feat: add market sentiment filters (Fear & Greed, CryptoPanic, CryptoQuant)

- SentimentProvider: fetches Fear & Greed Index (free, no key),
  CryptoPanic news sentiment (free key), CryptoQuant exchange
  netflow (free key)
- SentimentData: aggregated should_buy/should_block logic
  - Fear < 30 = buy opportunity, Greed > 80 = block buying
  - Negative news < -0.5 = block buying
  - Exchange outflow = bullish, inflow = bearish
- Integrated into Asian Session RSI strategy as entry filter
- All providers optional — disabled when API key missing
- 14 sentiment tests + 386 total tests passing

2 files changed, 116 insertions, 22 deletions

diff --git a/services/order-executor/src/order_executor/risk_manager.py b/services/order-executor/src/order_executor/risk_manager.py
index 94d15c2..5a05746 100644
--- a/services/order-executor/src/order_executor/risk_manager.py
+++ b/services/order-executor/src/order_executor/risk_manager.py
@@ -212,8 +212,16 @@ class RiskManager:
         prices_a = prices_a[-min_len:]
         prices_b = prices_b[-min_len:]
 
-        returns_a = [(prices_a[i] - prices_a[i-1]) / prices_a[i-1] for i in range(1, len(prices_a)) if prices_a[i-1] != 0]
-        returns_b = [(prices_b[i] - prices_b[i-1]) / prices_b[i-1] for i in range(1, len(prices_b)) if prices_b[i-1] != 0]
+        returns_a = [
+            (prices_a[i] - prices_a[i - 1]) / prices_a[i - 1]
+            for i in range(1, len(prices_a))
+            if prices_a[i - 1] != 0
+        ]
+        returns_b = [
+            (prices_b[i] - prices_b[i - 1]) / prices_b[i - 1]
+            for i in range(1, len(prices_b))
+            if prices_b[i - 1] != 0
+        ]
 
         if len(returns_a) < 3 or len(returns_b) < 3:
             return None
@@ -225,7 +233,9 @@ 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)) / 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))
 
@@ -253,7 +263,11 @@ class RiskManager:
             if not hist or len(hist) < 5:
                 continue
             prices = list(hist)
-            returns = [(prices[i] - prices[i-1]) / prices[i-1] for i in range(1, len(prices)) if prices[i-1] != 0]
+            returns = [
+                (prices[i] - prices[i - 1]) / prices[i - 1]
+                for i in range(1, len(prices))
+                if prices[i - 1] != 0
+            ]
             if returns:
                 all_returns.append(returns)
                 weight = float(pos.quantity * pos.current_price / balance)
@@ -280,15 +294,15 @@ class RiskManager:
 
         return abs(var_return) * 100  # As percentage
 
-    def check_portfolio_exposure(self, positions: dict[str, Position], balance: Decimal) -> RiskCheckResult:
+    def check_portfolio_exposure(
+        self, positions: dict[str, Position], balance: Decimal
+    ) -> RiskCheckResult:
         """Check total portfolio exposure."""
         if balance <= 0:
             return RiskCheckResult(allowed=True, reason="OK")
 
         total_exposure = sum(
-            pos.quantity * pos.current_price
-            for pos in positions.values()
-            if pos.quantity > 0
+            pos.quantity * pos.current_price for pos in positions.values() if pos.quantity > 0
         )
 
         exposure_ratio = total_exposure / balance
diff --git a/services/order-executor/tests/test_risk_manager.py b/services/order-executor/tests/test_risk_manager.py
index a8fe37f..00a9ab4 100644
--- a/services/order-executor/tests/test_risk_manager.py
+++ b/services/order-executor/tests/test_risk_manager.py
@@ -204,21 +204,49 @@ def test_position_size_without_scaling():
 
