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feat(trades): add live execution cockpit, closing cockpit, calculation cards and precision trade settings

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Kleidukos
2026-08-15 19:30:25 +02:00
parent 882d24a316
commit 34fa774cbf
31 changed files with 4235 additions and 630 deletions
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FinlyticAnalyzer/Controllers/ManualAnalysisController.cs
+20 -3
View File
@@ -115,12 +115,19 @@ public class ManualAnalysisController : ControllerBase
var n8nResponse = await _n8nService.EvaluateAssetAsync(n8nRequest, cancellationToken);
bool shouldProceed = n8nResponse != null && string.Equals(n8nResponse.AiDecision, "Proceed", StringComparison.OrdinalIgnoreCase);
double dynamicWinRate = _winRateCalculator.CalculateDynamicWinRate(
request.Sector,
request.Symbol,
regime,
n8nEvalScore: n8nResponse?.EvalScore,
signalType: n8nResponse?.SuggestedDirection ?? "BUY");
TradeProposalDto? proposal = null;
if (shouldProceed && n8nResponse != null)
{
proposal = new TradeProposalDto
{
TradeId = "PROP-" + Guid.NewGuid().ToString("N"),
TradeId = "PROP-" + Guid.NewGuid().ToString("N")[..10].ToUpperInvariant(),
AnalysisId = analysisId,
EventId = analysisId,
Sector = request.Sector,
@@ -132,11 +139,21 @@ public class ManualAnalysisController : ControllerBase
RiskTolerance = n8nResponse.SuggestedRisk,
Timeframe = timeframeFormatted,
InstrumentType = request.InstrumentType,
WinRate = winRate,
WinRate = dynamicWinRate,
VixRegime = regime,
VixValue = currentVix,
TtlMinutes = 60,
Reasoning = $"Manual n8n Evaluation ({n8nResponse.AiDecision}): {n8nResponse.AiReasoning}",
StopLoss = n8nResponse.ExecutionPlan?.StopLoss ?? 0,
TakeProfit = n8nResponse.ExecutionPlan?.TakeProfitTargets != null && n8nResponse.ExecutionPlan.TakeProfitTargets.Count > 0 ? n8nResponse.ExecutionPlan.TakeProfitTargets[0] : 0,
EntryZoneMin = n8nResponse.ExecutionPlan?.EntryZone?.Min,
EntryZoneMax = n8nResponse.ExecutionPlan?.EntryZone?.Max,
TakeProfitTargets = n8nResponse.ExecutionPlan?.TakeProfitTargets,
RiskRewardRatio = n8nResponse.ExecutionPlan?.RiskRewardRatio,
MaxLeverage = n8nResponse.ExecutionPlan?.MaxLeverage,
TechnicalRationale = n8nResponse.DetailedAnalysis?.TechnicalRationale ?? string.Empty,
FundamentalRationale = n8nResponse.DetailedAnalysis?.FundamentalRationale ?? string.Empty,
RiskWarning = n8nResponse.DetailedAnalysis?.RiskWarning ?? string.Empty,
CreatedAt = DateTime.UtcNow
};
}
@@ -151,7 +168,7 @@ public class ManualAnalysisController : ControllerBase
VixRegime = regime,
VixValue = currentVix,
ImpactScore = 1.0,
WinRate = winRate,
WinRate = dynamicWinRate,
RawDataJson = JsonSerializer.Serialize(request),
AiOutputJson = proposal != null ? JsonSerializer.Serialize(proposal) : "{}",
N8nResponseJson = n8nResponse != null ? JsonSerializer.Serialize(n8nResponse) : "{}",
FinlyticAnalyzer/Services/IWinRateCalculator.cs
+14
View File
@@ -8,4 +8,18 @@ public interface IWinRateCalculator
/// Calculates the win rate for a given sector and symbol under the specified market regime.
/// </summary>
double CalculateWinRate(string sector, string symbol, VixMarketRegime regime);
/// <summary>
/// Calculates a multi-factor dynamic AI Win-Rate / Confidence Score using technicals, sentiment, fundamentals, AI eval score, and market regime.
/// </summary>
double CalculateDynamicWinRate(
string sector,
string symbol,
VixMarketRegime regime,
double? n8nEvalScore = null,
double? technicalScore = null,
double? sentimentScore = null,
double? fundamentalScore = null,
string signalType = "BUY");
}
FinlyticAnalyzer/Services/WinRateCalculator.cs
+90 -16
View File
@@ -34,31 +34,105 @@ public class WinRateCalculator : IWinRateCalculator
/// Uses cached feedback records (3-minute TTL) to prevent disk I/O bottlenecks.
/// </summary>
public double CalculateWinRate(string sector, string symbol, VixMarketRegime regime)
{
return CalculateDynamicWinRate(sector, symbol, regime);
}
/// <summary>
/// Calculates a multi-factor dynamic AI Win-Rate / Confidence Score using technicals, sentiment, fundamentals, AI eval score, and market regime.
