Release v0.1.1

.github/actions/ci/action.yml

@@ -0,0 +1,51 @@
+name: Plugin Checks
+description: The checks every change to the plugin passes, run from the directory holding its pyproject.toml.
+
+inputs:
+  directory:
+    description: The directory holding the plugin's pyproject.toml.
+    required: false
+    default: "."
+  python-version:
+    description: The Python version the checks run under.
+    required: false
+    default: "3.13"
+
+runs:
+  using: composite
+  steps:
+    - name: Install uv
+      uses: astral-sh/setup-uv@v10.0.1
+      with:
+        enable-cache: true
+        python-version: ${{ inputs.python-version }}
+
+    - name: Install Dependencies
+      shell: bash
+      working-directory: ${{ inputs.directory }}
+      run: uv sync
+
+    - name: Run Formatter Check
+      shell: bash
+      working-directory: ${{ inputs.directory }}
+      run: uv run ruff format --check
+
+    - name: Run Linter
+      shell: bash
+      working-directory: ${{ inputs.directory }}
+      run: uv run ruff check
+
+    - name: Run Static Type Checking
+      shell: bash
+      working-directory: ${{ inputs.directory }}
+      run: uv run mypy
+
+    - name: Run Tests (with coverage)
+      shell: bash
+      working-directory: ${{ inputs.directory }}
+      run: uv run pytest --cov=src --cov-report=term
+
+    - name: Bandit Security Analysis
+      shell: bash
+      working-directory: ${{ inputs.directory }}
+      run: uv run bandit -c pyproject.toml --recursive src --exclude tests

.github/workflows/ci.yml

@@ -0,0 +1,25 @@
+name: CI Pipeline
+
+on:
+  push:
+    branches:
+      - main
+  pull_request:
+    types: [opened, synchronize, reopened, ready_for_review]
+
+jobs:
+  ci:
+    name: Continuous Integration
+    if: github.event_name != 'pull_request' || github.event.pull_request.draft == false
+    runs-on: ubuntu-latest
+    strategy:
+      matrix:
+        python-version: [3.13]
+    steps:
+      - name: Checkout Repository
+        uses: actions/checkout@v7
+
+      - name: Run the Plugin Checks
+        uses: ./.github/actions/ci
+        with:
+          python-version: ${{ matrix.python-version }}

pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "robottraderslab-envelope"
-version = "0.1.0"
+version = "0.1.1"
 description = "Envelope trading strategy plugin for the RobotTradersLab engine"
 readme = "README.md"
 requires-python = ">=3.13,<3.14"
@@ -32,3 +32,55 @@ build-backend = "uv_build"
 
 [tool.uv.build-backend]
 module-name = "robottraderslab_envelope"
+
+[dependency-groups]
+dev = [
+  "bandit[toml]==1.9.4",
+  "mypy==1.20.0",
+  "pandas-stubs==3.0.0.260204",
+  "pytest==9.0.3",
+  "pytest-asyncio==1.3.0",
+  "pytest-cov==7.1.0",
+  "ruff==0.15.10",
+]
+
+[tool.coverage.run]
+omit = ["*/tests/*", "*/test_*.py"]
+
+[tool.pytest.ini_options]
+testpaths = ["tests"]
+asyncio_mode = "auto"
+asyncio_default_fixture_loop_scope = "function"
+filterwarnings = [
+  "ignore:enable_cleanup_closed ignored because.*:DeprecationWarning:aiohttp.connector",
+]
+
+[tool.mypy]
+packages = ["robottraderslab_envelope"]
+follow_imports = "normal"
+python_version = "3.13"
+color_output = true
+show_error_codes = true
+check_untyped_defs = true
+disallow_untyped_defs = true
+no_implicit_optional = true
+warn_return_any = true
+warn_unreachable = true
+warn_unused_ignores = true
+ignore_missing_imports = true
+namespace_packages = true
+incremental = true
+cache_dir = ".mypy_cache"
+exclude = '^(build/|dist/|\.venv/|.*tests/)'
+
+[tool.bandit]
+skips = ["B101"]
+
+[tool.ruff]
+target-version = "py313"
+
+[tool.ruff.lint]
+extend-select = ["I", "PT"]
+
+[tool.ruff.lint.isort]
+known-first-party = ["robottraderslab"]

