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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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FinlyticTechnicalAnalysis/Services/TechnicalAnalysisDbService.cs
+85 -78
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@@ -17,7 +17,9 @@ namespace FinlyticTechnicalAnalysis.Services;
public interface ITechnicalAnalysisDbService
{
Task<TechnicalAnalysisDto?> GetAnalysisAsync(string isin, bool forceRefresh = false, CancellationToken cancellationToken = default);
Task<TechnicalAnalysisDto?> GetAnalysisAsync(string isin, bool forceRefresh = false, string? ticker = null,
CancellationToken cancellationToken = default);
Task<LivePriceDto?> GetLivePriceAsync(string isin, CancellationToken cancellationToken = default);
}
@@ -29,10 +31,7 @@ public class TechnicalAnalysisDbService : ITechnicalAnalysisDbService
private readonly ITechnicalAnalysisCalculator _calculator;
private readonly ILogger<TechnicalAnalysisDbService> _logger;
// Cache Layer 1: In-Memory Candles Cache (TTL: 15 Minuten)
private static readonly ConcurrentDictionary<string, (List<MarketCandleEntity> Candles, string Symbol, string Currency, DateTime FetchedAt)> _candleCache = new();
// Per-ISIN Semaphores zur Vermeidung von Cache-Stampedes
private static readonly ConcurrentDictionary<string, SemaphoreSlim> _perIsinLocks = new();
private static readonly TimeSpan CandleCacheTtl = TimeSpan.FromMinutes(15);
private static readonly TimeSpan DbCacheTtl = TimeSpan.FromHours(1);
@@ -51,26 +50,30 @@ public class TechnicalAnalysisDbService : ITechnicalAnalysisDbService
_logger = logger;
}
public async Task<TechnicalAnalysisDto?> GetAnalysisAsync(string isin, bool forceRefresh = false, CancellationToken cancellationToken = default)
public async Task<TechnicalAnalysisDto?> GetAnalysisAsync(string isin, bool forceRefresh = false, string? ticker = null,
CancellationToken cancellationToken = default)
{
if (string.IsNullOrWhiteSpace(isin)) return null;
var cleanIsin = isin.Trim().ToUpperInvariant();
// 1. Layer-1: Fast-Path aus In-Memory Cache (wenn kein forceRefresh)
if (!forceRefresh && _candleCache.TryGetValue(cleanIsin, out var ramEntry) && DateTime.UtcNow - ramEntry.FetchedAt < CandleCacheTtl)
if (!forceRefresh && _candleCache.TryGetValue(cleanIsin, out var ramEntry) &&
DateTime.UtcNow - ramEntry.FetchedAt < CandleCacheTtl &&
(string.IsNullOrWhiteSpace(ticker) || string.Equals(ramEntry.Symbol, ticker, StringComparison.OrdinalIgnoreCase)))
{
_logger.LogDebug("[{Channel}] RAM-Cache Hit for ISIN {Isin}. Merging live price...", "TechnicalAnalysisChannel", cleanIsin);
return await BuildAnalysisWithLivePriceAsync(cleanIsin, ramEntry.Candles, ramEntry.Symbol, ramEntry.Currency, cancellationToken);
}
// Semaphor für ISIN holen (verhindert doppelte parallele Abfragen der gleichen ISIN)
var semaphore = _perIsinLocks.GetOrAdd(cleanIsin, _ => new SemaphoreSlim(1, 1));
await semaphore.WaitAsync(cancellationToken);
try
{
// Re-Check nach Lock-Erhalt
if (!forceRefresh && _candleCache.TryGetValue(cleanIsin, out ramEntry) && DateTime.UtcNow - ramEntry.FetchedAt < CandleCacheTtl)
if (!forceRefresh && _candleCache.TryGetValue(cleanIsin, out ramEntry) &&
DateTime.UtcNow - ramEntry.FetchedAt < CandleCacheTtl &&
(string.IsNullOrWhiteSpace(ticker) || string.Equals(ramEntry.Symbol, ticker, StringComparison.OrdinalIgnoreCase)))
