NAME + - name: ALLOCATION_DATA_FILE + valueFrom: + configMapKeyRef: + name: allocator-bot-config + key: ALLOCATION_DATA_FILE + - name: TASK_DATA_FILE + valueFrom: + configMapKeyRef: + name: allocator-bot-config + key: TASK_DATA_FILE + - name: OPENROUTER_API_KEY + valueFrom: + secretKeyRef: + name: allocator-bot-secrets + key: OPENROUTER_API_KEY + - name: S3_ACCESS_KEY + valueFrom: + secretKeyRef: + name: allocator-bot-secrets + key: S3_ACCESS_KEY + - name: S3_SECRET_KEY + valueFrom: + secretKeyRef: + name: allocator-bot-secrets + key: S3_SECRET_KEY + - name: FMP_API_KEY + valueFrom: + secretKeyRef: + name: allocator-bot-secrets + key: FMP_API_KEY + resources: + requests: + memory: "512Mi" + cpu: "500m" + limits: + memory: "1Gi" + cpu: "1" + livenessProbe: + httpGet: + path: / + port: 4299 + initialDelaySeconds: 30 + periodSeconds: 10 + readinessProbe: + httpGet: + path: / + port: 4299 + initialDelaySeconds: 5 + periodSeconds: 5 + volumeMounts: + - name: data-volume + mountPath: /app/data + volumes: + - name: data-volume + emptyDir: {} diff --git a/llms.md b/llms.md new file mode 100644 index 0000000..0f47fac --- /dev/null +++ b/llms.md @@ -0,0 +1,143 @@ +# llms.md + +This file provides guidance to AI coding agents when working with code in this repository. +This file is symlinked to `CLAUDE.md`, `GEMINI.md` and `.cursorrules` to be automatically read by AI coding assistants. + +## Project Overview + +The Allocator Bot is a portfolio optimization copilot for OpenBB Workspace that provides AI-powered asset allocation recommendations using modern portfolio theory and efficient frontier algorithms. + +## Development Commands + +### Installation & Setup + +Development installation + +```bash +uv sync --extra dev +``` + +Production installation + +```bash +pip install git+https://github.com/piiq/allocator-bot.git +``` + +### Running the Application + +```bash +openbb-api --app allocator_bot.__main__:get_app --factory +``` + +### Testing & Code Quality + +Run tests + +```bash +uv run pytest +``` + +Code formatting + +```bash +uv run black . +``` + +Linting + +```bash +uv run ruff check . +``` + +### Dependency Management + +- **Always use UV commands** - never edit pyproject.toml directly +- Add dependencies: `uv add package-name` +- Add dev dependencies: `uv add --group dev package-name` +- Sync dependencies: `uv sync --extra dev` + +## Architecture Overview + +### Core Data Flow + +```plaintext +User Request → FastAPI Endpoint (/v1/query) → Agent Execution Loop → Portfolio Optimization → SSE Stream Response +``` + +### Technology Stack + +- **Web Framework**: FastAPI with Server-Sent Events (SSE) +- **AI/LLM**: Magentic library with OpenRouter integration (DeepSeek Chat v3) +- **Portfolio Optimization**: PyPortfolioOpt for efficient frontier calculations +- **Data Source**: OpenBB Platform for financial market data +- **Package Management**: UV for fast Python dependency management + +## Integration Patterns + +### OpenBB Workspace Integration + +- Copilot interface at `/v1/query` endpoint +- Widget interface at `/widgets.json` programmatically generated by `openbb-api` launcher +- Widget configuration embedded in OpenAPI specifications via `openapi_extra` +- Bearer token authentication pattern + +### Storage Architecture + +- **Hybrid approach**: Local file storage with optional S3 cloud storage +- **Environment-driven**: S3 enabled via `S3_ENABLED` environment variable +- **Graceful fallback**: Falls back to local storage when S3 unavailable + +## Key Development Patterns + +### Async/Streaming Architecture + +- Full async/await pattern for all LLM interactions +- Server-Sent Events for real-time user feedback +- Streaming responses with progress indicators + +### Data Validation + +- Strict Pydantic models for all data structures +- Field-level validation with custom validators +- Type safety throughout the application + +### AI Integration + +- Multi-step LLM workflow: task detection → structure parsing → execution +- Function-free approach with explicit logic exposure to LLM +- Retry mechanisms for LLM reliability + +## Configuration + +### Required Environment Variables + +- `OPENROUTER_API_KEY`: LLM access via OpenRouter +- `FMP_API_KEY`: Financial data via Financial Modeling Prep +- `S3_*`: Cloud storage configuration (if S3_ENABLED=true) +- `AGENT_HOST_URL`: Application host URL +- `APP_API_KEY`: API access token + +### Optional Configuration + +- `DATA_FOLDER_PATH`: Local storage path (default: "data") + +## Deployment + +### Docker + +- Multi-stage Dockerfile using UV for optimized builds +- Runs on port 4299 +- Non-root user for security + +### Kubernetes + +- Complete manifests in `/k8s/` directory +- Separate ConfigMap for non-sensitive variables +- Secret template for sensitive environment variables + +## Testing Strategy + +- Unit tests for core portfolio functions +- Mocking for external dependencies (OpenBB, S3) +- Integration tests for storage systems +- Located in `/tests/` with pytest framework diff --git a/main.py b/main.py deleted file mode 100644 index 483988e..0000000 --- a/main.py +++ /dev/null @@ -1,31 +0,0 @@ -import argparse -import logging -import os -from dotenv import load_dotenv -import uvicorn 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a/pyproject.toml b/pyproject.toml index 1d4af71..80c7610 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -1,25 +1,61 @@ -[tool.poetry] +[project] name = "allocator-bot" -version = "0.1.0" +version = "0.2.0" description = "An asset allocation bot for OpenBB that uses PyPortfolioOpt to generate efficient frontier allocations." -authors = ["Theodore Aptekarev "] +authors = [{ name = "Theodore Aptekarev", email = "aptekarev@gmail.com" }] readme = "README.md" -package-mode = false - -[tool.poetry.dependencies] -python = ">=3.10,<3.13" -openbb-core = "^1.3.7" -magentic = "^0.34.1" -pandas = "^2.2.3" -pyportfolioopt = "^1.5.6" -theobb = "^1.0.0" -openbb-equity = "^1.3.5" -openbb-etf = "^1.3.5" -sse-starlette = "^2.1.3" -openbb-fmp = "^1.3.5" -tabulate = "^0.9.0" +requires-python = ">=3.10,<3.13" +license = { text = "MIT" } +classifiers = [ + "Programming Language :: Python :: 3", + "License :: OSI Approved :: MIT License", + "Operating System :: OS Independent", +] +dependencies = [ + "boto3>=1.34.0", + "magentic>=0.40.0", + "openbb-ai>=1.5.0", + "openbb-fmp>=1.3.5", + "openbb-platform-api>=1.1.10", + "pandas>=2.2.3", + "pyportfolioopt>=1.5.6", + "sse-starlette>=2.1.3", + "tabulate>=0.9.0", + "theobb>=1.0.0", +] + +[project.optional-dependencies] +dev = [ + "black>=24.4.2", + "pandas-stubs>=2.2.3.250527", + "pytest>=8.4.0", + "ruff>=0.4.4", + "types-boto3>=1.38.32", +] [build-system] -requires = ["poetry-core"] -build-backend = "poetry.core.masonry.api" +requires = ["hatchling"] +build-backend = "hatchling.build" + +[project.scripts] +allocator-bot = "allocator_bot.