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, 21 insertions, 0 deletions

diff --git a/services/portfolio-manager/src/portfolio_manager/pnl.py b/services/portfolio-manager/src/portfolio_manager/pnl.py
new file mode 100644
index 0000000..96f0da8
--- /dev/null
+++ b/services/portfolio-manager/src/portfolio_manager/pnl.py
@@ -0,0 +1,21 @@
+"""PnL calculation functions for the portfolio manager."""
+from decimal import Decimal
+
+
+def calculate_unrealized_pnl(
+    quantity: Decimal,
+    avg_entry_price: Decimal,
+    current_price: Decimal,
+) -> Decimal:
+    """Calculate unrealized PnL for an open position."""
+    return quantity * (current_price - avg_entry_price)
+
+
+def calculate_realized_pnl(
+    buy_price: Decimal,
+    sell_price: Decimal,
+    quantity: Decimal,
+    fee: Decimal = Decimal("0"),
+) -> Decimal:
+    """Calculate realized PnL for a completed trade."""
+    return quantity * (sell_price - buy_price) - fee