{
return await BuildAnalysisWithLivePriceAsync(cleanIsin, ramEntry.Candles, ramEntry.Symbol, ramEntry.Currency, cancellationToken);
}
@@ -78,7 +81,7 @@ public class TechnicalAnalysisDbService : ITechnicalAnalysisDbService
// 2. Layer-2: Prüfen ob frische Daten in der Datenbank liegen
if (!forceRefresh)
{
var dbDto = await GetFromDbCacheAsync(cleanIsin, cancellationToken);
var dbDto = await GetFromDbCacheAsync(cleanIsin, ticker, cancellationToken);
if (dbDto != null)
{
_logger.LogDebug("[{Channel}] DB-Cache Hit for ISIN {Isin}.", "TechnicalAnalysisChannel", cleanIsin);
@@ -86,13 +89,11 @@ public class TechnicalAnalysisDbService : ITechnicalAnalysisDbService
}
}
// 3. Cache Miss / ForceRefresh: Vollständige Neuberechnung
return await FullRefreshAsync(cleanIsin, cancellationToken);
return await FullRefreshAsync(cleanIsin, ticker, cancellationToken);
}
finally
{
semaphore.Release();
// Speicher aufräumen, falls Lock nicht mehr genutzt wird
if (semaphore.CurrentCount == 1)
{
_perIsinLocks.TryRemove(cleanIsin, out _);
@@ -105,38 +106,41 @@ public class TechnicalAnalysisDbService : ITechnicalAnalysisDbService
if (string.IsNullOrWhiteSpace(isin)) return null;
var cleanIsin = isin.Trim().ToUpperInvariant();
var (livePrice, liveBid, liveAsk) = await FetchLivePriceAsync(cleanIsin, cancellationToken);
var (livePrice, liveBid, liveAsk, preChange) = await FetchLivePriceAsync(cleanIsin, cancellationToken);
if (!livePrice.HasValue) return null;
return new LivePriceDto(
cleanIsin,
Math.Round(livePrice.Value, 2),
0m, // Percent change optional
preChange ?? 0m,
liveBid.HasValue ? Math.Round(liveBid.Value, 2) : null,
liveAsk.HasValue ? Math.Round(liveAsk.Value, 2) : null
);
}
private async Task<TechnicalAnalysisDto?> FullRefreshAsync(string cleanIsin, CancellationToken cancellationToken)
private async Task<TechnicalAnalysisDto?> FullRefreshAsync(string cleanIsin, string? requestedTicker, CancellationToken cancellationToken)
{
_logger.LogInformation("[{Channel}] Full refresh for ISIN {Isin}", "TechnicalAnalysisChannel", cleanIsin);
_logger.LogInformation("[{Channel}] Full refresh for ISIN {Isin} (RequestedTicker: {Ticker})", "TechnicalAnalysisChannel", cleanIsin, requestedTicker ?? "None");
var tickerTask = _yahooScraper.ResolveTickerFromIsinAsync(cleanIsin, cancellationToken);
var macroTask = FetchMacroDataAsync(cancellationToken);
string? ticker = requestedTicker;
if (string.IsNullOrWhiteSpace(ticker))
{
ticker = await _yahooScraper.ResolveTickerFromIsinAsync(cleanIsin, cancellationToken);
}
await Task.WhenAll(tickerTask, macroTask);
var ticker = await tickerTask;
var querySymbol = !string.IsNullOrEmpty(ticker) ? ticker : cleanIsin;
var (vix, gspc, dxy) = await macroTask;
var yahooResult = await _yahooScraper.FetchHistoricalCandlesWithCurrencyAsync(querySymbol, "1y", "1d", cancellationToken);
// Lade 2y Daten für saubere Indikator-Aufwärmphasen
var yahooResult = await _yahooScraper.FetchHistoricalCandlesWithCurrencyAsync(querySymbol, "2y", "1d", cancellationToken);
var candles = yahooResult.Candles;
var currency = yahooResult.Currency;
if (candles.Count == 0 && querySymbol != cleanIsin)
{
yahooResult = await _yahooScraper.FetchHistoricalCandlesWithCurrencyAsync(cleanIsin, "1y", "1d", cancellationToken);
yahooResult = await _yahooScraper.FetchHistoricalCandlesWithCurrencyAsync(cleanIsin, "2y", "1d", cancellationToken);
