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diff --git a/docs/superpowers/plans/2026-04-01-crypto-trading-platform.md b/docs/superpowers/plans/2026-04-01-crypto-trading-platform.md deleted file mode 100644 index 08ff0f5..0000000 --- a/docs/superpowers/plans/2026-04-01-crypto-trading-platform.md +++ /dev/null @@ -1,4063 +0,0 @@ -# Crypto Trading Platform Implementation Plan - -> **For agentic workers:** REQUIRED SUB-SKILL: Use superpowers:subagent-driven-development (recommended) or superpowers:executing-plans to implement this plan task-by-task. Steps use checkbox (`- [ ]`) syntax for tracking. - -**Goal:** Binance 현물 암호화폐 자동매매 플랫폼을 마이크로서비스 아키텍처로 구축한다. - -**Architecture:** 6개 독립 서비스(data-collector, strategy-engine, order-executor, portfolio-manager, backtester)가 Redis Streams로 통신하고, PostgreSQL에 데이터를 저장한다. shared 라이브러리가 공통 모델/이벤트/DB 연결을 제공하며, Click 기반 CLI로 전체를 제어한다. - -**Tech Stack:** Python 3.12, ccxt, Redis Streams, PostgreSQL, asyncpg, pandas, pandas-ta, Click, pydantic-settings, Docker Compose, pytest - ---- - -## File Structure - -``` -trading/ -├── services/ -│ ├── data-collector/ -│ │ ├── src/data_collector/__init__.py -│ │ ├── src/data_collector/main.py -│ │ ├── src/data_collector/binance_ws.py -│ │ ├── src/data_collector/binance_rest.py -│ │ ├── src/data_collector/storage.py -│ │ ├── src/data_collector/config.py -│ │ ├── tests/test_binance_rest.py -│ │ ├── tests/test_storage.py -│ │ ├── tests/test_main.py -│ │ ├── Dockerfile -│ │ └── pyproject.toml -│ ├── strategy-engine/ -│ │ ├── src/strategy_engine/__init__.py -│ │ ├── src/strategy_engine/main.py -│ │ ├── src/strategy_engine/engine.py -│ │ ├── src/strategy_engine/plugin_loader.py -│ │ ├── src/strategy_engine/config.py -│ │ ├── strategies/base.py -│ │ ├── strategies/rsi_strategy.py -│ │ ├── strategies/grid_strategy.py -│ │ ├── tests/test_engine.py -│ │ ├── tests/test_plugin_loader.py -│ │ ├── tests/test_rsi_strategy.py -│ │ ├── tests/test_grid_strategy.py -│ │ ├── Dockerfile -│ │ └── pyproject.toml -│ ├── order-executor/ -│ │ ├── src/order_executor/__init__.py -│ │ ├── src/order_executor/main.py -│ │ ├── src/order_executor/executor.py -│ │ ├── src/order_executor/risk_manager.py -│ │ ├── src/order_executor/config.py -│ │ ├── tests/test_executor.py -│ │ ├── tests/test_risk_manager.py -│ │ ├── Dockerfile -│ │ └── pyproject.toml -│ ├── portfolio-manager/ -│ │ ├── src/portfolio_manager/__init__.py -│ │ ├── src/portfolio_manager/main.py -│ │ ├── src/portfolio_manager/portfolio.py -│ │ ├── src/portfolio_manager/pnl.py -│ │ ├── src/portfolio_manager/config.py -│ │ ├── tests/test_portfolio.py -│ │ ├── tests/test_pnl.py -│ │ ├── Dockerfile -│ │ └── pyproject.toml -│ └── backtester/ -│ ├── src/backtester/__init__.py -│ ├── src/backtester/main.py -│ ├── src/backtester/engine.py -│ ├── src/backtester/simulator.py -│ ├── src/backtester/reporter.py -│ ├── src/backtester/config.py -│ ├── tests/test_engine.py -│ ├── tests/test_simulator.py -│ ├── tests/test_reporter.py -│ ├── Dockerfile -│ └── pyproject.toml -├── shared/ -│ ├── src/shared/__init__.py -│ ├── src/shared/models.py -│ ├── src/shared/events.py -│ ├── src/shared/broker.py -│ ├── src/shared/db.py -│ ├── src/shared/config.py -│ ├── tests/test_models.py -│ ├── tests/test_events.py -│ ├── tests/test_broker.py -│ ├── tests/test_db.py -│ └── pyproject.toml -├── cli/ -│ ├── src/trading_cli/__init__.py -│ ├── src/trading_cli/main.py -│ ├── src/trading_cli/commands/data.py -│ ├── src/trading_cli/commands/trade.py -│ ├── src/trading_cli/commands/backtest.py -│ ├── src/trading_cli/commands/portfolio.py -│ ├── src/trading_cli/commands/strategy.py -│ ├── src/trading_cli/commands/service.py -│ ├── tests/test_cli_data.py -│ ├── tests/test_cli_trade.py -│ └── pyproject.toml -├── docker-compose.yml -├── .env.example -├── Makefile -└── pyproject.toml (workspace root) -``` - ---- - -## Task 1: Project Scaffolding - -**Files:** -- Create: `pyproject.toml` (workspace root) -- Create: `.env.example` -- Create: `docker-compose.yml` -- Create: `Makefile` -- Create: `.gitignore` -- Create: `shared/pyproject.toml` - -- [ ] **Step 1: Initialize git repo** - -```bash -cd /home/si/Private/repos/trading -git init -``` - -- [ ] **Step 2: Create .gitignore** - -Create `.gitignore`: - -```gitignore -__pycache__/ -*.py[cod] -*$py.class -*.egg-info/ -dist/ -build/ -.eggs/ -*.egg -.venv/ -venv/ -env/ -.env -.mypy_cache/ -.pytest_cache/ -.ruff_cache/ -*.log -.DS_Store -``` - -- [ ] **Step 3: Create workspace root pyproject.toml** - -Create `pyproject.toml`: - -```toml -[project] -name = "trading-platform" -version = "0.1.0" -description = "Binance spot crypto trading platform" -requires-python = ">=3.12" - -[tool.pytest.ini_options] -asyncio_mode = "auto" -testpaths = ["shared/tests", "services/*/tests", "cli/tests"] - -[tool.ruff] -target-version = "py312" -line-length = 100 -``` - -- [ ] **Step 4: Create .env.example** - -Create `.env.example`: - -```env -BINANCE_API_KEY= -BINANCE_API_SECRET= -REDIS_URL=redis://localhost:6379 -DATABASE_URL=postgresql://trading:trading@localhost:5432/trading -LOG_LEVEL=INFO -RISK_MAX_POSITION_SIZE=0.1 -RISK_STOP_LOSS_PCT=5 -RISK_DAILY_LOSS_LIMIT_PCT=10 -DRY_RUN=true -``` - -- [ ] **Step 5: Create docker-compose.yml** - -Create `docker-compose.yml`: - -```yaml -services: - redis: - image: redis:7-alpine - ports: - - "6379:6379" - volumes: - - redis_data:/data - healthcheck: - test: ["CMD", "redis-cli", "ping"] - interval: 5s - timeout: 3s - retries: 5 - - postgres: - image: postgres:16-alpine - ports: - - "5432:5432" - environment: - POSTGRES_USER: trading - POSTGRES_PASSWORD: trading - POSTGRES_DB: trading - volumes: - - postgres_data:/var/lib/postgresql/data - healthcheck: - test: ["CMD-LINE", "pg_isready", "-U", "trading"] - interval: 5s - timeout: 3s - retries: 5 - - data-collector: - build: - context: . - dockerfile: services/data-collector/Dockerfile - env_file: .env - depends_on: - redis: - condition: service_healthy - postgres: - condition: service_healthy - restart: unless-stopped - - strategy-engine: - build: - context: . - dockerfile: services/strategy-engine/Dockerfile - env_file: .env - depends_on: - redis: - condition: service_healthy - postgres: - condition: service_healthy - restart: unless-stopped - - order-executor: - build: - context: . - dockerfile: services/order-executor/Dockerfile - env_file: .env - depends_on: - redis: - condition: service_healthy - postgres: - condition: service_healthy - restart: unless-stopped - - portfolio-manager: - build: - context: . - dockerfile: services/portfolio-manager/Dockerfile - env_file: .env - depends_on: - redis: - condition: service_healthy - postgres: - condition: service_healthy - restart: unless-stopped - -volumes: - redis_data: - postgres_data: -``` - -- [ ] **Step 6: Create Makefile** - -Create `Makefile`: - -```makefile -.PHONY: infra up down logs test lint - -infra: - docker compose up -d redis postgres - -up: - docker compose up -d - -down: - docker compose down - -logs: - docker compose logs -f $(service) - -test: - pytest -v - -lint: - ruff check . - ruff format --check . - -format: - ruff check --fix . - ruff format . -``` - -- [ ] **Step 7: Create shared/pyproject.toml** - -Create `shared/pyproject.toml`: - -```toml -[project] -name = "trading-shared" -version = "0.1.0" -description = "Shared models, events, and utilities for trading platform" -requires-python = ">=3.12" -dependencies = [ - "pydantic>=2.0", - "pydantic-settings>=2.0", - "redis>=5.0", - "asyncpg>=0.29", -] - -[project.optional-dependencies] -dev = [ - "pytest>=8.0", - "pytest-asyncio>=0.23", - "ruff>=0.4", -] - -[build-system] -requires = ["hatchling"] -build-backend = "hatchling.build" - -[tool.hatch.build.targets.wheel] -packages = ["src/shared"] -``` - -- [ ] **Step 8: Commit scaffolding** - -```bash -git add . -git commit -m "chore: project scaffolding with docker-compose, makefile, shared package" -``` - ---- - -## Task 2: Shared — Config & Models - -**Files:** -- Create: `shared/src/shared/__init__.py` -- Create: `shared/src/shared/config.py` -- Create: `shared/src/shared/models.py` -- Create: `shared/tests/test_models.py` - -- [ ] **Step 1: Write failing test for config** - -Create `shared/tests/test_models.py`: - -```python -from shared.config import Settings - - -def test_settings_defaults(): - settings = Settings( - binance_api_key="test_key", - binance_api_secret="test_secret", - ) - assert settings.redis_url == "redis://localhost:6379" - assert settings.database_url == "postgresql://trading:trading@localhost:5432/trading" - assert settings.log_level == "INFO" - assert settings.dry_run is True -``` - -- [ ] **Step 2: Run test to verify it fails** - -```bash -cd /home/si/Private/repos/trading -pip install -e shared[dev] -pytest shared/tests/test_models.py::test_settings_defaults -v -``` - -Expected: FAIL — `ModuleNotFoundError: No module named 'shared'` - -- [ ] **Step 3: Implement config** - -Create `shared/src/shared/__init__.py`: - -```python -``` - -Create `shared/src/shared/config.py`: - -```python -from pydantic_settings import BaseSettings - - -class Settings(BaseSettings): - binance_api_key: str - binance_api_secret: str - redis_url: str = "redis://localhost:6379" - database_url: str = "postgresql://trading:trading@localhost:5432/trading" - log_level: str = "INFO" - risk_max_position_size: float = 0.1 - risk_stop_loss_pct: float = 5.0 - risk_daily_loss_limit_pct: float = 10.0 - dry_run: bool = True - - model_config = {"env_file": ".env", "env_file_encoding": "utf-8"} -``` - -- [ ] **Step 4: Run test to verify it passes** - -```bash -pytest shared/tests/test_models.py::test_settings_defaults -v -``` - -Expected: PASS - -- [ ] **Step 5: Write failing tests for models** - -Append to `shared/tests/test_models.py`: - -```python -from datetime import datetime, timezone -from decimal import Decimal - -from shared.models import Candle, Signal, Order, Position, OrderSide, OrderType, OrderStatus - - -def test_candle_creation(): - candle = Candle( - symbol="BTCUSDT", - timeframe="1m", - open_time=datetime(2026, 1, 1, tzinfo=timezone.utc), - open=Decimal("50000"), - high=Decimal("50100"), - low=Decimal("49900"), - close=Decimal("50050"), - volume=Decimal("1.5"), - ) - assert candle.symbol == "BTCUSDT" - assert candle.close == Decimal("50050") - - -def test_signal_creation(): - signal = Signal( - strategy="rsi_strategy", - symbol="BTCUSDT", - side=OrderSide.BUY, - price=Decimal("50000"), - quantity=Decimal("0.01"), - reason="RSI below 30", - ) - assert signal.side == OrderSide.BUY - assert signal.reason == "RSI below 30" - - -def test_order_creation(): - order = Order( - symbol="BTCUSDT", - signal_id="sig_123", - side=OrderSide.BUY, - type=OrderType.MARKET, - price=Decimal("50000"), - quantity=Decimal("0.01"), - ) - assert order.status == OrderStatus.PENDING - assert order.filled_at is None - assert order.id is not None - - -def test_position_unrealized_pnl(): - pos = Position( - symbol="BTCUSDT", - quantity=Decimal("0.1"), - avg_entry_price=Decimal("50000"), - current_price=Decimal("51000"), - ) - assert pos.unrealized_pnl == Decimal("100") # 0.1 * (51000 - 50000) -``` - -- [ ] **Step 6: Run tests to verify they fail** - -```bash -pytest shared/tests/test_models.py -v -``` - -Expected: FAIL — `ModuleNotFoundError: No module named 'shared.models'` - -- [ ] **Step 7: Implement models** - -Create `shared/src/shared/models.py`: - -```python -from datetime import datetime, timezone -from decimal import Decimal -from enum import StrEnum -from uuid import uuid4 - -from pydantic import BaseModel, Field - - -class OrderSide(StrEnum): - BUY = "BUY" - SELL = "SELL" - - -class OrderType(StrEnum): - MARKET = "MARKET" - LIMIT = "LIMIT" - - -class OrderStatus(StrEnum): - PENDING = "PENDING" - FILLED = "FILLED" - CANCELLED = "CANCELLED" - FAILED = "FAILED" - - -class Candle(BaseModel): - symbol: str - timeframe: str - open_time: datetime - open: Decimal - high: Decimal - low: Decimal - close: Decimal - volume: Decimal - - -class Signal(BaseModel): - id: str = Field(default_factory=lambda: str(uuid4())) - strategy: str - symbol: str - side: OrderSide - price: Decimal - quantity: Decimal - reason: str - created_at: datetime = Field(default_factory=lambda: datetime.now(timezone.utc)) - - -class Order(BaseModel): - id: str = Field(default_factory=lambda: str(uuid4())) - signal_id: str - symbol: str - side: OrderSide - type: OrderType - price: Decimal - quantity: Decimal - status: OrderStatus = OrderStatus.PENDING - created_at: datetime = Field(default_factory=lambda: datetime.now(timezone.utc)) - filled_at: datetime | None = None - - -class Position(BaseModel): - symbol: str - quantity: Decimal - avg_entry_price: Decimal - current_price: Decimal - - @property - def unrealized_pnl(self) -> Decimal: - return self.quantity * (self.current_price - self.avg_entry_price) -``` - -- [ ] **Step 8: Run tests to verify they pass** - -```bash -pytest shared/tests/test_models.py -v -``` - -Expected: All PASS - -- [ ] **Step 9: Commit** - -```bash -git add shared/ -git commit -m "feat(shared): add config settings and core data models" -``` - ---- - -## Task 3: Shared — Events & Redis Broker - -**Files:** -- Create: `shared/src/shared/events.py` -- Create: `shared/src/shared/broker.py` -- Create: `shared/tests/test_events.py` -- Create: `shared/tests/test_broker.py` - -- [ ] **Step 1: Write failing tests for events** - -Create `shared/tests/test_events.py`: - -```python -import json -from decimal import Decimal -from datetime import datetime, timezone - -from shared.events import EventType, Event, CandleEvent, SignalEvent, OrderEvent -from shared.models import Candle, Signal, Order, OrderSide, OrderType - - -def test_candle_event_serialize(): - candle = Candle( - symbol="BTCUSDT", - timeframe="1m", - open_time=datetime(2026, 1, 1, tzinfo=timezone.utc), - open=Decimal("50000"), - high=Decimal("50100"), - low=Decimal("49900"), - close=Decimal("50050"), - volume=Decimal("1.5"), - ) - event = CandleEvent(data=candle) - payload = event.to_dict() - assert payload["type"] == EventType.CANDLE - assert payload["data"]["symbol"] == "BTCUSDT" - - -def test_candle_event_deserialize(): - candle = Candle( - symbol="BTCUSDT", - timeframe="1m", - open_time=datetime(2026, 1, 1, tzinfo=timezone.utc), - open=Decimal("50000"), - high=Decimal("50100"), - low=Decimal("49900"), - close=Decimal("50050"), - volume=Decimal("1.5"), - ) - event = CandleEvent(data=candle) - payload = event.to_dict() - restored = Event.from_dict(payload) - assert isinstance(restored, CandleEvent) - assert restored.data.symbol == "BTCUSDT" - - -def test_signal_event_serialize(): - signal = Signal( - strategy="rsi", - symbol="BTCUSDT", - side=OrderSide.BUY, - price=Decimal("50000"), - quantity=Decimal("0.01"), - reason="RSI < 30", - ) - event = SignalEvent(data=signal) - payload = event.to_dict() - assert payload["type"] == EventType.SIGNAL -``` - -- [ ] **Step 2: Run tests to verify they fail** - -```bash -pytest shared/tests/test_events.py -v -``` - -Expected: FAIL - -- [ ] **Step 3: Implement events** - -Create `shared/src/shared/events.py`: - -```python -from __future__ import annotations - -import json -from enum import StrEnum -from typing import Any - -from pydantic import BaseModel - -from shared.models import Candle, Signal, Order - - -class EventType(StrEnum): - CANDLE = "candle" - SIGNAL = "signal" - ORDER = "order" - - -class CandleEvent(BaseModel): - type: EventType = EventType.CANDLE - data: Candle - - def to_dict(self) -> dict[str, Any]: - return json.loads(self.model_dump_json()) - - @classmethod - def from_raw(cls, raw: dict[str, Any]) -> CandleEvent: - return cls.model_validate(raw) - - -class SignalEvent(BaseModel): - type: EventType = EventType.SIGNAL - data: Signal - - def to_dict(self) -> dict[str, Any]: - return json.loads(self.model_dump_json()) - - @classmethod - def from_raw(cls, raw: dict[str, Any]) -> SignalEvent: - return cls.model_validate(raw) - - -class OrderEvent(BaseModel): - type: EventType = EventType.ORDER - data: Order - - def to_dict(self) -> dict[str, Any]: - return json.loads(self.model_dump_json()) - - @classmethod - def from_raw(cls, raw: dict[str, Any]) -> OrderEvent: - return cls.model_validate(raw) - - -_EVENT_MAP = { - EventType.CANDLE: CandleEvent, - EventType.SIGNAL: SignalEvent, - EventType.ORDER: OrderEvent, -} - - -class Event: - @staticmethod - def from_dict(data: dict[str, Any]) -> CandleEvent | SignalEvent | OrderEvent: - event_type = EventType(data["type"]) - cls = _EVENT_MAP[event_type] - return cls.from_raw(data) -``` - -- [ ] **Step 4: Run tests to verify they pass** - -```bash -pytest shared/tests/test_events.py -v -``` - -Expected: All PASS - -- [ ] **Step 5: Write failing tests for broker** - -Create `shared/tests/test_broker.py`: - -```python -import asyncio -import pytest -from unittest.mock import AsyncMock, MagicMock, patch - -from shared.broker import RedisBroker - - -@pytest.fixture -def mock_redis(): - redis = AsyncMock() - redis.xadd = AsyncMock(return_value=b"1234-0") - redis.xread = AsyncMock(return_value=[]) - redis.close = AsyncMock() - return redis - - -@pytest.mark.asyncio -async def test_broker_publish(mock_redis): - broker = RedisBroker.__new__(RedisBroker) - broker._redis = mock_redis - - await broker.publish("candles.BTCUSDT", {"type": "candle", "data": "test"}) - - mock_redis.xadd.assert_called_once() - call_args = mock_redis.xadd.call_args - assert call_args[0][0] == "candles.BTCUSDT" - - -@pytest.mark.asyncio -async def test_broker_subscribe_returns_messages(mock_redis): - mock_redis.xread = AsyncMock(return_value=[ - ("candles.BTCUSDT", [ - (b"1234-0", {b"payload": b'{"type":"candle","data":"test"}'}), - ]) - ]) - broker = RedisBroker.__new__(RedisBroker) - broker._redis = mock_redis - - messages = await broker.read("candles.BTCUSDT", last_id="0-0", count=1) - assert len(messages) == 1 - assert messages[0]["type"] == "candle" -``` - -- [ ] **Step 6: Run tests to verify they fail** - -```bash -pytest shared/tests/test_broker.py -v -``` - -Expected: FAIL - -- [ ] **Step 7: Implement broker** - -Create `shared/src/shared/broker.py`: - -```python -from __future__ import annotations - -import json - -import redis.asyncio as redis - - -class RedisBroker: - def __init__(self, redis_url: str): - self._redis = redis.from_url(redis_url, decode_responses=False) - - async def publish(self, stream: str, data: dict) -> str: - payload = json.dumps(data) - msg_id = await self._redis.xadd(stream, {"payload": payload.encode()}) - return msg_id - - async def read( - self, stream: str, last_id: str = "$", count: int = 10, block: int = 0 - ) -> list[dict]: - results = await self._redis.xread({stream: last_id}, count=count, block=block) - messages = [] - for _stream_name, entries in results: - for _msg_id, fields in entries: - payload = fields[b"payload"] - messages.append(json.loads(payload)) - return messages - - async def close(self): - await self._redis.close() -``` - -- [ ] **Step 8: Run tests to verify they pass** - -```bash -pytest shared/tests/test_broker.py -v -``` - -Expected: All PASS - -- [ ] **Step 9: Commit** - -```bash -git add shared/ -git commit -m "feat(shared): add event system and Redis Streams broker" -``` - ---- - -## Task 4: Shared — Database Layer - -**Files:** -- Create: `shared/src/shared/db.py` -- Create: `shared/tests/test_db.py` - -- [ ] **Step 1: Write failing tests for DB** - -Create `shared/tests/test_db.py`: - -```python -import pytest -from unittest.mock import AsyncMock, patch, MagicMock - -from shared.db import Database - - -@pytest.mark.asyncio -async def test_db_init_sql_creates_tables(): - db = Database.__new__(Database) - db._pool = AsyncMock() - mock_conn = AsyncMock() - db._pool.acquire.return_value.__aenter__ = AsyncMock(return_value=mock_conn) - db._pool.acquire.return_value.__aexit__ = AsyncMock(return_value=False) - - await db.init_tables() - - mock_conn.execute.assert_called() - sql = mock_conn.execute.call_args[0][0] - assert "candles" in sql - assert "signals" in sql - assert "orders" in sql - assert "trades" in sql - assert "positions" in sql - assert "portfolio_snapshots" in sql - - -@pytest.mark.asyncio -async def test_db_insert_candle(): - db = Database.__new__(Database) - db._pool = AsyncMock() - mock_conn = AsyncMock() - db._pool.acquire.return_value.__aenter__ = AsyncMock(return_value=mock_conn) - db._pool.acquire.return_value.__aexit__ = AsyncMock(return_value=False) - - from datetime import datetime, timezone - from decimal import Decimal - from shared.models import Candle - - candle = Candle( - symbol="BTCUSDT", - timeframe="1m", - open_time=datetime(2026, 1, 1, tzinfo=timezone.utc), - open=Decimal("50000"), - high=Decimal("50100"), - low=Decimal("49900"), - close=Decimal("50050"), - volume=Decimal("1.5"), - ) - - await db.insert_candle(candle) - mock_conn.execute.assert_called_once() - sql = mock_conn.execute.call_args[0][0] - assert "INSERT INTO candles" in sql -``` - -- [ ] **Step 2: Run tests to verify they fail** - -```bash -pytest shared/tests/test_db.py -v -``` - -Expected: FAIL - -- [ ] **Step 3: Implement database layer** - -Create `shared/src/shared/db.py`: - -```python -from __future__ import annotations - -import asyncpg - -from shared.models import Candle, Order, Signal - -_INIT_SQL = """ -CREATE TABLE IF NOT EXISTS candles ( - symbol TEXT NOT NULL, - timeframe TEXT NOT NULL, - open_time TIMESTAMPTZ NOT NULL, - open NUMERIC NOT NULL, - high NUMERIC NOT NULL, - low NUMERIC NOT NULL, - close NUMERIC NOT NULL, - volume NUMERIC NOT NULL, - PRIMARY KEY (symbol, timeframe, open_time) -); - -CREATE TABLE IF NOT EXISTS signals ( - id TEXT PRIMARY KEY, - strategy TEXT NOT NULL, - symbol TEXT NOT NULL, - side TEXT NOT NULL, - price NUMERIC NOT NULL, - quantity NUMERIC NOT NULL, - reason TEXT NOT NULL, - created_at TIMESTAMPTZ NOT NULL -); - -CREATE TABLE IF NOT EXISTS orders ( - id TEXT PRIMARY KEY, - signal_id TEXT REFERENCES signals(id), - symbol TEXT NOT NULL, - side TEXT NOT NULL, - type TEXT NOT NULL, - price NUMERIC NOT NULL, - quantity NUMERIC NOT NULL, - status TEXT NOT NULL DEFAULT 'PENDING', - created_at TIMESTAMPTZ NOT NULL, - filled_at TIMESTAMPTZ -); - -CREATE TABLE IF NOT EXISTS trades ( - id TEXT PRIMARY KEY, - order_id TEXT REFERENCES orders(id), - symbol TEXT NOT NULL, - side TEXT NOT NULL, - price NUMERIC NOT NULL, - quantity NUMERIC NOT NULL, - fee NUMERIC NOT NULL DEFAULT 0, - traded_at TIMESTAMPTZ NOT NULL -); - -CREATE TABLE IF NOT EXISTS positions ( - symbol TEXT PRIMARY KEY, - quantity NUMERIC NOT NULL, - avg_entry_price NUMERIC NOT NULL, - current_price NUMERIC NOT NULL, - updated_at TIMESTAMPTZ NOT NULL -); - -CREATE TABLE IF NOT EXISTS portfolio_snapshots ( - id SERIAL PRIMARY KEY, - total_value NUMERIC NOT NULL, - realized_pnl NUMERIC NOT NULL, - unrealized_pnl NUMERIC NOT NULL, - snapshot_at TIMESTAMPTZ NOT NULL -); -""" - - -class Database: - def __init__(self, dsn: str): - self._dsn = dsn - self._pool: asyncpg.Pool | None = None - - async def connect(self): - self._pool = await asyncpg.create_pool(self._dsn) - - async def close(self): - if self._pool: - await self._pool.close() - - async def init_tables(self): - async with self._pool.acquire() as conn: - await conn.execute(_INIT_SQL) - - async def insert_candle(self, candle: Candle): - sql = """ - INSERT INTO candles (symbol, timeframe, open_time, open, high, low, close, volume) - VALUES ($1, $2, $3, $4, $5, $6, $7, $8) - ON CONFLICT (symbol, timeframe, open_time) DO NOTHING - """ - async with self._pool.acquire() as conn: - await conn.execute( - sql, - candle.symbol, - candle.timeframe, - candle.open_time, - candle.open, - candle.high, - candle.low, - candle.close, - candle.volume, - ) - - async def insert_signal(self, signal: Signal): - sql = """ - INSERT INTO signals (id, strategy, symbol, side, price, quantity, reason, created_at) - VALUES ($1, $2, $3, $4, $5, $6, $7, $8) - """ - async with self._pool.acquire() as conn: - await conn.execute( - sql, - signal.id, - signal.strategy, - signal.symbol, - signal.side.value, - signal.price, - signal.quantity, - signal.reason, - signal.created_at, - ) - - async def insert_order(self, order: Order): - sql = """ - INSERT INTO orders (id, signal_id, symbol, side, type, price, quantity, status, created_at) - VALUES ($1, $2, $3, $4, $5, $6, $7, $8, $9) - """ - async with self._pool.acquire() as conn: - await