trading.git - Unnamed repository; edit this file 'description' to name the repository.

Age	Commit message (Collapse)	Author
14 hours	feat(strategy): Phase 2 complete — strategy infrastructure upgradeHEAD master	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
14 hours	feat(strategy): apply filters, conviction scoring, and ATR stops to all ↵	TheSiahxyz
	strategies
14 hours	feat(strategy): add ADX regime filter, volume confirmation, and ATR stops to ↵	TheSiahxyz
	BaseStrategy
14 hours	feat(strategy): add technical indicators library (ATR, ADX, RSI, MACD, ↵	TheSiahxyz
	Bollinger, Stochastic, OBV)
14 hours	feat(shared): add conviction, stop_loss, take_profit to Signal model	TheSiahxyz

14 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
14 hours	feat(backtester): add slippage, fees, stop-loss/take-profit, and short selling	TheSiahxyz

14 hours	feat(backtester): add walk-forward analysis engine	TheSiahxyz

14 hours	feat(backtester): improve metrics with daily Sharpe, recovery factor, ↵	TheSiahxyz
	consecutive stats
14 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)
15 hours	docs: final TODO — all issues resolved, only future enhancements remain	TheSiahxyz

15 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
15 hours	docs: update TODO — 3 remaining issues identified from deep analysis	TheSiahxyz

15 hours	fix: lint cleanup after medium priority tasks	TheSiahxyz

15 hours	feat(broker): add Redis consumer groups for reliable message processing	TheSiahxyz

15 hours	test: add CLI command tests and API router tests	TheSiahxyz

15 hours	feat(portfolio): track realized PnL on sell orders	TheSiahxyz

15 hours	fix: lint cleanup after critical and high priority fixes	TheSiahxyz

15 hours	fix: WS factory, backtester config, CI docker builds, health port docs	TheSiahxyz

15 hours	fix: snapshot delay, env fields, alembic creds, API healthcheck and error ↵	TheSiahxyz
	handling
15 hours	fix(strategy-engine): process multiple symbols concurrently with asyncio.gather	TheSiahxyz

15 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
15 hours	docs: mark all tasks completed, update project status	TheSiahxyz

15 hours	fix: lint cleanup for API, combined strategy, and formatting	TheSiahxyz

15 hours	feat(risk): add trailing stop, volatility sizing, and position limits	TheSiahxyz

15 hours	feat(strategy): add combined strategy with weighted signal voting	TheSiahxyz

15 hours	feat: add FastAPI REST API service	TheSiahxyz

15 hours	feat: add multi-exchange support via ccxt factory	TheSiahxyz

15 hours	feat(security): add bearer token auth for health/metrics endpoints	TheSiahxyz

15 hours	test: add Docker Compose E2E test script	TheSiahxyz

15 hours	feat(monitoring): add Grafana dashboard provisioning	TheSiahxyz

15 hours	ci: add Gitea Actions workflow and CI script	TheSiahxyz

15 hours	feat(monitoring): add Loki + Promtail for log aggregation	TheSiahxyz

15 hours	docs: update TODO — mark Critical, High, Medium as completed	TheSiahxyz

16 hours	feat(portfolio): add periodic portfolio snapshots and daily Telegram summary	TheSiahxyz

16 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
16 hours	test: add edge case tests for zero volume, empty data, extreme values	TheSiahxyz

16 hours	fix(shared): add transaction rollback on DB errors	TheSiahxyz

16 hours	feat(strategy): add parameter validation to all strategies	TheSiahxyz

16 hours	fix: lint fixes for integration tests and backtester noqa annotations	TheSiahxyz

16 hours	test: add integration tests for strategy, order, portfolio, and backtest flows	TheSiahxyz

16 hours	feat(cli): implement backtest, strategy, portfolio, and data commands	TheSiahxyz

16 hours	fix: clean up backtester strategy loading and update Dockerfiles	TheSiahxyz

16 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
16 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.
16 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
16 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
16 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.
16 hours	feat(strategy): add Volume Profile strategy	TheSiahxyz

16 hours	feat(strategy): add Bollinger Bands strategy	TheSiahxyz