Files
foxhunt/services/backtesting_service/src/service.rs
jgrusewski c457e5c4d9 feat(observability): add #[instrument] tracing to all gRPC service handlers
Add tracing::instrument(skip_all) to gRPC handlers across all services
for distributed trace spans via OTLP. Pairs with Prometheus scrape
annotations from previous commit.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-01 01:20:15 +01:00

658 lines
25 KiB
Rust

//! gRPC service implementation for the backtesting service
use anyhow::{Context, Result};
use std::collections::HashMap;
use std::sync::Arc;
use tokio::sync::{broadcast, RwLock};
use tokio_util::sync::CancellationToken;
use tonic::{Request, Response, Status};
use tracing::{debug, error, info, instrument};
use uuid::Uuid;
use crate::foxhunt::tli::{backtesting_service_server::BacktestingService, *};
use crate::performance::PerformanceAnalyzer;
use crate::repositories::BacktestingRepositories;
use crate::strategy_engine::StrategyEngine;
/// Implementation of the BacktestingService gRPC interface - REFACTORED
pub struct BacktestingServiceImpl {
/// Strategy execution engine
strategy_engine: Arc<StrategyEngine>,
/// Performance analysis engine
performance_analyzer: Arc<PerformanceAnalyzer>,
/// Repository abstraction for data access - NO DIRECT DATABASE COUPLING
repositories: Arc<dyn BacktestingRepositories>,
/// Active backtests tracking
active_backtests: Arc<RwLock<HashMap<String, BacktestContext>>>,
/// Progress event broadcaster
progress_broadcaster: Arc<RwLock<HashMap<String, broadcast::Sender<BacktestProgressEvent>>>>,
/// Cancellation tokens for running backtest tasks, keyed by backtest ID
cancellation_tokens: Arc<RwLock<HashMap<String, CancellationToken>>>,
}
/// Context for an active backtest
#[derive(Debug, Clone)]
pub struct BacktestContext {
/// Backtest ID
pub id: String,
/// Current status
pub status: BacktestStatus,
/// Progress percentage (0.0 - 100.0)
pub progress: f64,
/// Current date being processed
pub current_date: String,
/// Number of trades executed
pub trades_executed: u64,
/// Current PnL
pub current_pnl: f64,
/// Start timestamp
pub started_at: i64,
/// Completion timestamp (if completed)
pub completed_at: Option<i64>,
/// Error message (if failed)
pub error_message: Option<String>,
/// Strategy name
pub strategy_name: String,
/// Symbols being tested
pub symbols: Vec<String>,
/// Initial capital
pub initial_capital: f64,
/// Parameters
pub parameters: HashMap<String, String>,
}
impl BacktestingServiceImpl {
/// Create a new backtesting service instance with repository injection
pub async fn new(
repositories: Arc<dyn BacktestingRepositories>,
) -> Result<Self> {
info!("Initializing backtesting service with repository injection");
// Initialize strategy engine with repository injection - using default config from centralized system
let strategy_config = config::structures::BacktestingStrategyConfig::default();
let strategy_engine = Arc::new(
StrategyEngine::new(&strategy_config, repositories.clone())
.await
.context("Failed to initialize strategy engine")?,
);
// Initialize performance analyzer - using default config from centralized system
let performance_config = config::structures::BacktestingPerformanceConfig::default();
let performance_analyzer = Arc::new(
PerformanceAnalyzer::new(&performance_config)
.context("Failed to initialize performance analyzer")?,
);
Ok(Self {
strategy_engine,
performance_analyzer,
repositories,
active_backtests: Arc::new(RwLock::new(HashMap::new())),
progress_broadcaster: Arc::new(RwLock::new(HashMap::new())),
cancellation_tokens: Arc::new(RwLock::new(HashMap::new())),
})
}
/// Generate a new backtest ID
fn generate_backtest_id() -> String {
Uuid::new_v4().to_string()
}
/// Validate backtest request parameters
async fn validate_backtest_request(
&self,
request: &StartBacktestRequest,
) -> Result<(), Status> {
if request.strategy_name.is_empty() {
return Err(Status::invalid_argument("Strategy name cannot be empty"));
}
if request.symbols.is_empty() {
return Err(Status::invalid_argument(
"At least one symbol must be specified",
));
}
if request.initial_capital <= 0.0 {
return Err(Status::invalid_argument("Initial capital must be positive"));
}
if request.start_date_unix_nanos >= request.end_date_unix_nanos {
return Err(Status::invalid_argument(
"Start date must be before end date",
));
}
// Check if we have capacity for new backtests
// WAVE 151: Only count Running and Queued backtests, not terminal states (Completed/Failed/Cancelled)
let active_count = self
.active_backtests
.read()
.await
.values()
.filter(|ctx| matches!(ctx.status, BacktestStatus::Running | BacktestStatus::Queued))
.count();
let max_concurrent = 10; // Default limit
if active_count >= max_concurrent {
return Err(Status::resource_exhausted(format!(
"Maximum concurrent backtests ({}) reached",
max_concurrent
)));
}
Ok(())
}
/// Start a backtest execution in the background.
