Commit graph

8 commits

Author SHA1 Message Date
Viktor Barzin
e2a3bd456d
feat: real data pipeline — market data, DB persistence, portfolio sync, signal-trade linkage
Wire the trading bot to real Alpaca market data and persist pipeline
state to the database so the dashboard displays live information.

- Add market-data service fetching OHLCV bars from Alpaca, publishing
  to market:bars Redis Stream; signal generator consumes bars and
  injects current_price into signals for position sizing
- Sentiment analyzer now persists Article + ArticleSentiment rows to
  DB after scoring, with duplicate and error handling
- API gateway runs a background portfolio sync task that snapshots
  Alpaca account state into PortfolioSnapshot/Position DB tables
  during market hours
- TradeSignal carries a signal_id UUID; signal generator and trade
  executor both persist their records to DB with cross-references
- 303 unit tests pass (57 new tests added)
2026-02-22 19:52:45 +00:00
Viktor Barzin
5a6b20c8f1
fix: resolve 13 important issues from code review
I1: Add graceful shutdown (SIGTERM/SIGINT) to all 5 background services
I2: Fix Dockerfile healthcheck to use curl on /metrics endpoint
I3: Fix StreamConsumer.ensure_group() to only catch BUSYGROUP errors
I4: Fix SimulatedBroker to reject orders with insufficient cash/shares
I5: Move ORM attribute access inside DB session context in trades routes
I6: Add Redis-based rate limiting (10 req/min/IP) on all auth endpoints
I8: Prevent backtest background task garbage collection
I9: Use Numeric(16,6) instead of Float for financial columns in migration
I10: Add index on trades.created_at for time-range queries
I11: Bind infrastructure ports to 127.0.0.1 in docker-compose
I12: Add migrations init service; all app services depend on it
I13: Fix user enumeration in login_begin (return options for non-existent users)
2026-02-22 17:58:01 +00:00
Viktor Barzin
60bd1ccd2a
feat: trading strategies — momentum, mean reversion, news-driven 2026-02-22 15:32:18 +00:00
Viktor Barzin
5696da6472
feat: brokerage abstraction layer with Alpaca implementation 2026-02-22 15:26:41 +00:00
Viktor Barzin
3560c64c33
chore: remove cached pycache files [ci skip] 2026-02-22 15:20:15 +00:00
Viktor Barzin
c8277e301e
feat: pydantic schemas for all service message types
- shared/schemas/trading.py: OrderRequest, OrderResult, PositionInfo,
  AccountInfo, TradeSignal, TradeExecution, MarketSnapshot, SentimentContext
- shared/schemas/news.py: RawArticle, ScoredArticle
- shared/schemas/learning.py: TradeOutcomeSchema, WeightAdjustment
- shared/schemas/auth.py: RegisterRequest, LoginRequest, TokenResponse
- 49 schema tests covering validation constraints, serialization round-trips,
  required fields, and range checks
2026-02-22 15:19:00 +00:00
Viktor Barzin
72cb1b6fe5
feat: database models and alembic migrations — all tables per design
- shared/db.py: async engine + session factory
- shared/models/base.py: DeclarativeBase + TimestampMixin
- shared/models/trading.py: Strategy, Signal, Trade, Position, StrategyWeightHistory
- shared/models/news.py: Article, ArticleSentiment
- shared/models/learning.py: TradeOutcome, LearningAdjustment
- shared/models/auth.py: User, UserCredential
- shared/models/timeseries.py: MarketData, PortfolioSnapshot, StrategyMetric
- Alembic async env.py with initial migration including TimescaleDB hypertables
- 21 model tests covering enums, instantiation, metadata registration
2026-02-22 15:17:07 +00:00
Viktor Barzin
ae5b3f89d1
feat: project foundation — monorepo setup, shared config, redis streams, telemetry
- pyproject.toml with core deps and optional dep groups per service
- shared/config.py: Pydantic BaseSettings with TRADING_ env prefix
- shared/redis_streams.py: StreamPublisher/StreamConsumer wrappers
- shared/telemetry.py: OpenTelemetry + Prometheus metric export
- tests for Redis Streams helpers (5 passing)
2026-02-22 15:13:26 +00:00