Commas & time zones

application/datamanager/src/datamanager/main.py

@@ -48,7 +48,7 @@ def bars_query(*, bucket: str, start_date: date, end_date: date) -> str:
 async def lifespan(app: FastAPI) -> AsyncGenerator[None]:
     app.state.settings = Settings()
     app.state.bucket = storage.Client(os.getenv("GCP_PROJECT")).bucket(
-        app.state.settings.gcp.bucket.name
+        app.state.settings.gcp.bucket.name,
     )
 
     DUCKDB_ACCESS_KEY = os.getenv("DUCKDB_ACCESS_KEY")
@@ -81,12 +81,16 @@ async def health_check() -> Response:
 
 @application.get("/equity-bars")
 async def get_equity_bars(
-    request: Request, start_date: date, end_date: date
+    request: Request,
+    start_date: date,
+    end_date: date,
 ) -> Response:
     settings: Settings = request.app.state.settings
 
     query = bars_query(
-        bucket=settings.gcp.bucket.name, start_date=start_date, end_date=end_date
+        bucket=settings.gcp.bucket.name,
+        start_date=start_date,
+        end_date=end_date,
     )
 
     try:
@@ -150,9 +154,10 @@ async def fetch_equity_bars(request: Request, summary_date: SummaryDate) -> Bars
                     pl.from_epoch("t", time_unit="ms").dt.year().alias("year"),
                     pl.from_epoch("t", time_unit="ms").dt.month().alias("month"),
                     pl.from_epoch("t", time_unit="ms").dt.day().alias("day"),
-                ]
+                ],
             ).write_parquet(
-                bucket.daily_bars_path, partition_by=["year", "month", "day"]
+                bucket.daily_bars_path,
+                partition_by=["year", "month", "day"],
             )
         except (
             requests.RequestException,
@@ -166,7 +171,7 @@ async def fetch_equity_bars(request: Request, summary_date: SummaryDate) -> Bars
             raise HTTPException(
                 status_code=status.HTTP_500_INTERNAL_SERVER_ERROR,
                 detail="Failed to write data",
-            )
+            ) from e
     return BarsSummary(date=summary_date.date.strftime("%Y-%m-%d"), count=count)
 
 

application/datamanager/src/datamanager/models.py

@@ -5,7 +5,7 @@
 
 class SummaryDate(BaseModel):
     date: datetime.date = Field(
-        default_factory=lambda: datetime.datetime.utcnow().date()
+        default_factory=lambda: datetime.datetime.now(tz=datetime.timezone.utc).date(),
     )
 
     @field_validator("date", mode="before")
@@ -14,7 +14,11 @@ def parse_date(cls, value: datetime.date | str) -> datetime.date:
             return value
         for fmt in ("%Y-%m-%d", "%Y/%m/%d"):
             try:
-                return datetime.datetime.strptime(value, fmt).date()
+                return (
+                    datetime.datetime.strptime(value, fmt)
+                    .replace(tzinfo=datetime.timezone.utc)
+                    .date()
+                )
             except ValueError:
                 continue
         raise ValueError("Invalid date format: expected YYYY-MM-DD or YYYY/MM/DD")
@@ -29,7 +33,9 @@ class DateRange(BaseModel):
     @field_validator("end")
     @classmethod
     def check_end_after_start(
-        cls, end_value: datetime.datetime, info: core_schema.ValidationInfo
+        cls,
+        end_value: datetime.datetime,
+        info: core_schema.ValidationInfo,
     ) -> datetime.datetime:
         start_value = info.data.get("start")
         if start_value and end_value <= start_value:

application/positionmanager/src/positionmanager/clients.py

@@ -85,7 +85,7 @@ def get_data(
             pl.col("timestamp")
             .str.slice(0, 10)
             .str.strptime(pl.Date, "%Y-%m-%d")
-            .alias("date")
+            .alias("date"),
         )
 
         data = (

application/positionmanager/src/positionmanager/main.py

@@ -1,7 +1,7 @@
 from fastapi import FastAPI, HTTPException
 import requests
 import os
-from datetime import datetime, timedelta
+from datetime import datetime, timedelta, timezone
 import polars as pl
 from typing import Dict, Any
 