__main__:main" + +[tool.hatch.metadata] +allow-direct-references = true + +[tool.hatch.build] +include = ["allocator_bot/**"] + +[dependency-groups] +dev = [ + "coverage>=7.9.1", + "httpx>=0.28.1", + "pytest-asyncio>=1.0.0", + "pytest-cov>=6.2.1", +] + +[tool.pytest.ini_options] +asyncio_mode = "auto" +testpaths = ["tests"] +addopts = "--cov=allocator_bot --cov-report=term-missing" diff --git a/tests/test_agent.py b/tests/test_agent.py new file mode 100644 index 0000000..f4d273d --- /dev/null +++ b/tests/test_agent.py @@ -0,0 +1,391 @@ +from unittest.mock import AsyncMock, MagicMock, patch + +import pandas as pd +import pytest +from openbb_ai.models import ( # type: ignore[import-untyped] + LlmClientMessage, + QueryRequest, +) + +from allocator_bot.agent import execution_loop +from allocator_bot.models import TaskStructure + + +class TestExecutionLoop: + """Test the execution_loop function.""" + + @pytest.mark.asyncio + async def test_execution_loop_no_allocation_needed(self): + """Test execution loop when no allocation is needed.""" + request = QueryRequest( + messages=[ + LlmClientMessage( + role="human", content="What is portfolio optimization?" + ) + ] + ) + + async def mock_need_to_allocate_portfolio(*args, **kwargs): + return False + + # Mock the callable that make_llm returns + mock_llm_callable = AsyncMock(return_value="Portfolio optimization is...") + # Create a mock for the make_llm function itself. + # This mock, when called, will return our other mock (the callable). + mock_make_llm = MagicMock(return_value=mock_llm_callable) + + with patch.multiple( + "allocator_bot.agent", + _need_to_allocate_portfolio=mock_need_to_allocate_portfolio, + make_llm=mock_make_llm, + ): + events = [] + async for event in execution_loop(request): + events.append(event) + + assert len(events) == 1 + # The event from `message_chunk` is a `MessageChunkSSE` object. + # The text content is in the `data.delta` attribute. + assert hasattr(events[0], "data") + assert hasattr(events[0].data, "delta") + assert events[0].data.delta == "Portfolio optimization is..." + + # Assert that make_llm was called to create the LLM + mock_make_llm.assert_called_once() + # Assert that the llm was called + mock_llm_callable.assert_awaited_once() + + @pytest.mark.asyncio + async def test_execution_loop_with_ai_messages(self): + """Test execution loop with AI messages in history.""" + request = QueryRequest( + messages=[ + LlmClientMessage(role="human", content="Hello"), + LlmClientMessage(role="ai", content="Hi there!"), + LlmClientMessage( + role="human", content="Create a portfolio with AAPL and GOOGL" + ), + ] + ) + + task_structure = TaskStructure( + task="Create portfolio", + asset_symbols=["AAPL", "GOOGL"], + total_investment=100000, + ) + + # Mock allocation DataFrame + mock_allocation = pd.DataFrame( + [ + { + "Risk Model": "max_sharpe", + "Ticker": "AAPL", + "Weight": 0.6, + "Quantity": 10, + }, + { + "Risk Model": "max_sharpe", + "Ticker": "GOOGL", + "Weight": 0.4, + "Quantity": 5, + }, + ] + ) + + async def mock_need_to_allocate_portfolio(*args, **kwargs): + return True + + mock_llm_callable = AsyncMock(return_value="Portfolio created successfully") + mock_make_llm = MagicMock(return_value=mock_llm_callable) + + with patch.multiple( + "allocator_bot.agent", + _need_to_allocate_portfolio=mock_need_to_allocate_portfolio, + _get_task_structure=AsyncMock(return_value=task_structure), + prepare_allocation=AsyncMock(return_value=mock_allocation), + save_allocation=AsyncMock(return_value="test_id_123"), + save_task=AsyncMock(return_value="test_id_123"), + generate_id=MagicMock(return_value="test_id"), + make_llm=mock_make_llm, + ): + events = [] + async for event in execution_loop(request): + events.append(event) + + # Should have multiple events: reasoning steps, table, message chunks + assert len(events) > 5 + + @pytest.mark.asyncio + async def test_execution_loop_allocation_error(self): + """Test execution loop when allocation preparation fails.""" + request = QueryRequest( + messages=[ + LlmClientMessage( + role="human", content="Create a portfolio with invalid symbols" + ), + ] + ) + + task_structure = TaskStructure( + task="Create portfolio", asset_symbols=["INVALID"], total_investment=100000 + ) + + async def mock_need_to_allocate_portfolio(*args, **kwargs): + return True + + mock_llm_callable = AsyncMock(return_value="Error occurred") + mock_make_llm = MagicMock(return_value=mock_llm_callable) + + with patch.multiple( + "allocator_bot.agent", + _need_to_allocate_portfolio=mock_need_to_allocate_portfolio, + _get_task_structure=AsyncMock(return_value=task_structure), + prepare_allocation=MagicMock(side_effect=Exception("Data fetch failed")), + make_llm=mock_make_llm, + ): + events = [] + async for event in execution_loop(request): + events.append(event) + + # Should have error reasoning step + error_events = [ + e + for e in events + if hasattr(e, "data") + and hasattr(e.data, "eventType") + and e.data.eventType == "ERROR" + ] + assert len(error_events) > 0 + + @pytest.mark.asyncio + async def test_execution_loop_save_allocation_error(self): + """Test execution loop when saving allocation fails.""" + request = QueryRequest( + messages=[ + LlmClientMessage(role="human", content="Create a portfolio with AAPL"), + ] + ) + + task_structure = TaskStructure( + task="Create portfolio", asset_symbols=["AAPL"], total_investment=100000 + ) + + mock_allocation = pd.DataFrame( + [ + { + "Risk Model": "max_sharpe", + "Ticker": "AAPL", + "Weight": 1.0, + "Quantity": 100, + }, + ] + ) + + async def mock_need_to_allocate_portfolio(*args, **kwargs): + return True + + mock_llm_callable = AsyncMock(return_value="Error saving") + mock_make_llm = MagicMock(return_value=mock_llm_callable) + + with patch.multiple( + "allocator_bot.agent", + _need_to_allocate_portfolio=mock_need_to_allocate_portfolio, + _get_task_structure=AsyncMock(return_value=task_structure), + prepare_allocation=AsyncMock(return_value=mock_allocation), + save_allocation=MagicMock(side_effect=Exception("Save failed")), + make_llm=mock_make_llm, + ): + events = [] + async for event in execution_loop(request): + events.append(event) + + # Should have error reasoning step for save failure + error_events = [ + e + for e in events + if hasattr(e, "data") + and hasattr(e.data, "eventType") + and e.data.eventType == "ERROR" + ] + assert len(error_events) > 0 + + @pytest.mark.asyncio + async def test_execution_loop_string_llm_result(self): + """Test execution loop when LLM returns a string (not streamed).""" + request = QueryRequest( + messages=[ + LlmClientMessage(role="human", content="What is diversification?") + ] + ) + + async def mock_need_to_allocate_portfolio(*args, **kwargs): + return False + + mock_llm_callable = AsyncMock( + return_value="Diversification is a risk management strategy" + ) + mock_make_llm = MagicMock(return_value=mock_llm_callable) + + with patch.multiple( + "allocator_bot.agent", + _need_to_allocate_portfolio=mock_need_to_allocate_portfolio, + make_llm=mock_make_llm, + ): + events = [] + async for event in execution_loop(request): + events.append(event) + + assert len(events) >= 1 + + @pytest.mark.asyncio + async def test_execution_loop_streamed_llm_result(self): + """Test execution loop when LLM returns a streamed result.""" + request = QueryRequest( + messages=[ + LlmClientMessage(role="human", content="Explain portfolio theory") + ] + ) + + # Mock AsyncStreamedStr + async def mock_stream(): + yield "Modern " + yield "portfolio " + yield "theory..." + + mock_streamed_str = MagicMock() + mock_streamed_str.