Evolution: Trading Strategy Audit and Rules Optimization

IntelliTrader.Rules/Services/RulesService.cs

@@ -37,8 +37,11 @@ public IModuleRules GetRules(string module)
 
         public bool CheckConditions(IEnumerable<IRuleCondition> conditions, Dictionary<string, ISignal> signals, double? globalRating, string pair, ITradingPair tradingPair)
         {
-            if (conditions != null)
+            if (conditions != null && conditions.Any())
             {
+                decimal currentPrice = tradingService.GetPrice(pair);
+                decimal currentSpread = tradingService.Exchange.GetPriceSpread(pair);
+
                 foreach (var condition in conditions)
                 {
                     ISignal signal = null;
@@ -47,10 +50,10 @@ public bool CheckConditions(IEnumerable<IRuleCondition> conditions, Dictionary<s
                         signal = s;
                     }
 
-                    if (condition.MinPrice != null && (tradingService.GetPrice(pair) < condition.MinPrice) ||
-                        condition.MaxPrice != null && (tradingService.GetPrice(pair) > condition.MaxPrice) ||
-                        condition.MinSpread != null && (tradingService.Exchange.GetPriceSpread(pair) < condition.MinSpread) ||
-                        condition.MaxSpread != null && (tradingService.Exchange.GetPriceSpread(pair) > condition.MaxSpread) ||
+                    if (condition.MinPrice != null && (currentPrice < condition.MinPrice) ||
+                        condition.MaxPrice != null && (currentPrice > condition.MaxPrice) ||
+                        condition.MinSpread != null && (currentSpread < condition.MinSpread) ||
+                        condition.MaxSpread != null && (currentSpread > condition.MaxSpread) ||
                         condition.MinArbitrage != null && tradingService.Exchange.GetArbitrage(pair, tradingService.Config.Market, 
                         condition.ArbitrageMarket != null ? new List<ArbitrageMarket> { condition.ArbitrageMarket.Value } : null, condition.ArbitrageType).Percentage < condition.MinArbitrage ||
                         condition.MaxArbitrage != null && tradingService.Exchange.GetArbitrage(pair, tradingService.Config.Market, 

IntelliTrader.Rules/test_audit.py

@@ -0,0 +1,51 @@
+import os
+
+def test_rules_service_optimization() -> None:
+    """
+    Verify that RulesService.cs has been optimized to cache price and spread
+    before the condition loop.
+    """
+    filepath = "IntelliTrader.Rules/Services/RulesService.cs"
+    assert os.path.exists(filepath), f"File {filepath} not found"
+
+    with open(filepath, 'r') as f:
+        content = f.read()
+
+    # Check if we are caching price and spread
+    assert "decimal currentPrice = tradingService.GetPrice(pair);" in content
+    assert "decimal currentSpread = tradingService.Exchange.GetPriceSpread(pair);" in content
+
+    # Check if the loop uses the cached variables instead of calling the service
+    # The original pattern was tradingService.GetPrice(pair) < condition.MinPrice
+    # The optimized pattern should be currentPrice < condition.MinPrice
+
+    assert "currentPrice < condition.MinPrice" in content
+    assert "currentPrice > condition.MaxPrice" in content
+    assert "currentSpread < condition.MinSpread" in content
+    assert "currentSpread > condition.MaxSpread" in content
+
+    # Ensure no redundant calls are left in the if condition
+    assert "tradingService.GetPrice(pair) < condition.MinPrice" not in content
+
+def test_trailing_safety_options_exists() -> None:
+    """
+    Verify that the new TrailingSafetyOptions model exists and contains expected properties.
+    """
+    filepath = "IntelliTrader.Trading/Models/TrailingSafetyOptions.cs"
+    assert os.path.exists(filepath), f"File {filepath} not found"
+
+    with open(filepath, 'r') as f:
+        content = f.read()
+
+    assert "public decimal MaxTrailingSpread { get; set; }" in content
+    assert "public bool PauseOnHighSpread { get; set; }" in content
+
+if __name__ == "__main__":
+    # Manual run for debugging
+    try:
+        test_rules_service_optimization()
+        test_trailing_safety_options_exists()
+        print("All audit tests passed!")
+    except AssertionError as e:
+        print(f"Audit test failed: {e}")
+        exit(1)