@@ -51,8 +51,8 @@ def create_position(payload: PredictionPayload) -> Dict[str, Any]:
         ) from e
 
     date_range = DateRange(
-        start=datetime.now() - timedelta(days=trading_days_per_year),
-        end=datetime.now(),
+        start=datetime.now(tz=timezone.utc) - timedelta(days=trading_days_per_year),
+        end=datetime.now(tz=timezone.utc),
     )
 
     try:
@@ -83,21 +83,21 @@ def create_position(payload: PredictionPayload) -> Dict[str, Any]:
             continue
 
         latest_prices = historical_data.filter(pl.col(ticker).is_not_null()).select(
-            ticker
+            ticker,
         )
         if latest_prices.is_empty():
             executed_trades.append(
                 {
                     "ticker": ticker,
                     "status": "error",
                     "error": "No recent price available",
-                }
+                },
             )
             continue
         latest_price = latest_prices.tail(1)[0, 0]
 
         notional_amount = Money.from_float(
-            latest_price * share_count * 0.95
+            latest_price * share_count * 0.95,
         )  # 5% buffer
 
         try:
@@ -109,7 +109,7 @@ def create_position(payload: PredictionPayload) -> Dict[str, Any]:
                     "share_count": share_count,
                     "notional_amount": float(notional_amount),
                     "status": "success",
-                }
+                },
             )
 
         except (requests.RequestException, APIError, ValidationError) as e:
@@ -120,7 +120,7 @@ def create_position(payload: PredictionPayload) -> Dict[str, Any]:
                     "notional_amount": float(notional_amount),
                     "status": "error",
                     "error": str(e),
-                }
+                },
             )
 
     final_cash_balance = alpaca_client.get_cash_balance()

application/positionmanager/src/positionmanager/models.py

@@ -8,7 +8,8 @@
 
 class Money(BaseModel):
     amount: Decimal = Field(
-        ..., description="Monetary value in USD with 2 decimal places"
+        ...,
+        description="Monetary value in USD with 2 decimal places",
     )
 
     @field_validator("amount", check_fields=True)
@@ -42,7 +43,9 @@ class DateRange(BaseModel):
     @field_validator("end")
     @classmethod
     def check_end_after_start(
-        cls, end_value: datetime, info: core_schema.ValidationInfo
+        cls,
+        end_value: datetime,
+        info: core_schema.ValidationInfo,
     ) -> datetime:
         start_value = info.data.get("start")
         if start_value and end_value <= start_value:

application/positionmanager/src/positionmanager/portfolio.py

@@ -40,7 +40,9 @@ def get_optimized_portfolio(
 
         long_only_weight_bounds = (0, 0.2)  # 20% max weight per asset
         efficient_frontier = EfficientFrontier(
-            mu, S, weight_bounds=long_only_weight_bounds
+            mu,
+            S,
+            weight_bounds=long_only_weight_bounds,
         )
 
         efficient_frontier.max_sharpe(risk_free_rate=0.02)  # 2% risk-free rate

application/positionmanager/tests/test_positionmanager_main.py

@@ -43,7 +43,7 @@ def test_create_position_success(
 
         mock_data_instance = MagicMock(spec=DataClient)
         mock_historical_data = pl.DataFrame(
-            {"date": ["2025-05-01"], "AAPL": [150.00], "MSFT": [250.00]}
+            {"date": ["2025-05-01"], "AAPL": [150.00], "MSFT": [250.00]},
         )
         mock_data_instance.get_data.return_value = mock_historical_data
         MockDataClient.return_value = mock_data_instance
@@ -84,7 +84,8 @@ def test_create_position_success(
     def test_create_position_alpaca_error(self, MockAlpacaClient: MagicMock) -> None:
         mock_alpaca_instance = MagicMock(spec=AlpacaClient)
         mock_alpaca_instance.get_cash_balance.side_effect = HTTPException(
-            status_code=500, detail="Error getting cash balance"
+            status_code=500,
+            detail="Error getting cash balance",
         )
         MockAlpacaClient.return_value = mock_alpaca_instance
 
