|
| 1 | +# ruff: noqa: S607,S603 |
| 2 | +"""Sanity check helper for Issue #38. |
| 3 | +
|
| 4 | +Run this script locally to populate a representative dataset (~2k positions) |
| 5 | +and capture timing data for the key metrics endpoints. It assumes the usual |
| 6 | +development configuration (SQLite) and can be executed repeatedly; subsequent |
| 7 | +runs will reuse the seeded portfolio unless `--reset` is supplied. |
| 8 | +""" |
| 9 | + |
| 10 | +from __future__ import annotations |
| 11 | + |
| 12 | +import argparse |
| 13 | +import os |
| 14 | +import random |
| 15 | +import statistics |
| 16 | +import sys |
| 17 | +import time |
| 18 | +from collections.abc import Iterable |
| 19 | +from contextlib import contextmanager |
| 20 | +from dataclasses import dataclass |
| 21 | +from datetime import UTC, datetime |
| 22 | +from decimal import Decimal |
| 23 | + |
| 24 | +from sqlalchemy import text |
| 25 | + |
| 26 | +sys.path.append(os.fspath(os.getcwd())) |
| 27 | + |
| 28 | +from app import create_app # noqa: E402 |
| 29 | +from app.database import SessionLocal # noqa: E402 |
| 30 | +from app.models import Currency, FxRate, Portfolio, Position, PositionType # noqa: E402 |
| 31 | +from app.services import ( # noqa: E402 |
| 32 | + PortfolioCreateData, |
| 33 | + PositionCreateData, |
| 34 | + create_portfolio, |
| 35 | + create_position, |
| 36 | +) |
| 37 | + |
| 38 | +DEFAULT_POSITIONS = 2000 |
| 39 | +PORTFOLIO_NAME = "Perf Sample Portfolio" |
| 40 | + |
| 41 | + |
| 42 | +@dataclass(slots=True) |
| 43 | +class TimingResult: |
| 44 | + name: str |
| 45 | + duration_ms: float |
| 46 | + status_code: int |
| 47 | + |
| 48 | + |
| 49 | +def _generate_amount() -> Decimal: |
| 50 | + base = random.uniform(500, 10_000) |
| 51 | + return Decimal(str(round(base, 2))) |
| 52 | + |
| 53 | + |
| 54 | +def _choose_side() -> PositionType: |
| 55 | + return random.choice([PositionType.LONG, PositionType.SHORT]) |
| 56 | + |
| 57 | + |
| 58 | +def _resolve_currencies(session) -> list[str]: |
| 59 | + rows = session.query(Currency.code).order_by(Currency.code).all() |
| 60 | + codes = [row[0] for row in rows if row[0].upper() != "USD"] |
| 61 | + if not codes: |
| 62 | + raise RuntimeError("Currency table is empty; run migrations/seed first.") |
| 63 | + return codes |
| 64 | + |
| 65 | + |
| 66 | +def _ensure_portfolio(session, positions_target: int, currencies: list[str]) -> Portfolio: |
| 67 | + existing = session.query(Portfolio).filter(Portfolio.name == PORTFOLIO_NAME).one_or_none() |
| 68 | + if existing: |
| 69 | + current_count = session.query(Position).filter(Position.portfolio_id == existing.id).count() |
| 70 | + if current_count >= positions_target: |
| 71 | + return existing |
| 72 | + |
| 73 | + dto = create_portfolio( |
| 74 | + PortfolioCreateData( |
| 75 | + name=PORTFOLIO_NAME, |
| 76 | + base_currency="USD", |
| 77 | + ) |
| 78 | + ) |
| 79 | + portfolio = session.query(Portfolio).get(dto.id) |
| 80 | + assert portfolio is not None |
| 81 | + session.flush() |
| 82 | + |
| 83 | + for chunk in _batched(range(positions_target), 500): |
| 84 | + for _ in chunk: |
| 85 | + currency = random.choice(currencies) |
| 86 | + create_position( |
| 87 | + PositionCreateData( |
| 88 | + portfolio_id=portfolio.id, |
| 89 | + currency_code=currency, |
| 90 | + amount=_generate_amount(), |
