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refactor: save current workspace state including FinlyticAnalyzer fixes, FinlyticApp trade route alignment, and DTO audit documentation

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This commit is contained in:
Kleidukos
2026-08-12 18:30:42 +02:00
parent a9553e9fbf
commit 3d8af3940b
163 changed files with 3421 additions and 1751 deletions
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FinlyticAnalyzer/Services/WinRateCalculator.cs
+54 -26
View File
@@ -1,4 +1,5 @@
using System;
using System.Collections.Generic;
using System.IO;
using System.Linq;
using System.Text.Json;
@@ -12,6 +13,11 @@ public class WinRateCalculator : IWinRateCalculator
{
private readonly ILogger<WinRateCalculator> _logger;
private readonly string _feedbackDir;
private readonly object _cacheLock = new();
private List<TradeFeedbackRecord>? _cachedRecords;
private DateTime _lastCacheTime = DateTime.MinValue;
private static readonly TimeSpan CacheTtl = TimeSpan.FromMinutes(3);
public WinRateCalculator(ILogger<WinRateCalculator> logger)
{
@@ -25,41 +31,25 @@ public class WinRateCalculator : IWinRateCalculator
/// <summary>
/// Calculates the win rate for a given sector and symbol under the specified market regime.
/// Uses cached feedback records (3-minute TTL) to prevent disk I/O bottlenecks.
/// </summary>
public double CalculateWinRate(string sector, string symbol, VixMarketRegime regime)
{
try
{
if (!Directory.Exists(_feedbackDir)) return 65.0;
var records = GetCachedOrLoadRecords();
if (records.Count == 0) return 65.0;
var jsonFiles = Directory.GetFiles(_feedbackDir, "*.json", SearchOption.AllDirectories);
if (jsonFiles.Length == 0) return 65.0;
var matching = records.Where(r =>
string.Equals(r.Sector, sector, StringComparison.OrdinalIgnoreCase) &&
r.VixRegime == regime).ToList();
int totalTrades = 0;
int winningTrades = 0;
foreach (var file in jsonFiles)
if (matching.Count > 0)
{
var content = File.ReadAllText(file);
var records = JsonSerializer.Deserialize<TradeFeedbackRecord[]>(content);
if (records == null || records.Length == 0) continue;
var matching = records.Where(r =>
string.Equals(r.Sector, sector, StringComparison.OrdinalIgnoreCase) &&
r.VixRegime == regime).ToList();
foreach (var rec in matching)
{
totalTrades++;
if (rec.IsWin) winningTrades++;
}
}
if (totalTrades > 0)
{
double calculatedWinRate = (double)winningTrades / totalTrades * 100.0;
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, totalTrades);
"AnalyzerChannel", sector, regime, calculatedWinRate, winningTrades, matching.Count);
return Math.Round(calculatedWinRate, 1);
}
}
@@ -70,4 +60,42 @@ public class WinRateCalculator : IWinRateCalculator
return 65.0; // Default baseline win-rate
}
private List<TradeFeedbackRecord> GetCachedOrLoadRecords()
{
lock (_cacheLock)
{
if (_cachedRecords != null && (DateTime.UtcNow - _lastCacheTime) < CacheTtl)
{
return _cachedRecords;
}
var loadedList = new List<TradeFeedbackRecord>();
if (Directory.Exists(_feedbackDir))
{
var jsonFiles = Directory.GetFiles(_feedbackDir, "*.json", SearchOption.AllDirectories);
foreach (var file in jsonFiles)
{
try
{
var content = File.ReadAllText(file);
var records = JsonSerializer.Deserialize<TradeFeedbackRecord[]>(content);
if (records != null && records.Length > 0)
{
loadedList.AddRange(records);
}
}
catch (Exception ex)
{
_logger.LogWarning(ex, "[{Channel}] Failed to read or parse feedback file '{File}'", "AnalyzerChannel", file);
}
}
}
_cachedRecords = loadedList;
_lastCacheTime = DateTime.UtcNow;
return _cachedRecords;
}
}
}