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Author SHA1 Message Date
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
rob b555f6e004 Fix high-severity issues identified by Codex 
1. Paper equity calculation (High):
   - get_balance() now correctly includes position value (size * current_price)
   - Previously only added unrealized_pnl, missing position principal

2. Buy affordability checks (High):
   - place_order() now uses execution price including slippage for market orders
   - Uses limit price for limit orders instead of current price
   - Prevents orders that would drive cash negative

3. ExchangeInterface price stubs (High):
   - get_trade_executed_price() now handles order_price=0.0 (market orders)
   - Falls back to current price or entry price when order_price is zero

4. Determinism hash strengthening (Medium):
   - Hash now includes full trade sequence with individual trade details
   - Added test for different trade sequences with same totals

5. Live mode consistency (Medium):
   - Factory now falls back to paper trading with warning instead of raising
   - Consistent behavior between factory.py and Strategies.py

Added test: test_paper_broker_equity_calculation to verify fix #1

Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
 2026-02-28 17:23:58 -04:00
rob f1182d4e0c Phase 2: Broker abstraction foundation 
- Create brokers package with unified trading interface
- BaseBroker: Abstract base class defining broker contract
- BacktestBroker: Wraps Backtrader for backtesting mode
- PaperBroker: Simulated order execution for paper trading
- Factory function to create broker based on trading mode
- Comprehensive test suite for broker functionality

The broker abstraction enables strategies to work identically
across backtest, paper, and live trading modes.

Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
 2026-02-28 17:00:43 -04:00