style: auto-fix lint violations from enhanced ruff rules

9 files changed, 36 insertions, 39 deletions

diff --git a/services/backtester/src/backtester/engine.py b/services/backtester/src/backtester/engine.py
index b03715d..fcf48f1 100644
--- a/services/backtester/src/backtester/engine.py
+++ b/services/backtester/src/backtester/engine.py
@@ -6,10 +6,9 @@ from dataclasses import dataclass, field
 from decimal import Decimal
 from typing import Protocol
 
-from shared.models import Candle, Signal
-
 from backtester.metrics import DetailedMetrics, TradeRecord, compute_detailed_metrics
 from backtester.simulator import OrderSimulator, SimulatedTrade
+from shared.models import Candle, Signal
 
 
 class StrategyProtocol(Protocol):
@@ -101,7 +100,7 @@ class BacktestEngine:
         final_balance = simulator.balance
         if candles:
             last_price = candles[-1].close
-            for symbol, qty in simulator.positions.items():
+            for qty in simulator.positions.values():
                 if qty > Decimal("0"):
                     final_balance += qty * last_price
                 elif qty < Decimal("0"):
diff --git a/services/backtester/src/backtester/main.py b/services/backtester/src/backtester/main.py
index 084ce02..dbde00b 100644
--- a/services/backtester/src/backtester/main.py
+++ b/services/backtester/src/backtester/main.py
@@ -17,11 +17,11 @@ _STRATEGIES_DIR = Path(
 if _STRATEGIES_DIR.parent not in [Path(p) for p in sys.path]:
     sys.path.insert(0, str(_STRATEGIES_DIR.parent))
 
-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
+from shared.db import Database  # noqa: E402
+from shared.models import Candle  # noqa: E402
 
 
 async def run_backtest() -> str:
diff --git a/services/backtester/src/backtester/metrics.py b/services/backtester/src/backtester/metrics.py
index 239cb6f..c7b032b 100644
--- a/services/backtester/src/backtester/metrics.py
+++ b/services/backtester/src/backtester/metrics.py
@@ -266,7 +266,7 @@ def compute_detailed_metrics(
         largest_win=largest_win,
         largest_loss=largest_loss,
         avg_holding_period=avg_holding,
-        trade_pairs=[p for p in pairs],
+        trade_pairs=list(pairs),
         risk_free_rate=risk_free_rate,
         recovery_factor=recovery_factor,
         max_consecutive_losses=max_consec_losses,
diff --git a/services/backtester/src/backtester/simulator.py b/services/backtester/src/backtester/simulator.py
index 64c88dd..6bce18b 100644
--- a/services/backtester/src/backtester/simulator.py
+++ b/services/backtester/src/backtester/simulator.py
@@ -1,9 +1,8 @@
 """Simulated order executor for backtesting."""
 
 from dataclasses import dataclass, field
-from datetime import datetime, timezone
+from datetime import UTC, datetime
 from decimal import Decimal
-from typing import Optional
 
 from shared.models import OrderSide, Signal
 
@@ -16,7 +15,7 @@ class SimulatedTrade:
     quantity: Decimal
     balance_after: Decimal
     fee: Decimal = Decimal("0")
-    timestamp: datetime = field(default_factory=lambda: datetime.now(timezone.utc))
+    timestamp: datetime = field(default_factory=lambda: datetime.now(UTC))
 
 
 @dataclass
@@ -27,8 +26,8 @@ class OpenPosition:
     side: OrderSide  # BUY = long, SELL = short
     entry_price: Decimal
     quantity: Decimal
-    stop_loss: Optional[Decimal] = None
-    take_profit: Optional[Decimal] = None
+    stop_loss: Decimal | None = None
+    take_profit: Decimal | None = None
 
 
 class OrderSimulator:
@@ -70,7 +69,7 @@ class OrderSimulator:
         remaining: list[OpenPosition] = []
         for pos in self.open_positions:
             triggered = False
-            exit_price: Optional[Decimal] = None
+            exit_price: Decimal | None = None
 
