refactor(bot): update paper trading models, broker integration, background services, and test project

FinlyticBot/Database/BotDbContext.cs

@@ -1,45 +1,78 @@
 using System;
-using FinlyticBot.Entities;
+using System.Collections.Generic;
+using System.Text.Json;
 using FinlyticCore.Database;
+using FinlyticCore.Dtos.TechnicalAnalysis;
 using FinlyticCore.Entities.Settings;
+using FinlyticBot.Database.Entities;
 using Microsoft.EntityFrameworkCore;
+using Microsoft.EntityFrameworkCore.Design;
+using Microsoft.EntityFrameworkCore.Storage.ValueConversion;
 
 namespace FinlyticBot.Database;
 
 public class BotDbContext : DbContext, ISettingsDbContext
 {
-    public BotDbContext(DbContextOptions<BotDbContext> options) : base(options) { }
+    private static readonly JsonSerializerOptions JsonOptions = new()
+    {
+        PropertyNameCaseInsensitive = true,
+        PropertyNamingPolicy = JsonNamingPolicy.CamelCase,
+        WriteIndented = false
+    };
+
+    public BotDbContext(DbContextOptions<BotDbContext> options) : base(options)
+    {
+    }
 
     public DbSet<SettingEntity> DynamicSettings => Set<SettingEntity>();
-    public DbSet<ExecutedPaperTradeEntity> ExecutedPaperTrades => Set<ExecutedPaperTradeEntity>();
-    public DbSet<BotAuditLogEntity> BotAuditLogs => Set<BotAuditLogEntity>();
+    public DbSet<BotPositionEntity> Positions => Set<BotPositionEntity>();
+    public DbSet<BotPortfolioSnapshotEntity> PortfolioSnapshots => Set<BotPortfolioSnapshotEntity>();
 
     protected override void OnModelCreating(ModelBuilder modelBuilder)
     {
         base.OnModelCreating(modelBuilder);
 
+        // 1. Settings Table
         modelBuilder.Entity<SettingEntity>(entity =>
         {
             entity.HasKey(e => e.Id);
             entity.HasIndex(e => e.Key).IsUnique();
         });
 
-        modelBuilder.Entity<ExecutedPaperTradeEntity>(entity =>
+        // 2. ExitPlan JSONB Converter
+        var exitPlanConverter = new ValueConverter<ExitPlan, string>(
+            v => JsonSerializer.Serialize(v, JsonOptions),
+            v => JsonSerializer.Deserialize<ExitPlan>(v, JsonOptions) ?? new ExitPlan(ExitStrategyType.FixedSingleTarget, 0m, new List<TakeProfitStage>(), null, null, null, null)
+        );
+
+        // 3. Bot Positions Table
+        modelBuilder.Entity<BotPositionEntity>(entity =>
         {
-            entity.HasIndex(e => e.TradeId).IsUnique();
-            entity.HasIndex(e => e.Symbol);
-            entity.HasIndex(e => e.Isin);
-            entity.HasIndex(e => e.AlpacaOrderId);
-            entity.HasIndex(e => e.Status);
-            entity.HasIndex(e => e.PlacedAt);
+            entity.HasKey(e => e.Id);
+            entity.HasIndex(e => new { e.Status, e.Venue });
+            entity.HasIndex(e => e.OpenedAtUtc);
+            entity.HasIndex(e => e.ProposalId);
+
+            entity.Property(e => e.ExitPlan)
+                .HasColumnType("jsonb")
+                .HasConversion(exitPlanConverter);
         });
 
-        modelBuilder.Entity<BotAuditLogEntity>(entity =>
+        // 4. Portfolio Snapshots Table
+        modelBuilder.Entity<BotPortfolioSnapshotEntity>(entity =>
         {
-            entity.HasIndex(e => e.TradeId);
-            entity.HasIndex(e => e.Symbol);
-            entity.HasIndex(e => e.Action);
-            entity.HasIndex(e => e.Timestamp);
+            entity.HasKey(e => e.Id);
+            entity.HasIndex(e => e.SnapshotDateUtc);
         });
     }
 }
+
+public class BotDbContextFactory : IDesignTimeDbContextFactory<BotDbContext>
+{
+    public BotDbContext CreateDbContext(string[] args)
+    {
+        var optionsBuilder = new DbContextOptionsBuilder<BotDbContext>();
+        optionsBuilder.UseNpgsql("Host=localhost;Database=finlytic_bot;Username=postgres;Password=postgres");
+        return new BotDbContext(optionsBuilder.Options);
+    }
+}

