Generative AI is changing how research software is developed, but rapid AI-assisted development can weaken continuity, traceability, and methodological clarity. SHAPR (Solo, Human-centred, AI-assisted PRactice) was proposed as a framework for structuring AI-assisted research software development. This paper presents a documented case of applying SHAPR to the development of a modular share trading system. From the outset, the project adopted a SHAPR-informed working configuration that shaped how interaction, implementation, and documentation were organised. Across iterative development cycles, the project generated a structured evidence base including reflection notes, development cycle review notes, source-of-truth documents, contracts, quick captures, workflow notes, and evolving code artefacts. The case showed that continuous documentation updates, supported by quick capture and AI-assisted refinement, helped maintain organised and usable project knowledge throughout development. Five recurring lessons were identified: contracts stabilised AI-assisted coding, a maintained source-of-truth layer improved coherence, cycle-boundary snapshots strengthened continuity, code and documentation co-evolved through quick capture and iterative refinement, and environment setup itself contributed to knowledge generation. The case also illustrates a practical SHAPR operating configuration in which a ChatGPT Project and cycle-specific chats supported interaction, reasoning, summarisation, and coding collaboration, PyCharm supported artefact implementation, and Obsidian supported external working memory, structured documentation, reflection, continuity, and repository-oriented note organisation, while remaining consistent with SHAPR's tool-agnostic principle. The paper contributes practical guidance and good practices for researchers conducting AI-assisted research software development.