             if pos.side == OrderSide.BUY:  # Long position
                 if pos.stop_loss is not None and candle_low <= pos.stop_loss:
@@ -125,12 +124,12 @@ class OrderSimulator:
     def execute(
         self,
         signal: Signal,
-        timestamp: Optional[datetime] = None,
-        stop_loss: Optional[Decimal] = None,
-        take_profit: Optional[Decimal] = None,
+        timestamp: datetime | None = None,
+        stop_loss: Decimal | None = None,
+        take_profit: Decimal | None = None,
     ) -> bool:
         """Execute a signal with slippage and fees. Returns True if accepted."""
-        ts = timestamp or datetime.now(timezone.utc)
+        ts = timestamp or datetime.now(UTC)
         exec_price = self._apply_slippage(signal.price, signal.side)
         fee = self._calculate_fee(exec_price, signal.quantity)
 
diff --git a/services/backtester/src/backtester/walk_forward.py b/services/backtester/src/backtester/walk_forward.py
index c7b7fd8..720ad5e 100644
--- a/services/backtester/src/backtester/walk_forward.py
+++ b/services/backtester/src/backtester/walk_forward.py
@@ -1,11 +1,11 @@
 """Walk-forward analysis for strategy parameter optimization."""
 
+from collections.abc import Callable
 from dataclasses import dataclass, field
 from decimal import Decimal
-from typing import Callable
 
-from shared.models import Candle
 from backtester.engine import BacktestEngine, BacktestResult, StrategyProtocol
+from shared.models import Candle
 
 
 @dataclass
diff --git a/services/backtester/tests/test_engine.py b/services/backtester/tests/test_engine.py
index 4794e63..f789831 100644
--- a/services/backtester/tests/test_engine.py
+++ b/services/backtester/tests/test_engine.py
@@ -1,20 +1,19 @@
 """Tests for the BacktestEngine."""
 
-from datetime import datetime, timezone
+from datetime import UTC, datetime
 from decimal import Decimal
 from unittest.mock import MagicMock
 
-
-from shared.models import Candle, Signal, OrderSide
-
 from backtester.engine import BacktestEngine
 
+from shared.models import Candle, OrderSide, Signal
+
 
 def make_candle(symbol: str, price: float, timeframe: str = "1h") -> Candle:
     return Candle(
         symbol=symbol,
         timeframe=timeframe,
-        open_time=datetime.now(timezone.utc),
+        open_time=datetime.now(UTC),
         open=Decimal(str(price)),
         high=Decimal(str(price * 1.01)),
         low=Decimal(str(price * 0.99)),
diff --git a/services/backtester/tests/test_metrics.py b/services/backtester/tests/test_metrics.py
index 55f5b6c..13e545e 100644
--- a/services/backtester/tests/test_metrics.py
+++ b/services/backtester/tests/test_metrics.py
@@ -1,17 +1,16 @@
 """Tests for detailed backtest metrics."""
 
 import math
-from datetime import datetime, timedelta, timezone
+from datetime import UTC, datetime, timedelta
 from decimal import Decimal
 
 import pytest
-
 from backtester.metrics import TradeRecord, compute_detailed_metrics
 
 
 def _make_trade(side: str, price: str, minutes_offset: int = 0) -> TradeRecord:
     return TradeRecord(
-        time=datetime(2025, 1, 1, tzinfo=timezone.utc) + timedelta(minutes=minutes_offset),
+        time=datetime(2025, 1, 1, tzinfo=UTC) + timedelta(minutes=minutes_offset),
         symbol="AAPL",
         side=side,
         price=Decimal(price),
@@ -124,7 +123,7 @@ def test_consecutive_losses():
 
 def test_risk_free_rate_affects_sharpe():
     """Higher risk-free rate should lower Sharpe ratio."""
-    base = datetime(2025, 1, 1, tzinfo=timezone.utc)
+    base = datetime(2025, 1, 1, tzinfo=UTC)
     trades = [
         TradeRecord(
             time=base, symbol="AAPL", side="BUY", price=Decimal("100"), quantity=Decimal("1")
@@ -184,7 +183,7 @@ def test_daily_returns_populated():
 
 def test_fee_subtracted_from_pnl():
     """Fees should be subtracted from trade PnL."""
-    base = datetime(2025, 1, 1, tzinfo=timezone.utc)
+    base = datetime(2025, 1, 1, tzinfo=UTC)
     trades_with_fees = [
         TradeRecord(
             time=base,
diff --git a/services/backtester/tests/test_simulator.py b/services/backtester/tests/test_simulator.py
index 62e2cdb..f85594f 100644
--- a/services/backtester/tests/test_simulator.py
+++ b/services/backtester/tests/test_simulator.py
@@ -1,11 +1,12 @@
 """Tests for the OrderSimulator."""
 
