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

4 files changed, 173 insertions, 0 deletions

diff --git a/services/backtester/tests/__init__.py b/services/backtester/tests/__init__.py
new file mode 100644
index 0000000..e69de29
--- /dev/null
+++ b/services/backtester/tests/__init__.py
diff --git a/services/backtester/tests/test_engine.py b/services/backtester/tests/test_engine.py
new file mode 100644
index 0000000..1a25e1c
--- /dev/null
+++ b/services/backtester/tests/test_engine.py
@@ -0,0 +1,74 @@
+"""Tests for the BacktestEngine."""
+from datetime import datetime, timezone
+from decimal import Decimal
+from unittest.mock import MagicMock
+
+import pytest
+
+from shared.models import Candle, Signal, OrderSide
+
+from backtester.engine import BacktestEngine, BacktestResult
+
+
+def make_candle(symbol: str, price: float, timeframe: str = "1h") -> Candle:
+    return Candle(
+        symbol=symbol,
+        timeframe=timeframe,
+        open_time=datetime.now(timezone.utc),
+        open=Decimal(str(price)),
+        high=Decimal(str(price * 1.01)),
+        low=Decimal(str(price * 0.99)),
+        close=Decimal(str(price)),
+        volume=Decimal("100"),
+    )
+
+
+def make_candles(prices: list[float], symbol: str = "BTCUSDT") -> list[Candle]:
+    return [make_candle(symbol, p) for p in prices]
+
+
+def make_signal(side: OrderSide, price: str, quantity: str = "0.1") -> Signal:
+    return Signal(
+        strategy="test",
+        symbol="BTCUSDT",
+        side=side,
+        price=Decimal(price),
+        quantity=Decimal(quantity),
+        reason="test",
+    )
+
+
+def test_backtest_engine_runs_strategy_over_candles():
+    strategy = MagicMock()
+    strategy.name = "mock_strategy"
+    strategy.on_candle.return_value = None
+
+    candles = make_candles([50000.0, 51000.0, 52000.0])
+    engine = BacktestEngine(strategy, Decimal("10000"))
+    result = engine.run(candles)
+
+    assert strategy.on_candle.call_count == 3
+    assert result.total_trades == 0
+    assert result.final_balance == Decimal("10000")
+    assert result.strategy_name == "mock_strategy"
+
+
+def test_backtest_engine_executes_signals():
+    buy_signal = make_signal(OrderSide.BUY, "50000", "0.1")
+    sell_signal = make_signal(OrderSide.SELL, "55000", "0.1")
+
+    strategy = MagicMock()
+    strategy.name = "mock_strategy"
+    strategy.on_candle.side_effect = [buy_signal, None, sell_signal]
+
+    candles = make_candles([50000.0, 52000.0, 55000.0])
+    engine = BacktestEngine(strategy, Decimal("10000"))
+    result = engine.run(candles)
+
+    assert result.total_trades == 2
+    # Initial: 10000, bought 0.1 BTC @ 50000 (cost 5000) → balance 5000
+    # Sold 0.1 BTC @ 55000 (proceeds 5500) → balance 10500
+    expected_final = Decimal("10500")
+    assert result.final_balance == expected_final
+    expected_profit = Decimal("500")
+    assert result.profit == expected_profit
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
diff --git a/services/backtester/tests/test_simulator.py b/services/backtester/tests/test_simulator.py
new file mode 100644
index 0000000..9d8b23e
--- /dev/null
+++ b/services/backtester/tests/test_simulator.py
@@ -0,0 +1,73 @@
+"""Tests for the OrderSimulator."""
+from decimal import Decimal
+
+import pytest
+
+from shared.models import Signal, OrderSide, OrderType
+from backtester.simulator import OrderSimulator
+
+
+def make_signal(
+    symbol: str,
+    side: OrderSide,
+    price: str,
+    quantity: str,
+    strategy: str = "test",
+) -> Signal:
+    return Signal(
+        strategy=strategy,
+        symbol=symbol,
+        side=side,
+        price=Decimal(price),
+        quantity=Decimal(quantity),
+        reason="test",
+    )
+
+
+def test_simulator_initial_balance():
+    sim = OrderSimulator(Decimal("10000"))
+    assert sim.balance == Decimal("10000")
+
+
+def test_simulator_buy_reduces_balance():
+    sim = OrderSimulator(Decimal("10000"))
+    signal = make_signal("BTCUSDT", OrderSide.BUY, "50000", "0.1")
+    result = sim.execute(signal)
+    assert result is True
+    assert sim.balance == Decimal("5000")
+    assert sim.positions["BTCUSDT"] == Decimal("0.1")
+
+
+def test_simulator_sell_increases_balance():
+    sim = OrderSimulator(Decimal("10000"))
+    buy_signal = make_signal("BTCUSDT", OrderSide.BUY, "50000", "0.1")
+    sim.execute(buy_signal)
+    balance_after_buy = sim.balance
+
+    sell_signal = make_signal("BTCUSDT", OrderSide.SELL, "55000", "0.1")
+    result = sim.execute(sell_signal)
+    assert result is True
+    assert sim.balance > balance_after_buy
+    # Profit: sold at 55000, bought at 50000 → gain 500
+    assert sim.balance == Decimal("10000") - Decimal("5000") + Decimal("5500")
+
+
+def test_simulator_reject_buy_insufficient_balance():
+    sim = OrderSimulator(Decimal("100"))
+    signal = make_signal("BTCUSDT", OrderSide.BUY, "50000", "0.1")
+    result = sim.execute(signal)
+    assert result is False
+    assert sim.balance == Decimal("100")
+    assert sim.positions.get("BTCUSDT", Decimal("0")) == Decimal("0")
+
+
+def test_simulator_trade_history():
+    sim = OrderSimulator(Decimal("10000"))
+    signal = make_signal("BTCUSDT", OrderSide.BUY, "50000", "0.1")
+    sim.execute(signal)
+    assert len(sim.trades) == 1
+    trade = sim.trades[0]
+    assert trade.symbol == "BTCUSDT"
+    assert trade.side == OrderSide.BUY
+    assert trade.price == Decimal("50000")
+    assert trade.quantity == Decimal("0.1")