feat(strategy): Phase 2 complete — strategy infrastructure upgrade

- Technical indicators library (ATR, ADX, RSI, MACD, Bollinger, Stochastic, OBV)
- Signal model: conviction score, stop_loss, take_profit fields
- BaseStrategy: ADX regime filter, volume confirmation, ATR-based stops
- All 8 strategies upgraded with filters, conviction scoring, ATR stops
- Combined strategy uses conviction-weighted scoring
- 334 tests passing

5 files changed, 20 insertions, 6 deletions

diff --git a/services/strategy-engine/strategies/indicators/__init__.py b/services/strategy-engine/strategies/indicators/__init__.py
index 1a54d59..3c713e6 100644
--- a/services/strategy-engine/strategies/indicators/__init__.py
+++ b/services/strategy-engine/strategies/indicators/__init__.py
@@ -1,12 +1,21 @@
 """Reusable technical indicator functions."""
+
 from strategies.indicators.trend import ema, sma, macd, adx
 from strategies.indicators.volatility import atr, bollinger_bands, keltner_channels
 from strategies.indicators.momentum import rsi, stochastic
 from strategies.indicators.volume import volume_sma, volume_ratio, obv
 
 __all__ = [
-    "ema", "sma", "macd", "adx",
-    "atr", "bollinger_bands", "keltner_channels",
-    "rsi", "stochastic",
-    "volume_sma", "volume_ratio", "obv",
+    "ema",
+    "sma",
+    "macd",
+    "adx",
+    "atr",
+    "bollinger_bands",
+    "keltner_channels",
+    "rsi",
+    "stochastic",
+    "volume_sma",
+    "volume_ratio",
+    "obv",
 ]
diff --git a/services/strategy-engine/strategies/indicators/momentum.py b/services/strategy-engine/strategies/indicators/momentum.py
index 395c52d..c479452 100644
--- a/services/strategy-engine/strategies/indicators/momentum.py
+++ b/services/strategy-engine/strategies/indicators/momentum.py
@@ -1,4 +1,5 @@
 """Momentum indicators: RSI, Stochastic."""
+
 import pandas as pd
 import numpy as np
 
diff --git a/services/strategy-engine/strategies/indicators/trend.py b/services/strategy-engine/strategies/indicators/trend.py
index 10b69fa..c94a071 100644
--- a/services/strategy-engine/strategies/indicators/trend.py
+++ b/services/strategy-engine/strategies/indicators/trend.py
@@ -1,4 +1,5 @@
 """Trend indicators: EMA, SMA, MACD, ADX."""
+
 import pandas as pd
 import numpy as np
 
@@ -101,4 +102,4 @@ def adx(
         for i in range(2 * period + 1, n):
             adx_vals[i] = (adx_vals[i - 1] * (period - 1) + dx[i]) / period
 
-    return pd.Series(adx_vals, index=closes.index if hasattr(closes, 'index') else None)
+    return pd.Series(adx_vals, index=closes.index if hasattr(closes, "index") else None)
diff --git a/services/strategy-engine/strategies/indicators/volatility.py b/services/strategy-engine/strategies/indicators/volatility.py
index d47eb86..c16143e 100644
--- a/services/strategy-engine/strategies/indicators/volatility.py
+++ b/services/strategy-engine/strategies/indicators/volatility.py
@@ -1,4 +1,5 @@
 """Volatility indicators: ATR, Bollinger Bands, Keltner Channels."""
+
 import pandas as pd
 import numpy as np
 
@@ -30,7 +31,7 @@ def atr(
         for i in range(period, n):
             atr_vals[i] = (atr_vals[i - 1] * (period - 1) + tr[i]) / period
 
-    return pd.Series(atr_vals, index=closes.index if hasattr(closes, 'index') else None)
+    return pd.Series(atr_vals, index=closes.index if hasattr(closes, "index") else None)
 
 
 def bollinger_bands(
@@ -62,6 +63,7 @@ def keltner_channels(
     Returns: (upper_channel, middle_ema, lower_channel)
     """
     from strategies.indicators.trend import ema as calc_ema
+
     middle = calc_ema(closes, ema_period)
     atr_vals = atr(highs, lows, closes, atr_period)
     upper = middle + atr_multiplier * atr_vals
diff --git a/services/strategy-engine/strategies/indicators/volume.py b/services/strategy-engine/strategies/indicators/volume.py
index 323d427..502f1ce 100644
--- a/services/strategy-engine/strategies/indicators/volume.py
+++ b/services/strategy-engine/strategies/indicators/volume.py
@@ -1,4 +1,5 @@
 """Volume indicators: Volume SMA, Volume Ratio, OBV."""
+
 import pandas as pd
 import numpy as np