| Age | Commit message (Collapse) | Author | |
|---|---|---|---|
| 18 hours | refactor: update data-collector and order-executor for Alpaca API | TheSiahxyz | |
| 18 hours | feat: add Claude-powered daily stock screener for MOC strategy | TheSiahxyz | |
| 18 hours | refactor: migrate to US stocks with Alpaca API | TheSiahxyz | |
| - Replace Binance/ccxt with Alpaca REST client (paper + live) - Add MOC (Market on Close) strategy for overnight gap trading - Wire sentiment into strategy engine main loop - Add EMA + bullish candle entry filters to Asian RSI - Remove crypto-specific exchange factory - Update config: Alpaca keys replace Binance keys - 399 tests passing, lint clean | |||
| 18 hours | feat(strategy): add Market on Close (MOC) strategy for US stocks | TheSiahxyz | |
| 18 hours | refactor: replace Binance/ccxt with Alpaca API client for US stocks | TheSiahxyz | |
| 18 hours | feat: wire sentiment into engine + add EMA/bullish candle entry filters | TheSiahxyz | |
| 18 hours | refactor: dead code cleanup | TheSiahxyz | |
| - Remove placeholder 'backtest report' command (no stored results) - Connect walk-forward analysis to CLI: 'trading backtest walk-forward' - Update test for renamed command | |||
| 18 hours | feat: add market sentiment filters (Fear & Greed, CryptoPanic, CryptoQuant) | TheSiahxyz | |
| - SentimentProvider: fetches Fear & Greed Index (free, no key), CryptoPanic news sentiment (free key), CryptoQuant exchange netflow (free key) - SentimentData: aggregated should_buy/should_block logic - Fear < 30 = buy opportunity, Greed > 80 = block buying - Negative news < -0.5 = block buying - Exchange outflow = bullish, inflow = bearish - Integrated into Asian Session RSI strategy as entry filter - All providers optional — disabled when API key missing - 14 sentiment tests + 386 total tests passing | |||
| 19 hours | feat(strategy): add Asian Session RSI strategy for SOL/USDT scalping | TheSiahxyz | |
| Simple time-based + RSI strategy for small capital day trading: - Trading window: KST 9:00-11:00 (UTC 0:00-2:00) - Entry: RSI(14) < 25 + volume above average - Exit: +1.5% TP, -0.7% SL, or session end time exit - Risk: max 3 trades/day, pause after 2 consecutive losses - Config: ~$75 per trade (10% of 100만원 capital) | |||
| 19 hours | feat(strategy): Phase 3 complete — individual strategy upgrades | TheSiahxyz | |
| - RSI: bullish/bearish divergence detection (conviction 0.9) - MACD: signal-line crossover + zero-line distance conviction - Grid: trend break exit + out-of-range guard - Bollinger: squeeze detection + breakout signals + %B conviction - EMA Crossover: pullback entry mode (wait for EMA retest) - VWAP: daily reset + 1σ/2σ deviation bands + band-based conviction - Volume Profile: HVN/LVN node detection for stronger signals - Combined: adaptive weighting based on sub-strategy win rates - 363 tests passing | |||
| 19 hours | feat(strategy): add RSI divergence detection and MACD signal-line crossover | TheSiahxyz | |
| 19 hours | feat(strategy): add EMA pullback entry and VWAP daily reset with deviation bands | TheSiahxyz | |
| 19 hours | feat(strategy): add Volume Profile HVN/LVN and Combined adaptive weighting | TheSiahxyz | |
| 19 hours | feat(strategy): add Grid trend guard and Bollinger squeeze detection | TheSiahxyz | |
| 19 hours | feat(risk): add drawdown-based position reduction and consecutive loss pause | TheSiahxyz | |
| 19 hours | feat(risk): add portfolio exposure, correlation risk, and VaR checks | TheSiahxyz | |
| 33 hours | feat(strategy): Phase 2 complete — strategy infrastructure upgrade | TheSiahxyz | |
| - Technical indicators library (ATR, ADX, RSI, MACD, Bollinger, Stochastic, OBV) - Signal model: conviction score, stop_loss, take_profit fields - BaseStrategy: ADX regime filter, volume confirmation, ATR-based stops - All 8 strategies upgraded with filters, conviction scoring, ATR stops - Combined strategy uses conviction-weighted scoring - 334 tests passing | |||
