style: auto-fix lint violations from enhanced ruff rules

77 files changed, 253 insertions, 275 deletions

diff --git a/services/api/src/trading_api/main.py b/services/api/src/trading_api/main.py
index 090b110..05c6d2f 100644
--- a/services/api/src/trading_api/main.py
+++ b/services/api/src/trading_api/main.py
@@ -11,7 +11,6 @@ from slowapi.util import get_remote_address
 
 from shared.config import Settings
 from shared.db import Database
-
 from trading_api.dependencies.auth import verify_token
 from trading_api.routers import orders, portfolio, strategies
 
diff --git a/services/api/src/trading_api/routers/orders.py b/services/api/src/trading_api/routers/orders.py
index 217efef..b664e2a 100644
--- a/services/api/src/trading_api/routers/orders.py
+++ b/services/api/src/trading_api/routers/orders.py
@@ -3,12 +3,13 @@
 import logging
 
 from fastapi import APIRouter, HTTPException, Query, Request
-from shared.sa_models import OrderRow, SignalRow
 from slowapi import Limiter
 from slowapi.util import get_remote_address
 from sqlalchemy import select
 from sqlalchemy.exc import OperationalError
 
+from shared.sa_models import OrderRow, SignalRow
+
 logger = logging.getLogger(__name__)
 
 router = APIRouter()
@@ -42,10 +43,10 @@ async def get_orders(request: Request, limit: int = Query(50, ge=1, le=1000)):
             ]
     except OperationalError as exc:
         logger.error("Database error fetching orders: %s", exc)
-        raise HTTPException(status_code=503, detail="Database unavailable")
+        raise HTTPException(status_code=503, detail="Database unavailable") from exc
     except Exception as exc:
         logger.error("Failed to get orders: %s", exc, exc_info=True)
-        raise HTTPException(status_code=500, detail="Failed to retrieve orders")
+        raise HTTPException(status_code=500, detail="Failed to retrieve orders") from exc
 
 
 @router.get("/signals")
@@ -73,7 +74,7 @@ async def get_signals(request: Request, limit: int = Query(50, ge=1, le=1000)):
             ]
     except OperationalError as exc:
         logger.error("Database error fetching signals: %s", exc)
-        raise HTTPException(status_code=503, detail="Database unavailable")
+        raise HTTPException(status_code=503, detail="Database unavailable") from exc
     except Exception as exc:
         logger.error("Failed to get signals: %s", exc, exc_info=True)
-        raise HTTPException(status_code=500, detail="Failed to retrieve signals")
+        raise HTTPException(status_code=500, detail="Failed to retrieve signals") from exc
diff --git a/services/api/src/trading_api/routers/portfolio.py b/services/api/src/trading_api/routers/portfolio.py
index fde90cb..56bee7c 100644
--- a/services/api/src/trading_api/routers/portfolio.py
+++ b/services/api/src/trading_api/routers/portfolio.py
@@ -3,10 +3,11 @@
 import logging
 
 from fastapi import APIRouter, HTTPException, Query, Request
-from shared.sa_models import PositionRow
 from sqlalchemy import select
 from sqlalchemy.exc import OperationalError
 
+from shared.sa_models import PositionRow
+
 logger = logging.getLogger(__name__)
 
 router = APIRouter()
@@ -32,10 +33,10 @@ async def get_positions(request: Request):
             ]
     except OperationalError as exc:
         logger.error("Database error fetching positions: %s", exc)
-        raise HTTPException(status_code=503, detail="Database unavailable")
+        raise HTTPException(status_code=503, detail="Database unavailable") from exc
     except Exception as exc:
         logger.error("Failed to get positions: %s", exc, exc_info=True)
-        raise HTTPException(status_code=500, detail="Failed to retrieve positions")
+        raise HTTPException(status_code=500, detail="Failed to retrieve positions") from exc
 
 
 @router.get("/snapshots")
@@ -55,7 +56,7 @@ async def get_snapshots(request: Request, days: int = Query(30, ge=1, le=365)):
         ]
     except OperationalError as exc:
         logger.error("Database error fetching snapshots: %s", exc)
-        raise HTTPException(status_code=503, detail="Database unavailable")
+        raise HTTPException(status_code=503, detail="Database unavailable") from exc
     except Exception as exc:
         logger.error("Failed to get snapshots: %s", exc, exc_info=True)
-        raise HTTPException(status_code=500, detail="Failed to retrieve snapshots")
+        raise HTTPException(status_code=500, detail="Failed to retrieve snapshots") from exc
diff --git a/services/api/src/trading_api/routers/strategies.py b/services/api/src/trading_api/routers/strategies.py
index 5db7320..157094c 100644
--- a/services/api/src/trading_api/routers/strategies.py
+++ b/services/api/src/trading_api/routers/strategies.py
@@ -44,7 +44,7 @@ async def list_strategies():
         ]
     except (ImportError, FileNotFoundError) as exc:
         logger.error("Strategy loading error: %s", exc)
-        raise HTTPException(status_code=503, detail="Strategy engine unavailable")
+        raise HTTPException(status_code=503, detail="Strategy engine unavailable") from exc
     except Exception as exc:
         logger.error("Failed to list strategies: %s", exc, exc_info=True)
-        raise HTTPException(status_code=500, detail="Failed to list strategies")
+        raise HTTPException(status_code=500, detail="Failed to list strategies") from exc
diff --git a/services/api/tests/test_api.py b/services/api/tests/test_api.py
index 669143b..f3b0a47 100644
--- a/services/api/tests/test_api.py
+++ b/services/api/tests/test_api.py
@@ -1,6 +1,7 @@
 """Tests for the REST API."""
 
 from unittest.mock import AsyncMock, patch
+
 from fastapi.testclient import TestClient
 
 
diff --git a/services/api/tests/test_orders_router.py b/services/api/tests/test_orders_router.py
index 0658619..52252c5 100644
--- a/services/api/tests/test_orders_router.py
+++ b/services/api/tests/test_orders_router.py
@@ -1,10 +1,10 @@
 """Tests for orders API router."""
 
-import pytest
 from unittest.mock import AsyncMock, MagicMock
-from fastapi.testclient import TestClient
-from fastapi import FastAPI
 
+import pytest
+from fastapi import FastAPI
+from fastapi.testclient import TestClient
 from trading_api.routers.orders import router
 
 
diff --git a/services/api/tests/test_portfolio_router.py b/services/api/tests/test_portfolio_router.py
index 3bd1b2c..8cd8ff8 100644
--- a/services/api/tests/test_portfolio_router.py
+++ b/services/api/tests/test_portfolio_router.py
@@ -1,11 +1,11 @@
 """Tests for portfolio API router."""
 
-import pytest
 from decimal import Decimal
 from unittest.mock import AsyncMock, MagicMock
-from fastapi.testclient import TestClient
-from fastapi import FastAPI
 
+import pytest
+from fastapi import FastAPI
+from fastapi.testclient import TestClient
 from trading_api.routers.portfolio import router
 
 
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)),
diff --git a/services/data-collector/src/data_collector/main.py b/services/data-collector/src/data_collector/main.py
index 8b9f301..2d44848 100644
--- a/services/data-collector/src/data_collector/main.py
+++ b/services/data-collector/src/data_collector/main.py
@@ -4,6 +4,7 @@ import asyncio
 
 import aiohttp
 
+from data_collector.config import CollectorConfig
 from shared.alpaca import AlpacaClient
 from shared.broker import RedisBroker
 from shared.db import Database
@@ -15,8 +16,6 @@ from shared.models import Candle
 from shared.notifier import TelegramNotifier
 from shared.shutdown import GracefulShutdown
 
-from data_collector.config import CollectorConfig
-
 # Health check port: base + 0
 HEALTH_PORT_OFFSET = 0
 
@@ -48,7 +47,7 @@ async def fetch_latest_bars(
                     volume=Decimal(str(bar["v"])),
                 )
                 candles.append(candle)
-        except (aiohttp.ClientError, ConnectionError, TimeoutError, asyncio.TimeoutError) as exc:
+        except (aiohttp.ClientError, ConnectionError, TimeoutError) as exc:
             log.warning("fetch_bar_network_error", symbol=symbol, error=str(exc))
         except (ValueError, KeyError, TypeError) as exc:
             log.warning("fetch_bar_parse_error", symbol=symbol, error=str(exc))
@@ -98,7 +97,7 @@ async def run() -> None:
             # Check if market is open
             try:
                 is_open = await alpaca.is_market_open()
-            except (aiohttp.ClientError, ConnectionError, TimeoutError, asyncio.TimeoutError):
+            except (aiohttp.ClientError, ConnectionError, TimeoutError):
                 is_open = False
 
             if is_open:
diff --git a/services/data-collector/tests/test_storage.py b/services/data-collector/tests/test_storage.py
index ffffa40..51f3aee 100644
--- a/services/data-collector/tests/test_storage.py
+++ b/services/data-collector/tests/test_storage.py
@@ -1,19 +1,20 @@
 """Tests for storage module."""
 