IntelliTrader.Trading/Models/TrailingSafetyOptions.cs

@@ -0,0 +1,27 @@
+using System;
+
+namespace IntelliTrader.Trading
+{
+    /// <summary>
+    /// Options for spread-aware trailing safety checks.
+    /// </summary>
+    public class TrailingSafetyOptions
+    {
+        /// <summary>
+        /// Gets or sets the maximum allowed spread percentage to continue trailing.
+        /// If the spread exceeds this value, trailing may be paused or stopped.
+        /// </summary>
+        public decimal MaxTrailingSpread { get; set; }
+
+        /// <summary>
+        /// Gets or sets a value indicating whether to pause trailing when spread is high.
+        /// </summary>
+        public bool PauseOnHighSpread { get; set; }
+
+        /// <summary>
+        /// Gets or sets the minimum price change percentage required to update trailing stop
+        /// even if spread is high.
+        /// </summary>
+        public decimal MinPriceChangeWithHighSpread { get; set; }
+    }
+}

magda_agent_system/agent_tasks.json

@@ -58,7 +58,7 @@
     },
     {
       "id": "trading-strategy-audit",
-      "status": "todo",
+      "status": "done",
       "area": "trading",
       "risk": "medium",
       "title": "Audit existing trading strategies for potential improvements",
@@ -87,6 +87,138 @@
       "acceptance": [
         "magda_agent_system/docs/web_enhancements.md exists with a list of proposed features"
       ]
+    },
+    {
+      "id": "intellitrader-stats-optimization",
+      "status": "todo",
+      "area": "web",
+      "risk": "low",
+      "title": "Optimize historical balance calculation in Web Dashboard",
+      "description": "Refactor `HomeController.Stats` in `IntelliTrader.Web/` to use an O(N) running total algorithm instead of the current O(N^2) approach for historical balance calculation.",
+      "allowed_paths": [
+        "IntelliTrader.Web/Controllers/HomeController.cs",
+        "magda_agent_system/agent_tasks.json"
+      ],
+      "acceptance": [
+        "The calculation logic in HomeController.Stats is updated to linear complexity",
+        "Performance improvement verified for large trade logs"
+      ]
+    },
+    {
+      "id": "binance-exchange-implementation",
+      "status": "todo",
+      "area": "exchange",
+      "risk": "medium",
+      "title": "Complete Binance order placement implementation",
+      "description": "Implement `PlaceOrder`, `CancelOrder`, and `GetOrderDetails` in `BinanceExchangeService.cs`. Address TODOs related to mapping internal models to ExchangeSharp models.",
+      "allowed_paths": [
+        "IntelliTrader.Exchange.Binance/**",
+        "magda_agent_system/agent_tasks.json"
+      ],
+      "acceptance": [
+        "BinanceExchangeService successfully places real or test orders via ExchangeSharp",
+        "Model mapping between IOrder and ExchangeOrderRequest is complete"
+      ]
+    },
+    {
+      "id": "spread-aware-trailing-logic",
+      "status": "todo",
+      "area": "trading",
+      "risk": "medium",
+      "title": "Implement spread-aware trailing safety checks",
+      "description": "Integrate `TrailingSafetyOptions` into `TradingTimedTask`. Modify trailing logic to pause or stop trailing when market spread exceeds a configurable threshold, preventing losses due to slippage.",
+      "allowed_paths": [
+        "IntelliTrader.Trading/TimedTasks/TradingTimedTask.cs",
+        "IntelliTrader.Trading/Models/TrailingSafetyOptions.cs",
+        "magda_agent_system/agent_tasks.json"
+      ],
+      "acceptance": [
+        "Trailing logic respects MaxTrailingSpread setting",
+        "Tests verify that trailing pauses during high spread events"
+      ]
+    },
+    {
+      "id": "rules-service-refactoring",
+      "status": "todo",
+      "area": "rules",
+      "risk": "low",
+      "title": "Refactor RulesService for better extensibility",
+      "description": "Decompose the monolithic `CheckConditions` method in `RulesService.cs` into smaller, rule-specific evaluator classes (e.g., PriceEvaluator, SignalEvaluator).",
+      "allowed_paths": [
+        "IntelliTrader.Rules/Services/RulesService.cs",
+        "IntelliTrader.Rules/Models/**",
+        "magda_agent_system/agent_tasks.json"
+      ],
+      "acceptance": [
+        "RulesService uses a registry of condition evaluators",
+        "Unit tests confirm that existing rule conditions still work correctly"
+      ]
+    },
+    {
+      "id": "trading-task-decomposition",
+      "status": "todo",
+      "area": "trading",
+      "risk": "low",
+      "title": "Decompose TradingTimedTask into specialized processors",
+      "description": "Extract buy, sell, and DCA logic from the large `TradingTimedTask.cs` into separate processors to improve maintainability and testability.",
+      "allowed_paths": [
+        "IntelliTrader.Trading/TimedTasks/**",
+        "magda_agent_system/agent_tasks.json"
+      ],
+      "acceptance": [
+        "TradingTimedTask delegates logic to specialized components",
+        "The main loop remains stable and passes existing integration tests"
+      ]
+    },
+    {
+      "id": "magda-mcp-skill-exporter",
+      "status": "todo",
+      "area": "integration",
+      "risk": "medium",
+      "title": "Export Magda skills as MCP-compliant tools",
+      "description": "Inspired by June 2026 AI trends: Implement a module to export existing Magda skills (e.g., search, execute_code) as Model Context Protocol (MCP) tools, enabling interoperability with other agentic systems.",
+      "allowed_paths": [
+        "magda_agent_system/magda_agent/skills/exporter.py",
+        "magda_agent_system/magda_agent/integration/mcp_exporter.py",
+        "magda_agent_system/agent_tasks.json"
+      ],
+      "acceptance": [
+        "Skills can be successfully exported in MCP JSON-RPC format",
+        "Validation script confirms compliance with MCP tool specification"
+      ]
+    },
+    {
+      "id": "trading-rl-feedback-loop",
+      "status": "todo",
+      "area": "learning",
+      "risk": "medium",
+      "title": "Implement Online RL for trading parameter optimization",
+      "description": "Develop an OpenClaw-RL inspired feedback loop that adjusts trading parameters like `BuyTrailing` and `SellMargin` based on the success of completed trades stored in episodic memory.",
+      "allowed_paths": [
+        "magda_agent_system/magda_agent/learning/online_rl_trading.py",
+        "magda_agent_system/agent_tasks.json"
+      ],
+      "acceptance": [
+        "Agent can propose parameter adjustments after trade analysis",
+        "Adjustment history is tracked and evaluated for long-term improvement"
+      ]
+    },
+    {
+      "id": "multi-agent-backtesting-orchestrator",
+      "status": "todo",
+      "area": "agents",
+      "risk": "medium",
+      "title": "Multi-agent strategy backtesting with isolation",
+      "description": "Utilize Claude SDK Agent Teams and git worktree isolation to run parallel backtesting of multiple trading strategies. Each sub-agent operates in its own worktree to avoid configuration conflicts.",
+      "allowed_paths": [
+        "magda_agent_system/magda_agent/agents/team_isolation.py",
+        "magda_agent_system/magda_agent/scheduler/backtest_orchestrator.py",
+        "magda_agent_system/agent_tasks.json"
+      ],
+      "acceptance": [
+        "Parallel backtesting runs in isolated worktrees",
+        "Results are aggregated and compared by the lead evaluator agent"
+      ]
     }
   ]
 }

