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

2026-08-24 21:37:10 +02:00
parent 5c95dd182c
commit 7060f0f7b1
32 changed files with 1904 additions and 1477 deletions
@@ -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;
+}
@@ -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;
+}