-import pytest
+from datetime import UTC, datetime
 from decimal import Decimal
-from datetime import datetime, timezone
 from unittest.mock import AsyncMock, MagicMock
 
-from shared.models import Candle
+import pytest
 from data_collector.storage import CandleStorage
 
+from shared.models import Candle
+
 
 def _make_candle(symbol: str = "AAPL") -> Candle:
     return Candle(
         symbol=symbol,
         timeframe="1m",
-        open_time=datetime(2024, 1, 1, 0, 0, 0, tzinfo=timezone.utc),
+        open_time=datetime(2024, 1, 1, 0, 0, 0, tzinfo=UTC),
         open=Decimal("30000"),
         high=Decimal("30100"),
         low=Decimal("29900"),
diff --git a/services/news-collector/src/news_collector/collectors/fear_greed.py b/services/news-collector/src/news_collector/collectors/fear_greed.py
index f79f716..42e8f88 100644
--- a/services/news-collector/src/news_collector/collectors/fear_greed.py
+++ b/services/news-collector/src/news_collector/collectors/fear_greed.py
@@ -2,7 +2,6 @@
 
 import logging
 from dataclasses import dataclass
-from typing import Optional
 
 import aiohttp
 
@@ -26,7 +25,7 @@ class FearGreedCollector(BaseCollector):
     async def is_available(self) -> bool:
         return True
 
-    async def _fetch_index(self) -> Optional[dict]:
+    async def _fetch_index(self) -> dict | None:
         headers = {"User-Agent": "Mozilla/5.0"}
         try:
             async with aiohttp.ClientSession() as session:
@@ -50,7 +49,7 @@ class FearGreedCollector(BaseCollector):
             return "Greed"
         return "Extreme Greed"
 
-    async def collect(self) -> Optional[FearGreedResult]:
+    async def collect(self) -> FearGreedResult | None:
         data = await self._fetch_index()
         if data is None:
             return None
diff --git a/services/news-collector/src/news_collector/collectors/fed.py b/services/news-collector/src/news_collector/collectors/fed.py
index fce4842..52128e5 100644
--- a/services/news-collector/src/news_collector/collectors/fed.py
+++ b/services/news-collector/src/news_collector/collectors/fed.py
@@ -3,7 +3,7 @@
 import asyncio
 import logging
 from calendar import timegm
-from datetime import datetime, timezone
+from datetime import UTC, datetime
 
 import feedparser
 from nltk.sentiment.vader import SentimentIntensityAnalyzer
@@ -76,10 +76,10 @@ class FedCollector(BaseCollector):
         if published_parsed:
             try:
                 ts = timegm(published_parsed)
-                return datetime.fromtimestamp(ts, tz=timezone.utc)
+                return datetime.fromtimestamp(ts, tz=UTC)
             except Exception:
                 pass
-        return datetime.now(timezone.utc)
+        return datetime.now(UTC)
 
     async def collect(self) -> list[NewsItem]:
         try:
diff --git a/services/news-collector/src/news_collector/collectors/finnhub.py b/services/news-collector/src/news_collector/collectors/finnhub.py
index 13e3602..67cb455 100644
--- a/services/news-collector/src/news_collector/collectors/finnhub.py
+++ b/services/news-collector/src/news_collector/collectors/finnhub.py
@@ -1,7 +1,7 @@
 """Finnhub news collector with VADER sentiment analysis."""
 
 import logging
-from datetime import datetime, timezone
+from datetime import UTC, datetime
 
 import aiohttp
 from nltk.sentiment.vader import SentimentIntensityAnalyzer
@@ -64,7 +64,7 @@ class FinnhubCollector(BaseCollector):
             sentiment = sentiment_scores["compound"]
 
             ts = article.get("datetime", 0)
-            published_at = datetime.fromtimestamp(ts, tz=timezone.utc)
+            published_at = datetime.fromtimestamp(ts, tz=UTC)
 
             related = article.get("related", "")
             symbols = [t.strip() for t in related.split(",") if t.strip()] if related else []
diff --git a/services/news-collector/src/news_collector/collectors/reddit.py b/services/news-collector/src/news_collector/collectors/reddit.py
index 226a2f9..4e9d6f5 100644
--- a/services/news-collector/src/news_collector/collectors/reddit.py
+++ b/services/news-collector/src/news_collector/collectors/reddit.py
@@ -2,7 +2,7 @@
 
 import logging
 import re
-from datetime import datetime, timezone
+from datetime import UTC, datetime
 
 import aiohttp
 from nltk.sentiment.vader import SentimentIntensityAnalyzer
@@ -78,7 +78,7 @@ class RedditCollector(BaseCollector):
                 symbols = list(dict.fromkeys(_TICKER_PATTERN.findall(combined)))
 
                 created_utc = post_data.get("created_utc", 0)
-                published_at = datetime.fromtimestamp(created_utc, tz=timezone.utc)
+                published_at = datetime.fromtimestamp(created_utc, tz=UTC)
 
                 items.append(
                     NewsItem(
diff --git a/services/news-collector/src/news_collector/collectors/rss.py b/services/news-collector/src/news_collector/collectors/rss.py
index ddf8503..bca0e9f 100644
--- a/services/news-collector/src/news_collector/collectors/rss.py
+++ b/services/news-collector/src/news_collector/collectors/rss.py
@@ -3,7 +3,7 @@
 import asyncio
 import logging
 import re
-from datetime import datetime, timezone
+from datetime import UTC, datetime
 from time import mktime
 
 import feedparser
@@ -56,10 +56,10 @@ class RSSCollector(BaseCollector):
         if parsed_time:
             try:
                 ts = mktime(parsed_time)
-                return datetime.fromtimestamp(ts, tz=timezone.utc)
+                return datetime.fromtimestamp(ts, tz=UTC)
             except Exception:
                 pass
-        return datetime.now(timezone.utc)
+        return datetime.now(UTC)
 
     async def collect(self) -> list[NewsItem]:
         try:
diff --git a/services/news-collector/src/news_collector/collectors/sec_edgar.py b/services/news-collector/src/news_collector/collectors/sec_edgar.py
index ca1d070..d88518f 100644
--- a/services/news-collector/src/news_collector/collectors/sec_edgar.py
+++ b/services/news-collector/src/news_collector/collectors/sec_edgar.py
@@ -1,13 +1,13 @@
 """SEC EDGAR filing collector (free, no API key required)."""
 
 import logging
-from datetime import datetime, timezone
+from datetime import UTC, datetime
 
 import aiohttp
 from nltk.sentiment.vader import SentimentIntensityAnalyzer
 
-from shared.models import NewsCategory, NewsItem
 from news_collector.collectors.base import BaseCollector
+from shared.models import NewsCategory, NewsItem
 
 logger = logging.getLogger(__name__)
 
