style: auto-fix lint violations from enhanced ruff rules

3 files changed, 27 insertions, 36 deletions

diff --git a/services/order-executor/src/order_executor/executor.py b/services/order-executor/src/order_executor/executor.py
index a71e762..fd502cd 100644
--- a/services/order-executor/src/order_executor/executor.py
+++ b/services/order-executor/src/order_executor/executor.py
@@ -1,18 +1,18 @@
 """Order execution logic."""
 
-import structlog
-from datetime import datetime, timezone
+from datetime import UTC, datetime
 from decimal import Decimal
-from typing import Any, Optional
+from typing import Any
+
+import structlog
 
+from order_executor.risk_manager import RiskManager
 from shared.broker import RedisBroker
 from shared.db import Database
 from shared.events import OrderEvent
 from shared.models import Order, OrderStatus, OrderType, Signal
 from shared.notifier import TelegramNotifier
 
-from order_executor.risk_manager import RiskManager
-
 logger = structlog.get_logger()
 
 
@@ -35,7 +35,7 @@ class OrderExecutor:
         self.notifier = notifier
         self.dry_run = dry_run
 
-    async def execute(self, signal: Signal) -> Optional[Order]:
+    async def execute(self, signal: Signal) -> Order | None:
         """Run risk checks and place an order for the given signal."""
         # Fetch buying power from Alpaca
         balance = await self.exchange.get_buying_power()
@@ -71,7 +71,7 @@ class OrderExecutor:
 
         if self.dry_run:
             order.status = OrderStatus.FILLED
-            order.filled_at = datetime.now(timezone.utc)
+            order.filled_at = datetime.now(UTC)
             logger.info(
                 "order_filled_dry_run",
                 side=str(order.side),
@@ -87,7 +87,7 @@ class OrderExecutor:
                     type="market",
                 )
                 order.status = OrderStatus.FILLED
-                order.filled_at = datetime.now(timezone.utc)
+                order.filled_at = datetime.now(UTC)
                 logger.info(
                     "order_filled",
                     side=str(order.side),
diff --git a/services/order-executor/src/order_executor/main.py b/services/order-executor/src/order_executor/main.py
index d9e2373..99f88e1 100644
--- a/services/order-executor/src/order_executor/main.py
+++ b/services/order-executor/src/order_executor/main.py
@@ -5,6 +5,9 @@ from decimal import Decimal
 
 import aiohttp
 
+from order_executor.config import ExecutorConfig
+from order_executor.executor import OrderExecutor
+from order_executor.risk_manager import RiskManager
 from shared.alpaca import AlpacaClient
 from shared.broker import RedisBroker
 from shared.db import Database
@@ -15,10 +18,6 @@ from shared.metrics import ServiceMetrics
 from shared.notifier import TelegramNotifier
 from shared.shutdown import GracefulShutdown
 
-from order_executor.config import ExecutorConfig
-from order_executor.executor import OrderExecutor
-from order_executor.risk_manager import RiskManager
-
 # Health check port: base + 2
 HEALTH_PORT_OFFSET = 2
 
@@ -100,12 +99,7 @@ async def run() -> None:
                 if event.type == EventType.SIGNAL:
                     await executor.execute(event.data)
                 await broker.ack(stream, GROUP, msg_id)
-            except (
-                aiohttp.ClientError,
-                ConnectionError,
-                TimeoutError,
-                asyncio.TimeoutError,
-            ) as exc:
+            except (aiohttp.ClientError, ConnectionError, TimeoutError) as exc:
                 log.warning("pending_network_error", error=str(exc), msg_id=msg_id)
             except (ValueError, KeyError, TypeError) as exc:
                 log.warning("pending_parse_error", error=str(exc), msg_id=msg_id)
@@ -126,12 +120,7 @@ async def run() -> None:
                             service="order-executor", event_type="signal"
                         ).inc()
                     await broker.ack(stream, GROUP, msg_id)
-                except (
-                    aiohttp.ClientError,
-                    ConnectionError,
-                    TimeoutError,
-                    asyncio.TimeoutError,
-                ) as exc:
+                except (aiohttp.ClientError, ConnectionError, TimeoutError) as exc:
                     log.warning("process_network_error", error=str(exc))
                     metrics.errors_total.labels(
                         service="order-executor", error_type="network"
diff --git a/services/order-executor/src/order_executor/risk_manager.py b/services/order-executor/src/order_executor/risk_manager.py
index 5a05746..811a862 100644
--- a/services/order-executor/src/order_executor/risk_manager.py
+++ b/services/order-executor/src/order_executor/risk_manager.py
@@ -1,12 +1,12 @@
 """Risk management for order execution."""
 
+import math
+from collections import deque
 from dataclasses import dataclass
-from datetime import datetime, timezone, timedelta
+from datetime import UTC, datetime, timedelta
 from decimal import Decimal
-from collections import deque
-import math
 
-from shared.models import Signal, OrderSide, Position
+from shared.models import OrderSide, Position, Signal
 
 
 @dataclass
@@ -123,15 +123,13 @@ class RiskManager:
         else:
             self._consecutive_losses += 1
             if self._consecutive_losses >= self._max_consecutive_losses:
-                self._paused_until = datetime.now(timezone.utc) + timedelta(
-                    minutes=self._loss_pause_minutes
-                )
+                self._paused_until = datetime.now(UTC) + timedelta(minutes=self._loss_pause_minutes)
 
     def is_paused(self) -> bool:
         """Check if trading is paused due to consecutive losses."""
         if self._paused_until is None:
             return False
-        if datetime.now(timezone.utc) >= self._paused_until:
+        if datetime.now(UTC) >= self._paused_until:
             self._paused_until = None
             self._consecutive_losses = 0
             return False
@@ -233,9 +231,9 @@ class RiskManager:
         mean_a = sum(returns_a) / len(returns_a)
         mean_b = sum(returns_b) / len(returns_b)
 
-        cov = sum((a - mean_a) * (b - mean_b) for a, b in zip(returns_a, returns_b)) / len(
-            returns_a
-        )
+        cov = sum(
+            (a - mean_a) * (b - mean_b) for a, b in zip(returns_a, returns_b, strict=True)
+        ) / len(returns_a)
         std_a = math.sqrt(sum((a - mean_a) ** 2 for a in returns_a) / len(returns_a))
         std_b = math.sqrt(sum((b - mean_b) ** 2 for b in returns_b) / len(returns_b))
 
@@ -280,7 +278,11 @@ class RiskManager:
         min_len = min(len(r) for r in all_returns)
         portfolio_returns = []
         for i in range(min_len):
-            pr = sum(w * r[-(min_len - i)] for w, r in zip(weights, all_returns) if len(r) > i)
+            pr = sum(
+                w * r[-(min_len - i)]
+                for w, r in zip(weights, all_returns, strict=False)
+                if len(r) > i
+            )
             portfolio_returns.append(pr)
 
         if not portfolio_returns: