feat(engine): add FinlyticEngine microservice with trade lifecycle, AI reasoning gate, composite scoring, and unit tests
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using System;
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using System.Collections.Generic;
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using System.Linq;
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using System.Text.Json;
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using FinlyticCore.Database;
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using FinlyticCore.Dtos.TechnicalAnalysis;
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using FinlyticCore.Dtos.Trading;
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using FinlyticCore.Entities.Settings;
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using FinlyticEngine.Database.Entities;
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using Microsoft.EntityFrameworkCore;
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using Microsoft.EntityFrameworkCore.ChangeTracking;
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using Microsoft.EntityFrameworkCore.Design;
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using Microsoft.EntityFrameworkCore.Storage.ValueConversion;
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namespace FinlyticEngine.Database;
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public class EngineDbContext : DbContext, ISettingsDbContext
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{
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private static readonly JsonSerializerOptions JsonOptions = new()
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{
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PropertyNameCaseInsensitive = true,
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PropertyNamingPolicy = JsonNamingPolicy.CamelCase,
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WriteIndented = false
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};
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public EngineDbContext(DbContextOptions<EngineDbContext> options) : base(options)
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{
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}
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public DbSet<SettingEntity> DynamicSettings => Set<SettingEntity>();
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public DbSet<EngineTradeProposalEntity> TradeProposals => Set<EngineTradeProposalEntity>();
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public DbSet<EngineTradeEntity> Trades => Set<EngineTradeEntity>();
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public DbSet<EngineTradeFillEntity> TradeFills => Set<EngineTradeFillEntity>();
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public DbSet<EngineEvaluationSnapshotEntity> Snapshots => Set<EngineEvaluationSnapshotEntity>();
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public DbSet<EngineScanCycleEntity> ScanCycles => Set<EngineScanCycleEntity>();
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protected override void OnModelCreating(ModelBuilder modelBuilder)
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{
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base.OnModelCreating(modelBuilder);
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// 1. Settings Table
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modelBuilder.Entity<SettingEntity>(entity =>
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{
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entity.HasKey(e => e.Id);
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entity.HasIndex(e => e.Key).IsUnique();
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});
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// 2. Converters for JSONB Columns
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var exitPlanConverter = new ValueConverter<ExitPlan, string>(
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v => JsonSerializer.Serialize(v, JsonOptions),
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v => JsonSerializer.Deserialize<ExitPlan>(v, JsonOptions) ?? new ExitPlan(ExitStrategyType.FixedSingleTarget, 0m, new List<TakeProfitStage>(), null, null, null, null)
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);
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var aiValidationConverter = new ValueConverter<AiValidationResultDto, string>(
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v => JsonSerializer.Serialize(v, JsonOptions),
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v => JsonSerializer.Deserialize<AiValidationResultDto>(v, JsonOptions) ?? new AiValidationResultDto(
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IsApproved: false,
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Confidence: null,
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Source: ValidationSource.RuleBased,
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ThesisSummary: "",
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InvalidationReason: "",
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KeyCatalysts: new List<string>(),
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IdentifiedRisks: new List<string>())
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);
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var derivativeSelectionConverter = new ValueConverter<DerivativeSelectionDto?, string>(
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v => v == null ? "{}" : JsonSerializer.Serialize(v, JsonOptions),
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v => string.IsNullOrWhiteSpace(v) || v == "{}" ? null : JsonSerializer.Deserialize<DerivativeSelectionDto>(v, JsonOptions)
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);
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var stringListConverter = new ValueConverter<List<string>, string>(
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v => JsonSerializer.Serialize(v, JsonOptions),
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v => JsonSerializer.Deserialize<List<string>>(v, JsonOptions) ?? new List<string>()
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);
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// EF Core cannot infer change-tracking equality for a mutable List<string> on its own; an explicit
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// comparer avoids a "detected changes every SaveChanges" model-validation warning for CandidateIsins.
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var stringListComparer = new ValueComparer<List<string>>(
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(a, b) => (a ?? new List<string>()).SequenceEqual(b ?? new List<string>()),
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v => v.Aggregate(0, (hash, s) => HashCode.Combine(hash, s.GetHashCode())),
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v => v.ToList()
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);
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// 3. Trade Proposals Table
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modelBuilder.Entity<EngineTradeProposalEntity>(entity =>
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{
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entity.HasKey(e => e.Id);
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entity.HasIndex(e => new { e.UnderlyingIsin, e.IsActive, e.ExpiresAtUtc });
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entity.HasIndex(e => e.CreatedAtUtc);
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entity.HasIndex(e => e.CompositeScore);
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entity.Property(e => e.ExitPlan)
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.HasColumnType("jsonb")
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.HasConversion(exitPlanConverter);
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entity.Property(e => e.AiValidation)
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.HasColumnType("jsonb")
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.HasConversion(aiValidationConverter);
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entity.Property(e => e.SelectedDerivative)
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.HasColumnType("jsonb")
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.HasConversion(derivativeSelectionConverter);
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});
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// 4. Active Trades Table
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modelBuilder.Entity<EngineTradeEntity>(entity =>
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{
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entity.HasKey(e => e.Id);
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entity.HasIndex(e => new { e.Status, e.UnderlyingIsin });
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entity.HasIndex(e => e.OpenedAtUtc);
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// Every trade read/mutation in TradeLifecycleService filters on (UserId, Status) together:
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// GetActiveTradesAsync always scopes to a single user's rows and then excludes terminal statuses,
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// and AddTradeFill/UpdateStopLoss/CloseTrade all load a single trade by (Id, UserId). UserId leads
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// the composite index because it is the tenant boundary predicate applied on every single query
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// (see EngineTradeEntity.UserId doc comment), while Status is the next most common co-filter.
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entity.HasIndex(e => new { e.UserId, e.Status });
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// Prevents the same user from accepting the same proposal twice (see the read-then-write check in
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// TradeLifecycleService.CreateTradeFromProposalAsync, which is not atomic under concurrent requests).
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// Partial index: manually created trades (Task "manual trade creation") all carry
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// ProposalId == Guid.Empty, which is not a real proposal, so those rows are deliberately excluded
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// from uniqueness — otherwise every user would be limited to a single manual trade ever.
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entity.HasIndex(e => new { e.UserId, e.ProposalId })
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.IsUnique()
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.HasFilter("\"ProposalId\" <> '00000000-0000-0000-0000-000000000000'");
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entity.Property(e => e.ExitPlan)
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.HasColumnType("jsonb")
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.HasConversion(exitPlanConverter);
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entity.HasMany(e => e.Fills)
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.WithOne(f => f.Trade)
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.HasForeignKey(f => f.TradeId)
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.OnDelete(DeleteBehavior.Cascade);
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});
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// 5. Trade Fills Table
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modelBuilder.Entity<EngineTradeFillEntity>(entity =>
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{
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entity.HasKey(e => e.Id);
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entity.HasIndex(e => new { e.TradeId, e.ExecutedAtUtc });
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});
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// 6. Snapshots Table
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modelBuilder.Entity<EngineEvaluationSnapshotEntity>(entity =>
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{
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entity.HasKey(e => e.Id);
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entity.HasIndex(e => new { e.Isin, e.EvaluatedAtUtc });
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entity.HasIndex(e => e.CompositeOpportunityScore);
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// Every admin evaluation-history query (AdminEvaluationHistoryController /
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// EngineGetEvaluationHistory) orders by EvaluatedAtUtc and optionally filters on OutcomeReason
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// and/or TriggerSource, so those are indexed alongside the timestamp rather than on their own.
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entity.HasIndex(e => new { e.OutcomeReason, e.EvaluatedAtUtc });
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entity.HasIndex(e => new { e.TriggerSource, e.EvaluatedAtUtc });
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// Without this, EF Core's migration for this new column would fall back to bool's CLR default
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// (false) for every pre-existing row - which would make old rows read as "simulation vetoed" even
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// though this gate simply did not exist yet for them. true matches PassedSimulationVeto's own
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// C# property default (and ScoringResult's), the more honest "not vetoed" reading for old data.
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entity.Property(e => e.PassedSimulationVeto).HasDefaultValue(true);
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// Same reasoning as PassedSimulationVeto above: pre-existing rows must read as "gate not evaluated
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// / not blocked" rather than fabricating a "blocked" reading for a gate that did not exist yet.
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entity.Property(e => e.PassedDividendGate).HasDefaultValue(true);
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});
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// 7. Scan Cycles Table (Task 3: minimal visibility into the engine-side candidate set per poller cycle)
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modelBuilder.Entity<EngineScanCycleEntity>(entity =>
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{
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entity.HasKey(e => e.Id);
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entity.HasIndex(e => e.CycleStartedAtUtc);
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entity.Property(e => e.CandidateIsins)
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.HasColumnType("jsonb")
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.HasConversion(stringListConverter, stringListComparer);
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});
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}
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}
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public class EngineDbContextFactory : IDesignTimeDbContextFactory<EngineDbContext>
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{
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public EngineDbContext CreateDbContext(string[] args)
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{
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var optionsBuilder = new DbContextOptionsBuilder<EngineDbContext>();
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optionsBuilder.UseNpgsql("Host=localhost;Database=finlytic_engine;Username=postgres;Password=postgres");
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return new EngineDbContext(optionsBuilder.Options);
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}
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}
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