cleaned portfolio, finalized and simplified risk manager

Author: leoBitto

docs/portfolio-risk_manager.md

@@ -0,0 +1,110 @@
+Perfetto! Ti preparo uno **schema concettuale** che mostra come le classi `Portfolio`, `Position` e `Trade` interagiscono con le tabelle del DB e con il modulo `risk_manager.py`.
+
+---
+
+## **Schema concettuale del sistema**
+
+```
+          ┌─────────────────────┐
+          │     Portfolio       │
+          │─────────────────────│
+          │ name                │
+          │ date                │
+          │ backtest            │
+          │ _snapshot           │
+          │ _positions {ticker: Position} │
+          └─────────────────────┘
+                    │
+   ----------------─┼-----------------
+   │                 │
+   ▼                 ▼
+┌───────────┐   ┌───────────┐
+│ Position  │   │  Trade    │
+│───────────│   │───────────│
+│ ticker    │   │ id        │
+│ shares    │   │ date      │
+│ avg_cost  │   │ portfolio_name │
+│ current_price │ ticker    │
+│ stop_loss │   │ operation │
+│ profit_target │ quantity │
+│ portfolio │   │ price     │
+└───────────┘   │ commission │
+                │ notes      │
+                │ portfolio  │
+                └───────────┘
+```
+
+---
+
+### **Relazioni con il Database**
+
+| Classe    | Tabella DB                       | Campi principali                                                                                        |
+| --------- | -------------------------------- | ------------------------------------------------------------------------------------------------------- |
+| Portfolio | `portfolio_snapshots(_backtest)` | `date`, `portfolio_name`, `total_value`, `cash_balance`, `positions_count`, metriche performance        |
+| Position  | `portfolio_positions(_backtest)` | `date`, `portfolio_name`, `ticker`, `shares`, `avg_cost`, `current_price`, `stop_loss`, `profit_target` |
+| Trade     | `portfolio_trades(_backtest)`    | `id`, `date`, `portfolio_name`, `ticker`, `operation`, `quantity`, `price`, `commission`, `notes`       |
+
+* **Backtest flag**: ogni query controlla `_backtest` per decidere se leggere/scrivere dalle tabelle ordinarie o da quelle di backtest.
+* **Portfolio → Position**: `_positions` è un dizionario di oggetti `Position`.
+* **Portfolio → Trade**: `_save_trade()` salva un oggetto `Trade` correlato.
+
+---
+
+### **Flusso con il Risk Manager**
+
+1. Il **risk\_manager** chiama `get_signals(strategy_fn, date, portfolio_name)`.
+2. `Portfolio` viene caricato per la data richiesta.
+3. Il risk manager valuta le posizioni correnti tramite `portfolio.get_position(ticker)`.
+4. Per un segnale BUY:
+
+   * Calcola la size usando ATR (`_calculate_atr`)
+   * Aggiorna `Position` e crea `Trade` tramite `portfolio.execute_trade()`
+5. Per un segnale SELL:
+
+   * Controlla stop loss e segnali SELL
+   * Aggiorna `Position` e crea `Trade` corrispondente
+
+---
+
+### **Calcoli e Metriche**
+
+| Oggetto   | Metodi principali                              | Descrizione                                     |
+| --------- | ---------------------------------------------- | ----------------------------------------------- |
+| Portfolio | `get_total_value()`, `get_cash_balance()`      | Valore totale portafoglio, cash disponibile     |
+| Portfolio | `get_position_percentages()`                   | Percentuale composizione per ciascun ticker     |
+| Position  | `get_unrealized_pnl()`, `get_current_value()`  | PnL, valore posizione                           |
+| Position  | `is_stop_loss_hit()`, `is_profit_target_hit()` | Logica risk manager                             |
+| Trade     | `get_net_value()`                              | Valore netto del trade considerando commissioni |
+
+---
+
+### **Sintesi del flusso dati**
+
+```
+Risk Manager
+     │
+     ▼
+Portfolio (caricato per date)
+     │
+     ├──> _positions: Position objects (posizioni correnti)
+     │        │
+     │        └──> calcoli di rischio e performance
+     │
+     └──> execute_trade() → crea/aggiorna Trade objects
+              │
+              └──> Salvataggio in DB (portfolio_trades)
+```
+
+---
+
+💡 **Note operative**
+
+* Tutte le modifiche di posizioni o trade aggiornano anche il `portfolio_snapshots` in DB.
+* `get_position_percentages()` fornisce un reporting immediato senza salvare dati nel DB.
+* Il backtest flag permette di separare simulazioni da portafogli reali senza duplicare codice.
+
+---
+
+Se vuoi, posso anche prepararti **una piccola tabella riassuntiva con tutti i metodi principali di ogni classe e quali campi DB usano**, così avrai **una guida rapida** pronta per sviluppo o test.
+
+Vuoi che faccia anche quella?

