Merge pull request #544 from coding-kitties/feature/iaf-backtest-store

feat(store): BacktestStore Protocol + LocalDirStore (epic #540 phase 3a)

Author: MDUYN

investing_algorithm_framework/services/backtest_store/__init__.py

@@ -0,0 +1,30 @@
+"""Storage abstraction for backtests (epic #540 phase 3).
+
+A :class:`BacktestStore` is the single seam between the framework and
+*where* backtest results actually live. Phase 3a ships the Protocol
+and a thin :class:`LocalDirStore` adapter over the existing ``.iafbt``
+layout, so every consumer (HTML report, ``iaf list/rank``, the MCP
+server, future ``FinterionStore``) can be written against one
+interface.
+
+See ``docs/design/tiered-backtest-storage.md`` §7 and the Phase 3
+plan in epic #540 for the full architecture.
+"""
+
+from .base import (
+    BacktestStore,
+    StoreHandle,
+    StoreError,
+    StoreHandleNotFoundError,
+    SupportsCopyFrom,
+)
+from .local_dir_store import LocalDirStore
+
+__all__ = [
+    "BacktestStore",
+    "StoreHandle",
+    "StoreError",
+    "StoreHandleNotFoundError",
+    "SupportsCopyFrom",
+    "LocalDirStore",
+]

investing_algorithm_framework/services/backtest_store/base.py

@@ -0,0 +1,157 @@
+"""``BacktestStore`` Protocol + capability mixins (epic #540 phase 3a).
+
+A :class:`BacktestStore` decouples *where* a backtest is persisted
+from the rest of the framework. Three concrete implementations are
+planned:
+
+* :class:`LocalDirStore` (this PR) — directory of ``.iafbt`` bundles.
+  Adapter over today's :meth:`Backtest.save_bundle` /
+  :meth:`Backtest.open` so existing layouts keep working unchanged.
+* ``LocalTieredStore`` (Phase 3b/3c) — SQLite Tier-1 + per-project
+  Parquet datasets (Tier-2) + content-addressed chunks (Tier-3).
+* ``FinterionStore`` (closed-source) — HTTP adapter over Finterion's
+  hosted tiered backend, with the optional :class:`SupportsRelations`
+  capability for strategy-version / report linkage.
+
+The Protocol stays deliberately small. Capabilities that not every
+store can or should implement (efficient bulk migration, relational
+graph queries, …) are declared as separate Protocols so callers can
+``isinstance(store, SupportsCopyFrom)``-test for them at runtime.
+"""
+
+from __future__ import annotations
+
+from typing import (
+    Iterable,
+    Iterator,
+    Optional,
+    Protocol,
+    runtime_checkable,
+)
+
+from investing_algorithm_framework.domain import (
+    Backtest,
+    BacktestIndexRow,
+)
+
+
+# A handle is an opaque, store-scoped, stable string identifier for a
+# single backtest record. For ``LocalDirStore`` it is the bundle path
+# relative to the store root; for ``LocalTieredStore`` it will be the
+# ``run_id`` (uuid7); for ``FinterionStore`` a remote URI. Callers
+# should treat handles as opaque tokens — never parse them.
+StoreHandle = str
+
+
+class StoreError(Exception):
+    """Base class for all :class:`BacktestStore` errors."""
+
+
+class StoreHandleNotFoundError(StoreError, KeyError):
+    """Raised when an operation references a handle that does not exist."""
+
+
+@runtime_checkable
+class BacktestStore(Protocol):
+    """Minimal write/read/list/delete contract for backtest storage.
+
+    All implementations must be safe for concurrent reads. Concurrent
+    writes are implementation-specific (``LocalDirStore`` allows
+    them; tiered stores will document their guarantees).
+
+    The contract intentionally mirrors today's
+    :meth:`Backtest.save_bundle` / :meth:`Backtest.open` semantics so
+    :class:`LocalDirStore` is a 1:1 adapter and existing tests keep
+    passing without behavioural drift.
+    """
+
+    def write(
+        self,
+        backtest: Backtest,
+        *,
+        handle: Optional[StoreHandle] = None,
+    ) -> StoreHandle:
+        """Persist *backtest* and return its handle.
+
+        If *handle* is supplied the store should write to (or replace)
+        that exact location; otherwise the store picks a deterministic
+        handle from the backtest's identity (e.g. ``algorithm_id`` for
+        local stores, ``run_id`` for tiered stores).
+        """
+        ...
+
+    def open(
+        self,
+        handle: StoreHandle,
+        *,
+        summary_only: bool = False,
+    ) -> Backtest:
+        """Materialise the backtest at *handle*.
+
+        ``summary_only`` mirrors :meth:`Backtest.open`: when True the
+        store should avoid decoding heavy time-series payloads (the
+        Tier-2 Parquet bodies, in tiered terminology).
+        """
+        ...
+
+    def exists(self, handle: StoreHandle) -> bool:
+        """Return True if *handle* refers to a stored backtest."""
+        ...
+
+    def delete(self, handle: StoreHandle) -> None:
+        """Remove the backtest at *handle*. No-op if absent."""
+        ...
+
+    def iter_handles(self) -> Iterator[StoreHandle]:
+        """Yield every handle currently in the store, in stable order."""
+        ...
+
+    def iter_index_rows(self) -> Iterator[BacktestIndexRow]:
+        """Yield a :class:`BacktestIndexRow` for every stored backtest.
+
+        Implementations that have a Tier-1 index should serve this
+        from the index (no bulk decode); :class:`LocalDirStore`
+        falls back to ``Backtest.open(..., summary_only=True)`` per
+        bundle when no sidecar index is present.
+        """
+        ...
+
+    def __len__(self) -> int:
+        """Number of backtests currently in the store."""
+        ...
+
+
+# ---------------------------------------------------------------------------
+# Optional capabilities — declared as separate Protocols so callers can
+# feature-test with isinstance(store, SupportsXxx).
+# ---------------------------------------------------------------------------
+
+
+@runtime_checkable
+class SupportsCopyFrom(Protocol):
+    """Stores that can ingest from another :class:`BacktestStore`.
+
+    Used by ``iaf migrate-store`` (Phase 3d) to move bundles between
+    a :class:`LocalDirStore` and a ``LocalTieredStore`` (or to push
+    to ``FinterionStore``). Implementations may optimise — e.g. a
+    tiered store can dedup chunks during ingest — but the default
+    fallback is a per-handle ``write(src.open(h))`` loop.
+    """
+
+    def copy_from(
+        self,
+        src: "BacktestStore",
+        *,
+        handles: Optional[Iterable[StoreHandle]] = None,
+    ) -> int:
+        """Copy backtests from *src* into this store.
+
+        Args:
+            src: source store to read from.
+            handles: optional subset of handles to copy. If None, all
+                handles in *src* are copied.
+
+        Returns:
+            Number of backtests successfully copied.
+        """
+        ...