-from datetime import datetime, timezone
+from datetime import UTC, datetime
 from decimal import Decimal
 
-from shared.models import OrderSide, Signal
 from backtester.simulator import OrderSimulator
 
+from shared.models import OrderSide, Signal
+
 
 def make_signal(
     symbol: str,
@@ -135,7 +136,7 @@ def test_stop_loss_triggers():
     signal = make_signal("AAPL", OrderSide.BUY, "50000", "0.1")
     sim.execute(signal, stop_loss=Decimal("48000"))
 
-    ts = datetime(2025, 1, 1, tzinfo=timezone.utc)
+    ts = datetime(2025, 1, 1, tzinfo=UTC)
     closed = sim.check_stops(
         candle_high=Decimal("50500"),
         candle_low=Decimal("47500"),  # below stop_loss
@@ -153,7 +154,7 @@ def test_take_profit_triggers():
     signal = make_signal("AAPL", OrderSide.BUY, "50000", "0.1")
     sim.execute(signal, take_profit=Decimal("55000"))
 
-    ts = datetime(2025, 1, 1, tzinfo=timezone.utc)
+    ts = datetime(2025, 1, 1, tzinfo=UTC)
     closed = sim.check_stops(
         candle_high=Decimal("56000"),  # above take_profit
         candle_low=Decimal("50000"),
@@ -171,7 +172,7 @@ def test_stop_not_triggered_within_range():
     signal = make_signal("AAPL", OrderSide.BUY, "50000", "0.1")
     sim.execute(signal, stop_loss=Decimal("48000"), take_profit=Decimal("55000"))
 
-    ts = datetime(2025, 1, 1, tzinfo=timezone.utc)
+    ts = datetime(2025, 1, 1, tzinfo=UTC)
     closed = sim.check_stops(
         candle_high=Decimal("52000"),
         candle_low=Decimal("49000"),
@@ -212,7 +213,7 @@ def test_short_stop_loss():
     signal = make_signal("AAPL", OrderSide.SELL, "50000", "0.1")
     sim.execute(signal, stop_loss=Decimal("52000"))
 
-    ts = datetime(2025, 1, 1, tzinfo=timezone.utc)
+    ts = datetime(2025, 1, 1, tzinfo=UTC)
     closed = sim.check_stops(
         candle_high=Decimal("53000"),  # above stop_loss
         candle_low=Decimal("49000"),
diff --git a/services/backtester/tests/test_walk_forward.py b/services/backtester/tests/test_walk_forward.py
index 96abb6e..b1aa12c 100644
--- a/services/backtester/tests/test_walk_forward.py
+++ b/services/backtester/tests/test_walk_forward.py
@@ -1,18 +1,18 @@
 """Tests for walk-forward analysis."""
 
 import sys
-from pathlib import Path
+from datetime import UTC, datetime, timedelta
 from decimal import Decimal
-from datetime import datetime, timedelta, timezone
-
+from pathlib import Path
 
 sys.path.insert(0, str(Path(__file__).resolve().parents[1] / "src"))
 sys.path.insert(0, str(Path(__file__).resolve().parents[2] / "strategy-engine"))
 
-from shared.models import Candle
 from backtester.walk_forward import WalkForwardEngine, WalkForwardResult
 from strategies.rsi_strategy import RsiStrategy
 
+from shared.models import Candle
+
 
 def _generate_candles(n=100, base_price=100.0):
     candles = []
@@ -23,7 +23,7 @@ def _generate_candles(n=100, base_price=100.0):
             Candle(
                 symbol="AAPL",
                 timeframe="1h",
-                open_time=datetime(2025, 1, 1, tzinfo=timezone.utc) + timedelta(hours=i),
+                open_time=datetime(2025, 1, 1, tzinfo=UTC) + timedelta(hours=i),
                 open=Decimal(str(price)),
                 high=Decimal(str(price + 5)),
                 low=Decimal(str(price - 5)),