diff options
117 files changed, 494 insertions, 492 deletions
diff --git a/cli/src/trading_cli/commands/backtest.py b/cli/src/trading_cli/commands/backtest.py index ad21f8f..c17c61f 100644 --- a/cli/src/trading_cli/commands/backtest.py +++ b/cli/src/trading_cli/commands/backtest.py @@ -35,11 +35,12 @@ def backtest(): def run(strategy, symbol, timeframe, balance, output_format, file_path): """Run a backtest for a strategy.""" try: - from strategy_engine.plugin_loader import load_strategies from backtester.engine import BacktestEngine - from backtester.reporter import format_report, export_csv, export_json - from shared.db import Database + from backtester.reporter import export_csv, export_json, format_report + from strategy_engine.plugin_loader import load_strategies + from shared.config import Settings + from shared.db import Database from shared.models import Candle except ImportError as e: click.echo(f"Error: Could not import required modules: {e}", err=True) @@ -66,20 +67,19 @@ def run(strategy, symbol, timeframe, balance, output_format, file_path): click.echo(f"Error: No candles found for {symbol} {timeframe}", err=True) sys.exit(1) - candles = [] - for row in reversed(candle_rows): # get_candles returns DESC, we need ASC - candles.append( - Candle( - symbol=row["symbol"], - timeframe=row["timeframe"], - open_time=row["open_time"], - open=row["open"], - high=row["high"], - low=row["low"], - close=row["close"], - volume=row["volume"], - ) + candles = [ + Candle( + symbol=row["symbol"], + timeframe=row["timeframe"], + open_time=row["open_time"], + open=row["open"], + high=row["high"], + low=row["low"], + close=row["close"], + volume=row["volume"], ) + for row in reversed(candle_rows) # get_candles returns DESC, we need ASC + ] engine = BacktestEngine(strat, Decimal(str(balance))) result = engine.run(candles) @@ -111,10 +111,11 @@ def run(strategy, symbol, timeframe, balance, output_format, file_path): def walk_forward(strategy, symbol, timeframe, balance, windows): """Run walk-forward analysis to detect overfitting.""" try: - from strategy_engine.plugin_loader import load_strategies from backtester.walk_forward import WalkForwardEngine - from shared.db import Database + from strategy_engine.plugin_loader import load_strategies + from shared.config import Settings + from shared.db import Database from shared.models import Candle except ImportError as e: click.echo(f"Error: Could not import required modules: {e}", err=True) diff --git a/cli/src/trading_cli/commands/data.py b/cli/src/trading_cli/commands/data.py index 8797564..64639cf 100644 --- a/cli/src/trading_cli/commands/data.py +++ b/cli/src/trading_cli/commands/data.py @@ -1,5 +1,6 @@ import asyncio import sys +from datetime import UTC from pathlib import Path import click @@ -39,14 +40,14 @@ def history(symbol, timeframe, since, limit): """Download historical stock market data for a symbol.""" try: from shared.alpaca_client import AlpacaClient - from shared.db import Database from shared.config import Settings + from shared.db import Database except ImportError as e: click.echo(f"Error: Could not import required modules: {e}", err=True) sys.exit(1) async def _fetch(): - from datetime import datetime, timezone + from datetime import datetime settings = Settings() db = Database(settings.database_url.get_secret_value()) @@ -55,7 +56,7 @@ def history(symbol, timeframe, since, limit): start = None if since: try: - start = datetime.fromisoformat(since).replace(tzinfo=timezone.utc) + start = datetime.fromisoformat(since).replace(tzinfo=UTC) except ValueError: click.echo( f"Error: Invalid date format '{since}'. Use ISO format (e.g. 2024-01-01).", @@ -97,10 +98,11 @@ def history(symbol, timeframe, since, limit): def list_(): """List available data streams and symbols.""" try: - from shared.db import Database + from sqlalchemy import func, select + from shared.config import Settings + from shared.db import Database from shared.sa_models import CandleRow - from sqlalchemy import select, func except ImportError as e: click.echo(f"Error: Could not import required modules: {e}", err=True) sys.exit(1) diff --git a/cli/src/trading_cli/commands/portfolio.py b/cli/src/trading_cli/commands/portfolio.py index 4f49894..fd3ebd6 100644 --- a/cli/src/trading_cli/commands/portfolio.py +++ b/cli/src/trading_cli/commands/portfolio.py @@ -1,6 +1,6 @@ import asyncio import sys -from datetime import datetime, timedelta, timezone +from datetime import UTC, datetime, timedelta import click from rich.console import Console @@ -17,10 +17,11 @@ def portfolio(): def show(): """Show the current portfolio holdings and balances.""" try: - from shared.db import Database + from sqlalchemy import select + from shared.config import Settings + from shared.db import Database from shared.sa_models import PositionRow - from sqlalchemy import select except ImportError as e: click.echo(f"Error: Could not import required modules: {e}", err=True) sys.exit(1) @@ -71,10 +72,11 @@ def show(): def history(days): """Show PnL history for the portfolio.""" try: - from shared.db import Database + from sqlalchemy import select + from shared.config import Settings + from shared.db import Database from shared.sa_models import PortfolioSnapshotRow - from sqlalchemy import select except ImportError as e: click.echo(f"Error: Could not import required modules: {e}", err=True) sys.exit(1) @@ -84,7 +86,7 @@ def history(days): db = Database(settings.database_url.get_secret_value()) await db.connect() try: - since = datetime.now(timezone.utc) - timedelta(days=days) + since = datetime.now(UTC) - timedelta(days=days) stmt = ( select(PortfolioSnapshotRow) .where(PortfolioSnapshotRow.snapshot_at >= since) diff --git a/cli/src/trading_cli/commands/service.py b/cli/src/trading_cli/commands/service.py index d01eaae..6d02f14 100644 --- a/cli/src/trading_cli/commands/service.py +++ b/cli/src/trading_cli/commands/service.py @@ -1,4 +1,5 @@ import subprocess + import click diff --git a/cli/src/trading_cli/main.py b/cli/src/trading_cli/main.py index 1129bdd..0ed2307 100644 --- a/cli/src/trading_cli/main.py +++ b/cli/src/trading_cli/main.py @@ -1,10 +1,11 @@ import click -from trading_cli.commands.data import data -from trading_cli.commands.trade import trade + from trading_cli.commands.backtest import backtest +from trading_cli.commands.data import data from trading_cli.commands.portfolio import portfolio -from trading_cli.commands.strategy import strategy from trading_cli.commands.service import service +from trading_cli.commands.strategy import strategy +from trading_cli.commands.trade import trade @click.group() diff --git a/cli/tests/test_cli_strategy.py b/cli/tests/test_cli_strategy.py index cf3057b..75ba4df 100644 --- a/cli/tests/test_cli_strategy.py +++ b/cli/tests/test_cli_strategy.py @@ -1,6 +1,7 @@ """Tests for strategy CLI commands.""" -from unittest.mock import patch, MagicMock +from unittest.mock import MagicMock, patch + from click.testing import CliRunner from trading_cli.main import cli diff --git a/scripts/backtest_moc.py b/scripts/backtest_moc.py index 92b426b..9307668 100755 --- a/scripts/backtest_moc.py +++ b/scripts/backtest_moc.py @@ -4,11 +4,11 @@ Usage: python scripts/backtest_moc.py """ -import sys import random -from pathlib import Path +import sys +from datetime import UTC, datetime, timedelta from decimal import Decimal -from datetime import datetime, timedelta, timezone +from pathlib import Path ROOT = Path(__file__).resolve().parents[1] sys.path.insert(0, str(ROOT / "services" / "strategy-engine" / "src")) @@ -16,10 +16,11 @@ sys.path.insert(0, str(ROOT / "services" / "strategy-engine")) sys.path.insert(0, str(ROOT / "services" / "backtester" / "src")) sys.path.insert(0, str(ROOT / "shared" / "src")) -from shared.models import Candle # noqa: E402 from backtester.engine import BacktestEngine # noqa: E402 from strategies.moc_strategy import MocStrategy # noqa: E402 +from shared.models import Candle # noqa: E402 + def generate_stock_candles( symbol: str = "AAPL", @@ -38,7 +39,7 @@ def generate_stock_candles( """ candles = [] price = base_price - start_date = datetime(2025, 1, 2, tzinfo=timezone.utc) # Start on a Thursday + start_date = datetime(2025, 1, 2, tzinfo=UTC) # Start on a Thursday trading_day = 0 current_date = start_date @@ -136,27 +137,26 @@ def main(): ] # Parameter grid - param_sets = [] - for rsi_min in [25, 30, 35]: - for rsi_max in [55, 60, 65]: - for sl in [1.5, 2.0, 3.0]: - for ema in [10, 20]: - param_sets.append( - { - "quantity_pct": 0.2, - "stop_loss_pct": sl, - "rsi_min": rsi_min, - "rsi_max": rsi_max, - "ema_period": ema, - "volume_avg_period": 20, - "min_volume_ratio": 0.8, - "buy_start_utc": 19, - "buy_end_utc": 21, - "sell_start_utc": 14, - "sell_end_utc": 15, - "max_positions": 5, - } - ) + param_sets = [ + { + "quantity_pct": 0.2, + "stop_loss_pct": sl, + "rsi_min": rsi_min, + "rsi_max": rsi_max, + "ema_period": ema, + "volume_avg_period": 20, + "min_volume_ratio": 0.8, + "buy_start_utc": 19, + "buy_end_utc": 21, + "sell_start_utc": 14, + "sell_end_utc": 15, + "max_positions": 5, + } + for rsi_min in [25, 30, 35] + for rsi_max in [55, 60, 65] + for sl in [1.5, 2.0, 3.0] + for ema in [10, 20] + ] print(f"\nParameter combinations: {len(param_sets)}") print(f"Stocks: {[s[0] for s in stocks]}") @@ -234,7 +234,7 @@ def main(): print("\n" + "=" * 60) print("WORST 3 PARAMETER SETS") print("=" * 60) - for _rank, (params, profit, trades, sharpe, _) in enumerate(param_results[-3:], 1): + for _rank, (params, profit, _trades, sharpe, _) in enumerate(param_results[-3:], 1): print( f" RSI({params['rsi_min']}-{params['rsi_max']})," f" SL={params['stop_loss_pct']}%, EMA={params['ema_period']}" diff --git a/scripts/stock_screener.py b/scripts/stock_screener.py index 7a5c0ba..7552aa3 100755 --- a/scripts/stock_screener.py +++ b/scripts/stock_screener.py @@ -16,7 +16,7 @@ import asyncio import json import os import sys -from datetime import datetime, timezone +from datetime import UTC, datetime from pathlib import Path ROOT = Path(__file__).resolve().parents[1] @@ -195,7 +195,7 @@ async def main_async(top_n: int = 5, universe: list[str] | None = None): print("=" * 60) print("Daily Stock Screener — MOC Strategy") - print(f"Date: {datetime.now(timezone.utc).strftime('%Y-%m-%d %H:%M UTC')}") + print(f"Date: {datetime.now(UTC).strftime('%Y-%m-%d %H:%M UTC')}") print(f"Universe: {len(symbols)} stocks") print("=" * 60) 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 diff --git a/shared/alembic/versions/001_initial_schema.py b/shared/alembic/versions/001_initial_schema.py index 2bdaafc..7b744ee 100644 --- a/shared/alembic/versions/001_initial_schema.py +++ b/shared/alembic/versions/001_initial_schema.py @@ -5,16 +5,16 @@ Revises: Create Date: 2026-04-01 """ -from typing import Sequence, Union +from collections.abc import Sequence -from alembic import op import sqlalchemy as sa +from alembic import op # revision identifiers, used by Alembic. revision: str = "001" -down_revision: Union[str, None] = None -branch_labels: Union[str, Sequence[str], None] = None -depends_on: Union[str, Sequence[str], None] = None +down_revision: str | None = None +branch_labels: str | Sequence[str] | None = None +depends_on: str | Sequence[str] | None = None def upgrade() -> None: diff --git a/shared/alembic/versions/002_news_sentiment_tables.py b/shared/alembic/versions/002_news_sentiment_tables.py index 402ff87..d85a634 100644 --- a/shared/alembic/versions/002_news_sentiment_tables.py +++ b/shared/alembic/versions/002_news_sentiment_tables.py @@ -5,15 +5,15 @@ Revises: 001 Create Date: 2026-04-02 """ -from typing import Sequence, Union +from collections.abc import Sequence -from alembic import op import sqlalchemy as sa +from alembic import op revision: str = "002" -down_revision: Union[str, None] = "001" -branch_labels: Union[str, Sequence[str], None] = None -depends_on: Union[str, Sequence[str], None] = None +down_revision: str | None = "001" +branch_labels: str | Sequence[str] | None = None +depends_on: str | Sequence[str] | None = None def upgrade() -> None: diff --git a/shared/alembic/versions/003_add_missing_indexes.py b/shared/alembic/versions/003_add_missing_indexes.py index ff08789..7a252d4 100644 --- a/shared/alembic/versions/003_add_missing_indexes.py +++ b/shared/alembic/versions/003_add_missing_indexes.py @@ -5,14 +5,14 @@ Revises: 002 Create Date: 2026-04-02 """ -from typing import Sequence, Union +from collections.abc import Sequence from alembic import op revision: str = "003" -down_revision: Union[str, None] = "002" -branch_labels: Union[str, Sequence[str], None] = None -depends_on: Union[str, Sequence[str], None] = None +down_revision: str | None = "002" +branch_labels: str | Sequence[str] | None = None +depends_on: str | Sequence[str] | None = None def upgrade() -> None: diff --git a/shared/src/shared/db.py b/shared/src/shared/db.py index e7cad92..a718951 100644 --- a/shared/src/shared/db.py +++ b/shared/src/shared/db.py @@ -3,26 +3,25 @@ import json import uuid from contextlib import asynccontextmanager -from datetime import datetime, date, timedelta, timezone +from datetime import UTC, date, datetime, timedelta from decimal import Decimal -from typing import Optional from sqlalchemy import select, update -from sqlalchemy.ext.asyncio import AsyncSession, create_async_engine, async_sessionmaker +from sqlalchemy.ext.asyncio import AsyncSession, async_sessionmaker, create_async_engine -from shared.models import Candle, Signal, Order, OrderStatus, NewsItem -from shared.sentiment_models import SymbolScore, MarketSentiment +from shared.models import Candle, NewsItem, Order, OrderStatus, Signal from shared.sa_models import ( Base, CandleRow, - SignalRow, + MarketSentimentRow, + NewsItemRow, OrderRow, PortfolioSnapshotRow, - NewsItemRow, - SymbolScoreRow, - MarketSentimentRow, + SignalRow, StockSelectionRow, + SymbolScoreRow, ) +from shared.sentiment_models import MarketSentiment, SymbolScore class Database: @@ -149,7 +148,7 @@ class Database: self, order_id: str, status: OrderStatus, - filled_at: Optional[datetime] = None, + filled_at: datetime | None = None, ) -> None: """Update the status (and optionally filled_at) of an order.""" stmt = ( @@ -195,7 +194,7 @@ class Database: total_value=total_value, realized_pnl=realized_pnl, unrealized_pnl=unrealized_pnl, - snapshot_at=datetime.now(timezone.utc), + snapshot_at=datetime.now(UTC), ) session.add(row) await session.commit() @@ -206,7 +205,7 @@ class Database: async def get_portfolio_snapshots(self, days: int = 30) -> list[dict]: """Retrieve recent portfolio snapshots.""" async with self.get_session() as session: - since = datetime.now(timezone.utc) - timedelta(days=days) + since = datetime.now(UTC) - timedelta(days=days) stmt = ( select(PortfolioSnapshotRow) .where(PortfolioSnapshotRow.snapshot_at >= since) @@ -249,7 +248,7 @@ class Database: async def get_recent_news(self, hours: int = 24) -> list[dict]: """Retrieve news items published in the last N hours.""" - since = datetime.now(timezone.utc) - timedelta(hours=hours) + since = datetime.now(UTC) - timedelta(hours=hours) stmt = ( select(NewsItemRow) .where(NewsItemRow.published_at >= since) @@ -367,7 +366,7 @@ class Database: await session.rollback() raise - async def get_latest_market_sentiment(self) -> Optional[dict]: + async def get_latest_market_sentiment(self) -> dict | None: """Retrieve the 'latest' market sentiment row, or None if not found.""" stmt = select(MarketSentimentRow).where(MarketSentimentRow.id == "latest") async with self._session_factory() as session: @@ -409,7 +408,7 @@ class Database: reason=reason, key_news=json.dumps(key_news), sentiment_snapshot=json.dumps(sentiment_snapshot), - created_at=datetime.now(timezone.utc), + created_at=datetime.now(UTC), ) async with self._session_factory() as session: try: diff --git a/shared/src/shared/events.py b/shared/src/shared/events.py index 63f93a2..6f8def1 100644 --- a/shared/src/shared/events.py +++ b/shared/src/shared/events.py @@ -1,14 +1,14 @@ """Event types and serialization for the trading platform.""" -from enum import Enum +from enum import StrEnum from typing import Any from pydantic import BaseModel -from shared.models import Candle, Signal, Order, NewsItem +from shared.models import Candle, NewsItem, Order, Signal -class EventType(str, Enum): +class EventType(StrEnum): CANDLE = "CANDLE" SIGNAL = "SIGNAL" ORDER = "ORDER" diff --git a/shared/src/shared/healthcheck.py b/shared/src/shared/healthcheck.py index 7411e8a..a19705b 100644 --- a/shared/src/shared/healthcheck.py +++ b/shared/src/shared/healthcheck.py @@ -3,10 +3,11 @@ from __future__ import annotations import time -from typing import Any, Callable, Awaitable +from collections.abc import Awaitable, Callable +from typing import Any from aiohttp import web -from prometheus_client import CollectorRegistry, REGISTRY, generate_latest, CONTENT_TYPE_LATEST +from prometheus_client import CONTENT_TYPE_LATEST, REGISTRY, CollectorRegistry, generate_latest class HealthCheckServer: diff --git a/shared/src/shared/metrics.py b/shared/src/shared/metrics.py index cd239f3..6189143 100644 --- a/shared/src/shared/metrics.py +++ b/shared/src/shared/metrics.py @@ -2,7 +2,7 @@ from __future__ import annotations -from prometheus_client import Counter, Gauge, Histogram, CollectorRegistry, REGISTRY +from prometheus_client import REGISTRY, CollectorRegistry, Counter, Gauge, Histogram class ServiceMetrics: diff --git a/shared/src/shared/models.py