scripts/database.py

@@ -167,82 +167,72 @@ def create_portfolio_tables():
     # ===============================
 
     snapshots_query = """
-    CREATE TABLE IF NOT EXISTS portfolio_snapshots (
+        CREATE TABLE portfolio_snapshots (
         date DATE NOT NULL,
-        portfolio_name VARCHAR(50) NOT NULL DEFAULT 'default',
-        
-        -- Valori base portafoglio
+        portfolio_name VARCHAR(50) NOT NULL,
+
+        -- Stato base del portafoglio
         total_value DECIMAL(12,2) NOT NULL,
         cash_balance DECIMAL(12,2) NOT NULL,
         positions_count INTEGER DEFAULT 0,
-        
-        -- Metriche performance (stored in DB)
-        daily_return_pct DECIMAL(8,4),
+
+        -- Metriche performance
         total_return_pct DECIMAL(8,4),
-        volatility_pct DECIMAL(8,4),
-        current_drawdown_pct DECIMAL(8,4),
         max_drawdown_pct DECIMAL(8,4),
+        volatility_pct DECIMAL(8,4),
         sharpe_ratio DECIMAL(8,4),
         win_rate_pct DECIMAL(8,4),
-        peak_value DECIMAL(12,2),
-        
+
         -- Metadata
         created_at TIMESTAMP DEFAULT NOW(),
         updated_at TIMESTAMP DEFAULT NOW(),
-        
+
         PRIMARY KEY (date, portfolio_name)
+
     );
     """
 
     positions_query = """
-    CREATE TABLE IF NOT EXISTS portfolio_positions (
-        date DATE NOT NULL,
-        portfolio_name VARCHAR(50) NOT NULL DEFAULT 'default',
-        ticker VARCHAR(10) NOT NULL,
-        
-        -- Dati posizione
-        shares INTEGER NOT NULL,
-        avg_cost DECIMAL(10,4) NOT NULL,
-        current_price DECIMAL(10,4) NOT NULL,
-        current_value DECIMAL(12,2) NOT NULL,
+        CREATE TABLE portfolio_positions (
+            date DATE NOT NULL,
+            portfolio_name VARCHAR(50) NOT NULL,
+            ticker VARCHAR(10) NOT NULL,
+
+            -- Dati base
+            shares INTEGER NOT NULL,
+            avg_cost DECIMAL(10,4) NOT NULL,
+            current_price DECIMAL(10,4) NOT NULL,
+
+            -- Risk management
+            stop_loss DECIMAL(10,4),
+            profit_target DECIMAL(10,4),
+
+            -- Metadata
+            created_at TIMESTAMP DEFAULT NOW(),
+            updated_at TIMESTAMP DEFAULT NOW(),
+
+            PRIMARY KEY (date, portfolio_name, ticker),
+            FOREIGN KEY (date, portfolio_name) REFERENCES portfolio_snapshots(date, portfolio_name) ON DELETE CASCADE
+        );
 
-        -- Risk management  
-        stop_loss DECIMAL(10,4),
-        first_target DECIMAL(10,4),
-        breakeven DECIMAL(10,4),
-        first_half_sold BOOLEAN DEFAULT FALSE,
-        entry_atr DECIMAL(6,4),  
-
-        -- Metriche posizione
-        position_weight_pct DECIMAL(8,4),
-        position_pnl_pct DECIMAL(8,4),
-        position_volatility DECIMAL(8,4),
-        
-        -- Metadata
-        created_at TIMESTAMP DEFAULT NOW(),
-        updated_at TIMESTAMP DEFAULT NOW(),
-        
-        PRIMARY KEY (date, portfolio_name, ticker),
-        FOREIGN KEY (date, portfolio_name) REFERENCES portfolio_snapshots(date, portfolio_name) ON DELETE CASCADE
-    );
     """
 
