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- 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
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- 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
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Categorized into Critical (deployment blockers), High/Medium/Low
priority items with estimated effort and quick start guide.
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- 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
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- 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
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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.
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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().
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Replace raw asyncpg SQL with SQLAlchemy async engine, async_sessionmaker,
and ORM operations. Uses session.merge for candle upserts, session.add
for signal/order inserts, update() for status changes, select() for
queries. Auto-converts postgresql:// URLs to postgresql+asyncpg://.
Keeps init_tables() as backward-compatible alias for connect().
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Add SA 2.0 declarative models (CandleRow, SignalRow, OrderRow, TradeRow,
PositionRow, PortfolioSnapshotRow) mirroring existing asyncpg tables.
Set up Alembic with async PostgreSQL support and add migrate/migrate-down/
migrate-new Makefile targets. Update shared dependencies with sqlalchemy,
alembic, structlog, prometheus-client, pyyaml, aiohttp, and rich.
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Binance spot crypto trading platform with microservices architecture:
- shared: Pydantic models, Redis Streams broker, asyncpg DB layer
- data-collector: Binance WebSocket/REST market data collection
- strategy-engine: Plugin-based strategy execution (RSI, Grid)
- order-executor: Order execution with risk management
- portfolio-manager: Position tracking and PnL calculation
- backtester: Historical strategy testing with simulator
- cli: Click-based CLI for all operations
- Docker Compose orchestration with Redis and PostgreSQL
- 24 test files covering all modules
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16-task TDD plan covering SQLAlchemy migration, structlog, Telegram
notifications, resilience patterns, Prometheus metrics, 5 new trading
strategies, and enhanced backtesting with detailed metrics.
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Covers DB migration (SQLAlchemy 2.0 + Alembic), structured logging
(structlog), Telegram notifications, error recovery with circuit
breakers, Prometheus metrics, and 5 new trading strategies (MACD,
Bollinger Bands, EMA Crossover, VWAP, Volume Profile) with enhanced
backtesting metrics.
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