foxhunt/scripts/monitor_paper_trading.sh

#!/bin/bash
# monitor_paper_trading.sh - Real-time monitoring for paper trading
# Created: 2025-10-14
# Usage: ./scripts/monitor_paper_trading.sh

set -euo pipefail

# Colors
GREEN='\033[0;32m'
YELLOW='\033[1;33m'
BLUE='\033[0;34m'
RED='\033[0;31m'
NC='\033[0m'

# Database connection
DB_URL="postgresql://foxhunt:foxhunt_dev_password@localhost:5432/foxhunt"

# Clear screen and show header
clear
echo -e "${BLUE}========================================="
echo "Ensemble Paper Trading - Live Monitor"
echo "=========================================${NC}"
echo "Press Ctrl+C to exit"
echo ""

# Monitoring loop (refresh every 10 seconds)
while true; do
    echo -e "${BLUE}[$(date +%H:%M:%S)] Updating metrics...${NC}"
    echo ""

    # Service Health
    echo -e "${YELLOW}━━━ Service Health ━━━${NC}"
    HEALTH=$(curl -s http://localhost:8081/health 2>/dev/null || echo '{"status":"offline"}')
    STATUS=$(echo "$HEALTH" | jq -r '.status // "offline"')
    MODE=$(echo "$HEALTH" | jq -r '.ensemble.mode // "unknown"')
    MODELS=$(echo "$HEALTH" | jq -r '.ensemble.models[]? // empty' | tr '\n' ', ' | sed 's/,$//')

    if [ "$STATUS" = "healthy" ]; then
        echo -e "  Status: ${GREEN}✅ $STATUS${NC}"
    else
        echo -e "  Status: ${RED}❌ $STATUS${NC}"
    fi
    echo -e "  Mode: $MODE"
    echo -e "  Models: $MODELS"
    echo ""

    # Today's Performance
    echo -e "${YELLOW}━━━ Today's Performance ━━━${NC}"
    psql "$DB_URL" -t -c "
        SELECT
            COUNT(*) AS trades,
            SUM(CASE WHEN pnl > 0 THEN 1 ELSE 0 END) AS wins,
            (SUM(CASE WHEN pnl > 0 THEN 1 ELSE 0 END)::FLOAT / NULLIF(COUNT(*), 0) * 100)::NUMERIC(5,2) AS win_rate,
            SUM(pnl)::NUMERIC(10,2) AS total_pnl,
            AVG(ensemble_confidence)::NUMERIC(4,3) AS avg_confidence,
            AVG(disagreement_rate)::NUMERIC(4,3) AS avg_disagreement
        FROM paper_trading_predictions
        WHERE DATE(timestamp) = CURRENT_DATE
          AND executed = TRUE;
    " | while read -r trades wins win_rate pnl confidence disagreement; do
        trades=$(echo "$trades" | xargs)
        wins=$(echo "$wins" | xargs)
        win_rate=$(echo "$win_rate" | xargs)
        pnl=$(echo "$pnl" | xargs)
        confidence=$(echo "$confidence" | xargs)
        disagreement=$(echo "$disagreement" | xargs)

        echo "  Total Trades: $trades"
        echo "  Winning Trades: $wins"

        if (( $(echo "$win_rate > 52" | bc -l) )); then
            echo -e "  Win Rate: ${GREEN}$win_rate%${NC} (Target: >52%)"
        else
            echo -e "  Win Rate: ${YELLOW}$win_rate%${NC} (Target: >52%)"
        fi

        if (( $(echo "$pnl > 0" | bc -l) )); then
            echo -e "  Total P&L: ${GREEN}\$${pnl}${NC}"
        else
            echo -e "  Total P&L: ${RED}\$${pnl}${NC}"
        fi

        echo "  Avg Confidence: $confidence"
        echo "  Avg Disagreement: $disagreement"
    done
    echo ""

    # Per-Symbol Performance
    echo -e "${YELLOW}━━━ Per-Symbol Performance (Today) ━━━${NC}"
    psql "$DB_URL" -t -c "
        SELECT
            symbol,
            COUNT(*) AS trades,
            SUM(pnl)::NUMERIC(10,2) AS pnl
        FROM paper_trading_predictions
        WHERE DATE(timestamp) = CURRENT_DATE
          AND executed = TRUE
        GROUP BY symbol
        ORDER BY pnl DESC;
    " | while read -r symbol trades pnl; do
        symbol=$(echo "$symbol" | xargs)
        trades=$(echo "$trades" | xargs)
        pnl=$(echo "$pnl" | xargs)

        if [ -n "$symbol" ]; then
            if (( $(echo "$pnl > 0" | bc -l) )); then
                echo -e "  $symbol: $trades trades, ${GREEN}\$${pnl}${NC}"
            else
                echo -e "  $symbol: $trades trades, ${RED}\$${pnl}${NC}"
            fi
        fi
    done
    echo ""

