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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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- 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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- 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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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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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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