b/shared/src/shared/models.py index a436c03..f357f9f 100644 --- a/shared/src/shared/models.py +++ b/shared/src/shared/models.py @@ -1,25 +1,24 @@ """Shared Pydantic models for the trading platform.""" import uuid +from datetime import UTC, datetime from decimal import Decimal -from datetime import datetime, timezone -from enum import Enum -from typing import Optional +from enum import StrEnum from pydantic import BaseModel, Field, computed_field -class OrderSide(str, Enum): +class OrderSide(StrEnum): BUY = "BUY" SELL = "SELL" -class OrderType(str, Enum): +class OrderType(StrEnum): MARKET = "MARKET" LIMIT = "LIMIT" -class OrderStatus(str, Enum): +class OrderStatus(StrEnum): PENDING = "PENDING" FILLED = "FILLED" CANCELLED = "CANCELLED" @@ -46,9 +45,9 @@ class Signal(BaseModel): quantity: Decimal reason: str conviction: float = 1.0 # 0.0 to 1.0, signal strength/confidence - stop_loss: Optional[Decimal] = None # Price to exit at loss - take_profit: Optional[Decimal] = None # Price to exit at profit - created_at: datetime = Field(default_factory=lambda: datetime.now(timezone.utc)) + stop_loss: Decimal | None = None # Price to exit at loss + take_profit: Decimal | None = None # Price to exit at profit + created_at: datetime = Field(default_factory=lambda: datetime.now(UTC)) class Order(BaseModel): @@ -60,8 +59,8 @@ class Order(BaseModel): price: Decimal quantity: Decimal status: OrderStatus = OrderStatus.PENDING - created_at: datetime = Field(default_factory=lambda: datetime.now(timezone.utc)) - filled_at: Optional[datetime] = None + created_at: datetime = Field(default_factory=lambda: datetime.now(UTC)) + filled_at: datetime | None = None class Position(BaseModel): @@ -76,7 +75,7 @@ class Position(BaseModel): return self.quantity * (self.current_price - self.avg_entry_price) -class NewsCategory(str, Enum): +class NewsCategory(StrEnum): POLICY = "policy" EARNINGS = "earnings" MACRO = "macro" @@ -89,11 +88,11 @@ class NewsItem(BaseModel): id: str = Field(default_factory=lambda: str(uuid.uuid4())) source: str headline: str - summary: Optional[str] = None - url: Optional[str] = None + summary: str | None = None + url: str | None = None published_at: datetime symbols: list[str] = [] sentiment: float category: NewsCategory raw_data: dict = {} - created_at: datetime = Field(default_factory=lambda: datetime.now(timezone.utc)) + created_at: datetime = Field(default_factory=lambda: datetime.now(UTC)) diff --git a/shared/src/shared/notifier.py b/shared/src/shared/notifier.py index 3d7b6cf..cfc86cd 100644 --- a/shared/src/shared/notifier.py +++ b/shared/src/shared/notifier.py @@ -2,13 +2,13 @@ import asyncio import logging +from collections.abc import Sequence from decimal import Decimal -from typing import Optional, Sequence import aiohttp -from shared.models import Signal, Order, Position -from shared.sentiment_models import SelectedStock, MarketSentiment +from shared.models import Order, Position, Signal +from shared.sentiment_models import MarketSentiment, SelectedStock logger = logging.getLogger(__name__) @@ -23,7 +23,7 @@ class TelegramNotifier: self._bot_token = bot_token self._chat_id = chat_id self._semaphore = asyncio.Semaphore(1) - self._session: Optional[aiohttp.ClientSession] = None + self._session: aiohttp.ClientSession | None = None @property def enabled(self) -> bool: @@ -113,13 +113,13 @@ class TelegramNotifier: "", "<b>Positions:</b>", ] - for pos in positions: - lines.append( - f" {pos.symbol}: qty={pos.quantity} " - f"entry={pos.avg_entry_price} " - f"current={pos.current_price} " - f"pnl={pos.unrealized_pnl}" - ) + lines.extend( + f" {pos.symbol}: qty={pos.quantity} " + f"entry={pos.avg_entry_price} " + f"current={pos.current_price} " + f"pnl={pos.unrealized_pnl}" + for pos in positions + ) if not positions: lines.append(" No open positions") await self.send("\n".join(lines)) diff --git a/shared/src/shared/resilience.py b/shared/src/shared/resilience.py index ef2a1f6..66225d7 100644 --- a/shared/src/shared/resilience.py +++ b/shared/src/shared/resilience.py @@ -11,9 +11,10 @@ import functools import logging import random import time +from collections.abc import Callable from contextlib import asynccontextmanager from enum import StrEnum -from typing import Any, Callable +from typing import Any class _State(StrEnum): @@ -21,6 +22,7 @@ class _State(StrEnum): OPEN = "open" HALF_OPEN = "half_open" + logger = logging.getLogger(__name__) diff --git a/shared/src/shared/sentiment.py b/shared/src/shared/sentiment.py index 5b4b0da..c56da3e 100644 --- a/shared/src/shared/sentiment.py +++ b/shared/src/shared/sentiment.py @@ -1,6 +1,7 @@ """Market sentiment aggregation.""" from datetime import datetime +from typing import ClassVar from shared.sentiment_models import SymbolScore @@ -14,9 +15,9 @@ def _safe_avg(values: list[float]) -> float: class SentimentAggregator: """Aggregates per-news sentiment into per-symbol scores.""" - WEIGHTS = {"news": 0.3, "social": 0.2, "policy": 0.3, "filing": 0.2} + WEIGHTS: ClassVar[dict[str, float]] = {"news": 0.3, "social": 0.2, "policy": 0.3, "filing": 0.2} - CATEGORY_MAP = { + CATEGORY_MAP: ClassVar[dict[str, str]] = { "earnings": "news", "macro": "news", "social": "social", diff --git a/shared/src/shared/sentiment_models.py b/shared/src/shared/sentiment_models.py index a009601..ac06c20 100644 --- a/shared/src/shared/sentiment_models.py +++ b/shared/src/shared/sentiment_models.py @@ -1,7 +1,6 @@ """Sentiment scoring and stock selection models.""" from datetime import datetime -from typing import Optional from pydantic import BaseModel @@ -22,7 +21,7 @@ class SymbolScore(BaseModel): class MarketSentiment(BaseModel): fear_greed: int fear_greed_label: str - vix: Optional[float] = None + vix: float | None = None fed_stance: str market_regime: str updated_at: datetime @@ -39,6 +38,6 @@ class SelectedStock(BaseModel): class Candidate(BaseModel): symbol: str source: str - direction: Optional[OrderSide] = None + direction: OrderSide | None = None score: float reason: str diff --git a/shared/tests/test_alpaca.py b/shared/tests/test_alpaca.py index 080b7c4..55a2b24 100644 --- a/shared/tests/test_alpaca.py +++ b/shared/tests/test_alpaca.py @@ -1,7 +1,9 @@ """Tests for Alpaca API client.""" -import pytest from unittest.mock import AsyncMock, MagicMock + +import pytest + from shared.alpaca import AlpacaClient diff --git a/shared/tests/test_broker.py b/shared/tests/test_broker.py index eb1582d..5636611 100644 --- a/shared/tests/test_broker.py +++ b/shared/tests/test_broker.py @@ -1,10 +1,11 @@ """Tests for the Redis broker.""" -import pytest import json -import redis from unittest.mock import AsyncMock, patch +import pytest +import redis + @pytest.mark.asyncio async def test_broker_publish(): diff --git a/shared/tests/test_db.py b/shared/tests/test_db.py index 439a66e..b44a713 100644 --- a/shared/tests/test_db.py +++ b/shared/tests/test_db.py @@ -1,10 +1,11 @@ """Tests for the SQLAlchemy async database layer.""" -import pytest +from datetime import UTC, datetime from decimal import Decimal -from datetime import datetime, timezone from unittest.mock import AsyncMock, MagicMock, patch +import pytest + def make_candle(): from shared.models import Candle @@ -12,7 +13,7 @@ def make_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("50000"), high=Decimal("51000"), low=Decimal("49500"), @@ -22,7 +23,7 @@ def make_candle(): def make_signal(): - from shared.models import Signal, OrderSide + from shared.models import OrderSide, Signal return Signal( id="sig-1", @@ -32,12 +33,12 @@ def make_signal(): price=Decimal("50000"), quantity=Decimal("0.1"), reason="Golden cross", - created_at=datetime(2024, 1, 1, tzinfo=timezone.utc), + created_at=datetime(2024, 1, 1, tzinfo=UTC), ) def make_order(): - from shared.models import Order, OrderSide, OrderType, OrderStatus + from shared.models import Order, OrderSide, OrderStatus, OrderType return Order( id="ord-1", @@ -48,7 +49,7 @@ def make_order(): price=Decimal("50000"), quantity=Decimal("0.1"), status=OrderStatus.PENDING, - created_at=datetime(2024, 1, 1, tzinfo=timezone.utc), + created_at=datetime(2024, 1, 1, tzinfo=UTC), ) @@ -259,7 +260,7 @@ class TestUpdateOrderStatus: db._session_factory = MagicMock(return_value=mock_session) - filled = datetime(2024, 1, 2, tzinfo=timezone.utc) + filled = datetime(2024, 1, 2, tzinfo=UTC) await db.update_order_status("ord-1", OrderStatus.FILLED, filled) mock_session.execute.assert_awaited_once() @@ -278,7 +279,7 @@ class TestGetCandles: mock_row._mapping = { "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("51000"), "low": Decimal("49500"), @@ -444,7 +445,7 @@ class TestGetPortfolioSnapshots: mock_row.total_value = Decimal("10000") mock_row.realized_pnl = Decimal("0") mock_row.unrealized_pnl = Decimal("500") - mock_row.snapshot_at = datetime(2024, 1, 1, tzinfo=timezone.utc) + mock_row.snapshot_at = datetime(2024, 1, 1, tzinfo=UTC) mock_result = MagicMock() mock_result.scalars.return_value.all.return_value = [mock_row] diff --git a/shared/tests/test_db_news.py b/shared/tests/test_db_news.py index a2c9140..c184bed 100644 --- a/shared/tests/test_db_news.py +++ b/shared/tests/test_db_news.py @@ -1,11 +1,12 @@ """Tests for database news/sentiment methods. Uses in-memory SQLite.""" +from datetime import UTC, date, datetime + import pytest -from datetime import datetime, date, timezone from shared.db import Database -from shared.models import NewsItem, NewsCategory -from shared.sentiment_models import SymbolScore, MarketSentiment +from shared.models import NewsCategory, NewsItem +from shared.sentiment_models import MarketSentiment, SymbolScore @pytest.fixture @@ -20,7 +21,7 @@ async def test_insert_and_get_news_items(db): item = NewsItem( source="finnhub", headline="AAPL earnings beat", - published_at=datetime(2026, 4, 2, 12, 0, tzinfo=timezone.utc), + published_at=datetime(2026, 4, 2, 12, 0, tzinfo=UTC), sentiment=0.8, category=NewsCategory.EARNINGS, symbols=["AAPL"], @@ -40,7 +41,7 @@ async def test_upsert_symbol_score(db): policy_score=0.0, filing_score=0.2, composite=0.3, - updated_at=datetime(2026, 4, 2, tzinfo=timezone.utc), + updated_at=datetime(2026, 4, 2, tzinfo=UTC), ) await db.upsert_symbol_score(score) scores = await db.get_top_symbol_scores(limit=5) @@ -55,7 +56,7 @@ async def test_upsert_market_sentiment(db): vix=18.2, fed_stance="neutral", market_regime="neutral", - updated_at=datetime(2026, 4, 2, tzinfo=timezone.utc), + updated_at=datetime(2026, 4, 2, tzinfo=UTC), ) await db.upsert_market_sentiment(ms) result = await db.get_latest_market_sentiment() diff --git a/shared/tests/test_events.py b/shared/tests/test_events.py index 6077d93..1ccd904 100644 --- a/shared/tests/test_events.py +++ b/shared/tests/test_events.py @@ -1,7 +1,7 @@ """Tests for shared event types.""" +from datetime import UTC, datetime from decimal import Decimal -from datetime import datetime, timezone def make_candle(): @@ -10,7 +10,7 @@ def make_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("50000"), high=Decimal("51000"), low=Decimal("49500"), @@ -20,7 +20,7 @@ def make_candle(): def make_signal(): - from shared.models import Signal, OrderSide + from shared.models import OrderSide, Signal return Signal( strategy="test", @@ -59,7 +59,7 @@ def test_candle_event_deserialize(): def test_signal_event_serialize(): """Test SignalEvent serializes to dict correctly.""" - from shared.events import SignalEvent, EventType + from shared.events import EventType, SignalEvent signal = make_signal() event = SignalEvent(data=signal) @@ -71,7 +71,7 @@ def test_signal_event_serialize(): def test_event_from_dict_dispatch(): """Test Event.from_dict dispatches to