@@ -126,7 +127,8 @@ def test_delete_positions_error(
     ) -> None:
         mock_alpaca_instance = MagicMock(spec=AlpacaClient)
         mock_alpaca_instance.clear_positions.side_effect = HTTPException(
-            status_code=500, detail="Error getting cash balance"
+            status_code=500,
+            detail="Error getting cash balance",
         )
         MockAlpacaClient.return_value = mock_alpaca_instance
 

infrastructure/cloud_run.py

@@ -40,14 +40,15 @@
                             value=buckets.production_data_bucket.name,
                         ),
                         cloudrun.ServiceTemplateSpecContainerEnvArgs(
-                            name="DUCKDB_ACCESS_KEY", value=duckdb_access_key
+                            name="DUCKDB_ACCESS_KEY",
+                            value=duckdb_access_key,
                         ),
                         cloudrun.ServiceTemplateSpecContainerEnvArgs(
                             name="DUCKDB_SECRET",
                             value=duckdb_secret,
                         ),
                     ],
-                )
+                ),
             ],
         ),
     ),
@@ -59,7 +60,7 @@
     push_config=pubsub.SubscriptionPushConfigArgs(
         push_endpoint=service.statuses[0].url,
         oidc_token=pubsub.SubscriptionPushConfigOidcTokenArgs(
-            service_account_email=project.platform_service_account.email
+            service_account_email=project.platform_service_account.email,
         ),
     ),
 )

infrastructure/images.py

@@ -1,5 +1,5 @@
 import os
-from datetime import datetime
+from datetime import datetime, timezone
 from glob import glob
 import pulumi
 import pulumi_docker_build as docker_build
@@ -12,7 +12,10 @@
 dockerfile_paths = glob(os.path.join("..", "application", "*", "Dockerfile"))
 dockerfile_paths = [os.path.relpath(dockerfile) for dockerfile in dockerfile_paths]
 
-tags = ["latest", datetime.utcnow().strftime("%Y%m%d")]
+tags = [
+    "latest",
+    datetime.now(tz=timezone.utc).strftime("%Y%m%d"),
+]
 
 images = {}
 for dockerfile in dockerfile_paths:
@@ -36,7 +39,7 @@
                 address="docker.io",
                 username=dockerhub_username,
                 password=dockerhub_password,
-            )
+            ),
         ],
     )
 

infrastructure/monitoring.py

@@ -23,14 +23,14 @@
                         cloudrun.ServiceTemplateSpecContainerVolumeMountArgs(
                             name="prometheus-config",
                             mount_path="/etc/prometheus",
-                        )
+                        ),
                     ],
                     ports=[
                         cloudrun.ServiceTemplateSpecContainerPortArgs(
-                            container_port=9090
-                        )
+                            container_port=9090,
+                        ),
                     ],
-                )
+                ),
             ],
             volumes=[
                 cloudrun.ServiceTemplateSpecVolumeArgs(
@@ -41,12 +41,12 @@
                             cloudrun.ServiceTemplateSpecVolumeSecretItemArgs(
                                 path="prometheus.yaml",
                                 version=prometheus_config_version.version,
-                            )
+                            ),
                         ],
                     ),
-                )
+                ),
             ],
-        )
+        ),
     ),
 )
 
@@ -61,11 +61,11 @@
                     image="grafana/grafana:latest",
                     ports=[
                         cloudrun.ServiceTemplateSpecContainerPortArgs(
-                            container_port=3000
-                        )
+                            container_port=3000,
+                        ),
                     ],
-                )
+                ),
             ],
-        )
+        ),
     ),
 )

infrastructure/project.py

@@ -55,6 +55,6 @@
     project=PROJECT,
     role="roles/pubsub.subscriber",
     member=platform_service_account.email.apply(
-        lambda e: f"serviceAccount:{e}"
+        lambda e: f"serviceAccount:{e}",
     ),  # ty: ignore[missing-argument]
 )

pyproject.toml

@@ -68,15 +68,24 @@ output = ".python_coverage.xml"
 
 [tool.ruff.lint]
 select = [
+  "A", # flake8 builtins
   "ANN", # type annotations
   "ASYNC",
+  "B", # bugbear
+  "COM", # commas
+  "C4", # comprehensions
   "BLE", # no blind exceptions
+  "DTZ", # datetimes
   "ERA", # dead code
   "FAST", # fastapi
   "FBT", # boolean traps
   "S", # bandit (security)
   "YTT" # flake8
 ]
+ignore = [
+    "COM812",
+]
+
 [tool.ruff.lint.per-file-ignores]
 "**/tests/**/*.py" = ["S101"]
 "**/features/steps/**/*.py" = ["S101"]