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trading/backtester
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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
..
__init__.py feat: backtesting engine — historical replay with shared strategies 2026-02-22 15:43:19 +00:00
config.py feat: backtesting engine — historical replay with shared strategies 2026-02-22 15:43:19 +00:00
data_loader.py feat: backtesting engine — historical replay with shared strategies 2026-02-22 15:43:19 +00:00
engine.py feat: backtesting engine — historical replay with shared strategies 2026-02-22 15:43:19 +00:00
kevin_backtest.py feat(kevin): mention-driven backtest mini-engine 2026-05-24 00:56:57 +00:00
kevin_price_loader.py feat(kevin): mention-driven backtest mini-engine 2026-05-24 00:56:57 +00:00
metrics.py feat(backtester): extend compute_metrics with alpha/beta/winners/best 2026-05-24 00:57:42 +00:00
simulated_broker.py feat(kevin): reconcile Alpaca bracket auto-closes + order status 2026-06-04 22:31:24 +00:00