./postmortem/ = 深度病历库 (Deep Case History)
./CLAUDE.md   = 高频手术准则 (High-Frequency Operating Rules)

Rule: PR 不能引入任何已记录在案的反模式，必须通过"病历复查"

digraph blueprint_review {
    rankdir=TB;
    node [shape=box];

    start [label="Start: Code Ready for Review" shape=ellipse];
    pm_audit [label="0. PM Compliance Audit\n(MANDATORY FIRST)" style=filled fillcolor=lightyellow];
    security [label="1. Security Audit\n(security-guidance)"];
    code_review [label="2. Code Quality Review\n(code-review)"];
    backtest [label="3. Backtest Validation\n(Execute & Capture)"];
    pm_final [label="4. PM Final Check\n(Anti-Pattern Scan)" style=filled fillcolor=lightyellow];
    pr [label="5. Create PR\n(GitHub MCP)"];
    done [label="PR Ready for Human Review" shape=ellipse];

    start -> pm_audit;
    pm_audit -> security;
    security -> code_review;
    code_review -> backtest;
    backtest -> pm_final;
    pm_final -> pr;
    pr -> done;
}

Use Skill tool: context7:context7
Purpose: Gather comprehensive context about PM mitigations and related code
Focus: PM-related code patterns, historical fixes, compliance requirements

# MUST pass before proceeding
pytest tests/pm_regression/ -v --tb=short

# If any fail, STOP and return to blueprint-develop

## PM Compliance Verification

| PM | Required Mitigation | Implemented? | Evidence |
|----|---------------------|--------------|----------|
| PM-001 | Idempotency key on orders | ✅ | execution.py:45 |
| PM-003 | Liquidity check before entry | ✅ | signals.py:23 |
| PM-003 | Exit timeout mechanism | ✅ | execution.py:89 |

# Read current directives
cat ./CLAUDE.md

## CLAUDE.md Compliance

| Directive | Compliant? | Evidence |
|-----------|------------|----------|
| Use decimal.Decimal for prices | ✅ | grep -r "Decimal" strategies/ |
| Rate limit: 1.2s min delay | ✅ | api/client.py:34 |
| Log order IDs immediately | ✅ | execution.py:47 |

Use Skill tool: security-guidance:security-guidance
Purpose: Get security best practices and vulnerability guidance
Focus: Trading bot security, API key handling, credential management

1. Grep for security anti-patterns:
   - "private_key\s*=" (hardcoded keys)
   - "api_key\s*=" (hardcoded credentials)
   - "password\s*=" (plaintext passwords)
   - "print.*key|secret|password" (secret logging)

2. Verify secure patterns:
   - os.environ.get() or dotenv usage
   - try/except around API calls with rate limit handling
   - No credentials in git history

# Search postmortems for security-related incidents
grep -l "security\|credential\|key\|leak" ./postmortem/*.md

Use Skill tool: superpowers:requesting-code-review
Focus areas:
- Exception handling completeness
- Network resilience
- State recovery after failures
- PM anti-pattern avoidance

Use Skill tool: code-review:code-review
Purpose: Additional code review perspective, especially for PR-specific concerns
Focus: PR readiness, merge conflicts, branch hygiene

Use Skill tool: code-simplifier:code-simplifier
Purpose: Simplify code before PR creation
Focus: Reduce complexity, improve maintainability, remove redundancy

# For each PM, grep for the documented anti-pattern
# Example from PM-002:
grep -rn "time.sleep(0)" strategies/  # Should find nothing

# Example from PM-004:
grep -rn "while True:" strategies/  # Check for unbounded loops

# Standard backtest execution
python -m backtest.run --strategy [strategy_name] --output results/

# Or project-specific command (check backtest/README.md)

## Backtest Results

**Period:** [start_date] to [end_date]
**Markets:** [list of markets tested]

### Performance Metrics
| Metric | Value | Target | Status |
|--------|-------|--------|--------|
| Sharpe Ratio | X.XX | ≥ 2.0 | ✅/❌ |
| Max Drawdown | X.X% | ≤ 10% | ✅/❌ |
| APR | XX.X% | ≥ 30% | ✅/❌ |
| Win Rate | XX.X% | ≥ 55% | ✅/❌ |
| Total Trades | XXX | - | - |