| 91 | + side=_choose_side(), |
| 92 | + ) |
| 93 | + ) |
| 94 | + session.flush() |
| 95 | + |
| 96 | + return portfolio |
| 97 | + |
| 98 | + |
| 99 | +def _batched(iterable: Iterable[int], size: int) -> Iterable[list[int]]: |
| 100 | + batch: list[int] = [] |
| 101 | + for item in iterable: |
| 102 | + batch.append(item) |
| 103 | + if len(batch) >= size: |
| 104 | + yield batch |
| 105 | + batch = [] |
| 106 | + if batch: |
| 107 | + yield batch |
| 108 | + |
| 109 | + |
| 110 | +def _ensure_rates(session, currencies: list[str]) -> None: |
| 111 | + timestamp = datetime.now(tz=UTC).replace(microsecond=0) |
| 112 | + existing = ( |
| 113 | + session.query(FxRate) |
| 114 | + .filter(FxRate.base_currency_code == "USD", FxRate.timestamp == timestamp) |
| 115 | + .count() |
| 116 | + ) |
| 117 | + if existing >= len(currencies): |
| 118 | + return |
| 119 | + |
| 120 | + session.query(FxRate).filter(FxRate.base_currency_code == "USD").delete() |
| 121 | + session.flush() |
| 122 | + |
| 123 | + for code in currencies: |
| 124 | + rate = Decimal(str(round(random.uniform(0.2, 1.3), 6))) |
| 125 | + session.add( |
| 126 | + FxRate( |
| 127 | + base_currency_code="USD", |
| 128 | + target_currency_code=code.upper(), |
| 129 | + rate=rate, |
| 130 | + timestamp=timestamp, |
| 131 | + source="perf_fixture", |
| 132 | + ) |
| 133 | + ) |
| 134 | + session.flush() |
| 135 | + |
| 136 | + |
| 137 | +@contextmanager |
| 138 | +def _app_context(): |
| 139 | + app = create_app(os.environ.get("APP_ENV", "development")) |
| 140 | + with app.app_context(): |
| 141 | + yield app |
| 142 | + |
| 143 | + |
| 144 | +def _time_request(client, method: str, path: str, *, name: str) -> TimingResult: |
| 145 | + start = time.perf_counter() |
| 146 | + response = client.open(path, method=method) |
| 147 | + duration_ms = (time.perf_counter() - start) * 1000 |
| 148 | + return TimingResult(name=name, duration_ms=duration_ms, status_code=response.status_code) |
| 149 | + |
| 150 | + |
| 151 | +def _query_plan(session, sql: str, *, label: str) -> None: |
| 152 | + plan = session.execute(text(f"EXPLAIN QUERY PLAN {sql}")).fetchall() |
| 153 | + print(f"\nQuery plan for {label}:") |
| 154 | + for row in plan: |
| 155 | + print(" ", " | ".join(str(part) for part in row)) |
| 156 | + |
| 157 | + |
| 158 | +def run_sanity_check(positions_target: int, reset: bool) -> None: |
| 159 | + with _app_context() as app: |
| 160 | + session = SessionLocal() |
| 161 | + try: |
| 162 | + if reset: |
| 163 | + session.query(Position).delete() |
| 164 | + session.query(Portfolio).filter(Portfolio.name == PORTFOLIO_NAME).delete() |
| 165 | + session.query(FxRate).filter(FxRate.source == "perf_fixture").delete() |
| 166 | + session.commit() |
| 167 | + |
| 168 | + currencies = _resolve_currencies(session) |
| 169 | + portfolio = _ensure_portfolio(session, positions_target, currencies) |
| 170 | + _ensure_rates(session, currencies) |
| 171 | + session.commit() |
| 172 | + |
| 173 | + print(f"Portfolio '{PORTFOLIO_NAME}' ready (id={portfolio.id}).") |
| 174 | + total_positions = ( |
| 175 | + session.query(Position).filter(Position.portfolio_id == portfolio.id).count() |
| 176 | + ) |
| 177 | + print(f"Positions present: {total_positions}") |
| 178 | + |
| 179 | + results: list[TimingResult] = [] |
