refactor: align trading schemas with probabilistic paper trading system

Author: VisionExpo

backend/schemas/trading.py

@@ -0,0 +1,57 @@
+from pydantic import BaseModel
+from datetime import datetime
+from typing import Optional
+
+
+# ----------------------------
+# MODEL OUTPUT (Signal)
+# ----------------------------
+
+class TradeSignal(BaseModel):
+    """
+    Output of the ML system.
+    This is NOT a trade.
+    """
+    symbol: str
+
+    p_up: float
+    expected_return: float
+    uncertainty: float
+
+    model_version: Optional[str] = None
+    timestamp: datetime
+
+
+# ----------------------------
+# EXECUTED TRADE (Paper Only)
+# ----------------------------
+
+class ExecutedTrade(BaseModel):
+    """
+    Result of execution logic.
+    Generated only after passing risk & confidence checks.
+    """
+    symbol: str
+    side: str  # BUY or SELL
+
+    quantity: int
+    execution_price: float
+
+    signal_p_up: float
+    signal_uncertainty: float
+
+    timestamp: datetime
+
+
+# ----------------------------
+# PORTFOLIO SNAPSHOT (Optional)
+# ----------------------------
+
+class PortfolioSnapshot(BaseModel):
+    """
+    Lightweight portfolio state for analytics & audits.
+    """
+    cash: float
+    positions: dict[str, int]
+    total_value: float
+    timestamp: datetime