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5 commits

Author SHA1 Message Date
Viktor Barzin
82dc622544 feat(kevin): reconcile Alpaca bracket auto-closes + order status
Bracket stop-loss/take-profit legs fill at Alpaca without passing through the executor, so those closes (and their P&L) were invisible locally.

- broker: add get_order(nested) + list_orders to BaseBroker/AlpacaBroker (+ SimulatedBroker); BrokerOrder carries child legs

- Trade gains broker_order_id (migration f6a7b8c9d0e1); executor stamps the entry order id

- new api_gateway trade-reconcile loop: books a closing SELL + realized P&L when a bracket leg fills (idempotent on the leg order id), syncs PENDING->terminal status, logs drift; runs alongside portfolio_sync

[ci skip]

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-06-04 22:31:24 +00:00
cd75c4ab7e feat(backtester): extend compute_metrics with alpha/beta/winners/best
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In-place extension (no fork). Existing tests still pass; new fields are
optional and None when no benchmark is supplied.
2026-05-24 00:57:42 +00:00
23ce45a4f2 feat(kevin): mention-driven backtest mini-engine
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Walks mentions chronologically, T+1 entry, time-based exit per
KevinStrategy. Reuses backtester/metrics::compute_metrics for headline
numbers. KevinPriceLoader fronts market_data + Alpaca.
2026-05-24 00:56:57 +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
5e5425a0f7
feat: backtesting engine — historical replay with shared strategies 2026-02-22 15:43:19 +00:00