- Learning engine: expand default weights from 3 to all 9 strategies
- Learning engine: resolve placeholder strategy_id with DB lookup
- Learning engine: pass strategy_sources from trade execution
- Trade executor: respect trading:paused Redis flag in RiskManager
- Portfolio sync: compute actual daily P&L from day-start snapshot
- Portfolio API: cumulative P&L from first snapshot, read pause flag
- Portfolio metrics: compute max drawdown and avg hold duration
- Add strategy_sources field to TradeExecution schema
- Add dev_mode config (TRADING_DEV_MODE) to bypass auth for local dev
- Dashboard: VITE_DEV_MODE bypasses ProtectedRoute and 401 redirects
- Vite proxy target configurable via VITE_API_TARGET
- Add top-level README.md and remaining-work-plan.md
- Update CLAUDE.md with correct counts and remove stale TODOs
- 404 tests passing
Made-with: Cursor
8 tasks covering: MarketSnapshot schema changes, indicator computations,
fundamental data providers, DB caching, 6 new strategies, signal generator
wiring, and deployment steps.
6 new strategies (Value, MACD Crossover, Bollinger Breakout, VWAP,
Liquidity, MA Stack) plus fundamental data pipeline with 3 providers
(Alpha Vantage, FMP, Yahoo Finance) and DB-backed caching.
Add OpenTelemetry instrumentation plan with /metrics endpoints for
external Prometheus scraping, and passkey/WebAuthn authentication flow
with JWT sessions.
[ci skip]