| 180 | + with app.test_client() as client: |
| 181 | + endpoints = [ |
| 182 | + ("GET", f"/api/v1/metrics/portfolio/{portfolio.id}/value", "value"), |
| 183 | + ("GET", f"/api/v1/metrics/portfolio/{portfolio.id}/exposure", "exposure"), |
| 184 | + ("GET", f"/api/v1/metrics/portfolio/{portfolio.id}/pnl/daily", "daily_pnl"), |
| 185 | + ( |
| 186 | + "POST", |
| 187 | + f"/api/v1/metrics/portfolio/{portfolio.id}/whatif", |
| 188 | + "whatif", |
| 189 | + ), |
| 190 | + ( |
| 191 | + "GET", |
| 192 | + f"/api/v1/metrics/portfolio/{portfolio.id}/value/series?days=30", |
| 193 | + "value_series", |
| 194 | + ), |
| 195 | + ] |
| 196 | + |
| 197 | + payload = {"currency": "EUR", "shock_pct": "1"} |
| 198 | + |
| 199 | + for method, path, name in endpoints: |
| 200 | + if method == "POST": |
| 201 | + start = time.perf_counter() |
| 202 | + response = client.post(path, json=payload) |
| 203 | + duration_ms = (time.perf_counter() - start) * 1000 |
| 204 | + results.append( |
| 205 | + TimingResult( |
| 206 | + name=name, duration_ms=duration_ms, status_code=response.status_code |
| 207 | + ) |
| 208 | + ) |
| 209 | + else: |
| 210 | + results.append(_time_request(client, method, path, name=name)) |
| 211 | + |
| 212 | + print("\nEndpoint timings (ms):") |
| 213 | + for result in results: |
| 214 | + status_mark = ( |
| 215 | + "OK" if 200 <= result.status_code < 300 else f"HTTP {result.status_code}" |
| 216 | + ) |
| 217 | + print(f" {result.name:<15} {result.duration_ms:8.2f} [{status_mark}]") |
| 218 | + |
| 219 | + dashboard_ms = sum(result.duration_ms for result in results if result.name != "whatif") |
| 220 | + print(f"\nDashboard bundle (value/exposure/pnl/value_series): {dashboard_ms:.2f} ms") |
| 221 | + |
| 222 | + value_times = [result.duration_ms for result in results if result.name == "value"] |
| 223 | + if value_times: |
| 224 | + print( |
| 225 | + f"Value endpoint stats -> min: {min(value_times):.2f} ms | " |
| 226 | + f"avg: {statistics.mean(value_times):.2f} ms | " |
| 227 | + f"max: {max(value_times):.2f} ms" |
| 228 | + ) |
| 229 | + |
| 230 | + _query_plan( |
| 231 | + session, |
| 232 | + "SELECT id FROM positions WHERE portfolio_id = ?", |
| 233 | + label="positions lookup (portfolio filter)", |
| 234 | + ) |
| 235 | + _query_plan( |
| 236 | + session, |
| 237 | + "SELECT rate FROM fx_rates WHERE base_currency_code = 'USD' ORDER BY timestamp DESC LIMIT 1", |
| 238 | + label="latest rate timestamp", |
| 239 | + ) |
| 240 | + finally: |
| 241 | + session.close() |
| 242 | + |
| 243 | + |
| 244 | +def main() -> None: |
| 245 | + parser = argparse.ArgumentParser(description="Performance sanity check helper.") |
| 246 | + parser.add_argument( |
| 247 | + "--positions", |
| 248 | + type=int, |
| 249 | + default=DEFAULT_POSITIONS, |
| 250 | + help=f"Number of positions to seed (default: {DEFAULT_POSITIONS}).", |
| 251 | + ) |
| 252 | + parser.add_argument( |
| 253 | + "--reset", |
| 254 | + action="store_true", |
| 255 | + help="Drop the existing perf dataset before seeding.", |
| 256 | + ) |
| 257 | + args = parser.parse_args() |
| 258 | + |
| 259 | + random.seed(42) |
| 260 | + run_sanity_check(positions_target=args.positions, reset=args.reset) |
| 261 | + |
| 262 | + |
| 263 | +if __name__ == "__main__": |
| 264 | + main() |
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