__aiter__ = lambda self: mock_stream() + + async def mock_need_to_allocate_portfolio(*args, **kwargs): + return False + + mock_llm_callable = AsyncMock(return_value=mock_streamed_str) + mock_make_llm = MagicMock(return_value=mock_llm_callable) + + with patch.multiple( + "allocator_bot.agent", + _need_to_allocate_portfolio=mock_need_to_allocate_portfolio, + make_llm=mock_make_llm, + ): + events = [] + async for event in execution_loop(request): + events.append(event) + + # Should have multiple chunks + assert len(events) >= 3 + + @pytest.mark.asyncio + async def test_execution_loop_with_citations(self): + """Test execution loop generates citations when allocation is successful.""" + request = QueryRequest( + messages=[ + LlmClientMessage( + role="human", content="Create portfolio with AAPL and MSFT" + ), + ] + ) + + task_structure = TaskStructure( + task="Create portfolio", + asset_symbols=["AAPL", "MSFT"], + total_investment=50000, + ) + + mock_allocation = pd.DataFrame( + [ + { + "Risk Model": "max_sharpe", + "Ticker": "AAPL", + "Weight": 0.7, + "Quantity": 20, + }, + { + "Risk Model": "max_sharpe", + "Ticker": "MSFT", + "Weight": 0.3, + "Quantity": 15, + }, + ] + ) + + async def mock_need_to_allocate_portfolio(*args, **kwargs): + return True + + mock_llm_callable = AsyncMock(return_value="Portfolio created successfully") + mock_make_llm = MagicMock(return_value=mock_llm_callable) + + with patch.multiple( + "allocator_bot.agent", + _need_to_allocate_portfolio=mock_need_to_allocate_portfolio, + _get_task_structure=AsyncMock(return_value=task_structure), + prepare_allocation=AsyncMock(return_value=mock_allocation), + save_allocation=AsyncMock(return_value="citation_test_id"), + save_task=AsyncMock(return_value="citation_test_id"), + generate_id=AsyncMock(return_value="citation_test"), + make_llm=mock_make_llm, + ): + events = [] + async for event in execution_loop(request): + events.append(event) + + # Should have citations at the end + citation_events = [ + e + for e in events + if hasattr(e, "event") and e.event == "copilotCitationCollection" + ] + assert len(citation_events) > 0 + + @pytest.mark.asyncio + async def test_execution_loop_message_content_handling(self): + """Test execution loop properly handles message content.""" + request = QueryRequest( + messages=[ + LlmClientMessage(role="human", content="Test message with {braces}"), + ] + ) + + async def mock_need_to_allocate_portfolio(*args, **kwargs): + return False + + mock_llm_callable = AsyncMock(return_value="Response") + mock_make_llm = MagicMock(return_value=mock_llm_callable) + mock_sanitize = AsyncMock(return_value="Test message with {{braces}}") + + with patch.multiple( + "allocator_bot.agent", + _need_to_allocate_portfolio=mock_need_to_allocate_portfolio, + sanitize_message=mock_sanitize, + make_llm=mock_make_llm, + ): + events = [] + async for event in execution_loop(request): + events.append(event) + + # sanitize_message should have been called + mock_sanitize.assert_called() + + @pytest.mark.asyncio + async def test_execution_loop_message_without_content(self): + """Test execution loop handles messages without content attribute.""" + # Create a real message and then remove the content attribute via mocking + request = QueryRequest( + messages=[LlmClientMessage(role="human", content="Test message")] + ) + + async def mock_need_to_allocate_portfolio(*args, **kwargs): + return False + + mock_llm_callable = AsyncMock(return_value="Response") + mock_make_llm = MagicMock(return_value=mock_llm_callable) + + with patch.multiple( + "allocator_bot.agent", + _need_to_allocate_portfolio=mock_need_to_allocate_portfolio, + make_llm=mock_make_llm, + ): + events = [] + async for event in execution_loop(request): + events.append(event) + + # Should not crash and should produce some events + assert len(events) >= 1 diff --git a/tests/test_api.py b/tests/test_api.py new file mode 100644 index 0000000..88da9cb --- /dev/null +++ b/tests/test_api.py @@ -0,0 +1,490 @@ +import pytest + + +@pytest.mark.asyncio +async def test_read_root(async_client): + response = await async_client.get("/") + assert response.status_code == 200 + assert response.json() == {"info": "Asset basket allocator"} + + +@pytest.mark.asyncio +async def test_get_agent_description(async_client): + response = await async_client.get("/agents.json") + assert response.status_code == 200 + assert "allocator_bot" in response.json() + + +@pytest.mark.asyncio +async def test_get_allocation_data_no_id(async_client): + headers = {"Authorization": "Bearer test_key"} + response = await async_client.get("/allocation_data", headers=headers) + assert response.status_code == 200 + assert response.json() == {"error": "Allocation ID is required"} + + +@pytest.mark.asyncio +async def test_get_allocation_data_with_id(async_client): + """Test getting allocation data with a valid ID.""" + from unittest.mock import patch + + mock_allocations = { + "test_id": [ + { + "Risk Model": "max_sharpe", + "Ticker": "AAPL", + "Weight": 0.6, + "Quantity": 10, + }, + { + "Risk Model": "max_sharpe", + "Ticker": "GOOGL", + "Weight": 0.4, + "Quantity": 5, + }, + { + "Risk Model": "min_volatility", + "Ticker": "AAPL", + "Weight": 0.5, + "Quantity": 8, + }, + { + "Risk Model": "min_volatility", + "Ticker": "GOOGL", + "Weight": 0.5, + "Quantity": 6, + }, + ] + } + + headers = {"Authorization": "Bearer test_key"} + with patch("allocator_bot.api.load_allocations", return_value=mock_allocations): + response = await async_client.get( + "/allocation_data?allocation_id=test_id", headers=headers + ) + assert response.status_code == 200 + data = response.json() + assert "allocation" in data + assert len(data["allocation"]) == 4 + + +@pytest.mark.asyncio +async def test_get_allocation_data_with_risk_model_filter(async_client): + """Test getting allocation data filtered by risk model.""" + from unittest.mock import patch + + mock_allocations = { + "test_id": [ + { + "Risk Model": "max_sharpe", + "Ticker": "AAPL", + "Weight": 0.6, + "Quantity": 10, + }, + { + "Risk Model": "max_sharpe", + "Ticker": "GOOGL", + "Weight": 0.4, + "Quantity": 5, + }, + { + "Risk Model": "min_volatility", + "Ticker": "AAPL", + "Weight": 0.5, + "Quantity": 8, + }, + { + "Risk Model": "min_volatility", + "Ticker": "GOOGL", + "Weight": 0.5, + "Quantity": 6, + }, + ] + } + + headers = {"Authorization": "Bearer test_key"} + with patch("allocator_bot.api.load_allocations", return_value=mock_allocations): + response = await async_client.get( + "/allocation_data?allocation_id=test_id&risk_model=max_sharpe", + headers=headers, + ) + assert response.status_code == 200 + data = response.json() + assert "allocation" in data + assert len(data["allocation"]) == 2 + for allocation in data["allocation"]: + assert allocation["Risk Model"] == "max_sharpe" + + +@pytest.mark.asyncio +async def test_get_allocation_data_quantities_only(async_client): + """Test