/// </summary>
public double CalculateDynamicWinRate(
string sector,
string symbol,
VixMarketRegime regime,
double? n8nEvalScore = null,
double? technicalScore = null,
double? sentimentScore = null,
double? fundamentalScore = null,
string signalType = "BUY")
{
try
{
var records = GetCachedOrLoadRecords();
if (records.Count == 0) return 65.0;
var matching = records.Where(r =>
string.Equals(r.Sector, sector, StringComparison.OrdinalIgnoreCase) &&
r.VixRegime == regime).ToList();
if (matching.Count > 0)
// 1. N8n AI Confidence Score (Weight: 40%)
double n8nComponent = 62.0;
if (n8nEvalScore.HasValue && n8nEvalScore.Value > 0)
{
int winningTrades = matching.Count(r => r.IsWin);
double calculatedWinRate = (double)winningTrades / matching.Count * 100.0;
_logger.LogInformation("[{Channel}] Calculated win-rate for Sector '{Sector}' in Regime '{Regime}': {WinRate:F1}% ({Wins}/{Total})",
"AnalyzerChannel", sector, regime, calculatedWinRate, winningTrades, matching.Count);
return Math.Round(calculatedWinRate, 1);
n8nComponent = n8nEvalScore.Value <= 1.0 ? n8nEvalScore.Value * 100.0 : n8nEvalScore.Value;
}
// 2. Technical Score (Weight: 30%)
double taComponent = 60.0;
if (technicalScore.HasValue && technicalScore.Value > 0)
{
taComponent = technicalScore.Value <= 1.0 ? technicalScore.Value * 100.0 : technicalScore.Value;
}
// 3. Sentiment Score (Weight: 15%)
double sentComponent = 58.0;
if (sentimentScore.HasValue)
{
if (sentimentScore.Value >= -1.0 && sentimentScore.Value <= 1.0)
{
// Map sentiment from -1.0..+1.0 into 35.0..85.0
sentComponent = 50.0 + (sentimentScore.Value * 25.0);
}
else
{
sentComponent = sentimentScore.Value;
}
}
// 4. Fundamental Score (Weight: 15%)
double fundComponent = 60.0;
if (fundamentalScore.HasValue && fundamentalScore.Value > 0)
{
fundComponent = fundamentalScore.Value <= 1.0 ? fundamentalScore.Value * 100.0 : fundamentalScore.Value;
}
// Multi-factor weighted composite
double composite = (n8nComponent * 0.40) + (taComponent * 0.30) + (sentComponent * 0.15) + (fundComponent * 0.15);
// 5. Market Regime & Volatility Adjustment
double vixAdjustment = regime switch
{
VixMarketRegime.LowVol => +4.0, // Calm trending market
VixMarketRegime.Normal => +1.5, // Normal conditions
VixMarketRegime.HighVol => -3.5, // Increased whipsaws
VixMarketRegime.Panic => -8.0, // High panic / uncertainty
_ => 0.0
};
composite += vixAdjustment;
// 6. Historical track record calibration (if available in feedback records)
var records = GetCachedOrLoadRecords();
if (records.Count > 0)
{
var matching = records.Where(r =>
string.Equals(r.Sector, sector, StringComparison.OrdinalIgnoreCase) &&
r.VixRegime == regime).ToList();
if (matching.Count >= 5)
{
int winningTrades = matching.Count(r => r.IsWin);
double historicalWinRate = (double)winningTrades / matching.Count * 100.0;
composite = (composite * 0.75) + (historicalWinRate * 0.25);
}
}
// Clamp between realistic financial statistical bounds (45.0% to 92.0%)
double finalWinRate = Math.Clamp(Math.Round(composite, 1), 45.0, 92.0);
_logger.LogInformation("[{Channel}] Dynamic Win-Rate for {Symbol} ({Sector}): {WinRate:F1}% [AI: {N8n:F1}%, TA: {TA:F1}%, Sent: {Sent:F1}%, Regime: {Regime}]",
"AnalyzerChannel", symbol, sector, finalWinRate, n8nComponent, taComponent, sentComponent, regime);
return finalWinRate;
}
catch (Exception ex)
{
_logger.LogWarning(ex, "[{Channel}] Error reading feedback files for win-rate calculation. Falling back to default.", "AnalyzerChannel");
_logger.LogWarning(ex, "[{Channel}] Error calculating dynamic win-rate for {Symbol}. Fallback applied.", "AnalyzerChannel", symbol);
return 65.0;
}
return 65.0; // Default baseline win-rate
}
private List<TradeFeedbackRecord> GetCachedOrLoadRecords()
FinlyticAnalyzer/Util/AnalyzerMqttClient.cs
+37 -7
View File
@@ -329,11 +329,19 @@ public class AnalyzerMqttClient : ManagedMqttClient, IHostedService
var settings = await settingsService.GetSettingsAsync();
double minSignalScore = settings.MinSignalScore;
