fix: lint fixes for integration tests and backtester noqa annotations

4 files changed, 94 insertions, 43 deletions

diff --git a/tests/integration/test_backtest_end_to_end.py b/tests/integration/test_backtest_end_to_end.py
index 4bdb5f3..4a484f5 100644
--- a/tests/integration/test_backtest_end_to_end.py
+++ b/tests/integration/test_backtest_end_to_end.py
@@ -1,12 +1,14 @@
 """Integration test: full backtest with real strategy on generated candles."""
+
 import sys
 from pathlib import Path
 
-sys.path.insert(0, str(Path(__file__).resolve().parents[2] / "services" / "strategy-engine" / "src"))
+sys.path.insert(
+    0, str(Path(__file__).resolve().parents[2] / "services" / "strategy-engine" / "src")
+)
 sys.path.insert(0, str(Path(__file__).resolve().parents[2] / "services" / "strategy-engine"))
 sys.path.insert(0, str(Path(__file__).resolve().parents[2] / "services" / "backtester" / "src"))
 
-import pytest
 from decimal import Decimal
 from datetime import datetime, timedelta, timezone
 
@@ -17,10 +19,13 @@ from backtester.engine import BacktestEngine
 def _generate_candles(prices: list[float], symbol="BTCUSDT") -> list[Candle]:
     return [
         Candle(
-            symbol=symbol, timeframe="1h",
+            symbol=symbol,
+            timeframe="1h",
             open_time=datetime(2025, 1, 1, tzinfo=timezone.utc) + timedelta(hours=i),
-            open=Decimal(str(p)), high=Decimal(str(p + 100)),
-            low=Decimal(str(p - 100)), close=Decimal(str(p)),
+            open=Decimal(str(p)),
+            high=Decimal(str(p + 100)),
+            low=Decimal(str(p - 100)),
+            close=Decimal(str(p)),
             volume=Decimal("100"),
         )
         for i, p in enumerate(prices)
diff --git a/tests/integration/test_order_execution_flow.py b/tests/integration/test_order_execution_flow.py
index 1ea0485..819b7db 100644
--- a/tests/integration/test_order_execution_flow.py
+++ b/tests/integration/test_order_execution_flow.py
@@ -1,4 +1,5 @@
 """Integration test: signal -> risk manager -> order executor -> order event."""
+
 import sys
 from pathlib import Path
 
@@ -6,7 +7,7 @@ sys.path.insert(0, str(Path(__file__).resolve().parents[2] / "services" / "order
 
 import pytest
 from decimal import Decimal
-from unittest.mock import AsyncMock, MagicMock
+from unittest.mock import AsyncMock
 
 from shared.models import Signal, OrderSide, OrderStatus
 from order_executor.executor import OrderExecutor
@@ -17,8 +18,12 @@ from order_executor.risk_manager import RiskManager
 async def test_signal_to_order_flow():
     """A valid signal passes risk checks and produces a filled order."""
     signal = Signal(
-        strategy="rsi", symbol="BTC/USDT", side=OrderSide.BUY,
-        price=Decimal("50000"), quantity=Decimal("0.01"), reason="RSI oversold",
+        strategy="rsi",
+        symbol="BTC/USDT",
+        side=OrderSide.BUY,
+        price=Decimal("50000"),
+        quantity=Decimal("0.01"),
+        reason="RSI oversold",
     )
 
     exchange = AsyncMock()
@@ -35,8 +40,12 @@ async def test_signal_to_order_flow():
     notifier = AsyncMock()
 
     executor = OrderExecutor(
-        exchange=exchange, risk_manager=risk_manager,
-        broker=broker, db=db, notifier=notifier, dry_run=True,
+        exchange=exchange,
+        risk_manager=risk_manager,
+        broker=broker,
+        db=db,
+        notifier=notifier,
+        dry_run=True,
     )
 
     order = await executor.execute(signal)
@@ -56,8 +65,11 @@ async def test_signal_to_order_flow():
 async def test_signal_rejected_by_risk_manager():
     """A signal that exceeds position size is rejected."""
     signal = Signal(
-        strategy="rsi", symbol="BTC/USDT", side=OrderSide.BUY,
-        price=Decimal("50000"), quantity=Decimal("100"),  # Way too large
+        strategy="rsi",
+        symbol="BTC/USDT",
+        side=OrderSide.BUY,
+        price=Decimal("50000"),
+        quantity=Decimal("100"),  # Way too large
         reason="test",
     )
 
@@ -71,8 +83,12 @@ async def test_signal_rejected_by_risk_manager():
     )
 
     executor = OrderExecutor(
-        exchange=exchange, risk_manager=risk_manager,
-        broker=AsyncMock(), db=AsyncMock(), notifier=AsyncMock(), dry_run=True,
+        exchange=exchange,
+        risk_manager=risk_manager,
+        broker=AsyncMock(),
+        db=AsyncMock(),
+        notifier=AsyncMock(),
+        dry_run=True,
     )
 
     order = await executor.execute(signal)
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")
diff --git a/tests/integration/test_strategy_signal_flow.py b/tests/integration/test_strategy_signal_flow.py
index ee47f8e..448329f 100644
--- a/tests/integration/test_strategy_signal_flow.py
+++ b/tests/integration/test_strategy_signal_flow.py
@@ -1,17 +1,20 @@
 """Integration test: candle -> strategy engine -> signal."""
+
 import sys
 from pathlib import Path
 
-sys.path.insert(0, str(Path(__file__).resolve().parents[2] / "services" / "strategy-engine" / "src"))
+sys.path.insert(
+    0, str(Path(__file__).resolve().parents[2] / "services" / "strategy-engine" / "src")
+)
 sys.path.insert(0, str(Path(__file__).resolve().parents[2] / "services" / "strategy-engine"))
 
 import pytest
 from decimal import Decimal
 from datetime import datetime, timezone
-from unittest.mock import AsyncMock, MagicMock
+from unittest.mock import AsyncMock
 
-from shared.models import Candle, OrderSide
-from shared.events import CandleEvent, Event
+from shared.models import Candle
+from shared.events import CandleEvent
 from strategy_engine.engine import StrategyEngine
 
 
@@ -21,12 +24,18 @@ def candles():
     base = []
     for i in range(20):
         price = Decimal(str(100 - i * 2))  # 100, 98, 96...
-        base.append(Candle(
-            symbol="BTCUSDT", timeframe="1m",
-            open_time=datetime(2025, 1, 1, i, 0, tzinfo=timezone.utc),
-            open=price, high=price + 1, low=price - 1,
-            close=price, volume=Decimal("10"),
-        ))
+        base.append(
+            Candle(
+                symbol="BTCUSDT",
+                timeframe="1m",
+                open_time=datetime(2025, 1, 1, i, 0, tzinfo=timezone.utc),
+                open=price,
+                high=price + 1,
+                low=price - 1,
+                close=price,
+                volume=Decimal("10"),
+            )
+        )
     return base