getting allocation data with quantities only (no weights).""" + from unittest.mock import patch + + mock_allocations = { + "test_id": [ + { + "Risk Model": "max_sharpe", + "Ticker": "AAPL", + "Weight": 0.6, + "Quantity": 10, + }, + { + "Risk Model": "max_sharpe", + "Ticker": "GOOGL", + "Weight": 0.4, + "Quantity": 5, + }, + ] + } + + headers = {"Authorization": "Bearer test_key"} + with patch("allocator_bot.api.load_allocations", return_value=mock_allocations): + response = await async_client.get( + "/allocation_data?allocation_id=test_id&weights_or_quantities=quantities", + headers=headers, + ) + assert response.status_code == 200 + data = response.json() + assert "allocation" in data + for allocation in data["allocation"]: + assert "Weight" not in allocation + assert "Quantity" in allocation + + +@pytest.mark.asyncio +async def test_get_allocation_data_weights_only(async_client): + """Test getting allocation data with weights only (no quantities).""" + from unittest.mock import patch + + mock_allocations = { + "test_id": [ + { + "Risk Model": "max_sharpe", + "Ticker": "AAPL", + "Weight": 0.6, + "Quantity": 10, + }, + { + "Risk Model": "max_sharpe", + "Ticker": "GOOGL", + "Weight": 0.4, + "Quantity": 5, + }, + ] + } + + headers = {"Authorization": "Bearer test_key"} + with patch("allocator_bot.api.load_allocations", return_value=mock_allocations): + response = await async_client.get( + "/allocation_data?allocation_id=test_id&weights_or_quantities=weights", + headers=headers, + ) + assert response.status_code == 200 + data = response.json() + assert "allocation" in data + for allocation in data["allocation"]: + assert "Weight" in allocation + assert "Quantity" not in allocation + + +@pytest.mark.asyncio +async def test_get_allocation_data_nonexistent_id(async_client): + """Test getting allocation data with non-existent ID.""" + from unittest.mock import patch + + headers = {"Authorization": "Bearer test_key"} + with patch("allocator_bot.api.load_allocations", return_value={}): + response = await async_client.get( + "/allocation_data?allocation_id=nonexistent", headers=headers + ) + assert response.status_code == 200 + data = response.json() + assert "allocation" in data + # The default allocation only includes Ticker, Quantity is filtered out in weights mode + assert len(data["allocation"]) == 1 + assert data["allocation"][0]["Ticker"] == "N/A" + + +@pytest.mark.asyncio +async def test_get_task_data_empty(async_client): + """Test getting task data when no tasks exist.""" + from unittest.mock import patch + + headers = {"Authorization": "Bearer test_key"} + with patch("allocator_bot.api.load_tasks", return_value={}): + response = await async_client.get("/task_data", headers=headers) + assert response.status_code == 200 + data = response.json() + assert "tasks" in data + assert data["tasks"] == [] + + +@pytest.mark.asyncio +async def test_get_task_data_basic(async_client): + """Test getting basic task data without filters.""" + from unittest.mock import patch + + mock_tasks = { + "task_1": { + "timestamp": "2024-01-15T10:30:00", + "asset_symbols": ["AAPL", "GOOGL"], + "total_investment": 100000, + "start_date": "2023-01-01", + "end_date": "2024-01-01", + "risk_free_rate": 0.05, + "target_return": 0.15, + "target_volatility": 0.20, + }, + "task_2": { + "timestamp": "2024-01-10T14:20:00", + "asset_symbols": ["MSFT", "TSLA"], + "total_investment": 50000, + "start_date": "2023-06-01", + "end_date": "2024-06-01", + "risk_free_rate": 0.04, + "target_return": 0.12, + "target_volatility": 0.18, + }, + } + + headers = {"Authorization": "Bearer test_key"} + with patch("allocator_bot.api.load_tasks", return_value=mock_tasks): + response = await async_client.get("/task_data", headers=headers) + assert response.status_code == 200 + data = response.json() + assert "tasks" in data + assert len(data["tasks"]) == 2 + + # Check data formatting + task = data["tasks"][0] # Should be sorted by timestamp desc (newest first) + assert "Task ID" in task + assert "Timestamp" in task + assert "Assets" in task + assert "Investment" in task + assert task["Investment"] == 100000 + assert task["Assets"] == "AAPL, GOOGL" + assert task["Risk Free Rate"] == 0.05 + + +@pytest.mark.asyncio +async def test_get_task_data_date_filter(async_client): + """Test getting task data with date filters.""" + from unittest.mock import patch + + mock_tasks = { + "task_1": { + "timestamp": "2024-01-15T10:30:00", + "asset_symbols": ["AAPL"], + "total_investment": 100000, + "start_date": "2023-01-01", + "end_date": "2024-01-01", + "risk_free_rate": 0.05, + "target_return": 0.15, + "target_volatility": 0.20, + }, + "task_2": { + "timestamp": "2024-01-10T14:20:00", + "asset_symbols": ["MSFT"], + "total_investment": 50000, + "start_date": "2023-06-01", + "end_date": "2024-06-01", + "risk_free_rate": 0.04, + "target_return": 0.12, + "target_volatility": 0.18, + }, + "task_3": { + "timestamp": "2024-01-20T09:15:00", + "asset_symbols": ["GOOGL"], + "total_investment": 75000, + "start_date": "2023-01-01", + "end_date": "2024-01-01", + "risk_free_rate": 0.05, + "target_return": 0.15, + "target_volatility": 0.20, + }, + } + + headers = {"Authorization": "Bearer test_key"} + with patch("allocator_bot.api.load_tasks", return_value=mock_tasks): + # Test start_date filter + response = await async_client.get( + "/task_data?start_date=2024-01-12", headers=headers + ) + assert response.status_code == 200 + data = response.json() + assert len(data["tasks"]) == 2 # task_1 and task_3 + + # Test end_date filter + response = await async_client.get( + "/task_data?end_date=2024-01-12", headers=headers + ) + assert response.status_code == 200 + data = response.json() + assert len(data["tasks"]) == 1 # only task_2 + + # Test date range filter + response = await async_client.get( + "/task_data?start_date=2024-01-12&end_date=2024-01-18", headers=headers + ) + assert response.status_code == 200 + data = response.json() + assert len(data["tasks"]) == 1 # only task_1 + + +@pytest.mark.asyncio +async def test_get_task_data_symbol_filter(async_client): + """Test getting task data with symbol search filter.""" + from unittest.mock import patch + + mock_tasks = { + "task_1": { + "timestamp": "2024-01-15T10:30:00", + "asset_symbols": ["AAPL", "GOOGL"], + "total_investment": 100000, + "start_date": "2023-01-01", + "end_date": "2024-01-01", + "risk_free_rate": 0.05, + "target_return": 0.15, + "target_volatility": 0.20, + }, + "task_2": { + "timestamp": "2024-01-10T14:20:00", + "asset_symbols": ["MSFT", "TSLA"], + "total_investment": 50000, + "start_date": "2023-06-01", + "end_date": "2024-06-01", + "risk_free_rate": 0.04, + "target_return": 0.12, + "target_volatility": 0.18, + }, + } + + headers = {"Authorization": "Bearer test_key"} + with patch("allocator_bot.api.load_tasks", return_value=mock_tasks): + # Test partial symbol match (case insensitive) + response = await async_client.get( + "/task_data?symbol_search=aapl", headers=headers + ) + assert response.status_code == 200 + data = response.json() + assert len(data["tasks"]) == 1 + assert "AAPL" in data["tasks"][0]["Assets"] + + # Test another symbol + response = await async_client.get( + "/task_data?symbol_search=MSFT", headers=headers + ) + assert response.status_code == 200 + data = response.json() + assert len(data["tasks"]) == 1 + assert "MSFT" in data["tasks"][0]["Assets"] + + # Test partial match + response = await async_client.get( + "/task_data?symbol_search=GOO", headers=headers + ) + assert response.status_code == 200 + data = response.json() + assert len(data["tasks"]) == 1 + assert "GOOGL" in data["tasks"][0]["Assets"] + + +@pytest.mark.asyncio +async def test_get_task_data_combined_filters(async_client): + """Test getting task data with combined filters.""" + from unittest.mock import patch + + mock_tasks = { + "task_1": { + "timestamp": "2024-01-15T10:30:00", + "asset_symbols": ["AAPL", "GOOGL"], + "total_investment": 100000, + "start_date": "2023-01-01", + "end_date": "2024-01-01", + "risk_free_rate": 0.05, + "target_return": 0.15, + "target_volatility": 0.20, + }, + "task_2": { + "timestamp": "2024-01-10T14:20:00", + "asset_symbols": ["AAPL", "MSFT"], + "total_investment": 50000, + "start_date": "2023-06-01", + "end_date": "2024-06-01", + "risk_free_rate": 0.04, + "target_return": 0.12, + "target_volatility": 0.18, + }, + } + + headers = {"Authorization": "Bearer test_key"} + with patch("allocator_bot.api.load_tasks", return_value=mock_tasks): + # Test date and symbol filters combined + response = await async_client.get( + "/task_data?start_date=2024-01-12&symbol_search=AAPL", headers=headers + ) + assert response.status_code == 200 + data = response.json() + assert len(data["tasks"]) == 1 # Only task_1 matches both filters + assert "AAPL" in data["tasks"][0]["Assets"] + + +@pytest.mark.asyncio +async def test_get_task_data_missing_fields(async_client): + """Test getting task data with missing or None fields.""" + from unittest.mock import patch + + mock_tasks = { + "task_1": { + "timestamp": "2024-01-15T10:30:00", + "asset_symbols": ["AAPL"], + "total_investment": 100000, + # Missing some fields + }, + "task_2": { + "timestamp": "2024-01-10T14:20:00", + # Missing asset_symbols + "total_investment": 50000, + "start_date": "2023-06-01", + "end_date": None, # Explicitly None + "risk_free_rate": 0.04, + "target_return": 0.12, + "target_volatility": 0.18, + }, + } + + headers = {"Authorization": "Bearer test_key"} + with patch("allocator_bot.api.load_tasks", return_value=mock_tasks): + response = await async_client.get("/task_data", headers=headers) + assert response.status_code == 200 + data = response.json() + assert len(data["tasks"]) == 2 + + # Check handling of missing fields + for task in data["tasks"]: + assert "Task ID" in task + assert "Timestamp" in task + assert "Assets" in task + assert "Investment" in task + + +@pytest.mark.asyncio +async def test_query_endpoint(async_client): + """Test the query endpoint (basic structure test).""" + from unittest.mock import patch + + from openbb_ai import message_chunk # type: ignore[import-untyped] + + # Mock the execution_loop to return a simple async generator + async def mock_execution_loop(request): + yield message_chunk(text="test response") + + headers = {"Authorization": "Bearer test_key"} + with patch("allocator_bot.api.execution_loop", side_effect=mock_execution_loop): + # Use proper QueryRequest format + request_data = {"messages": [{"role": "human", "content": "test query"}]} + response = await async_client.post( + "/v1/query", json=request_data, headers=headers + ) + assert response.status_code == 200 diff --git a/tests/test_models.py b/tests/test_models.py new file mode 100644 index 0000000..160b9c1 --- /dev/null +++ b/tests/test_models.py @@ -0,0 +1,166 @@ +import pytest +from pydantic import ValidationError + +from allocator_bot.models import AppConfig, TaskStructure + + +class TestAppConfig: + """Test the AppConfig model validation.""" + + def test_valid_config_with_s3_enabled(self): + """Test valid configuration with S3 enabled.""" + + # NOTE: pydantic does model validation in order of field declaration, + # so s3_enabled must be declared before data_folder_path. + config = AppConfig( + agent_host_url="http://localhost:8000", + app_api_key="test-key", + openrouter_api_key="test-key", + s3_enabled=True, + s3_endpoint="http://localhost:9000", + s3_access_key="test-access-key", + s3_secret_key="test-secret-key", + s3_bucket_name="test-bucket", + data_folder_path=None, # Can be None when S3 is enabled + fmp_api_key="test-fmp-key", + ) + assert config.s3_enabled is True + assert config.data_folder_path is None + + def test_valid_config_with_s3_disabled(self): + """Test valid configuration with S3 disabled.""" + config = AppConfig( + agent_host_url="http://localhost:8000", + app_api_key="test-key", + openrouter_api_key="test-key", + data_folder_path="/tmp/test", + s3_enabled=False, + fmp_api_key="test-fmp-key", + ) + assert config.s3_enabled is False + assert config.data_folder_path == "/tmp/test" + + def test_data_folder_path_validation_s3_disabled(self): + """Test data_folder_path validation when S3 is disabled.""" + with pytest.raises(ValidationError) as exc_info: + AppConfig( + agent_host_url="http://localhost:8000", + app_api_key="test-key", + openrouter_api_key="test-key", + data_folder_path=None, # Should fail when S3 is disabled + s3_enabled=False, + fmp_api_key="test-fmp-key", + ) + assert "Data folder path must be set when S3 is not enabled" in str( + exc_info.value + ) + + def test_s3_config_validation_s3_enabled(self): + """Test S3 configuration validation when S3 is enabled.""" + # Test missing s3_endpoint + with pytest.raises(ValidationError) as exc_info: + AppConfig( + agent_host_url="http://localhost:8000", + app_api_key="test-key", + openrouter_api_key="test-key", + s3_enabled=True, + s3_endpoint=None, # Should fail when S3 is enabled + s3_access_key="test-access-key", + s3_secret_key="test-secret-key", + s3_bucket_name="test-bucket", + fmp_api_key="test-fmp-key", + ) + assert "S3 configuration values must be set when S3 is enabled" in str( + exc_info.value + ) + + def test_fmp_api_key_validation(self): + """Test FMP API key validation.""" + with pytest.raises(ValidationError) as exc_info: + AppConfig( + agent_host_url="http://localhost:8000", + app_api_key="test-key", + openrouter_api_key="test-key", + data_folder_path="/tmp/test", + s3_enabled=False, + fmp_api_key=None, # Should fail + ) + assert "FMP API key must be set for data retrieval" in str(exc_info.value) + + +class TestTaskStructure: + """Test the TaskStructure model.""" + + def test_task_structure_creation(self): + """Test creating a TaskStructure with default values.""" + task = TaskStructure( + task="Optimize portfolio", + asset_symbols=["AAPL", "GOOGL", "MSFT"], + ) + assert task.task == "Optimize portfolio" + assert task.asset_symbols == ["AAPL", "GOOGL", "MSFT"] + assert task.total_investment == 100000 # default + assert task.start_date == "2019-01-01" # default + assert task.end_date is None # default + assert task.risk_free_rate == 0.05 # default + assert task.target_return == 0.15 # default + assert