| Age | Commit message (Collapse) | Author | |
|---|---|---|---|
| 36 hours | feat(backtester): add walk-forward analysis engine | TheSiahxyz | |
| 36 hours | feat(backtester): improve metrics with daily Sharpe, recovery factor, ↵ | TheSiahxyz | |
| consecutive stats | |||
| 36 hours | docs: trading strategy upgrade plan (4 phases) | TheSiahxyz | |
| Phase 1: Backtester realism (slippage, fees, stops, shorts, walk-forward) Phase 2: Strategy infrastructure (ATR stops, ADX regime filter, volume confirmation, conviction scoring, indicator library) Phase 3: Individual strategy upgrades (divergence, filters, adaptive params) Phase 4: Advanced risk management (portfolio VaR, dynamic sizing, scenarios) | |||
| 37 hours | docs: final TODO — all issues resolved, only future enhancements remain | TheSiahxyz | |
| 37 hours | fix: resolve final 3 issues for production readiness | TheSiahxyz | |
| - Fix API strategies endpoint path resolution (use STRATEGIES_DIR env var) - Add DATABASE_URL env var override in alembic env.py - Move risk config fields to shared Settings base class - Remove duplicate fields from ExecutorConfig | |||
| 37 hours | docs: update TODO — 3 remaining issues identified from deep analysis | TheSiahxyz | |
| 37 hours | fix: lint cleanup after medium priority tasks | TheSiahxyz | |
| 37 hours | feat(broker): add Redis consumer groups for reliable message processing | TheSiahxyz | |
| 37 hours | test: add CLI command tests and API router tests | TheSiahxyz | |
| 37 hours | feat(portfolio): track realized PnL on sell orders | TheSiahxyz | |
| 37 hours | fix: lint cleanup after critical and high priority fixes | TheSiahxyz | |
| 37 hours | fix: WS factory, backtester config, CI docker builds, health port docs | TheSiahxyz | |
| 37 hours | fix: snapshot delay, env fields, alembic creds, API healthcheck and error ↵ | TheSiahxyz | |
| handling | |||
| 37 hours | fix(strategy-engine): process multiple symbols concurrently with asyncio.gather | TheSiahxyz | |
| 37 hours | docs: comprehensive TODO update with deep analysis findings | TheSiahxyz | |
| Critical: multi-symbol bug, snapshot delay, missing env fields, API healthcheck/error handling, alembic creds mismatch High: binance-only WS, backtester config, CI docker builds Medium: test coverage gaps, realized PnL, test warnings | |||
| 37 hours | docs: mark all tasks completed, update project status | TheSiahxyz | |
| 37 hours | fix: lint cleanup for API, combined strategy, and formatting | TheSiahxyz | |
| 37 hours | feat(risk): add trailing stop, volatility sizing, and position limits | TheSiahxyz | |
| 37 hours | feat(strategy): add combined strategy with weighted signal voting | TheSiahxyz | |
| 37 hours | feat: add FastAPI REST API service | TheSiahxyz | |
| 37 hours | feat: add multi-exchange support via ccxt factory | TheSiahxyz | |
| 37 hours | feat(security): add bearer token auth for health/metrics endpoints | TheSiahxyz | |
| 37 hours | test: add Docker Compose E2E test script | TheSiahxyz | |
| 37 hours | feat(monitoring): add Grafana dashboard provisioning | TheSiahxyz | |
| 37 hours | ci: add Gitea Actions workflow and CI script | TheSiahxyz | |
| 37 hours | feat(monitoring): add Loki + Promtail for log aggregation | TheSiahxyz | |
| 37 hours | docs: update TODO — mark Critical, High, Medium as completed | TheSiahxyz | |
| 37 hours | feat(portfolio): add periodic portfolio snapshots and daily Telegram summary | TheSiahxyz | |
| 38 hours | feat: medium priority improvements | TheSiahxyz | |
| - Add 30 edge case tests (zero volume, empty data, extreme values, strategy reset, notifier failures) - Fix VWAP division by zero on zero-price candles - Add DB transaction rollback on errors + transaction() context manager - Add parameter validation to all 7 strategies with 41 validation tests - Fix lint issues across test files | |||
| 38 hours | test: add edge case tests for zero volume, empty data, extreme values | TheSiahxyz | |
| 38 hours | fix(shared): add transaction rollback on DB errors | TheSiahxyz | |
| 38 hours | feat(strategy): add parameter validation to all strategies | TheSiahxyz | |
| 38 hours | fix: lint fixes for integration tests and backtester noqa annotations | TheSiahxyz | |
| 38 hours | test: add integration tests for strategy, order, portfolio, and backtest flows | TheSiahxyz | |
| 38 hours | feat(cli): implement backtest, strategy, portfolio, and data commands | TheSiahxyz | |
| 38 hours | fix: clean up backtester strategy loading and update Dockerfiles | TheSiahxyz | |
| 38 hours | fix: resolve critical deployment blockers | TheSiahxyz | |
| - Add Alembic initial migration (6 tables: candles, signals, orders, trades, positions, portfolio_snapshots) - Expose health ports (8080-8083) in docker-compose with healthchecks - Add numpy dependency to strategy-engine pyproject.toml | |||
| 38 hours | docs: add comprehensive TODO with remaining work and priorities | TheSiahxyz | |
| Categorized into Critical (deployment blockers), High/Medium/Low priority items with estimated effort and quick start guide. | |||
| 38 hours | fix: resolve lint issues and final integration fixes | TheSiahxyz | |
| - Fix ambiguous variable name in binance_rest.py - Remove unused volumes variable in volume_profile_strategy.py - Fix import ordering in backtester main.py and test_metrics.py - Auto-format all files with ruff | |||
| 38 hours | feat(backtester): integrate detailed metrics and rich reporter | TheSiahxyz | |
| - Add timestamp field to SimulatedTrade, pass candle.open_time from engine - Engine now builds TradeRecord list and computes DetailedMetrics - Reporter uses rich tables for summary and monthly returns display - Add export_csv() and export_json() functions - Update reporter tests for rich output and export functions | |||
| 38 hours | feat(backtester): add detailed metrics (Sharpe, Sortino, drawdown) | TheSiahxyz | |
| Add metrics.py with TradeRecord/DetailedMetrics dataclasses and compute_detailed_metrics() that pairs BUY/SELL trades FIFO, computes win/loss stats, profit factor, equity curve, max drawdown, Sharpe, Sortino, Calmar ratios, and monthly returns. | |||
| 38 hours | feat(strategy): add Volume Profile strategy | TheSiahxyz | |
| 38 hours | feat(strategy): add Bollinger Bands strategy | TheSiahxyz | |
| 38 hours | feat(strategy): add VWAP strategy | TheSiahxyz | |
| 38 hours | feat(strategy): add MACD strategy | TheSiahxyz | |
| 38 hours | feat(strategy): add EMA Crossover strategy | TheSiahxyz | |
| 39 hours | feat(strategy): add warmup_period to BaseStrategy and YAML config loading | TheSiahxyz | |
| 39 hours | feat(services): integrate structlog, healthcheck, metrics, and Telegram | TheSiahxyz | |
| Replace logging.basicConfig/getLogger with structlog setup_logging in all four service entry points. Add HealthCheckServer, ServiceMetrics, and TelegramNotifier initialization to each service. Update OrderExecutor to accept a notifier parameter and send order notifications. Add RedisBroker.ping() for health checks. Update executor tests with notifier=AsyncMock(). | |||
| 39 hours | feat(shared): add health checks and Prometheus metrics | TheSiahxyz | |
| 39 hours | feat(shared): add Telegram notification service | TheSiahxyz | |
