Trading Bot MVP: Run Top Config on Fresh Data

[Muratich]

Body: Minimal Trading Bot per product architecture: reuse same ExecutionEngine + composable strategy — no duplicate simulation logic.

Scope:

• Input: ranked optimizer JSON (best param set) OR single config path
• Load fresh/recent (timestamp, price) series via Data Loader (not full backtest window)
• Run strategy candle-by-candle → trades + metrics (validation pass)
• Output: validation metrics JSON (same shape as backtest metrics for analytics/dashboard)
• Optional: log intended orders via Nikolay's place_order in sandbox (paper mode OK — no live trading required for course)

Definition of Done:

• CLI or main.py entrypoint: run_trading_bot(strategy_id, config_path, instrument)
• End-to-end test on SBER sandbox/historical fresh slice
• Documented flow: backtest → optimize → bot validation run
• Does not include scheduler, email, or multi-strategy orchestration