feat: Add core trading modules for risk management, backtesting, and execution algorithms, alongside a new ML transparency widget and related frontend dependencies.

README.md

@@ -9,11 +9,13 @@ A comprehensive cryptocurrency trading platform with multi-exchange support, rea
 
 - **Modern Web UI**: React + TypeScript + Material-UI with comprehensive feature coverage
   - Strategy Management: Full CRUD operations with parameter configuration
-  - Manual Trading: Order placement, management, and position closing
-  - Dashboard: AutoPilot controls, system health monitoring, real-time updates
-  - Portfolio: Allocation charts, position management, performance analytics
-  - Backtesting: Historical strategy testing with progress tracking
+  - Manual Trading: Advanced order types (trailing stop, bracket, OCO, iceberg, TWAP/VWAP), order placement, management, and position closing
+  - Dashboard: AutoPilot controls, system health monitoring, real-time updates, live P&L widgets, ML confidence gauge, market regime indicators
+  - Portfolio: Allocation charts, position management, performance analytics, VaR analysis, correlation analysis, automated rebalancing
+  - Backtesting: Historical strategy testing with walk-forward analysis, Monte Carlo simulation, parameter optimization, and progress tracking
+  - Trade Journal: Comprehensive trade history with filtering, statistics, analysis, and CSV export
   - Settings: Exchange management, alerts, alert history, risk configuration
+  - Mobile Responsive: Touch-optimized navigation and controls for mobile devices
 - **RESTful API**: FastAPI with auto-generated documentation
 - **Real-Time Updates**: WebSocket integration for live order, position, and price updates
 - **Intelligent Autopilot**: ML-based trading automation
@@ -25,6 +27,10 @@ A comprehensive cryptocurrency trading platform with multi-exchange support, rea
   - Smart order types: LIMIT for better entries, MARKET for urgency
   - Stop-loss vs take-profit detection for optimal exit strategy
   - Multi-symbol support with independent autopilot instances
+  - **Online Learning**: Incremental model updates with concept drift detection
+  - **Confidence Calibration**: Platt scaling and isotonic regression for accurate confidence scores
+  - **Model Explainability**: SHAP values for feature importance and prediction explanations
+  - **Advanced Regime Detection**: HMM and GMM-based market regime classification
 - **Multi-Tier Pricing Data**: Robust pricing data system with automatic failover
   - Primary providers: CCXT-based (Kraken, Coinbase, Binance) with automatic failover
   - Fallback provider: CoinGecko API (free tier, no API keys required)
@@ -32,13 +38,24 @@ A comprehensive cryptocurrency trading platform with multi-exchange support, rea
   - Health monitoring with circuit breaker pattern
   - Works without exchange integrations for paper trading, ML, and backtesting
 - **Multi-Exchange Support**: Trade on multiple exchanges (starting with Coinbase)
+- **Advanced Order Types**: Trailing stop-loss, bracket orders (entry + TP + SL), TWAP, VWAP
 - **Paper Trading**: Test strategies with virtual funds ($100 default, configurable)
   - Configurable fee exchange model (Coinbase, Kraken, Binance)
   - Realistic fee simulation with maker/taker rates
   - Immediate order execution (no pending orders)
-- **Advanced Backtesting**: Realistic backtesting with slippage, fees, and order book simulation
+- **Advanced Backtesting**: 
+  - Realistic backtesting with slippage, fees, and order book simulation
+  - **Walk-Forward Analysis**: Rolling window optimization for robust parameter selection
+  - **Monte Carlo Simulation**: Statistical analysis with confidence intervals and distribution metrics
+  - **Parameter Optimization**: Grid search, Bayesian optimization, and genetic algorithms
 - **Strategy Framework**: Multi-timeframe strategies with scheduling and optimization
-- **Risk Management**: Stop-loss, position sizing (Kelly Criterion), drawdown limits, daily loss limits
+- **Advanced Order Execution**: TWAP/VWAP execution algorithms with order book impact modeling
+- **Portfolio Rebalancing**: Automated rebalancing with threshold and time-based triggers
+- **Advanced Risk Management**: 
+  - Stop-loss, position sizing (Kelly Criterion, volatility-adjusted, regime-aware), drawdown limits, daily loss limits
+  - **Value at Risk (VaR)**: Historical, Parametric, and Monte Carlo VaR calculation methods
+  - **Portfolio Correlation Analysis**: Diversification scoring, concentration risk analysis
+  - **Correlation-based Position Limits**: Prevent over-concentration in correlated assets
 - **Portfolio Analytics**: Advanced metrics (Sharpe ratio, Sortino ratio, drawdown analysis)
 - **Alert System**: Price, indicator, risk, and system alerts with history tracking
 - **Export & Reporting**: CSV, PDF, and tax reporting (FIFO/LIFO/specific identification)
@@ -200,10 +217,13 @@ DATABASE_URL=postgresql+asyncpg://user:password@localhost/dbname
 ### Trading
 
