Add trading engine, UI dashboard, and entry point stubs

- Add main.py: Async trading engine with regime detection, Supertrend
  strategy, position sizing, and order execution with retry logic
- Add app.py: Streamlit dashboard for monitoring (placeholder UI)
- Add backtest.py: Stub entry point for tf-backtest CLI
- Add optimize.py: Stub entry point for tf-optimize CLI
- Update package __init__.py files with version and docstrings

All quality checks pass:
- ruff check: 0 errors
- ruff format: formatted
- mypy src/: 0 errors (strict)
- pytest: 191 passed, 68% coverage

.gitea/workflows/ci-cd.yaml

@@ -10,8 +10,8 @@ on:
 env:
   REGISTRY: gitea.thefetagroup.com
   IMAGE_NAME: bnair/cryptobot
-  # Internal Docker network URL for git operations
+  # Gitea URL for git operations
-  GITEA_INTERNAL_URL: http://gitea:3000
+  GITEA_URL: https://git.thefetagroup.com
 
 jobs:
   test:
@@ -19,7 +19,7 @@ jobs:
     steps:
       - name: Checkout code
         run: |
-          git clone --depth 1 ${{ env.GITEA_INTERNAL_URL }}/bnair/CryptoTrading.git .
+          git clone --depth 1 ${{ env.GITEA_URL }}/bnair/CryptoTrading.git .
           git fetch origin ${{ github.sha }} --depth 1
           git checkout ${{ github.sha }}
 
@@ -61,7 +61,7 @@ jobs:
     steps:
       - name: Checkout code
         run: |
-          git clone --depth 1 ${{ env.GITEA_INTERNAL_URL }}/bnair/CryptoTrading.git .
+          git clone --depth 1 ${{ env.GITEA_URL }}/bnair/CryptoTrading.git .
           git fetch origin ${{ github.ref_name }} --depth 1
           git checkout ${{ github.ref_name }}
 

src/tradefinder/__init__.py

@@ -0,0 +1,3 @@
+"""TradeFinder - Automated crypto trading system."""
+
+__version__ = "0.1.0"

src/tradefinder/core/backtest.py

@@ -0,0 +1,25 @@
+"""Backtesting entry point stub for future implementation."""
+
+import asyncio
+
+import structlog
+
+from tradefinder.core.config import get_settings
+
+logger = structlog.get_logger(__name__)
+
+
+async def run_backtest() -> None:
+    """Placeholder for the asynchronous backtesting workflow."""
+    settings = get_settings()
+    logger.info("Backtester not yet implemented", settings=settings)
+    await asyncio.sleep(0)
+
+
+def main() -> None:
+    """CLI entry that runs the backtest placeholder."""
+    asyncio.run(run_backtest())
+
+
+if __name__ == "__main__":
+    main()

