feat: trading bot MVP — ICT Order Block + Liquidity Sweep strategy

Full-stack trading bot with:
- FastAPI backend with ICT strategy (Order Block + Liquidity Sweep detection)
- Backtester engine with rolling window, spread simulation, and performance metrics
- Hybrid market data service (yfinance + TwelveData with rate limiting + SQLite cache)
- Simulated exchange for paper trading
- React/TypeScript frontend with TradingView lightweight-charts v5
- Live dashboard with candlestick chart, OHLC legend, trade markers
- Backtest page with configurable parameters, equity curve, and trade table
- WebSocket support for real-time updates
- Bot runner with asyncio loop for automated trading

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
This commit is contained in:
2026-02-24 23:25:51 +01:00
commit 4df8d53b1a
58 changed files with 7484 additions and 0 deletions

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from datetime import datetime
from typing import Optional
from sqlalchemy import Float, Integer, String, DateTime, JSON
from sqlalchemy.orm import Mapped, mapped_column
from app.core.database import Base
class BacktestResult(Base):
__tablename__ = "backtest_results"
id: Mapped[int] = mapped_column(Integer, primary_key=True, autoincrement=True)
instrument: Mapped[str] = mapped_column(String(20))
granularity: Mapped[str] = mapped_column(String(10))
start_date: Mapped[datetime] = mapped_column(DateTime)
end_date: Mapped[datetime] = mapped_column(DateTime)
initial_balance: Mapped[float] = mapped_column(Float, default=10000.0)
final_balance: Mapped[float] = mapped_column(Float)
total_pnl: Mapped[float] = mapped_column(Float)
total_trades: Mapped[int] = mapped_column(Integer)
winning_trades: Mapped[int] = mapped_column(Integer)
losing_trades: Mapped[int] = mapped_column(Integer)
win_rate: Mapped[float] = mapped_column(Float)
max_drawdown: Mapped[float] = mapped_column(Float)
sharpe_ratio: Mapped[Optional[float]] = mapped_column(Float, nullable=True)
expectancy: Mapped[float] = mapped_column(Float)
# Courbe d'équité [{time, balance}] stockée en JSON
equity_curve: Mapped[Optional[dict]] = mapped_column(JSON, nullable=True)
# Paramètres de la stratégie utilisés
strategy_params: Mapped[Optional[dict]] = mapped_column(JSON, nullable=True)
created_at: Mapped[datetime] = mapped_column(DateTime, default=datetime.utcnow)

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from datetime import datetime
from sqlalchemy import Float, Integer, String, DateTime, UniqueConstraint
from sqlalchemy.orm import Mapped, mapped_column
from app.core.database import Base
class Candle(Base):
__tablename__ = "candles"
__table_args__ = (
# Garantit INSERT OR IGNORE sur (instrument, granularity, time)
UniqueConstraint("instrument", "granularity", "time", name="uq_candle"),
)
id: Mapped[int] = mapped_column(Integer, primary_key=True, autoincrement=True)
instrument: Mapped[str] = mapped_column(String(20), index=True)
granularity: Mapped[str] = mapped_column(String(10))
time: Mapped[datetime] = mapped_column(DateTime, index=True)
open: Mapped[float] = mapped_column(Float)
high: Mapped[float] = mapped_column(Float)
low: Mapped[float] = mapped_column(Float)
close: Mapped[float] = mapped_column(Float)
volume: Mapped[int] = mapped_column(Integer, default=0)
complete: Mapped[bool] = mapped_column(default=True)

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from datetime import datetime
from typing import Optional
from sqlalchemy import Float, Integer, String, DateTime
from sqlalchemy.orm import Mapped, mapped_column
from app.core.database import Base
class Trade(Base):
__tablename__ = "trades"
id: Mapped[int] = mapped_column(Integer, primary_key=True, autoincrement=True)
# "live" | "backtest"
source: Mapped[str] = mapped_column(String(10), default="live")
# identifiant OANDA du trade live (si applicable)
oanda_trade_id: Mapped[Optional[str]] = mapped_column(String(50), nullable=True)
instrument: Mapped[str] = mapped_column(String(20), index=True)
# "buy" | "sell"
direction: Mapped[str] = mapped_column(String(4))
units: Mapped[float] = mapped_column(Float)
entry_price: Mapped[float] = mapped_column(Float)
stop_loss: Mapped[float] = mapped_column(Float)
take_profit: Mapped[float] = mapped_column(Float)
exit_price: Mapped[Optional[float]] = mapped_column(Float, nullable=True)
pnl: Mapped[Optional[float]] = mapped_column(Float, nullable=True)
# "open" | "closed" | "cancelled"
status: Mapped[str] = mapped_column(String(10), default="open")
# Signal ayant déclenché le trade
signal_type: Mapped[Optional[str]] = mapped_column(String(50), nullable=True)
opened_at: Mapped[datetime] = mapped_column(DateTime, default=datetime.utcnow)
closed_at: Mapped[Optional[datetime]] = mapped_column(DateTime, nullable=True)
# ID du backtest parent (si applicable)
backtest_id: Mapped[Optional[int]] = mapped_column(Integer, nullable=True, index=True)