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