    # Model Weights
    echo -e "${YELLOW}━━━ Current Model Weights ━━━${NC}"
    psql "$DB_URL" -t -c "
        SELECT
            AVG(dqn_weight)::NUMERIC(4,3) AS dqn_weight,
            AVG(ppo_weight)::NUMERIC(4,3) AS ppo_weight
        FROM paper_trading_predictions
        WHERE timestamp > NOW() - INTERVAL '1 hour'
          AND executed = TRUE;
    " | while read -r dqn_weight ppo_weight; do
        dqn_weight=$(echo "$dqn_weight" | xargs)
        ppo_weight=$(echo "$ppo_weight" | xargs)

        if [ -n "$dqn_weight" ]; then
            echo "  DQN: ${dqn_weight} ($(echo "$dqn_weight * 100" | bc)%)"
            echo "  PPO: ${ppo_weight} ($(echo "$ppo_weight * 100" | bc)%)"
        else
            echo "  No data yet"
        fi
    done
    echo ""

    # High Disagreement Events
    echo -e "${YELLOW}━━━ High Disagreement Events (Last Hour) ━━━${NC}"
    HIGH_DISAGREEMENT=$(psql "$DB_URL" -t -c "
        SELECT COUNT(*)
        FROM paper_trading_predictions
        WHERE disagreement_rate > 0.5
          AND timestamp > NOW() - INTERVAL '1 hour';
    " | xargs)

    if [ "$HIGH_DISAGREEMENT" -gt 0 ]; then
        echo -e "  ${YELLOW}⚠️  $HIGH_DISAGREEMENT events${NC}"
    else
        echo -e "  ${GREEN}✅ 0 events${NC}"
    fi
    echo ""

    # Circuit Breaker Status
    echo -e "${YELLOW}━━━ Circuit Breaker Status ━━━${NC}"
    TRIGGERS=$(psql "$DB_URL" -t -c "
        SELECT COUNT(*)
        FROM paper_trading_circuit_breaker_log
        WHERE DATE(timestamp) = CURRENT_DATE
          AND resolved_at IS NULL;
    " | xargs)

    if [ "$TRIGGERS" -gt 0 ]; then
        echo -e "  ${RED}❌ $TRIGGERS active triggers${NC}"
    else
        echo -e "  ${GREEN}✅ No triggers${NC}"
    fi
    echo ""

    # Success Criteria Progress
    echo -e "${YELLOW}━━━ Success Criteria (7-Day Rolling) ━━━${NC}"

    # Calculate Sharpe ratio
    SHARPE=$(psql "$DB_URL" -t -c "SELECT calculate_sharpe_ratio('ES.FUT', 7);" | xargs)
    if [ -n "$SHARPE" ] && [ "$SHARPE" != "null" ]; then
        if (( $(echo "$SHARPE > 1.5" | bc -l) )); then
            echo -e "  Sharpe Ratio: ${GREEN}$SHARPE${NC} (Target: >1.5) ✅"
        else
            echo -e "  Sharpe Ratio: ${YELLOW}$SHARPE${NC} (Target: >1.5)"
        fi
    else
        echo "  Sharpe Ratio: N/A (insufficient data)"
    fi

    # Calculate 7-day win rate
    WIN_RATE_7D=$(psql "$DB_URL" -t -c "
        SELECT
            (SUM(CASE WHEN pnl > 0 THEN 1 ELSE 0 END)::FLOAT / NULLIF(COUNT(*), 0) * 100)::NUMERIC(5,2)
        FROM paper_trading_predictions
        WHERE timestamp >= NOW() - INTERVAL '7 days'
          AND executed = TRUE;
    " | xargs)

    if [ -n "$WIN_RATE_7D" ]; then
        if (( $(echo "$WIN_RATE_7D > 52" | bc -l) )); then
            echo -e "  Win Rate: ${GREEN}${WIN_RATE_7D}%${NC} (Target: >52%) ✅"
        else
            echo -e "  Win Rate: ${YELLOW}${WIN_RATE_7D}%${NC} (Target: >52%)"
        fi
    else
        echo "  Win Rate: N/A (insufficient data)"
    fi

    # Calculate max drawdown
    MAX_DD=$(psql "$DB_URL" -t -c "SELECT calculate_max_drawdown('ES.FUT', 7);" | xargs)
    if [ -n "$MAX_DD" ] && [ "$MAX_DD" != "null" ]; then
        if (( $(echo "$MAX_DD > -10" | bc -l) )); then
            echo -e "  Max Drawdown: ${GREEN}${MAX_DD}%${NC} (Target: <-10%) ✅"
        else
            echo -e "  Max Drawdown: ${RED}${MAX_DD}%${NC} (Target: <-10%)"
        fi
    else
        echo "  Max Drawdown: N/A (insufficient data)"
    fi

    echo ""
    echo -e "${BLUE}━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━${NC}"
    echo "Refreshing in 10 seconds..."
    echo ""

    sleep 10
    clear
    echo -e "${BLUE}========================================="
    echo "Ensemble Paper Trading - Live Monitor"
    echo "=========================================${NC}"
    echo "Press Ctrl+C to exit"
    echo ""
done