17d51c4f78
- Add AGENTS.md with coding guidelines for AI agents - Add comprehensive unit tests for Binance adapter (mocked) - Add integration tests for Binance testnet connectivity - Fix pydantic-settings v2 compatibility for nested settings - Fix MarginType enum to handle lowercase API responses - Update Python requirement to 3.12+ (pandas-ta dependency) - Update ruff config to new lint section format - Update PLAN.md to reflect completed milestones 1.1-1.3 32 tests passing with 81% coverage
5.2 KiB
5.2 KiB
TradeFinder Development Plan
Vision
Automated crypto trading system for BTC/ETH perpetual futures with regime-adaptive strategy selection, risk management, and full transparency via web UI.
Phase 1: Foundation (Current)
Goal: Core infrastructure, exchange connectivity, paper trading capability
Milestone 1.1: Project Setup ✅
- Repository structure
- pyproject.toml with dependencies
- Docker configuration
- Environment template
Milestone 1.2: Configuration & Core ✅
- Pydantic settings with validation
- Structured logging (structlog)
- Error handling patterns
Milestone 1.3: Exchange Adapter ✅
- Abstract exchange interface
- Binance USDⓈ-M Futures adapter
- Hedge mode (dual position side)
- Isolated margin per symbol
- Leverage configuration
- Order types: limit, stop-market
- Testnet connectivity verification
Milestone 1.4: Data Ingestion
- REST OHLCV fetcher (historical via get_candles)
- WebSocket streams (real-time)
- Kline/candlestick
- Mark price (REST available)
- Funding rate (REST available)
- DuckDB storage schema
- Data validation & gap detection
Phase 2: Trading Logic
Goal: Regime detection, strategies, risk management
Milestone 2.1: Regime Classifier
- ADX-based trend detection
- ATR% volatility measurement
- Bollinger Band width for squeeze detection
- Regime states: trending, ranging, high_volatility
Milestone 2.2: Strategy Suite
- Base strategy interface
- Supertrend (trend-following)
- Squeeze Breakout (volatility expansion)
- Mean Reversion (range-bound)
- Grid logic (optional, later)
Milestone 2.3: Risk Engine
- Position sizing from stop distance + risk%
- Per-trade risk limits (1-3%)
- Strategy allocation caps (25% max)
- Portfolio heat tracking
Milestone 2.4: Order Manager
- Limit order entries with retry logic
- Stop-market circuit breakers
- Order state machine
- Fill tracking & slippage logging
Phase 3: Optimization & Backtesting
Goal: Walk-forward optimization, performance measurement
Milestone 3.1: Backtester
- Event-driven backtesting engine
- Realistic fill simulation (slippage, fees)
- Funding rate impact modeling
- Multi-symbol support
Milestone 3.2: Optimizer
- Optuna integration
- Walk-forward validation
- Objective functions: Calmar, Sortino
- Weekly scheduled optimization runs
Milestone 3.3: Scorecard
- Performance metrics calculation
- Alpha, Beta
- Sharpe, Sortino, Calmar ratios
- Max drawdown, CAGR
- Win rate, profit factor
- CHF/EUR currency conversion
- Historical comparison
Phase 4: User Interface
Goal: Full transparency via Streamlit dashboard
Milestone 4.1: Core Dashboard
- Account overview (equity, PnL)
- Current positions display
- Recent trades table
Milestone 4.2: Regime & Strategy View
- Real-time regime indicator
- Active strategy display
- Parameter visibility
- Allocation breakdown
Milestone 4.3: Analytics
- Performance charts (equity curve)
- Drawdown visualization
- Trade distribution analysis
- Optimizer results viewer
Phase 5: Production Readiness
Goal: Reliable deployment, monitoring, alerting
Milestone 5.1: CI/CD
- Gitea Actions pipeline
- Container builds & registry push
- Automated testing on PR
- Version tagging
Milestone 5.2: Monitoring
- Health check endpoints
- Error alerting (email/webhook)
- Performance logging
- Resource monitoring
Milestone 5.3: Documentation
- PLAN.md (this file)
- ARCHITECTURE.md
- SECURITY.md
- RUNBOOK.md (operations)
- API reference
Phase 6: Enhancements (Future)
Email Reports
- Daily/weekly PDF reports
- Embedded charts
- Performance summary
Additional Exchanges
- Bybit USDT perpetuals
- Alpaca crypto
- Abstract multi-exchange support
Advanced Strategies
- Dynamic leverage based on regime
- Cross-margin mode (optional)
- Funding rate arbitrage
Constraints & Decisions
| Decision | Rationale |
|---|---|
| Custom engine (not Freqtrade) | Freqtrade futures requires one-way mode; we need hedge mode |
| Binance USDⓈ-M only (initial) | Best testnet support, most liquidity |
| Hedge mode ON | Long+short simultaneously for strategy isolation |
| Isolated margin | Contain risk per position |
| 4h signal timeframe | Longer swings, less noise, lower fees |
| Limit orders for entry | Better fills, avoids slippage |
| Stop-market for exits | Guaranteed execution on stop-loss |
| DuckDB for analytics | Fast OLAP queries, single file |
| Redis for state | Real-time position/order tracking |
Timeline (Estimated)
| Phase | Duration | Status |
|---|---|---|
| Phase 1: Foundation | 2 weeks | In Progress |
| Phase 2: Trading Logic | 3 weeks | Not Started |
| Phase 3: Optimization | 2 weeks | Not Started |
| Phase 4: UI | 1 week | Not Started |
| Phase 5: Production | 1 week | Not Started |
Target: Paper trading operational in ~8 weeks