@@ -58,7 +58,7 @@ class SecEdgarCollector(BaseCollector):
     async def collect(self) -> list[NewsItem]:
         filings_data = await self._fetch_recent_filings()
         items = []
-        today = datetime.now(timezone.utc).strftime("%Y-%m-%d")
+        today = datetime.now(UTC).strftime("%Y-%m-%d")
 
         for company_data in filings_data:
             tickers = [t["ticker"] for t in company_data.get("tickers", [])]
@@ -87,9 +87,7 @@ class SecEdgarCollector(BaseCollector):
                         headline=headline,
                         summary=desc,
                         url=f"https://www.sec.gov/cgi-bin/browse-edgar?action=getcompany&accession={accession}",
-                        published_at=datetime.strptime(filing_date, "%Y-%m-%d").replace(
-                            tzinfo=timezone.utc
-                        ),
+                        published_at=datetime.strptime(filing_date, "%Y-%m-%d").replace(tzinfo=UTC),
                         symbols=tickers,
                         sentiment=self._vader.polarity_scores(headline)["compound"],
                         category=NewsCategory.FILING,
diff --git a/services/news-collector/src/news_collector/collectors/truth_social.py b/services/news-collector/src/news_collector/collectors/truth_social.py
index 33ebc86..e2acd88 100644
--- a/services/news-collector/src/news_collector/collectors/truth_social.py
+++ b/services/news-collector/src/news_collector/collectors/truth_social.py
@@ -2,7 +2,7 @@
 
 import logging
 import re
-from datetime import datetime, timezone
+from datetime import UTC, datetime
 
 import aiohttp
 from nltk.sentiment.vader import SentimentIntensityAnalyzer
@@ -67,7 +67,7 @@ class TruthSocialCollector(BaseCollector):
             try:
                 published_at = datetime.fromisoformat(created_at_str.replace("Z", "+00:00"))
             except Exception:
-                published_at = datetime.now(timezone.utc)
+                published_at = datetime.now(UTC)
 
             items.append(
                 NewsItem(
diff --git a/services/news-collector/src/news_collector/main.py b/services/news-collector/src/news_collector/main.py
index af0cd20..7265f00 100644
--- a/services/news-collector/src/news_collector/main.py
+++ b/services/news-collector/src/news_collector/main.py
@@ -1,10 +1,18 @@
 """News Collector Service — fetches news from multiple sources and aggregates sentiment."""
 
 import asyncio
-from datetime import datetime, timezone
+from datetime import UTC, datetime
 
 import aiohttp
 
+from news_collector.collectors.fear_greed import FearGreedCollector
+from news_collector.collectors.fed import FedCollector
+from news_collector.collectors.finnhub import FinnhubCollector
+from news_collector.collectors.reddit import RedditCollector
+from news_collector.collectors.rss import RSSCollector
+from news_collector.collectors.sec_edgar import SecEdgarCollector
+from news_collector.collectors.truth_social import TruthSocialCollector
+from news_collector.config import NewsCollectorConfig
 from shared.broker import RedisBroker
 from shared.db import Database
 from shared.events import NewsEvent
@@ -13,19 +21,10 @@ from shared.logging import setup_logging
 from shared.metrics import ServiceMetrics
 from shared.models import NewsItem
 from shared.notifier import TelegramNotifier
-from shared.sentiment_models import MarketSentiment
 from shared.sentiment import SentimentAggregator
+from shared.sentiment_models import MarketSentiment
 from shared.shutdown import GracefulShutdown
 
-from news_collector.config import NewsCollectorConfig
-from news_collector.collectors.finnhub import FinnhubCollector
-from news_collector.collectors.rss import RSSCollector
-from news_collector.collectors.sec_edgar import SecEdgarCollector
-from news_collector.collectors.truth_social import TruthSocialCollector
-from news_collector.collectors.reddit import RedditCollector
-from news_collector.collectors.fear_greed import FearGreedCollector
-from news_collector.collectors.fed import FedCollector
-
 # Health check port: base + 4
 HEALTH_PORT_OFFSET = 4
 
@@ -56,7 +55,7 @@ async def run_collector_loop(collector, db: Database, broker: RedisBroker, log)
                 collector=collector.name,
                 count=count,
             )
-        except (aiohttp.ClientError, ConnectionError, TimeoutError, asyncio.TimeoutError) as exc:
+        except (aiohttp.ClientError, ConnectionError, TimeoutError) as exc:
             log.warning(
                 "collector_network_error",
                 collector=collector.name,
@@ -83,7 +82,7 @@ async def run_fear_greed_loop(collector: FearGreedCollector, db: Database, log)
                     vix=None,
                     fed_stance="neutral",
                     market_regime=_determine_regime(result.fear_greed, None),
-                    updated_at=datetime.now(timezone.utc),
+                    updated_at=datetime.now(UTC),
                 )
                 await db.upsert_market_sentiment(ms)
                 log.info(
@@ -91,7 +90,7 @@ async def run_fear_greed_loop(collector: FearGreedCollector, db: Database, log)
                     value=result.fear_greed,
                     label=result.fear_greed_label,
                 )
-        except (aiohttp.ClientError, ConnectionError, TimeoutError, asyncio.TimeoutError) as exc:
+        except (aiohttp.ClientError, ConnectionError, TimeoutError) as exc:
             log.warning("fear_greed_network_error", error=str(exc))
         except (ValueError, KeyError, TypeError) as exc:
             log.warning("fear_greed_parse_error", error=str(exc))
@@ -104,13 +103,13 @@ async def run_aggregator_loop(db: Database, interval: int, log) -> None:
     while True:
         await asyncio.sleep(interval)
         try:
-            now = datetime.now(timezone.utc)
+            now = datetime.now(UTC)
             news_items = await db.get_recent_news(hours=24)
             scores = aggregator.aggregate(news_items, now)
             for score in scores.values():
                 await db.upsert_symbol_score(score)
             log.info("aggregation_complete", symbols=len(scores))
-        except (ConnectionError, TimeoutError, asyncio.TimeoutError) as exc:
+        except (ConnectionError, TimeoutError) as exc:
             log.warning("aggregator_network_error", error=str(exc))
         except (ValueError, KeyError, TypeError) as exc:
             log.warning("aggregator_parse_error", error=str(exc))
@@ -167,14 +166,13 @@ async def run() -> None:
     )
 
     try:
-        tasks = []
-        for collector in news_collectors:
-            tasks.append(
-                asyncio.create_task(
-                    run_collector_loop(collector, db, broker, log),
-                    name=f"collector-{collector.name}",
-                )
+        tasks = [
+            asyncio.create_task(
+                run_collector_loop(collector, db, broker, log),
+                name=f"collector-{collector.name}",
             )
+            for collector in news_collectors
+        ]
         tasks.append(
             asyncio.create_task(
                 run_fear_greed_loop(fear_greed, db, log),
diff --git a/services/news-collector/tests/test_fear_greed.py b/services/news-collector/tests/test_fear_greed.py
index d483aa6..e8bd8f0 100644
--- a/services/news-collector/tests/test_fear_greed.py
+++ b/services/news-collector/tests/test_fear_greed.py
@@ -1,8 +1,8 @@
 """Tests for CNN Fear & Greed Index collector."""
 
-import pytest
 from unittest.mock import AsyncMock, patch
 
+import pytest
 from news_collector.collectors.fear_greed import FearGreedCollector
 
 
diff --git a/services/news-collector/tests/test_fed.py b/services/news-collector/tests/test_fed.py
index d1a736b..7f1c46c 100644
--- a/services/news-collector/tests/test_fed.py
+++ b/services/news-collector/tests/test_fed.py
@@ -1,7 +1,8 @@
 """Tests for Federal Reserve collector."""
 
-import pytest
 from unittest.mock import AsyncMock, patch
+
+import pytest
 from news_collector.collectors.fed import FedCollector
 
 
diff --git a/services/news-collector/tests/test_finnhub.py b/services/news-collector/tests/test_finnhub.py
index a4cf169..3af65b8 100644
--- a/services/news-collector/tests/test_finnhub.py
+++ b/services/news-collector/tests/test_finnhub.py
@@ -1,8 +1,8 @@
 """Tests for Finnhub news collector."""
 
-import pytest
 from unittest.mock import AsyncMock, patch
 
+import pytest
 from news_collector.collectors.finnhub import FinnhubCollector
 
 
diff --git a/services/news-collector/tests/test_main.py b/services/news-collector/tests/test_main.py
index 66190dc..f85569a 100644
--- a/services/news-collector/tests/test_main.py
+++ b/services/news-collector/tests/test_main.py
@@ -1,16 +1,18 @@
 """Tests for news collector scheduler."""
 
