feat: autonomous trading engine — full implementation

- Database migration 018 with 13 tables for trading engine state
- Trading engine service (services/trading/) with 12 pure computation modules:
  position sizer, stop-loss manager, reserve pool, circuit breaker,
  risk tier controller, correlation matrix, tax lots, trading window,
  gradual entry, notifications, micro-trading, backtester
- Core TradingEngine with pre-trade evaluation pipeline and integration wiring
- FastAPI HTTP service with 14 endpoints (health, config, decisions, metrics, backtest)
- Performance tracker with Sharpe ratio, drawdown, profit factor computation
- 194 Python tests (165 property-based + 29 integration)
- Frontend: 13 TanStack Query hooks, 7 dashboard panels, tabbed Trading Engine page
- Helm chart entry, network policy, nginx proxy, ingress for trading-engine
- Shared infrastructure: enums, Redis keys, TradingConfig in AppConfig

services/shared/config.py

@@ -168,6 +168,35 @@ class CompetitiveConfig:
     propagation_failure_threshold: int = 5  # consecutive failures before operator alert
 
 
+@dataclass
+class TradingConfig:
+    """Configuration for the autonomous trading engine.
+
+    Requirements: 16.1, 20.1, 19.5, 19.6
+    """
+    enabled: bool = False
+    risk_tier: str = "moderate"
+    reserve_siphon_pct: float = 0.20
+    polling_interval_seconds: int = 60
+    stop_loss_check_interval_seconds: int = 300
+    fast_stop_loss_interval_seconds: int = 60
+    gradual_entry_tranches: int = 3
+    gradual_entry_threshold_dollars: float = 30.0
+    absolute_position_cap: float = 50.0
+    active_pool_minimum: float = 100.0
+    emergency_drawdown_threshold_pct: float = 0.40
+    reserve_high_water_pct: float = 0.30
+    micro_trading_enabled: bool = False
+    micro_trading_interval_seconds: int = 300
+    micro_trading_allocation_cap_pct: float = 0.03
+    micro_trading_max_daily: int = 10
+    micro_trading_max_hold_minutes: int = 120
+    sns_topic_arn: str = ""
+    sns_phone_number: str = ""
+    gmail_sender: str = ""
+    gmail_recipient: str = ""
+
+
 @dataclass
 class AppConfig:
     postgres: PostgresConfig = field(default_factory=PostgresConfig)
@@ -181,6 +210,7 @@ class AppConfig:
     alerting: AlertingConfig = field(default_factory=AlertingConfig)
     macro: MacroConfig = field(default_factory=MacroConfig)
     competitive: CompetitiveConfig = field(default_factory=CompetitiveConfig)
+    trading: TradingConfig = field(default_factory=TradingConfig)
     log_level: str = "INFO"
     json_logs: bool = True
 