### Charts
- Equity Curve: `results/equity_curve.png`
- Drawdown Chart: `results/drawdown.png`

### Notes
[Any observations, edge cases, or caveats]

Skill: ralph-loop:ralph-loop

Prompt Template:
"Optimize [strategy_name] backtest parameters.
Current metrics:
- Sharpe: X.XX (target: ≥ 2.0)
- MDD: X.X% (target: ≤ 10%)
- APR: XX% (target: ≥ 30%)

Constraints:
- PM compliance must be maintained
- Only tune: [allowed_parameters]
- DO NOT modify core logic

Output <promise>BACKTEST PASSED</promise> when ALL metrics meet targets."

Options:
--max-iterations 10
--completion-promise "BACKTEST PASSED"

digraph ralph_backtest {
    rankdir=LR;
    node [shape=box];

    start [label="Backtest\nBelow Threshold" shape=ellipse];
    tune [label="Tune Parameters"];
    run [label="Run Backtest"];
    check [label="Metrics OK?" shape=diamond];
    pass [label="<promise>\nBACKTEST PASSED" shape=ellipse style=filled fillcolor=lightgreen];

    start -> tune;
    tune -> run;
    run -> check;
    check -> tune [label="No"];
    check -> pass [label="Yes"];
}

# Load all anti-patterns from postmortems
for pm in ./postmortem/PM-*.md; do
    echo "=== Checking patterns from $pm ==="
    # Extract "DON'T" patterns and grep for them
done

## Final Anti-Pattern Sweep

### From PM Files
| PM | Anti-Pattern | Found? | Action |
|----|--------------|--------|--------|
| PM-001 | Missing client_order_id | ❌ None | OK |
| PM-002 | Hardcoded API delay | ❌ None | OK |
| PM-003 | No liquidity check | ❌ None | OK |
| PM-004 | Unbounded retry loop | ❌ None | OK |

### From CLAUDE.md
| Directive Violation | Found? | Action |
|--------------------|--------|--------|
| Float for price calc | ❌ None | OK |
| Missing order log | ❌ None | OK |

Use Skill tool: superpowers:verification-before-completion
Purpose: Final check that all review phases completed successfully
Verify:
- PM compliance audit passed
- Security audit passed
- Code review passed
- Backtest metrics meet baseline
- Anti-pattern scan clean

Use Skill tool: commit-commands:commit
Purpose: Create standardized commit before PR

Use Skill tool: commit-commands:commit-push-pr
Purpose: Commit, push, and create PR in one step

Tool: mcp__github__create_pull_request

Parameters:
- owner: [repo owner]
- repo: [repo name]
- title: "[Strategy] [Brief Description] - LIN-XXX"
- head: [feature-branch]
- base: main
- body: [Formatted PR body below]

## Summary
[1-2 sentence description of the strategy/change]

**Linear Ticket:** [LIN-XXX](link)

## 🛡️ PM Compliance Report

### Postmortem Mitigations Verified
| PM | Mitigation | Status | Test |
|----|------------|--------|------|
| PM-001 | Idempotency key | ✅ | test_pm_001.py |
| PM-003 | Liquidity check | ✅ | test_pm_003.py |
| PM-003 | Exit timeout | ✅ | test_pm_003.py |

### CLAUDE.md Directives
| Directive | Status |
|-----------|--------|
| Decimal for prices | ✅ |
| Rate limit 1.2s | ✅ |
| Log order IDs | ✅ |