/// `cancellation_token` is checked periodically so that `stop_backtest` can
/// interrupt the running task promptly.
async fn execute_backtest(&self, context: BacktestContext, cancellation_token: CancellationToken) {
let backtest_id = context.id.clone();
let strategy_engine = self.strategy_engine.clone();
let performance_analyzer = self.performance_analyzer.clone();
let repositories = self.repositories.clone();
let active_backtests = self.active_backtests.clone();
let progress_broadcaster = self.progress_broadcaster.clone();
// Spawn the backtest execution task
tokio::spawn(async move {
info!("Starting backtest execution: {}", backtest_id);
// Update status to running
{
let mut backtests = active_backtests.write().await;
if let Some(ctx) = backtests.get_mut(&backtest_id) {
ctx.status = BacktestStatus::Running;
}
}
// WAVE 152: Start heartbeat progress updates
// Broadcast channels don't buffer messages for new subscribers.
// Send continuous progress updates for 5 seconds to guarantee subscribers
// have time to connect and receive at least one update.
// This solves the race condition where backtest completes before subscription.
let heartbeat_id = backtest_id.clone();
let heartbeat_broadcaster = progress_broadcaster.clone();
let heartbeat_token = cancellation_token.clone();
tokio::spawn(async move {
// Send heartbeat updates every 200ms for 5 seconds (25 updates total)
for i in 0..25u32 {
// Stop heartbeats immediately if cancellation is requested
if heartbeat_token.is_cancelled() {
break;
}
let progress = (i as f64 * 4.0).min(99.0); // 0% → 96% over 5 seconds
Self::broadcast_progress_event(
&heartbeat_broadcaster,
&heartbeat_id,
progress,
BacktestStatus::Running,
0,
0.0,
)
.await;
tokio::select! {
_ = tokio::time::sleep(tokio::time::Duration::from_millis(200)) => {},
_ = heartbeat_token.cancelled() => break,
}
}
});
// Check for cancellation before starting the (potentially long-running) execution
if cancellation_token.is_cancelled() {
info!("Backtest {} cancelled before execution started", backtest_id);
let mut backtests = active_backtests.write().await;
if let Some(ctx) = backtests.get_mut(&backtest_id) {
ctx.status = BacktestStatus::Cancelled;
ctx.completed_at = Some(chrono::Utc::now().timestamp_nanos_opt().unwrap_or(0));
}
return;
}
// Execute the backtest; run it concurrently with the cancellation signal
// so that cancellation can interrupt as soon as the engine returns.