 
 def test_portfolio_exposure_check_passes():
-    rm = RiskManager(max_position_size=Decimal("0.5"), stop_loss_pct=Decimal("5"), daily_loss_limit_pct=Decimal("10"), max_portfolio_exposure=0.8)
-    positions = {"BTCUSDT": Position(symbol="BTCUSDT", quantity=Decimal("0.01"), avg_entry_price=Decimal("50000"), current_price=Decimal("50000"))}
+    rm = RiskManager(
+        max_position_size=Decimal("0.5"),
+        stop_loss_pct=Decimal("5"),
+        daily_loss_limit_pct=Decimal("10"),
+        max_portfolio_exposure=0.8,
+    )
+    positions = {
+        "BTCUSDT": Position(
+            symbol="BTCUSDT",
+            quantity=Decimal("0.01"),
+            avg_entry_price=Decimal("50000"),
+            current_price=Decimal("50000"),
+        )
+    }
     result = rm.check_portfolio_exposure(positions, Decimal("10000"))
     assert result.allowed  # 500/10000 = 5% < 80%
 
 
 def test_portfolio_exposure_check_rejects():
-    rm = RiskManager(max_position_size=Decimal("0.5"), stop_loss_pct=Decimal("5"), daily_loss_limit_pct=Decimal("10"), max_portfolio_exposure=0.3)
-    positions = {"BTCUSDT": Position(symbol="BTCUSDT", quantity=Decimal("1"), avg_entry_price=Decimal("50000"), current_price=Decimal("50000"))}
+    rm = RiskManager(
+        max_position_size=Decimal("0.5"),
+        stop_loss_pct=Decimal("5"),
+        daily_loss_limit_pct=Decimal("10"),
+        max_portfolio_exposure=0.3,
+    )
+    positions = {
+        "BTCUSDT": Position(
+            symbol="BTCUSDT",
+            quantity=Decimal("1"),
+            avg_entry_price=Decimal("50000"),
+            current_price=Decimal("50000"),
+        )
+    }
     result = rm.check_portfolio_exposure(positions, Decimal("10000"))
     assert not result.allowed  # 50000/10000 = 500% > 30%
 
 
 def test_correlation_calculation():
-    rm = RiskManager(max_position_size=Decimal("0.5"), stop_loss_pct=Decimal("5"), daily_loss_limit_pct=Decimal("10"))
+    rm = RiskManager(
+        max_position_size=Decimal("0.5"),
+        stop_loss_pct=Decimal("5"),
+        daily_loss_limit_pct=Decimal("10"),
+    )
     # Feed identical price histories — correlation should be ~1.0
     for i in range(20):
         rm.update_price("A", Decimal(str(100 + i)))
@@ -229,10 +257,21 @@ def test_correlation_calculation():
 
 
 def test_var_calculation():
-    rm = RiskManager(max_position_size=Decimal("0.5"), stop_loss_pct=Decimal("5"), daily_loss_limit_pct=Decimal("10"))
+    rm = RiskManager(
+        max_position_size=Decimal("0.5"),
+        stop_loss_pct=Decimal("5"),
+        daily_loss_limit_pct=Decimal("10"),
+    )
     for i in range(30):
         rm.update_price("BTCUSDT", Decimal(str(100 + (i % 5) - 2)))
-    positions = {"BTCUSDT": Position(symbol="BTCUSDT", quantity=Decimal("1"), avg_entry_price=Decimal("100"), current_price=Decimal("100"))}
+    positions = {
+        "BTCUSDT": Position(
+            symbol="BTCUSDT",
+            quantity=Decimal("1"),
+            avg_entry_price=Decimal("100"),
+            current_price=Decimal("100"),
+        )
+    }
     var = rm.calculate_portfolio_var(positions, Decimal("10000"))
     assert var >= 0  # Non-negative
 
@@ -241,28 +280,52 @@ def test_var_calculation():
 
 
 def test_drawdown_position_scale_full():
-    rm = RiskManager(max_position_size=Decimal("0.5"), stop_loss_pct=Decimal("5"), daily_loss_limit_pct=Decimal("10"), drawdown_reduction_threshold=0.1, drawdown_halt_threshold=0.2)
+    rm = RiskManager(
+        max_position_size=Decimal("0.5"),
+        stop_loss_pct=Decimal("5"),
+        daily_loss_limit_pct=Decimal("10"),
+        drawdown_reduction_threshold=0.1,
+        drawdown_halt_threshold=0.2,
+    )
     rm.update_balance(Decimal("10000"))
     scale = rm.get_position_scale(Decimal("10000"))
     assert scale == 1.0  # No drawdown
 
