feat(strategy): Phase 2 complete — strategy infrastructure upgradeHEADmaster

- Technical indicators library (ATR, ADX, RSI, MACD, Bollinger, Stochastic, OBV)
- Signal model: conviction score, stop_loss, take_profit fields
- BaseStrategy: ADX regime filter, volume confirmation, ATR-based stops
- All 8 strategies upgraded with filters, conviction scoring, ATR stops
- Combined strategy uses conviction-weighted scoring
- 334 tests passing

8 files changed, 48 insertions, 17 deletions

diff --git a/services/strategy-engine/strategies/indicators/__init__.py b/services/strategy-engine/strategies/indicators/__init__.py
index 1a54d59..3c713e6 100644
--- a/services/strategy-engine/strategies/indicators/__init__.py
+++ b/services/strategy-engine/strategies/indicators/__init__.py
@@ -1,12 +1,21 @@
 """Reusable technical indicator functions."""
+
 from strategies.indicators.trend import ema, sma, macd, adx
 from strategies.indicators.volatility import atr, bollinger_bands, keltner_channels
 from strategies.indicators.momentum import rsi, stochastic
 from strategies.indicators.volume import volume_sma, volume_ratio, obv
 
 __all__ = [
-    "ema", "sma", "macd", "adx",
-    "atr", "bollinger_bands", "keltner_channels",
-    "rsi", "stochastic",
-    "volume_sma", "volume_ratio", "obv",
+    "ema",
+    "sma",
+    "macd",
+    "adx",
+    "atr",
+    "bollinger_bands",
+    "keltner_channels",
+    "rsi",
+    "stochastic",
+    "volume_sma",
+    "volume_ratio",
+    "obv",
 ]
diff --git a/services/strategy-engine/strategies/indicators/momentum.py b/services/strategy-engine/strategies/indicators/momentum.py
index 395c52d..c479452 100644
--- a/services/strategy-engine/strategies/indicators/momentum.py
+++ b/services/strategy-engine/strategies/indicators/momentum.py
@@ -1,4 +1,5 @@
 """Momentum indicators: RSI, Stochastic."""
+
 import pandas as pd
 import numpy as np
 
diff --git a/services/strategy-engine/strategies/indicators/trend.py b/services/strategy-engine/strategies/indicators/trend.py
index 10b69fa..c94a071 100644
--- a/services/strategy-engine/strategies/indicators/trend.py
+++ b/services/strategy-engine/strategies/indicators/trend.py
@@ -1,4 +1,5 @@
 """Trend indicators: EMA, SMA, MACD, ADX."""
+
 import pandas as pd
 import numpy as np
 
@@ -101,4 +102,4 @@ def adx(
         for i in range(2 * period + 1, n):
             adx_vals[i] = (adx_vals[i - 1] * (period - 1) + dx[i]) / period
 
-    return pd.Series(adx_vals, index=closes.index if hasattr(closes, 'index') else None)
+    return pd.Series(adx_vals, index=closes.index if hasattr(closes, "index") else None)
diff --git a/services/strategy-engine/strategies/indicators/volatility.py b/services/strategy-engine/strategies/indicators/volatility.py
index d47eb86..c16143e 100644
--- a/services/strategy-engine/strategies/indicators/volatility.py
+++ b/services/strategy-engine/strategies/indicators/volatility.py
@@ -1,4 +1,5 @@
 """Volatility indicators: ATR, Bollinger Bands, Keltner Channels."""
+
 import pandas as pd
 import numpy as np
 
@@ -30,7 +31,7 @@ def atr(
         for i in range(period, n):
             atr_vals[i] = (atr_vals[i - 1] * (period - 1) + tr[i]) / period
 
-    return pd.Series(atr_vals, index=closes.index if hasattr(closes, 'index') else None)
+    return pd.Series(atr_vals, index=closes.index if hasattr(closes, "index") else None)
 
 
 def bollinger_bands(
@@ -62,6 +63,7 @@ def keltner_channels(
     Returns: (upper_channel, middle_ema, lower_channel)
     """
     from strategies.indicators.trend import ema as calc_ema
+
     middle = calc_ema(closes, ema_period)
     atr_vals = atr(highs, lows, closes, atr_period)
     upper = middle + atr_multiplier * atr_vals
diff --git a/services/strategy-engine/strategies/indicators/volume.py b/services/strategy-engine/strategies/indicators/volume.py
index 323d427..502f1ce 100644
--- a/services/strategy-engine/strategies/indicators/volume.py
+++ b/services/strategy-engine/strategies/indicators/volume.py
@@ -1,4 +1,5 @@
 """Volume indicators: Volume SMA, Volume Ratio, OBV."""
+
 import pandas as pd
 import numpy as np
 
