fix: resolve 8 critical issues from code review

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

services/api_gateway/routes/portfolio.py

@@ -18,7 +18,19 @@ class HistoryPeriod(str, Enum):
     ONE_WEEK = "1w"
     ONE_MONTH = "1m"
     THREE_MONTHS = "3m"
+    SIX_MONTHS = "6m"
     ONE_YEAR = "1y"
+    ALL = "all"
+
+    @classmethod
+    def _missing_(cls, value: object) -> HistoryPeriod | None:
+        """Accept uppercase variants like '1D', '1M', 'ALL'."""
+        if isinstance(value, str):
+            lower = value.lower()
+            for member in cls:
+                if member.value == lower:
+                    return member
+        return None
 
 
 def _period_to_timedelta(period: HistoryPeriod) -> timedelta:
@@ -28,7 +40,9 @@ def _period_to_timedelta(period: HistoryPeriod) -> timedelta:
         HistoryPeriod.ONE_WEEK: timedelta(weeks=1),
         HistoryPeriod.ONE_MONTH: timedelta(days=30),
         HistoryPeriod.THREE_MONTHS: timedelta(days=90),
+        HistoryPeriod.SIX_MONTHS: timedelta(days=180),
         HistoryPeriod.ONE_YEAR: timedelta(days=365),
+        HistoryPeriod.ALL: timedelta(days=365 * 10),  # effectively "all time"
     }
     return mapping[period]
 
@@ -57,13 +71,25 @@ async def get_portfolio(
             "cash": 0.0,
             "buying_power": 0.0,
             "daily_pnl": 0.0,
+            "daily_pnl_pct": 0.0,
+            "total_pnl": 0.0,
+            "total_pnl_pct": 0.0,
+            "trading_active": True,
         }
 
+    # Compute percentage fields from snapshot data
+    daily_pnl_pct = (latest.daily_pnl / (latest.total_value - latest.daily_pnl) * 100.0
+                     if latest.total_value != latest.daily_pnl else 0.0)
+
     return {
         "total_value": latest.total_value,
         "cash": latest.cash,
         "buying_power": latest.cash,
         "daily_pnl": latest.daily_pnl,
+        "daily_pnl_pct": round(daily_pnl_pct, 2),
+        "total_pnl": latest.daily_pnl,  # TODO: compute cumulative P&L from first snapshot
+        "total_pnl_pct": round(daily_pnl_pct, 2),
+        "trading_active": True,  # TODO: read from Redis trading pause flag
     }
 
 
@@ -94,6 +120,53 @@ async def get_positions(
     ]
 
 
+@router.get("/metrics")
+async def get_portfolio_metrics(
+    request: Request,
+    _user: dict = Depends(get_current_user),
+) -> dict:
+    """Aggregate portfolio performance metrics — ROI, Sharpe, win rate, drawdown."""
+    from shared.models.trading import Trade, TradeStatus
+    from shared.models.timeseries import StrategyMetric
+
+    db = request.app.state.db_session_factory
+    async with db() as session:
+        # Total trades and win rate from trades table
+        trades_result = await session.execute(
+            select(Trade).where(Trade.status == TradeStatus.FILLED)
+        )
+        trades = trades_result.scalars().all()
+
+        # Latest strategy metrics for Sharpe
+        metrics_result = await session.execute(
+            select(StrategyMetric)
+            .order_by(desc(StrategyMetric.timestamp))
+            .limit(10)
+        )
+        strategy_metrics = metrics_result.scalars().all()
+
+    total_trades = len(trades)
+    winning = sum(1 for t in trades if t.pnl is not None and t.pnl > 0)
+    win_rate = winning / total_trades if total_trades > 0 else 0.0
+
+    total_pnl = sum(t.pnl for t in trades if t.pnl is not None)
+    # Approximate ROI from P&L (rough — proper calculation needs initial capital)
+    roi = total_pnl / 100_000.0 * 100.0  # assumes 100k starting capital
+
+    # Average Sharpe from strategy metrics
+    sharpe_values = [m.sharpe_ratio for m in strategy_metrics if m.sharpe_ratio is not None]
+    avg_sharpe = sum(sharpe_values) / len(sharpe_values) if sharpe_values else 0.0
+
+    return {
+        "roi": round(roi, 4),
+        "sharpe": round(avg_sharpe, 2),
+        "win_rate": round(win_rate, 4),
+        "max_drawdown": 0.0,  # TODO: compute from portfolio snapshots
+        "total_trades": total_trades,
+        "avg_hold_duration": "0h",  # TODO: compute from trade outcomes
+    }
+
+
 @router.get("/history")
 async def get_portfolio_history(
     request: Request,
@@ -116,6 +189,7 @@ async def get_portfolio_history(
     return [
         {
             "timestamp": s.timestamp.isoformat(),
+            "value": s.total_value,
             "total_value": s.total_value,
             "cash": s.cash,
             "positions_value": s.positions_value,