@@ -278,6 +308,29 @@ def load_config() -> AppConfig:
             min_pattern_samples=int(os.getenv("COMPETITIVE_MIN_PATTERN_SAMPLES", "3")),
             propagation_failure_threshold=int(os.getenv("COMPETITIVE_PROPAGATION_FAILURE_THRESHOLD", "5")),
         ),
+        trading=TradingConfig(
+            enabled=os.getenv("TRADING_ENABLED", "false").lower() == "true",
+            risk_tier=os.getenv("TRADING_RISK_TIER", "moderate"),
+            reserve_siphon_pct=float(os.getenv("TRADING_RESERVE_SIPHON_PCT", "0.20")),
+            polling_interval_seconds=int(os.getenv("TRADING_POLLING_INTERVAL_SECONDS", "60")),
+            stop_loss_check_interval_seconds=int(os.getenv("TRADING_STOP_LOSS_CHECK_INTERVAL_SECONDS", "300")),
+            fast_stop_loss_interval_seconds=int(os.getenv("TRADING_FAST_STOP_LOSS_INTERVAL_SECONDS", "60")),
+            gradual_entry_tranches=int(os.getenv("TRADING_GRADUAL_ENTRY_TRANCHES", "3")),
+            gradual_entry_threshold_dollars=float(os.getenv("TRADING_GRADUAL_ENTRY_THRESHOLD_DOLLARS", "30.0")),
+            absolute_position_cap=float(os.getenv("TRADING_ABSOLUTE_POSITION_CAP", "50.0")),
+            active_pool_minimum=float(os.getenv("TRADING_ACTIVE_POOL_MINIMUM", "100.0")),
+            emergency_drawdown_threshold_pct=float(os.getenv("TRADING_EMERGENCY_DRAWDOWN_THRESHOLD_PCT", "0.40")),
+            reserve_high_water_pct=float(os.getenv("TRADING_RESERVE_HIGH_WATER_PCT", "0.30")),
+            micro_trading_enabled=os.getenv("TRADING_MICRO_TRADING_ENABLED", "false").lower() == "true",
+            micro_trading_interval_seconds=int(os.getenv("TRADING_MICRO_TRADING_INTERVAL_SECONDS", "300")),
+            micro_trading_allocation_cap_pct=float(os.getenv("TRADING_MICRO_TRADING_ALLOCATION_CAP_PCT", "0.03")),
+            micro_trading_max_daily=int(os.getenv("TRADING_MICRO_TRADING_MAX_DAILY", "10")),
+            micro_trading_max_hold_minutes=int(os.getenv("TRADING_MICRO_TRADING_MAX_HOLD_MINUTES", "120")),
+            sns_topic_arn=os.getenv("TRADING_SNS_TOPIC_ARN", ""),
+            sns_phone_number=os.getenv("TRADING_SNS_PHONE_NUMBER", ""),
+            gmail_sender=os.getenv("TRADING_GMAIL_SENDER", ""),
+            gmail_recipient=os.getenv("TRADING_GMAIL_RECIPIENT", ""),
+        ),
         log_level=os.getenv("LOG_LEVEL", "INFO"),
         json_logs=os.getenv("JSON_LOGS", "true").lower() == "true",
     )

services/shared/redis_keys.py

@@ -65,3 +65,24 @@ QUEUE_LAKE_PUBLISH = "lake_publish"
 QUEUE_TRADE = "trade"
 QUEUE_BROKER = "broker_orders"
 QUEUE_MACRO_CLASSIFICATION = "macro_classification"
+
+# --- Trading engine ---
+QUEUE_TRADING_DECISIONS = "trading_decisions"
+TRADING_DEDUPE_PREFIX = f"{PREFIX}:dedupe:trading"
+TRADING_CB_PREFIX = f"{PREFIX}:trading:circuit_breaker"
+TRADING_NOTIFICATION_RATE = f"{PREFIX}:trading:notification_rate"
+
+
+def trading_dedupe_key(recommendation_id: str) -> str:
+    """Return the deduplication key for a trading recommendation."""
+    return f"{TRADING_DEDUPE_PREFIX}:{recommendation_id}"
+
+
+def trading_cb_key(trigger_type: str) -> str:
+    """Return the circuit breaker state key for a given trigger type."""
+    return f"{TRADING_CB_PREFIX}:{trigger_type}"
+
+
+def trading_notification_rate_key(channel: str) -> str:
+    """Return the notification rate-limit key for a given channel."""
+    return f"{TRADING_NOTIFICATION_RATE}:{channel}"

services/shared/schemas.py

@@ -103,6 +103,39 @@ class EstimatedDuration(str, Enum):
     LONG_TERM = "long_term"
 
 
+# --- Autonomous Trading Engine Enums ---
+
+
+class TradingDecisionType(str, Enum):
+    ACT = "act"
+    SKIP = "skip"
+
+
+class CircuitBreakerTriggerType(str, Enum):
+    DAILY_LOSS = "daily_loss"
+    SINGLE_POSITION = "single_position"
+    VOLATILITY = "volatility"
+    MANUAL = "manual"
+
+
+class ReservePoolTriggerType(str, Enum):
+    PROFIT_SIPHON = "profit_siphon"
+    EMERGENCY_LIQUIDATION = "emergency_liquidation"
+    MANUAL_ADJUSTMENT = "manual_adjustment"
+    INITIAL = "initial"
+
+
+class NotificationChannel(str, Enum):
+    SMS = "sms"
+    EMAIL = "email"
+
+
+class RiskTierName(str, Enum):
+    CONSERVATIVE = "conservative"
+    MODERATE = "moderate"
+    AGGRESSIVE = "aggressive"
+
+
 # --- Document Intelligence ---
 
 class CompanyImpact(BaseModel):