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PR #568: Add /admin/walkforward endpoint #437

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Merged
jaayslaughter-cpu merged 1 commit into from
May 15, 2026
Merged

PR #568: Add /admin/walkforward endpoint #437

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34 changes: 34 additions & 0 deletions orchestrator.py
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Original file line number Diff line number Diff line change
Expand Up @@ -1274,6 +1274,40 @@





@app.get("/admin/walkforward")
@app.post("/admin/walkforward")
async def admin_walkforward(folds: int = 3):
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@gemini-code-assist gemini-code-assist Bot May 15, 2026

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medium

The 'folds' parameter should be validated to ensure it is a positive integer. If 'folds=0' is passed, it will cause a 'ZeroDivisionError' in 'propiq_walkforward_backtest.py' at line 562 during the fold size calculation.

"""Run walk-forward backtest export + fold analysis.
Exports graded legs from bet_ledger, runs propiq_walkforward_backtest.py,
saves results to data/walkforward_results.json.
Usage: POST /admin/walkforward or GET /admin/walkforward?folds=5
"""
async def _run_walkforward():
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medium

This background task lacks concurrency control. Multiple requests to this endpoint will trigger multiple backtests simultaneously, potentially leading to resource exhaustion or file write conflicts in the output directory. Consider implementing a guard (e.g., a global boolean flag or an 'asyncio.Lock') to prevent concurrent executions.

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@secure-code-warrior-for-github secure-code-warrior-for-github Bot May 15, 2026

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Micro-Learning Topic: Resource exhaustion (Detected by phrase)

Matched on "resource exhaustion"

What is this? (2min video)

Allocating objects or timers with user-controlled sizes or durations can cause resource exhaustion.

Try a challenge in Secure Code Warrior

try:
Comment on lines +1287 to +1288
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critical

The 'importlib' module is not defined in this scope, which will cause a 'NameError' when calling 'importlib.util.find_spec'. Additionally, 'importlib.util' must be explicitly imported to access the 'util' submodule and the base 'importlib' package.

Suggested change
async def _run_walkforward():
try:
async def _run_walkforward():
import importlib.util
try:

loop = asyncio.get_event_loop()
spec_wf = importlib.util.find_spec("wire_walkforward_backtest")

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orchestrator.py#L1290 

undefined name 'importlib' (F821)
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Undefined variable 'importlib'


The variable name is not defined where it is used.
This will lead to an error during the runtime.
Make sure there is no typo. If the name was supposed to be imported, verify that you've actually imported the name.

spec_bt = importlib.util.find_spec("propiq_walkforward_backtest")

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orchestrator.py#L1291 

undefined name 'importlib' (F821)
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Undefined variable 'importlib'


The variable name is not defined where it is used.
This will lead to an error during the runtime.
Make sure there is no typo. If the name was supposed to be imported, verify that you've actually imported the name.

if spec_wf is None or spec_bt is None:
logger.warning("[walkforward] Required scripts not found — skipping")
return
wf_mod = importlib.import_module("wire_walkforward_backtest")

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orchestrator.py#L1295 

undefined name 'importlib' (F821)
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Undefined variable 'importlib'


The variable name is not defined where it is used.
This will lead to an error during the runtime.
Make sure there is no typo. If the name was supposed to be imported, verify that you've actually imported the name.

bt_mod = importlib.import_module("propiq_walkforward_backtest")

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orchestrator.py#L1296 

undefined name 'importlib' (F821)
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Undefined variable 'importlib'


The variable name is not defined where it is used.
This will lead to an error during the runtime.
Make sure there is no typo. If the name was supposed to be imported, verify that you've actually imported the name.

await loop.run_in_executor(None, wf_mod.export_from_db)
await loop.run_in_executor(None, bt_mod.run, folds)
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@gemini-code-assist gemini-code-assist Bot May 15, 2026

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critical

The 'propiq_walkforward_backtest' module does not contain a 'run' function. Calling 'bt_mod.run(folds)' will raise an 'AttributeError'. Based on the module's content, you likely intended to call 'run_walkforward_backtest', but that function requires 'pitching_df' and 'prop_lines_df' DataFrames as input. Ensure the intended function is defined or use a wrapper that handles data loading.

logger.info("[walkforward] Walk-forward backtest complete (%d folds).", folds)
except Exception as exc:
logger.error("[walkforward] Failed: %s", exc, exc_info=True)

asyncio.create_task(_run_walkforward())
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@cubic-dev-ai cubic-dev-ai Bot May 15, 2026

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P1: Prevent concurrent /admin/walkforward runs; overlapping background tasks can race and overwrite shared walkforward output.

Prompt for AI agents 
Check if this issue is valid — if so, understand the root cause and fix it. At orchestrator.py, line 1303:

<comment>Prevent concurrent `/admin/walkforward` runs; overlapping background tasks can race and overwrite shared walkforward output.</comment>

<file context>
@@ -1274,6 +1274,40 @@ async def admin_bp2vec_train():
+        except Exception as exc:
+            logger.error("[walkforward] Failed: %s", exc, exc_info=True)
+
+    asyncio.create_task(_run_walkforward())
+    return JSONResponse({
+        "status": "started",
</file context>

return JSONResponse({
"status": "started",
"message": f"Walk-forward backtest running in background (~3-5 min, {folds} folds). "
"Results written to data/walkforward_results.json when complete.",
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@gemini-code-assist gemini-code-assist Bot May 15, 2026

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medium

There is a discrepancy between the response message and the actual script output. The message points to 'data/walkforward_results.json', but 'propiq_walkforward_backtest.py' is configured to write its summary to 'backtest_results/walkforward_summary.json' (line 699).

Suggested change
"Results written to data/walkforward_results.json when complete.",
"Results written to backtest_results/walkforward_summary.json when complete.",

})


@app.get("/admin/scan-logs")
async def admin_scan_logs(hours: int = 6):
"""
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