diff options
Diffstat (limited to 'services')
77 files changed, 253 insertions, 275 deletions
diff --git a/services/api/src/trading_api/main.py b/services/api/src/trading_api/main.py index 090b110..05c6d2f 100644 --- a/services/api/src/trading_api/main.py +++ b/services/api/src/trading_api/main.py @@ -11,7 +11,6 @@ from slowapi.util import get_remote_address from shared.config import Settings from shared.db import Database - from trading_api.dependencies.auth import verify_token from trading_api.routers import orders, portfolio, strategies diff --git a/services/api/src/trading_api/routers/orders.py b/services/api/src/trading_api/routers/orders.py index 217efef..b664e2a 100644 --- a/services/api/src/trading_api/routers/orders.py +++ b/services/api/src/trading_api/routers/orders.py @@ -3,12 +3,13 @@ import logging from fastapi import APIRouter, HTTPException, Query, Request -from shared.sa_models import OrderRow, SignalRow from slowapi import Limiter from slowapi.util import get_remote_address from sqlalchemy import select from sqlalchemy.exc import OperationalError +from shared.sa_models import OrderRow, SignalRow + logger = logging.getLogger(__name__) router = APIRouter() @@ -42,10 +43,10 @@ async def get_orders(request: Request, limit: int = Query(50, ge=1, le=1000)): ] except OperationalError as exc: logger.error("Database error fetching orders: %s", exc) - raise HTTPException(status_code=503, detail="Database unavailable") + raise HTTPException(status_code=503, detail="Database unavailable") from exc except Exception as exc: logger.error("Failed to get orders: %s", exc, exc_info=True) - raise HTTPException(status_code=500, detail="Failed to retrieve orders") + raise HTTPException(status_code=500, detail="Failed to retrieve orders") from exc @router.get("/signals") @@ -73,7 +74,7 @@ async def get_signals(request: Request, limit: int = Query(50, ge=1, le=1000)): ] except OperationalError as exc: logger.error("Database error fetching signals: %s", exc) - raise HTTPException(status_code=503, detail="Database unavailable") + raise HTTPException(status_code=503, detail="Database unavailable") from exc except Exception as exc: logger.error("Failed to get signals: %s", exc, exc_info=True) - raise HTTPException(status_code=500, detail="Failed to retrieve signals") + raise HTTPException(status_code=500, detail="Failed to retrieve signals") from exc diff --git a/services/api/src/trading_api/routers/portfolio.py b/services/api/src/trading_api/routers/portfolio.py index fde90cb..56bee7c 100644 --- a/services/api/src/trading_api/routers/portfolio.py +++ b/services/api/src/trading_api/routers/portfolio.py @@ -3,10 +3,11 @@ import logging from fastapi import APIRouter, HTTPException, Query, Request -from shared.sa_models import PositionRow from sqlalchemy import select from sqlalchemy.exc import OperationalError +from shared.sa_models import PositionRow + logger = logging.getLogger(__name__) router = APIRouter() @@ -32,10 +33,10 @@ async def get_positions(request: Request): ] except OperationalError as exc: logger.error("Database error fetching positions: %s", exc) - raise HTTPException(status_code=503, detail="Database unavailable") + raise HTTPException(status_code=503, detail="Database unavailable") from exc except Exception as exc: logger.error("Failed to get positions: %s", exc, exc_info=True) - raise HTTPException(status_code=500, detail="Failed to retrieve positions") + raise HTTPException(status_code=500, detail="Failed to retrieve positions") from exc @router.get("/snapshots") @@ -55,7 +56,7 @@ async def get_snapshots(request: Request, days: int = Query(30, ge=1, le=365)): ] except OperationalError as exc: logger.error("Database error fetching snapshots: %s", exc) - raise HTTPException(status_code=503, detail="Database unavailable") + raise HTTPException(status_code=503, detail="Database unavailable") from exc except Exception as exc: logger.error("Failed to get snapshots: %s", exc, exc_info=True) - raise HTTPException(status_code=500, detail="Failed to retrieve snapshots") + raise HTTPException(status_code=500, detail="Failed to retrieve snapshots") from exc diff --git a/services/api/src/trading_api/routers/strategies.py b/services/api/src/trading_api/routers/strategies.py index 5db7320..157094c 100644 --- a/services/api/src/trading_api/routers/strategies.py +++ b/services/api/src/trading_api/routers/strategies.py @@ -44,7 +44,7 @@ async def list_strategies(): ] except (ImportError, FileNotFoundError) as exc: logger.error("Strategy loading error: %s", exc) - raise HTTPException(status_code=503, detail="Strategy engine unavailable") + raise HTTPException(status_code=503, detail="Strategy engine unavailable") from exc except Exception as exc: logger.error("Failed to list strategies: %s", exc, exc_info=True) - raise HTTPException(status_code=500, detail="Failed to list strategies") + raise HTTPException(status_code=500, detail="Failed to list strategies") from exc diff --git a/services/api/tests/test_api.py b/services/api/tests/test_api.py index 669143b..f3b0a47 100644 --- a/services/api/tests/test_api.py +++ b/services/api/tests/test_api.py @@ -1,6 +1,7 @@ """Tests for the REST API.""" from unittest.mock import AsyncMock, patch + from fastapi.testclient import TestClient diff --git a/services/api/tests/test_orders_router.py b/services/api/tests/test_orders_router.py index 0658619..52252c5 100644 --- a/services/api/tests/test_orders_router.py +++ b/services/api/tests/test_orders_router.py @@ -1,10 +1,10 @@ """Tests for orders API router.""" -import pytest from unittest.mock import AsyncMock, MagicMock -from fastapi.testclient import TestClient -from fastapi import FastAPI +import pytest +from fastapi import FastAPI +from fastapi.testclient import TestClient from trading_api.routers.orders import router diff --git a/services/api/tests/test_portfolio_router.py b/services/api/tests/test_portfolio_router.py index 3bd1b2c..8cd8ff8 100644 --- a/services/api/tests/test_portfolio_router.py +++ b/services/api/tests/test_portfolio_router.py @@ -1,11 +1,11 @@ """Tests for portfolio API router.""" -import pytest from decimal import Decimal from unittest.mock import AsyncMock, MagicMock -from fastapi.testclient import TestClient -from fastapi import FastAPI +import pytest +from fastapi import FastAPI +from fastapi.testclient import TestClient from trading_api.routers.portfolio import router diff --git a/services/backtester/src/backtester/engine.py b/services/backtester/src/backtester/engine.py index b03715d..fcf48f1 100644 --- a/services/backtester/src/backtester/engine.py +++ b/services/backtester/src/backtester/engine.py @@ -6,10 +6,9 @@ from dataclasses import dataclass, field from decimal import Decimal from typing import Protocol -from shared.models import Candle, Signal - from backtester.metrics import DetailedMetrics, TradeRecord, compute_detailed_metrics from backtester.simulator import OrderSimulator, SimulatedTrade +from shared.models import Candle, Signal class StrategyProtocol(Protocol): @@ -101,7 +100,7 @@ class BacktestEngine: final_balance = simulator.balance if candles: last_price = candles[-1].close - for symbol, qty in simulator.positions.items(): + for qty in simulator.positions.values(): if qty > Decimal("0"): final_balance += qty * last_price elif qty < Decimal("0"): diff --git a/services/backtester/src/backtester/main.py b/services/backtester/src/backtester/main.py index 084ce02..dbde00b 100644 --- a/services/backtester/src/backtester/main.py +++ b/services/backtester/src/backtester/main.py @@ -17,11 +17,11 @@ _STRATEGIES_DIR = Path( if _STRATEGIES_DIR.parent not in [Path(p) for p in sys.path]: sys.path.insert(0, str(_STRATEGIES_DIR.parent)) -from shared.db import Database # noqa: E402 -from shared.models import Candle # noqa: E402 from backtester.config import BacktestConfig # noqa: E402 from backtester.engine import BacktestEngine # noqa: E402 from backtester.reporter import format_report # noqa: E402 +from shared.db import Database # noqa: E402 +from shared.models import Candle # noqa: E402 async def run_backtest() -> str: diff --git a/services/backtester/src/backtester/metrics.py b/services/backtester/src/backtester/metrics.py index 239cb6f..c7b032b 100644 --- a/services/backtester/src/backtester/metrics.py +++ b/services/backtester/src/backtester/metrics.py @@ -266,7 +266,7 @@ def compute_detailed_metrics( largest_win=largest_win, largest_loss=largest_loss, avg_holding_period=avg_holding, - trade_pairs=[p for p in pairs], + trade_pairs=list(pairs), risk_free_rate=risk_free_rate, recovery_factor=recovery_factor, max_consecutive_losses=max_consec_losses, diff --git a/services/backtester/src/backtester/simulator.py b/services/backtester/src/backtester/simulator.py index 64c88dd..6bce18b 100644 --- a/services/backtester/src/backtester/simulator.py +++ b/services/backtester/src/backtester/simulator.py @@ -1,9 +1,8 @@ """Simulated order executor for backtesting.""" from dataclasses import dataclass, field -from datetime import datetime, timezone +from datetime import UTC, datetime from decimal import Decimal -from typing import Optional from shared.models import OrderSide, Signal @@ -16,7 +15,7 @@ class SimulatedTrade: quantity: Decimal balance_after: Decimal fee: Decimal = Decimal("0") - timestamp: datetime = field(default_factory=lambda: datetime.now(timezone.utc)) + timestamp: datetime = field(default_factory=lambda: datetime.now(UTC)) @dataclass @@ -27,8 +26,8 @@ class OpenPosition: side: OrderSide # BUY = long, SELL = short entry_price: Decimal quantity: Decimal - stop_loss: Optional[Decimal] = None - take_profit: Optional[Decimal] = None + stop_loss: Decimal | None = None + take_profit: Decimal | None = None class OrderSimulator: @@ -70,7 +69,7 @@ class OrderSimulator: remaining: list[OpenPosition] = [] for pos in self.open_positions: triggered = False - exit_price: Optional[Decimal] = None + exit_price: Decimal | None = None if pos.side == OrderSide.BUY: # Long position if pos.stop_loss is not None and candle_low <= pos.stop_loss: @@ -125,12 +124,12 @@ class OrderSimulator: def execute( self, signal: Signal, - timestamp: Optional[datetime] = None, - stop_loss: Optional[Decimal] = None, - take_profit: Optional[Decimal] = None, + timestamp: datetime | None = None, + stop_loss: Decimal | None = None, + take_profit: Decimal | None = None, ) -> bool: """Execute a signal with slippage and fees. Returns True if accepted.""" - ts = timestamp or datetime.now(timezone.utc) + ts = timestamp or datetime.now(UTC) exec_price = self._apply_slippage(signal.price, signal.side) fee = self._calculate_fee(exec_price, signal.quantity) diff --git a/services/backtester/src/backtester/walk_forward.py b/services/backtester/src/backtester/walk_forward.py index c7b7fd8..720ad5e 100644 --- a/services/backtester/src/backtester/walk_forward.py +++ b/services/backtester/src/backtester/walk_forward.py @@ -1,11 +1,11 @@ """Walk-forward analysis for strategy parameter optimization.""" +from collections.abc import Callable from dataclasses import dataclass, field from decimal import Decimal -from typing import Callable -from shared.models import Candle from backtester.engine import BacktestEngine, BacktestResult, StrategyProtocol +from shared.models import Candle @dataclass diff --git a/services/backtester/tests/test_engine.py b/services/backtester/tests/test_engine.py index 4794e63..f789831 100644 --- a/services/backtester/tests/test_engine.py +++ b/services/backtester/tests/test_engine.py @@ -1,20 +1,19 @@ """Tests for the BacktestEngine.""" -from datetime import datetime, timezone +from datetime import UTC, datetime from decimal import Decimal from unittest.mock import MagicMock - -from shared.models import Candle, Signal, OrderSide - from backtester.engine import BacktestEngine +from shared.models import Candle, OrderSide, Signal + def make_candle(symbol: str, price: float, timeframe: str = "1h") -> Candle: return Candle( symbol=symbol, timeframe=timeframe, - open_time=datetime.now(timezone.utc), + open_time=datetime.now(UTC), open=Decimal(str(price)), high=Decimal(str(price * 1.01)), low=Decimal(str(price * 0.99)), diff --git a/services/backtester/tests/test_metrics.py b/services/backtester/tests/test_metrics.py index 55f5b6c..13e545e 100644 --- a/services/backtester/tests/test_metrics.py +++ b/services/backtester/tests/test_metrics.py @@ -1,17 +1,16 @@ """Tests for detailed backtest metrics.""" import math -from datetime import datetime, timedelta, timezone +from datetime import UTC, datetime, timedelta from decimal import Decimal import pytest - from backtester.metrics import TradeRecord, compute_detailed_metrics def _make_trade(side: str, price: str, minutes_offset: int = 0) -> TradeRecord: return TradeRecord( - time=datetime(2025, 1, 1, tzinfo=timezone.utc) + timedelta(minutes=minutes_offset), + time=datetime(2025, 1, 1, tzinfo=UTC) + timedelta(minutes=minutes_offset), symbol="AAPL", side=side, price=Decimal(price), @@ -124,7 +123,7 @@ def test_consecutive_losses(): def test_risk_free_rate_affects_sharpe(): """Higher risk-free rate should lower Sharpe ratio.""" - base = datetime(2025, 1, 1, tzinfo=timezone.utc) + base = datetime(2025, 1, 1, tzinfo=UTC) trades = [ TradeRecord( time=base, symbol="AAPL", side="BUY", price=Decimal("100"), quantity=Decimal("1") @@ -184,7 +183,7 @@ def test_daily_returns_populated(): def test_fee_subtracted_from_pnl(): """Fees should be subtracted from trade PnL.""" - base = datetime(2025, 1, 1, tzinfo=timezone.utc) + base = datetime(2025, 1, 1, tzinfo=UTC) trades_with_fees = [ TradeRecord( time=base, diff --git a/services/backtester/tests/test_simulator.py b/services/backtester/tests/test_simulator.py index 62e2cdb..f85594f 100644 --- a/services/backtester/tests/test_simulator.py +++ b/services/backtester/tests/test_simulator.py @@ -1,11 +1,12 @@ """Tests for the OrderSimulator.""" -from datetime import datetime, timezone +from datetime import UTC, datetime from decimal import Decimal -from shared.models import OrderSide, Signal from backtester.simulator import OrderSimulator +from shared.models import OrderSide, Signal + def make_signal( symbol: str, @@ -135,7 +136,7 @@ def test_stop_loss_triggers(): signal = make_signal("AAPL", OrderSide.BUY, "50000", "0.1") sim.execute(signal, stop_loss=Decimal("48000")) - ts = datetime(2025, 1, 1, tzinfo=timezone.utc) + ts = datetime(2025, 1, 1, tzinfo=UTC) closed = sim.check_stops( candle_high=Decimal("50500"), candle_low=Decimal("47500"), # below stop_loss @@ -153,7 +154,7 @@ def test_take_profit_triggers(): signal = make_signal("AAPL", OrderSide.BUY, "50000", "0.1") sim.execute(signal, take_profit=Decimal("55000")) - ts = datetime(2025, 1, 1, tzinfo=timezone.utc) + ts = datetime(2025, 1, 1, tzinfo=UTC) closed = sim.check_stops( candle_high=Decimal("56000"), # above take_profit candle_low=Decimal("50000"), @@ -171,7 +172,7 @@ def test_stop_not_triggered_within_range(): signal = make_signal("AAPL", OrderSide.BUY, "50000", "0.1") sim.execute(signal, stop_loss=Decimal("48000"), take_profit=Decimal("55000")) - ts = datetime(2025, 1, 1, tzinfo=timezone.utc) + ts = datetime(2025, 1, 1, tzinfo=UTC) closed = sim.check_stops( candle_high=Decimal("52000"), candle_low=Decimal("49000"), @@ -212,7 +213,7 @@ def test_short_stop_loss(): signal = make_signal("AAPL", OrderSide.SELL, "50000", "0.1") sim.execute(signal, stop_loss=Decimal("52000")) - ts = datetime(2025, 1, 1, tzinfo=timezone.utc) + ts = datetime(2025, 1, 1, tzinfo=UTC) closed = sim.check_stops( candle_high=Decimal("53000"), # above stop_loss candle_low=Decimal("49000"), diff --git a/services/backtester/tests/test_walk_forward.py b/services/backtester/tests/test_walk_forward.py index 96abb6e..b1aa12c 100644 --- a/services/backtester/tests/test_walk_forward.py +++ b/services/backtester/tests/test_walk_forward.py @@ -1,18 +1,18 @@ """Tests for walk-forward analysis.""" import sys -from pathlib import Path +from datetime import UTC, datetime, timedelta from decimal import Decimal -from datetime import datetime, timedelta, timezone - +from pathlib import Path sys.path.insert(0, str(Path(__file__).resolve().parents[1] / "src")) sys.path.insert(0, str(Path(__file__).resolve().parents[2] / "strategy-engine")) -from shared.models import Candle from backtester.walk_forward import WalkForwardEngine, WalkForwardResult from strategies.rsi_strategy import RsiStrategy +from shared.models import Candle + def _generate_candles(n=100, base_price=100.0): candles = [] @@ -23,7 +23,7 @@ def _generate_candles(n=100, base_price=100.0): Candle( symbol="AAPL", timeframe="1h", - open_time=datetime(2025, 1, 1, tzinfo=timezone.utc) + timedelta(hours=i), + open_time=datetime(2025, 1, 1, tzinfo=UTC) + timedelta(hours=i), open=Decimal(str(price)), high=Decimal(str(price + 5)), low=Decimal(str(price - 5)), diff --git a/services/data-collector/src/data_collector/main.py b/services/data-collector/src/data_collector/main.py index 8b9f301..2d44848 100644 --- a/services/data-collector/src/data_collector/main.py +++ b/services/data-collector/src/data_collector/main.py @@ -4,6 +4,7 @@ import asyncio import aiohttp +from data_collector.config import CollectorConfig from shared.alpaca import AlpacaClient from shared.broker import RedisBroker from shared.db import Database @@ -15,8 +16,6 @@ from shared.models import Candle from shared.notifier import TelegramNotifier from shared.shutdown import GracefulShutdown -from data_collector.config import CollectorConfig - # Health check port: base + 0 HEALTH_PORT_OFFSET = 0 @@ -48,7 +47,7 @@ async def fetch_latest_bars( volume=Decimal(str(bar["v"])), ) candles.append(candle) - except (aiohttp.ClientError, ConnectionError, TimeoutError, asyncio.TimeoutError) as exc: + except (aiohttp.ClientError, ConnectionError, TimeoutError) as exc: log.warning("fetch_bar_network_error", symbol=symbol, error=str(exc)) except (ValueError, KeyError, TypeError) as exc: log.warning("fetch_bar_parse_error", symbol=symbol, error=str(exc)) @@ -98,7 +97,7 @@ async def run() -> None: # Check if market is open try: is_open = await alpaca.is_market_open() - except (aiohttp.ClientError, ConnectionError, TimeoutError, asyncio.TimeoutError): + except (aiohttp.ClientError, ConnectionError, TimeoutError): is_open = False if is_open: diff --git a/services/data-collector/tests/test_storage.py b/services/data-collector/tests/test_storage.py index ffffa40..51f3aee 100644 --- a/services/data-collector/tests/test_storage.py +++ b/services/data-collector/tests/test_storage.py @@ -1,19 +1,20 @@ """Tests for storage module.""" -import pytest +from datetime import UTC, datetime from decimal import Decimal -from datetime import datetime, timezone from unittest.mock import AsyncMock, MagicMock -from shared.models import Candle +import pytest from data_collector.storage import CandleStorage +from shared.models import Candle + def _make_candle(symbol: str = "AAPL") -> Candle: return Candle( symbol=symbol, timeframe="1m", - open_time=datetime(2024, 1, 1, 0, 0, 0, tzinfo=timezone.utc), + open_time=datetime(2024, 1, 1, 0, 0, 0, tzinfo=UTC), open=Decimal("30000"), high=Decimal("30100"), low=Decimal("29900"), diff --git a/services/news-collector/src/news_collector/collectors/fear_greed.py b/services/news-collector/src/news_collector/collectors/fear_greed.py index f79f716..42e8f88 100644 --- a/services/news-collector/src/news_collector/collectors/fear_greed.py +++ b/services/news-collector/src/news_collector/collectors/fear_greed.py @@ -2,7 +2,6 @@ import logging from dataclasses import dataclass -from typing import Optional import aiohttp @@ -26,7 +25,7 @@ class FearGreedCollector(BaseCollector): async def is_available(self) -> bool: return True - async def _fetch_index(self) -> Optional[dict]: + async def _fetch_index(self) -> dict | None: headers = {"User-Agent": "Mozilla/5.0"} try: async with aiohttp.ClientSession() as session: @@ -50,7 +49,7 @@ class FearGreedCollector(BaseCollector): return "Greed" return "Extreme Greed" - async def collect(self) -> Optional[FearGreedResult]: + async def collect(self) -> FearGreedResult | None: data = await self._fetch_index() if data is None: return None diff --git a/services/news-collector/src/news_collector/collectors/fed.py b/services/news-collector/src/news_collector/collectors/fed.py index fce4842..52128e5 100644 --- a/services/news-collector/src/news_collector/collectors/fed.py +++ b/services/news-collector/src/news_collector/collectors/fed.py @@ -3,7 +3,7 @@ import asyncio import logging from calendar import timegm -from datetime import datetime, timezone +from datetime import UTC, datetime import feedparser from nltk.sentiment.vader import SentimentIntensityAnalyzer @@ -76,10 +76,10 @@ class FedCollector(BaseCollector): if published_parsed: try: ts = timegm(published_parsed) - return datetime.fromtimestamp(ts, tz=timezone.utc) + return datetime.fromtimestamp(ts, tz=UTC) except Exception: pass - return datetime.now(timezone.utc) + return datetime.now(UTC) async def collect(self) -> list[NewsItem]: try: diff --git a/services/news-collector/src/news_collector/collectors/finnhub.py b/services/news-collector/src/news_collector/collectors/finnhub.py index 13e3602..67cb455 100644 --- a/services/news-collector/src/news_collector/collectors/finnhub.py +++ b/services/news-collector/src/news_collector/collectors/finnhub.py @@ -1,7 +1,7 @@ """Finnhub news collector with VADER sentiment analysis.""" import logging -from datetime import datetime, timezone +from datetime import UTC, datetime import aiohttp from nltk.sentiment.vader import SentimentIntensityAnalyzer @@ -64,7 +64,7 @@ class FinnhubCollector(BaseCollector): sentiment = sentiment_scores["compound"] ts = article.get("datetime", 0) - published_at = datetime.fromtimestamp(ts, tz=timezone.utc) + published_at = datetime.fromtimestamp(ts, tz=UTC) related = article.get("related", "") symbols = [t.strip() for t in related.split(",") if t.strip()] if related else [] diff --git a/services/news-collector/src/news_collector/collectors/reddit.py b/services/news-collector/src/news_collector/collectors/reddit.py index 226a2f9..4e9d6f5 100644 --- a/services/news-collector/src/news_collector/collectors/reddit.py +++ b/services/news-collector/src/news_collector/collectors/reddit.py @@ -2,7 +2,7 @@ import logging import re -from datetime import datetime, timezone +from datetime import UTC, datetime import aiohttp from nltk.sentiment.vader import SentimentIntensityAnalyzer @@ -78,7 +78,7 @@ class RedditCollector(BaseCollector): symbols = list(dict.fromkeys(_TICKER_PATTERN.findall(combined))) created_utc = post_data.get("created_utc", 0) - published_at = datetime.fromtimestamp(created_utc, tz=timezone.utc) + published_at = datetime.fromtimestamp(created_utc, tz=UTC) items.append( NewsItem( diff --git a/services/news-collector/src/news_collector/collectors/rss.py b/services/news-collector/src/news_collector/collectors/rss.py index ddf8503..bca0e9f 100644 --- a/services/news-collector/src/news_collector/collectors/rss.py +++ b/services/news-collector/src/news_collector/collectors/rss.py @@ -3,7 +3,7 @@ import asyncio import logging import re -from datetime import datetime, timezone +from datetime import UTC, datetime from time import mktime import feedparser @@ -56,10 +56,10 @@ class RSSCollector(BaseCollector): if parsed_time: try: ts = mktime(parsed_time) - return datetime.fromtimestamp(ts, tz=timezone.utc) + return datetime.fromtimestamp(ts, tz=UTC) except Exception: pass - return datetime.now(timezone.utc) + return datetime.now(UTC) async def collect(self) -> list[NewsItem]: try: diff --git a/services/news-collector/src/news_collector/collectors/sec_edgar.py b/services/news-collector/src/news_collector/collectors/sec_edgar.py index ca1d070..d88518f 100644 --- a/services/news-collector/src/news_collector/collectors/sec_edgar.py +++ b/services/news-collector/src/news_collector/collectors/sec_edgar.py @@ -1,13 +1,13 @@ """SEC EDGAR filing collector (free, no API key required).""" import logging -from datetime import datetime, timezone +from datetime import UTC, datetime import aiohttp from nltk.sentiment.vader import SentimentIntensityAnalyzer -from shared.models import NewsCategory, NewsItem from news_collector.collectors.base import BaseCollector +from shared.models import NewsCategory, NewsItem logger = logging.getLogger(__name__) @@ -58,7 +58,7 @@ class SecEdgarCollector(BaseCollector): async def collect(self) -> list[NewsItem]: filings_data = await self._fetch_recent_filings() items = [] - today = datetime.now(timezone.utc).strftime("%Y-%m-%d") + today = datetime.now(UTC).strftime("%Y-%m-%d") for company_data in filings_data: tickers = [t["ticker"] for t in company_data.get("tickers", [])] @@ -87,9 +87,7 @@ class SecEdgarCollector(BaseCollector): headline=headline, summary=desc, url=f"https://www.sec.gov/cgi-bin/browse-edgar?action=getcompany&accession={accession}", - published_at=datetime.strptime(filing_date, "%Y-%m-%d").replace( - tzinfo=timezone.utc - ), + published_at=datetime.strptime(filing_date, "%Y-%m-%d").replace(tzinfo=UTC), symbols=tickers, sentiment=self._vader.polarity_scores(headline)["compound"], category=NewsCategory.FILING, diff --git a/services/news-collector/src/news_collector/collectors/truth_social.py b/services/news-collector/src/news_collector/collectors/truth_social.py index 33ebc86..e2acd88 100644 --- a/services/news-collector/src/news_collector/collectors/truth_social.py +++ b/services/news-collector/src/news_collector/collectors/truth_social.py @@ -2,7 +2,7 @@ import logging import re -from datetime import datetime, timezone +from datetime import UTC, datetime import aiohttp from nltk.sentiment.vader import SentimentIntensityAnalyzer @@ -67,7 +67,7 @@ class TruthSocialCollector(BaseCollector): try: published_at = datetime.fromisoformat(created_at_str.replace("Z", "+00:00")) except Exception: - published_at = datetime.now(timezone.utc) + published_at = datetime.now(UTC) items.append( NewsItem( diff --git a/services/news-collector/src/news_collector/main.py b/services/news-collector/src/news_collector/main.py index af0cd20..7265f00 100644 --- a/services/news-collector/src/news_collector/main.py +++ b/services/news-collector/src/news_collector/main.py @@ -1,10 +1,18 @@ """News Collector Service — fetches news from multiple sources and aggregates sentiment.""" import asyncio -from datetime import datetime, timezone +from datetime import UTC, datetime import aiohttp +from news_collector.collectors.fear_greed import FearGreedCollector +from news_collector.collectors.fed import FedCollector +from news_collector.collectors.finnhub import FinnhubCollector +from news_collector.collectors.reddit import RedditCollector +from news_collector.collectors.rss import RSSCollector +from news_collector.collectors.sec_edgar import SecEdgarCollector +from news_collector.collectors.truth_social import TruthSocialCollector +from news_collector.config import NewsCollectorConfig from shared.broker import RedisBroker from shared.db import Database from shared.events import NewsEvent @@ -13,19 +21,10 @@ from shared.logging import setup_logging from shared.metrics import ServiceMetrics from shared.models import NewsItem from shared.notifier import TelegramNotifier -from shared.sentiment_models