feat(app): add evaluation history, bot control panel, simulation visualizer, and vendored signalr_core

FinlyticApp/lib/features/simulation/models/backtest_history_entry_model.dart

@@ -0,0 +1,87 @@
+import 'package:equatable/equatable.dart';
+
+/// Typed counterpart of the backend `BacktestHistoryEntryDto`
+/// (see `FinlyticCore/Dtos/Simulation/SimulationDtos.cs`) - one lightweight
+/// row of a past backtest run, without the full trade list/equity curve
+/// (fetch those via `SimulationRepository.getBacktestRunDetail` when the
+/// user drills into a specific entry).
+class BacktestHistoryEntryModel extends Equatable {
+  final String runId;
+  final String isin;
+  final String symbol;
+  final String strategyKey;
+  final String timeframe;
+  final DateTime startDateUtc;
+  final DateTime endDateUtc;
+  final int totalTrades;
+  final double winRatePercent;
+  final double profitFactor;
+  final double maxDrawdownPercent;
+  final double totalReturnPercent;
+  final double sharpeRatio;
+  final DateTime createdAtUtc;
+
+  const BacktestHistoryEntryModel({
+    required this.runId,
+    required this.isin,
+    required this.symbol,
+    required this.strategyKey,
+    required this.timeframe,
+    required this.startDateUtc,
+    required this.endDateUtc,
+    required this.totalTrades,
+    required this.winRatePercent,
+    required this.profitFactor,
+    required this.maxDrawdownPercent,
+    required this.totalReturnPercent,
+    required this.sharpeRatio,
+    required this.createdAtUtc,
+  });
+
+  factory BacktestHistoryEntryModel.fromJson(Map<String, dynamic> json) {
+    double parseDbl(dynamic val) {
+      if (val == null) return 0.0;
+      if (val is num) return val.toDouble();
+      return double.tryParse(val.toString()) ?? 0.0;
+    }
+
+    DateTime parseDate(dynamic val) {
+      return DateTime.tryParse(val?.toString() ?? '')?.toUtc() ?? DateTime.fromMillisecondsSinceEpoch(0, isUtc: true);
+    }
+
+    return BacktestHistoryEntryModel(
+      runId: json['runId']?.toString() ?? '',
+      isin: json['isin']?.toString() ?? '',
+      symbol: json['symbol']?.toString() ?? '',
+      strategyKey: json['strategyKey']?.toString() ?? '',
+      timeframe: json['timeframe']?.toString() ?? '',
+      startDateUtc: parseDate(json['startDateUtc']),
+      endDateUtc: parseDate(json['endDateUtc']),
+      totalTrades: (json['totalTrades'] as num?)?.toInt() ?? 0,
+      winRatePercent: parseDbl(json['winRatePercent']),
+      profitFactor: parseDbl(json['profitFactor']),
+      maxDrawdownPercent: parseDbl(json['maxDrawdownPercent']),
+      totalReturnPercent: parseDbl(json['totalReturnPercent']),
+      sharpeRatio: parseDbl(json['sharpeRatio']),
+      createdAtUtc: parseDate(json['createdAtUtc']),
+    );
+  }
+
+  @override
+  List<Object?> get props => [
+        runId,
+        isin,
+        symbol,
+        strategyKey,
+        timeframe,
+        startDateUtc,
+        endDateUtc,
+        totalTrades,
+        winRatePercent,
+        profitFactor,
+        maxDrawdownPercent,
+        totalReturnPercent,
+        sharpeRatio,
+        createdAtUtc,
+      ];
+}