correct class.""" - from shared.events import Event, CandleEvent, SignalEvent + from shared.events import CandleEvent, Event, SignalEvent candle = make_candle() event = CandleEvent(data=candle) diff --git a/shared/tests/test_models.py b/shared/tests/test_models.py index 21f9831..40bb791 100644 --- a/shared/tests/test_models.py +++ b/shared/tests/test_models.py @@ -1,8 +1,8 @@ """Tests for shared models and settings.""" import os +from datetime import UTC, datetime from decimal import Decimal -from datetime import datetime, timezone from unittest.mock import patch @@ -28,7 +28,7 @@ def test_candle_creation(): """Test Candle model creation.""" from shared.models import Candle - now = datetime.now(timezone.utc) + now = datetime.now(UTC) candle = Candle( symbol="AAPL", timeframe="1m", @@ -50,7 +50,7 @@ def test_candle_creation(): def test_signal_creation(): """Test Signal model creation.""" - from shared.models import Signal, OrderSide + from shared.models import OrderSide, Signal signal = Signal( strategy="rsi_strategy", @@ -72,9 +72,10 @@ def test_signal_creation(): def test_order_creation(): """Test Order model creation with defaults.""" - from shared.models import Order, OrderSide, OrderType, OrderStatus import uuid + from shared.models import Order, OrderSide, OrderStatus, OrderType + signal_id = str(uuid.uuid4()) order = Order( signal_id=signal_id, @@ -93,7 +94,7 @@ def test_order_creation(): def test_signal_conviction_default(): """Test Signal defaults for conviction, stop_loss, take_profit.""" - from shared.models import Signal, OrderSide + from shared.models import OrderSide, Signal signal = Signal( strategy="rsi", @@ -110,7 +111,7 @@ def test_signal_conviction_default(): def test_signal_with_stops(): """Test Signal with explicit conviction, stop_loss, take_profit.""" - from shared.models import Signal, OrderSide + from shared.models import OrderSide, Signal signal = Signal( strategy="rsi", diff --git a/shared/tests/test_news_events.py b/shared/tests/test_news_events.py index 384796a..f748d8a 100644 --- a/shared/tests/test_news_events.py +++ b/shared/tests/test_news_events.py @@ -1,16 +1,16 @@ """Tests for NewsEvent.""" -from datetime import datetime, timezone +from datetime import UTC, datetime +from shared.events import Event, EventType, NewsEvent from shared.models import NewsCategory, NewsItem -from shared.events import NewsEvent, EventType, Event def test_news_event_to_dict(): item = NewsItem( source="finnhub", headline="Test", - 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/shared/tests/test_notifier.py b/shared/tests/test_notifier.py index 6c81369..cc98a56 100644 --- a/shared/tests/test_notifier.py +++ b/shared/tests/test_notifier.py @@ -6,7 +6,7 @@ from unittest.mock import AsyncMock, MagicMock, patch import pytest -from shared.models import Signal, Order, OrderSide, OrderType, OrderStatus, Position +from shared.models import Order, OrderSide, OrderStatus, OrderType, Position, Signal from shared.notifier import TelegramNotifier diff --git a/shared/tests/test_resilience.py b/shared/tests/test_resilience.py index 5ed4ac3..e0781af 100644 --- a/shared/tests/test_resilience.py +++ b/shared/tests/test_resilience.py @@ -6,7 +6,6 @@ import pytest from shared.resilience import CircuitBreaker, async_timeout, retry_async - # --- retry_async tests --- diff --git a/shared/tests/test_sa_news_models.py b/shared/tests/test_sa_news_models.py index 91e6d4a..dc2d026 100644 --- a/shared/tests/test_sa_news_models.py +++ b/shared/tests/test_sa_news_models.py @@ -1,6 +1,6 @@ """Tests for news-related SQLAlchemy models.""" -from shared.sa_models import NewsItemRow, SymbolScoreRow, MarketSentimentRow, StockSelectionRow +from shared.sa_models import MarketSentimentRow, NewsItemRow, StockSelectionRow, SymbolScoreRow def test_news_item_row_tablename(): diff --git a/shared/tests/test_sentiment_aggregator.py b/shared/tests/test_sentiment_aggregator.py index a99c711..9193785 100644 --- a/shared/tests/test_sentiment_aggregator.py +++ b/shared/tests/test_sentiment_aggregator.py @@ -1,7 +1,9 @@ """Tests for sentiment aggregator.""" +from datetime import UTC, datetime, timedelta + import pytest -from datetime import datetime, timezone, timedelta + from shared.sentiment import SentimentAggregator @@ -12,25 +14,25 @@ def aggregator(): def test_freshness_decay_recent(): a = SentimentAggregator() - now = datetime.now(timezone.utc) + now = datetime.now(UTC) assert a._freshness_decay(now, now) == 1.0 def test_freshness_decay_3_hours(): a = SentimentAggregator() - now = datetime.now(timezone.utc) + now = datetime.now(UTC) assert a._freshness_decay(now - timedelta(hours=3), now) == 0.7 def test_freshness_decay_12_hours(): a = SentimentAggregator() - now = datetime.now(timezone.utc) + now = datetime.now(UTC) assert a._freshness_decay(now - timedelta(hours=12), now) == 0.3 def test_freshness_decay_old(): a = SentimentAggregator() - now = datetime.now(timezone.utc) + now = datetime.now(UTC) assert a._freshness_decay(now - timedelta(days=2), now) == 0.0 @@ -44,7 +46,7 @@ def test_compute_composite(): def test_aggregate_news_by_symbol(aggregator): - now = datetime.now(timezone.utc) + now = datetime.now(UTC) news_items = [ {"symbols": ["AAPL"], "sentiment": 0.8, "category": "earnings", "published_at": now}, { @@ -64,7 +66,7 @@ def test_aggregate_news_by_symbol(aggregator): def test_aggregate_empty(aggregator): - now = datetime.now(timezone.utc) + now = datetime.now(UTC) assert aggregator.aggregate([], now) == {} diff --git a/shared/tests/test_sentiment_models.py b/shared/tests/test_sentiment_models.py index 25fc371..e00ffa6 100644 --- a/shared/tests/test_sentiment_models.py +++ b/shared/tests/test_sentiment_models.py @@ -1,16 +1,16 @@ """Tests for news and sentiment models.""" -from datetime import datetime, timezone +from datetime import UTC, datetime