src/robottraderslab_envelope/examples/envelope-bot-example.toml

@@ -15,8 +15,6 @@ ohlcv_provider = "ccxt_bitget"
 ohlcv_provider = "bitget"
 
 [live.trading_account]
-exchange = "bitget"
-demo_trading = true
 secret_name = "envelope-example"
 
 [report]

tests/conftest.py

@@ -4,7 +4,6 @@
 from unittest.mock import Mock
 
 import pytest
-from robottraderslab_envelope import EnvelopeStrategy
 
 from robottraderslab.exchanges import FuturesExchangeProtocol
 from robottraderslab.strategies import Balance, TradingMode, TradingSystem
@@ -14,6 +13,7 @@
     MarginMode,
     MarginSettings,
 )
+from robottraderslab_envelope import EnvelopeStrategy
 
 
 @pytest.fixture

tests/test_envelope_book_trading_actions.py

@@ -5,7 +5,6 @@
 
 import pandas as pd
 import pytest
-from robottraderslab_envelope import EnvelopeStrategy
 
 from robottraderslab import Symbol
 from robottraderslab.exchanges import OrderType
@@ -37,6 +36,7 @@
     UpdatePositionStopLossAction,
     UpdatePositionTakeProfitAction,
 )
+from robottraderslab_envelope import EnvelopeStrategy
 
 BTC = Symbol.create("BTC/USDT:USDT")
 ACCOUNT_NAME = "test"

tests/test_envelope_chart_indicators.py

@@ -1,8 +1,8 @@
 import numpy as np
 import pytest
-from robottraderslab_envelope.chart_indicators import get_lightweight_chart_indicators
 
 from robottraderslab.strategies import Candles, ChartLine
+from robottraderslab_envelope.chart_indicators import get_lightweight_chart_indicators
 
 CLOSES = np.array([100.0 + i * 2.0 for i in range(50)])
 CANDLES = Candles(

tests/test_envelope_entry_order.py

@@ -1,9 +1,9 @@
 from unittest.mock import Mock
 
 import pytest
-from robottraderslab_envelope.entry_order import LimitEntryOrder, TriggerEntryOrder
 
 from robottraderslab.strategies.futures import FuturesOrderBuilder
+from robottraderslab_envelope.entry_order import LimitEntryOrder, TriggerEntryOrder
 
 
 @pytest.fixture

tests/test_envelope_generate_trading_signals.py

@@ -2,11 +2,11 @@
 
 import pandas as pd
 import pytest
-from robottraderslab_envelope import EnvelopeStrategy
 
 from robottraderslab import Symbol
 from robottraderslab.exceptions import MissingOhlcvDataError
 from robottraderslab.strategies import OHLCVs, TradingMode
+from robottraderslab_envelope import EnvelopeStrategy
 
 BTC = Symbol.create("BTC/USDT:USDT")
 TIMEFRAME = "1d"

tests/test_envelope_indicator.py

@@ -1,10 +1,10 @@
 import pandas as pd
 import pytest
-from robottraderslab_envelope.envelope_indicator import compute_envelope
-from robottraderslab_envelope.profile_config import AverageType
 
 from robottraderslab.indicators import MAType
 from robottraderslab.strategies import PositionSide
+from robottraderslab_envelope.envelope_indicator import compute_envelope
+from robottraderslab_envelope.profile_config import AverageType
 