| 33 hours | feat(strategy): apply filters, conviction scoring, and ATR stops to all ↵ | TheSiahxyz | |
| strategies | |||
| 34 hours | feat(strategy): add ADX regime filter, volume confirmation, and ATR stops to ↵ | TheSiahxyz | |
| BaseStrategy | |||
| 34 hours | feat(strategy): add technical indicators library (ATR, ADX, RSI, MACD, ↵ | TheSiahxyz | |
| Bollinger, Stochastic, OBV) | |||
| 34 hours | feat(shared): add conviction, stop_loss, take_profit to Signal model | TheSiahxyz | |
| 34 hours | feat(backtester): Phase 1 complete — realistic backtesting engine | TheSiahxyz | |
| - Slippage modeling (configurable per-trade, buy higher/sell lower) - Trading fee deduction (maker/taker configurable) - Stop-loss and take-profit auto-execution per position - Short selling support (allow_short flag) - Walk-forward analysis engine (in-sample/out-of-sample, efficiency ratio) - Daily equity curve Sharpe/Sortino with risk-free rate adjustment - Recovery factor, consecutive win/loss streaks, fee-aware PnL - 312 tests passing | |||
| 34 hours | feat(backtester): add slippage, fees, stop-loss/take-profit, and short selling | TheSiahxyz | |
| 34 hours | feat(backtester): add walk-forward analysis engine | TheSiahxyz | |
| 34 hours | feat(backtester): improve metrics with daily Sharpe, recovery factor, ↵ | TheSiahxyz | |
| consecutive stats | |||
| 34 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) | |||
| 34 hours | docs: final TODO — all issues resolved, only future enhancements remain | TheSiahxyz | |
| 34 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 | |||
| 34 hours | docs: update TODO — 3 remaining issues identified from deep analysis | TheSiahxyz | |
| 34 hours | fix: lint cleanup after medium priority tasks | TheSiahxyz | |
| 34 hours | feat(broker): add Redis consumer groups for reliable message processing | TheSiahxyz | |
| 34 hours | test: add CLI command tests and API router tests | TheSiahxyz | |
| 34 hours | feat(portfolio): track realized PnL on sell orders | TheSiahxyz | |
| 34 hours | fix: lint cleanup after critical and high priority fixes | TheSiahxyz | |
| 34 hours | fix: WS factory, backtester config, CI docker builds, health port docs | TheSiahxyz | |
| 34 hours | fix: snapshot delay, env fields, alembic creds, API healthcheck and error ↵ | TheSiahxyz | |
| handling | |||
| 34 hours | fix(strategy-engine): process multiple symbols concurrently with asyncio.gather | TheSiahxyz | |
| 35 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 | |||
| 35 hours | docs: mark all tasks completed, update project status | TheSiahxyz | |
| 35 hours | fix: lint cleanup for API, combined strategy, and formatting | TheSiahxyz | |
| 35 hours | feat(risk): add trailing stop, volatility sizing, and position limits | TheSiahxyz | |
| 35 hours | feat(strategy): add combined strategy with weighted signal voting | TheSiahxyz | |
| 35 hours | feat: add FastAPI REST API service | TheSiahxyz | |
| 35 hours | feat: add multi-exchange support via ccxt factory | TheSiahxyz | |
| 35 hours | feat(security): add bearer token auth for health/metrics endpoints | TheSiahxyz | |
| 35 hours | test: add Docker Compose E2E test script | TheSiahxyz | |
| 35 hours | feat(monitoring): add Grafana dashboard provisioning | TheSiahxyz | |
| 35 hours | ci: add Gitea Actions workflow and CI script | TheSiahxyz | |
| 35 hours | feat(monitoring): add Loki + Promtail for log aggregation | TheSiahxyz | |
| 35 hours | docs: update TODO — mark Critical, High, Medium as completed | TheSiahxyz | |
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index : trading.git | |
| Unnamed repository; edit this file 'description' to name the repository. | si |
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