5 files changed, 16 insertions, 18 deletions
diff --git a/services/backtester/src/backtester/engine.py b/services/backtester/src/backtester/engine.py
index b03715d..fcf48f1 100644
--- a/services/backtester/src/backtester/engine.py
+++ b/services/backtester/src/backtester/engine.py
@@ -6,10 +6,9 @@ from dataclasses import dataclass, field
 from decimal import Decimal
 from typing import Protocol
 
-from shared.models import Candle, Signal
-
 from backtester.metrics import DetailedMetrics, TradeRecord, compute_detailed_metrics
 from backtester.simulator import OrderSimulator, SimulatedTrade
+from shared.models import Candle, Signal
 
 
 class StrategyProtocol(Protocol):
@@ -101,7 +100,7 @@ class BacktestEngine:
         final_balance = simulator.balance
         if candles:
             last_price = candles[-1].close
-            for symbol, qty in simulator.positions.items():
+            for qty in simulator.positions.values():
                 if qty > Decimal("0"):
                     final_balance += qty * last_price
                 elif qty < Decimal("0"):
diff --git a/services/backtester/src/backtester/main.py b/services/backtester/src/backtester/main.py
index 084ce02..dbde00b 100644
--- a/services/backtester/src/backtester/main.py
+++ b/services/backtester/src/backtester/main.py
@@ -17,11 +17,11 @@ _STRATEGIES_DIR = Path(
 if _STRATEGIES_DIR.parent not in [Path(p) for p in sys.path]:
     sys.path.insert(0, str(_STRATEGIES_DIR.parent))
 
-from shared.db import Database  # noqa: E402
-from shared.models import Candle  # noqa: E402
 from backtester.config import BacktestConfig  # noqa: E402
 from backtester.engine import BacktestEngine  # noqa: E402
 from backtester.reporter import format_report  # noqa: E402
+from shared.db import Database  # noqa: E402
+from shared.models import Candle  # noqa: E402
 
 
 async def run_backtest() -> str:
diff --git a/services/backtester/src/backtester/metrics.py b/services/backtester/src/backtester/metrics.py
index 239cb6f..c7b032b 100644
--- a/services/backtester/src/backtester/metrics.py
+++ b/services/backtester/src/backtester/metrics.py
@@ -266,7 +266,7 @@ def compute_detailed_metrics(
         largest_win=largest_win,
         largest_loss=largest_loss,
         avg_holding_period=avg_holding,
-        trade_pairs=[p for p in pairs],
+        trade_pairs=list(pairs),
         risk_free_rate=risk_free_rate,
         recovery_factor=recovery_factor,
         max_consecutive_losses=max_consec_losses,
diff --git a/services/backtester/src/backtester/simulator.py b/services/backtester/src/backtester/simulator.py
index 64c88dd..6bce18b 100644
--- a/services/backtester/src/backtester/simulator.py
+++ b/services/backtester/src/backtester/simulator.py
@@ -1,9 +1,8 @@
 """Simulated order executor for backtesting."""
 
 from dataclasses import dataclass, field
-from datetime import datetime, timezone
+from datetime import UTC, datetime
 from decimal import Decimal
-from typing import Optional
 
 from shared.models import OrderSide, Signal
 
@@ -16,7 +15,7 @@ class SimulatedTrade:
     quantity: Decimal
     balance_after: Decimal
     fee: Decimal = Decimal("0")
-    timestamp: datetime = field(default_factory=lambda: datetime.now(timezone.utc))
+    timestamp: datetime = field(default_factory=lambda: datetime.now(UTC))
 
 
 @dataclass
@@ -27,8 +26,8 @@ class OpenPosition:
     side: OrderSide  # BUY = long, SELL = short
     entry_price: Decimal
     quantity: Decimal
-    stop_loss: Optional[Decimal] = None
-    take_profit: Optional[Decimal] = None
+    stop_loss: Decimal | None = None
+    take_profit: Decimal | None = None
 
 
 class OrderSimulator:
@@ -70,7 +69,7 @@ class OrderSimulator:
         remaining: list[OpenPosition] = []
         for pos in self.open_positions:
             triggered = False
-            exit_price: Optional[Decimal] = None
+            exit_price: Decimal | None = None
 
             if pos.side == OrderSide.BUY:  # Long position
                 if pos.stop_loss is not None and candle_low <= pos.stop_loss:
@@ -125,12 +124,12 @@ class OrderSimulator:
     def execute(
         self,
         signal: Signal,
-        timestamp: Optional[datetime] = None,
-        stop_loss: Optional[Decimal] = None,
-        take_profit: Optional[Decimal] = None,
+        timestamp: datetime | None = None,
+        stop_loss: Decimal | None = None,
+        take_profit: Decimal | None = None,
     ) -> bool:
         """Execute a signal with slippage and fees. Returns True if accepted."""
-        ts = timestamp or datetime.now(timezone.utc)
+        ts = timestamp or datetime.now(UTC)
         exec_price = self._apply_slippage(signal.price, signal.side)
         fee = self._calculate_fee(exec_price, signal.quantity)
 
diff --git a/services/backtester/src/backtester/walk_forward.py b/services/backtester/src/backtester/walk_forward.py
index c7b7fd8..720ad5e 100644
--- a/services/backtester/src/backtester/walk_forward.py
+++ b/services/backtester/src/backtester/walk_forward.py
@@ -1,11 +1,11 @@
 """Walk-forward analysis for strategy parameter optimization."""
 
+from collections.abc import Callable
 from dataclasses import dataclass, field
 from decimal import Decimal
-from typing import Callable
 
-from shared.models import Candle
 from backtester.engine import BacktestEngine, BacktestResult, StrategyProtocol
+from shared.models import Candle
 
 
 @dataclass