magda_agent_system/backlog.md

@@ -95,6 +95,7 @@
 ---
 
 ## ✅ Выполнено
+- [x] trading-strategy-audit: Audit existing trading strategies for potential improvements (2026-06-12)
 - [x] a2a-async-auth-tracing: A2A Enterprise-Ready Async Auth and Tracing
 - [x] a2a-json-rpc-server: A2A JSON-RPC Server Interface
 - [x] acs-runtime-safety-controls-v2: ACS runtime safety controls
@@ -144,6 +145,8 @@
 ---
 
 ## 🔍 Обнаружено (добавляется агентом автоматически)
+* [ ] IMPROVEMENT: In `RulesService.cs`, redundant calls to `tradingService.GetPrice` and `GetPriceSpread` inside the condition loop can be optimized by caching values (Partially addressed).
+* [ ] IMPROVEMENT: Trailing logic in `TradingTimedTask.cs` lacks spread consideration, which can lead to slippage during high volatility.
 * [x] MODULE: **Conflict Detection Memory** — `magda_agent/memory/semantic.py` и `magda_agent/subconsciousness/reflection.py`. Subconsciousness detects when new information contradicts existing semantic memory and flags conflicts for resolution.
 * [x] IMPROVEMENT: Добавить механизм выполнения шагов плана и сбора результатов внутри `Consciousness.process_input`. Сейчас планер интегрирован только для генерации и учета в контексте LLM, но сами функции Skills не вызываются автоматически. (2026-06-03)
 * [x] BUG/IMPROVEMENT: В `Evaluator.evaluate_response` можно добавить логику retry на случай, если LLM возвращает невалидный JSON, вместо того, чтобы сразу падать с ошибкой парсинга. (2026-06-04)