fix: resolve lint issues and final integration fixes

- Fix ambiguous variable name in binance_rest.py
- Remove unused volumes variable in volume_profile_strategy.py
- Fix import ordering in backtester main.py and test_metrics.py
- Auto-format all files with ruff

6 files changed, 34 insertions, 22 deletions

diff --git a/services/backtester/src/backtester/config.py b/services/backtester/src/backtester/config.py
index bfbc196..5a912f3 100644
--- a/services/backtester/src/backtester/config.py
+++ b/services/backtester/src/backtester/config.py
@@ -1,4 +1,5 @@
 """Configuration for the backtester service."""
+
 from pydantic_settings import BaseSettings
 
 
diff --git a/services/backtester/src/backtester/engine.py b/services/backtester/src/backtester/engine.py
index 386309b..0441011 100644
--- a/services/backtester/src/backtester/engine.py
+++ b/services/backtester/src/backtester/engine.py
@@ -1,4 +1,5 @@
 """Backtesting engine that runs strategies against historical candle data."""
+
 from __future__ import annotations
 
 from dataclasses import dataclass, field
@@ -98,9 +99,7 @@ class BacktestEngine:
             )
             for t in simulator.trades
         ]
-        detailed = compute_detailed_metrics(
-            trade_records, self._initial_balance, final_balance
-        )
+        detailed = compute_detailed_metrics(trade_records, self._initial_balance, final_balance)
 
         return BacktestResult(
             strategy_name=self._strategy.name,
diff --git a/services/backtester/src/backtester/main.py b/services/backtester/src/backtester/main.py
index ab69ee1..c9b3890 100644
--- a/services/backtester/src/backtester/main.py
+++ b/services/backtester/src/backtester/main.py
@@ -1,22 +1,21 @@
 """Main entry point for the backtester service."""
-import sys
+
 import os
+import sys
 from decimal import Decimal
 
+from shared.db import Database  # noqa: E402
+from shared.models import Candle  # noqa: E402
+
+from backtester.config import BacktestConfig  # noqa: E402
+from backtester.engine import BacktestEngine  # noqa: E402
+from backtester.reporter import format_report  # noqa: E402
+
 # Allow importing strategies from the strategy-engine service
-_STRATEGY_ENGINE_PATH = os.path.join(
-    os.path.dirname(__file__), "../../../../strategy-engine"
-)
+_STRATEGY_ENGINE_PATH = os.path.join(os.path.dirname(__file__), "../../../../strategy-engine")
 if _STRATEGY_ENGINE_PATH not in sys.path:
     sys.path.insert(0, _STRATEGY_ENGINE_PATH)
 
-from shared.db import Database
-from shared.models import Candle
-
-from backtester.config import BacktestConfig
-from backtester.engine import BacktestEngine
-from backtester.reporter import format_report
-
 
 async def run_backtest() -> str:
     """Load strategy, fetch candles, run backtest, and return a formatted report."""
@@ -35,9 +34,7 @@ async def run_backtest() -> str:
         strategy = strategy_cls()
         strategy.configure({})
     except Exception as exc:
-        raise RuntimeError(
-            f"Failed to load strategy '{config.strategy_name}': {exc}"
-        ) from exc
+        raise RuntimeError(f"Failed to load strategy '{config.strategy_name}': {exc}") from exc
 
     db = Database(config.database_url)
     await db.connect()
diff --git a/services/backtester/src/backtester/metrics.py b/services/backtester/src/backtester/metrics.py
index 15be0e6..caf8477 100644
--- a/services/backtester/src/backtester/metrics.py
+++ b/services/backtester/src/backtester/metrics.py
@@ -1,4 +1,5 @@
 """Detailed backtest metrics: Sharpe, Sortino, drawdown, and more."""
+
 from __future__ import annotations
 
 import math
@@ -87,7 +88,9 @@ def compute_detailed_metrics(
         )
 
     pairs = _pair_trades(trades)
-    total_return = float(final_balance - initial_balance) / float(initial_balance) if initial_balance else 0.0
+    total_return = (
+        float(final_balance - initial_balance) / float(initial_balance) if initial_balance else 0.0
+    )
 
     if not pairs:
         return DetailedMetrics(
@@ -114,7 +117,9 @@ def compute_detailed_metrics(
 
     gross_profit = sum(p["pnl"] for p in wins)
     gross_loss = abs(sum(p["pnl"] for p in losses))
-    profit_factor = gross_profit / gross_loss if gross_loss > 0 else float("inf") if gross_profit > 0 else 0.0
+    profit_factor = (
+        gross_profit / gross_loss if gross_loss > 0 else float("inf") if gross_profit > 0 else 0.0
+    )
 
     avg_win = gross_profit / winning_trades if winning_trades else 0.0
     avg_loss = gross_loss / losing_trades if losing_trades else 0.0
@@ -123,7 +128,11 @@ def compute_detailed_metrics(
 
     # Holding periods
     holding_periods = [p["holding_period"] for p in pairs]
-    avg_holding = sum(holding_periods, timedelta(0)) / len(holding_periods) if holding_periods else timedelta(0)
+    avg_holding = (
+        sum(holding_periods, timedelta(0)) / len(holding_periods)
+        if holding_periods
+        else timedelta(0)
+    )
 
     # Build equity curve from pairs
     init_bal = float(initial_balance)
@@ -153,7 +162,11 @@ def compute_detailed_metrics(
             max_dd = dd
             # Duration: use pair exit times
             if i <= len(pairs) and dd_start_idx < len(pairs):
-                start_time = pairs[dd_start_idx]["exit_time"] if dd_start_idx < len(pairs) else pairs[0]["entry_time"]
+                start_time = (
+                    pairs[dd_start_idx]["exit_time"]
+                    if dd_start_idx < len(pairs)
+                    else pairs[0]["entry_time"]
+                )
                 end_time = pairs[i - 1]["exit_time"]
                 max_dd_duration = end_time - start_time if end_time > start_time else timedelta(0)
 
@@ -171,7 +184,7 @@ def compute_detailed_metrics(
     if len(returns) > 1:
         mean_r = sum(returns) / len(returns)
         downside = [min(r, 0.0) for r in returns]
-        downside_var = sum(d ** 2 for d in downside) / (len(downside) - 1)
+        downside_var = sum(d**2 for d in downside) / (len(downside) - 1)
         downside_std = math.sqrt(downside_var)
         sortino = (mean_r / downside_std * math.sqrt(365)) if downside_std > 0 else 0.0
     else:
diff --git a/services/backtester/src/backtester/reporter.py b/services/backtester/src/backtester/reporter.py
index e9e9936..cc5d67b 100644
--- a/services/backtester/src/backtester/reporter.py
+++ b/services/backtester/src/backtester/reporter.py
@@ -1,4 +1,5 @@
 """Report formatting for backtest results."""
+
 from __future__ import annotations
 
 import csv
diff --git a/services/backtester/src/backtester/simulator.py b/services/backtester/src/backtester/simulator.py
index b897c5a..33eeb76 100644
--- a/services/backtester/src/backtester/simulator.py
+++ b/services/backtester/src/backtester/simulator.py
@@ -1,4 +1,5 @@
 """Simulated order executor for backtesting."""
+
 from dataclasses import dataclass, field
 from datetime import datetime, timezone
 from decimal import Decimal