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Add internal scheduler to portfolio manager #803

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Merged
forstmeier merged 8 commits into from
Mar 31, 2026
Merged

Add internal scheduler to portfolio manager #803

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d7dd6af
Add internal scheduler to portfolio_manager and deprecate GitHub work…
forstmeier Mar 23, 2026
6363fa0
Address PR #803 review feedback on portfolio_manager scheduler and re…
forstmeier Mar 23, 2026
279cd80
Check save_portfolio return value and surface failure in rebalance re…
forstmeier Mar 23, 2026
249033b
Address PR #803 round 3 review feedback on scheduler robustness and p…
forstmeier Mar 23, 2026
5f21f47
Merge master branch into feature branch
forstmeier Mar 27, 2026
a171bde
Add bot pull request feedback
forstmeier Mar 27, 2026
9380298
Add bot pull request feedback
forstmeier Mar 27, 2026
eab801c
Address pull request #803 feedback: metrics correctness, lock race, t…
forstmeier Mar 27, 2026
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22 changes: 0 additions & 22 deletions .github/workflows/create_or_update_portfolio.yaml
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10 changes: 5 additions & 5 deletions applications/ensemble_manager/src/ensemble_manager/server.py
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Original file line number Diff line number Diff line change
Expand Up @@ -59,8 +59,8 @@

logger = structlog.get_logger()

DATAMANAGER_BASE_URL = os.getenv(
"FUND_DATAMANAGER_BASE_URL", "http://data-manager:8080"
DATA_MANAGER_BASE_URL = os.getenv(
"FUND_DATA_MANAGER_BASE_URL", "http://data-manager:8080"
)
_environment = os.environ.get("FUND_ENVIRONMENT", "development")
MODEL_VERSION_SSM_PARAMETER = f"/fund/{_environment}/ensemble-manager/model-version"
Expand Down Expand Up @@ -265,7 +265,7 @@ def create_predictions(request: Request) -> Response:

try:
equity_bars_response = requests.get(
url=f"{DATAMANAGER_BASE_URL}/equity-bars",
url=f"{DATA_MANAGER_BASE_URL}/equity-bars",
params={
"start_timestamp": start_date.isoformat(),
"end_timestamp": end_date.isoformat(),
Expand All @@ -286,7 +286,7 @@ def create_predictions(request: Request) -> Response:

try:
equity_details_response = requests.get(
url=f"{DATAMANAGER_BASE_URL}/equity-details",
url=f"{DATA_MANAGER_BASE_URL}/equity-details",
timeout=60,
)

Expand Down Expand Up @@ -368,7 +368,7 @@ def create_predictions(request: Request) -> Response:

try:
save_predictions_response = requests.post(
url=f"{DATAMANAGER_BASE_URL}/predictions",
url=f"{DATA_MANAGER_BASE_URL}/predictions",
json={
"timestamp": current_timestamp.isoformat(),
"data": validated_predictions.to_dicts(),
Expand Down
6 changes: 6 additions & 0 deletions applications/portfolio_manager/src/portfolio_manager/alpaca_client.py
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Original file line number Diff line number Diff line change
Expand Up @@ -6,6 +6,7 @@
from alpaca.data import StockHistoricalDataClient
from alpaca.trading import (
Asset,
Clock,
ClosePositionRequest,
GetAssetsRequest,
OrderRequest,
Expand Down Expand Up @@ -58,6 +59,11 @@ def __init__(

self.is_paper = is_paper

def is_market_open(self) -> bool:
clock: Clock = cast("Clock", self.trading_client.get_clock())
time.sleep(self.rate_limit_sleep)
return bool(clock.is_open)

def get_account(self) -> AlpacaAccount:
account: TradeAccount = cast("TradeAccount", self.trading_client.get_account())

Expand Down
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