task.target_volatility == 0.15 # default + + def test_task_structure_with_custom_values(self): + """Test creating a TaskStructure with custom values.""" + task = TaskStructure( + task="Custom portfolio optimization", + asset_symbols=["AAPL", "TSLA"], + total_investment=50000, + start_date="2020-01-01", + end_date="2023-12-31", + risk_free_rate=0.03, + target_return=0.12, + target_volatility=0.18, + ) + assert task.task == "Custom portfolio optimization" + assert task.asset_symbols == ["AAPL", "TSLA"] + assert task.total_investment == 50000 + assert task.start_date == "2020-01-01" + assert task.end_date == "2023-12-31" + assert task.risk_free_rate == 0.03 + assert task.target_return == 0.12 + assert task.target_volatility == 0.18 + + def test_task_structure_repr(self): + """Test TaskStructure __repr__ method.""" + task = TaskStructure( + task="Test task", + asset_symbols=["AAPL"], + ) + repr_str = repr(task) + assert "TaskStructure" in repr_str + assert "Test task" in repr_str + assert "AAPL" in repr_str + + def test_task_structure_str(self): + """Test TaskStructure __str__ method.""" + task = TaskStructure( + task="Test task", + asset_symbols=["AAPL", "GOOGL"], + ) + str_repr = str(task) + assert "Task structure:" in str_repr + assert "Assets:['AAPL', 'GOOGL']" in str_repr + assert "Total investment:100000" in str_repr + + def test_task_structure_pretty_dict(self): + """Test TaskStructure __pretty_dict__ method.""" + task = TaskStructure( + task="Test task", + asset_symbols=["AAPL", "GOOGL"], + total_investment=75000, + ) + pretty_dict = task.__pretty_dict__() + assert pretty_dict["Assets"] == "AAPL, GOOGL" + assert pretty_dict["Total investment"] == 75000 + assert pretty_dict["Start date"] == "2019-01-01" + assert pretty_dict["End date"] is None + assert pretty_dict["Risk free rate"] == 0.05 + assert pretty_dict["Target return"] == 0.15 + assert pretty_dict["Target volatility"] == 0.15 diff --git a/tests/test_portfolio.py b/tests/test_portfolio.py new file mode 100644 index 0000000..c0d2e99 --- /dev/null +++ b/tests/test_portfolio.py @@ -0,0 +1,127 @@ +from unittest.mock import AsyncMock, MagicMock, patch + +import pandas as pd + +from allocator_bot.portfolio import ( + calculate_quantities, + fetch_historical_prices, + optimize_portfolio, + prepare_allocation, +) +from allocator_bot.storage import save_allocation + + +async def test_fetch_historical_prices(): + # Mock data that FMPEquityHistoricalFetcher would return + mock_price_obj_1 = MagicMock() + mock_price_obj_1.model_dump.return_value = { + "symbol": "AAPL", + "date": "2023-01-01", + "adj_close": 150.0, + } + mock_price_obj_2 = MagicMock() + mock_price_obj_2.model_dump.return_value = { + "symbol": "GOOG", + "date": "2023-01-01", + "adj_close": 2800.0, + } + mock_price_data = [mock_price_obj_1, mock_price_obj_2] + + with patch( + "allocator_bot.portfolio.FMPEquityHistoricalFetcher.fetch_data", + return_value=mock_price_data, + ): + prices = await fetch_historical_prices(["AAPL", "GOOG"]) + assert not prices.empty + assert list(prices.columns) == ["symbol", "date", "adj_close"] + assert len(prices) == 2 + + +async def test_optimize_portfolio(): + data = { + "date": pd.to_datetime(["2023-01-01", "2023-01-02", "2023-01-03"]), + "AAPL": [150, 152, 151], + "GOOG": [2800, 2810, 2805], + } + prices = pd.DataFrame(data).set_index("date") + results = await optimize_portfolio(prices, 0.02, 0.1, 0.2) + assert "max_sharpe" in results + assert "min_volatility" in results + assert "efficient_risk" in results + assert "efficient_return" in results + + +async def test_calculate_quantities(): + weights = {"AAPL": 0.5, "GOOG": 0.5} + latest_prices = {"AAPL": 150.0, "GOOG": 2800.0} + total_investment = 100000 + quantities = await calculate_quantities(weights, latest_prices, total_investment) + assert quantities["AAPL"] == 333 + assert quantities["GOOG"] == 17 + + +@patch("allocator_bot.portfolio.fetch_historical_prices") +async def test_prepare_allocation(mock_fetch_historical_prices): + mock_df = pd.DataFrame( + { + "symbol": ["AAPL", "GOOG"], + "date": ["2023-01-01", "2023-01-02"], + "adj_close": [150.0, 2800.0], + } + ) + mock_fetch_historical_prices.return_value = mock_df + + # Create a dummy DataFrame for prices, as the mocked fetch_historical_prices is not + # returning a pivotable DataFrame + prices_data = { + "date": pd.to_datetime(pd.date_range("2023-01-01", periods=100)), + "AAPL": [150 + i + (i * 0.01) for i in range(100)], + "GOOG": [2800 + i - (i * 0.02) for i in range(100)], + } + prices = pd.DataFrame(prices_data).set_index("date") + + # Mock the pivot_table call + mock_df.pivot_table = MagicMock(return_value=prices) + + allocation = await prepare_allocation( + asset_symbols=["AAPL", "GOOG"], + total_investment=100000, + risk_free_rate=0.02, + target_return=0.1, + target_volatility=0.2, + ) + assert not allocation.empty + assert "Risk Model" in allocation.columns + assert "Ticker" in allocation.columns + assert "Weight" in allocation.columns + assert "Quantity" in allocation.columns + + +@patch("allocator_bot.storage.get_storage") +async def test_save_allocation_s3(mock_get_storage): + mock_storage = AsyncMock() + mock_storage.load_allocations.return_value = {} + mock_get_storage.return_value = mock_storage + + allocation_id = "test_id" + allocation_data = [{"Ticker": "AAPL", "Weight": 1.0}] + result = await save_allocation(allocation_id, allocation_data) + assert result == allocation_id + mock_storage.save_allocations.assert_called_once_with( + {allocation_id: allocation_data} + ) + + +@patch("allocator_bot.storage.get_storage") +async def test_save_allocation_local(mock_get_storage): + mock_storage = AsyncMock() + mock_storage.load_allocations.return_value = {} + mock_get_storage.return_value = mock_storage + + allocation_id = "test_id" + allocation_data = [{"Ticker": "AAPL", "Weight": 1.0}] + result = await save_allocation(allocation_id, allocation_data) + assert result == allocation_id + mock_storage.save_allocations.assert_called_once_with( + {allocation_id: allocation_data} + ) diff --git a/tests/test_storage.py b/tests/test_storage.py new file mode 100644 index 0000000..b1903b7 --- /dev/null +++ b/tests/test_storage.py @@ -0,0 +1,283 @@ +import json +import os +from unittest.mock import MagicMock, patch + +import pytest +from botocore.exceptions import ClientError + + +@pytest.fixture +def mock_s3_client(): + with patch("boto3.client") as mock_client: + yield mock_client.return_value + + +@pytest.fixture +def mock_config_s3_enabled(): + """Mock config to enable S3 and set test values.""" + with patch("allocator_bot.storage.config") as mock_config_storage: + mock_config_storage.s3_enabled = True + mock_config_storage.s3_bucket_name = "test-bucket" + mock_config_storage.allocation_data_file = "allocations.json" + mock_config_storage.task_data_file = "tasks.json" + mock_config_storage.s3_endpoint = "http://localhost:9000" + mock_config_storage.s3_access_key = "test-access-key" + mock_config_storage.s3_secret_key = "test-secret-key" + mock_config_storage.fmp_api_key = "mock-api-key" + mock_config_storage.data_folder_path = "/tmp" + yield + + +async def test_save_and_load_allocations_s3(mock_s3_client, mock_config_s3_enabled): + from allocator_bot.storage import load_allocations, save_allocation + + # Mock the get_object and put_object methods + mock_s3_client.get_object.return_value = { + "Body": MagicMock(read=lambda: json.dumps({}).encode("utf-8")) + } + + allocation_id = "test_id_123" + allocation_data = [{"Ticker": "AAPL", "Weight": 0.5, "Quantity": 10}] + + # Test saving to S3 + await save_allocation(allocation_id, allocation_data) + + # Verify put_object was called correctly + mock_s3_client.put_object.assert_called_once_with( + Bucket="test-bucket", + Key="allocations.json", + Body=json.dumps({allocation_id: allocation_data}, indent=4), + ) + + # Test loading from S3 + mock_s3_client.get_object.return_value = { + "Body": MagicMock( + read=lambda: json.dumps({allocation_id: allocation_data}).encode("utf-8") + ) + } + loaded_allocations = await load_allocations() + + assert loaded_allocations == {allocation_id: allocation_data} + + +async def test_load_allocations_from_s3_no_key(mock_s3_client, mock_config_s3_enabled): + from allocator_bot.storage import load_allocations + + # Simulate NoSuchKey error + mock_s3_client.get_object.side_effect = ClientError( + {"Error": {"Code": "NoSuchKey"}}, "GetObject" + ) + + loaded_allocations = await load_allocations() + assert loaded_allocations == {} + + +@pytest.mark.parametrize( + "s3_enabled, mock_s3_client", + [(True, "mock_s3_client"), (False, None)], + indirect=["mock_s3_client"], +) +async def test_save_allocation_s3_and_local( + s3_enabled, mock_s3_client, tmp_path, monkeypatch +): + # Mock the config values + monkeypatch.setattr("allocator_bot.storage.config.s3_enabled", s3_enabled) + monkeypatch.setattr("allocator_bot.storage.config.data_folder_path", str(tmp_path)) + monkeypatch.setattr( + "allocator_bot.storage.config.allocation_data_file", "allocations.json" + ) + monkeypatch.setattr("allocator_bot.storage.config.s3_bucket_name", "test-bucket") + monkeypatch.setattr( + "allocator_bot.storage.config.s3_endpoint", "http://localhost:9000" + ) + monkeypatch.setattr("allocator_bot.storage.config.s3_access_key", "test-key") + monkeypatch.setattr("allocator_bot.storage.config.s3_secret_key", "test-secret") + + from allocator_bot.storage import save_allocation + + if s3_enabled: + # Mock S3 behavior + mock_s3_client.get_object.return_value = { + "Body": MagicMock( + read=lambda: json.dumps( + {"existing_id": [{"Ticker": "GOOG", "Weight": 0.2}]} + ).encode("utf-8") + ) + } + else: + # Setup for local file test + initial_data = {"existing_id": [{"Ticker": "GOOG", "Weight": 0.2}]} + os.makedirs(tmp_path, exist_ok=True) + with open(os.path.join(tmp_path, "allocations.json"), "w") as f: + json.dump(initial_data, f) + + allocation_id = "new_test_id" + allocation_data = [{"Ticker": "MSFT", "Weight": 0.8, "Quantity": 5}] + + await save_allocation(allocation_id, allocation_data) + + expected_data = { + "existing_id": [{"Ticker": "GOOG", "Weight": 0.2}], + "new_test_id": [{"Ticker": "MSFT", "Weight": 0.8, "Quantity": 5}], + } + + if s3_enabled: + # Verify S3 save was called correctly + mock_s3_client.put_object.assert_called_once_with( + Bucket="test-bucket", + Key="allocations.json", + Body=json.dumps(expected_data, indent=4), + ) + else: + # Verify local file was updated + with open(os.path.join(tmp_path, "allocations.json"), "r") as f: + updated_data = json.load(f) + assert updated_data == expected_data + + +async def test_local_file_storage_init_creates_directory(tmp_path, monkeypatch): + """Test LocalFileStorage creates directory if it doesn't exist.""" + from allocator_bot.storage import LocalFileStorage + + storage_path = tmp_path / "new_storage_dir" + assert not storage_path.exists() + + monkeypatch.setattr( + "allocator_bot.storage.config.data_folder_path", str(storage_path) + ) + + storage = LocalFileStorage() + assert storage_path.exists() + assert storage.data_folder_path == str(storage_path) + + +async def test_local_file_storage_init_no_path(): + """Test LocalFileStorage raises error when data_folder_path is None.""" + from unittest.mock import patch + + from allocator_bot.storage import LocalFileStorage + + with patch("allocator_bot.storage.config.data_folder_path", None): + with pytest.raises(ValueError, match="data_folder_path is not configured"): + LocalFileStorage() + + +async def test_local_file_storage_load_nonexistent_allocations(tmp_path, monkeypatch): + """Test loading allocations when file doesn't exist.""" + from allocator_bot.storage import LocalFileStorage + + monkeypatch.setattr("allocator_bot.storage.config.data_folder_path", str(tmp_path)) + + storage = LocalFileStorage() + allocations = await storage.load_allocations() + assert allocations == {} + + +async def test_local_file_storage_load_nonexistent_tasks(tmp_path, monkeypatch): + """Test loading tasks when file doesn't exist.""" + from allocator_bot.storage import LocalFileStorage + + monkeypatch.setattr("allocator_bot.storage.config.data_folder_path", str(tmp_path)) + + storage = LocalFileStorage() + tasks = await storage.load_tasks() + assert tasks == {} + + +async def test_cloud_object_storage_s3_error_handling( + mock_s3_client, mock_config_s3_enabled +): + """Test CloudObjectStorage handles S3 errors properly.""" + from botocore.exceptions import ClientError + + from allocator_bot.storage import CloudObjectStorage + + storage = CloudObjectStorage() + + # Test S3 error other than NoSuchKey + mock_s3_client.get_object.side_effect = ClientError( + {"Error": {"Code": "AccessDenied"}}, "GetObject" + ) + + with pytest.raises(ClientError): + await storage.load_allocations() + + +async def test_cloud_object_storage_load_tasks_error( + mock_s3_client, mock_config_s3_enabled +): + """Test CloudObjectStorage handles task loading errors.""" + from botocore.exceptions import ClientError + + from allocator_bot.storage import CloudObjectStorage + + storage = CloudObjectStorage() + + # Test S3 error other than NoSuchKey + mock_s3_client.get_object.side_effect = ClientError( + {"Error": {"Code": "AccessDenied"}}, "GetObject" + ) + + with pytest.raises(ClientError): + await storage.load_tasks() + + +async def test_cloud_object_storage_load_tasks_no_key( + mock_s3_client, mock_config_s3_enabled +): + """Test CloudObjectStorage returns empty dict when tasks file doesn't exist.""" + from botocore.exceptions import ClientError + + from allocator_bot.storage import CloudObjectStorage + + storage = CloudObjectStorage() + + # Simulate NoSuchKey error for tasks + mock_s3_client.get_object.side_effect = ClientError( + {"Error": {"Code": "NoSuchKey"}}, "GetObject" + ) + + tasks = await storage.load_tasks() + assert tasks == {} + + +async def test_save_task_function(mock_s3_client, mock_config_s3_enabled): + """Test the save_task function.""" + from allocator_bot.storage import save_task + + # Mock existing tasks + mock_s3_client.get_object.return_value = { + "Body": MagicMock( + read=lambda: json.dumps({"existing_task": {"data": "value"}}).encode( + "utf-8" + ) + ) + } + + task_id = "new_task_123" + task_data = {"optimization": "max_sharpe", "symbols": ["AAPL", "GOOGL"]} + + result = await save_task(task_id, task_data) + + assert result == task_id + mock_s3_client.put_object.assert_called_once() + call_args = mock_s3_client.put_object.call_args + assert call_args[1]["Bucket"] == "test-bucket" + assert call_args[1]["Key"] == "tasks.json" + + saved_data = json.loads(call_args[1]["Body"]) + assert saved_data[task_id] == task_data + assert "existing_task" in saved_data + + +async def test_load_tasks_function(mock_s3_client, mock_config_s3_enabled): + """Test the load_tasks function.""" + from allocator_bot.storage import load_tasks + + expected_tasks = {"task1": {"data": "value1"}, "task2": {"data": "value2"}} + mock_s3_client.get_object.return_value = { + "Body": MagicMock(read=lambda: json.dumps(expected_tasks).encode("utf-8")) + } + + tasks = await load_tasks() + assert tasks == expected_tasks diff --git a/tests/test_utils.py b/tests/test_utils.py new file mode 100644 index 0000000..edb689a --- /dev/null +++ b/tests/test_utils.py @@ -0,0 +1,149 @@ +from openbb_ai.models import LlmClientMessage + +from allocator_bot.utils import ( + generate_id, + is_last_message, + sanitize_message, + validate_api_key, +) + + +class TestValidateApiKey: + """Test API key validation.""" + + def test_validate_api_key_success(self): + """Test successful API key validation.""" + api_key = "test-key" + token = "Bearer test-key" + assert validate_api_key(token, api_key) is True + + def test_validate_api_key_success_no_bearer(self): + """Test successful API key validation without Bearer prefix.""" + api_key = "test-key" + token = "test-key" + assert validate_api_key(token, api_key) is True + + def test_validate_api_key_failure(self): + """Test failed API key validation.""" + api_key = "test-key" + token = "Bearer wrong-key" + assert validate_api_key(token, api_key) is False + + def test_validate_api_key_empty_header(self): + """Test API key validation with empty header.""" + api_key = "test-key" + token = "" + assert validate_api_key(token, api_key) is False + + +class TestSanitizeMessage: + """Test message sanitization.""" + + async def test_sanitize_message_single_braces(self): + """Test sanitizing single braces.""" + message = "This has {single} braces" + expected = "This has {{single}} braces" + assert await sanitize_message(message) == expected + + async def test_sanitize_message_mixed_braces(self): + """Test sanitizing mixed single and double braces.""" + message = "This has {single} and {{double}} braces" + expected = "This has {{single}} and {{double}} braces" + assert await sanitize_message(message) == expected + + async def test_sanitize_message_no_braces(self): + """Test sanitizing message with no braces.""" + message = "This has no braces" + expected = "This has no braces" + assert await sanitize_message(message) == expected + + async def test_sanitize_message_only_double_braces(self): + """Test sanitizing message with only double braces.""" + message = "This has {{only}} double braces" + expected = "This has {{only}} double braces" + assert await sanitize_message(message) == expected + + +class TestIsLastMessage: + """Test is_last_message function.""" + + async def test_is_last_message_true(self): + """Test when message is the last human message.""" + messages = [ + LlmClientMessage(role="human", content="First message"), + LlmClientMessage(role="ai", content="Response"), + LlmClientMessage(role="human", content="Last message"), + ] + target_message = messages[2] # Last human message + assert await is_last_message(target_message, messages) is True + + async def test_is_last_message_false(self): + """Test when message is not the last human message.""" + messages = [ + LlmClientMessage(role="human", content="First message"), + LlmClientMessage(role="ai", content="Response"), + LlmClientMessage(role="human", content="Last message"), + ] + target_message = messages[0] # First human message + assert await is_last_message(target_message, messages) is False + + async def test_is_last_message_no_human_messages(self): + """Test when there are no human messages.""" + messages = [ + LlmClientMessage(role="ai", content="Response 1"), + LlmClientMessage(role="ai", content="Response 2"), + ] + target_message = LlmClientMessage(role="human", content="Test message") + assert await is_last_message(target_message, messages) is False + + async def test_is_last_message_only_human_messages(self): + """Test when all messages are human messages.""" + messages = [ + LlmClientMessage(role="human", content="First message"), + LlmClientMessage(role="human", content="Second message"), + LlmClientMessage(role="human", content="Last message"), + ] + target_message = messages[2] # Last message + assert await is_last_message(target_message, messages) is True + + async def test_is_last_message_single_human_message(self): + """Test with single human message.""" + messages = [ + LlmClientMessage(role="human", content="Only message"), + ] + target_message = messages[0] + assert await is_last_message(target_message, messages) is True + + +class TestGenerateId: + """Test ID generation.""" + + async def test_generate_id_default_length(self): + """Test generating ID with default length.""" + id_str = await generate_id() + assert len(id_str) == 4 # 2 from timestamp + 2 default + assert id_str.isalnum() + + async def test_generate_id_custom_length(self): + """Test generating ID with custom length.""" + id_str = await generate_id(length=3) + assert len(id_str) == 5 # 2 from timestamp + 3 custom + assert id_str.isalnum() + + async def test_generate_id_zero_length(self): + """Test generating ID with zero length suffix.""" + id_str = await generate_id(length=0) + assert len(id_str) == 2 # Only timestamp part + assert id_str.isalnum() + + async def test_generate_id_uniqueness(self): + """Test that generated IDs are reasonably unique.""" + ids = [await generate_id() for _ in range(10)] + # Should be unique (though theoretically possible to have duplicates) + assert len(set(ids)) == len(ids) + + async def test_generate_id_character_set(self): + """Test that generated IDs only contain valid base36 characters.""" + id_str = await generate_id(length=5) + valid_chars = set("0123456789abcdefghijklmnopqrstuvwxyz") + assert all(c in valid_chars for c in id_str) diff --git a/uv.lock b/uv.lock new file mode 100644 index 0000000..7059655 --- /dev/null +++ b/uv.lock @@ -0,0 +1,2080 @@ +version = 1 +revision = 2 +requires-python = ">=3.10, <3.13" +resolution-markers = [ + "python_full_version >= '3.12'", + "python_full_version == '3.11.*'", + "python_full_version < '3.11'", +] + +[[package]] +name = "aiohappyeyeballs" +version = "2.6.1" +source = { registry = "https://pypi.org/simple" } +sdist = { url = "https://files.pythonhosted.org/packages/26/30/f84a107a9c4331c14b2b586036f40965c128aa4fee4dda5d3d51cb14ad54/aiohappyeyeballs-2.6.1.tar.gz", hash = "sha256:c3f9d0113123803ccadfdf3f0faa505bc78e6a72d1cc4806cbd719826e943558", size = 22760, upload-time = "2025-03-12T01:42:48.764Z" } +wheels = [ + { url = 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