brighter-trading

Commit Graph

Author	SHA1	Message	Date
rob	639043b261	Live trading infrastructure functional on testnet Key fixes: - ExchangeInterface: Remove stale entries before creating new exchange connections - LiveBroker: Optimize get_total_equity() to price only top 10 assets (was hanging on 462 testnet assets) - LiveBroker: Add fiat currency skip list to avoid failed price lookups - PythonGenerator: Fix market symbol regex to handle 2-5 char symbols (BTC/USDT) New features: - LiveStrategyInstance: Full live trading strategy execution - Circuit breaker and position limits for live trading safety - Restart-safe order reconciliation via client order IDs Verified working: - Live strategy starts on Binance testnet - Orders placed and filled successfully - Execution loop runs with active strategies Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>	2026-03-01 15:23:34 -04:00
rob	6821f821e1	Implement execution loop, paper persistence, and CI pipeline Strategy Execution Loop: - Add tick() method to StrategyInstance for price-driven execution - Add update() method to Strategies for iterating active instances - Enable execution loop in received_cdata() to process candle updates - Add PaperStrategyInstance.tick() with broker price updates Paper Trading Persistence: - Add Position.to_dict()/from_dict() for serialization - Add PaperBroker state persistence (save_state/load_state) - Add _ensure_persistence_cache() with DB schema migration - Auto-load/save broker state in PaperStrategyInstance Runtime Fixes (from Codex review): - Fix get_user_info() signature mismatch in start_strategy - Fix live/paper mode handling for stop operations - Normalize fill event payload (filled_qty/filled_price keys) - Remove double broker update path (delegate to tick) - Prevent runtime events from polluting strategy list in UI CI Pipeline: - Add GitHub Actions workflow (.github/workflows/test.yml) - Python 3.12 with TA-Lib dependency - Syntax checks and 5 critical test suites Tests: 85 passed - test_strategy_execution.py (16 tests) - test_execution_loop.py (17 tests) - test_paper_persistence.py (19 tests) - test_backtest_determinism.py (13 tests) - test_brokers.py (18 tests) Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>	2026-02-28 19:48:50 -04:00

Author

SHA1

Message

Date

rob

639043b261

Live trading infrastructure functional on testnet

Key fixes:
- ExchangeInterface: Remove stale entries before creating new exchange connections
- LiveBroker: Optimize get_total_equity() to price only top 10 assets (was hanging on 462 testnet assets)
- LiveBroker: Add fiat currency skip list to avoid failed price lookups
- PythonGenerator: Fix market symbol regex to handle 2-5 char symbols (BTC/USDT)

New features:
- LiveStrategyInstance: Full live trading strategy execution
- Circuit breaker and position limits for live trading safety
- Restart-safe order reconciliation via client order IDs

Verified working:
- Live strategy starts on Binance testnet
- Orders placed and filled successfully
- Execution loop runs with active strategies

Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>

2026-03-01 15:23:34 -04:00

rob

6821f821e1

Implement execution loop, paper persistence, and CI pipeline

Strategy Execution Loop:
- Add tick() method to StrategyInstance for price-driven execution
- Add update() method to Strategies for iterating active instances
- Enable execution loop in received_cdata() to process candle updates
- Add PaperStrategyInstance.tick() with broker price updates

Paper Trading Persistence:
- Add Position.to_dict()/from_dict() for serialization
- Add PaperBroker state persistence (save_state/load_state)
- Add _ensure_persistence_cache() with DB schema migration
- Auto-load/save broker state in PaperStrategyInstance

Runtime Fixes (from Codex review):
- Fix get_user_info() signature mismatch in start_strategy
- Fix live/paper mode handling for stop operations
- Normalize fill event payload (filled_qty/filled_price keys)
- Remove double broker update path (delegate to tick)
- Prevent runtime events from polluting strategy list in UI

CI Pipeline:
- Add GitHub Actions workflow (.github/workflows/test.yml)
- Python 3.12 with TA-Lib dependency
- Syntax checks and 5 critical test suites

Tests: 85 passed
- test_strategy_execution.py (16 tests)
- test_execution_loop.py (17 tests)
- test_paper_persistence.py (19 tests)
- test_backtest_determinism.py (13 tests)
- test_brokers.py (18 tests)

Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>

2026-02-28 19:48:50 -04:00

2 Commits