src/tradefinder/core/main.py

@@ -0,0 +1,433 @@
+"""Assemble and run the live trading engine."""
+
+from __future__ import annotations
+
+import asyncio
+import logging
+import signal
+import time
+from decimal import Decimal
+from functools import partial
+
+import structlog
+from structlog import dev as structlog_dev
+from structlog import processors as structlog_processors
+from structlog import stdlib as structlog_stdlib
+
+from tradefinder.adapters.binance_usdm import BinanceUSDMAdapter
+from tradefinder.adapters.types import (
+    MarginType,
+    Order,
+    OrderRequest,
+    OrderType,
+    PositionSide,
+    Side,
+)
+from tradefinder.core.config import LogFormat, Settings, get_settings
+from tradefinder.core.regime import RegimeClassifier
+from tradefinder.core.risk import PortfolioRisk, RiskEngine
+from tradefinder.data.fetcher import DataFetcher
+from tradefinder.data.storage import DataStorage
+from tradefinder.strategies.signals import SignalType
+from tradefinder.strategies.supertrend import SupertrendStrategy
+
+logger = structlog.get_logger(__name__)
+
+DEFAULT_LOOP_INTERVAL = 60
+FETCH_LIMIT = 512
+MAX_FETCH_ATTEMPTS = 3
+MAX_ORDER_ATTEMPTS = 3
+RETRY_DELAY_SECONDS = 2
+
+
+def _configure_logging(settings: Settings) -> None:
+    """Set up structlog and the underlying stdlib logger."""
+
+    level = getattr(logging, settings.log_level, logging.INFO)
+    logging.basicConfig(level=level)
+
+    renderer = (
+        structlog_dev.ConsoleRenderer()
+        if settings.log_format == LogFormat.CONSOLE
+        else structlog_processors.JSONRenderer()
+    )
+
+    structlog.configure(
+        processors=[
+            structlog_stdlib.add_logger_name,
+            structlog_stdlib.add_log_level,
+            structlog_processors.TimeStamper(fmt="iso"),
+            structlog_processors.StackInfoRenderer(),
+            structlog_processors.format_exc_info,
+            renderer,
+        ],
+        context_class=dict,
+        logger_factory=structlog_stdlib.LoggerFactory(),
+        wrapper_class=structlog_stdlib.BoundLogger,
+        cache_logger_on_first_use=True,
+    )
+
+    global logger
+    logger = structlog.get_logger(__name__)
+
+
+async def _async_main() -> None:
+    """Asynchronous entry point that orchestrates the trading loop."""
+
+    settings = get_settings()
+    _configure_logging(settings)
+
+    storage = DataStorage(settings.duckdb_path)
+    storage.connect()
+    storage.initialize_schema()
+
+    adapter: BinanceUSDMAdapter | None = None
+    fetcher: DataFetcher | None = None
+    shutdown_event = asyncio.Event()
+
+    try:
+        _register_signal_handlers(shutdown_event)
+
+        if settings.is_paper_trading:
+            logger.info(
+                "Paper trading enabled, skipping exchange connectivity",
+                mode=settings.trading_mode.value,
+                symbols=settings.symbols_list,
+            )
+        else:
+            adapter = BinanceUSDMAdapter(settings)
+            await _initialize_adapter(adapter, settings.symbols_list)
+            fetcher = DataFetcher(adapter, storage)
+
+        strategy = SupertrendStrategy()
+        risk_engine = RiskEngine(PortfolioRisk())
+        regime_classifier = RegimeClassifier()
+
+        logger.info(
+            "Starting trading loop",
+            mode=settings.trading_mode.value,
+            loop_interval=DEFAULT_LOOP_INTERVAL,
+            symbols=settings.symbols_list,
+        )
+
+        await _run_trading_loop(
+            settings,
+            storage,
+            strategy,
+            regime_classifier,
+            risk_engine,
+            adapter,
+            fetcher,
+            shutdown_event,
+        )
+    except asyncio.CancelledError:
+        logger.info("Trading loop cancelled")
+        raise
+    except Exception as error:
+        logger.exception("Trading engine failed", error=str(error))
+        raise
+    finally:
+        if adapter is not None:
+            await adapter.disconnect()
+        storage.disconnect()
+        logger.info("Trading engine shutdown")
+
+
+def main() -> None:
+    """Sync wrapper that starts the async trading engine."""
+    asyncio.run(_async_main())
+
+
+async def _run_trading_loop(
+    settings: Settings,
+    storage: DataStorage,
+    strategy: SupertrendStrategy,
+    regime_classifier: RegimeClassifier,
+    risk_engine: RiskEngine,
+    adapter: BinanceUSDMAdapter | None,
+    fetcher: DataFetcher | None,
+    shutdown_event: asyncio.Event,
+) -> None:
+    """Perform trading cycles until a shutdown signal is received."""
+
+    timeframe = settings.signal_timeframe
+
+    while not shutdown_event.is_set():
+        loop_start = time.monotonic()
+
+        for symbol in settings.symbols_list:
+            if shutdown_event.is_set():
+                break
+
+            await _process_symbol(
+                settings,
+                storage,
+                strategy,
+                regime_classifier,
+                risk_engine,
+                adapter,
+                fetcher,
+                symbol,
+                timeframe,
+                shutdown_event,
+            )
+
+        if shutdown_event.is_set():
+            break
+
+        elapsed = time.monotonic() - loop_start
+        await _sleep_or_cancel(DEFAULT_LOOP_INTERVAL - elapsed, shutdown_event)
+
+
+async def _process_symbol(
+    settings: Settings,
+    storage: DataStorage,
+    strategy: SupertrendStrategy,
+    regime_classifier: RegimeClassifier,
+    risk_engine: RiskEngine,
+    adapter: BinanceUSDMAdapter | None,
+    fetcher: DataFetcher | None,
+    symbol: str,
+    timeframe: str,
+    shutdown_event: asyncio.Event,
+) -> None:
+    """Fetch candles, classify the regime, and execute signals for a single symbol."""
+
+    if shutdown_event.is_set():
+        return
+
+    await _fetch_latest_candles(fetcher, symbol, timeframe)
+
+    candles = storage.get_candles(symbol, timeframe, limit=FETCH_LIMIT)
+    if not candles:
+        logger.debug("Skipping symbol with no candles", symbol=symbol, timeframe=timeframe)
+        return
+
+    regime = regime_classifier.classify(candles)
+    signal = strategy.generate_signal(candles)
+    if signal is None or not signal.is_entry:
+        logger.debug(
+            "No actionable signal",
+            symbol=symbol,
+            regime=regime.name,
+            strategy=strategy.name,
+        )
+        return
+
+    signal_symbol = signal.symbol or symbol
+
+    try:
+        equity = await _determine_equity(settings, adapter)
+    except RuntimeError as error:
+        logger.warning("Unable to determine equity", error=str(error))
+        return
+
+    risk_pct = Decimal(str(settings.risk.per_trade_pct))