FinlyticApp/lib/features/simulation/models/backtest_report_model.dart

@@ -0,0 +1,128 @@
+import 'package:equatable/equatable.dart';
+
+/// Typed counterpart of the backend `EquityPointDto`
+/// (see `FinlyticCore/Dtos/Simulation/SimulationDtos.cs`).
+class EquityPointModel extends Equatable {
+  final DateTime timestampUtc;
+  final double portfolioValue;
+  final double drawdownPercent;
+
+  const EquityPointModel({
+    required this.timestampUtc,
+    required this.portfolioValue,
+    required this.drawdownPercent,
+  });
+
+  factory EquityPointModel.fromJson(Map<String, dynamic> json) {
+    double parseDbl(dynamic val) {
+      if (val == null) return 0.0;
+      if (val is num) return val.toDouble();
+      return double.tryParse(val.toString()) ?? 0.0;
+    }
+
+    return EquityPointModel(
+      timestampUtc: DateTime.tryParse(json['timestampUtc']?.toString() ?? '') ?? DateTime.now(),
+      portfolioValue: parseDbl(json['portfolioValue']),
+      drawdownPercent: parseDbl(json['drawdownPercent']),
+    );
+  }
+
+  @override
+  List<Object?> get props => [timestampUtc, portfolioValue, drawdownPercent];
+}
+
+/// Typed counterpart of the backend `BacktestReportDto`
+/// (see `FinlyticCore/Dtos/Simulation/SimulationDtos.cs`).
+///
+/// `equityCurve` is intentionally a plain (possibly empty) list rather than
+/// a fallback with a synthetic starting point: an empty list means "no
+/// equity curve data returned" and MUST be rendered as an explicit empty
+/// state, never as an invented chart (Rules.md §4).
+class BacktestReportModel extends Equatable {
+  final String runId;
+  final String isin;
+  final String symbol;
+  final String strategyKey;
+  final String timeframe;
+  final int totalTrades;
+  final int winningTrades;
+  final int losingTrades;
+  final double winRatePercent;
+  final double profitFactor;
+  final double maxDrawdownPercent;
+  final double totalReturnPercent;
+  final double expectancyEur;
+  final double sharpeRatio;
+  final List<EquityPointModel> equityCurve;
+
+  const BacktestReportModel({
+    this.runId = '',
+    this.isin = '',
+    this.symbol = '',
+    this.strategyKey = '',
+    this.timeframe = '',
+    this.totalTrades = 0,
+    this.winningTrades = 0,
+    this.losingTrades = 0,
+    this.winRatePercent = 0.0,
+    this.profitFactor = 0.0,
+    this.maxDrawdownPercent = 0.0,
+    this.totalReturnPercent = 0.0,
+    this.expectancyEur = 0.0,
+    this.sharpeRatio = 0.0,
+    this.equityCurve = const [],
+  });
+
+  factory BacktestReportModel.fromJson(Map<String, dynamic> json) {
+    double parseDbl(dynamic val) {
+      if (val == null) return 0.0;
+      if (val is num) return val.toDouble();
+      return double.tryParse(val.toString()) ?? 0.0;
+    }
+
+    final rawCurve = json['equityCurve'];
+    final curve = rawCurve is List
+        ? rawCurve
+            .whereType<Map>()
+            .map((e) => EquityPointModel.fromJson(Map<String, dynamic>.from(e)))
+            .toList()
+        : const <EquityPointModel>[];
+
+    return BacktestReportModel(
+      runId: json['runId']?.toString() ?? '',
+      isin: json['isin']?.toString() ?? '',
+      symbol: json['symbol']?.toString() ?? '',
+      strategyKey: json['strategyKey']?.toString() ?? '',
+      timeframe: json['timeframe']?.toString() ?? '',
+      totalTrades: (json['totalTrades'] as num?)?.toInt() ?? 0,
+      winningTrades: (json['winningTrades'] as num?)?.toInt() ?? 0,
+      losingTrades: (json['losingTrades'] as num?)?.toInt() ?? 0,
+      winRatePercent: parseDbl(json['winRatePercent']),
+      profitFactor: parseDbl(json['profitFactor']),
+      maxDrawdownPercent: parseDbl(json['maxDrawdownPercent']),
+      totalReturnPercent: parseDbl(json['totalReturnPercent']),
+      expectancyEur: parseDbl(json['expectancyEur']),
+      sharpeRatio: parseDbl(json['sharpeRatio']),
+      equityCurve: curve,
+    );
+  }
+
+  @override
+  List<Object?> get props => [
+        runId,
+        isin,
+        symbol,
+        strategyKey,
+        timeframe,
+        totalTrades,
+        winningTrades,
+        losingTrades,
+        winRatePercent,
+        profitFactor,
+        maxDrawdownPercent,
+        totalReturnPercent,
+        expectancyEur,
+        sharpeRatio,
+        equityCurve,
+      ];
+}