I need a seasoned Python developer to turn a rule-based intraday strategy (details shared after we sign an NDA) into a fully-production trading system for the Indian markets. The code must be clean, modular OOP with every parameter pulled from a single, human-readable config file—no magic numbers buried in the logic. You will be expected to: • Back-test the strategy on historical OHLC data, incorporating realistic slippage, brokerage and other frictions. • Generate clear trade logs plus P&L, drawdown and exposure analytics so I can validate the edge before we go live. • Integrate live and paper execution through Angel and Dhan APIs; prior hands-on experience with these brokers is essential. • Handle derivatives instruments confidently, from contract selection through expiry rolls. • Deliver well-documented, production-ready Python code (pandas, NumPy, your own utilities or Backtrader/Zipline if you prefer), accompanied by a short README explaining setup, config and run commands. Acceptance criteria: I will consider the job done when I can (a) reproduce your back-test on my machine, (b) switch to paper trading with one line in the config file, and (c) see orders flow correctly to either Angel or Dhan in real time. When you reply, please outline your algo-trading track record, the frameworks you normally use, examples of previous Angel or Dhan integrations, and a small code snippet or Git reference that showcases your architecture style. Also include your expected commercials and timelines so we can move quickly once the NDA is in place.