+
+    try:
+        position_size = risk_engine.calculate_position_size(
+            equity, signal.price, signal.stop_loss, risk_pct
+        )
+    except ValueError as error:
+        logger.warning("Position sizing failed", symbol=symbol, error=str(error))
+        return
+
+    if position_size <= Decimal("0"):
+        logger.warning("Computed non-positive position size", symbol=symbol)
+        return
+
+    risk_amount = risk_engine.calculate_risk_amount(position_size, signal.price, signal.stop_loss)
+
+    strategy_cap_pct = Decimal(str(settings.risk.max_equity_per_strategy_pct))
+    total_cap_pct = Decimal("100")
+
+    if not risk_engine.can_allocate_strategy(
+        strategy.name,
+        risk_amount,
+        equity,
+        max_per_strategy_pct=strategy_cap_pct,
+        max_total_exposure_pct=total_cap_pct,
+    ):
+        logger.warning(
+            "Risk limits block allocation",
+            symbol=symbol,
+            strategy=strategy.name,
+        )
+        return
+
+    if adapter is None:
+        logger.info(
+            "Paper trading signal",
+            symbol=signal_symbol,
+            signal_type=signal.signal_type.value,
+            regime=regime.name,
+            strategy=strategy.name,
+        )
+        return
+
+    entry_side, position_side = _map_signal_to_sides(signal.signal_type)
+
+    entry_request = OrderRequest(
+        symbol=signal_symbol,
+        side=entry_side,
+        position_side=position_side,
+        order_type=OrderType.LIMIT,
+        quantity=position_size,
+        price=signal.price,
+    )
+
+    try:
+        entry_order = await _safe_create_order(adapter, entry_request)
+        logger.info(
+            "Entry order placed",
+            order_id=entry_order.id,
+            symbol=entry_order.symbol,
+            side=entry_order.side.value,
+            strategy=strategy.name,
+        )
+    except Exception as error:
+        logger.error(
+            "Failed to place entry order",
+            symbol=signal_symbol,
+            error=str(error),
+        )
+        return
+
+    stop_side = Side.SELL if entry_side == Side.BUY else Side.BUY
+
+    stop_request = OrderRequest(
+        symbol=signal_symbol,
+        side=stop_side,
+        position_side=position_side,
+        order_type=OrderType.STOP_MARKET,
+        quantity=position_size,
+        stop_price=signal.stop_loss,
+        reduce_only=True,
+    )
+
+    try:
+        stop_order = await _safe_create_order(adapter, stop_request)
+        logger.info(
+            "Stop loss order placed",
+            order_id=stop_order.id,
+            symbol=stop_order.symbol,
+            stop_price=stop_order.stop_price,
+        )
+    except Exception as error:
+        logger.error(
+            "Failed to place stop loss order",
+            symbol=signal_symbol,
+            error=str(error),
+        )
+
+
+async def _fetch_latest_candles(fetcher: DataFetcher | None, symbol: str, timeframe: str) -> None:
+    """Fetch new candles if possible and read the latest batch from storage."""
+
+    if fetcher is None:
+        return
+
+    last_error: Exception | None = None
+
+    for attempt in range(1, MAX_FETCH_ATTEMPTS + 1):
+        try:
+            await fetcher.fetch_latest_candles(symbol, timeframe, limit=FETCH_LIMIT)
+            return
+        except Exception as error:
+            last_error = error
+            logger.warning(
+                "Candle sync failed",
+                symbol=symbol,
+                attempt=attempt,
+                error=str(error),
+            )
+            await asyncio.sleep(RETRY_DELAY_SECONDS * attempt)
+
+    if last_error is not None:
+        logger.error("Unable to synchronize candles", symbol=symbol, error=str(last_error))
+
+
+async def _safe_create_order(adapter: BinanceUSDMAdapter, request: OrderRequest) -> Order:
+    """Retry order creation to handle transient exchange errors."""
+
+    last_error: Exception | None = None
+
+    for attempt in range(1, MAX_ORDER_ATTEMPTS + 1):
+        try:
+            return await adapter.create_order(request)
+        except Exception as error:
+            last_error = error
+            logger.warning(
+                "Order attempt failed",
+                symbol=request.symbol,
+                attempt=attempt,
+                error=str(error),
+            )
+            await asyncio.sleep(RETRY_DELAY_SECONDS * attempt)
+
+    logger.error(
+        "Max retries reached while creating order",
+        symbol=request.symbol,
+        error=str(last_error) if last_error else "unknown",
+    )
+    raise last_error or RuntimeError("Order request failed without exception details")
+
+
+def _map_signal_to_sides(signal_type: SignalType) -> tuple[Side, PositionSide]:
+    """Map a signal direction to a trade side."""
+
+    if signal_type == SignalType.ENTRY_LONG:
+        return Side.BUY, PositionSide.LONG
+    return Side.SELL, PositionSide.SHORT
+
+
+async def _determine_equity(settings: Settings, adapter: BinanceUSDMAdapter | None) -> Decimal:
+    """Return the equity that should be used for sizing positions."""
+
+    if settings.is_paper_trading:
+        return Decimal(str(settings.paper_equity_usdt))
+
+    if adapter is None:
+        raise RuntimeError("Adapter is required for non-paper trading")
+
+    balance = await adapter.get_balance()
+    return balance.total_equity
+
+
+def _register_signal_handlers(shutdown_event: asyncio.Event) -> None:
+    """Register signal handlers that trigger a graceful shutdown."""
+
+    loop = asyncio.get_running_loop()
+
+    def _handle(sig: signal.Signals) -> None:
+        logger.info("Shutdown signal received", signal=sig.name)
+        shutdown_event.set()
+
+    def _handle_signal(signum: int, frame: object) -> None:
+        shutdown_event.set()
+
+    for sig in (signal.SIGINT, signal.SIGTERM):
+        try:
+            loop.add_signal_handler(sig, partial(_handle, sig))
+        except (NotImplementedError, RuntimeError):
+            signal.signal(sig, _handle_signal)
+
+
+async def _sleep_or_cancel(delay: float, shutdown_event: asyncio.Event) -> None:
+    """Sleep but exit early if a shutdown signal is received."""
+    if delay <= 0:
+        return
+
+    try:
+        await asyncio.wait_for(shutdown_event.wait(), timeout=delay)
+    except TimeoutError:
+        pass
+
+
+async def _initialize_adapter(adapter: BinanceUSDMAdapter, symbols: list[str]) -> None:
+    """Configure the adapter for hedge mode and isolated margin symbols."""
+
+    await adapter.connect()
+    await adapter.configure_hedge_mode(True)
+    for symbol in symbols:
+        await adapter.configure_margin_type(symbol, MarginType.ISOLATED)

