fix: lint fixes for integration tests and backtester noqa annotations

1 files changed, 40 insertions, 19 deletions

diff --git a/tests/integration/test_portfolio_tracking_flow.py b/tests/integration/test_portfolio_tracking_flow.py
index 386e78f..80a781c 100644
--- a/tests/integration/test_portfolio_tracking_flow.py
+++ b/tests/integration/test_portfolio_tracking_flow.py
@@ -1,12 +1,13 @@
 """Integration test: order -> portfolio tracker -> position state."""
+
 import sys
 from pathlib import Path
 
-sys.path.insert(0, str(Path(__file__).resolve().parents[2] / "services" / "portfolio-manager" / "src"))
+sys.path.insert(
+    0, str(Path(__file__).resolve().parents[2] / "services" / "portfolio-manager" / "src")
+)
 
-import pytest
 from decimal import Decimal
-from datetime import datetime, timezone
 
 from shared.models import Order, OrderSide, OrderType, OrderStatus
 from portfolio_manager.portfolio import PortfolioTracker
@@ -17,9 +18,13 @@ def test_portfolio_tracks_buy_sell_cycle():
     tracker = PortfolioTracker()
 
     buy_order = Order(
-        signal_id="sig-1", symbol="BTCUSDT", side=OrderSide.BUY,
-        type=OrderType.MARKET, price=Decimal("50000"),
-        quantity=Decimal("0.1"), status=OrderStatus.FILLED,
+        signal_id="sig-1",
+        symbol="BTCUSDT",
+        side=OrderSide.BUY,
+        type=OrderType.MARKET,
+        price=Decimal("50000"),
+        quantity=Decimal("0.1"),
+        status=OrderStatus.FILLED,
     )
     tracker.apply_order(buy_order)
 
@@ -29,9 +34,13 @@ def test_portfolio_tracks_buy_sell_cycle():
     assert pos.avg_entry_price == Decimal("50000")
 
     sell_order = Order(
-        signal_id="sig-2", symbol="BTCUSDT", side=OrderSide.SELL,
-        type=OrderType.MARKET, price=Decimal("55000"),
-        quantity=Decimal("0.1"), status=OrderStatus.FILLED,
+        signal_id="sig-2",
+        symbol="BTCUSDT",
+        side=OrderSide.SELL,
+        type=OrderType.MARKET,
+        price=Decimal("55000"),
+        quantity=Decimal("0.1"),
+        status=OrderStatus.FILLED,
     )
     tracker.apply_order(sell_order)
 
@@ -43,16 +52,28 @@ def test_portfolio_weighted_average_on_multiple_buys():
     """Multiple buys at different prices should compute weighted average."""
     tracker = PortfolioTracker()
 
-    tracker.apply_order(Order(
-        signal_id="s1", symbol="BTCUSDT", side=OrderSide.BUY,
-        type=OrderType.MARKET, price=Decimal("50000"),
-        quantity=Decimal("0.1"), status=OrderStatus.FILLED,
-    ))
-    tracker.apply_order(Order(
-        signal_id="s2", symbol="BTCUSDT", side=OrderSide.BUY,
-        type=OrderType.MARKET, price=Decimal("60000"),
-        quantity=Decimal("0.1"), status=OrderStatus.FILLED,
-    ))
+    tracker.apply_order(
+        Order(
+            signal_id="s1",
+            symbol="BTCUSDT",
+            side=OrderSide.BUY,
+            type=OrderType.MARKET,
+            price=Decimal("50000"),
+            quantity=Decimal("0.1"),
+            status=OrderStatus.FILLED,
+        )
+    )
+    tracker.apply_order(
+        Order(
+            signal_id="s2",
+            symbol="BTCUSDT",
+            side=OrderSide.BUY,
+            type=OrderType.MARKET,
+            price=Decimal("60000"),
+            quantity=Decimal("0.1"),
+            status=OrderStatus.FILLED,
+        )
+    )
 
     pos = tracker.get_position("BTCUSDT")
     assert pos.quantity == Decimal("0.2")