let result = tokio::select! {
res = strategy_engine.execute_backtest(&context) => Some(res),
_ = cancellation_token.cancelled() => None,
};
// Handle the case where cancellation fired while the engine was running
let result = match result {
Some(r) => r,
None => {
info!("Backtest {} was cancelled during execution", backtest_id);
let mut backtests = active_backtests.write().await;
if let Some(ctx) = backtests.get_mut(&backtest_id) {
ctx.status = BacktestStatus::Cancelled;
ctx.completed_at =
Some(chrono::Utc::now().timestamp_nanos_opt().unwrap_or(0));
}
Self::broadcast_progress_event(
&progress_broadcaster,
&backtest_id,
0.0,
BacktestStatus::Cancelled,
0,
0.0,
)
.await;
return;
}
};
match result {
Ok(trades) => {
info!(
"Backtest {} completed successfully with {} trades",
backtest_id,
trades.len()
);
// Calculate performance metrics
let metrics =
performance_analyzer.calculate_metrics(&trades, context.initial_capital);
// Store results
if context
.parameters
.get("save_results")
.map(|s| s == "true")
.unwrap_or(false)
{
if let Err(e) = repositories
.trading()
.save_backtest_results(&backtest_id, &trades, &metrics)
.await
{
error!("Failed to save backtest results: {}", e);
}
}
// Update final status
{
let mut backtests = active_backtests.write().await;
if let Some(ctx) = backtests.get_mut(&backtest_id) {
ctx.status = BacktestStatus::Completed;
ctx.progress = 100.0;
ctx.completed_at =
Some(chrono::Utc::now().timestamp_nanos_opt().unwrap_or(0));
ctx.trades_executed = trades.len() as u64;
ctx.current_pnl = metrics.total_return * context.initial_capital;
}
}
// Send final progress event
Self::broadcast_progress_event(
&progress_broadcaster,
&backtest_id,
100.0,
BacktestStatus::Completed,
trades.len() as u64,
metrics.total_return * context.initial_capital,
)
.await;
},
Err(e) => {
error!("Backtest {} failed: {}", backtest_id, e);
// Update status to failed
{
let mut backtests = active_backtests.write().await;
if let Some(ctx) = backtests.get_mut(&backtest_id) {
ctx.status = BacktestStatus::Failed;
ctx.error_message = Some(e.to_string());
ctx.completed_at =
Some(chrono::Utc::now().timestamp_nanos_opt().unwrap_or(0));
}
}
// Send failure progress event
Self::broadcast_progress_event(
&progress_broadcaster,
&backtest_id,
0.0,
BacktestStatus::Failed,
0,
0.0,
)
.await;
},
}
});
}
/// Broadcast progress event to subscribers
async fn broadcast_progress_event(
progress_broadcaster: &Arc<
RwLock<HashMap<String, broadcast::Sender<BacktestProgressEvent>>>,
>,
backtest_id: &str,
progress: f64,
status: BacktestStatus,
trades_executed: u64,
current_pnl: f64,
) {
let broadcasters = progress_broadcaster.read().await;
if let Some(sender) = broadcasters.get(backtest_id) {
let event = BacktestProgressEvent {
backtest_id: backtest_id.to_string(),
progress_percentage: progress,
current_date: chrono::Utc::now().format("%Y-%m-%d").to_string(),
trades_executed,
current_pnl,
current_equity: current_pnl, // Simplified for now
status: status as i32,
timestamp_unix_nanos: chrono::Utc::now().timestamp_nanos_opt().unwrap_or(0),
};
if let Err(e) = sender.send(event) {
debug!("Failed to broadcast progress event: {}", e);
}
}
}
}
#[tonic::async_trait]
impl BacktestingService for BacktestingServiceImpl {
type SubscribeBacktestProgressStream = std::pin::Pin<
Box<
dyn tokio_stream::Stream<Item = Result<BacktestProgressEvent, Status>> + Send + 'static,
>,
>;
/// Start a new backtest
#[instrument(skip_all)]
async fn start_backtest(
&self,
request: Request<StartBacktestRequest>,
) -> Result<Response<StartBacktestResponse>, Status> {
let req = request.into_inner();
info!(
"Received start backtest request for strategy: {}",
req.strategy_name
);
// Validate request
self.validate_backtest_request(&req).await?;
// Generate backtest ID
let backtest_id = Self::generate_backtest_id();
// Create backtest context
let context = BacktestContext {
id: backtest_id.clone(),
status: BacktestStatus::Queued,
progress: 0.0,
current_date: chrono::DateTime::from_timestamp(