 - Market and limit orders
-- Advanced order types (stop-loss, take-profit, trailing stop, OCO, iceberg)
+- Advanced order types: stop-loss, take-profit, trailing stop, bracket orders, OCO, iceberg
+- Execution algorithms: TWAP (Time-Weighted Average Price), VWAP (Volume-Weighted Average Price)
+- Order book impact modeling for realistic execution simulation
 - Real-time position tracking
-- Paper trading simulator
+- Paper trading simulator with realistic fee simulation
 - Futures and leverage trading
+- Trade journal with comprehensive filtering and analysis
 
 ### Strategies
 
@@ -224,26 +244,32 @@ DATABASE_URL=postgresql+asyncpg://user:password@localhost/dbname
 ### Backtesting
 
 - Historical data replay
-- Realistic simulation (slippage, fees)
-- Performance metrics (Sharpe, Sortino, drawdown)
-- Parameter optimization
+- Realistic simulation (slippage, fees, order book impact)
+- Performance metrics (Sharpe, Sortino, drawdown, VaR)
+- **Walk-Forward Analysis**: Rolling window optimization for robust parameter selection
+- **Monte Carlo Simulation**: Statistical analysis with confidence intervals and distribution metrics
+- Parameter optimization (grid search, Bayesian optimization, genetic algorithms)
 - Export results
 
 ### Risk Management
 
-- Position sizing (fixed, Kelly Criterion, volatility-based)
-- Stop-loss orders
-- Maximum drawdown limits
-- Daily loss limits
-- Portfolio allocation limits
+- **Position Sizing**: Fixed, Kelly Criterion (fractional), volatility-adjusted, regime-aware, confidence-based
+- **Stop-Loss Orders**: Standard, trailing stop, bracket orders
+- **Maximum Drawdown Limits**: Portfolio-level drawdown protection
+- **Daily Loss Limits**: Per-day loss restrictions
+- **Portfolio Allocation Limits**: Correlation-based position limits
+- **Value at Risk (VaR)**: Historical, Parametric, and Monte Carlo VaR calculation methods
+- **Portfolio Correlation Analysis**: Diversification scoring, concentration risk analysis
+- **Automated Rebalancing**: Threshold and time-based portfolio rebalancing
 
 ### Portfolio Management
 
-- Real-time P&L tracking
-- Advanced analytics
-- Portfolio rebalancing
-- Performance charts
-- Export and reporting
+- Real-time P&L tracking with live widgets
+- Advanced analytics (Sharpe ratio, Sortino ratio, drawdown analysis)
+- **Automated Portfolio Rebalancing**: Threshold and time-based triggers with fee-aware logic
+- **Risk Analysis**: VaR calculation, correlation analysis, diversification scoring
+- Performance charts and allocation visualization
+- Export and reporting (CSV, PDF, tax reporting)
 
 ### Pricing Data Providers