import MarketSentiment from shared.sentiment import SentimentAggregator +from shared.sentiment_models import MarketSentiment from shared.shutdown import GracefulShutdown -from news_collector.config import NewsCollectorConfig -from news_collector.collectors.finnhub import FinnhubCollector -from news_collector.collectors.rss import RSSCollector -from news_collector.collectors.sec_edgar import SecEdgarCollector -from news_collector.collectors.truth_social import TruthSocialCollector -from news_collector.collectors.reddit import RedditCollector -from news_collector.collectors.fear_greed import FearGreedCollector -from news_collector.collectors.fed import FedCollector - # Health check port: base + 4 HEALTH_PORT_OFFSET = 4 @@ -56,7 +55,7 @@ async def run_collector_loop(collector, db: Database, broker: RedisBroker, log) collector=collector.name, count=count, ) - except (aiohttp.ClientError, ConnectionError, TimeoutError, asyncio.TimeoutError) as exc: + except (aiohttp.ClientError, ConnectionError, TimeoutError) as exc: log.warning( "collector_network_error", collector=collector.name, @@ -83,7 +82,7 @@ async def run_fear_greed_loop(collector: FearGreedCollector, db: Database, log) vix=None, fed_stance="neutral", market_regime=_determine_regime(result.fear_greed, None), - updated_at=datetime.now(timezone.utc), + updated_at=datetime.now(UTC), ) await db.upsert_market_sentiment(ms) log.info( @@ -91,7 +90,7 @@ async def run_fear_greed_loop(collector: FearGreedCollector, db: Database, log) value=result.fear_greed, label=result.fear_greed_label, ) - except (aiohttp.ClientError, ConnectionError, TimeoutError, asyncio.TimeoutError) as exc: + except (aiohttp.ClientError, ConnectionError, TimeoutError) as exc: log.warning("fear_greed_network_error", error=str(exc)) except (ValueError, KeyError, TypeError) as exc: log.warning("fear_greed_parse_error", error=str(exc)) @@ -104,13 +103,13 @@ async def run_aggregator_loop(db: Database, interval: int, log) -> None: while True: await asyncio.sleep(interval) try: - now = datetime.now(timezone.utc) + now = datetime.now(UTC) news_items = await db.get_recent_news(hours=24) scores = aggregator.aggregate(news_items, now) for score in scores.values(): await db.upsert_symbol_score(score) log.info("aggregation_complete", symbols=len(scores)) - except (ConnectionError, TimeoutError, asyncio.TimeoutError) as exc: + except (ConnectionError, TimeoutError) as exc: log.warning("aggregator_network_error", error=str(exc)) except (ValueError, KeyError, TypeError) as exc: log.warning("aggregator_parse_error", error=str(exc)) @@ -167,14 +166,13 @@ async def run() -> None: ) try: - tasks = [] - for collector in news_collectors: - tasks.append( - asyncio.create_task( - run_collector_loop(collector, db, broker, log), - name=f"collector-{collector.name}", - ) + tasks = [ + asyncio.create_task( + run_collector_loop(collector, db, broker, log), + name=f"collector-{collector.name}", ) + for collector in news_collectors + ] tasks.append( asyncio.create_task( run_fear_greed_loop(fear_greed, db, log), diff --git a/services/news-collector/tests/test_fear_greed.py b/services/news-collector/tests/test_fear_greed.py index d483aa6..e8bd8f0 100644 --- a/services/news-collector/tests/test_fear_greed.py +++ b/services/news-collector/tests/test_fear_greed.py @@ -1,8 +1,8 @@ """Tests for CNN Fear & Greed Index collector.""" -import pytest from unittest.mock import AsyncMock, patch +import pytest from news_collector.collectors.fear_greed import FearGreedCollector diff --git a/services/news-collector/tests/test_fed.py b/services/news-collector/tests/test_fed.py index d1a736b..7f1c46c 100644 --- a/services/news-collector/tests/test_fed.py +++ b/services/news-collector/tests/test_fed.py @@ -1,7 +1,8 @@ """Tests for Federal Reserve collector.""" -import pytest from unittest.mock import AsyncMock, patch + +import pytest from news_collector.collectors.fed import FedCollector diff --git a/services/news-collector/tests/test_finnhub.py b/services/news-collector/tests/test_finnhub.py index a4cf169..3af65b8 100644 --- a/services/news-collector/tests/test_finnhub.py +++ b/services/news-collector/tests/test_finnhub.py @@ -1,8 +1,8 @@ """Tests for Finnhub news collector.""" -import pytest from unittest.mock import AsyncMock, patch +import pytest from news_collector.collectors.finnhub import FinnhubCollector diff --git a/services/news-collector/tests/test_main.py b/services/news-collector/tests/test_main.py index 66190dc..f85569a 100644 --- a/services/news-collector/tests/test_main.py +++ b/services/news-collector/tests/test_main.py @@ -1,16 +1,18 @@ """Tests for news collector scheduler.""" +from datetime import UTC, datetime from unittest.mock import AsyncMock, MagicMock -from datetime import datetime, timezone -from shared.models import NewsCategory, NewsItem + from news_collector.main import run_collector_once +from shared.models import NewsCategory, NewsItem + async def test_run_collector_once_stores_and_publishes(): mock_item = NewsItem( source="test", headline="Test news", - published_at=datetime(2026, 4, 2, tzinfo=timezone.utc), + published_at=datetime(2026, 4, 2, tzinfo=UTC), sentiment=0.5, category=NewsCategory.MACRO, ) diff --git a/services/news-collector/tests/test_reddit.py b/services/news-collector/tests/test_reddit.py index 440b173..31b1dc1 100644 --- a/services/news-collector/tests/test_reddit.py +++ b/services/news-collector/tests/test_reddit.py @@ -1,7 +1,8 @@ """Tests for Reddit collector.""" -import pytest from unittest.mock import AsyncMock, patch + +import pytest from news_collector.collectors.reddit import RedditCollector diff --git a/services/news-collector/tests/test_rss.py b/services/news-collector/tests/test_rss.py index e03250a..7242c75 100644 --- a/services/news-collector/tests/test_rss.py +++ b/services/news-collector/tests/test_rss.py @@ -1,8 +1,8 @@ """Tests for RSS news collector.""" -import pytest from unittest.mock import AsyncMock, patch +import pytest from news_collector.collectors.rss import RSSCollector diff --git a/services/news-collector/tests/test_sec_edgar.py b/services/news-collector/tests/test_sec_edgar.py index 5d4f69f..b0faf18 100644 --- a/services/news-collector/tests/test_sec_edgar.py +++ b/services/news-collector/tests/test_sec_edgar.py @@ -1,9 +1,9 @@ """Tests for SEC EDGAR filing collector.""" -import pytest -from datetime import datetime, timezone -from unittest.mock import AsyncMock, patch, MagicMock +from datetime import UTC, datetime +from unittest.mock import AsyncMock, MagicMock, patch +import pytest from news_collector.collectors.sec_edgar import SecEdgarCollector @@ -37,7 +37,7 @@ async def test_collect_parses_filings(collector): } mock_datetime = MagicMock(spec=datetime) - mock_datetime.now.return_value = datetime(2026, 4, 2, tzinfo=timezone.utc) + mock_datetime.now.return_value = datetime(2026, 4, 2, tzinfo=UTC) mock_datetime.strptime = datetime.strptime with patch.object( diff --git a/services/news-collector/tests/test_truth_social.py b/services/news-collector/tests/test_truth_social.py index 91ddb9d..52f1e46 100644 --- a/services/news-collector/tests/test_truth_social.py +++ b/services/news-collector/tests/test_truth_social.py @@ -1,7 +1,8 @@ """Tests for Truth Social collector.""" -import pytest from unittest.mock import AsyncMock, patch + +import pytest from news_collector.collectors.truth_social import TruthSocialCollector diff --git a/services/order-executor/src/order_executor/executor.py b/services/order-executor/src/order_executor/executor.py index a71e762..fd502cd 100644 --- a/services/order-executor/src/order_executor/executor.py +++ b/services/order-executor/src/order_executor/executor.py @@ -1,18 +1,18 @@ """Order execution logic.""" -import structlog -from datetime import datetime, timezone +from datetime import UTC, datetime from decimal import Decimal -from typing import Any, Optional +from typing import Any + +import structlog +from order_executor.risk_manager import RiskManager from shared.broker import RedisBroker from shared.db import Database from shared.events import OrderEvent from shared.models import Order, OrderStatus, OrderType, Signal from shared.notifier import TelegramNotifier -from order_executor.risk_manager import RiskManager - logger = structlog.get_logger() @@ -35,7 +35,7 @@ class OrderExecutor: self.notifier = notifier self.dry_run = dry_run - async def execute(self, signal: Signal) -> Optional[Order]: + async def execute(self, signal: Signal) -> Order | None: """Run risk checks and place an order for the given signal.""" # Fetch buying power from Alpaca balance = await self.exchange.get_buying_power() @@ -71,7 +71,7 @@ class OrderExecutor: if self.dry_run: order.status = OrderStatus.FILLED - order.filled_at = datetime.now(timezone.utc) + order.filled_at = datetime.now(UTC) logger.info( "order_filled_dry_run", side=str(order.side), @@ -87,7 +87,7 @@ class OrderExecutor: type="market", ) order.status = OrderStatus.FILLED - order.filled_at = datetime.now(timezone.utc) + order.filled_at = datetime.now(UTC) logger.info( "order_filled", side=str(order.side), diff --git a/services/order-executor/src/order_executor/main.py b/services/order-executor/src/order_executor/main.py index d9e2373..99f88e1 100644 --- a/services/order-executor/src/order_executor/main.py +++ b/services/order-executor/src/order_executor/main.py @@ -5,6 +5,9 @@ from decimal import Decimal import aiohttp +from order_executor.config import ExecutorConfig +from order_executor.executor import OrderExecutor +from order_executor.risk_manager import RiskManager from shared.alpaca import AlpacaClient from shared.broker import RedisBroker from shared.db import Database @@ -15,10 +18,6 @@ from shared.metrics import ServiceMetrics from shared.notifier import TelegramNotifier from shared.shutdown import GracefulShutdown -from order_executor.config import ExecutorConfig -from order_executor.executor import OrderExecutor -from order_executor.risk_manager import RiskManager - # Health check port: base + 2 HEALTH_PORT_OFFSET = 2 @@ -100,12 +99,7 @@ async def run() -> None: if event.type == EventType.SIGNAL: await executor.execute(event.data) await broker.ack(stream, GROUP, msg_id) - except ( - aiohttp.ClientError, - ConnectionError, - TimeoutError, - asyncio.TimeoutError, - ) as exc: + except (aiohttp.ClientError, ConnectionError, TimeoutError) as exc: log.warning("pending_network_error", error=str(exc), msg_id=msg_id) except (ValueError, KeyError, TypeError) as exc: log.warning("pending_parse_error", error=str(exc), msg_id=msg_id) @@ -126,12 +120,7 @@ async def run() -> None: service="order-executor", event_type="signal" ).inc() await broker.ack(stream, GROUP, msg_id) - except ( - aiohttp.ClientError, - ConnectionError, - TimeoutError, - asyncio.TimeoutError, - ) as exc: + except (aiohttp.ClientError, ConnectionError, TimeoutError) as exc: log.warning("process_network_error", error=str(exc)) metrics.errors_total.labels( service="order-executor", error_type="network" diff --git a/services/order-executor/src/order_executor/risk_manager.py b/services/order-executor/src/order_executor/risk_manager.py index 5a05746..811a862 100644 --- a/services/order-executor/src/order_executor/risk_manager.py +++ b/services/order-executor/src/order_executor/risk_manager.py @@ -1,12 +1,12 @@ """Risk management for order execution.""" +import math +from collections import deque from dataclasses import dataclass -from datetime import datetime, timezone, timedelta +from datetime import UTC, datetime, timedelta from decimal import Decimal -from collections import deque -import math -from shared.models import Signal, OrderSide, Position +from shared.models import OrderSide, Position, Signal @dataclass @@ -123,15 +123,13 @@ class RiskManager: else: self._consecutive_losses += 1 if self._consecutive_losses >= self._max_consecutive_losses: - self._paused_until = datetime.now(timezone.utc) + timedelta( - minutes=self._loss_pause_minutes - ) + self._paused_until = datetime.now(UTC) + timedelta(minutes=self._loss_pause_minutes) def is_paused(self) -> bool: """Check if trading is paused due to consecutive losses.""" if self._paused_until is None: return False - if datetime.now(timezone.utc) >= self._paused_until: + if datetime.now(UTC) >= self._paused_until: self._paused_until = None self._consecutive_losses = 0 return False @@ -233,9 +231,9 @@ class RiskManager: mean_a = sum(returns_a) / len(returns_a) mean_b = sum(returns_b) / len(returns_b) - cov = sum((a - mean_a) * (b - mean_b) for a, b in zip(returns_a, returns_b)) / len( - returns_a - ) + cov = sum( + (a - mean_a) * (b - mean_b) for a, b in zip(returns_a, returns_b, strict=True) + ) / len(returns_a) std_a = math.sqrt(sum((a - mean_a) ** 2 for a in returns_a) / len(returns_a)) std_b = math.sqrt(sum((b - mean_b) ** 2 for b in returns_b) / len(returns_b)) @@ -280,7 +278,11 @@ class RiskManager: min_len = min(len(r) for r in all_returns) portfolio_returns = [] for i in range(min_len): - pr = sum(w * r[-(min_len - i)] for w, r in zip(weights, all_returns) if len(r) > i) + pr = sum( + w * r[-(min_len - i)] + for w, r in zip(weights, all_returns, strict=False) + if len(r) > i + ) portfolio_returns.append(pr) if not portfolio_returns: diff --git a/services/order-executor/tests/test_executor.py b/services/order-executor/tests/test_executor.py index dd823d7..cda6b72 100644 --- a/services/order-executor/tests/test_executor.py +++ b/services/order-executor/tests/test_executor.py @@ -4,11 +4,11 @@ from decimal import Decimal from unittest.mock import AsyncMock, MagicMock import pytest - -from shared.models import OrderSide, OrderStatus, Signal from order_executor.executor import OrderExecutor from order_executor.risk_manager import RiskCheckResult, RiskManager +from shared.models import OrderSide, OrderStatus, Signal + def make_signal(side: OrderSide = OrderSide.BUY, price: str = "100", quantity: str = "1") -> Signal: return Signal( diff --git a/services/order-executor/tests/test_risk_manager.py b/services/order-executor/tests/test_risk_manager.py index 3d5175b..66e769c 100644 --- a/services/order-executor/tests/test_risk_manager.py +++ b/services/order-executor/tests/test_risk_manager.py @@ -2,9 +2,9 @@ from decimal import Decimal +from order_executor.risk_manager import RiskManager from shared.models import OrderSide, Position, Signal -from order_executor.risk_manager import RiskManager def make_signal(side: OrderSide, price: str, quantity: str, symbol: str = "AAPL") -> Signal: diff --git a/services/portfolio-manager/src/portfolio_manager/main.py b/services/portfolio-manager/src/portfolio_manager/main.py index 6ca7b1b..f885aa8 100644 --- a/services/portfolio-manager/src/portfolio_manager/main.py +++ b/services/portfolio-manager/src/portfolio_manager/main.py @@ -4,6 +4,8 @@ import asyncio import sqlalchemy.exc +from portfolio_manager.config import PortfolioConfig +from portfolio_manager.portfolio import PortfolioTracker from shared.broker import RedisBroker from shared.db import Database from shared.events import Event, OrderEvent @@ -13,9 +15,6 @@ from shared.metrics import ServiceMetrics from shared.notifier import TelegramNotifier from shared.shutdown import GracefulShutdown -from portfolio_manager.config import PortfolioConfig -from portfolio_manager.portfolio import PortfolioTracker - ORDERS_STREAM = "orders" # Health check port: base (HEALTH_PORT, default 8080) + offset diff --git a/services/portfolio-manager/tests/test_portfolio.py b/services/portfolio-manager/tests/test_portfolio.py index 365dc1a..c8a6894 100644 --- a/services/portfolio-manager/tests/test_portfolio.py +++ b/services/portfolio-manager/tests/test_portfolio.py @@ -2,9 +2,10 @@ from decimal import Decimal -from shared.models import Order, OrderSide, OrderStatus, OrderType from portfolio_manager.portfolio import PortfolioTracker +from shared.models import Order, OrderSide, OrderStatus, OrderType + def make_order(side: OrderSide, price: str, quantity: str) -> Order: """Helper to create a filled Order.""" diff --git a/services/portfolio-manager/tests/test_snapshot.py b/services/portfolio-manager/tests/test_snapshot.py index ec5e92d..f2026e2 100644 --- a/services/portfolio-manager/tests/test_snapshot.py +++ b/services/portfolio-manager/tests/test_snapshot.py @@ -1,9 +1,10 @@ """Tests for save_snapshot in portfolio-manager.""" -import pytest from decimal import Decimal from unittest.mock import AsyncMock, MagicMock +import pytest + from shared.models import Position diff --git a/services/strategy-engine/src/strategy_engine/engine.py b/services/strategy-engine/src/strategy_engine/engine.py index d401aee..4b2c468 100644 --- a/services/strategy-engine/src/strategy_engine/engine.py +++ b/services/strategy-engine/src/strategy_engine/engine.py @@ -2,11 +2,11 @@ import logging -from shared.broker import RedisBroker -from shared.events import CandleEvent, SignalEvent, Event - from strategies.base import BaseStrategy +from shared.broker import RedisBroker +from shared.events import CandleEvent, Event, SignalEvent + logger = logging.getLogger(__name__) @@ -26,7 +26,7 @@ class StrategyEngine: try: event = Event.from_dict(raw) except Exception as exc: - logger.warning("Failed to parse event: %s – %s", raw, exc) + logger.warning("Failed to parse event: %s - %s", raw, exc) continue if not isinstance(event, CandleEvent): diff --git a/services/strategy-engine/src/strategy_engine/main.py b/services/strategy-engine/src/strategy_engine/main.py index 2852b53..3d73058 100644 --- a/services/strategy-engine/src/strategy_engine/main.py +++ b/services/strategy-engine/src/strategy_engine/main.py @@ -1,9 +1,9 @@ """Strategy Engine Service entry point.""" import asyncio +import zoneinfo from datetime import datetime from pathlib import Path -import zoneinfo import aiohttp @@ -16,7 +16,6 @@ from shared.metrics import ServiceMetrics from shared.notifier import TelegramNotifier from shared.sentiment_models import MarketSentiment from shared.shutdown import GracefulShutdown - from strategy_engine.config import StrategyConfig from strategy_engine.engine import StrategyEngine from strategy_engine.plugin_loader import load_strategies @@ -66,12 +65,7 @@ async def run_stock_selector( log.info("stock_selector_complete", picks=[s.symbol for s in selections]) else: log.info("stock_selector_no_picks") - except ( - aiohttp.ClientError, - ConnectionError, - TimeoutError, - asyncio.TimeoutError, - ) as exc: + except (aiohttp.ClientError, ConnectionError, TimeoutError) as exc: log.warning("stock_selector_network_error", error=str(exc)) except (ValueError, KeyError, TypeError) as exc: log.warning("stock_selector_data_error", error=str(exc)) diff --git a/services/strategy-engine/src/strategy_engine/plugin_loader.py b/services/strategy-engine/src/strategy_engine/plugin_loader.py index 62e4160..57680db 100644 --- a/services/strategy-engine/src/strategy_engine/plugin_loader.py +++ b/services/strategy-engine/src/strategy_engine/plugin_loader.py @@ -5,7 +5,6 @@ import sys from pathlib import Path import yaml - from strategies.base import BaseStrategy diff --git a/services/strategy-engine/src/strategy_engine/stock_selector.py b/services/strategy-engine/src/strategy_engine/stock_selector.py index cbd9810..5acef0f 100644 --- a/services/strategy-engine/src/strategy_engine/stock_selector.py +++ b/services/strategy-engine/src/strategy_engine/stock_selector.py @@ -3,7 +3,7 @@ import json import logging import re -from datetime import datetime, timezone +from datetime import UTC, datetime import aiohttp @@ -264,7 +264,7 @@ class StockSelector: selections = await self._llm_final_select(filtered, market_sentiment) # Persist and publish - today = datetime.now(timezone.utc).date() + today = datetime.now(UTC).date() sentiment_snapshot = { "fear_greed": market_sentiment.fear_greed, "market_regime": market_sentiment.market_regime, diff --git a/services/strategy-engine/strategies/base.py b/services/strategy-engine/strategies/base.py index d5be675..1d9d289 100644 --- a/services/strategy-engine/strategies/base.py +++ b/services/strategy-engine/strategies/base.py @@ -1,7 +1,6 @@ from abc import ABC, abstractmethod from collections import deque from decimal import Decimal -from typing import Optional import pandas as pd @@ -102,7 +101,7 @@ class BaseStrategy(ABC): def _calculate_atr_stops( self, entry_price: Decimal, side: str - ) -> tuple[Optional[Decimal], Optional[Decimal]]: + ) -> tuple[Decimal | None, Decimal | None]: """Calculate ATR-based stop-loss and take-profit. Returns (stop_loss, take_profit) as Decimal or (None, None) if not enough data. @@ -131,7 +130,7 @@ class BaseStrategy(ABC): return sl, tp - def _apply_filters(self, signal: Signal) -> Optional[Signal]: + def _apply_filters(self, signal: Signal) -> Signal | None: """Apply all filters to a signal. Returns signal with SL/TP or None if filtered out.""" if signal is None: return None diff --git a/services/strategy-engine/strategies/bollinger_strategy.py b/services/strategy-engine/strategies/bollinger_strategy.py index ebe7967..02ff09a 100644 --- a/services/strategy-engine/strategies/bollinger_strategy.py +++ b/services/strategy-engine/strategies/bollinger_strategy.py @@ -3,7 +3,7 @@ from decimal import Decimal import pandas as pd -from shared.models import Candle, Signal, OrderSide +from shared.models import Candle, OrderSide, Signal from strategies.base import BaseStrategy diff --git a/services/strategy-engine/strategies/combined_strategy.py b/services/strategy-engine/strategies/combined_strategy.py index ba92485..f562918 100644 --- a/services/strategy-engine/strategies/combined_strategy.py +++ b/services/strategy-engine/strategies/combined_strategy.py @@ -2,7 +2,7 @@ from decimal import Decimal -from shared.models import Candle, Signal, OrderSide +from shared.models import Candle, OrderSide, Signal from strategies.base import BaseStrategy diff --git a/services/strategy-engine/strategies/ema_crossover_strategy.py b/services/strategy-engine/strategies/ema_crossover_strategy.py index 68d0ba3..9c181f3 100644 --- a/services/strategy-engine/strategies/ema_crossover_strategy.py +++ b/services/strategy-engine/strategies/ema_crossover_strategy.py @@ -3,7 +3,7 @@ from decimal import Decimal import pandas as pd -from shared.models import Candle, Signal, OrderSide +from shared.models import Candle, OrderSide, Signal from strategies.base import BaseStrategy diff --git a/services/strategy-engine/strategies/grid_strategy.py b/services/strategy-engine/strategies/grid_strategy.py index 283bfe5..491252e 100644 --- a/services/strategy-engine/strategies/grid_strategy.py +++ b/services/strategy-engine/strategies/grid_strategy.py @@ -1,9 +1,8 @@ from decimal import Decimal -from typing import Optional import numpy as np -from shared.models import Candle, Signal, OrderSide +from shared.models import Candle, OrderSide, Signal from strategies.base import BaseStrategy @@ -17,7 +16,7 @@ class GridStrategy(BaseStrategy): self._grid_count: int = 5 self._quantity: Decimal = Decimal("0.01") self._grid_levels: list[float] = [] - self._last_zone: Optional[int] = None + self._last_zone: int | None = None self._exit_threshold_pct: float = 5.0 self._out_of_range: bool = False self._in_position: bool = False # Track if we have any grid positions diff --git a/services/strategy-engine/strategies/indicators/__init__.py b/services/strategy-engine/strategies/indicators/__init__.py index 3c713e6..01637b7 100644 --- a/services/strategy-engine/strategies/indicators/__init__.py +++ b/services/strategy-engine/strategies/indicators/__init__.py @@ -1,21 +1,21 @@ """Reusable technical indicator functions.""" -from strategies.indicators.trend import ema, sma, macd, adx -from strategies.indicators.volatility import atr, bollinger_bands, keltner_channels from strategies.indicators.momentum import rsi, stochastic -from strategies.indicators.volume import volume_sma, volume_ratio, obv +from strategies.indicators.trend import adx, ema, macd, sma +from strategies.indicators.volatility import atr, bollinger_bands, keltner_channels +from strategies.indicators.volume import obv, volume_ratio, volume_sma __all__ = [ - "ema", - "sma", - "macd", "adx", "atr", "bollinger_bands", + "ema", "keltner_channels", + "macd", + "obv", "rsi", + "sma", "stochastic", - "volume_sma", "volume_ratio", - "obv", + "volume_sma", ] diff --git a/services/strategy-engine/strategies/indicators/momentum.py b/services/strategy-engine/strategies/indicators/momentum.py index c479452..a82210b 100644 --- a/services/strategy-engine/strategies/indicators/momentum.py +++ b/services/strategy-engine/strategies/indicators/momentum.py @@ -1,7 +1,7 @@ """Momentum indicators: RSI, Stochastic.""" -import pandas as pd import numpy as np +import pandas as pd def rsi(closes: pd.Series, period: int = 14) -> pd.Series: diff --git a/services/strategy-engine/strategies/indicators/trend.py b/services/strategy-engine/strategies/indicators/trend.py index c94a071..1085199 100644 --- a/services/strategy-engine/strategies/indicators/trend.py +++ b/services/strategy-engine/strategies/indicators/trend.py @@ -1,7 +1,7 @@ """Trend indicators: EMA, SMA, MACD, ADX.""" -import pandas as pd import numpy as np +import pandas as pd def sma(series: pd.Series, period: int) -> pd.Series: diff --git a/services/strategy-engine/strategies/indicators/volatility.py b/services/strategy-engine/strategies/indicators/volatility.py index c16143e..da82f26 100644 --- a/services/strategy-engine/strategies/indicators/volatility.py +++ b/services/strategy-engine/strategies/indicators/volatility.py @@ -1,7 +1,7 @@ """Volatility indicators: ATR, Bollinger Bands, Keltner Channels.""" -import pandas as pd import numpy as np +import pandas as pd def atr( diff --git a/services/strategy-engine/strategies/indicators/volume.py b/services/strategy-engine/strategies/indicators/volume.py index 502f1ce..d7c6471 100644 --- a/services/strategy-engine/strategies/indicators/volume.py +++ b/services/strategy-engine/strategies/indicators/volume.py @@ -1,7 +1,7 @@ """Volume indicators: Volume SMA, Volume Ratio, OBV.""" -import pandas as pd import numpy as np +import pandas as pd def volume_sma(volumes: pd.Series, period: int = 20) -> pd.Series: diff --git a/services/strategy-engine/strategies/macd_strategy.py b/services/strategy-engine/strategies/macd_strategy.py index 356a42b..b5aea07 100644 --- a/services/strategy-engine/strategies/macd_strategy.py +++ b/services/strategy-engine/strategies/macd_strategy.py @@ -3,7 +3,7 @@ from decimal import Decimal import pandas as pd -from shared.models import Candle, Signal, OrderSide +from shared.models import Candle, OrderSide, Signal from strategies.base import BaseStrategy diff --git a/services/strategy-engine/strategies/moc_strategy.py b/services/strategy-engine/strategies/moc_strategy.py index 7eaa59e..cbc8440 100644 --- a/services/strategy-engine/strategies/moc_strategy.py +++ b/services/strategy-engine/strategies/moc_strategy.py @@ -8,12 +8,12 @@ Rules: """ from collections import deque -from decimal import Decimal from datetime import datetime +from decimal import Decimal import pandas as pd -from shared.models import Candle, Signal, OrderSide +from shared.models import Candle, OrderSide, Signal from strategies.base import BaseStrategy diff --git a/services/strategy-engine/strategies/rsi_strategy.py b/services/strategy-engine/strategies/rsi_strategy.py index 0646d8c..2df080d 100644 --- a/services/strategy-engine/strategies/rsi_strategy.py +++ b/services/strategy-engine/strategies/rsi_strategy.py @@ -3,7 +3,7 @@ from decimal import Decimal import pandas as pd -from shared.models import Candle, Signal, OrderSide +from shared.models import Candle, OrderSide, Signal from strategies.base import BaseStrategy diff --git a/services/strategy-engine/strategies/volume_profile_strategy.py b/services/strategy-engine/strategies/volume_profile_strategy.py index ef2ae14..67b5c23 100644 --- a/services/strategy-engine/strategies/volume_profile_strategy.py +++ b/services/strategy-engine/strategies/volume_profile_strategy.py @@ -3,7 +3,7 @@ from decimal import Decimal import numpy as np -from shared.models import Candle, Signal, OrderSide +from shared.models import Candle, OrderSide, Signal from strategies.base import BaseStrategy @@ -137,7 +137,7 @@ class VolumeProfileStrategy(BaseStrategy): if result is None: return None - poc, va_low, va_high, hvn_levels, lvn_levels = result + poc, va_low, va_high, hvn_levels, _lvn_levels = result if close < va_low: self._was_below_va = True diff --git a/services/strategy-engine/strategies/vwap_strategy.py b/services/strategy-engine/strategies/vwap_strategy.py index d64950e..4ee4952 100644 --- a/services/strategy-engine/strategies/vwap_strategy.py +++ b/services/strategy-engine/strategies/vwap_strategy.py @@ -1,7 +1,7 @@ from collections import deque from decimal import Decimal -from shared.models import Candle, Signal, OrderSide +from shared.models import Candle, OrderSide, Signal from strategies.base import BaseStrategy @@ -107,7 +107,7 @@ class VwapStrategy(BaseStrategy): # Standard deviation of (TP - VWAP) for bands std_dev = 0.0 if len(self._tp_values) >= 2: - diffs = [tp - v for tp, v in zip(self._tp_values, self._vwap_values)] + diffs = [tp - v for tp, v in zip(self._tp_values, self._vwap_values, strict=True)] mean_diff = sum(diffs) / len(diffs) variance = sum((d - mean_diff) ** 2 for d in diffs) / len(diffs) std_dev = variance**0.5 diff --git a/services/strategy-engine/tests/test_base_filters.py b/services/strategy-engine/tests/test_base_filters.py index ae9ca05..66adec7 100644 --- a/services/strategy-engine/tests/test_base_filters.py +++ b/services/strategy-engine/tests/test_base_filters.py @@ -5,12 +5,13 @@ from pathlib import Path sys.path.insert(0, str(Path(__file__).resolve().parents[1])) +from datetime import UTC, datetime from decimal import Decimal -from datetime import datetime, timezone -from shared.models import Candle, Signal, OrderSide from strategies.base import BaseStrategy +from shared.models import Candle, OrderSide, Signal + class DummyStrategy(BaseStrategy): name = "dummy" @@ -45,7 +46,7 @@ def _candle(price=100.0, volume=10.0, high=None, low=None): return Candle( symbol="AAPL", timeframe="1h", - open_time=datetime(2025, 1, 1, tzinfo=timezone.utc), + open_time=datetime(2025, 1, 1, tzinfo=UTC), open=Decimal(str(price)), high=Decimal(str(h)), low=Decimal(str(lo)), diff --git a/services/strategy-engine/tests/test_bollinger_strategy.py b/services/strategy-engine/tests/test_bollinger_strategy.py index 8261377..70ec66e 100644 --- a/services/strategy-engine/tests/test_bollinger_strategy.py +++ b/services/strategy-engine/tests/test_bollinger_strategy.py @@ -1,18 +1,18 @@ """Tests for the Bollinger Bands strategy.""" -from datetime import datetime, timezone +from datetime import UTC, datetime from decimal import Decimal +from strategies.bollinger_strategy import BollingerStrategy from shared.models import Candle, OrderSide -from strategies.bollinger_strategy import BollingerStrategy def make_candle(close: float) -> Candle: return Candle( symbol="AAPL", timeframe="1m", - open_time=datetime(2024, 1, 1, tzinfo=timezone.utc), + open_time=datetime(2024, 1, 1, tzinfo=UTC), open=Decimal(str(close)), high=Decimal(str(close)), low=Decimal(str(close)), diff --git a/services/strategy-engine/tests/test_combined_strategy.py b/services/strategy-engine/tests/test_combined_strategy.py index 8a4dc74..6a15250 100644 --- a/services/strategy-engine/tests/test_combined_strategy.py +++ b/services/strategy-engine/tests/test_combined_strategy.py @@ -5,13 +5,14 @@ from pathlib import Path sys.path.insert(0, str(Path(__file__).resolve().parents[1])) +from datetime import UTC, datetime from decimal import Decimal -from datetime import datetime, timezone -import pytest -from shared.models import Candle, Signal, OrderSide -from strategies.combined_strategy import CombinedStrategy +import pytest from strategies.base import BaseStrategy +from strategies.combined_strategy import CombinedStrategy + +from shared.models import Candle, OrderSide, Signal class AlwaysBuyStrategy(BaseStrategy): @@ -74,7 +75,7 @@ def _candle(price=100.0): return Candle( symbol="AAPL", timeframe="1m", - open_time=datetime(2025, 1, 1, tzinfo=timezone.utc), + open_time=datetime(2025, 1, 1, tzinfo=UTC), open=Decimal(str(price)), high=Decimal(str(price + 10)), low=Decimal(str(price - 10)), diff --git a/services/strategy-engine/tests/test_ema_crossover_strategy.py b/services/strategy-engine/tests/test_ema_crossover_strategy.py index 7028eb0..af2b587 100644 --- a/services/strategy-engine/tests/test_ema_crossover_strategy.py +++ b/services/strategy-engine/tests/test_ema_crossover_strategy.py @@ -1,18 +1,18 @@ """Tests for the EMA Crossover strategy.""" -from datetime import datetime, timezone +from datetime import UTC, datetime from decimal import Decimal +from strategies.ema_crossover_strategy import EmaCrossoverStrategy from shared.models import Candle, OrderSide -from strategies.ema_crossover_strategy import EmaCrossoverStrategy def make_candle(close: float) -> Candle: return Candle( symbol="AAPL", timeframe="1m", - open_time=datetime(2024, 1, 1, tzinfo=timezone.utc), + open_time=datetime(2024, 1, 1, tzinfo=UTC), open=Decimal(str(close)), high=Decimal(str(close)), low=Decimal(str(close)), diff --git a/services/strategy-engine/tests/test_engine.py b/services/strategy-engine/tests/test_engine.py index 2623027..fa888b5 100644 --- a/services/strategy-engine/tests/test_engine.py +++ b/services/strategy-engine/tests/test_engine.py @@ -1,21 +1,21 @@ """Tests for the StrategyEngine.""" -from datetime import datetime, timezone +from datetime import UTC, datetime from decimal import Decimal from unittest.mock import AsyncMock, MagicMock import pytest +from strategy_engine.engine import StrategyEngine -from shared.models import Candle, Signal, OrderSide from shared.events import CandleEvent -from strategy_engine.engine import StrategyEngine +from shared.models import Candle, OrderSide, Signal def make_candle_event() -> dict: candle = Candle( symbol="AAPL", timeframe="1m", - open_time=datetime(2024, 1, 1, tzinfo=timezone.utc), + open_time=datetime(2024, 1, 1, tzinfo=UTC), open=Decimal("50000"), high=Decimal("50100"), low=Decimal("49900"), diff --git a/services/strategy-engine/tests/test_grid_strategy.py b/services/strategy-engine/tests/test_grid_strategy.py index 878b900..f697012 100644 --- a/services/strategy-engine/tests/test_grid_strategy.py +++ b/services/strategy-engine/tests/test_grid_strategy.py @@ -1,18 +1,18 @@ """Tests for the Grid strategy.""" -from datetime import datetime, timezone +from datetime import UTC, datetime from decimal import Decimal +from strategies.grid_strategy import GridStrategy from shared.models import Candle, OrderSide -from strategies.grid_strategy import GridStrategy def make_candle(close: float) -> Candle: return Candle( symbol="AAPL", timeframe="1m", - open_time=datetime(2024, 1, 1, tzinfo=timezone.utc), + open_time=datetime(2024, 1, 1, tzinfo=UTC), open=Decimal(str(close)), high=Decimal(str(close)), low=Decimal(str(close)), diff --git a/services/strategy-engine/tests/test_indicators.py b/services/strategy-engine/tests/test_indicators.py index 481569b..3147fc4 100644 --- a/services/strategy-engine/tests/test_indicators.py +++ b/services/strategy-engine/tests/test_indicators.py @@ -5,14 +5,13 @@ from pathlib import Path sys.path.insert(0, str(Path(__file__).resolve().parents[1])) -import pandas as pd import numpy as np +import pandas as pd import pytest - -from strategies.indicators.trend import sma, ema, macd, adx -from strategies.indicators.volatility import atr, bollinger_bands from strategies.indicators.momentum import rsi, stochastic -from strategies.indicators.volume import volume_sma, volume_ratio, obv +from strategies.indicators.trend import adx, ema, macd, sma +from strategies.indicators.volatility import atr, bollinger_bands +from strategies.indicators.volume import obv, volume_ratio, volume_sma class TestTrend: diff --git a/services/strategy-engine/tests/test_macd_strategy.py b/services/strategy-engine/tests/test_macd_strategy.py index 556fd4c..7fac16f 100644 --- a/services/strategy-engine/tests/test_macd_strategy.py +++ b/services/strategy-engine/tests/test_macd_strategy.py @@ -1,18 +1,18 @@ """Tests for the MACD strategy.""" -from datetime