     trades_query = """
-    CREATE TABLE IF NOT EXISTS portfolio_trades (
-        id SERIAL PRIMARY KEY,
-        date DATE NOT NULL,
-        portfolio_name VARCHAR(50) NOT NULL,
-        ticker VARCHAR(10) NOT NULL,
-        operation VARCHAR(4) NOT NULL CHECK (operation IN ('BUY', 'SELL')),
-        quantity INTEGER NOT NULL,
-        price DECIMAL(10,4) NOT NULL,
-        total_value DECIMAL(12,2) NOT NULL,
-        commission DECIMAL(8,2) DEFAULT 0.00,
-        notes TEXT,
-        created_at TIMESTAMP DEFAULT NOW(),
-        
-        FOREIGN KEY (date, portfolio_name) REFERENCES portfolio_snapshots(date, portfolio_name) ON DELETE CASCADE
-    );
+        CREATE TABLE portfolio_trades (
+            id SERIAL PRIMARY KEY,
+            date DATE NOT NULL,
+            portfolio_name VARCHAR(50) NOT NULL,
+            ticker VARCHAR(10) NOT NULL,
+
+            operation VARCHAR(4) NOT NULL CHECK (operation IN ('BUY', 'SELL')),
+            quantity INTEGER NOT NULL,
+            price DECIMAL(10,4) NOT NULL,
+            commission DECIMAL(8,2) DEFAULT 0.00,
+
+            notes TEXT,
+
+            created_at TIMESTAMP DEFAULT NOW()
+        );
     """
 
     # ===============================
@@ -252,61 +242,49 @@ def create_portfolio_tables():
     snapshots_backtest_query = """
     CREATE TABLE IF NOT EXISTS portfolio_snapshots_backtest (
         date DATE NOT NULL,
-        portfolio_name VARCHAR(50) NOT NULL DEFAULT 'default',
-        
-        -- Valori base portafoglio
+        portfolio_name VARCHAR(50) NOT NULL,
+
+        -- Stato base del portafoglio
         total_value DECIMAL(12,2) NOT NULL,
         cash_balance DECIMAL(12,2) NOT NULL,
         positions_count INTEGER DEFAULT 0,
-        
-        -- Metriche performance (stored in DB)
-        daily_return_pct DECIMAL(8,4),
+
+        -- Metriche performance
         total_return_pct DECIMAL(8,4),
-        volatility_pct DECIMAL(8,4),
-        current_drawdown_pct DECIMAL(8,4),
         max_drawdown_pct DECIMAL(8,4),
+        volatility_pct DECIMAL(8,4),
         sharpe_ratio DECIMAL(8,4),
         win_rate_pct DECIMAL(8,4),
-        peak_value DECIMAL(12,2),
-        
+
         -- Metadata
         created_at TIMESTAMP DEFAULT NOW(),
         updated_at TIMESTAMP DEFAULT NOW(),
-        
+
         PRIMARY KEY (date, portfolio_name)
     );
     """
 
     positions_backtest_query = """
     CREATE TABLE IF NOT EXISTS portfolio_positions_backtest (
         date DATE NOT NULL,
-        portfolio_name VARCHAR(50) NOT NULL DEFAULT 'default',
+        portfolio_name VARCHAR(50) NOT NULL,
         ticker VARCHAR(10) NOT NULL,
-        
-        -- Dati posizione
+
+        -- Dati base
         shares INTEGER NOT NULL,
         avg_cost DECIMAL(10,4) NOT NULL,
         current_price DECIMAL(10,4) NOT NULL,
-        current_value DECIMAL(12,2) NOT NULL,
 
-        -- Risk management  
+        -- Risk management
         stop_loss DECIMAL(10,4),
-        first_target DECIMAL(10,4),
-        breakeven DECIMAL(10,4),
-        first_half_sold BOOLEAN DEFAULT FALSE,
-        entry_atr DECIMAL(6,4),  
-
-        -- Metriche posizione
-        position_weight_pct DECIMAL(8,4),
-        position_pnl_pct DECIMAL(8,4),
-        position_volatility DECIMAL(8,4),
-        
+        profit_target DECIMAL(10,4),
+
         -- Metadata
         created_at TIMESTAMP DEFAULT NOW(),
         updated_at TIMESTAMP DEFAULT NOW(),
-        
+
         PRIMARY KEY (date, portfolio_name, ticker),
-        FOREIGN KEY (date, portfolio_name) REFERENCES portfolio_snapshots_backtest(date, portfolio_name) ON DELETE CASCADE
+        FOREIGN KEY (date, portfolio_name) REFERENCES portfolio_snapshots(date, portfolio_name) ON DELETE CASCADE
     );
     """
 
