feat: init go project

.gitignore

@@ -0,0 +1,15 @@
+.DS_Store
+
+# Go build artifacts
+/bin/
+/dist/
+*.test
+*.out
+
+# Local configuration and secrets
+.env
+config.yaml
+
+# Editor folders
+.idea/
+.vscode/

Makefile

@@ -0,0 +1,13 @@
+.PHONY: fmt test run tidy
+
+fmt:
+	go fmt ./...
+
+test:
+	go test ./...
+
+run:
+	go run ./cmd/bot
+
+tidy:
+	go mod tidy

README.md

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+# Overnight Trading Bot
+
+Go-проект для overnight-бота по фондам T-Капитала через T-Invest API.
+
+## Quick Start
+
+```sh
+cp config.example.yaml config.yaml
+go test ./...
+go run ./cmd/bot -config config.yaml
+```
+
+## Development
+
+```sh
+make fmt
+make test
+make run
+```
+
+`config.yaml` не коммитится: в нем будут локальные настройки, account id и ссылки на переменные окружения с токенами.

cmd/bot/main.go

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+package main
+
+import (
+	"context"
+	"flag"
+	"fmt"
+	"os"
+
+	"overnight-trading-bot/internal/app"
+)
+
+func main() {
+	configPath := flag.String("config", "config.yaml", "path to YAML configuration file")
+	flag.Parse()
+
+	if err := app.Run(context.Background(), app.Options{
+		ConfigPath: *configPath,
+		Stdout:     os.Stdout,
+	}); err != nil {
+		fmt.Fprintf(os.Stderr, "bot failed: %v\n", err)
+		os.Exit(1)
+	}
+}

config.example.yaml

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+app:
+  mode: paper
+  timezone: Europe/Moscow
+
+tinkoff:
+  token_env: T_INVEST_TOKEN
+  account_id_env: T_INVEST_ACCOUNT_ID
+
+risk:
+  max_position_rub: 10000
+  min_net_edge_bps: 10
+  risk_buffer_bps: 5
+  max_spread_bps: 20
+  max_tick_bps: 5
+  min_adv_rub: 10000000
+
+signal:
+  overnight_window_short: 60
+  overnight_window_long: 252
+  min_tstat_short: 1.25
+  min_win_rate_short: 0.55
+  ewma_lambda: 0.08
+
+execution:
+  entry_window: "18:30-18:45"
+  exit_window: "10:15-10:45"
+  limit_order_only: true
+
+instruments:
+  - ticker: TRUR
+    enabled: true
+    expected_commission_bps_per_side: 0
+    free_order_limit_per_day: 15
+    fund_type: mixed
+  - ticker: TGLD
+    enabled: true
+    expected_commission_bps_per_side: 0
+    free_order_limit_per_day: 15
+    fund_type: commodity
+  - ticker: TBRU
+    enabled: true
+    expected_commission_bps_per_side: 0
+    fund_type: bonds
+  - ticker: TDIV
+    enabled: true
+    expected_commission_bps_per_side: 0
+    fund_type: equity_income
+  - ticker: TMON
+    enabled: true
+    expected_commission_bps_per_side: 0
+    fund_type: money_market
+  - ticker: TOFZ
+    enabled: true
+    expected_commission_bps_per_side: 0
+    fund_type: bonds
+  - ticker: TLCB
+    enabled: true
+    expected_commission_bps_per_side: 0
+    fund_type: corporate_bonds
+  - ticker: TITR
+    enabled: true
+    expected_commission_bps_per_side: 0
+    fund_type: equity
+  - ticker: TRND
+    enabled: true
+    expected_commission_bps_per_side: 0
+    fund_type: equity
+  - ticker: TMOS
+    enabled: false
+    exclude_reason: "Excluded by default due to possible non-zero sell-side fee"

go.mod

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+module overnight-trading-bot
+
+go 1.26.2

internal/app/app.go

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+package app
+
+import (
+	"context"
+	"errors"
+	"fmt"
+	"io"
+	"os"
+)
+
+type Options struct {
+	ConfigPath string
+	Stdout     io.Writer
+}
+
+func Run(ctx context.Context, opts Options) error {
+	if err := ctx.Err(); err != nil {
+		return err
+	}
+
+	if opts.ConfigPath == "" {
+		return errors.New("config path is required")
+	}
+
+	if opts.Stdout == nil {
+		opts.Stdout = io.Discard
+	}
+
+	if _, err := os.Stat(opts.ConfigPath); err != nil {
+		if errors.Is(err, os.ErrNotExist) {
+			return fmt.Errorf("config file %q does not exist; copy config.example.yaml to config.yaml and fill credentials", opts.ConfigPath)
+		}
+
+		return fmt.Errorf("check config file %q: %w", opts.ConfigPath, err)
+	}
+
+	fmt.Fprintf(opts.Stdout, "overnight trading bot initialized with config %q\n", opts.ConfigPath)
+	return nil
+}

internal/app/app_test.go

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+package app
+
+import (
+	"bytes"
+	"context"
+	"os"
+	"strings"
+	"testing"
+)
+
+func TestRunRequiresConfigPath(t *testing.T) {
+	err := Run(context.Background(), Options{})
+	if err == nil {
+		t.Fatal("expected error")
+	}
+
+	if !strings.Contains(err.Error(), "config path is required") {
+		t.Fatalf("unexpected error: %v", err)
+	}
+}
+
+func TestRunReportsMissingConfig(t *testing.T) {
+	err := Run(context.Background(), Options{ConfigPath: "missing.yaml"})
+	if err == nil {
+		t.Fatal("expected error")
+	}
+
+	if !strings.Contains(err.Error(), "does not exist") {
+		t.Fatalf("unexpected error: %v", err)
+	}
+}
+
+func TestRunUsesExistingConfig(t *testing.T) {
+	touch := t.TempDir() + "/config.yaml"
+	if err := os.WriteFile(touch, []byte("instruments: []\n"), 0o600); err != nil {
+		t.Fatal(err)
+	}
+
+	var stdout bytes.Buffer
+	err := Run(context.Background(), Options{
+		ConfigPath: touch,
+		Stdout:     &stdout,
+	})
+	if err != nil {
+		t.Fatal(err)
+	}
+
+	if !strings.Contains(stdout.String(), "initialized") {
+		t.Fatalf("unexpected stdout: %q", stdout.String())
+	}
+}