from shared.models import NewsCategory, NewsItem, OrderSide -from shared.sentiment_models import SymbolScore, MarketSentiment, SelectedStock, Candidate +from shared.sentiment_models import Candidate, MarketSentiment, SelectedStock, SymbolScore def test_news_item_defaults(): item = NewsItem( source="finnhub", headline="Test headline", - published_at=datetime(2026, 4, 2, tzinfo=timezone.utc), + published_at=datetime(2026, 4, 2, tzinfo=UTC), sentiment=0.5, category=NewsCategory.MACRO, ) @@ -25,7 +25,7 @@ def test_news_item_with_symbols(): item = NewsItem( source="rss", headline="AAPL earnings beat", - published_at=datetime(2026, 4, 2, tzinfo=timezone.utc), + published_at=datetime(2026, 4, 2, tzinfo=UTC), sentiment=0.8, category=NewsCategory.EARNINGS, symbols=["AAPL"], @@ -52,7 +52,7 @@ def test_symbol_score(): policy_score=0.0, filing_score=0.2, composite=0.3, - updated_at=datetime(2026, 4, 2, tzinfo=timezone.utc), + updated_at=datetime(2026, 4, 2, tzinfo=UTC), ) assert score.symbol == "AAPL" assert score.composite == 0.3 @@ -65,7 +65,7 @@ def test_market_sentiment(): vix=32.5, fed_stance="hawkish", market_regime="risk_off", - updated_at=datetime(2026, 4, 2, tzinfo=timezone.utc), + updated_at=datetime(2026, 4, 2, tzinfo=UTC), ) assert ms.market_regime == "risk_off" assert ms.vix == 32.5 @@ -77,7 +77,7 @@ def test_market_sentiment_no_vix(): fear_greed_label="Neutral", fed_stance="neutral", market_regime="neutral", - updated_at=datetime(2026, 4, 2, tzinfo=timezone.utc), + updated_at=datetime(2026, 4, 2, tzinfo=UTC), ) assert ms.vix is None diff --git a/tests/edge_cases/test_empty_data.py b/tests/edge_cases/test_empty_data.py index bfefc95..876a640 100644 --- a/tests/edge_cases/test_empty_data.py +++ b/tests/edge_cases/test_empty_data.py @@ -12,13 +12,14 @@ sys.path.insert( 0, str(Path(__file__).resolve().parents[2] / "services" / "portfolio-manager" / "src") ) -from shared.models import Signal, OrderSide from backtester.engine import BacktestEngine from backtester.metrics import compute_detailed_metrics -from portfolio_manager.portfolio import PortfolioTracker from order_executor.risk_manager import RiskManager +from portfolio_manager.portfolio import PortfolioTracker from strategies.rsi_strategy import RsiStrategy +from shared.models import OrderSide, Signal + class TestBacktestEngineEmptyCandles: """BacktestEngine.run([]) should return valid result with 0 trades.""" diff --git a/tests/edge_cases/test_extreme_values.py b/tests/edge_cases/test_extreme_values.py index b375d5e..8ec3b77 100644 --- a/tests/edge_cases/test_extreme_values.py +++ b/tests/edge_cases/test_extreme_values.py @@ -1,7 +1,7 @@ """Tests for extreme value edge cases.""" import sys -from datetime import datetime, timezone +from datetime import UTC, datetime from decimal import Decimal from pathlib import Path @@ -9,19 +9,20 @@ sys.path.insert(0, str(Path(__file__).resolve().parents[2] / "services" / "strat sys.path.insert(0, str(Path(__file__).resolve().parents[2] / "services" / "backtester" / "src")) sys.path.insert(0, str(Path(__file__).resolve().parents[2] / "services" / "order-executor" / "src")) -from shared.models import Candle, Signal, OrderSide -from strategies.rsi_strategy import RsiStrategy -from strategies.vwap_strategy import VwapStrategy -from strategies.bollinger_strategy import BollingerStrategy from backtester.engine import BacktestEngine from backtester.simulator import OrderSimulator from order_executor.risk_manager import RiskManager +from strategies.bollinger_strategy import BollingerStrategy +from strategies.rsi_strategy import RsiStrategy +from strategies.vwap_strategy import VwapStrategy + +from shared.models import Candle, OrderSide, Signal def _candle(close: str, volume: str = "1000", idx: int = 0) -> Candle: from datetime import timedelta - base = datetime(2025, 1, 1, tzinfo=timezone.utc) + base = datetime(2025, 1, 1, tzinfo=UTC) return Candle( symbol="AAPL", timeframe="1h", diff --git a/tests/edge_cases/test_strategy_reset.py b/tests/edge_cases/test_strategy_reset.py index 6e9b956..13ed4da 100644 --- a/tests/edge_cases/test_strategy_reset.py +++ b/tests/edge_cases/test_strategy_reset.py @@ -1,21 +1,22 @@ """Tests that strategy reset() properly clears internal state.""" import sys -from datetime import datetime, timezone +from datetime import UTC, datetime from decimal import Decimal from pathlib import Path 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")) -from shared.models import Candle -from strategies.rsi_strategy import RsiStrategy -from strategies.grid_strategy import GridStrategy -from strategies.macd_strategy import MacdStrategy from strategies.bollinger_strategy import BollingerStrategy from strategies.ema_crossover_strategy import EmaCrossoverStrategy -from strategies.vwap_strategy import VwapStrategy +from strategies.grid_strategy import GridStrategy +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 + +from shared.models import Candle def _make_candles(count: int, base_price: float = 100.0) -> list[Candle]: @@ -28,7 +29,7 @@ def _make_candles(count: int, base_price: float = 100.0) -> list[Candle]: Candle( symbol="AAPL", timeframe="1h", - open_time=datetime(2025, 1, 1, i % 24, tzinfo=timezone.utc), + open_time=datetime(2025, 1, 1, i % 24, tzinfo=UTC), open=Decimal(str(price)), high=Decimal(str(price + 1)), low=Decimal(str(price - 1)), @@ -57,7 +58,7 @@ class TestRsiReset: strategy.reset() signals2 = _collect_signals(strategy, candles) assert len(signals1) == len(signals2) - for s1, s2 in zip(signals1, signals2): + for s1, s2 in zip(signals1, signals2, strict=True): assert s1.side == s2.side assert s1.price == s2.price @@ -71,7 +72,7 @@ class TestGridReset: strategy.reset() signals2 = _collect_signals(strategy, candles) assert len(signals1) == len(signals2) - for s1, s2 in zip(signals1, signals2): + for