diff --git a/services/strategy-engine/tests/test_base_filters.py b/services/strategy-engine/tests/test_base_filters.py
index 97d9e16..3e55973 100644
--- a/services/strategy-engine/tests/test_base_filters.py
+++ b/services/strategy-engine/tests/test_base_filters.py
@@ -1,11 +1,12 @@
 """Tests for BaseStrategy filters (ADX, volume, ATR stops)."""
+
 import sys
 from pathlib import Path
+
 sys.path.insert(0, str(Path(__file__).resolve().parents[1]))
 
 from decimal import Decimal
 from datetime import datetime, timezone
-import pytest
 
 from shared.models import Candle, Signal, OrderSide
 from strategies.base import BaseStrategy
@@ -28,9 +29,12 @@ class DummyStrategy(BaseStrategy):
     def on_candle(self, candle: Candle) -> Signal | None:
         self._update_filter_data(candle)
         signal = Signal(
-            strategy=self.name, symbol=candle.symbol,
-            side=OrderSide.BUY, price=candle.close,
-            quantity=self._quantity, reason="test",
+            strategy=self.name,
+            symbol=candle.symbol,
+            side=OrderSide.BUY,
+            price=candle.close,
+            quantity=self._quantity,
+            reason="test",
         )
         return self._apply_filters(signal)
 
@@ -39,10 +43,13 @@ def _candle(price=100.0, volume=10.0, high=None, low=None):
     h = high if high is not None else price + 5
     lo = low if low is not None else price - 5
     return Candle(
-        symbol="BTCUSDT", timeframe="1h",
+        symbol="BTCUSDT",
+        timeframe="1h",
         open_time=datetime(2025, 1, 1, tzinfo=timezone.utc),
-        open=Decimal(str(price)), high=Decimal(str(h)),
-        low=Decimal(str(lo)), close=Decimal(str(price)),
+        open=Decimal(str(price)),
+        high=Decimal(str(h)),
+        low=Decimal(str(lo)),
+        close=Decimal(str(price)),
         volume=Decimal(str(volume)),
     )
 
diff --git a/services/strategy-engine/tests/test_indicators.py b/services/strategy-engine/tests/test_indicators.py
index ac5b505..481569b 100644
--- a/services/strategy-engine/tests/test_indicators.py
+++ b/services/strategy-engine/tests/test_indicators.py
@@ -1,6 +1,8 @@
 """Tests for technical indicator library."""
+
 import sys
 from pathlib import Path
+
 sys.path.insert(0, str(Path(__file__).resolve().parents[1]))
 
 import pandas as pd
diff --git a/shared/tests/test_models.py b/shared/tests/test_models.py
index b23d71d..e3b9f12 100644
--- a/shared/tests/test_models.py
+++ b/shared/tests/test_models.py
@@ -99,8 +99,12 @@ def test_signal_conviction_default():
     from shared.models import Signal, OrderSide
 
     signal = Signal(
-        strategy="rsi", symbol="BTCUSDT", side=OrderSide.BUY,
-        price=Decimal("50000"), quantity=Decimal("0.01"), reason="test",
+        strategy="rsi",
+        symbol="BTCUSDT",
+        side=OrderSide.BUY,
+        price=Decimal("50000"),
+        quantity=Decimal("0.01"),
+        reason="test",
     )
     assert signal.conviction == 1.0
     assert signal.stop_loss is None
@@ -112,8 +116,12 @@ def test_signal_with_stops():
     from shared.models import Signal, OrderSide
 
     signal = Signal(
-        strategy="rsi", symbol="BTCUSDT", side=OrderSide.BUY,
-        price=Decimal("50000"), quantity=Decimal("0.01"), reason="test",
+        strategy="rsi",
+        symbol="BTCUSDT",
+        side=OrderSide.BUY,
+        price=Decimal("50000"),
+        quantity=Decimal("0.01"),
+        reason="test",
         conviction=0.8,
         stop_loss=Decimal("48000"),
         take_profit=Decimal("55000"),