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

2026-08-15 19:30:25 +02:00
parent 882d24a316
commit 34fa774cbf
31 changed files with 4235 additions and 630 deletions
@@ -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()