FinlyticBot/Database/Entities/BotPortfolioSnapshotEntity.cs

@@ -0,0 +1,33 @@
+using System;
+using System.ComponentModel.DataAnnotations;
+using System.ComponentModel.DataAnnotations.Schema;
+
+namespace FinlyticBot.Database.Entities;
+
+[Table("bot_portfolio_snapshots")]
+public class BotPortfolioSnapshotEntity
+{
+    [Key]
+    public Guid Id { get; set; } = Guid.NewGuid();
+
+    public DateTime SnapshotDateUtc { get; set; } = DateTime.UtcNow;
+
+    [Column(TypeName = "decimal(18,4)")]
+    public decimal TotalEquityEur { get; set; }
+
+    [Column(TypeName = "decimal(18,4)")]
+    public decimal CashEur { get; set; }
+
+    public int OpenPositionsCount { get; set; }
+
+    [Column(TypeName = "decimal(18,4)")]
+    public decimal DailyRealizedPnlEur { get; set; }
+
+    [Column(TypeName = "decimal(18,4)")]
+    public decimal TotalUnrealizedPnlEur { get; set; }
+
+    [Column(TypeName = "decimal(6,2)")]
+    public decimal? WinRatePercent { get; set; }
+
+    public DateTime CreatedAtUtc { get; set; } = DateTime.UtcNow;
+}

FinlyticBot/Database/Entities/BotPositionEntity.cs

@@ -0,0 +1,74 @@
+using System;
+using System.ComponentModel.DataAnnotations;
+using System.ComponentModel.DataAnnotations.Schema;
+using FinlyticCore.Dtos.Bot;
+using FinlyticCore.Dtos.TechnicalAnalysis;
+using FinlyticCore.Dtos.Trading;
+
+namespace FinlyticBot.Database.Entities;
+
+[Table("bot_positions")]
+public class BotPositionEntity
+{
+    [Key]
+    public Guid Id { get; set; } = Guid.NewGuid();
+
+    public Guid ProposalId { get; set; }
+
+    [Required]
+    [MaxLength(20)]
+    public string Isin { get; set; } = string.Empty;
+
+    [MaxLength(30)]
+    public string Symbol { get; set; } = string.Empty;
+
+    public BotExecutionVenue Venue { get; set; } = BotExecutionVenue.SyntheticPaperBroker;
+
+    [MaxLength(60)]
+    public string? AlpacaOrderId { get; set; }
+
+    [MaxLength(60)]
+    public string? ClientOrderId { get; set; }
+
+    public SignalDirection Direction { get; set; } = SignalDirection.Buy;
+
+    [Column(TypeName = "decimal(18,4)")]
+    public decimal Quantity { get; set; }
+
+    [Column(TypeName = "decimal(18,4)")]
+    public decimal EntryPrice { get; set; }
+
+    [Column(TypeName = "decimal(18,4)")]
+    public decimal AverageBuyIn { get; set; }
+
+    [Column(TypeName = "decimal(18,4)")]
+    public decimal InitialStopLoss { get; set; }
+
+    [Column(TypeName = "decimal(18,4)")]
+    public decimal CurrentStopLoss { get; set; }
+
+    [Column(TypeName = "decimal(18,4)")]
+    public decimal CurrentPrice { get; set; }
+
+    [Column(TypeName = "decimal(18,4)")]
+    public decimal TakeProfit1 { get; set; }
+
+    [Column(TypeName = "decimal(18,4)")]
+    public decimal TakeProfit2 { get; set; }
+
+    [Column(TypeName = "decimal(18,4)")]
+    public decimal RealizedPnlEur { get; set; }
+
+    [Column(TypeName = "decimal(18,4)")]
+    public decimal TotalFeesEur { get; set; }
+
+    public BotPositionStatus Status { get; set; } = BotPositionStatus.Active;
+
+    public ExitPlan ExitPlan { get; set; } = null!;
+
+    public DateTime OpenedAtUtc { get; set; } = DateTime.UtcNow;
+
+    public DateTime? ClosedAtUtc { get; set; }
+
+    public DateTime LastSyncAtUtc { get; set; } = DateTime.UtcNow;
+}