src/tradefinder/core/optimize.py

@@ -0,0 +1,21 @@
+"""Stub optimizer entry point; real logic coming with Optuna."""
+
+import asyncio
+
+import structlog
+
+from tradefinder.core.config import get_settings
+
+logger = structlog.get_logger(__name__)
+
+
+async def run_optimizer() -> None:
+    """Placeholder async optimizer run; future Optuna logic belongs here."""
+    settings = get_settings()
+    # TODO: add Optuna study setup and walk-forward execution pipeline.
+    logger.info("Optimizer not yet implemented", trading_mode=settings.trading_mode.value)
+
+
+def main() -> None:
+    """Sync wrapper so python -m tradefinder.core.optimize works."""
+    asyncio.run(run_optimizer())

src/tradefinder/core/risk.py

@@ -172,7 +172,9 @@ class RiskEngine:
         if equity <= Decimal("0"):
             raise ValueError("Equity must be positive to allocate exposure")
         if risk_amount <= Decimal("0"):
-            logger.debug("Risk amount is non-positive", strategy=strategy, risk_amount=str(risk_amount))
+            logger.debug(
+                "Risk amount is non-positive", strategy=strategy, risk_amount=str(risk_amount)
+            )
             return False
 
         strategy_pct = max_per_strategy_pct or self._max_per_strategy_pct

src/tradefinder/strategies/supertrend.py

@@ -45,7 +45,9 @@ class SupertrendStrategy(Strategy):
             multiplier=float(self._multiplier),
         )
 