+from datetime import UTC, datetime
 from unittest.mock import AsyncMock, MagicMock
-from datetime import datetime, timezone
-from shared.models import NewsCategory, NewsItem
+
 from news_collector.main import run_collector_once
 
+from shared.models import NewsCategory, NewsItem
+
 
 async def test_run_collector_once_stores_and_publishes():
     mock_item = NewsItem(
         source="test",
         headline="Test news",
-        published_at=datetime(2026, 4, 2, tzinfo=timezone.utc),
+        published_at=datetime(2026, 4, 2, tzinfo=UTC),
         sentiment=0.5,
         category=NewsCategory.MACRO,
     )
diff --git a/services/news-collector/tests/test_reddit.py b/services/news-collector/tests/test_reddit.py
index 440b173..31b1dc1 100644
--- a/services/news-collector/tests/test_reddit.py
+++ b/services/news-collector/tests/test_reddit.py
@@ -1,7 +1,8 @@
 """Tests for Reddit collector."""
 
-import pytest
 from unittest.mock import AsyncMock, patch
+
+import pytest
 from news_collector.collectors.reddit import RedditCollector
 
 
diff --git a/services/news-collector/tests/test_rss.py b/services/news-collector/tests/test_rss.py
index e03250a..7242c75 100644
--- a/services/news-collector/tests/test_rss.py
+++ b/services/news-collector/tests/test_rss.py
@@ -1,8 +1,8 @@
 """Tests for RSS news collector."""
 
-import pytest
 from unittest.mock import AsyncMock, patch
 
+import pytest
 from news_collector.collectors.rss import RSSCollector
 
 
diff --git a/services/news-collector/tests/test_sec_edgar.py b/services/news-collector/tests/test_sec_edgar.py
index 5d4f69f..b0faf18 100644
--- a/services/news-collector/tests/test_sec_edgar.py
+++ b/services/news-collector/tests/test_sec_edgar.py
@@ -1,9 +1,9 @@
 """Tests for SEC EDGAR filing collector."""
 
-import pytest
-from datetime import datetime, timezone
-from unittest.mock import AsyncMock, patch, MagicMock
+from datetime import UTC, datetime
+from unittest.mock import AsyncMock, MagicMock, patch
 
+import pytest
 from news_collector.collectors.sec_edgar import SecEdgarCollector
 
 
@@ -37,7 +37,7 @@ async def test_collect_parses_filings(collector):
     }
 
     mock_datetime = MagicMock(spec=datetime)
-    mock_datetime.now.return_value = datetime(2026, 4, 2, tzinfo=timezone.utc)
+    mock_datetime.now.return_value = datetime(2026, 4, 2, tzinfo=UTC)
     mock_datetime.strptime = datetime.strptime
 
     with patch.object(
diff --git a/services/news-collector/tests/test_truth_social.py b/services/news-collector/tests/test_truth_social.py
index 91ddb9d..52f1e46 100644
--- a/services/news-collector/tests/test_truth_social.py
+++ b/services/news-collector/tests/test_truth_social.py
@@ -1,7 +1,8 @@
 """Tests for Truth Social collector."""
 
-import pytest
 from unittest.mock import AsyncMock, patch
+
+import pytest
 from news_collector.collectors.truth_social import TruthSocialCollector
 
 
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:
diff --git a/services/order-executor/tests/test_executor.py b/services/order-executor/tests/test_executor.py
index dd823d7..cda6b72 100644
--- a/services/order-executor/tests/test_executor.py
+++ b/services/order-executor/tests/test_executor.py
@@ -4,11 +4,11 @@ from decimal import Decimal
 from unittest.mock import AsyncMock, MagicMock
 
 import pytest
-
-from shared.models import OrderSide, OrderStatus, Signal
 from order_executor.executor import OrderExecutor
 from order_executor.risk_manager import RiskCheckResult, RiskManager
 
+from shared.models import OrderSide, OrderStatus, Signal
+
 
 def make_signal(side: OrderSide = OrderSide.BUY, price: str = "100", quantity: str = "1") -> Signal:
     return Signal(
diff --git a/services/order-executor/tests/test_risk_manager.py b/services/order-executor/tests/test_risk_manager.py
index 3d5175b..66e769c 100644
--- a/services/order-executor/tests/test_risk_manager.py
+++ b/services/order-executor/tests/test_risk_manager.py
@@ -2,9 +2,9 @@
 
 from decimal import Decimal
 
+from order_executor.risk_manager import RiskManager
 
 from shared.models import OrderSide, Position, Signal
-from order_executor.risk_manager import RiskManager
 
 
 def make_signal(side: OrderSide, price: str, quantity: str, symbol: str = "AAPL") -> Signal:
diff --git a/services/portfolio-manager/src/portfolio_manager/main.py b/services/portfolio-manager/src/portfolio_manager/main.py
index 6ca7b1b..f885aa8 100644
--- a/services/portfolio-manager/src/portfolio_manager/main.py
+++ b/services/portfolio-manager/src/portfolio_manager/main.py
@@ -4,6 +4,8 @@ import asyncio
 
 import sqlalchemy.exc
 
+from portfolio_manager.config import PortfolioConfig
+from portfolio_manager.portfolio import PortfolioTracker
 from shared.broker import RedisBroker
 from shared.db import Database
 from shared.events import Event, OrderEvent
@@ -13,9 +15,6 @@ from shared.metrics import ServiceMetrics
 from shared.notifier import TelegramNotifier
 from shared.shutdown import GracefulShutdown
 
-from portfolio_manager.config import PortfolioConfig
-from portfolio_manager.portfolio import PortfolioTracker
-
 ORDERS_STREAM = "orders"
 
 # Health check port: base (HEALTH_PORT, default 8080) + offset
diff --git a/services/portfolio-manager/tests/test_portfolio.py b/services/portfolio-manager/tests/test_portfolio.py
index 365dc1a..c8a6894 100644
--- a/services/portfolio-manager/tests/test_portfolio.py
+++ b/services/portfolio-manager/tests/test_portfolio.py
@@ -2,9 +2,10 @@
 
 from decimal import Decimal
 
-from shared.models import Order, OrderSide, OrderStatus, OrderType
 from portfolio_manager.portfolio import PortfolioTracker
 
+from shared.models import Order, OrderSide, OrderStatus, OrderType
+
 
 def make_order(side: OrderSide, price: str, quantity: str) -> Order:
     """Helper to create a filled Order."""
diff --git a/services/portfolio-manager/tests/test_snapshot.py b/services/portfolio-manager/tests/test_snapshot.py
index ec5e92d..f2026e2 100644
--- a/services/portfolio-manager/tests/test_snapshot.py
+++ b/services/portfolio-manager/tests/test_snapshot.py
@@ -1,9 +1,10 @@
 """Tests for save_snapshot in portfolio-manager."""
 
-import pytest
 from decimal import Decimal
 from unittest.mock import AsyncMock, MagicMock
 
+import pytest
+
 from shared.models import Position
 
 
diff --git a/services/strategy-engine/src/strategy_engine/engine.py b/services/strategy-engine/src/strategy_engine/engine.py
index d401aee..4b2c468 100644
--- a/services/strategy-engine/src/strategy_engine/engine.py
+++ b/services/strategy-engine/src/strategy_engine/engine.py
@@ -2,11 +2,11 @@
 
 import logging
 
-from shared.broker import RedisBroker
-from shared.events import CandleEvent, SignalEvent, Event
-
 from strategies.base import BaseStrategy
 
+from shared.broker import RedisBroker
+from shared.events import CandleEvent, Event, SignalEvent
+
 logger = logging.getLogger(__name__)
 
 
@@ -26,7 +26,7 @@ class StrategyEngine:
             try:
                 event = Event.from_dict(raw)
             except Exception as exc:
-                logger.warning("Failed to parse event: %s – %s", raw, exc)
+                logger.warning("Failed to parse event: %s - %s", raw, exc)
                 continue
 
             if not isinstance(event, CandleEvent):
diff --git a/services/strategy-engine/src/strategy_engine/main.py b/services/strategy-engine/src/strategy_engine/main.py
index 2852b53..3d73058 100644
--- a/services/strategy-engine/src/strategy_engine/main.py
+++ b/services/strategy-engine/src/strategy_engine/main.py
@@ -1,9 +1,9 @@
 """Strategy Engine Service entry point."""
 