### Anti-Pattern Scan
- [x] No PM-documented anti-patterns found
- [x] All regression tests passing

## Security Review
| Check | Status |
|-------|--------|
| Private Key Handling | ✅ Passed |
| API Credentials | ✅ Passed |
| Rate Limiting | ✅ Passed |
| Input Validation | ✅ Passed |

## Code Quality Review
| Check | Status |
|-------|--------|
| Exception Handling | ✅ Passed |
| Network Resilience | ✅ Passed |
| State Recovery | ✅ Passed |

## Backtest Results

**Period:** [dates]

| Metric | Value | Target | Status |
|--------|-------|--------|--------|
| Sharpe Ratio | X.XX | ≥ 2.0 | ✅ |
| Max Drawdown | X.X% | ≤ 10% | ✅ |
| APR | XX.X% | ≥ 30% | ✅ |

<details>
<summary>Full Backtest Output</summary>

</details>

## Test Coverage
- Unit Tests: XX passing
- **PM Regression Tests: XX passing**
- Coverage: XX%

## Checklist
- [ ] **PM compliance audit passed**
- [ ] Security audit passed
- [ ] Code review passed
- [ ] Backtest meets baseline metrics
- [ ] **Anti-pattern scan clean**
- [ ] Tests passing
- [ ] Ready for human review

---
🤖 Generated with Claude Code | PM Compliant ✅

User: "Review the mean-reversion strategy and create PR"

Claude:
0. [PM Audit] Running PM regression tests...
   pytest tests/pm_regression/ → 6/6 passed ✅
   PM-001 mitigation: verified in execution.py:45 ✅
   PM-003 mitigations: verified in signals.py:23, execution.py:89 ✅
   CLAUDE.md directives: 5/5 compliant ✅

1. [Security] Scanning for secrets... No hardcoded keys found ✅
   Rate limit handling verified in api/client.py ✅

2. [Quality] Running code-review skill...
   Exception handling: 12/12 API calls wrapped ✅
   Network resilience: Auto-reconnect implemented ✅

3. [Backtest] Executing: python -m backtest.run --strategy mean_reversion
   Sharpe: 2.3 ✅ | MDD: 8.2% ✅ | APR: 34% ✅

4. [PM Final] Anti-pattern scan...
   Scanned for 12 anti-patterns from 4 PMs → None found ✅

5. [PR] Created: https://github.com/org/repo/pull/42
   Includes PM Compliance Report ✅
   Linear ticket LIN-123 updated with PR link

Output: PR #42 ready for human review (PM Compliant)

User: "Review strategy, backtest 还差一点点达标"

Claude:
0-2. [Standard Phases Complete] ✅

3. [Backtest] First run results:
   Sharpe: 1.85 ❌ (target: ≥ 2.0)
   MDD: 9.5% ✅
   APR: 28% ❌ (target: ≥ 30%)

   Metrics close to threshold → Activating Ralph Loop

🔄 [Ralph Loop: Backtest Optimization]
   Invoking: /ralph-loop "Optimize mean-reversion parameters.
   Current: Sharpe 1.85, APR 28%
   Target: Sharpe ≥ 2.0, APR ≥ 30%
   Allowed params: spread_threshold, position_size_pct, exit_timeout_hours
   PM compliance must be maintained.
   Output <promise>BACKTEST PASSED</promise> when targets met."
   --max-iterations 8
   --completion-promise "BACKTEST PASSED"

   Iteration 1: Sharpe 1.85 → 1.92 (adjusted spread_threshold)
   Iteration 2: Sharpe 1.92 → 1.98 (tuned position_size_pct)
   Iteration 3: Sharpe 1.98 → 2.05, APR 31% ✅

   <promise>BACKTEST PASSED</promise>

🔄 [Ralph Loop Complete]
   Final metrics: Sharpe 2.05 ✅ | MDD 9.8% ✅ | APR 31% ✅
   PM Compliance: Maintained ✅

4-5. [Continuing to PM Final Check and PR...]

Output: PR created with optimized parameters via Ralph Loop