double confidenceScore = n8nResponse?.EvalScore > 0 ? n8nResponse.EvalScore : 0.75;
double dynamicWinRate = _winRateCalculator.CalculateDynamicWinRate(
manualReq.Sector,
manualReq.Symbol,
regime,
n8nEvalScore: n8nResponse?.EvalScore,
sentimentScore: manualReq.SentimentData?.CurrentSummary?.CompoundScore,
signalType: n8nResponse?.SuggestedDirection ?? "BUY");
double confidenceScore = n8nResponse?.EvalScore > 0 ? n8nResponse.EvalScore : (dynamicWinRate / 100.0);
bool shouldProceed = n8nResponse != null &&
string.Equals(n8nResponse.AiDecision, "Proceed", StringComparison.OrdinalIgnoreCase) &&
(confidenceScore * 100.0) >= minSignalScore &&
winRate >= minSignalScore;
dynamicWinRate >= minSignalScore;
TradeProposalDto? proposalDto = null;
if (n8nResponse != null)
@@ -353,7 +361,7 @@ public class AnalyzerMqttClient : ManagedMqttClient, IHostedService
RiskTolerance = n8nResponse.SuggestedRisk,
Timeframe = timeframeFormatted,
InstrumentType = manualReq.InstrumentType,
WinRate = winRate,
WinRate = dynamicWinRate,
VixRegime = regime,
VixValue = currentVix,
TtlMinutes = 60,
@@ -384,7 +392,7 @@ public class AnalyzerMqttClient : ManagedMqttClient, IHostedService
VixRegime = regime,
VixValue = currentVix,
ImpactScore = 1.0,
WinRate = winRate,
WinRate = dynamicWinRate,
RawDataJson = JsonSerializer.Serialize(manualReq),
AiOutputJson = proposalDto != null ? JsonSerializer.Serialize(proposalDto) : "{}",
N8nResponseJson = n8nResponse != null ? JsonSerializer.Serialize(n8nResponse) : "{}",
@@ -527,6 +535,7 @@ public class AnalyzerMqttClient : ManagedMqttClient, IHostedService
FinlyticCore.Dtos.TechnicalAnalysis.TechnicalAnalysisDto? taResp = null;
FinlyticCore.Dtos.Fundamentals.AssetFundamentalsDto? fundResp = null;
FinlyticCore.Dtos.TechnicalAnalysis.LivePriceDto? livePriceResp = null;
FinlyticCore.Dtos.Sentiment.IsinSentimentSummaryDto? sentResp = null;
try
{
@@ -549,7 +558,7 @@ public class AnalyzerMqttClient : ManagedMqttClient, IHostedService
livePriceResp = livePriceTask.Result;
taResp = taTask.Result;
fundResp = fundTask.Result;
var sentResp = sentTask.Result;
sentResp = sentTask.Result;
if (taResp?.Indicators != null)
{
@@ -735,10 +744,31 @@ public class AnalyzerMqttClient : ManagedMqttClient, IHostedService
ActionRequired = isHighConviction ? "PROMPT_USER_FOR_MANUAL_TRADE" : "NO_ACTION"
};
double dynamicWinRate = _winRateCalculator.CalculateDynamicWinRate(
filterResult.Sector,
finalSymbol,
regime,
n8nEvalScore: n8nResponse?.EvalScore,
sentimentScore: sentResp?.CurrentSummary?.CompoundScore,
signalType: n8nResponse?.SuggestedDirection ?? "BUY");
using (var scope = _scopeFactory.CreateScope())
{
var dbContext = scope.ServiceProvider.GetRequiredService<AnalyzerDbContext>();
bool hasRecentProposal = await dbContext.Analyses.AnyAsync(a =>
a.Isin == filterResult.Isin &&
a.IsTradeProposed &&
a.CreatedAt >= DateTime.UtcNow.AddHours(-4),
cancellationToken);
if (hasRecentProposal && isHighConviction)
{
_logger.LogInformation("[{Channel}] [AutoScreener] Asset {Symbol} ({Isin}) already has an active trade proposal in the last 4 hours. Skipping duplicate trade proposal generation.",
"AnalyzerChannel", finalSymbol, filterResult.Isin);
isHighConviction = false;
}
var analysisEntity = new AnalysisEntity
{
AnalysisId = analysisId,
@@ -749,7 +779,7 @@ public class AnalyzerMqttClient : ManagedMqttClient, IHostedService
VixRegime = regime,
VixValue = currentVix,
ImpactScore = filterResult.ImpactScore,
WinRate = winRate,
WinRate = dynamicWinRate,
RawDataJson = payloadStr,
AiOutputJson = JsonSerializer.Serialize(recommendation),
N8nResponseJson = n8nResponse != null ? JsonSerializer.Serialize(n8nResponse) : "{}",
@@ -780,7 +810,7 @@ public class AnalyzerMqttClient : ManagedMqttClient, IHostedService
RiskTolerance = n8nResponse.SuggestedRisk ?? "Balanced",
Timeframe = $"{minTf}-{maxTf} Tage",
InstrumentType = "KnockOut",
WinRate = winRate,
WinRate = dynamicWinRate,
VixRegime = regime,
VixValue = currentVix,
TtlMinutes = 180,