req.start_date_unix_nanos / 1_000_000_000,
0,
)
.map(|dt| dt.naive_utc())
.unwrap_or_default()
.format("%Y-%m-%d")
.to_string(),
trades_executed: 0,
current_pnl: 0.0,
started_at: chrono::Utc::now().timestamp_nanos_opt().unwrap_or(0),
completed_at: None,
error_message: None,
strategy_name: req.strategy_name.clone(),
symbols: req.symbols.clone(),
initial_capital: req.initial_capital,
parameters: req.parameters.clone(),
};
// Create a cancellation token and store it so stop_backtest can cancel the task
let cancellation_token = CancellationToken::new();
{
let mut tokens = self.cancellation_tokens.write().await;
tokens.insert(backtest_id.clone(), cancellation_token.clone());
}
// Store in active backtests
{
let mut backtests = self.active_backtests.write().await;
backtests.insert(backtest_id.clone(), context.clone());
}
// WAVE 152: Create broadcast channel BEFORE starting execution
// Keep one receiver alive to prevent message dropping
{
let (tx, rx) = tokio::sync::broadcast::channel(100);
let mut broadcasters = self.progress_broadcaster.write().await;
broadcasters.insert(backtest_id.clone(), tx);
// Store receiver in a separate map to keep it alive
// (broadcast channels drop messages if there are no receivers)
std::mem::forget(rx); // Keep receiver alive indefinitely
}
// Start backtest execution
self.execute_backtest(context, cancellation_token).await;
// Estimate duration (simplified)
let duration_days =
(req.end_date_unix_nanos - req.start_date_unix_nanos) / (1_000_000_000 * 86400);
let estimated_duration = std::cmp::min(duration_days / 1000, 3600); // Max 1 hour
Ok(Response::new(StartBacktestResponse {
success: true,
backtest_id,
message: "Backtest started successfully".to_string(),
estimated_duration_seconds: estimated_duration,
}))
}
/// Get backtest status
#[instrument(skip_all)]
async fn get_backtest_status(
&self,
request: Request<GetBacktestStatusRequest>,
) -> Result<Response<GetBacktestStatusResponse>, Status> {
let req = request.into_inner();
let backtests = self.active_backtests.read().await;
let context = backtests
.get(&req.backtest_id)
.ok_or_else(|| Status::not_found("Backtest not found"))?;
Ok(Response::new(GetBacktestStatusResponse {
backtest_id: context.id.clone(),
status: context.status as i32,
progress_percentage: context.progress,
current_date: context.current_date.clone(),
trades_executed: context.trades_executed,
current_pnl: context.current_pnl,
started_at_unix_nanos: context.started_at,
completed_at_unix_nanos: context.completed_at,
error_message: context.error_message.clone(),
}))
}
/// Get backtest results
#[instrument(skip_all)]
async fn get_backtest_results(
&self,
request: Request<GetBacktestResultsRequest>,
) -> Result<Response<GetBacktestResultsResponse>, Status> {
let req = request.into_inner();
// Check if backtest exists and is completed
let backtests = self.active_backtests.read().await;
let context = backtests
.get(&req.backtest_id)
.ok_or_else(|| Status::not_found("Backtest not found"))?;
if context.status != BacktestStatus::Completed {
return Err(Status::failed_precondition("Backtest not completed"));
}
// Load results from repository
let (trades, metrics) = self
.repositories
.trading()
.load_backtest_results(&req.backtest_id)
.await
.map_err(|e| Status::internal(format!("Failed to load results: {}", e)))?;
// Generate equity curve and drawdown periods before converting trades
// (generate_equity_curve borrows trades, while proto conversion consumes them)
let equity_curve = self
.performance_analyzer
.generate_equity_curve(&trades, context.initial_capital);
let drawdown_periods = self
.performance_analyzer
.identify_drawdown_periods(&equity_curve);
// Convert to protobuf format
let proto_trades = if req.include_trades {
trades.into_iter().map(|trade| trade.into()).collect()
} else {
Vec::new()
};
let proto_metrics = if req.include_metrics {
Some(metrics.into())
} else {
None
};
let proto_equity_curve: Vec<_> = equity_curve
.into_iter()
.map(|point| crate::foxhunt::tli::EquityCurvePoint {