@@ -316,15 +294,15 @@ def create_portfolio_tables():
         date DATE NOT NULL,
         portfolio_name VARCHAR(50) NOT NULL,
         ticker VARCHAR(10) NOT NULL,
+
         operation VARCHAR(4) NOT NULL CHECK (operation IN ('BUY', 'SELL')),
         quantity INTEGER NOT NULL,
         price DECIMAL(10,4) NOT NULL,
-        total_value DECIMAL(12,2) NOT NULL,
         commission DECIMAL(8,2) DEFAULT 0.00,
+
         notes TEXT,
-        created_at TIMESTAMP DEFAULT NOW(),
-        
-        FOREIGN KEY (date, portfolio_name) REFERENCES portfolio_snapshots_backtest(date, portfolio_name) ON DELETE CASCADE
+
+        created_at TIMESTAMP DEFAULT NOW()
     );
     """
 
@@ -338,54 +316,39 @@ def create_portfolio_tables():
         ON portfolio_snapshots(date);
     CREATE INDEX IF NOT EXISTS idx_portfolio_snapshots_name_date 
         ON portfolio_snapshots(portfolio_name, date DESC);
-    CREATE INDEX IF NOT EXISTS idx_portfolio_snapshots_total_value 
-        ON portfolio_snapshots(total_value DESC);
-        
+
     -- Indici portfolio_positions  
     CREATE INDEX IF NOT EXISTS idx_portfolio_positions_ticker 
         ON portfolio_positions(ticker);
-    CREATE INDEX IF NOT EXISTS idx_portfolio_positions_weight 
-        ON portfolio_positions(position_weight_pct DESC);
-    CREATE INDEX IF NOT EXISTS idx_portfolio_positions_pnl 
-        ON portfolio_positions(position_pnl_pct DESC);
     CREATE INDEX IF NOT EXISTS idx_portfolio_positions_date_name 
         ON portfolio_positions(date, portfolio_name);
-        
+
     -- Indici portfolio_trades
     CREATE INDEX IF NOT EXISTS idx_portfolio_trades_date 
         ON portfolio_trades(date DESC);
     CREATE INDEX IF NOT EXISTS idx_portfolio_trades_ticker 
         ON portfolio_trades(ticker);
-    CREATE INDEX IF NOT EXISTS idx_portfolio_trades_operation 
-        ON portfolio_trades(operation);
     CREATE INDEX IF NOT EXISTS idx_portfolio_trades_portfolio_date 
         ON portfolio_trades(portfolio_name, date DESC);
-        
+
     -- Indici backtest (stessa struttura)
     CREATE INDEX IF NOT EXISTS idx_portfolio_snapshots_backtest_date 
         ON portfolio_snapshots_backtest(date);
     CREATE INDEX IF NOT EXISTS idx_portfolio_snapshots_backtest_name_date 
         ON portfolio_snapshots_backtest(portfolio_name, date DESC);
-    CREATE INDEX IF NOT EXISTS idx_portfolio_snapshots_backtest_total_value 
-        ON portfolio_snapshots_backtest(total_value DESC);
-        
+
     CREATE INDEX IF NOT EXISTS idx_portfolio_positions_backtest_ticker 
         ON portfolio_positions_backtest(ticker);
-    CREATE INDEX IF NOT EXISTS idx_portfolio_positions_backtest_weight 
-        ON portfolio_positions_backtest(position_weight_pct DESC);
-    CREATE INDEX IF NOT EXISTS idx_portfolio_positions_backtest_pnl 
-        ON portfolio_positions_backtest(position_pnl_pct DESC);
     CREATE INDEX IF NOT EXISTS idx_portfolio_positions_backtest_date_name 
         ON portfolio_positions_backtest(date, portfolio_name);
-        
+
     CREATE INDEX IF NOT EXISTS idx_portfolio_trades_backtest_date 
         ON portfolio_trades_backtest(date DESC);
     CREATE INDEX IF NOT EXISTS idx_portfolio_trades_backtest_ticker 
         ON portfolio_trades_backtest(ticker);
-    CREATE INDEX IF NOT EXISTS idx_portfolio_trades_backtest_operation 
-        ON portfolio_trades_backtest(operation);
     CREATE INDEX IF NOT EXISTS idx_portfolio_trades_backtest_portfolio_date 
         ON portfolio_trades_backtest(portfolio_name, date DESC);
+
     """
 
     # ===============================