feat: add strategy and backtest services

- strategy_service.py combines opportunity + portfolio signals into
  unified buy/sell/hold recommendations
- backtest_service.py runs walk-forward backtests on historical datasets
  with virtual cash and positions
- CLI adds `strategy` and `backtest` commands with `--decision-interval`
  and other tuning parameters
- Add tests for both services and CLI dispatch
- Update CLAUDE.md with new architecture docs
- Optimize model weights via opportunity optimizer

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>

tests/test_strategy_service.py

@@ -0,0 +1,100 @@
+"""Tests for strategy_service."""
+
+from __future__ import annotations
+
+import unittest
+from typing import Any
+from unittest import mock
+from unittest.mock import MagicMock
+
+from coinhunter.services import strategy_service
+
+
+class StrategyServiceTestCase(unittest.TestCase):
+    def _klines(self, closes: list[float], volumes: list[float] | None = None) -> list[list[float]]:
+        volumes = volumes or [1.0] * len(closes)
+        return [
+            [i * 3600000.0, c * 0.98, c * 1.02, c * 0.97, c, v, 0.0, c * v, 100, 0.0, 0.0, 0.0]
+            for i, (c, v) in enumerate(zip(closes, volumes))
+        ]
+
+    def _config(self) -> dict[str, Any]:
+        return {
+            "opportunity": {
+                "entry_threshold": 1.5,
+                "watch_threshold": 0.6,
+                "min_trigger_score": 0.45,
+                "min_setup_score": 0.35,
+                "overlap_penalty": 0.6,
+                "top_n": 10,
+                "scan_limit": 50,
+                "kline_limit": 48,
+                "weights": {},
+                "model_weights": {},
+            },
+            "portfolio": {
+                "add_threshold": 1.5,
+                "hold_threshold": 0.6,
+                "trim_threshold": 0.2,
+                "exit_threshold": -0.2,
+                "max_position_weight": 0.6,
+            },
+            "signal": {
+                "lookback_interval": "1h",
+            },
+            "market": {
+                "default_quote": "USDT",
+            },
+        }
+
+    def test_generate_signals_from_klines_buy_when_entry_and_not_held(self) -> None:
+        config = self._config()
+        closes = list(range(20, 40))
+        klines = {"BTCUSDT": self._klines(closes)}
+        result = strategy_service.generate_signals_from_klines(config, klines_by_symbol=klines, held_positions=[])
+        self.assertIn("buy", result)
+        self.assertIn("sell", result)
+        self.assertIn("hold", result)
+
+    def test_generate_signals_from_klines_sell_when_exit_signal(self) -> None:
+        config = self._config()
+        closes = list(range(40, 20, -1))
+        klines = {"BTCUSDT": self._klines(closes)}
+        held = [{"symbol": "BTCUSDT", "notional_usdt": 1000.0}]
+        result = strategy_service.generate_signals_from_klines(config, klines_by_symbol=klines, held_positions=held)
+        symbols = [s["symbol"] for s in result["sell"]]
+        self.assertIn("BTCUSDT", symbols)
+
+    def test_generate_signals_respects_max_position_weight(self) -> None:
+        config = self._config()
+        config["portfolio"]["max_position_weight"] = 0.01
+        closes = list(range(20, 40))
+        klines = {"BTCUSDT": self._klines(closes)}
+        held = [{"symbol": "BTCUSDT", "notional_usdt": 9999.0}]
+        result = strategy_service.generate_signals_from_klines(config, klines_by_symbol=klines, held_positions=held)
+        buy_symbols = [s["symbol"] for s in result["buy"]]
+        self.assertNotIn("BTCUSDT", buy_symbols)
+
+    @mock.patch("coinhunter.services.portfolio_service.audit_event")
+    @mock.patch("coinhunter.services.opportunity_service.audit_event")
+    def test_generate_trade_signals_dispatches_to_services(self, mock_audit_opp, mock_audit_pf) -> None:
+        mock_client = MagicMock()
+        mock_client.klines.return_value = self._klines(list(range(20, 44)))
+        mock_client.ticker_stats.return_value = [
+            {
+                "symbol": "BTCUSDT",
+                "lastPrice": "30.0",
+                "priceChangePercent": "5.0",
+                "quoteVolume": "1000000",
+                "highPrice": "31.0",
+                "lowPrice": "29.0",
+            }
+        ]
+        mock_client.account.return_value = {"balances": [{"asset": "BTC", "free": "0.5", "locked": "0.0"}]}
+        mock_client.exchange_info.return_value = {"symbols": [{"symbol": "BTCUSDT", "status": "TRADING"}]}
+
+        config = self._config()
+        result = strategy_service.generate_trade_signals(config, spot_client=mock_client)
+        self.assertIn("buy", result)
+        self.assertIn("sell", result)
+        self.assertIn("hold", result)