conn.execute( - sql, - order.id, - order.signal_id, - order.symbol, - order.side.value, - order.type.value, - order.price, - order.quantity, - order.status.value, - order.created_at, - ) - - async def update_order_status(self, order_id: str, status: str, filled_at=None): - sql = "UPDATE orders SET status = $1, filled_at = $2 WHERE id = $3" - async with self._pool.acquire() as conn: - await conn.execute(sql, status, filled_at, order_id) - - async def get_candles(self, symbol: str, timeframe: str, limit: int = 500) -> list[dict]: - sql = """ - SELECT * FROM candles - WHERE symbol = $1 AND timeframe = $2 - ORDER BY open_time DESC - LIMIT $3 - """ - async with self._pool.acquire() as conn: - rows = await conn.fetch(sql, symbol, timeframe, limit) - return [dict(r) for r in rows] -``` - -- [ ] **Step 4: Run tests to verify they pass** - -```bash -pytest shared/tests/test_db.py -v -``` - -Expected: All PASS - -- [ ] **Step 5: Commit** - -```bash -git add shared/ -git commit -m "feat(shared): add database layer with table init and CRUD operations" -``` - ---- - -## Task 5: Data Collector Service - -**Files:** -- Create: `services/data-collector/pyproject.toml` -- Create: `services/data-collector/Dockerfile` -- Create: `services/data-collector/src/data_collector/__init__.py` -- Create: `services/data-collector/src/data_collector/config.py` -- Create: `services/data-collector/src/data_collector/binance_rest.py` -- Create: `services/data-collector/src/data_collector/binance_ws.py` -- Create: `services/data-collector/src/data_collector/storage.py` -- Create: `services/data-collector/src/data_collector/main.py` -- Create: `services/data-collector/tests/test_binance_rest.py` -- Create: `services/data-collector/tests/test_storage.py` - -- [ ] **Step 1: Create pyproject.toml** - -Create `services/data-collector/pyproject.toml`: - -```toml -[project] -name = "data-collector" -version = "0.1.0" -description = "Binance market data collector service" -requires-python = ">=3.12" -dependencies = [ - "ccxt>=4.0", - "websockets>=12.0", - "trading-shared", -] - -[project.optional-dependencies] -dev = [ - "pytest>=8.0", - "pytest-asyncio>=0.23", -] - -[build-system] -requires = ["hatchling"] -build-backend = "hatchling.build" - -[tool.hatch.build.targets.wheel] -packages = ["src/data_collector"] -``` - -- [ ] **Step 2: Write failing tests for binance_rest** - -Create `services/data-collector/tests/test_binance_rest.py`: - -```python -import pytest -from unittest.mock import AsyncMock, patch, MagicMock -from datetime import datetime, timezone -from decimal import Decimal - -from data_collector.binance_rest import fetch_historical_candles - - -@pytest.mark.asyncio -async def test_fetch_historical_candles_parses_response(): - mock_exchange = MagicMock() - mock_exchange.fetch_ohlcv = AsyncMock(return_value=[ - [1704067200000, 50000.0, 50100.0, 49900.0, 50050.0, 1.5], - [1704067260000, 50050.0, 50200.0, 50000.0, 50150.0, 2.0], - ]) - - candles = await fetch_historical_candles( - exchange=mock_exchange, - symbol="BTC/USDT", - timeframe="1m", - since=datetime(2026, 1, 1, tzinfo=timezone.utc), - limit=2, - ) - - assert len(candles) == 2 - assert candles[0].symbol == "BTCUSDT" - assert candles[0].close == Decimal("50050.0") - assert candles[1].volume == Decimal("2.0") - - -@pytest.mark.asyncio -async def test_fetch_historical_candles_empty_response(): - mock_exchange = MagicMock() - mock_exchange.fetch_ohlcv = AsyncMock(return_value=[]) - - candles = await fetch_historical_candles( - exchange=mock_exchange, - symbol="BTC/USDT", - timeframe="1m", - since=datetime(2026, 1, 1, tzinfo=timezone.utc), - limit=100, - ) - - assert candles == [] -``` - -- [ ] **Step 3: Run tests to verify they fail** - -```bash -cd /home/si/Private/repos/trading -pip install -e services/data-collector[dev] -pytest services/data-collector/tests/test_binance_rest.py -v -``` - -Expected: FAIL - -- [ ] **Step 4: Implement binance_rest** - -Create `services/data-collector/src/data_collector/__init__.py`: - -```python -``` - -Create `services/data-collector/src/data_collector/binance_rest.py`: - -```python -from __future__ import annotations - -from datetime import datetime, timezone -from decimal import Decimal - -from shared.models import Candle - - -async def fetch_historical_candles( - exchange, - symbol: str, - timeframe: str, - since: datetime, - limit: int = 500, -) -> list[Candle]: - since_ms = int(since.timestamp() * 1000) - ohlcv = await exchange.fetch_ohlcv(symbol, timeframe, since=since_ms, limit=limit) - - normalized_symbol = symbol.replace("/", "") - candles = [] - for row in ohlcv: - ts, o, h, l, c, v = row - candles.append( - Candle( - symbol=normalized_symbol, - timeframe=timeframe, - open_time=datetime.fromtimestamp(ts / 1000, tz=timezone.utc), - open=Decimal(str(o)), - high=Decimal(str(h)), - low=Decimal(str(l)), - close=Decimal(str(c)), - volume=Decimal(str(v)), - ) - ) - return candles -``` - -- [ ] **Step 5: Run tests to verify they pass** - -```bash -pytest services/data-collector/tests/test_binance_rest.py -v -``` - -Expected: All PASS - -- [ ] **Step 6: Write failing tests for storage** - -Create `services/data-collector/tests/test_storage.py`: - -```python -import pytest -from unittest.mock import AsyncMock -from datetime import datetime, timezone -from decimal import Decimal - -from shared.models import Candle -from data_collector.storage import CandleStorage - - -@pytest.fixture -def mock_db(): - db = AsyncMock() - db.insert_candle = AsyncMock() - return db - - -@pytest.fixture -def mock_broker(): - broker = AsyncMock() - broker.publish = AsyncMock() - return broker - - -@pytest.fixture -def sample_candle(): - return Candle( - symbol="BTCUSDT", - timeframe="1m", - open_time=datetime(2026, 1, 1, tzinfo=timezone.utc), - open=Decimal("50000"), - high=Decimal("50100"), - low=Decimal("49900"), - close=Decimal("50050"), - volume=Decimal("1.5"), - ) - - -@pytest.mark.asyncio -async def test_storage_saves_to_db_and_publishes(mock_db, mock_broker, sample_candle): - storage = CandleStorage(db=mock_db, broker=mock_broker) - await storage.store(sample_candle) - - mock_db.insert_candle.assert_called_once_with(sample_candle) - mock_broker.publish.assert_called_once() - call_args = mock_broker.publish.call_args - assert call_args[0][0] == "candles.BTCUSDT" - - -@pytest.mark.asyncio -async def test_storage_batch_store(mock_db, mock_broker, sample_candle): - storage = CandleStorage(db=mock_db, broker=mock_broker) - candles = [sample_candle, sample_candle] - await storage.store_batch(candles) - - assert mock_db.insert_candle.call_count == 2 - assert mock_broker.publish.call_count == 2 -``` - -- [ ] **Step 7: Run tests to verify they fail** - -```bash -pytest services/data-collector/tests/test_storage.py -v -``` - -Expected: FAIL - -- [ ] **Step 8: Implement storage** - -Create `services/data-collector/src/data_collector/storage.py`: - -```python -from __future__ import annotations - -from shared.broker import RedisBroker -from shared.db import Database -from shared.events import CandleEvent -from shared.models import Candle - - -class CandleStorage: - def __init__(self, db: Database, broker: RedisBroker): - self._db = db - self._broker = broker - - async def store(self, candle: Candle): - await self._db.insert_candle(candle) - event = CandleEvent(data=candle) - await self._broker.publish(f"candles.{candle.symbol}", event.to_dict()) - - async def store_batch(self, candles: list[Candle]): - for candle in candles: - await self.store(candle) -``` - -- [ ] **Step 9: Run tests to verify they pass** - -```bash -pytest services/data-collector/tests/test_storage.py -v -``` - -Expected: All PASS - -- [ ] **Step 10: Implement config, binance_ws, and main** - -Create `services/data-collector/src/data_collector/config.py`: - -```python -from shared.config import Settings - - -class CollectorConfig(Settings): - symbols: list[str] = ["BTC/USDT"] - timeframes: list[str] = ["1m"] -``` - -Create `services/data-collector/src/data_collector/binance_ws.py`: - -```python -from __future__ import annotations - -import asyncio -import json -import logging -from datetime import datetime, timezone -from decimal import Decimal - -import websockets - -from shared.models import Candle - -logger = logging.getLogger(__name__) - -BINANCE_WS_URL = "wss://stream.binance.com:9443/ws" - - -class BinanceWebSocket: - def __init__(self, symbols: list[str], timeframe: str, on_candle): - self._symbols = symbols - self._timeframe = timeframe - self._on_candle = on_candle - self._running = False - - async def start(self): - streams = [ - f"{s.lower().replace('/', '')}@kline_{self._timeframe}" - for s in self._symbols - ] - url = f"{BINANCE_WS_URL}/{'/'.join(streams)}" - self._running = True - logger.info(f"Connecting to Binance WS: {streams}") - - while self._running: - try: - async with websockets.connect(url) as ws: - async for raw in ws: - if not self._running: - break - msg = json.loads(raw) - if "k" in msg: - candle = self._parse_kline(msg["k"]) - if candle: - await self._on_candle(candle) - except websockets.ConnectionClosed: - logger.warning("WebSocket disconnected, reconnecting in 5s...") - await asyncio.sleep(5) - except Exception as e: - logger.error(f"WebSocket error: {e}, reconnecting in 5s...") - await asyncio.sleep(5) - - def stop(self): - self._running = False - - def _parse_kline(self, k: dict) -> Candle | None: - if not k.get("x"): # only closed candles - return None - return Candle( - symbol=k["s"], - timeframe=k["i"], - open_time=datetime.fromtimestamp(k["t"] / 1000, tz=timezone.utc), - open=Decimal(k["o"]), - high=Decimal(k["h"]), - low=Decimal(k["l"]), - close=Decimal(k["c"]), - volume=Decimal(k["v"]), - ) -``` - -Create `services/data-collector/src/data_collector/main.py`: - -```python -from __future__ import annotations - -import asyncio -import logging - -import ccxt.async_support as ccxt - -from shared.broker import RedisBroker -from shared.db import Database -from data_collector.binance_ws import BinanceWebSocket -from data_collector.config import CollectorConfig -from data_collector.storage import CandleStorage - -logger = logging.getLogger(__name__) - - -async def run(): - config = CollectorConfig() - logging.basicConfig(level=config.log_level) - - db = Database(config.database_url) - await db.connect() - await db.init_tables() - - broker = RedisBroker(config.redis_url) - storage = CandleStorage(db=db, broker=broker) - - ws = BinanceWebSocket( - symbols=config.symbols, - timeframe=config.timeframes[0], - on_candle=storage.store, - ) - - logger.info(f"Starting data collector: symbols={config.symbols}") - try: - await ws.start() - finally: - ws.stop() - await broker.close() - await db.close() - - -def main(): - asyncio.run(run()) - - -if __name__ == "__main__": - main() -``` - -- [ ] **Step 11: Create Dockerfile** - -Create `services/data-collector/Dockerfile`: - -```dockerfile -FROM python:3.12-slim - -WORKDIR /app - -COPY shared/ shared/ -RUN pip install --no-cache-dir ./shared - -COPY services/data-collector/ services/data-collector/ -RUN pip install --no-cache-dir ./services/data-collector - -CMD ["python", "-m", "data_collector.main"] -``` - -- [ ] **Step 12: Commit** - -```bash -git add services/data-collector/ -git commit -m "feat(data-collector): add Binance REST/WS data collection with storage pipeline" -``` - ---- - -## Task 6: Strategy Engine Service - -**Files:** -- Create: `services/strategy-engine/pyproject.toml` -- Create: `services/strategy-engine/Dockerfile` -- Create: `services/strategy-engine/src/strategy_engine/__init__.py` -- Create: `services/strategy-engine/src/strategy_engine/config.py` -- Create: `services/strategy-engine/strategies/base.py` -- Create: `services/strategy-engine/strategies/rsi_strategy.py` -- Create: `services/strategy-engine/strategies/grid_strategy.py` -- Create: `services/strategy-engine/src/strategy_engine/plugin_loader.py` -- Create: `services/strategy-engine/src/strategy_engine/engine.py` -- Create: `services/strategy-engine/src/strategy_engine/main.py` -- Create: `services/strategy-engine/tests/test_rsi_strategy.py` -- Create: `services/strategy-engine/tests/test_grid_strategy.py` -- Create: `services/strategy-engine/tests/test_plugin_loader.py` -- Create: `services/strategy-engine/tests/test_engine.py` - -- [ ] **Step 1: Create pyproject.toml** - -Create `services/strategy-engine/pyproject.toml`: - -```toml -[project] -name = "strategy-engine" -version = "0.1.0" -description = "Plugin-based strategy execution engine" -requires-python = ">=3.12" -dependencies = [ - "pandas>=2.0", - "pandas-ta>=0.3", - "trading-shared", -] - -[project.optional-dependencies] -dev = [ - "pytest>=8.0", - "pytest-asyncio>=0.23", -] - -[build-system] -requires = ["hatchling"] -build-backend = "hatchling.build" - -[tool.hatch.build.targets.wheel] -packages = ["src/strategy_engine"] -``` - -- [ ] **Step 2: Implement base strategy** - -Create `services/strategy-engine/src/strategy_engine/__init__.py`: - -```python -``` - -Create `services/strategy-engine/strategies/base.py`: - -```python -from __future__ import annotations - -from abc import ABC, abstractmethod - -from shared.models import Candle, Signal - - -class BaseStrategy(ABC): - name: str = "base" - - @abstractmethod - def on_candle(self, candle: Candle) -> Signal | None: - pass - - @abstractmethod - def configure(self, params: dict) -> None: - pass - - def reset(self) -> None: - pass -``` - -- [ ] **Step 3: Write failing tests for RSI strategy** - -Create `services/strategy-engine/tests/test_rsi_strategy.py`: - -```python -from datetime import datetime, timezone -from decimal import Decimal - -from shared.models import Candle, OrderSide - - -def make_candle(close: float, idx: int = 0) -> Candle: - return Candle( - symbol="BTCUSDT", - timeframe="1m", - open_time=datetime(2026, 1, 1, minute=idx, tzinfo=timezone.utc), - open=Decimal(str(close)), - high=Decimal(str(close + 10)), - low=Decimal(str(close - 10)), - close=Decimal(str(close)), - volume=Decimal("1.0"), - ) - - -def test_rsi_strategy_no_signal_insufficient_data(): - from strategy_engine.strategies.rsi_strategy import RsiStrategy - - strategy = RsiStrategy() - strategy.configure({"period": 14, "oversold": 30, "overbought": 70, "quantity": 0.01}) - - signal = strategy.on_candle(make_candle(50000)) - assert signal is None - - -def test_rsi_strategy_buy_signal_on_oversold(): - from strategy_engine.strategies.rsi_strategy import RsiStrategy - - strategy = RsiStrategy() - strategy.configure({"period": 14, "oversold": 30, "overbought": 70, "quantity": 0.01}) - - # Feed declining prices to push RSI below 30 - prices = [50000 - i * 100 for i in range(20)] - signal = None - for i, p in enumerate(prices): - signal = strategy.on_candle(make_candle(p, idx=i)) - - # After sustained drop, RSI should be oversold → BUY signal - if signal is not None: - assert signal.side == OrderSide.BUY - assert signal.strategy == "rsi" -``` - -- [ ] **Step 4: Run tests to verify they fail** - -```bash -pip install -e services/strategy-engine[dev] -pytest services/strategy-engine/tests/test_rsi_strategy.py -v -``` - -Expected: FAIL - -- [ ] **Step 5: Implement RSI strategy** - -Create `services/strategy-engine/strategies/rsi_strategy.py`: - -```python -from __future__ import annotations - -from collections import deque -from decimal import Decimal - -import pandas as pd -import pandas_ta as ta - -from shared.models import Candle, Signal, OrderSide -from strategies.base import BaseStrategy - - -class RsiStrategy(BaseStrategy): - name = "rsi" - - def __init__(self): - self._closes: deque[float] = deque(maxlen=200) - self._period: int = 14 - self._oversold: float = 30 - self._overbought: float = 70 - self._quantity: Decimal = Decimal("0.01") - - def configure(self, params: dict) -> None: - self._period = params.get("period", 14) - self._oversold = params.get("oversold", 30) - self._overbought = params.get("overbought", 70) - self._quantity = Decimal(str(params.get("quantity", 0.01))) - - def on_candle(self, candle: Candle) -> Signal | None: - self._closes.append(float(candle.close)) - - if len(self._closes) < self._period + 1: - return None - - series = pd.Series(list(self._closes)) - rsi = ta.rsi(series, length=self._period) - current_rsi = rsi.iloc[-1] - - if current_rsi < self._oversold: - return Signal( - strategy=self.name, - symbol=candle.symbol, - side=OrderSide.BUY, - price=candle.close, - quantity=self._quantity, - reason=f"RSI={current_rsi:.1f} < {self._oversold}", - ) - elif current_rsi > self._overbought: - return Signal( - strategy=self.name, - symbol=candle.symbol, - side=OrderSide.SELL, - price=candle.close, - quantity=self._quantity, - reason=f"RSI={current_rsi:.1f} > {self._overbought}", - ) - return None - - def reset(self) -> None: - self._closes.clear() -``` - -- [ ] **Step 6: Run tests to verify they pass** - -```bash -pytest services/strategy-engine/tests/test_rsi_strategy.py -v -``` - -Expected: All PASS - -- [ ] **Step 7: Write failing tests for grid strategy** - -Create `services/strategy-engine/tests/test_grid_strategy.py`: - -```python -from datetime import datetime, timezone -from decimal import Decimal - -from shared.models import Candle, OrderSide - - -def make_candle(close: float, idx: int = 0) -> Candle: - return Candle( - symbol="BTCUSDT", - timeframe="1m", - open_time=datetime(2026, 1, 1, minute=idx, tzinfo=timezone.utc), - open=Decimal(str(close)), - high=Decimal(str(close + 10)), - low=Decimal(str(close - 10)), - close=Decimal(str(close)), - volume=Decimal("1.0"), - ) - - -def test_grid_strategy_buy_at_lower_grid(): - from strategy_engine.strategies.grid_strategy import GridStrategy - - strategy = GridStrategy() - strategy.configure({ - "lower_price": 48000, - "upper_price": 52000, - "grid_count": 5, - "quantity": 0.01, - }) - - # Price at grid level should trigger BUY - signal = strategy.on_candle(make_candle(48000)) - # First candle sets reference, no signal - signal = strategy.on_candle(make_candle(49000, idx=1)) - # Moving down through a grid level - signal = strategy.on_candle(make_candle(48000, idx=2)) - if signal is not None: - assert signal.side == OrderSide.BUY - - -def test_grid_strategy_sell_at_upper_grid(): - from strategy_engine.strategies.grid_strategy import GridStrategy - - strategy = GridStrategy() - strategy.configure({ - "lower_price": 48000, - "upper_price": 52000, - "grid_count": 5, - "quantity": 0.01, - }) - - signal = strategy.on_candle(make_candle(50000)) - signal = strategy.on_candle(make_candle(51000, idx=1)) - signal = strategy.on_candle(make_candle(52000, idx=2)) - if signal is not None: - assert signal.side == OrderSide.SELL - - -def test_grid_strategy_no_signal_in_same_zone(): - from strategy_engine.strategies.grid_strategy import GridStrategy - - strategy = GridStrategy() - strategy.configure({ - "lower_price": 48000, - "upper_price": 52000, - "grid_count": 5, - "quantity": 0.01, - }) - - strategy.on_candle(make_candle(50000)) - signal = strategy.on_candle(make_candle(50050, idx=1)) - assert signal is None # same grid zone, no signal -``` - -- [ ] **Step 8: Run tests to verify they fail** - -```bash -pytest services/strategy-engine/tests/test_grid_strategy.py -v -``` - -Expected: FAIL - -- [ ] **Step 9: Implement grid strategy** - -Create `services/strategy-engine/strategies/grid_strategy.py`: - -```python -from __future__ import annotations - -from decimal import Decimal - -from shared.models import Candle, Signal, OrderSide -from strategies.base import BaseStrategy - - -class GridStrategy(BaseStrategy): - name = "grid" - - def __init__(self): - self._lower: float = 0 - self._upper: float = 0 - self._grid_count: int = 5 - self._quantity: Decimal = Decimal("0.01") - self._grid_levels: list[float] = [] - self._last_zone: int | None = None - - def configure(self, params: dict) -> None: - self._lower = float(params["lower_price"]) - self._upper = float(params["upper_price"]) - self._grid_count = params.get("grid_count", 5) - self._quantity = Decimal(str(params.get("quantity", 0.01))) - step = (self._upper - self._lower) / self._grid_count - self._grid_levels = [self._lower + step * i for i in range(self._grid_count + 1)] - - def on_candle(self, candle: Candle) -> Signal | None: - price = float(candle.close) - current_zone = self._get_zone(price) - - if self._last_zone is None: - self._last_zone = current_zone - return None - - signal = None - if current_zone < self._last_zone: - signal = Signal( - strategy=self.name, - symbol=candle.symbol, - side=OrderSide.BUY, - price=candle.close, - quantity=self._quantity, - reason=f"Price crossed grid down: zone {self._last_zone}->{current_zone}", - ) - elif current_zone > self._last_zone: - signal = Signal( - strategy=self.name, - symbol=candle.symbol, - side=OrderSide.SELL, - price=candle.close, - quantity=self._quantity, - reason=f"Price crossed grid up: zone {self._last_zone}->{current_zone}", - ) - - self._last_zone = current_zone - return signal - - def _get_zone(self, price: float) -> int: - for i, level in enumerate(self._grid_levels): - if price < level: - return i - return len(self._grid_levels) - - def reset(self) -> None: - self._last_zone = None -``` - -- [ ] **Step 10: Run tests to verify they pass** - -```bash -pytest services/strategy-engine/tests/test_grid_strategy.py -v -``` - -Expected: All PASS - -- [ ] **Step 11: Write failing tests for plugin_loader** - -Create `services/strategy-engine/tests/test_plugin_loader.py`: - -```python -import pytest -from pathlib import Path - -from strategy_engine.plugin_loader import load_strategies - - -def test_load_strategies_finds_rsi_and_grid(): - strategies_dir = Path(__file__).parent.parent / "strategies" - loaded = load_strategies(strategies_dir) - - names = {s.name for s in loaded} - assert "rsi" in names - assert "grid" in names - - -def test_load_strategies_skips_base(): - strategies_dir = Path(__file__).parent.parent / "strategies" - loaded = load_strategies(strategies_dir) - - names = {s.name for s in loaded} - assert "base" not in names -``` - -- [ ] **Step 12: Run tests to verify they fail** - -```bash -pytest services/strategy-engine/tests/test_plugin_loader.py -v -``` - -Expected: FAIL - -- [ ] **Step 13: Implement plugin_loader** - -Create `services/strategy-engine/src/strategy_engine/plugin_loader.py`: - -```python -from __future__ import annotations - -import importlib.util -import logging -from pathlib import Path - -from strategies.base import BaseStrategy - -logger = logging.getLogger(__name__) - - -def load_strategies(strategies_dir: Path) -> list[BaseStrategy]: - loaded = [] - for path in strategies_dir.glob("*.py"): - if path.stem.startswith("_") or path.stem == "base": - continue - - spec = importlib.util.spec_from_file_location(path.stem, path) - module = importlib.util.module_from_spec(spec) - spec.loader.exec_module(module) - - for attr_name in dir(module): - attr = getattr(module, attr_name) - if ( - isinstance(attr, type) - and issubclass(attr, BaseStrategy) - and attr is not BaseStrategy - ): - instance = attr() - loaded.append(instance) - logger.info(f"Loaded strategy: {instance.name}") - - return loaded -``` - -- [ ] **Step 14: Run tests to verify they pass** - -```bash -pytest services/strategy-engine/tests/test_plugin_loader.py -v -``` - -Expected: All PASS - -- [ ] **Step 15: Write failing tests for engine** - -Create `services/strategy-engine/tests/test_engine.py`: - -```python -import pytest -from unittest.mock import AsyncMock, MagicMock -from datetime import datetime, timezone -from decimal import Decimal - -from shared.models import Candle, OrderSide -from shared.events import CandleEvent -from strategy_engine.engine import StrategyEngine - - -def make_candle_event() -> dict: - candle = Candle( - symbol="BTCUSDT", - timeframe="1m", - open_time=datetime(2026, 1, 1, tzinfo=timezone.utc), - open=Decimal("50000"), - high=Decimal("50100"), - low=Decimal("49900"), - close=Decimal("50050"), - volume=Decimal("1.0"), - ) - return CandleEvent(data=candle).to_dict() - - -@pytest.mark.asyncio -async def test_engine_dispatches_candle_to_strategies(): - mock_strategy = MagicMock() - mock_strategy.name = "test" - mock_strategy.on_candle.return_value = None - - mock_broker = AsyncMock() - mock_broker.read = AsyncMock(return_value=[make_candle_event()]) - - engine = StrategyEngine(broker=mock_broker, strategies=[mock_strategy]) - await engine.process_once(stream="candles.BTCUSDT", last_id="0-0") - - mock_strategy.on_candle.assert_called_once() - - -@pytest.mark.asyncio -async def test_engine_publishes_signal_when_strategy_returns_one(): - from shared.models import Signal - - mock_signal = Signal( - strategy="test", - symbol="BTCUSDT", - side=OrderSide.BUY, - price=Decimal("50000"), - quantity=Decimal("0.01"), - reason="test reason", - ) - mock_strategy = MagicMock() - mock_strategy.name = "test" - mock_strategy.on_candle.return_value = mock_signal - - mock_broker = AsyncMock() - mock_broker.read = AsyncMock(return_value=[make_candle_event()]) - mock_broker.publish = AsyncMock() - - engine = StrategyEngine(broker=mock_broker, strategies=[mock_strategy]) - await engine.process_once(stream="candles.BTCUSDT", last_id="0-0") - - mock_broker.publish.assert_called_once() - call_args = mock_broker.publish.call_args - assert call_args[0][0] == "signals" -``` - -- [ ] **Step 16: Run tests to verify they fail** - -```bash -pytest services/strategy-engine/tests/test_engine.py -v -``` - -Expected: FAIL - -- [ ] **Step 17: Implement engine** - -Create `services/strategy-engine/src/strategy_engine/engine.py`: - -```python -from __future__ import annotations - -import logging - -from shared.broker import RedisBroker -from shared.events import Event, SignalEvent -from shared.models import Signal -from strategies.base import BaseStrategy - -logger = logging.getLogger(__name__) - - -class StrategyEngine: - def __init__(self, broker: RedisBroker, strategies: list[BaseStrategy]): - self._broker = broker - self._strategies = strategies - - async def process_once(self, stream: str, last_id: str) -> str: - messages = await self._broker.read(stream, last_id=last_id, count=10, block=1000) - - for msg in messages: - event = Event.from_dict(msg) - candle = event.data - - for strategy in self._strategies: - signal = strategy.on_candle(candle) - if signal is not None: - logger.info(f"Signal from {strategy.name}: {signal.side} {signal.symbol}") - await self._publish_signal(signal) - - return last_id - - async def _publish_signal(self, signal: Signal): - event = SignalEvent(data=signal) - await self._broker.publish("signals", event.to_dict()) -``` - -- [ ] **Step 18: Run tests to verify they pass** - -```bash -pytest services/strategy-engine/tests/test_engine.py -v -``` - -Expected: All PASS - -- [ ] **Step 19: Implement config and main** - -Create `services/strategy-engine/src/strategy_engine/config.py`: - -```python -from shared.config import Settings - - -class StrategyConfig(Settings): - symbols: list[str] = ["BTC/USDT"] - timeframes: list[str] = ["1m"] - strategy_params: dict = {} -``` - -Create `services/strategy-engine/src/strategy_engine/main.py`: - -```python -from __future__ import annotations - -import asyncio -import logging -from pathlib import Path - -from shared.broker import RedisBroker -from strategy_engine.config import StrategyConfig -from strategy_engine.engine import StrategyEngine -from strategy_engine.plugin_loader import load_strategies - -logger = logging.getLogger(__name__) - - -async def run(): - config = StrategyConfig() - logging.basicConfig(level=config.log_level) - - broker = RedisBroker(config.redis_url) - strategies_dir = Path(__file__).parent.parent.parent / "strategies" - strategies = load_strategies(strategies_dir) - - for s in strategies: - params = config.strategy_params.get(s.name, {}) - s.configure(params) - - engine = StrategyEngine(broker=broker, strategies=strategies) - symbols = [s.replace("/", "") for s in config.symbols] - - logger.info(f"Starting strategy engine: strategies={[s.name for s in strategies]}") - last_ids = {sym: "0-0" for sym in symbols} - try: - while True: - for sym in symbols: - stream = f"candles.{sym}" - last_ids[sym] = await engine.process_once(stream, last_ids[sym]) - finally: - await broker.close() - - -def main(): - asyncio.run(run()) - - -if __name__ == "__main__": - main() -``` - -- [ ] **Step 20: Create Dockerfile** - -Create `services/strategy-engine/Dockerfile`: - -```dockerfile -FROM python:3.12-slim - -WORKDIR /app - -COPY shared/ shared/ -RUN pip install --no-cache-dir ./shared - -COPY services/strategy-engine/ services/strategy-engine/ -RUN pip install --no-cache-dir ./services/strategy-engine - -CMD ["python", "-m", "strategy_engine.main"] -``` - -- [ ] **Step 21: Commit** - -```bash -git add services/strategy-engine/ -git commit -m "feat(strategy-engine): add plugin-based strategy engine with RSI and grid strategies" -``` - ---- - -## Task 7: Order Executor Service - -**Files:** -- Create: `services/order-executor/pyproject.toml` -- Create: `services/order-executor/Dockerfile` -- Create: `services/order-executor/src/order_executor/__init__.py` -- Create: `services/order-executor/src/order_executor/config.py` -- Create: `services/order-executor/src/order_executor/risk_manager.py` -- Create: `services/order-executor/src/order_executor/executor.py` -- Create: `services/order-executor/src/order_executor/main.py` -- Create: `services/order-executor/tests/test_risk_manager.py` -- Create: `services/order-executor/tests/test_executor.py` - -- [ ] **Step 1: Create pyproject.toml** - -Create `services/order-executor/pyproject.toml`: - -```toml -[project] -name = "order-executor" -version = "0.1.0" -description = "Order execution service with risk management" -requires-python = ">=3.12" -dependencies = [ - "ccxt>=4.0", - "trading-shared", -] - -[project.optional-dependencies] -dev = [ - "pytest>=8.0", - "pytest-asyncio>=0.23", -] - -[build-system] -requires = ["hatchling"] -build-backend = "hatchling.build" - -[tool.hatch.build.targets.wheel] -packages = ["src/order_executor"] -``` - -- [ ] **Step 2: Write failing tests for risk_manager** - -Create `services/order-executor/tests/test_risk_manager.py`: - -```python -import pytest -from decimal import Decimal - -from shared.models import Signal, OrderSide -from order_executor.risk_manager import RiskManager, RiskCheckResult - - -@pytest.fixture -def risk_manager(): - return RiskManager( - max_position_size=Decimal("0.1"), - stop_loss_pct=Decimal("5"), - daily_loss_limit_pct=Decimal("10"), - ) - - -def make_signal(side=OrderSide.BUY, quantity="0.01", price="50000") -> Signal: - return Signal( - strategy="test", - symbol="BTCUSDT", - side=side, - price=Decimal(price), - quantity=Decimal(quantity), - reason="test", - ) - - -def test_risk_check_passes_normal_order(risk_manager): - signal = make_signal() - balance = Decimal("10000") - positions = {} - daily_pnl = Decimal("0") - - result = risk_manager.check(signal, balance, positions, daily_pnl) - assert result.allowed is True - - -def test_risk_check_rejects_exceeding_position_size(risk_manager): - signal = make_signal(quantity="5") # 5 BTC * 50000 = 250000 > 10% of balance - balance = Decimal("10000") - positions = {} - daily_pnl = Decimal("0") - - result = risk_manager.check(signal, balance, positions, daily_pnl) - assert result.allowed is False - assert "position size" in result.reason.lower() - - -def test_risk_check_rejects_daily_loss_exceeded(risk_manager): - signal = make_signal() - balance = Decimal("10000") - positions = {} - daily_pnl = Decimal("-1100") # -11% > -10% limit - - result = risk_manager.check(signal, balance, positions, daily_pnl) - assert result.allowed is False - assert "daily loss" in result.reason.lower() - - -def test_risk_check_rejects_insufficient_balance(risk_manager): - signal = make_signal(quantity="0.01", price="50000") # cost = 500 - balance = Decimal("100") # not enough - positions = {} - daily_pnl = Decimal("0") - - result = risk_manager.check(signal, balance, positions, daily_pnl) - assert result.allowed is False - assert "balance" in result.reason.lower() -``` - -- [ ] **Step 3: Run tests to verify they fail** - -```bash -pip install -e services/order-executor[dev] -pytest services/order-executor/tests/test_risk_manager.py -v -``` - -Expected: FAIL - -- [ ] **Step 4: Implement risk_manager** - -Create `services/order-executor/src/order_executor/__init__.py`: - -```python -``` - -Create `services/order-executor/src/order_executor/risk_manager.py`: - -```python -from __future__ import annotations - -from dataclasses import dataclass -from decimal import Decimal - -from shared.models import Signal, OrderSide - - -@dataclass -class RiskCheckResult: - allowed: bool - reason: str = "" - - -class RiskManager: - def __init__( - self, - max_position_size: Decimal, - stop_loss_pct: Decimal, - daily_loss_limit_pct: Decimal, - ): - self._max_position_size = max_position_size - self._stop_loss_pct = stop_loss_pct - self._daily_loss_limit_pct = daily_loss_limit_pct - - def check( - self, - signal: Signal, - balance: Decimal, - positions: dict[str, Decimal], - daily_pnl: Decimal, - ) -> RiskCheckResult: - # Check daily loss limit - daily_loss_pct = (daily_pnl / balance) * 100 if balance > 0 else Decimal("0") - if daily_loss_pct < -self._daily_loss_limit_pct: - return RiskCheckResult( - allowed=False, - reason=f"Daily loss limit exceeded: {daily_loss_pct:.1f}%", - ) - - if signal.side == OrderSide.BUY: - order_cost = signal.price * signal.quantity - - # Check sufficient balance - if order_cost > balance: - return RiskCheckResult( - allowed=False, - reason=f"Insufficient balance: need {order_cost}, have {balance}", - ) - - # Check max position size - current_position_value = positions.get(signal.symbol, Decimal("0")) * signal.price - new_position_value = current_position_value + order_cost - position_ratio = new_position_value / balance if balance > 0 else Decimal("999") - if position_ratio > self._max_position_size: - return RiskCheckResult( - allowed=False, - reason=f"Position size exceeded: {position_ratio:.2f} > {self._max_position_size}", - ) - - return RiskCheckResult(allowed=True) -``` - -- [ ] **Step 5: Run tests to verify they pass** - -```bash -pytest services/order-executor/tests/test_risk_manager.py -v -``` - -Expected: All PASS - -- [ ] **Step 6: Write failing tests for executor** - -Create `services/order-executor/tests/test_executor.py`: - -```python -import pytest -from unittest.mock import AsyncMock, MagicMock -from decimal import Decimal - -from shared.models import Signal, OrderSide, OrderStatus -from order_executor.executor import OrderExecutor -from order_executor.risk_manager import RiskCheckResult - - -def make_signal() -> Signal: - return Signal( - strategy="test", - symbol="BTCUSDT", - side=OrderSide.BUY, - price=Decimal("50000"), - quantity=Decimal("0.01"), - reason="test", - ) - - -@pytest.mark.asyncio -async def test_executor_places_order_when_risk_passes(): - mock_exchange = MagicMock() - mock_exchange.create_order = AsyncMock(return_value={ - "id": "binance_123", - "status": "closed", - "filled": 0.01, - "price": 50000, - }) - mock_exchange.fetch_balance = AsyncMock(return_value={ - "USDT": {"free": 10000}, - }) - - mock_risk = MagicMock() - mock_risk.check.return_value = RiskCheckResult(allowed=True) - - mock_broker = AsyncMock() - mock_db = AsyncMock() - - executor = OrderExecutor( - exchange=mock_exchange, - risk_manager=mock_risk, - broker=mock_broker, - db=mock_db, - dry_run=False, - ) - - signal = make_signal() - order = await executor.execute(signal) - - assert order is not None - assert order.status == OrderStatus.FILLED - mock_exchange.create_order.assert_called_once() - - -@pytest.mark.asyncio -async def test_executor_rejects_when_risk_fails(): - mock_exchange = MagicMock() - mock_exchange.fetch_balance = AsyncMock(return_value={ - "USDT": {"free": 10000}, - }) - - mock_risk = MagicMock() - mock_risk.check.return_value = RiskCheckResult(allowed=False, reason="too risky") - - mock_broker = AsyncMock() - mock_db = AsyncMock() - - executor = OrderExecutor( - exchange=mock_exchange, - risk_manager=mock_risk, - broker=mock_broker, - db=mock_db, - dry_run=False, - ) - - signal = make_signal() - order = await executor.execute(signal) - assert order is None - mock_exchange.create_order.assert_not_called() - - -@pytest.mark.asyncio -async def test_executor_dry_run_does_not_call_exchange(): - mock_exchange = MagicMock() - mock_exchange.fetch_balance = AsyncMock(return_value={ - "USDT": {"free": 10000}, - }) - - mock_risk = MagicMock() - mock_risk.check.return_value = RiskCheckResult(allowed=True) - - mock_broker = AsyncMock() - mock_db = AsyncMock() - - executor = OrderExecutor( - exchange=mock_exchange, - risk_manager=mock_risk, - broker=mock_broker, - db=mock_db, - dry_run=True, - ) - - signal = make_signal() - order = await executor.execute(signal) - - assert order is not None - assert order.status == OrderStatus.FILLED - mock_exchange.create_order.assert_not_called() -``` - -- [ ] **Step 7: Run tests to verify they fail** - -```bash -pytest services/order-executor/tests/test_executor.py -v -``` - -Expected: FAIL - -- [ ] **Step 8: Implement executor** - -Create `services/order-executor/src/order_executor/executor.py`: - -```python -from __future__ import annotations - -import logging -from datetime import datetime, timezone -from decimal import Decimal - -from shared.broker import RedisBroker -from shared.db import Database -from shared.events import OrderEvent -from shared.models import Order, OrderSide, OrderStatus, OrderType, Signal -from order_executor.risk_manager import RiskManager - -logger = logging.getLogger(__name__) - - -class OrderExecutor: - def __init__( - self, - exchange, - risk_manager: RiskManager, - broker: RedisBroker, - db: Database, - dry_run: bool = True, - ): - self._exchange = exchange - self._risk = risk_manager - self._broker = broker - self._db = db - self._dry_run = dry_run - - async def execute(self, signal: Signal) -> Order | None: - balance_info = await self._exchange.fetch_balance() - balance = Decimal(str(balance_info.get("USDT", {}).get("free", 0))) - positions: dict[str, Decimal] = {} - daily_pnl = Decimal("0") - - result = self._risk.check(signal, balance, positions, daily_pnl) - if not result.allowed: - logger.warning(f"Risk check failed: {result.reason}") - return None - - order = Order( - signal_id=signal.id, - symbol=signal.symbol, - side=signal.side, - type=OrderType.MARKET, - price=signal.price, - quantity=signal.quantity, - ) - - if self._dry_run: - logger.info(f"[DRY RUN] Would execute: {order.side} {order.quantity} {order.symbol}") - order.status = OrderStatus.FILLED - order.filled_at = datetime.now(timezone.utc) - else: - try: - result = await self._exchange.create_order( - symbol=signal.symbol.replace("USDT", "/USDT"), - type="market", - side=signal.side.value.lower(), - amount=float(signal.quantity), - ) - order.status = OrderStatus.FILLED - order.filled_at = datetime.now(timezone.utc) - logger.info(f"Order filled: {order.id}") - except Exception as e: - order.status = OrderStatus.FAILED - logger.error(f"Order failed: {e}") - - await self._db.insert_order(order) - event = OrderEvent(data=order) - await self._broker.publish("orders", event.to_dict()) - - return order -``` - -- [ ] **Step 9: Run tests to verify they pass** - -```bash -pytest services/order-executor/tests/test_executor.py -v -``` - -Expected: All PASS - -- [ ] **Step 10: Implement config and main** - -Create `services/order-executor/src/order_executor/config.py`: - -```python -from shared.config import Settings - - -class ExecutorConfig(Settings): - pass -``` - -Create `services/order-executor/src/order_executor/main.py`: - -```python -from __future__ import annotations - -import asyncio -import logging - -import ccxt.async_support as ccxt - -from shared.broker import RedisBroker -from shared.db import Database -from shared.events import Event -from order_executor.config import ExecutorConfig -from order_executor.executor import OrderExecutor -from order_executor.risk_manager import RiskManager - -logger = logging.getLogger(__name__) - - -async def run(): - config = ExecutorConfig() - logging.basicConfig(level=config.log_level) - - db = Database(config.database_url) - await db.connect() - - broker = RedisBroker(config.redis_url) - - exchange = ccxt.binance({ - "apiKey": config.binance_api_key, - "secret": config.binance_api_secret, - }) - - risk_manager = RiskManager( - max_position_size=config.risk_max_position_size, - stop_loss_pct=config.risk_stop_loss_pct, - daily_loss_limit_pct=config.risk_daily_loss_limit_pct, - ) - - executor = OrderExecutor( - exchange=exchange, - risk_manager=risk_manager, - broker=broker, - db=db, - dry_run=config.dry_run, - ) - - logger.info(f"Starting order executor (dry_run={config.dry_run})") - last_id = "0-0" - try: - while True: - messages = await broker.read("signals", last_id=last_id, count=10, block=1000) - for msg in messages: - event = Event.from_dict(msg) - await executor.execute(event.data) - finally: - await exchange.close() - await broker.close() - await db.close() - - -def main(): - asyncio.run(run()) - - -if __name__ == "__main__": - main() -``` - -- [ ] **Step 11: Create Dockerfile** - -Create `services/order-executor/Dockerfile`: - -```dockerfile -FROM python:3.12-slim - -WORKDIR /app - -COPY shared/ shared/ -RUN pip install --no-cache-dir ./shared - -COPY services/order-executor/ services/order-executor/ -RUN pip install --no-cache-dir ./services/order-executor - -CMD ["python", "-m", "order_executor.main"] -``` - -- [ ] **Step 12: Commit** - -```bash -git add services/order-executor/ -git commit -m "feat(order-executor): add order execution with risk management and dry-run mode" -``` - ---- - -## Task 8: Portfolio Manager Service - -**Files:** -- Create: `services/portfolio-manager/pyproject.toml` -- Create: `services/portfolio-manager/Dockerfile` -- Create: `services/portfolio-manager/src/portfolio_manager/__init__.py` -- Create: `services/portfolio-manager/src/portfolio_manager/config.py` -- Create: `services/portfolio-manager/src/portfolio_manager/portfolio.py` -- Create: `services/portfolio-manager/src/portfolio_manager/pnl.py` -- Create: `services/portfolio-manager/src/portfolio_manager/main.py` -- Create: `services/portfolio-manager/tests/test_portfolio.py` -- Create: `services/portfolio-manager/tests/test_pnl.py` - -- [ ] **Step 1: Create pyproject.toml** - -Create `services/portfolio-manager/pyproject.toml`: - -```toml -[project] -name = "portfolio-manager" -version = "0.1.0" -description = "Portfolio tracking and PnL calculation service" -requires-python = ">=3.12" -dependencies = [ - "trading-shared", -] - -[project.optional-dependencies] -dev = [ - "pytest>=8.0", - "pytest-asyncio>=0.23", -] - -[build-system] -requires = ["hatchling"] -build-backend = "hatchling.build" - -[tool.hatch.build.targets.wheel] -packages = ["src/portfolio_manager"] -``` - -- [ ] **Step 2: Write failing tests for pnl** - -Create `services/portfolio-manager/tests/test_pnl.py`: - -```python -from decimal import Decimal - -from portfolio_manager.pnl import calculate_unrealized_pnl, calculate_realized_pnl - - -def test_unrealized_pnl_profit(): - result = calculate_unrealized_pnl( - quantity=Decimal("0.1"), - avg_entry_price=Decimal("50000"), - current_price=Decimal("55000"), - ) - assert result == Decimal("500") # 0.1 * (55000 - 50000) - - -def test_unrealized_pnl_loss(): - result = calculate_unrealized_pnl( - quantity=Decimal("0.1"), - avg_entry_price=Decimal("50000"), - current_price=Decimal("45000"), - ) - assert result == Decimal("-500") - - -def test_realized_pnl_single_trade(): - result = calculate_realized_pnl( - buy_price=Decimal("50000"), - sell_price=Decimal("55000"), - quantity=Decimal("0.1"), - fee=Decimal("5.5"), - ) - assert result == Decimal("494.5") # 0.1 * (55000 - 50000) - 5.5 -``` - -- [ ] **Step 3: Run tests to verify they fail** - -```bash -pip install -e services/portfolio-manager[dev] -pytest services/portfolio-manager/tests/test_pnl.py -v -``` - -Expected: FAIL - -- [ ] **Step 4: Implement pnl** - -Create `services/portfolio-manager/src/portfolio_manager/__init__.py`: - -```python -``` - -Create `services/portfolio-manager/src/portfolio_manager/pnl.py`: - -```python -from decimal import Decimal - - -def calculate_unrealized_pnl( - quantity: Decimal, - avg_entry_price: Decimal, - current_price: Decimal, -) -> Decimal: - return quantity * (current_price - avg_entry_price) - - -def calculate_realized_pnl( - buy_price: Decimal, - sell_price: Decimal, - quantity: Decimal, - fee: Decimal = Decimal("0"), -) -> Decimal: - return quantity * (sell_price - buy_price) - fee -``` - -- [ ] **Step 5: Run tests to verify they pass** - -```bash -pytest services/portfolio-manager/tests/test_pnl.py -v -``` - -Expected: All PASS - -- [ ] **Step 6: Write failing tests for portfolio** - -Create `services/portfolio-manager/tests/test_portfolio.py`: - -```python -import pytest -from decimal import Decimal - -from shared.models import Order, OrderSide, OrderType, OrderStatus -from portfolio_manager.portfolio import PortfolioTracker - - -@pytest.fixture -def tracker(): - return PortfolioTracker() - - -def make_order(side=OrderSide.BUY, price="50000", quantity="0.1") -> Order: - return Order( - signal_id="sig_1", - symbol="BTCUSDT", - side=side, - type=OrderType.MARKET, - price=Decimal(price), - quantity=Decimal(quantity), - status=OrderStatus.FILLED, - ) - - -def test_portfolio_add_buy_order(tracker): - order = make_order(side=OrderSide.BUY) - tracker.apply_order(order) - - pos = tracker.get_position("BTCUSDT") - assert pos.quantity == Decimal("0.1") - assert pos.avg_entry_price == Decimal("50000") - - -def test_portfolio_add_multiple_buys(tracker): - tracker.apply_order(make_order(price="50000", quantity="0.1")) - tracker.apply_order(make_order(price="52000", quantity="0.1")) - - pos = tracker.get_position("BTCUSDT") - assert pos.quantity == Decimal("0.2") - assert pos.avg_entry_price == Decimal("51000") # weighted avg - - -def test_portfolio_sell_reduces_position(tracker): - tracker.apply_order(make_order(side=OrderSide.BUY, price="50000", quantity="0.2")) - tracker.apply_order(make_order(side=OrderSide.SELL, price="55000", quantity="0.1")) - - pos = tracker.get_position("BTCUSDT") - assert pos.quantity == Decimal("0.1") - assert pos.avg_entry_price == Decimal("50000") # entry price unchanged - - -def test_portfolio_no_position_returns_none(tracker): - pos = tracker.get_position("ETHUSDT") - assert pos is None -``` - -- [ ] **Step 7: Run tests to verify they fail** - -```bash -pytest services/portfolio-manager/tests/test_portfolio.py -v -``` - -Expected: FAIL - -- [ ] **Step 8: Implement portfolio** - -Create `services/portfolio-manager/src/portfolio_manager/portfolio.py`: - -```python -from __future__ import annotations - -from decimal import Decimal - -from shared.models import Order, OrderSide, Position - - -class PortfolioTracker: - def __init__(self): - self._positions: dict[str, _PositionState] = {} - - def apply_order(self, order: Order) -> None: - if order.symbol not in self._positions: - self._positions[order.symbol] = _PositionState() - - state = self._positions[order.symbol] - if order.side == OrderSide.BUY: - total_cost = state.avg_entry * state.quantity + order.price * order.quantity - state.quantity += order.quantity - state.avg_entry = total_cost / state.quantity if state.quantity > 0 else Decimal("0") - elif order.side == OrderSide.SELL: - state.quantity -= order.quantity - if state.quantity <= 0: - state.quantity = Decimal("0") - state.avg_entry = Decimal("0") - - def get_position(self, symbol: str) -> Position | None: - state = self._positions.get(symbol) - if state is None or state.quantity == 0: - return None - return Position( - symbol=symbol, - quantity=state.quantity, - avg_entry_price=state.avg_entry, - current_price=Decimal("0"), - ) - - def get_all_positions(self) -> list[Position]: - positions = [] - for symbol in self._positions: - pos = self.get_position(symbol) - if pos is not None: - positions.append(pos) - return positions - - -class _PositionState: - def __init__(self): - self.quantity = Decimal("0") - self.avg_entry = Decimal("0") -``` - -- [ ] **Step 9: Run tests to verify they pass** - -```bash -pytest services/portfolio-manager/tests/test_portfolio.py -v -``` - -Expected: All PASS - -- [ ] **Step 10: Implement config and main** - -Create `services/portfolio-manager/src/portfolio_manager/config.py`: - -```python -from shared.config import Settings - - -class PortfolioConfig(Settings): - snapshot_interval_hours: int = 24 -``` - -Create `services/portfolio-manager/src/portfolio_manager/main.py`: - -```python -from __future__ import annotations - -import asyncio -import logging - -from shared.broker import RedisBroker -from shared.db import Database -from