import datetime, timezone +from datetime import UTC, datetime from decimal import Decimal +from strategies.macd_strategy import MacdStrategy from shared.models import Candle, OrderSide -from strategies.macd_strategy import MacdStrategy def _candle(price: float) -> Candle: return Candle( symbol="AAPL", timeframe="1m", - open_time=datetime(2024, 1, 1, tzinfo=timezone.utc), + open_time=datetime(2024, 1, 1, tzinfo=UTC), open=Decimal(str(price)), high=Decimal(str(price)), low=Decimal(str(price)), diff --git a/services/strategy-engine/tests/test_moc_strategy.py b/services/strategy-engine/tests/test_moc_strategy.py index 1928a28..076e846 100644 --- a/services/strategy-engine/tests/test_moc_strategy.py +++ b/services/strategy-engine/tests/test_moc_strategy.py @@ -5,19 +5,20 @@ from pathlib import Path sys.path.insert(0, str(Path(__file__).resolve().parents[1])) -from datetime import datetime, timezone +from datetime import UTC, datetime from decimal import Decimal -from shared.models import Candle, OrderSide from strategies.moc_strategy import MocStrategy +from shared.models import Candle, OrderSide + def _candle(price, hour=20, minute=0, volume=100.0, day=1, open_price=None): op = open_price if open_price is not None else price - 1 # Default: bullish return Candle( symbol="AAPL", timeframe="5Min", - open_time=datetime(2025, 1, day, hour, minute, tzinfo=timezone.utc), + open_time=datetime(2025, 1, day, hour, minute, tzinfo=UTC), open=Decimal(str(op)), high=Decimal(str(price + 1)), low=Decimal(str(min(op, price) - 1)), diff --git a/services/strategy-engine/tests/test_multi_symbol.py b/services/strategy-engine/tests/test_multi_symbol.py index 671a9d3..922bfc2 100644 --- a/services/strategy-engine/tests/test_multi_symbol.py +++ b/services/strategy-engine/tests/test_multi_symbol.py @@ -9,11 +9,13 @@ import pytest sys.path.insert(0, str(Path(__file__).resolve().parents[1] / "src")) sys.path.insert(0, str(Path(__file__).resolve().parents[1])) +from datetime import UTC, datetime +from decimal import Decimal + from strategy_engine.engine import StrategyEngine + from shared.events import CandleEvent from shared.models import Candle -from decimal import Decimal -from datetime import datetime, timezone @pytest.mark.asyncio @@ -24,7 +26,7 @@ async def test_engine_processes_multiple_streams(): candle_btc = Candle( symbol="AAPL", timeframe="1m", - open_time=datetime(2025, 1, 1, tzinfo=timezone.utc), + open_time=datetime(2025, 1, 1, tzinfo=UTC), open=Decimal("50000"), high=Decimal("51000"), low=Decimal("49000"), @@ -34,7 +36,7 @@ async def test_engine_processes_multiple_streams(): candle_eth = Candle( symbol="MSFT", timeframe="1m", - open_time=datetime(2025, 1, 1, tzinfo=timezone.utc), + open_time=datetime(2025, 1, 1, tzinfo=UTC), open=Decimal("3000"), high=Decimal("3100"), low=Decimal("2900"), diff --git a/services/strategy-engine/tests/test_plugin_loader.py b/services/strategy-engine/tests/test_plugin_loader.py index 5191fc3..7bd450f 100644 --- a/services/strategy-engine/tests/test_plugin_loader.py +++ b/services/strategy-engine/tests/test_plugin_loader.py @@ -2,10 +2,8 @@ from pathlib import Path - from strategy_engine.plugin_loader import load_strategies - STRATEGIES_DIR = Path(__file__).parent.parent / "strategies" diff --git a/services/strategy-engine/tests/test_rsi_strategy.py b/services/strategy-engine/tests/test_rsi_strategy.py index 6d31fd5..6c74f0b 100644 --- a/services/strategy-engine/tests/test_rsi_strategy.py +++ b/services/strategy-engine/tests/test_rsi_strategy.py @@ -1,18 +1,18 @@ """Tests for the RSI strategy.""" -from datetime import datetime, timezone +from datetime import UTC, datetime from decimal import Decimal +from strategies.rsi_strategy import RsiStrategy from shared.models import Candle, OrderSide -from strategies.rsi_strategy import RsiStrategy def make_candle(close: float, idx: int = 0) -> Candle: return Candle( symbol="AAPL", timeframe="1m", - open_time=datetime(2024, 1, 1, tzinfo=timezone.utc), + open_time=datetime(2024, 1, 1, tzinfo=UTC), open=Decimal(str(close)), high=Decimal(str(close)), low=Decimal(str(close)), diff --git a/services/strategy-engine/tests/test_stock_selector.py b/services/strategy-engine/tests/test_stock_selector.py index fa15f66..76b8541 100644 --- a/services/strategy-engine/tests/test_stock_selector.py +++ b/services/strategy-engine/tests/test_stock_selector.py @@ -1,8 +1,7 @@ """Tests for stock selector engine.""" +from datetime import UTC, datetime from unittest.mock import AsyncMock, MagicMock -from datetime import datetime, timezone - from strategy_engine.stock_selector import ( SentimentCandidateSource, @@ -101,7 +100,7 @@ async def test_selector_blocks_on_risk_off(): "vix": 35.0, "fed_stance": "neutral", "market_regime": "risk_off", - "updated_at": datetime.now(timezone.utc), + "updated_at": datetime.now(UTC), } ) diff --git a/services/strategy-engine/tests/test_strategy_validation.py b/services/strategy-engine/tests/test_strategy_validation.py index debab1f..0d9607a 100644 --- a/services/strategy-engine/tests/test_strategy_validation.py +++ b/services/strategy-engine/tests/test_strategy_validation.py @@ -1,13 +1,11 @@ import pytest - -from strategies.rsi_strategy import RsiStrategy -from strategies.macd_strategy import MacdStrategy from strategies.bollinger_strategy import BollingerStrategy from strategies.ema_crossover_strategy import EmaCrossoverStrategy from strategies.grid_strategy import GridStrategy -from strategies.vwap_strategy import VwapStrategy +from strategies.macd_strategy import MacdStrategy +from strategies.rsi_strategy import RsiStrategy from strategies.volume_profile_strategy import VolumeProfileStrategy - +from strategies.vwap_strategy import VwapStrategy # ── RSI ────────────────────────────────────────────────────────────────── diff --git a/services/strategy-engine/tests/test_volume_profile_strategy.py b/services/strategy-engine/tests/test_volume_profile_strategy.py index 65ee2e8..f47898c 100644 --- a/services/strategy-engine/tests/test_volume_profile_strategy.py +++ b/services/strategy-engine/tests/test_volume_profile_strategy.py @@ -1,18 +1,18 @@ """Tests for the Volume Profile strategy.""" -from datetime import datetime, timezone +from datetime import UTC, datetime from decimal import Decimal +from strategies.volume_profile_strategy import VolumeProfileStrategy from shared.models import Candle, OrderSide -from strategies.volume_profile_strategy import VolumeProfileStrategy def make_candle(close: float, volume: float = 1.0) -> Candle: return Candle( symbol="AAPL", timeframe="1m", - open_time=datetime(2024, 1, 1, tzinfo=timezone.utc), + open_time=datetime(2024, 1, 1, tzinfo=UTC), open=Decimal(str(close)), high=Decimal(str(close)), low=Decimal(str(close)), @@ -134,13 +134,10 @@ def test_volume_profile_hvn_detection(): # Create a profile with very high volume at price ~100 and low volume elsewhere # Prices range from 90 to 110, heavy volume concentrated at 100 - candles_data = [] # Low volume at extremes - for p in [90, 91, 92, 109, 110]: - candles_data.append((p, 1.0)) + candles_data = [(p, 1.0) for p in [90, 91, 92, 109, 110]] # Very high volume around 100 - for _ in range(15): - candles_data.append((100, 100.0)) + candles_data.extend((100, 100.0) for _ in range(15)) for price, vol in candles_data: strategy.on_candle(make_candle(price, vol)) @@ -148,7 +145,7 @@ def test_volume_profile_hvn_detection(): # Access the internal method to verify HVN detection result = strategy._compute_value_area() assert result is not None - poc, va_low, va_high, hvn_levels, lvn_levels = result + _poc, _va_low, _va_high, hvn_levels, _lvn_levels = result # The bin containing price ~100 should have very high volume -> HVN assert len(hvn_levels) > 0 diff --git a/services/strategy-engine/tests/test_vwap_strategy.py b/services/strategy-engine/tests/test_vwap_strategy.py index 2c34b01..078d0cf 100644 --- a/services/strategy-engine/tests/test_vwap_strategy.py +++ b/services/strategy-engine/tests/test_vwap_strategy.py @@ -1,11 +1,11 @@ """Tests for the VWAP strategy.""" -from datetime import datetime, timezone +from datetime import UTC, datetime from decimal import Decimal +from strategies.vwap_strategy import VwapStrategy from shared.models import Candle, OrderSide -from strategies.vwap_strategy import VwapStrategy def make_candle( @@ -20,7 +20,7 @@ def make_candle( if low is None: low = close if open_time is None: - open_time = datetime(2024, 1, 1, tzinfo=timezone.utc) + open_time = datetime(2024, 1, 1, tzinfo=UTC) return Candle( symbol="AAPL", timeframe="1m", @@ -111,11 +111,11 @@ def test_vwap_daily_reset(): """Candles from two different dates cause VWAP to reset.""" strategy = _configured_strategy() - day1 = datetime(2024, 1, 1, tzinfo=timezone.utc) - day2 = datetime(2024, 1, 2, tzinfo=timezone.utc) + day1 = datetime(2024, 1, 1, tzinfo=UTC) + day2 = datetime(2024, 1, 2, tzinfo=UTC) # Feed 35 candles on day 1 to build VWAP state - for i in range(35): + for _i in range(35): strategy.on_candle(make_candle(100.0, high=101.0, low=99.0, open_time=day1)) # Verify state is built up |