 LONG = PositionSide.LONG
 SHORT = PositionSide.SHORT

tests/test_envelope_profile_config.py

@@ -1,14 +1,14 @@
 import re
 
 import pytest
-from robottraderslab_envelope.profile_config import AverageType, ProfileConfig
 
 from robottraderslab.exceptions import StrategyCriticalError
 from robottraderslab.strategies import PositionSide
 from robottraderslab.strategies.futures import (
     MarginMode,
     TotalBalanceRatio,
 )
+from robottraderslab_envelope.profile_config import AverageType, ProfileConfig
 
 SYMBOL = "BTC/USDT:USDT"
 LONG = PositionSide.LONG

tests/test_envelope_profile_isolation.py

@@ -2,7 +2,6 @@
 from datetime import datetime
 
 import pandas as pd
-from robottraderslab_envelope import EnvelopeStrategy
 
 from robottraderslab import Symbol
 from robottraderslab.strategies import (
@@ -20,6 +19,7 @@
     MarginMode,
     MarginSettings,
 )
+from robottraderslab_envelope import EnvelopeStrategy
 
 BTC = Symbol.create("BTC/USDT:USDT")
 ETH = Symbol.create("ETH/USDT:USDT")

tests/test_envelope_profile_snapshot.py

@@ -2,13 +2,6 @@
 
 import pandas as pd
 import pytest
-from robottraderslab_envelope.entry_order import (
-    EntryOrder,
-    LimitEntryOrder,
-    TriggerEntryOrder,
-)
-from robottraderslab_envelope.profile_config import AverageType, ProfileConfig
-from robottraderslab_envelope.profile_snapshot import ProfileSnapshot
 
 from robottraderslab import Symbol
 from robottraderslab.strategies import (
@@ -24,6 +17,13 @@
     MarginSettings,
     TotalBalanceRatio,
 )
+from robottraderslab_envelope.entry_order import (
+    EntryOrder,
+    LimitEntryOrder,
+    TriggerEntryOrder,
+)
+from robottraderslab_envelope.profile_config import AverageType, ProfileConfig
+from robottraderslab_envelope.profile_snapshot import ProfileSnapshot
 
 BTC = Symbol.create("BTC/USDT:USDT")
 TIMEFRAME = "1h"

tests/test_envelope_reentry_guard.py

@@ -3,10 +3,10 @@
 
 import pandas as pd
 import pytest
-from robottraderslab_envelope.reentry_guard import ReentryGuard, ReentryState
 
 from robottraderslab import Symbol
 from robottraderslab.strategies import Execution, OHLCVs, OrderSide, PositionSide
+from robottraderslab_envelope.reentry_guard import ReentryGuard, ReentryState
 
 BTC = Symbol.create("BTC/USDT:USDT")
 ETH = Symbol.create("ETH/USDT:USDT")

tests/test_envelope_reentry_integration.py

@@ -5,8 +5,6 @@
 
 import pandas as pd
 import pytest
-from robottraderslab_envelope import EnvelopeStrategy
-from robottraderslab_envelope.reentry_guard import ReentryGuard
 
 from robottraderslab import Symbol
 from robottraderslab.backtester.simulator import (
@@ -29,6 +27,8 @@
     FuturesMarketOrderAction,
     FuturesOrderBatchAction,
 )
+from robottraderslab_envelope import EnvelopeStrategy
+from robottraderslab_envelope.reentry_guard import ReentryGuard
 
 BTC = Symbol.create("BTC/USDT:USDT")
 ETH = Symbol.create("ETH/USDT:USDT")

tests/test_envelope_setup.py

@@ -4,11 +4,11 @@
 from typing import Any
 
 import pytest
-from robottraderslab_envelope import EnvelopeStrategy
 
 from robottraderslab import Symbol
 from robottraderslab.exceptions import StrategyCriticalError
 from robottraderslab.strategies import StrategyRequirements
+from robottraderslab_envelope import EnvelopeStrategy
 
 
 def _sized_profile(