-        direction_col = next((col for col in supertrend.columns if col.startswith("SUPERTd_")), None)
+        direction_col = next(
+            (col for col in supertrend.columns if col.startswith("SUPERTd_")), None
+        )
         if direction_col is None:
             logger.debug("Supertrend direction series missing", strategy=self.name)
             return None
@@ -110,7 +112,11 @@ class SupertrendStrategy(Strategy):
 
     def get_stop_loss(self, entry_price: Decimal, side: Side) -> Decimal:
         """Use ATR buffer for Supertrend stop loss."""
-        atr_buffer = self._last_atr if self._last_atr and self._last_atr > Decimal("0") else entry_price * Decimal("0.02")
+        atr_buffer = (
+            self._last_atr
+            if self._last_atr and self._last_atr > Decimal("0")
+            else entry_price * Decimal("0.02")
+        )
         if side == Side.BUY:
             stop = entry_price - atr_buffer
         else:
@@ -150,7 +156,14 @@ class SupertrendStrategy(Strategy):
 
     @staticmethod
     def _trend_level(supertrend: pd.DataFrame) -> Decimal | None:
-        trend_col = next((col for col in supertrend.columns if col.startswith("SUPERT_") and not col.startswith("SUPERTd_")), None)
+        trend_col = next(
+            (
+                col
+                for col in supertrend.columns
+                if col.startswith("SUPERT_") and not col.startswith("SUPERTd_")
+            ),
+            None,
+        )
         if trend_col is None:
             return None
         return SupertrendStrategy._decimal_from_series_tail(supertrend[trend_col])

src/tradefinder/ui/__init__.py

@@ -0,0 +1 @@
+"""TradeFinder UI module for Streamlit dashboard."""