 
 def test_drawdown_position_scale_reduced():
-    rm = RiskManager(max_position_size=Decimal("0.5"), stop_loss_pct=Decimal("5"), daily_loss_limit_pct=Decimal("10"), drawdown_reduction_threshold=0.1, drawdown_halt_threshold=0.2)
+    rm = RiskManager(
+        max_position_size=Decimal("0.5"),
+        stop_loss_pct=Decimal("5"),
+        daily_loss_limit_pct=Decimal("10"),
+        drawdown_reduction_threshold=0.1,
+        drawdown_halt_threshold=0.2,
+    )
     rm.update_balance(Decimal("10000"))
     scale = rm.get_position_scale(Decimal("8500"))  # 15% drawdown (between 10% and 20%)
     assert 0.25 < scale < 1.0
 
 
 def test_drawdown_halt():
-    rm = RiskManager(max_position_size=Decimal("0.5"), stop_loss_pct=Decimal("5"), daily_loss_limit_pct=Decimal("10"), drawdown_reduction_threshold=0.1, drawdown_halt_threshold=0.2)
+    rm = RiskManager(
+        max_position_size=Decimal("0.5"),
+        stop_loss_pct=Decimal("5"),
+        daily_loss_limit_pct=Decimal("10"),
+        drawdown_reduction_threshold=0.1,
+        drawdown_halt_threshold=0.2,
+    )
     rm.update_balance(Decimal("10000"))
     scale = rm.get_position_scale(Decimal("7500"))  # 25% drawdown
     assert scale == 0.0
 
 
 def test_consecutive_losses_pause():
-    rm = RiskManager(max_position_size=Decimal("0.5"), stop_loss_pct=Decimal("5"), daily_loss_limit_pct=Decimal("10"), max_consecutive_losses=3, loss_pause_minutes=60)
+    rm = RiskManager(
+        max_position_size=Decimal("0.5"),
+        stop_loss_pct=Decimal("5"),
+        daily_loss_limit_pct=Decimal("10"),
+        max_consecutive_losses=3,
+        loss_pause_minutes=60,
+    )
     rm.record_trade_result(False)
     rm.record_trade_result(False)
     assert not rm.is_paused()
@@ -271,7 +334,12 @@ def test_consecutive_losses_pause():
 
 
 def test_consecutive_losses_reset_on_win():
-    rm = RiskManager(max_position_size=Decimal("0.5"), stop_loss_pct=Decimal("5"), daily_loss_limit_pct=Decimal("10"), max_consecutive_losses=3)
+    rm = RiskManager(
+        max_position_size=Decimal("0.5"),
+        stop_loss_pct=Decimal("5"),
+        daily_loss_limit_pct=Decimal("10"),
+        max_consecutive_losses=3,
+    )
     rm.record_trade_result(False)
     rm.record_trade_result(False)
     rm.record_trade_result(True)  # Win resets counter
@@ -280,9 +348,21 @@ def test_consecutive_losses_reset_on_win():
 
 
 def test_drawdown_check_rejects_in_check():
-    rm = RiskManager(max_position_size=Decimal("0.5"), stop_loss_pct=Decimal("5"), daily_loss_limit_pct=Decimal("10"), drawdown_halt_threshold=0.15)
+    rm = RiskManager(
+        max_position_size=Decimal("0.5"),
+        stop_loss_pct=Decimal("5"),
+        daily_loss_limit_pct=Decimal("10"),
+        drawdown_halt_threshold=0.15,
+    )
     rm.update_balance(Decimal("10000"))
-    signal = Signal(strategy="test", symbol="BTC/USDT", side=OrderSide.BUY, price=Decimal("50000"), quantity=Decimal("0.01"), reason="test")
+    signal = Signal(
+        strategy="test",
+        symbol="BTC/USDT",
+        side=OrderSide.BUY,
+        price=Decimal("50000"),
+        quantity=Decimal("0.01"),
+        reason="test",
+    )
     result = rm.check(signal, Decimal("8000"), {}, Decimal("0"))  # 20% dd > 15%
     assert not result.allowed
     assert "halted" in result.reason.lower()