Rolling train/test folds over 3 years of data auto-optimize the three
cheap-to-tune trading parameters (STRONG/BUY score thresholds, max hold
time) via grid search on each fold's train window, then evaluate purely
on the held-out test window. Stitching all out-of-sample results gives
an honest performance estimate uninflated by tuning against the same
data used to score it.
Split signal_scoring.py's expensive 13-algorithm scoring from its cheap
final threshold classification so grid search can replay many parameter
combinations without recomputing indicators each time. Moved the
backtest engine (fetch/precompute/simulate) out of the API layer into
app/services/backtest_engine.py so both /backtest/run and the new
walk-forward optimizer share one implementation instead of drifting
copies — same rationale as the earlier signal_service.py split (item h).
Also merges two long-diverged Alembic migration heads discovered while
adding the walk_forward_results table, so `alembic upgrade head` has a
single target again.
New: POST/GET/DELETE /walk-forward/* endpoints, a Walk-Forward tab on
the Backtest page (fold table, out-of-sample equity curve, run history).
19 new backend tests (153 total, all passing).
Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com>
Backend: extract pure scoring logic from signal_service.py into signal_scoring.py (h),
add Redis-backed win-rate/PnL caching with graceful degradation (l), add Postgres
backup/restore scripts (n), move DB/encryption secrets to Docker secrets pattern (o),
fix RSI flat-price bug and MFI wraparound index bug (q, r). 134 backend tests passing.
Frontend: consolidate all API calls onto shared apiFetch with auto token refresh (i),
wire AnalyticsPage to the real /analytics/dashboard endpoint instead of fake random
data (j), migrate all pages and shared components to a Tailwind CSS design system (k)
fixing 3 mismatched color palettes found along the way. UI review also found and fixed
missing mobile table scroll wrappers, non-stacking grids, and a missing nav/logout bar
on ProfilePage.
Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com>
Phat hien (p) khi viet test cho trade_executor: khi kiem tra hybrid
eviction, PnL cua TAT CA cac trade dang mo (o nhieu symbol khac nhau) bi
tinh bang current_price cua tin hieu dang xu ly, thay vi gia thuc cua
tung symbol. Fix bang cach lookup gia moi nhat theo tung
symbol/exchange/timeframe (batched query, cung pattern da dung dung trong
close_stale_trades), ap dung cho ca xep hang loser LAN gia dong lenh cuoi
cung.
Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com>
- orders.place_order: yêu cầu role trader/admin (get_current_trader_user)
thay vì bất kỳ user đã đăng nhập nào — viewer không còn đặt được lệnh thật
- orders.place_order: resolve exchange theo OrderRequest.exchange thay vì
hardcode "mexc", fallback về credential active gần nhất nếu không truyền
- security.py: mã hoá API key chuyển AES-256-CBC -> AES-256-GCM (có xác thực
toàn vẹn), giữ đường giải mã cũ để credential đã lưu trước đây không hỏng
- main_api.py: CORS_ORIGINS rỗng -> deny-all thay vì fallback "*" (kèm
allow_credentials=True là cấu hình nguy hiểm)
- docker-compose.yml: đồng bộ DB_PASSWORD giữa backend-api/scheduler và db
- frontend: OrderPanel/DashboardPage truyền kèm exchange đang chọn khi đặt lệnh
Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com>
Le
hanlap