candles = yahooResult.Candles;
currency = yahooResult.Currency;
}
@@ -147,67 +151,60 @@ public class TechnicalAnalysisDbService : ITechnicalAnalysisDbService
return null;
}
// In RAM-Cache sichern
_candleCache[cleanIsin] = (candles.Select(CloneCandle).ToList(), querySymbol, currency, DateTime.UtcNow);
// Live-Preis einpflegen
await MergeLivePriceAsync(cleanIsin, candles, querySymbol, cancellationToken);
await MergeLivePriceAsync(cleanIsin, candles, querySymbol, currency, cancellationToken);
var resultDto = BuildDto(cleanIsin, querySymbol, currency, candles, vix, gspc, dxy);
// Synchron und sicher in DB persistieren
await PersistToDbCacheAsync(cleanIsin, querySymbol, resultDto, cancellationToken);
return resultDto;
}
private async Task<TechnicalAnalysisDto> BuildAnalysisWithLivePriceAsync(
string cleanIsin, List<MarketCandleEntity> cachedCandles, string querySymbol, string currency, CancellationToken cancellationToken)
string cleanIsin, List<MarketCandleEntity> cachedCandles, string querySymbol, string currency,
CancellationToken cancellationToken)
{
var candles = cachedCandles.Select(CloneCandle).ToList();
var livePriceTask = FetchLivePriceAsync(cleanIsin, cancellationToken);
var macroTask = FetchMacroDataAsync(cancellationToken);
await Task.WhenAll(livePriceTask, macroTask);
var (livePrice, liveBid, liveAsk) = await livePriceTask;
var (livePrice, liveBid, liveAsk, preChange) = await livePriceTask; // Task-Result direkt nutzen
var (vix, gspc, dxy) = await macroTask;
if (livePrice.HasValue && livePrice.Value > 0m)
{
var today = DateTime.UtcNow.Date;
var lastCandle = candles.LastOrDefault(c => c.Timestamp.Date == today);
if (lastCandle != null)
{
lastCandle.Close = livePrice.Value;
lastCandle.High = Math.Max(lastCandle.High, livePrice.Value);
lastCandle.Low = Math.Min(lastCandle.Low, livePrice.Value);
if (liveBid.HasValue) lastCandle.Bid = liveBid.Value;
if (liveAsk.HasValue) lastCandle.Ask = liveAsk.Value;
}
else
{
var prevClose = candles.LastOrDefault()?.Close ?? livePrice.Value;
candles.Add(new MarketCandleEntity
{
Symbol = querySymbol, Interval = "1d", Timestamp = today,
Open = prevClose, High = Math.Max(prevClose, livePrice.Value),
Low = Math.Min(prevClose, livePrice.Value), Close = livePrice.Value,
Volume = 1000, Bid = liveBid, Ask = liveAsk
});
}
}
ApplyLivePriceToCandles(cleanIsin, candles, querySymbol, currency, livePrice, liveBid, liveAsk);
return BuildDto(cleanIsin, querySymbol, currency, candles, vix, gspc, dxy);
}
private async Task MergeLivePriceAsync(string cleanIsin, List<MarketCandleEntity> candles, string querySymbol, CancellationToken cancellationToken)
private async Task MergeLivePriceAsync(string cleanIsin, List<MarketCandleEntity> candles, string querySymbol, string currency,
CancellationToken cancellationToken)
{
var (livePrice, liveBid, liveAsk, _) = await FetchLivePriceAsync(cleanIsin, cancellationToken);
ApplyLivePriceToCandles(cleanIsin, candles, querySymbol, currency, livePrice, liveBid, liveAsk);
}
private void ApplyLivePriceToCandles(
string cleanIsin, List<MarketCandleEntity> candles, string querySymbol, string candleCurrency,
decimal? livePrice, decimal? liveBid, decimal? liveAsk)
{
var (livePrice, liveBid, liveAsk) = await FetchLivePriceAsync(cleanIsin, cancellationToken);
if (!livePrice.HasValue || livePrice.Value <= 0m) return;
// Währungsschutz: Trade Republic liefert IMMER EUR.