s1, s2 in zip(signals1, signals2, strict=True): assert s1.side == s2.side assert s1.price == s2.price @@ -84,7 +85,7 @@ class TestMacdReset: strategy.reset() signals2 = _collect_signals(strategy, candles) assert len(signals1) == len(signals2) - for s1, s2 in zip(signals1, signals2): + for s1, s2 in zip(signals1, signals2, strict=True): assert s1.side == s2.side assert s1.price == s2.price @@ -97,7 +98,7 @@ class TestBollingerReset: strategy.reset() signals2 = _collect_signals(strategy, candles) assert len(signals1) == len(signals2) - for s1, s2 in zip(signals1, signals2): + for s1, s2 in zip(signals1, signals2, strict=True): assert s1.side == s2.side assert s1.price == s2.price @@ -110,7 +111,7 @@ class TestEmaCrossoverReset: strategy.reset() signals2 = _collect_signals(strategy, candles) assert len(signals1) == len(signals2) - for s1, s2 in zip(signals1, signals2): + for s1, s2 in zip(signals1, signals2, strict=True): assert s1.side == s2.side assert s1.price == s2.price @@ -123,7 +124,7 @@ class TestVwapReset: strategy.reset() signals2 = _collect_signals(strategy, candles) assert len(signals1) == len(signals2) - for s1, s2 in zip(signals1, signals2): + for s1, s2 in zip(signals1, signals2, strict=True): assert s1.side == s2.side assert s1.price == s2.price @@ -136,6 +137,6 @@ class TestVolumeProfileReset: strategy.reset() signals2 = _collect_signals(strategy, candles) assert len(signals1) == len(signals2) - for s1, s2 in zip(signals1, signals2): + for s1, s2 in zip(signals1, signals2, strict=True): assert s1.side == s2.side assert s1.price == s2.price diff --git a/tests/edge_cases/test_zero_volume.py b/tests/edge_cases/test_zero_volume.py index ba2c133..df247cc 100644 --- a/tests/edge_cases/test_zero_volume.py +++ b/tests/edge_cases/test_zero_volume.py @@ -1,21 +1,22 @@ """Tests for strategies handling zero-volume candles gracefully.""" import sys -from datetime import datetime, timezone +from datetime import UTC, datetime from decimal import Decimal from pathlib import Path 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")) -from shared.models import Candle -from strategies.vwap_strategy import VwapStrategy -from strategies.volume_profile_strategy import VolumeProfileStrategy from strategies.rsi_strategy import RsiStrategy +from strategies.volume_profile_strategy import VolumeProfileStrategy +from strategies.vwap_strategy import VwapStrategy + +from shared.models import Candle def _candle(close: str, volume: str = "0", idx: int = 0) -> Candle: - base = datetime(2025, 1, 1, tzinfo=timezone.utc) + base = datetime(2025, 1, 1, tzinfo=UTC) from datetime import timedelta return Candle( diff --git a/tests/integration/test_backtest_end_to_end.py b/tests/integration/test_backtest_end_to_end.py index 4cc0b12..fbc0a24 100644 --- a/tests/integration/test_backtest_end_to_end.py +++ b/tests/integration/test_backtest_end_to_end.py @@ -9,19 +9,20 @@ sys.path.insert( 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")) +from datetime import UTC, datetime, timedelta from decimal import Decimal -from datetime import datetime, timedelta, timezone -from shared.models import Candle from backtester.engine import BacktestEngine +from shared.models import Candle + def _generate_candles(prices: list[float], symbol="AAPL") -> list[Candle]: return [ Candle( symbol=symbol, 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(p)), high=Decimal(str(p + 100)), low=Decimal(str(p - 100)), diff --git a/tests/integration/test_order_execution_flow.py b/tests/integration/test_order_execution_flow.py index dcbc498..2beb388 100644 --- a/tests/integration/test_order_execution_flow.py +++ b/tests/integration/test_order_execution_flow.py @@ -5,14 +5,15 @@ from pathlib import Path sys.path.insert(0, str(Path(__file__).resolve().parents[2] / "services" / "order-executor" / "src")) -import pytest from decimal import Decimal from unittest.mock import AsyncMock -from shared.models import Signal, OrderSide, OrderStatus +import pytest from order_executor.executor import OrderExecutor from order_executor.risk_manager import RiskManager +from shared.models import OrderSide, OrderStatus, Signal + @pytest.mark.asyncio async def test_signal_to_order_flow(): diff --git a/tests/integration/test_portfolio_tracking_flow.py b/tests/integration/test_portfolio_tracking_flow.py index b20275a..d91a265 100644 --- a/tests/integration/test_portfolio_tracking_flow.py +++ b/tests/integration/test_portfolio_tracking_flow.py @@ -9,9 +9,10 @@ sys.path.insert( from decimal import Decimal -from shared.models import Order, OrderSide, OrderType, OrderStatus from portfolio_manager.portfolio import PortfolioTracker +from shared.models import Order, OrderSide, OrderStatus, OrderType + def test_portfolio_tracks_buy_sell_cycle(): """Buy then sell should update position and reset on full sell.""" diff --git a/tests/integration/test_strategy_signal_flow.py b/tests/integration/test_strategy_signal_flow.py index 6b048fb..3f7ec35 100644 --- a/tests/integration/test_strategy_signal_flow.py +++ b/tests/integration/test_strategy_signal_flow.py @@ -8,15 +8,16 @@ sys.path.insert( ) sys.path.insert(0, str(Path(__file__).resolve().parents[2] / "services" / "strategy-engine")) -import pytest +from datetime import UTC, datetime from decimal import Decimal -from datetime import datetime, timezone from unittest.mock import AsyncMock -from shared.models import Candle -from shared.events import CandleEvent +import pytest from strategy_engine.engine import StrategyEngine +from shared.events import CandleEvent +from shared.models import Candle + @pytest.fixture def candles(): @@ -28,7 +29,7 @@ def candles(): Candle( symbol="AAPL", timeframe="1m", - open_time=datetime(2025, 1, 1, i, 0, tzinfo=timezone.utc), + open_time=datetime(2025, 1, 1, i, 0, tzinfo=UTC), open=price, high=price + 1, low=price - 1, |