timestamp_unix_nanos: point.timestamp.timestamp_nanos_opt().unwrap_or(0),
equity: point.equity,
drawdown: point.drawdown,
benchmark_equity: point.benchmark_equity.unwrap_or(0.0),
})
.collect();
let proto_drawdown_periods: Vec<_> = drawdown_periods
.into_iter()
.map(|dd| crate::foxhunt::tli::DrawdownPeriod {
start_time_unix_nanos: dd.start_time.timestamp_nanos_opt().unwrap_or(0),
end_time_unix_nanos: dd.end_time.timestamp_nanos_opt().unwrap_or(0),
peak_value: dd.peak_value,
trough_value: dd.trough_value,
drawdown_percent: dd.drawdown_percent,
duration_days: dd.duration_days,
})
.collect();
Ok(Response::new(GetBacktestResultsResponse {
backtest_id: req.backtest_id,
metrics: proto_metrics,
trades: proto_trades,
equity_curve: proto_equity_curve,
drawdown_periods: proto_drawdown_periods,
}))
}
/// List historical backtests
#[instrument(skip_all)]
async fn list_backtests(
&self,
request: Request<ListBacktestsRequest>,
) -> Result<Response<ListBacktestsResponse>, Status> {
let req = request.into_inner();
// Load from storage
let strategy_name = req.strategy_name.clone();
let status_filter = req.status_filter();
let backtests = self
.repositories
.trading()
.list_backtests(req.limit, req.offset, strategy_name, Some(status_filter))
.await
.map_err(|e| Status::internal(format!("Failed to list backtests: {}", e)))?;
let summaries: Vec<BacktestSummary> = backtests.into_iter().map(|bt| bt.into()).collect();
let total_count = summaries.len() as u32;
Ok(Response::new(ListBacktestsResponse {
backtests: summaries,
total_count,
}))
}
/// Subscribe to backtest progress
#[instrument(skip_all)]
async fn subscribe_backtest_progress(
&self,
request: Request<SubscribeBacktestProgressRequest>,
) -> Result<Response<Self::SubscribeBacktestProgressStream>, Status> {
let req = request.into_inner();
// Check if backtest exists
let backtests = self.active_backtests.read().await;
if !backtests.contains_key(&req.backtest_id) {
return Err(Status::not_found("Backtest not found"));
}
drop(backtests);
// WAVE 152: Use existing broadcast channel or create new one
// The channel should have been created in start_backtest
let rx = {
let broadcasters = self.progress_broadcaster.read().await;
if let Some(tx) = broadcasters.get(&req.backtest_id) {
tx.subscribe()
} else {
// Fallback: create new channel if somehow missing
let (tx, rx) = broadcast::channel(100);
drop(broadcasters);
let mut broadcasters_mut = self.progress_broadcaster.write().await;
broadcasters_mut.insert(req.backtest_id.clone(), tx);
rx
}
};
use tokio_stream::StreamExt;
let stream = tokio_stream::wrappers::BroadcastStream::new(rx)
.map(|result| result.map_err(|e| Status::internal(format!("Stream error: {}", e))));
Ok(Response::new(Box::pin(stream)))
}
/// Stop a running backtest
#[instrument(skip_all)]
async fn stop_backtest(
&self,
request: Request<StopBacktestRequest>,
) -> Result<Response<StopBacktestResponse>, Status> {
let req = request.into_inner();
// Verify the backtest exists and mark it Cancelled in the status map
{
let mut backtests = self.active_backtests.write().await;
if let Some(context) = backtests.get_mut(&req.backtest_id) {
context.status = BacktestStatus::Cancelled;
context.completed_at = Some(chrono::Utc::now().timestamp_nanos_opt().unwrap_or(0));
} else {
return Err(Status::not_found("Backtest not found"));
}
}
// Fire the cancellation token so the spawned task exits its select! loop promptly
{
let tokens = self.cancellation_tokens.read().await;
if let Some(token) = tokens.get(&req.backtest_id) {
token.cancel();
info!("stop_backtest: cancellation token fired for {}", req.backtest_id);
} else {
// Token may already be gone if the task finished before the stop arrived
info!(
"stop_backtest: no active token found for {} (task may have already finished)",
req.backtest_id
);
}
}
Ok(Response::new(StopBacktestResponse {
success: true,
message: "Backtest stop requested — task cancellation signalled".to_string(),
results_saved: req.save_partial_results,
}))
}
}