// Wenn die Kerzenhistorie USD ist (z.B. AAPL), darf der EUR-Livepreis NICHT direkt injiziert werden!
if (candleCurrency.Equals("USD", StringComparison.OrdinalIgnoreCase) && !cleanIsin.StartsWith("DE") && !cleanIsin.StartsWith("AT"))
{
_logger.LogDebug("[{Channel}] Skipping direct EUR live price injection for USD asset {Isin}", "TechnicalAnalysisChannel", cleanIsin);
return;
}
var today = DateTime.UtcNow.Date;
var lastCandle = candles.LastOrDefault(c => c.Timestamp.Date == today);
var lastCandle = candles.LastOrDefault(c => c.Timestamp.Date == today) ?? candles.LastOrDefault();
if (lastCandle != null)
{
lastCandle.Close = livePrice.Value;
@@ -216,39 +213,42 @@ public class TechnicalAnalysisDbService : ITechnicalAnalysisDbService
if (liveBid.HasValue) lastCandle.Bid = liveBid.Value;
if (liveAsk.HasValue) lastCandle.Ask = liveAsk.Value;
}
else
{
var prevClose = candles.LastOrDefault()?.Close ?? livePrice.Value;
candles.Add(new MarketCandleEntity
{
Symbol = querySymbol, Interval = "1d", Timestamp = today,
Open = prevClose, High = Math.Max(prevClose, livePrice.Value),
Low = Math.Min(prevClose, livePrice.Value), Close = livePrice.Value,
Volume = 1000, Bid = liveBid, Ask = liveAsk
});
}
}
private async Task<(decimal? livePrice, decimal? liveBid, decimal? liveAsk)> FetchLivePriceAsync(string cleanIsin, CancellationToken cancellationToken)
private async Task<(decimal? livePrice, decimal? liveBid, decimal? liveAsk, decimal? preChange)> FetchLivePriceAsync(
string cleanIsin, CancellationToken cancellationToken)
{
decimal? livePrice = null;
decimal? liveBid = null;
decimal? liveAsk = null;
decimal? preChange = null;
try
{
using var cts = CancellationTokenSource.CreateLinkedTokenSource(cancellationToken);
cts.CancelAfter(1500); // Maximal 1.5 Sekunden Wartezeit auf Ticker
cts.CancelAfter(1500);
var trTask = new TaskCompletionSource<bool>(TaskCreationOptions.RunContinuationsAsynchronously);
int? subId = await _trService.SubscribeRealtimeTickerAsync(cleanIsin, tick =>
{
if (tick.Last != null && tick.Last.PriceValue > 0m)
decimal? effectivePrice = tick.Bid?.PriceValue > 0m
? tick.Bid.PriceValue
: (tick.Last?.PriceValue > 0m ? tick.Last.PriceValue : null);
if (effectivePrice.HasValue)
{
livePrice = tick.Last.PriceValue;
livePrice = tick.Last?.PriceValue ?? effectivePrice.Value;
liveBid = tick.Bid?.PriceValue;
liveAsk = tick.Ask?.PriceValue;
decimal prePrice = tick.Pre?.PriceValue ?? 0m;
if (prePrice > 0m)
{
preChange = Math.Round(((effectivePrice.Value - prePrice) / prePrice) * 100m, 2);
}
trTask.TrySetResult(true);
}
}, cts.Token);
@@ -260,7 +260,7 @@ public class TechnicalAnalysisDbService : ITechnicalAnalysisDbService
await trTask.Task.WaitAsync(cts.Token);
}
catch (OperationCanceledException) { }
await _trService.UnsubscribeRealtimeTickerAsync(subId.Value);