shared.events import Event -from portfolio_manager.config import PortfolioConfig -from portfolio_manager.portfolio import PortfolioTracker - -logger = logging.getLogger(__name__) - - -async def run(): - config = PortfolioConfig() - logging.basicConfig(level=config.log_level) - - db = Database(config.database_url) - await db.connect() - - broker = RedisBroker(config.redis_url) - tracker = PortfolioTracker() - - logger.info("Starting portfolio manager") - last_id = "0-0" - try: - while True: - messages = await broker.read("orders", last_id=last_id, count=10, block=1000) - for msg in messages: - event = Event.from_dict(msg) - order = event.data - tracker.apply_order(order) - logger.info(f"Position updated: {order.symbol}") - finally: - await broker.close() - await db.close() - - -def main(): - asyncio.run(run()) - - -if __name__ == "__main__": - main() -``` - -- [ ] **Step 11: Create Dockerfile** - -Create `services/portfolio-manager/Dockerfile`: - -```dockerfile -FROM python:3.12-slim - -WORKDIR /app - -COPY shared/ shared/ -RUN pip install --no-cache-dir ./shared - -COPY services/portfolio-manager/ services/portfolio-manager/ -RUN pip install --no-cache-dir ./services/portfolio-manager - -CMD ["python", "-m", "portfolio_manager.main"] -``` - -- [ ] **Step 12: Commit** - -```bash -git add services/portfolio-manager/ -git commit -m "feat(portfolio-manager): add portfolio tracking and PnL calculation" -``` - ---- - -## Task 9: Backtester Service - -**Files:** -- Create: `services/backtester/pyproject.toml` -- Create: `services/backtester/Dockerfile` -- Create: `services/backtester/src/backtester/__init__.py` -- Create: `services/backtester/src/backtester/config.py` -- Create: `services/backtester/src/backtester/simulator.py` -- Create: `services/backtester/src/backtester/engine.py` -- Create: `services/backtester/src/backtester/reporter.py` -- Create: `services/backtester/src/backtester/main.py` -- Create: `services/backtester/tests/test_simulator.py` -- Create: `services/backtester/tests/test_engine.py` -- Create: `services/backtester/tests/test_reporter.py` - -- [ ] **Step 1: Create pyproject.toml** - -Create `services/backtester/pyproject.toml`: - -```toml -[project] -name = "backtester" -version = "0.1.0" -description = "Strategy backtesting engine" -requires-python = ">=3.12" -dependencies = [ - "pandas>=2.0", - "trading-shared", -] - -[project.optional-dependencies] -dev = [ - "pytest>=8.0", - "pytest-asyncio>=0.23", -] - -[build-system] -requires = ["hatchling"] -build-backend = "hatchling.build" - -[tool.hatch.build.targets.wheel] -packages = ["src/backtester"] -``` - -- [ ] **Step 2: Write failing tests for simulator** - -Create `services/backtester/tests/test_simulator.py`: - -```python -from decimal import Decimal - -from shared.models import Signal, OrderSide -from backtester.simulator import OrderSimulator - - -def make_signal(side=OrderSide.BUY, price="50000", quantity="0.1") -> Signal: - return Signal( - strategy="test", - symbol="BTCUSDT", - side=side, - price=Decimal(price), - quantity=Decimal(quantity), - reason="test", - ) - - -def test_simulator_initial_balance(): - sim = OrderSimulator(initial_balance=Decimal("10000")) - assert sim.balance == Decimal("10000") - - -def test_simulator_buy_reduces_balance(): - sim = OrderSimulator(initial_balance=Decimal("10000")) - sim.execute(make_signal(side=OrderSide.BUY, price="50000", quantity="0.1")) - - assert sim.balance == Decimal("5000") # 10000 - 0.1*50000 - assert sim.positions["BTCUSDT"] == Decimal("0.1") - - -def test_simulator_sell_increases_balance(): - sim = OrderSimulator(initial_balance=Decimal("10000")) - sim.execute(make_signal(side=OrderSide.BUY, price="50000", quantity="0.1")) - sim.execute(make_signal(side=OrderSide.SELL, price="55000", quantity="0.1")) - - assert sim.balance == Decimal("10500") # 5000 + 0.1*55000 - assert sim.positions.get("BTCUSDT", Decimal("0")) == Decimal("0") - - -def test_simulator_reject_buy_insufficient_balance(): - sim = OrderSimulator(initial_balance=Decimal("100")) - result = sim.execute(make_signal(side=OrderSide.BUY, price="50000", quantity="0.1")) - assert result is False - assert sim.balance == Decimal("100") - - -def test_simulator_trade_history(): - sim = OrderSimulator(initial_balance=Decimal("10000")) - sim.execute(make_signal(side=OrderSide.BUY)) - assert len(sim.trades) == 1 -``` - -- [ ] **Step 3: Run tests to verify they fail** - -```bash -pip install -e services/backtester[dev] -pytest services/backtester/tests/test_simulator.py -v -``` - -Expected: FAIL - -- [ ] **Step 4: Implement simulator** - -Create `services/backtester/src/backtester/__init__.py`: - -```python -``` - -Create `services/backtester/src/backtester/simulator.py`: - -```python -from __future__ import annotations - -from dataclasses import dataclass, field -from decimal import Decimal - -from shared.models import Signal, OrderSide - - -@dataclass -class SimulatedTrade: - symbol: str - side: OrderSide - price: Decimal - quantity: Decimal - balance_after: Decimal - - -class OrderSimulator: - def __init__(self, initial_balance: Decimal): - self.balance = initial_balance - self.positions: dict[str, Decimal] = {} - self.trades: list[SimulatedTrade] = [] - - def execute(self, signal: Signal) -> bool: - if signal.side == OrderSide.BUY: - cost = signal.price * signal.quantity - if cost > self.balance: - return False - self.balance -= cost - current = self.positions.get(signal.symbol, Decimal("0")) - self.positions[signal.symbol] = current + signal.quantity - elif signal.side == OrderSide.SELL: - current = self.positions.get(signal.symbol, Decimal("0")) - sell_qty = min(signal.quantity, current) - if sell_qty <= 0: - return False - self.balance += signal.price * sell_qty - self.positions[signal.symbol] = current - sell_qty - - self.trades.append( - SimulatedTrade( - symbol=signal.symbol, - side=signal.side, - price=signal.price, - quantity=signal.quantity, - balance_after=self.balance, - ) - ) - return True -``` - -- [ ] **Step 5: Run tests to verify they pass** - -```bash -pytest services/backtester/tests/test_simulator.py -v -``` - -Expected: All PASS - -- [ ] **Step 6: Write failing tests for backtest engine** - -Create `services/backtester/tests/test_engine.py`: - -```python -import pytest -from decimal import Decimal -from datetime import datetime, timezone -from unittest.mock import MagicMock - -from shared.models import Candle, Signal, OrderSide -from backtester.engine import BacktestEngine - - -def make_candles(prices: list[float]) -> list[Candle]: - return [ - Candle( - symbol="BTCUSDT", - timeframe="1m", - open_time=datetime(2026, 1, 1, minute=i, tzinfo=timezone.utc), - open=Decimal(str(p)), - high=Decimal(str(p + 10)), - low=Decimal(str(p - 10)), - close=Decimal(str(p)), - volume=Decimal("1.0"), - ) - for i, p in enumerate(prices) - ] - - -def test_backtest_engine_runs_strategy_over_candles(): - mock_strategy = MagicMock() - mock_strategy.name = "test" - mock_strategy.on_candle.return_value = None - - candles = make_candles([50000, 50100, 50200]) - - engine = BacktestEngine( - strategy=mock_strategy, - initial_balance=Decimal("10000"), - ) - result = engine.run(candles) - - assert mock_strategy.on_candle.call_count == 3 - assert result.total_trades == 0 - assert result.final_balance == Decimal("10000") - - -def test_backtest_engine_executes_signals(): - buy_signal = Signal( - strategy="test", - symbol="BTCUSDT", - side=OrderSide.BUY, - price=Decimal("50000"), - quantity=Decimal("0.1"), - reason="test buy", - ) - sell_signal = Signal( - strategy="test", - symbol="BTCUSDT", - side=OrderSide.SELL, - price=Decimal("55000"), - quantity=Decimal("0.1"), - reason="test sell", - ) - - mock_strategy = MagicMock() - mock_strategy.name = "test" - mock_strategy.on_candle.side_effect = [buy_signal, None, sell_signal] - - candles = make_candles([50000, 52000, 55000]) - - engine = BacktestEngine( - strategy=mock_strategy, - initial_balance=Decimal("10000"), - ) - result = engine.run(candles) - - assert result.total_trades == 2 - assert result.final_balance == Decimal("10500") # 10000 - 5000 + 5500 -``` - -- [ ] **Step 7: Run tests to verify they fail** - -```bash -pytest services/backtester/tests/test_engine.py -v -``` - -Expected: FAIL - -- [ ] **Step 8: Implement backtest engine** - -Create `services/backtester/src/backtester/engine.py`: - -```python -from __future__ import annotations - -from dataclasses import dataclass -from decimal import Decimal - -from shared.models import Candle -from backtester.simulator import OrderSimulator -from strategies.base import BaseStrategy - - -@dataclass -class BacktestResult: - strategy_name: str - symbol: str - total_trades: int - initial_balance: Decimal - final_balance: Decimal - profit: Decimal - profit_pct: Decimal - trades: list - - @property - def win_rate(self) -> Decimal: - if self.total_trades == 0: - return Decimal("0") - wins = sum( - 1 - for i in range(0, len(self.trades) - 1, 2) - if i + 1 < len(self.trades) - and self.trades[i + 1].balance_after > self.trades[i].balance_after - ) - pairs = self.total_trades // 2 - return Decimal(str(wins / pairs * 100)) if pairs > 0 else Decimal("0") - - -class BacktestEngine: - def __init__(self, strategy: BaseStrategy, initial_balance: Decimal): - self._strategy = strategy - self._initial_balance = initial_balance - - def run(self, candles: list[Candle]) -> BacktestResult: - simulator = OrderSimulator(self._initial_balance) - symbol = candles[0].symbol if candles else "" - - for candle in candles: - signal = self._strategy.on_candle(candle) - if signal is not None: - simulator.execute(signal) - - final = simulator.balance - # Add value of remaining positions at last candle price - if candles: - last_price = candles[-1].close - for sym, qty in simulator.positions.items(): - final += qty * last_price - - profit = final - self._initial_balance - profit_pct = (profit / self._initial_balance) * 100 if self._initial_balance > 0 else Decimal("0") - - return BacktestResult( - strategy_name=self._strategy.name, - symbol=symbol, - total_trades=len(simulator.trades), - initial_balance=self._initial_balance, - final_balance=final, - profit=profit, - profit_pct=profit_pct, - trades=simulator.trades, - ) -``` - -- [ ] **Step 9: Run tests to verify they pass** - -```bash -pytest services/backtester/tests/test_engine.py -v -``` - -Expected: All PASS - -- [ ] **Step 10: Write failing tests for reporter** - -Create `services/backtester/tests/test_reporter.py`: - -```python -from decimal import Decimal - -from backtester.engine import BacktestResult -from backtester.reporter import format_report - - -def test_format_report_contains_key_metrics(): - result = BacktestResult( - strategy_name="rsi", - symbol="BTCUSDT", - total_trades=10, - initial_balance=Decimal("10000"), - final_balance=Decimal("11500"), - profit=Decimal("1500"), - profit_pct=Decimal("15"), - trades=[], - ) - - report = format_report(result) - - assert "rsi" in report - assert "BTCUSDT" in report - assert "10000" in report - assert "11500" in report - assert "1500" in report - assert "15" in report -``` - -- [ ] **Step 11: Run test to verify it fails** - -```bash -pytest services/backtester/tests/test_reporter.py -v -``` - -Expected: FAIL - -- [ ] **Step 12: Implement reporter** - -Create `services/backtester/src/backtester/reporter.py`: - -```python -from backtester.engine import BacktestResult - - -def format_report(result: BacktestResult) -> str: - lines = [ - "=" * 50, - f" Backtest Report: {result.strategy_name}", - "=" * 50, - f" Symbol: {result.symbol}", - f" Total Trades: {result.total_trades}", - f" Initial Balance: {result.initial_balance}", - f" Final Balance: {result.final_balance}", - f" Profit: {result.profit}", - f" Profit %: {result.profit_pct:.2f}%", - f" Win Rate: {result.win_rate:.1f}%", - "=" * 50, - ] - return "\n".join(lines) -``` - -- [ ] **Step 13: Run test to verify it passes** - -```bash -pytest services/backtester/tests/test_reporter.py -v -``` - -Expected: PASS - -- [ ] **Step 14: Implement config and main** - -Create `services/backtester/src/backtester/config.py`: - -```python -from shared.config import Settings - - -class BacktestConfig(Settings): - backtest_initial_balance: float = 10000.0 -``` - -Create `services/backtester/src/backtester/main.py`: - -```python -from __future__ import annotations - -import asyncio -import logging -from decimal import Decimal -from pathlib import Path - -from shared.db import Database -from backtester.config import BacktestConfig -from backtester.engine import BacktestEngine -from backtester.reporter import format_report - -logger = logging.getLogger(__name__) - - -async def run_backtest( - strategy_name: str, - symbol: str, - timeframe: str, - initial_balance: Decimal, - db: Database, - strategies_dir: Path, -) -> str: - from strategy_engine.plugin_loader import load_strategies - - strategies = load_strategies(strategies_dir) - strategy = next((s for s in strategies if s.name == strategy_name), None) - if strategy is None: - return f"Strategy '{strategy_name}' not found" - - candles_data = await db.get_candles(symbol, timeframe) - if not candles_data: - return f"No candle data for {symbol} {timeframe}" - - from shared.models import Candle - - candles = [Candle(**row) for row in reversed(candles_data)] - - engine = BacktestEngine(strategy=strategy, initial_balance=initial_balance) - result = engine.run(candles) - return format_report(result) -``` - -- [ ] **Step 15: Create Dockerfile** - -Create `services/backtester/Dockerfile`: - -```dockerfile -FROM python:3.12-slim - -WORKDIR /app - -COPY shared/ shared/ -RUN pip install --no-cache-dir ./shared - -COPY services/strategy-engine/strategies/ services/strategy-engine/strategies/ -COPY services/backtester/ services/backtester/ -RUN pip install --no-cache-dir ./services/backtester - -CMD ["python", "-m", "backtester.main"] -``` - -- [ ] **Step 16: Commit** - -```bash -git add services/backtester/ -git commit -m "feat(backtester): add backtesting engine with simulator and reporting" -``` - ---- - -## Task 10: CLI - -**Files:** -- Create: `cli/pyproject.toml` -- Create: `cli/src/trading_cli/__init__.py` -- Create: `cli/src/trading_cli/main.py` -- Create: `cli/src/trading_cli/commands/data.py` -- Create: `cli/src/trading_cli/commands/trade.py` -- Create: `cli/src/trading_cli/commands/backtest.py` -- Create: `cli/src/trading_cli/commands/portfolio.py` -- Create: `cli/src/trading_cli/commands/strategy.py` -- Create: `cli/src/trading_cli/commands/service.py` -- Create: `cli/tests/test_cli_data.py` - -- [ ] **Step 1: Create pyproject.toml** - -Create `cli/pyproject.toml`: - -```toml -[project] -name = "trading-cli" -version = "0.1.0" -description = "CLI interface for the trading platform" -requires-python = ">=3.12" -dependencies = [ - "click>=8.0", - "rich>=13.0", - "trading-shared", -] - -[project.scripts] -trading = "trading_cli.main:cli" - -[project.optional-dependencies] -dev = [ - "pytest>=8.0", - "pytest-asyncio>=0.23", -] - -[build-system] -requires = ["hatchling"] -build-backend = "hatchling.build" - -[tool.hatch.build.targets.wheel] -packages = ["src/trading_cli"] -``` - -- [ ] **Step 2: Write failing tests for CLI data commands** - -Create `cli/tests/test_cli_data.py`: - -```python -from click.testing import CliRunner -from trading_cli.main import cli - - -def test_cli_help(): - runner = CliRunner() - result = runner.invoke(cli, ["--help"]) - assert result.exit_code == 0 - assert "trading" in result.output.lower() or "Usage" in result.output - - -def test_cli_data_group(): - runner = CliRunner() - result = runner.invoke(cli, ["data", "--help"]) - assert result.exit_code == 0 - assert "collect" in result.output - assert "history" in result.output -``` - -- [ ] **Step 3: Run tests to verify they fail** - -```bash -pip install -e cli[dev] -pytest cli/tests/test_cli_data.py -v -``` - -Expected: FAIL - -- [ ] **Step 4: Implement CLI main and data commands** - -Create `cli/src/trading_cli/__init__.py`: - -```python -``` - -Create `cli/src/trading_cli/main.py`: - -```python -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.portfolio import portfolio -from trading_cli.commands.strategy import strategy -from trading_cli.commands.service import service - - -@click.group() -@click.version_option(version="0.1.0") -def cli(): - """Trading Platform CLI — Binance spot crypto trading""" - pass - - -cli.add_command(data) -cli.add_command(trade) -cli.add_command(backtest) -cli.add_command(portfolio) -cli.add_command(strategy) -cli.add_command(service) -``` - -Create `cli/src/trading_cli/commands/data.py`: - -```python -import asyncio - -import click - - -@click.group() -def data(): - """Data collection commands""" - pass - - -@data.command() -@click.option("--symbol", required=True, help="Trading pair (e.g. BTCUSDT)") -@click.option("--timeframe", default="1m", help="Candle timeframe") -def collect(symbol: str, timeframe: str): - """Start real-time data collection""" - click.echo(f"Starting data collection: {symbol} {timeframe}") - - from data_collector.config import CollectorConfig - from data_collector.main import run - - asyncio.run(run()) - - -@data.command() -@click.option("--symbol", required=True, help="Trading pair (e.g. BTCUSDT)") -@click.option("--timeframe", default="1m", help="Candle timeframe") -@click.option("--from", "since", required=True, help="Start date (YYYY-MM-DD)") -@click.option("--limit", default=1000, help="Number of candles") -def history(symbol: str, timeframe: str, since: str, limit: int): - """Download historical candle data""" - click.echo(f"Downloading history: {symbol} {timeframe} from {since} (limit={limit})") - - async def _run(): - import ccxt.async_support as ccxt - from datetime import datetime, timezone - from shared.broker import RedisBroker - from shared.config import Settings - from shared.db import Database - from data_collector.binance_rest import fetch_historical_candles - from data_collector.storage import CandleStorage - - settings = Settings() - db = Database(settings.database_url) - await db.connect() - await db.init_tables() - broker = RedisBroker(settings.redis_url) - storage = CandleStorage(db=db, broker=broker) - - exchange = ccxt.binance() - since_dt = datetime.strptime(since, "%Y-%m-%d").replace(tzinfo=timezone.utc) - candles = await fetch_historical_candles( - exchange=exchange, - symbol=symbol.replace("USDT", "/USDT"), - timeframe=timeframe, - since=since_dt, - limit=limit, - ) - await storage.store_batch(candles) - await exchange.close() - await broker.close() - await db.close() - click.echo(f"Downloaded {len(candles)} candles") - - asyncio.run(_run()) - - -@data.command("list") -def list_data(): - """List currently collecting symbols""" - click.echo("Collecting symbols:") - click.echo(" (Check docker-compose service status)") -``` - -- [ ] **Step 5: Implement remaining CLI command stubs** - -Create `cli/src/trading_cli/commands/trade.py`: - -```python -import click - - -@click.group() -def trade(): - """Trading bot commands""" - pass - - -@trade.command() -@click.option("--strategy", required=True, help="Strategy name") -@click.option("--symbol", required=True, help="Trading pair") -def start(strategy: str, symbol: str): - """Start a trading bot""" - click.echo(f"Starting bot: strategy={strategy} symbol={symbol}") - - -@trade.command() -@click.option("--strategy", required=True, help="Strategy name") -def stop(strategy: str): - """Stop a trading bot""" - click.echo(f"Stopping bot: strategy={strategy}") - - -@trade.command() -def status(): - """Show running bot status""" - click.echo("Running bots:") - - -@trade.command("stop-all") -def stop_all(): - """Emergency stop: stop all bots and cancel all orders""" - click.confirm("Are you sure you want to stop ALL bots?", abort=True) - click.echo("Stopping all bots and cancelling open orders...") -``` - -Create `cli/src/trading_cli/commands/backtest.py`: - -```python -import asyncio -from decimal import Decimal - -import click - - -@click.group() -def backtest(): - """Backtesting commands""" - pass - - -@backtest.command("run") -@click.option("--strategy", required=True, help="Strategy name") -@click.option("--symbol", required=True, help="Trading pair") -@click.option("--from", "since", required=True, help="Start date") -@click.option("--to", "until", required=True, help="End date") -@click.option("--balance", default=10000.0, help="Initial balance") -def run_backtest(strategy: str, symbol: str, since: str, until: str, balance: float): - """Run a backtest""" - click.echo(f"Running backtest: {strategy} on {symbol} ({since} ~ {until})") - - async def _run(): - from pathlib import Path - from shared.config import Settings - from shared.db import Database - from backtester.main import run_backtest as bt_run - - settings = Settings() - db = Database(settings.database_url) - await db.connect() - - strategies_dir = Path(__file__).parent.parent.parent.parent.parent / "services" / "strategy-engine" / "strategies" - report = await bt_run( - strategy_name=strategy, - symbol=symbol, - timeframe="1m", - initial_balance=Decimal(str(balance)), - db=db, - strategies_dir=strategies_dir, - ) - click.echo(report) - await db.close() - - asyncio.run(_run()) - - -@backtest.command() -@click.option("--id", "report_id", default="latest", help="Report ID") -def report(report_id: str): - """Show backtest report""" - click.echo(f"Showing report: {report_id}") -``` - -Create `cli/src/trading_cli/commands/portfolio.py`: - -```python -import click - - -@click.group() -def portfolio(): - """Portfolio commands""" - pass - - -@portfolio.command() -def show(): - """Show current portfolio""" - click.echo("Current Portfolio:") - click.echo(" (Connect to portfolio-manager service)") - - -@portfolio.command() -@click.option("--days", default=30, help="Number of days") -def history(days: int): - """Show PnL history""" - click.echo(f"PnL history (last {days} days):") -``` - -Create `cli/src/trading_cli/commands/strategy.py`: - -```python -from pathlib import Path - -import click - - -@click.group() -def strategy(): - """Strategy management commands""" - pass - - -@strategy.command("list") -def list_strategies(): - """List available strategies""" - from strategy_engine.plugin_loader import load_strategies - - strategies_dir = Path(__file__).parent.parent.parent.parent.parent / "services" / "strategy-engine" / "strategies" - strategies = load_strategies(strategies_dir) - click.echo("Available strategies:") - for s in strategies: - click.echo(f" - {s.name}") - - -@strategy.command() -@click.option("--name", required=True, help="Strategy name") -def info(name: str): - """Show strategy details""" - click.echo(f"Strategy: {name}") -``` - -Create `cli/src/trading_cli/commands/service.py`: - -```python -import subprocess - -import click - - -@click.group() -def service(): - """Service management commands""" - pass - - -@service.command() -def up(): - """Start all services""" - click.echo("Starting all services...") - subprocess.run(["docker", "compose", "up", "-d"], check=True) - - -@service.command() -def down(): - """Stop all services""" - click.echo("Stopping all services...") - subprocess.run(["docker", "compose", "down"], check=True) - - -@service.command() -@click.option("--name", required=True, help="Service name") -def logs(name: str): - """Show service logs""" - subprocess.run(["docker", "compose", "logs", "-f", name]) -``` - -- [ ] **Step 6: Run tests to verify they pass** - -```bash -pytest cli/tests/test_cli_data.py -v -``` - -Expected: All PASS - -- [ ] **Step 7: Commit** - -```bash -git add cli/ -git commit -m "feat(cli): add Click-based CLI with data, trade, backtest, portfolio, strategy, and service commands" -``` - ---- - -## Task 11: Integration Verification - -- [ ] **Step 1: Run all tests** - -```bash -cd /home/si/Private/repos/trading -pytest -v -``` - -Expected: All tests pass - -- [ ] **Step 2: Lint check** - -```bash -ruff check . -``` - -Fix any issues found. - -- [ ] **Step 3: Verify Docker builds** - -```bash -docker compose build -``` - -Expected: All services build successfully - -- [ ] **Step 4: Start infrastructure and verify** - -```bash -make infra -# Wait for healthy status -docker compose ps -``` - -Expected: redis and postgres running and healthy - -- [ ] **Step 5: Final commit** - -```bash -git add . -git commit -m "chore: integration verification — all tests pass, docker builds succeed" -``` |