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33 hoursfeat: wire sentiment into engine + add EMA/bullish candle entry filtersTheSiahxyz
33 hoursrefactor: dead code cleanupTheSiahxyz
- Remove placeholder 'backtest report' command (no stored results) - Connect walk-forward analysis to CLI: 'trading backtest walk-forward' - Update test for renamed command
33 hoursfeat: 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
33 hoursfeat(strategy): add Asian Session RSI strategy for SOL/USDT scalpingTheSiahxyz
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)
34 hoursfeat(strategy): Phase 3 complete — individual strategy upgradesTheSiahxyz
- 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
34 hoursfeat(strategy): add RSI divergence detection and MACD signal-line crossoverTheSiahxyz
34 hoursfeat(strategy): add EMA pullback entry and VWAP daily reset with deviation bandsTheSiahxyz
34 hoursfeat(strategy): add Volume Profile HVN/LVN and Combined adaptive weightingTheSiahxyz
34 hoursfeat(strategy): add Grid trend guard and Bollinger squeeze detectionTheSiahxyz
34 hoursfeat(risk): add drawdown-based position reduction and consecutive loss pauseTheSiahxyz
34 hoursfeat(risk): add portfolio exposure, correlation risk, and VaR checksTheSiahxyz
2 daysfeat(strategy): Phase 2 complete — strategy infrastructure upgradeTheSiahxyz
- 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
2 daysfeat(strategy): apply filters, conviction scoring, and ATR stops to all ↵TheSiahxyz
strategies
2 daysfeat(strategy): add ADX regime filter, volume confirmation, and ATR stops to ↵TheSiahxyz
BaseStrategy
2 daysfeat(strategy): add technical indicators library (ATR, ADX, RSI, MACD, ↵TheSiahxyz
Bollinger, Stochastic, OBV)
2 daysfeat(shared): add conviction, stop_loss, take_profit to Signal modelTheSiahxyz
2 daysfeat(backtester): Phase 1 complete — realistic backtesting engineTheSiahxyz
- 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
2 daysfeat(backtester): add slippage, fees, stop-loss/take-profit, and short sellingTheSiahxyz
2 daysfeat(backtester): add walk-forward analysis engineTheSiahxyz
2 daysfeat(backtester): improve metrics with daily Sharpe, recovery factor, ↵TheSiahxyz
consecutive stats
2 daysdocs: 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)
2 daysdocs: final TODO — all issues resolved, only future enhancements remainTheSiahxyz
2 daysfix: resolve final 3 issues for production readinessTheSiahxyz
- 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
2 daysdocs: update TODO — 3 remaining issues identified from deep analysisTheSiahxyz
2 daysfix: lint cleanup after medium priority tasksTheSiahxyz
2 daysfeat(broker): add Redis consumer groups for reliable message processingTheSiahxyz
2 daystest: add CLI command tests and API router testsTheSiahxyz
2 daysfeat(portfolio): track realized PnL on sell ordersTheSiahxyz
2 daysfix: lint cleanup after critical and high priority fixesTheSiahxyz
2 daysfix: WS factory, backtester config, CI docker builds, health port docsTheSiahxyz
2 daysfix: snapshot delay, env fields, alembic creds, API healthcheck and error ↵TheSiahxyz
handling
2 daysfix(strategy-engine): process multiple symbols concurrently with asyncio.gatherTheSiahxyz
2 daysdocs: comprehensive TODO update with deep analysis findingsTheSiahxyz
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
2 daysdocs: mark all tasks completed, update project statusTheSiahxyz
2 daysfix: lint cleanup for API, combined strategy, and formattingTheSiahxyz
2 daysfeat(risk): add trailing stop, volatility sizing, and position limitsTheSiahxyz
2 daysfeat(strategy): add combined strategy with weighted signal votingTheSiahxyz
2 daysfeat: add FastAPI REST API serviceTheSiahxyz
2 daysfeat: add multi-exchange support via ccxt factoryTheSiahxyz
2 daysfeat(security): add bearer token auth for health/metrics endpointsTheSiahxyz
2 daystest: add Docker Compose E2E test scriptTheSiahxyz
2 daysfeat(monitoring): add Grafana dashboard provisioningTheSiahxyz
2 daysci: add Gitea Actions workflow and CI scriptTheSiahxyz
2 daysfeat(monitoring): add Loki + Promtail for log aggregationTheSiahxyz
2 daysdocs: update TODO — mark Critical, High, Medium as completedTheSiahxyz
2 daysfeat(portfolio): add periodic portfolio snapshots and daily Telegram summaryTheSiahxyz
2 daysfeat: medium priority improvementsTheSiahxyz
- 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
2 daystest: add edge case tests for zero volume, empty data, extreme valuesTheSiahxyz
2 daysfix(shared): add transaction rollback on DB errorsTheSiahxyz
2 daysfeat(strategy): add parameter validation to all strategiesTheSiahxyz
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