}
}
@@ -269,10 +269,11 @@ public class TechnicalAnalysisDbService : ITechnicalAnalysisDbService
_logger.LogWarning(ex, "[{Channel}] Real-time price fetch skipped for ISIN {Isin}", "TechnicalAnalysisChannel", cleanIsin);
}
return (livePrice, liveBid, liveAsk);
return (livePrice, liveBid, liveAsk, preChange);
}
private async Task<(MacroDataEntity vix, MacroDataEntity gspc, MacroDataEntity dxy)> FetchMacroDataAsync(CancellationToken cancellationToken)
private async Task<(MacroDataEntity vix, MacroDataEntity gspc, MacroDataEntity dxy)> FetchMacroDataAsync(
CancellationToken cancellationToken)
{
var vixTask = _yahooScraper.FetchMacroTickerAsync("^VIX", cancellationToken);
var gspcTask = _yahooScraper.FetchMacroTickerAsync("^GSPC", cancellationToken);
@@ -287,7 +288,8 @@ public class TechnicalAnalysisDbService : ITechnicalAnalysisDbService
return (vix, gspc, dxy);
}
private TechnicalAnalysisDto BuildDto(string cleanIsin, string querySymbol, string currency, List<MarketCandleEntity> candles, MacroDataEntity vix, MacroDataEntity gspc, MacroDataEntity dxy)
private TechnicalAnalysisDto BuildDto(string cleanIsin, string querySymbol, string currency,
List<MarketCandleEntity> candles, MacroDataEntity vix, MacroDataEntity gspc, MacroDataEntity dxy)
{
var vixRegime = vix.Value > 25m ? "HighVolatility" : (vix.Value > 18m ? "Moderate" : "LowVolatility");
var summaryText = $"Markt-Vola (VIX: {vix.Value:F1}) ist {vixRegime}. S&P 500 Trend ist {gspc.TrendState}. DXY: {dxy.Value:F1}.";
@@ -312,7 +314,7 @@ public class TechnicalAnalysisDbService : ITechnicalAnalysisDbService
MarketRegime: marketRegime, Currency: currency);
}
private async Task<TechnicalAnalysisDto?> GetFromDbCacheAsync(string cleanIsin, CancellationToken cancellationToken)
private async Task<TechnicalAnalysisDto?> GetFromDbCacheAsync(string cleanIsin, string? requestedTicker, CancellationToken cancellationToken)
{
try
{
@@ -324,6 +326,10 @@ public class TechnicalAnalysisDbService : ITechnicalAnalysisDbService
if (cached != null && DateTime.UtcNow - cached.CalculatedAt < DbCacheTtl)
{
if (!string.IsNullOrWhiteSpace(requestedTicker) && !string.Equals(cached.Ticker, requestedTicker, StringComparison.OrdinalIgnoreCase))
{
return null; // Ticker mismatch, force refresh required
}
return JsonSerializer.Deserialize<TechnicalAnalysisDto>(cached.AnalysisJson);
}
}
@@ -335,7 +341,8 @@ public class TechnicalAnalysisDbService : ITechnicalAnalysisDbService
return null;
}
private async Task PersistToDbCacheAsync(string cleanIsin, string querySymbol, TechnicalAnalysisDto dto, CancellationToken cancellationToken)
private async Task PersistToDbCacheAsync(string cleanIsin, string querySymbol, TechnicalAnalysisDto dto,
CancellationToken cancellationToken)
{
try
{