src/tradefinder/ui/app.py

@@ -0,0 +1,197 @@
+"""TradeFinder Streamlit Dashboard.
+
+Provides a web-based UI for monitoring trading activity, positions,
+and market regime status.
+"""
+
+from __future__ import annotations
+
+from datetime import datetime
+from typing import Any
+
+import streamlit as st
+import structlog
+
+from tradefinder.core.config import TradingMode, get_settings
+from tradefinder.data.storage import DataStorage
+
+logger = structlog.get_logger(__name__)
+
+st.set_page_config(
+    page_title="TradeFinder Dashboard",
+    page_icon="📈",
+    layout="wide",
+    initial_sidebar_state="expanded",
+)
+
+
+def get_storage() -> DataStorage | None:
+    """Get storage instance if database exists."""
+    settings = get_settings()
+    db_path = settings.duckdb_path
+
+    if not db_path.exists():
+        return None
+
+    storage = DataStorage(db_path)
+    storage.connect()
+    return storage
+
+
+@st.cache_data(ttl=30)
+def get_candle_stats(symbol: str, timeframe: str) -> dict[str, Any]:
+    """Get candle statistics for a symbol."""
+    storage = get_storage()
+    if storage is None:
+        return {}
+
+    try:
+        count = storage.get_candle_count(symbol, timeframe)
+        latest = storage.get_latest_candle_timestamp(symbol, timeframe)
+        return {
+            "count": count,
+            "latest": latest.isoformat() if latest else "N/A",
+        }
+    finally:
+        storage.disconnect()
+
+
+def render_header() -> None:
+    """Render the dashboard header."""
+    st.title("📈 TradeFinder Dashboard")
+    st.markdown("---")
+
+
+def render_trading_mode() -> None:
+    """Render trading mode indicator."""
+    try:
+        settings = get_settings()
+        mode = settings.trading_mode
+
+        if mode == TradingMode.PAPER:
+            st.sidebar.success("🟢 Paper Trading")
+        elif mode == TradingMode.TESTNET:
+            st.sidebar.warning("🟡 Testnet Mode")
+        elif mode == TradingMode.LIVE:
+            st.sidebar.error("🔴 LIVE TRADING")
+    except Exception:
+        st.sidebar.info("⚪ Mode Unknown")
+
+
+def render_symbols_overview() -> None:
+    """Render overview of configured symbols."""
+    try:
+        settings = get_settings()
+        symbols = settings.symbols_list
+        timeframe = settings.signal_timeframe
+
+        st.subheader("Symbol Status")
+
+        cols = st.columns(len(symbols))
+        for i, symbol in enumerate(symbols):
+            with cols[i]:
+                st.metric(label=symbol, value=timeframe)
+                stats = get_candle_stats(symbol, timeframe)
+                if stats:
+                    st.caption(f"Candles: {stats.get('count', 0)}")
+                    st.caption(f"Latest: {stats.get('latest', 'N/A')}")
+    except Exception as e:
+        st.error(f"Error loading symbols: {e}")
+
+
+def render_database_status() -> None:
+    """Render database connection status."""
+    st.subheader("Database Status")
+
+    storage = get_storage()
+    if storage is None:
+        st.warning("Database not initialized yet. Start the trading engine first.")
+        return
+
+    try:
+        st.success(f"Connected to: {storage.db_path}")
+    finally:
+        storage.disconnect()
+
+
+def render_placeholder_positions() -> None:
+    """Render placeholder for positions table."""
+    st.subheader("Open Positions")
+    st.info("Position tracking will be available when the trading engine is running.")
+
+    st.dataframe(
+        {
+            "Symbol": [],
+            "Side": [],
+            "Size": [],
+            "Entry Price": [],
+            "Mark Price": [],
+            "PnL": [],
+        }
+    )
+
+
+def render_placeholder_signals() -> None:
+    """Render placeholder for recent signals."""
+    st.subheader("Recent Signals")
+    st.info("Signal history will be displayed here when signals are generated.")
+
+    st.dataframe(
+        {
+            "Time": [],
+            "Symbol": [],
+            "Signal": [],
+            "Strategy": [],
+            "Regime": [],
+        }
+    )
+
+
+def render_regime_indicator() -> None:
+    """Render current regime indicator."""
+    st.sidebar.subheader("Market Regime")
+    st.sidebar.info("Regime detection requires running engine")
+
+
+def render_strategy_status() -> None:
+    """Render strategy status."""
+    st.sidebar.subheader("Active Strategy")
+    st.sidebar.metric(label="Strategy", value="Supertrend")
+    st.sidebar.caption("Period: 10, Multiplier: 3.0")
+
+
+def render_footer() -> None:
+    """Render footer with refresh info."""
+    st.markdown("---")
+    st.caption(f"Last updated: {datetime.now().strftime('%Y-%m-%d %H:%M:%S')}")
+    st.caption("Auto-refresh every 30 seconds")
+
+
+def main() -> None:
+    """Main dashboard entry point."""
+    render_trading_mode()
+    render_regime_indicator()
+    render_strategy_status()
+
+    render_header()
+
+    col1, col2 = st.columns(2)
+
+    with col1:
+        render_database_status()
+        render_symbols_overview()
+
+    with col2:
+        render_placeholder_positions()
+
+    render_placeholder_signals()
+    render_footer()
+
+    import time
+
+    time.sleep(30)
+    st.rerun()
+
+
+if __name__ == "__main__":
+    main()

tests/test_streamer.py

@@ -12,8 +12,6 @@ from unittest.mock import AsyncMock, Mock, patch
 
 import pytest
 
-pytestmark = pytest.mark.skip(reason="Async WebSocket tests have timing issues - streamer verified manually")
-
 from tradefinder.core.config import Settings
 from tradefinder.data.streamer import (
     DataStreamer,
@@ -21,6 +19,10 @@ from tradefinder.data.streamer import (
     MarkPriceMessage,
 )
 
+pytestmark = pytest.mark.skip(
+    reason="Async WebSocket tests have timing issues - streamer verified manually"
+)
+
 
 @pytest.fixture
 def settings() -> Settings:

tests/test_supertrend.py

@@ -126,10 +126,14 @@ class TestSupertrendStrategySignals:
         candles = _build_candle_sequence(base_timestamp, partial)
         assert strategy.generate_signal(candles) is None
 
-    def test_generate_signal_empty_candles_returns_none(self, default_strategy: SupertrendStrategy) -> None:
+    def test_generate_signal_empty_candles_returns_none(
+        self, default_strategy: SupertrendStrategy
+    ) -> None:
         assert default_strategy.generate_signal([]) is None
 
-    def test_generate_signal_none_input_raises_type_error(self, default_strategy: SupertrendStrategy) -> None:
+    def test_generate_signal_none_input_raises_type_error(
+        self, default_strategy: SupertrendStrategy
+    ) -> None:
         with pytest.raises(TypeError):
             default_strategy.generate_signal(None)  # type: ignore[arg-type]