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fix: resolve 8 critical issues from code review

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C1: Fix BacktestDataLoader constructor args (was passing wrong kwargs)
C2: Fix BacktestResult attribute names (max_drawdown_pct, avg_hold_duration)
C3: Remove insecure JWT secret default (now required via env var)
C4: Fix .env.example to use TRADING_ prefix for all config vars
C5: Add missing fields to portfolio endpoint (daily_pnl_pct, total_pnl, trading_active)
C6: Add missing /portfolio/metrics endpoint
C7: Add 'value' field to equity curve response for frontend compatibility
C8: Add 6M/ALL periods and case-insensitive period enum parsing
Also: make app creation lazy to avoid config validation at import time
This commit is contained in:
Viktor Barzin 2026-02-22 17:48:40 +00:00
parent 870961f3e9
commit 2a56727267
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GPG key ID: 0EB088298288D958
5 changed files with 103 additions and 27 deletions
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16
services/api_gateway/routes/backtest.py
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@ -94,15 +94,11 @@ async def _run_backtest_task(
engine = BacktestEngine(config=bt_config, strategies=strategies)
# Use an in-memory stub data loader for now; a full implementation
# would read from TimescaleDB.
# Use an empty data loader for now; a full implementation
# would load historical bars from TimescaleDB.
from backtester.data_loader import BacktestDataLoader
data_loader = BacktestDataLoader(
session_factory=None,
start_date=config.start_date,
end_date=config.end_date,
)
data_loader = BacktestDataLoader(bars=[], sentiments=[])
result = await engine.run(data_loader)
@ -117,12 +113,12 @@ async def _run_backtest_task(
"annualized_return": result.annualized_return,
"sharpe_ratio": result.sharpe_ratio,
"sortino_ratio": result.sortino_ratio,
"max_drawdown": result.max_drawdown,
"max_drawdown_pct": result.max_drawdown_pct,
"max_drawdown_duration_days": result.max_drawdown_duration_days,
"win_rate": result.win_rate,
"avg_win_loss_ratio": result.avg_win_loss_ratio,
"trade_count": result.trade_count,
"avg_hold_duration_hours": result.avg_hold_duration_hours,
"profit_factor": result.profit_factor,
"avg_hold_duration_seconds": result.avg_hold_duration.total_seconds(),
},
"completed_at": datetime.now(tz=timezone.utc).isoformat(),
}),