feat: initial trading platform implementation

Binance spot crypto trading platform with microservices architecture:
- shared: Pydantic models, Redis Streams broker, asyncpg DB layer
- data-collector: Binance WebSocket/REST market data collection
- strategy-engine: Plugin-based strategy execution (RSI, Grid)
- order-executor: Order execution with risk management
- portfolio-manager: Position tracking and PnL calculation
- backtester: Historical strategy testing with simulator
- cli: Click-based CLI for all operations
- Docker Compose orchestration with Redis and PostgreSQL
- 24 test files covering all modules

1 files changed, 26 insertions, 0 deletions

diff --git a/services/backtester/tests/test_reporter.py b/services/backtester/tests/test_reporter.py
new file mode 100644
index 0000000..f5c694c
--- /dev/null
+++ b/services/backtester/tests/test_reporter.py
@@ -0,0 +1,26 @@
+"""Tests for the report formatter."""
+from decimal import Decimal
+
+from backtester.engine import BacktestResult
+from backtester.reporter import format_report
+
+
+def test_format_report_contains_key_metrics():
+    result = BacktestResult(
+        strategy_name="sma_crossover",
+        symbol="BTCUSDT",
+        total_trades=10,
+        initial_balance=Decimal("10000"),
+        final_balance=Decimal("11500"),
+        profit=Decimal("1500"),
+        profit_pct=Decimal("15"),
+        trades=[],
+    )
+    report = format_report(result)
+
+    assert "sma_crossover" in report
+    assert "BTCUSDT" in report
+    assert "10000" in report
+    assert "11500" in report
+    assert "1500" in report
+    assert "15" in report