 import asyncio
+import zoneinfo
 from datetime import datetime
 from pathlib import Path
-import zoneinfo
 
 import aiohttp
 
@@ -16,7 +16,6 @@ from shared.metrics import ServiceMetrics
 from shared.notifier import TelegramNotifier
 from shared.sentiment_models import MarketSentiment
 from shared.shutdown import GracefulShutdown
-
 from strategy_engine.config import StrategyConfig
 from strategy_engine.engine import StrategyEngine
 from strategy_engine.plugin_loader import load_strategies
@@ -66,12 +65,7 @@ async def run_stock_selector(
                     log.info("stock_selector_complete", picks=[s.symbol for s in selections])
                 else:
                     log.info("stock_selector_no_picks")
-            except (
-                aiohttp.ClientError,
-                ConnectionError,
-                TimeoutError,
-                asyncio.TimeoutError,
-            ) as exc:
+            except (aiohttp.ClientError, ConnectionError, TimeoutError) as exc:
                 log.warning("stock_selector_network_error", error=str(exc))
             except (ValueError, KeyError, TypeError) as exc:
                 log.warning("stock_selector_data_error", error=str(exc))
diff --git a/services/strategy-engine/src/strategy_engine/plugin_loader.py b/services/strategy-engine/src/strategy_engine/plugin_loader.py
index 62e4160..57680db 100644
--- a/services/strategy-engine/src/strategy_engine/plugin_loader.py
+++ b/services/strategy-engine/src/strategy_engine/plugin_loader.py
@@ -5,7 +5,6 @@ import sys
 from pathlib import Path
 
 import yaml
-
 from strategies.base import BaseStrategy
 
 
diff --git a/services/strategy-engine/src/strategy_engine/stock_selector.py b/services/strategy-engine/src/strategy_engine/stock_selector.py
index cbd9810..5acef0f 100644
--- a/services/strategy-engine/src/strategy_engine/stock_selector.py
+++ b/services/strategy-engine/src/strategy_engine/stock_selector.py
@@ -3,7 +3,7 @@
 import json
 import logging
 import re
-from datetime import datetime, timezone
+from datetime import UTC, datetime
 
 import aiohttp
 
@@ -264,7 +264,7 @@ class StockSelector:
         selections = await self._llm_final_select(filtered, market_sentiment)
 
         # Persist and publish
-        today = datetime.now(timezone.utc).date()
+        today = datetime.now(UTC).date()
         sentiment_snapshot = {
             "fear_greed": market_sentiment.fear_greed,
             "market_regime": market_sentiment.market_regime,
diff --git a/services/strategy-engine/strategies/base.py b/services/strategy-engine/strategies/base.py
index d5be675..1d9d289 100644
--- a/services/strategy-engine/strategies/base.py
+++ b/services/strategy-engine/strategies/base.py
@@ -1,7 +1,6 @@
 from abc import ABC, abstractmethod
 from collections import deque
 from decimal import Decimal
-from typing import Optional
 
 import pandas as pd
 
@@ -102,7 +101,7 @@ class BaseStrategy(ABC):
 
     def _calculate_atr_stops(
         self, entry_price: Decimal, side: str
-    ) -> tuple[Optional[Decimal], Optional[Decimal]]:
+    ) -> tuple[Decimal | None, Decimal | None]:
         """Calculate ATR-based stop-loss and take-profit.
 
         Returns (stop_loss, take_profit) as Decimal or (None, None) if not enough data.
@@ -131,7 +130,7 @@ class BaseStrategy(ABC):
 
         return sl, tp
 
-    def _apply_filters(self, signal: Signal) -> Optional[Signal]:
+    def _apply_filters(self, signal: Signal) -> Signal | None:
         """Apply all filters to a signal. Returns signal with SL/TP or None if filtered out."""
         if signal is None:
             return None
diff --git a/services/strategy-engine/strategies/bollinger_strategy.py b/services/strategy-engine/strategies/bollinger_strategy.py
index ebe7967..02ff09a 100644
--- a/services/strategy-engine/strategies/bollinger_strategy.py
+++ b/services/strategy-engine/strategies/bollinger_strategy.py
@@ -3,7 +3,7 @@ from decimal import Decimal
 
 import pandas as pd
 
-from shared.models import Candle, Signal, OrderSide
+from shared.models import Candle, OrderSide, Signal
 from strategies.base import BaseStrategy
 
 
diff --git a/services/strategy-engine/strategies/combined_strategy.py b/services/strategy-engine/strategies/combined_strategy.py
index ba92485..f562918 100644
--- a/services/strategy-engine/strategies/combined_strategy.py
+++ b/services/strategy-engine/strategies/combined_strategy.py
@@ -2,7 +2,7 @@
 
 from decimal import Decimal
 
-from shared.models import Candle, Signal, OrderSide
+from shared.models import Candle, OrderSide, Signal
 from strategies.base import BaseStrategy
 
 
diff --git a/services/strategy-engine/strategies/ema_crossover_strategy.py b/services/strategy-engine/strategies/ema_crossover_strategy.py
index 68d0ba3..9c181f3 100644
--- a/services/strategy-engine/strategies/ema_crossover_strategy.py
+++ b/services/strategy-engine/strategies/ema_crossover_strategy.py
@@ -3,7 +3,7 @@ from decimal import Decimal
 
 import pandas as pd
 
-from shared.models import Candle, Signal, OrderSide
+from shared.models import Candle, OrderSide, Signal
 from strategies.base import BaseStrategy
 
 
diff --git a/services/strategy-engine/strategies/grid_strategy.py b/services/strategy-engine/strategies/grid_strategy.py
index 283bfe5..491252e 100644
--- a/services/strategy-engine/strategies/grid_strategy.py
+++ b/services/strategy-engine/strategies/grid_strategy.py
@@ -1,9 +1,8 @@
 from decimal import Decimal
-from typing import Optional
 
 import numpy as np
 
-from shared.models import Candle, Signal, OrderSide
+from shared.models import Candle, OrderSide, Signal
 from strategies.base import BaseStrategy
 
 
@@ -17,7 +16,7 @@ class GridStrategy(BaseStrategy):
         self._grid_count: int = 5
         self._quantity: Decimal = Decimal("0.01")
         self._grid_levels: list[float] = []
-        self._last_zone: Optional[int] = None
+        self._last_zone: int | None = None
         self._exit_threshold_pct: float = 5.0
         self._out_of_range: bool = False
         self._in_position: bool = False  # Track if we have any grid positions
diff --git a/services/strategy-engine/strategies/indicators/__init__.py b/services/strategy-engine/strategies/indicators/__init__.py
index 3c713e6..01637b7 100644
--- a/services/strategy-engine/strategies/indicators/__init__.py
+++ b/services/strategy-engine/strategies/indicators/__init__.py
@@ -1,21 +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
+from strategies.indicators.trend import adx, ema, macd, sma
+from strategies.indicators.volatility import atr, bollinger_bands, keltner_channels
+from strategies.indicators.volume import obv, volume_ratio, volume_sma
 
 __all__ = [
-    "ema",
-    "sma",
-    "macd",
     "adx",
     "atr",
     "bollinger_bands",
+    "ema",
     "keltner_channels",
+    "macd",
+    "obv",
     "rsi",
+    "sma",
     "stochastic",
-    "volume_sma",
     "volume_ratio",
-    "obv",
+    "volume_sma",
 ]
diff --git a/services/strategy-engine/strategies/indicators/momentum.py b/services/strategy-engine/strategies/indicators/momentum.py
index c479452..a82210b 100644
--- a/services/strategy-engine/strategies/indicators/momentum.py
+++ b/services/strategy-engine/strategies/indicators/momentum.py
@@ -1,7 +1,7 @@
 """Momentum indicators: RSI, Stochastic."""
 
-import pandas as pd
 import numpy as np
+import pandas as pd
 
 
 def rsi(closes: pd.Series, period: int = 14) -> pd.Series:
diff --git a/services/strategy-engine/strategies/indicators/trend.py b/services/strategy-engine/strategies/indicators/trend.py
index c94a071..1085199 100644
--- a/services/strategy-engine/strategies/indicators/trend.py
+++ b/services/strategy-engine/strategies/indicators/trend.py
@@ -1,7 +1,7 @@
 """Trend indicators: EMA, SMA, MACD, ADX."""
 
