- Cleaned up whitespace and formatting in various files including http.py, language.py, logger.py, safe_exec.py, and SQL migration scripts.
- Consolidated import statements and removed unnecessary blank lines.
- Updated logging configuration for better clarity.
- Enhanced the safe execution code with improved error handling and logging.
- Removed commented-out code and unnecessary variables in backfill_zero_trades.py and other scripts.
- Added a pyproject.toml for Ruff and Vulture configuration.
- Introduced requirements-dev.txt for development dependencies.
- Removed commented-out stock entries in init.sql for cleaner migration scripts.
Core changes:
- Refactor FastAnalysisService: single LLM multi-factor analysis replaces
7-agent pipeline; add multi-timeframe consensus, threshold calibration,
confidence calibration, multi-model ensemble voting
- Add RAG memory injection and reflection validation (analysis_memory +
reflection worker)
- Simplify billing config: remove unused strategy_run/backtest/portfolio_monitor,
add ai_code_gen separate billing (different token consumption scale)
- Settings hot-reload after save, no backend restart needed
Frontend:
- Global dark theme overhaul: pure black palette replacing blue-tinted colors
across sidebar/header/dashboard/analysis/K-line/user-manage/profile/settings/billing
- Fix USDT payment modal dark theme (portal rendering broke CSS selectors)
- Refactor position modal: direction + quantity + entry price, remove add/reduce
logic, show raw DB values on re-open, save exactly what user inputs
- Fix Polymarket prediction market dark text
- i18n for position modal title
Backend:
- Position management: one record per symbol (DELETE+INSERT replacing
ON CONFLICT with side), fixes PnL showing 0 when switching long/short
- MarketDataCollector data fetching optimization
- portfolio_monitor scheduled monitoring improvements
- env.example reorganized: common config first, advanced config last
Documentation:
- README architecture diagram updated to FastAnalysisService flow
- Add virtual position, AI tuning config, billing items documentation
- Add INDICATOR_DEFINITIONS_CN.md, FRONTEND_FAST_ANALYSIS.md
Made-with: Cursor
- Add get_ticker() method for real-time quotes across all markets
- Add get_realtime_price() service with ticker/kline fallback chain
- Fix yfinance end date issue for US stocks and futures
- Fix forex timezone parsing for Tiingo UTC timestamps
- Add retry mechanism with exponential backoff for Tiingo API
- Add API rate limiting for portfolio (3 concurrent, 0.3s interval)
- Add force refresh option to bypass price cache on manual refresh
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