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19 tasks across 5 phases: shared models, news collector service (7 collectors),
sentiment aggregation pipeline, stock selector engine, and integration.
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Design for upgrading MOC strategy from fixed symbols to dynamic,
news-driven stock selection with sentiment analysis pipeline.
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- Replace BTCUSDT/SOLUSDT/ETHUSDT with AAPL/MSFT in all test files
- Update backtester default symbol to AAPL
- Update strategy-engine default symbols to US stocks
- Update project description and CLI help text
- Remove empty superpowers docs directory
- Zero crypto references remaining in codebase
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- Data collector: Alpaca REST polling (replaces Binance WebSocket)
- Order executor: Alpaca submit_order (replaces ccxt)
- Claude stock screener: daily MOC candidate analysis
- Remove ccxt/websockets dependencies
- Default universe: AAPL, MSFT, GOOGL, AMZN, TSLA + 28 more
- 399 tests passing, lint clean
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- 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
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- Remove placeholder 'backtest report' command (no stored results)
- Connect walk-forward analysis to CLI: 'trading backtest walk-forward'
- Update test for renamed command
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- 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
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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)
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- 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
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- 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
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strategies
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BaseStrategy
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Bollinger, Stochastic, OBV)
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- 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
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consecutive stats
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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)
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- 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
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handling
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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
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