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
This commit is contained in:
Celes Renata
2026-04-15 16:12:22 +00:00
parent da86132f0c
commit 4ffde8cc06
58 changed files with 14168 additions and 1 deletions
+21
View File
@@ -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}"