-import pandas as pd
 import numpy as np
+import pandas as pd
 
 
 def sma(series: pd.Series, period: int) -> pd.Series:
diff --git a/services/strategy-engine/strategies/indicators/volatility.py b/services/strategy-engine/strategies/indicators/volatility.py
index c16143e..da82f26 100644
--- a/services/strategy-engine/strategies/indicators/volatility.py
+++ b/services/strategy-engine/strategies/indicators/volatility.py
@@ -1,7 +1,7 @@
 """Volatility indicators: ATR, Bollinger Bands, Keltner Channels."""
 
-import pandas as pd
 import numpy as np
+import pandas as pd
 
 
 def atr(
diff --git a/services/strategy-engine/strategies/indicators/volume.py b/services/strategy-engine/strategies/indicators/volume.py
index 502f1ce..d7c6471 100644
--- a/services/strategy-engine/strategies/indicators/volume.py
+++ b/services/strategy-engine/strategies/indicators/volume.py
@@ -1,7 +1,7 @@
 """Volume indicators: Volume SMA, Volume Ratio, OBV."""
 
-import pandas as pd
 import numpy as np
+import pandas as pd
 
 
 def volume_sma(volumes: pd.Series, period: int = 20) -> pd.Series:
diff --git a/services/strategy-engine/strategies/macd_strategy.py b/services/strategy-engine/strategies/macd_strategy.py
index 356a42b..b5aea07 100644
--- a/services/strategy-engine/strategies/macd_strategy.py
+++ b/services/strategy-engine/strategies/macd_strategy.py
@@ -3,7 +3,7 @@ from decimal import Decimal
 
 import pandas as pd
 
-from shared.models import Candle, Signal, OrderSide
+from shared.models import Candle, OrderSide, Signal
 from strategies.base import BaseStrategy
 
 
diff --git a/services/strategy-engine/strategies/moc_strategy.py b/services/strategy-engine/strategies/moc_strategy.py
index 7eaa59e..cbc8440 100644
--- a/services/strategy-engine/strategies/moc_strategy.py
+++ b/services/strategy-engine/strategies/moc_strategy.py
@@ -8,12 +8,12 @@ Rules:
 """
 
 from collections import deque
-from decimal import Decimal
 from datetime import datetime
+from decimal import Decimal
 
 import pandas as pd
 
-from shared.models import Candle, Signal, OrderSide
+from shared.models import Candle, OrderSide, Signal
 from strategies.base import BaseStrategy
 
 
diff --git a/services/strategy-engine/strategies/rsi_strategy.py b/services/strategy-engine/strategies/rsi_strategy.py
index 0646d8c..2df080d 100644
--- a/services/strategy-engine/strategies/rsi_strategy.py
+++ b/services/strategy-engine/strategies/rsi_strategy.py
@@ -3,7 +3,7 @@ from decimal import Decimal
 
 import pandas as pd
 
-from shared.models import Candle, Signal, OrderSide
+from shared.models import Candle, OrderSide, Signal
 from strategies.base import BaseStrategy
 
 
diff --git a/services/strategy-engine/strategies/volume_profile_strategy.py b/services/strategy-engine/strategies/volume_profile_strategy.py
index ef2ae14..67b5c23 100644
--- a/services/strategy-engine/strategies/volume_profile_strategy.py
+++ b/services/strategy-engine/strategies/volume_profile_strategy.py
@@ -3,7 +3,7 @@ from decimal import Decimal
 
 import numpy as np
 
-from shared.models import Candle, Signal, OrderSide
+from shared.models import Candle, OrderSide, Signal
 from strategies.base import BaseStrategy
 
 
@@ -137,7 +137,7 @@ class VolumeProfileStrategy(BaseStrategy):
         if result is None:
             return None
 
-        poc, va_low, va_high, hvn_levels, lvn_levels = result
+        poc, va_low, va_high, hvn_levels, _lvn_levels = result
 
         if close < va_low:
             self._was_below_va = True
diff --git a/services/strategy-engine/strategies/vwap_strategy.py b/services/strategy-engine/strategies/vwap_strategy.py
index d64950e..4ee4952 100644
--- a/services/strategy-engine/strategies/vwap_strategy.py
+++ b/services/strategy-engine/strategies/vwap_strategy.py
@@ -1,7 +1,7 @@
 from collections import deque
 from decimal import Decimal
 
-from shared.models import Candle, Signal, OrderSide
+from shared.models import Candle, OrderSide, Signal
 from strategies.base import BaseStrategy
 
 
@@ -107,7 +107,7 @@ class VwapStrategy(BaseStrategy):
         # Standard deviation of (TP - VWAP) for bands
         std_dev = 0.0
         if len(self._tp_values) >= 2:
-            diffs = [tp - v for tp, v in zip(self._tp_values, self._vwap_values)]
+            diffs = [tp - v for tp, v in zip(self._tp_values, self._vwap_values, strict=True)]
             mean_diff = sum(diffs) / len(diffs)
             variance = sum((d - mean_diff) ** 2 for d in diffs) / len(diffs)
             std_dev = variance**0.5
diff --git a/services/strategy-engine/tests/test_base_filters.py b/services/strategy-engine/tests/test_base_filters.py
index ae9ca05..66adec7 100644
--- a/services/strategy-engine/tests/test_base_filters.py
+++ b/services/strategy-engine/tests/test_base_filters.py
@@ -5,12 +5,13 @@ from pathlib import Path
 
 sys.path.insert(0, str(Path(__file__).resolve().parents[1]))
 
+from datetime import UTC, datetime
 from decimal import Decimal
-from datetime import datetime, timezone
 
-from shared.models import Candle, Signal, OrderSide
 from strategies.base import BaseStrategy
 
+from shared.models import Candle, OrderSide, Signal
+
 
 class DummyStrategy(BaseStrategy):
     name = "dummy"
@@ -45,7 +46,7 @@ def _candle(price=100.0, volume=10.0, high=None, low=None):
     return Candle(
         symbol="AAPL",
         timeframe="1h",
-        open_time=datetime(2025, 1, 1, tzinfo=timezone.utc),
+        open_time=datetime(2025, 1, 1, tzinfo=UTC),
         open=Decimal(str(price)),
         high=Decimal(str(h)),
         low=Decimal(str(lo)),
diff --git a/services/strategy-engine/tests/test_bollinger_strategy.py b/services/strategy-engine/tests/test_bollinger_strategy.py
index 8261377..70ec66e 100644
--- a/services/strategy-engine/tests/test_bollinger_strategy.py
+++ b/services/strategy-engine/tests/test_bollinger_strategy.py
@@ -1,18 +1,18 @@
 """Tests for the Bollinger Bands strategy."""
 
-from datetime import datetime, timezone
+from datetime import UTC, datetime
 from decimal import Decimal
 
+from strategies.bollinger_strategy import BollingerStrategy
 
 from shared.models import Candle, OrderSide
-from strategies.bollinger_strategy import BollingerStrategy
 
 
 def make_candle(close: float) -> Candle:
     return Candle(
         symbol="AAPL",
         timeframe="1m",
-        open_time=datetime(2024, 1, 1, tzinfo=timezone.utc),
+        open_time=datetime(2024, 1, 1, tzinfo=UTC),
         open=Decimal(str(close)),
         high=Decimal(str(close)),
         low=Decimal(str(close)),
diff --git a/services/strategy-engine/tests/test_combined_strategy.py b/services/strategy-engine/tests/test_combined_strategy.py
index 8a4dc74..6a15250 100644
--- a/services/strategy-engine/tests/test_combined_strategy.py
+++ b/services/strategy-engine/tests/test_combined_strategy.py
@@ -5,13 +5,14 @@ from pathlib import Path
 
 sys.path.insert(0, str(Path(__file__).resolve().parents[1]))
 
+from datetime import UTC, datetime
 from decimal import Decimal
-from datetime import datetime, timezone
-import pytest
 
-from shared.models import Candle, Signal, OrderSide
-from strategies.combined_strategy import CombinedStrategy
+import pytest
 from strategies.base import BaseStrategy
+from strategies.combined_strategy import CombinedStrategy
+
+from shared.models import Candle, OrderSide, Signal
 
 
 class AlwaysBuyStrategy(BaseStrategy):
@@ -74,7 +75,7 @@ def _candle(price=100.0):
     return Candle(
         symbol="AAPL",
         timeframe="1m",
-        open_time=datetime(2025, 1, 1, tzinfo=timezone.utc),
+        open_time=datetime(2025, 1, 1, tzinfo=UTC),
         open=Decimal(str(price)),
         high=Decimal(str(price + 10)),
         low=Decimal(str(price - 10)),
diff --git a/services/strategy-engine/tests/test_ema_crossover_strategy.py b/services/strategy-engine/tests/test_ema_crossover_strategy.py
index 7028eb0..af2b587 100644
--- a/services/strategy-engine/tests/test_ema_crossover_strategy.py
+++ b/services/strategy-engine/tests/test_ema_crossover_strategy.py
@@ -1,18 +1,18 @@
 """Tests for the EMA Crossover strategy."""
 
