Adds a read-only MOEX data source backed by the public MOEX ISS HTTP API
(https://iss.moex.com/iss). Targets the TQBR equities board so common Russian
tickers (SBER, GAZP, LKOH, ...) work out of the box.
What's new
- app/data_sources/moex.py: MOEXDataSource with get_kline / get_ticker
- QuantDinger timeframes mapped to ISS intervals; 5m/15m/30m/4H are
resampled from the nearest finer native interval (1m or 60m)
- ISS naive timestamps treated as Europe/Moscow (UTC+3) and converted to
Unix UTC seconds
- Pagination via ISS start parameter
- Symbol normalization handles SBER, SBER.ME, GAZP:MOEX, etc.
- app/data_sources/factory.py: registers MOEX market + aliases
- app/routes/market.py: MOEX in /market/types between HKStock and Crypto
- app/services/symbol_name.py: resolves MOEX names from ISS securities endpoint
- app/services/strategy.py: explicit guard - MOEX cannot be used as a live
trading market_category (create / batch / update paths)
- tests/test_moex_data_source.py: 11 offline unit tests (mocked HTTP)
- scripts/verify_moex.py: live ISS smoke-test script
Limitations
- Analysis & backtesting only. No live order placement on MOEX.
- TQBR board only by default. Other boards can be enabled by constructing
MOEXDataSource(board=...) explicitly.
- Sub-hour non-native timeframes (5m/15m/30m) and 4H are resampled
client-side; large limits at fine timeframes pull more data.
TIANHE