feat(core): add shared DTOs, MqttTopics constants, DatabaseBootstrapper, and ManagedMqttClient extensions

FinlyticCore/Dtos/TechnicalAnalysis/TechnicalContext.cs

@@ -0,0 +1,80 @@
+using System;
+using System.Collections.Generic;
+
+namespace FinlyticCore.Dtos.TechnicalAnalysis;
+
+/// <summary>
+/// Execution context supplied to pattern detectors and strategy evaluators containing multi-timeframe candles and indicators.
+/// </summary>
+public class TechnicalContext
+{
+    public string Isin { get; init; } = string.Empty;
+    public string Symbol { get; init; } = string.Empty;
+    public string Timeframe { get; init; } = "15m";
+    public DateTime TimestampUtc { get; init; } = DateTime.UtcNow;
+    public decimal CurrentPrice { get; init; }
+    public decimal CurrentSpread { get; init; }
+    public bool IsSpreadVolatile { get; init; }
+    public decimal CurrentAtr { get; init; }
+    public MarketRegime Regime { get; init; } = MarketRegime.LowVolatilityRangebound;
+
+    /// <summary>
+    /// Multi-timeframe historical candles (e.g. "1m", "5m", "15m", "1h", "1d").
+    /// </summary>
+    public Dictionary<string, IReadOnlyList<CandleDto>> MultiTimeframeCandles { get; init; } = new(StringComparer.OrdinalIgnoreCase);
+
+    /// <summary>
+    /// Pre-calculated mathematical indicator values for the primary timeframe.
+    /// </summary>
+    public Dictionary<string, decimal> Indicators { get; init; } = new(StringComparer.OrdinalIgnoreCase);
+
+    /// <summary>
+    /// Per-run overrides for a strategy's tunable indicator parameters (e.g. <c>"MeanReversion.RsiOversold"</c>),
+    /// keyed by <c>"{StrategyKey}.{ParameterName}"</c> so a single context could in principle carry overrides
+    /// for more than one strategy without name collisions. Always empty for live scanning
+    /// (<c>TechnicalScoringEngine</c> never populates this - Rules.md §4: no silent behavior change to live
+    /// trade generation as a side effect of a backtesting feature); populated only by
+    /// <c>FinlyticSimulation.Engine.HistoricalReplayRunner</c> from <c>BacktestRequestDto.StrategyParameters</c>,
+    /// so per-asset/per-strategy tuning is opt-in and scoped to backtesting. See <see cref="GetParameter"/>.
+    /// </summary>
+    public Dictionary<string, decimal> ParameterOverrides { get; init; } = new(StringComparer.OrdinalIgnoreCase);
+
+    /// <summary>
+    /// Resolves a tunable strategy parameter: the override in <see cref="ParameterOverrides"/> under
+    /// <c>"{strategyKey}.{parameterName}"</c> if present, otherwise <paramref name="defaultValue"/> (the
+    /// strategy's own hardcoded default, unchanged from before parametrization existed).
+    /// </summary>
+    public decimal GetParameter(string strategyKey, string parameterName, decimal defaultValue)
+    {
+        return ParameterOverrides.TryGetValue($"{strategyKey}.{parameterName}", out var v) ? v : defaultValue;
+    }
+
+    /// <summary>
+    /// Gets the candles for a specific timeframe (defaults to empty list if not found).
+    /// </summary>
+    public IReadOnlyList<CandleDto> GetCandles(string timeframe)
+    {
+        if (MultiTimeframeCandles.TryGetValue(timeframe, out var list))
+        {
+            return list;
+        }
+        return [];
+    }
+
+    /// <summary>
+    /// Gets the primary timeframe candle sequence.
+    /// </summary>
+    public IReadOnlyList<CandleDto> PrimaryCandles => GetCandles(Timeframe);
+
+    /// <summary>
+    /// Gets a specific indicator value or null if not computed.
+    /// </summary>
+    public decimal? GetIndicator(string key)
+    {
+        if (Indicators.TryGetValue(key, out var val))
+        {
+            return val;
+        }
+        return null;
+    }
+}