-from datetime import datetime, timezone
+from datetime import UTC, datetime
 from decimal import Decimal
 
+from strategies.ema_crossover_strategy import EmaCrossoverStrategy
 
 from shared.models import Candle, OrderSide
-from strategies.ema_crossover_strategy import EmaCrossoverStrategy
 
 
 def make_candle(close: float) -> Candle:
     return Candle(
         symbol="AAPL",
         timeframe="1m",
-        open_time=datetime(2024, 1, 1, tzinfo=timezone.utc),
+        open_time=datetime(2024, 1, 1, tzinfo=UTC),
         open=Decimal(str(close)),
         high=Decimal(str(close)),
         low=Decimal(str(close)),
diff --git a/services/strategy-engine/tests/test_engine.py b/services/strategy-engine/tests/test_engine.py
index 2623027..fa888b5 100644
--- a/services/strategy-engine/tests/test_engine.py
+++ b/services/strategy-engine/tests/test_engine.py
@@ -1,21 +1,21 @@
 """Tests for the StrategyEngine."""
 
-from datetime import datetime, timezone
+from datetime import UTC, datetime
 from decimal import Decimal
 from unittest.mock import AsyncMock, MagicMock
 
 import pytest
+from strategy_engine.engine import StrategyEngine
 
-from shared.models import Candle, Signal, OrderSide
 from shared.events import CandleEvent
-from strategy_engine.engine import StrategyEngine
+from shared.models import Candle, OrderSide, Signal
 
 
 def make_candle_event() -> dict:
     candle = Candle(
         symbol="AAPL",
         timeframe="1m",
-        open_time=datetime(2024, 1, 1, tzinfo=timezone.utc),
+        open_time=datetime(2024, 1, 1, tzinfo=UTC),
         open=Decimal("50000"),
         high=Decimal("50100"),
         low=Decimal("49900"),
diff --git a/services/strategy-engine/tests/test_grid_strategy.py b/services/strategy-engine/tests/test_grid_strategy.py
index 878b900..f697012 100644
--- a/services/strategy-engine/tests/test_grid_strategy.py
+++ b/services/strategy-engine/tests/test_grid_strategy.py
@@ -1,18 +1,18 @@
 """Tests for the Grid strategy."""
 
-from datetime import datetime, timezone
+from datetime import UTC, datetime
 from decimal import Decimal
 
+from strategies.grid_strategy import GridStrategy
 
 from shared.models import Candle, OrderSide
-from strategies.grid_strategy import GridStrategy
 
 
 def make_candle(close: float) -> Candle:
     return Candle(
         symbol="AAPL",
         timeframe="1m",
-        open_time=datetime(2024, 1, 1, tzinfo=timezone.utc),
+        open_time=datetime(2024, 1, 1, tzinfo=UTC),
         open=Decimal(str(close)),
         high=Decimal(str(close)),
         low=Decimal(str(close)),
diff --git a/services/strategy-engine/tests/test_indicators.py b/services/strategy-engine/tests/test_indicators.py
index 481569b..3147fc4 100644
--- a/services/strategy-engine/tests/test_indicators.py
+++ b/services/strategy-engine/tests/test_indicators.py
@@ -5,14 +5,13 @@ from pathlib import Path
 
 sys.path.insert(0, str(Path(__file__).resolve().parents[1]))
 
-import pandas as pd
 import numpy as np
+import pandas as pd
 import pytest
-
-from strategies.indicators.trend import sma, ema, macd, adx
-from strategies.indicators.volatility import atr, bollinger_bands
 from strategies.indicators.momentum import rsi, stochastic
-from strategies.indicators.volume import volume_sma, volume_ratio, obv
+from strategies.indicators.trend import adx, ema, macd, sma
+from strategies.indicators.volatility import atr, bollinger_bands
+from strategies.indicators.volume import obv, volume_ratio, volume_sma
 
 
 class TestTrend:
diff --git a/services/strategy-engine/tests/test_macd_strategy.py b/services/strategy-engine/tests/test_macd_strategy.py
index 556fd4c..7fac16f 100644
--- a/services/strategy-engine/tests/test_macd_strategy.py
+++ b/services/strategy-engine/tests/test_macd_strategy.py
@@ -1,18 +1,18 @@
 """Tests for the MACD strategy."""
 
-from datetime import datetime, timezone
+from datetime import UTC, datetime
 from decimal import Decimal
 
+from strategies.macd_strategy import MacdStrategy
 
 from shared.models import Candle, OrderSide
-from strategies.macd_strategy import MacdStrategy
 
 
 def _candle(price: float) -> Candle:
     return Candle(
         symbol="AAPL",
         timeframe="1m",
-        open_time=datetime(2024, 1, 1, tzinfo=timezone.utc),
+        open_time=datetime(2024, 1, 1, tzinfo=UTC),
         open=Decimal(str(price)),
         high=Decimal(str(price)),
         low=Decimal(str(price)),
diff --git a/services/strategy-engine/tests/test_moc_strategy.py b/services/strategy-engine/tests/test_moc_strategy.py
index 1928a28..076e846 100644
--- a/services/strategy-engine/tests/test_moc_strategy.py
+++ b/services/strategy-engine/tests/test_moc_strategy.py
@@ -5,19 +5,20 @@ from pathlib import Path
 
 sys.path.insert(0, str(Path(__file__).resolve().parents[1]))
 
-from datetime import datetime, timezone
+from datetime import UTC, datetime
 from decimal import Decimal
 
-from shared.models import Candle, OrderSide
 from strategies.moc_strategy import MocStrategy
 
+from shared.models import Candle, OrderSide
+
 
 def _candle(price, hour=20, minute=0, volume=100.0, day=1, open_price=None):
     op = open_price if open_price is not None else price - 1  # Default: bullish
     return Candle(
         symbol="AAPL",
         timeframe="5Min",
-        open_time=datetime(2025, 1, day, hour, minute, tzinfo=timezone.utc),
+        open_time=datetime(2025, 1, day, hour, minute, tzinfo=UTC),
         open=Decimal(str(op)),
         high=Decimal(str(price + 1)),
         low=Decimal(str(min(op, price) - 1)),
diff --git a/services/strategy-engine/tests/test_multi_symbol.py b/services/strategy-engine/tests/test_multi_symbol.py
index 671a9d3..922bfc2 100644
--- a/services/strategy-engine/tests/test_multi_symbol.py
+++ b/services/strategy-engine/tests/test_multi_symbol.py
@@ -9,11 +9,13 @@ import pytest
 sys.path.insert(0, str(Path(__file__).resolve().parents[1] / "src"))
 sys.path.insert(0, str(Path(__file__).resolve().parents[1]))
 
+from datetime import UTC, datetime
+from decimal import Decimal
+
 from strategy_engine.engine import StrategyEngine
+
 from shared.events import CandleEvent
 from shared.models import Candle
-from decimal import Decimal
-from datetime import datetime, timezone
 
 
 @pytest.mark.asyncio
@@ -24,7 +26,7 @@ async def test_engine_processes_multiple_streams():
     candle_btc = Candle(
         symbol="AAPL",
         timeframe="1m",
-        open_time=datetime(2025, 1, 1, tzinfo=timezone.utc),
+        open_time=datetime(2025, 1, 1, tzinfo=UTC),
         open=Decimal("50000"),
         high=Decimal("51000"),
         low=Decimal("49000"),
@@ -34,7 +36,7 @@ async def test_engine_processes_multiple_streams():
     candle_eth = Candle(
         symbol="MSFT",
         timeframe="1m",
-        open_time=datetime(2025, 1, 1, tzinfo=timezone.utc),
+        open_time=datetime(2025, 1, 1, tzinfo=UTC),
         open=Decimal("3000"),
         high=Decimal("3100"),
         low=Decimal("2900"),
diff --git a/services/strategy-engine/tests/test_plugin_loader.py b/services/strategy-engine/tests/test_plugin_loader.py
index 5191fc3..7bd450f 100644
--- a/services/strategy-engine/tests/test_plugin_loader.py
+++ b/services/strategy-engine/tests/test_plugin_loader.py
@@ -2,10 +2,8 @@
 
 from pathlib import Path
 
-
 from strategy_engine.plugin_loader import load_strategies
 
-
 STRATEGIES_DIR = Path(__file__).parent.parent / "strategies"
 
 
diff --git a/services/strategy-engine/tests/test_rsi_strategy.py b/services/strategy-engine/tests/test_rsi_strategy.py
index 6d31fd5..6c74f0b 100644
--- a/services/strategy-engine/tests/test_rsi_strategy.py
+++ b/services/strategy-engine/tests/test_rsi_strategy.py
@@ -1,18 +1,18 @@
 """Tests for the RSI strategy."""
 
-from datetime import datetime, timezone
+from datetime import UTC, datetime
 from decimal import Decimal
 
+from strategies.rsi_strategy import RsiStrategy
 
 from shared.models import Candle, OrderSide
-from strategies.rsi_strategy import RsiStrategy
 
 
 def make_candle(close: float, idx: int = 0) -> Candle:
     return Candle(
         symbol="AAPL",
         timeframe="1m",
-        open_time=datetime(2024, 1, 1, tzinfo=timezone.utc),
+        open_time=datetime(2024, 1, 1, tzinfo=UTC),
         open=Decimal(str(close)),
         high=Decimal(str(close)),
         low=Decimal(str(close)),
diff --git a/services/strategy-engine/tests/test_stock_selector.py b/services/strategy-engine/tests/test_stock_selector.py
index fa15f66..76b8541 100644
--- a/services/strategy-engine/tests/test_stock_selector.py
+++ b/services/strategy-engine/tests/test_stock_selector.py
@@ -1,8 +1,7 @@
 """Tests for stock selector engine."""
 
+from datetime import UTC, datetime
 from unittest.mock import AsyncMock, MagicMock
-from datetime import datetime, timezone
-
 
 from strategy_engine.stock_selector import (
     SentimentCandidateSource,
@@ -101,7 +100,7 @@ async def test_selector_blocks_on_risk_off():
             "vix": 35.0,
             "fed_stance": "neutral",
             "market_regime": "risk_off",
-            "updated_at": datetime.now(timezone.utc),
+            "updated_at": datetime.now(UTC),
         }
     )
 
diff --git a/services/strategy-engine/tests/test_strategy_validation.py b/services/strategy-engine/tests/test_strategy_validation.py
index debab1f..0d9607a 100644
--- a/services/strategy-engine/tests/test_strategy_validation.py
+++ b/services/strategy-engine/tests/test_strategy_validation.py
@@ -1,13 +1,11 @@
 import pytest
-
-from strategies.rsi_strategy import RsiStrategy
-from strategies.macd_strategy import MacdStrategy
 from strategies.bollinger_strategy import BollingerStrategy
 from strategies.ema_crossover_strategy import EmaCrossoverStrategy
 from strategies.grid_strategy import GridStrategy
-from strategies.vwap_strategy import VwapStrategy
+from strategies.macd_strategy import MacdStrategy
+from strategies.rsi_strategy import RsiStrategy
 from strategies.volume_profile_strategy import VolumeProfileStrategy
-
+from strategies.vwap_strategy import VwapStrategy
 
 # ── RSI ──────────────────────────────────────────────────────────────────
 
diff --git a/services/strategy-engine/tests/test_volume_profile_strategy.py b/services/strategy-engine/tests/test_volume_profile_strategy.py
index 65ee2e8..f47898c 100644
--- a/services/strategy-engine/tests/test_volume_profile_strategy.py
+++ b/services/strategy-engine/tests/test_volume_profile_strategy.py
@@ -1,18 +1,18 @@
 """Tests for the Volume Profile strategy."""
 
-from datetime import datetime, timezone
+from datetime import UTC, datetime
 from decimal import Decimal
 
+from strategies.volume_profile_strategy import VolumeProfileStrategy
 
 from shared.models import Candle, OrderSide
-from strategies.volume_profile_strategy import VolumeProfileStrategy
 
 
 def make_candle(close: float, volume: float = 1.0) -> Candle:
     return Candle(
         symbol="AAPL",
         timeframe="1m",
-        open_time=datetime(2024, 1, 1, tzinfo=timezone.utc),
+        open_time=datetime(2024, 1, 1, tzinfo=UTC),
         open=Decimal(str(close)),
         high=Decimal(str(close)),
         low=Decimal(str(close)),
@@ -134,13 +134,10 @@ def test_volume_profile_hvn_detection():
 
     # Create a profile with very high volume at price ~100 and low volume elsewhere
     # Prices range from 90 to 110, heavy volume concentrated at 100
-    candles_data = []
     # Low volume at extremes
-    for p in [90, 91, 92, 109, 110]:
-        candles_data.append((p, 1.0))
+    candles_data = [(p, 1.0) for p in [90, 91, 92, 109, 110]]
     # Very high volume around 100
-    for _ in range(15):
-        candles_data.append((100, 100.0))
+    candles_data.extend((100, 100.0) for _ in range(15))
 
     for price, vol in candles_data:
         strategy.on_candle(make_candle(price, vol))
@@ -148,7 +145,7 @@ def test_volume_profile_hvn_detection():
     # Access the internal method to verify HVN detection
     result = strategy._compute_value_area()
     assert result is not None
-    poc, va_low, va_high, hvn_levels, lvn_levels = result
+    _poc, _va_low, _va_high, hvn_levels, _lvn_levels = result
 
     # The bin containing price ~100 should have very high volume -> HVN
     assert len(hvn_levels) > 0
diff --git a/services/strategy-engine/tests/test_vwap_strategy.py b/services/strategy-engine/tests/test_vwap_strategy.py
index 2c34b01..078d0cf 100644
--- a/services/strategy-engine/tests/test_vwap_strategy.py
+++ b/services/strategy-engine/tests/test_vwap_strategy.py
@@ -1,11 +1,11 @@
 """Tests for the VWAP strategy."""
 
-from datetime import datetime, timezone
+from datetime import UTC, datetime
 from decimal import Decimal
 
+from strategies.vwap_strategy import VwapStrategy
 
 from shared.models import Candle, OrderSide
-from strategies.vwap_strategy import VwapStrategy
 
 
 def make_candle(
@@ -20,7 +20,7 @@ def make_candle(
     if low is None:
         low = close
     if open_time is None:
-        open_time = datetime(2024, 1, 1, tzinfo=timezone.utc)
+        open_time = datetime(2024, 1, 1, tzinfo=UTC)
     return Candle(
         symbol="AAPL",
         timeframe="1m",
@@ -111,11 +111,11 @@ def test_vwap_daily_reset():
     """Candles from two different dates cause VWAP to reset."""
     strategy = _configured_strategy()
 
-    day1 = datetime(2024, 1, 1, tzinfo=timezone.utc)
-    day2 = datetime(2024, 1, 2, tzinfo=timezone.utc)
+    day1 = datetime(2024, 1, 1, tzinfo=UTC)
+    day2 = datetime(2024, 1, 2, tzinfo=UTC)
 
     # Feed 35 candles on day 1 to build VWAP state
-    for i in range(35):
+    for _i in range(35):
         strategy.on_candle(make_candle(100.0, high=101.0, low=99.0, open_time=day1))
 
     # Verify state is built up