feat(simulation): add quant simulation microservice with virtual backtest broker and replay engine
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using System;
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using System.ComponentModel.DataAnnotations;
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using System.ComponentModel.DataAnnotations.Schema;
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using FinlyticCore.Dtos.Simulation;
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namespace FinlyticSimulation.Database.Entities;
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[Table("simulation_runs")]
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public class SimulationRunEntity
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{
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[Key]
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public Guid Id { get; set; } = Guid.NewGuid();
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[Required]
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[MaxLength(20)]
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public string Isin { get; set; } = string.Empty;
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[MaxLength(30)]
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public string Symbol { get; set; } = string.Empty;
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[Required]
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[MaxLength(50)]
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public string StrategyKey { get; set; } = string.Empty;
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[Required]
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[MaxLength(10)]
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public string Timeframe { get; set; } = "15m";
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public DateTime StartDateUtc { get; set; }
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public DateTime EndDateUtc { get; set; }
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[Column(TypeName = "decimal(18,4)")]
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public decimal StartingCapital { get; set; }
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public int TotalTrades { get; set; }
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public int WinningTrades { get; set; }
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public int LosingTrades { get; set; }
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[Column(TypeName = "decimal(6,2)")]
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public decimal WinRatePercent { get; set; }
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[Column(TypeName = "decimal(8,4)")]
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public decimal ProfitFactor { get; set; }
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[Column(TypeName = "decimal(6,2)")]
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public decimal MaxDrawdownPercent { get; set; }
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[Column(TypeName = "decimal(8,2)")]
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public decimal TotalReturnPercent { get; set; }
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[Column(TypeName = "decimal(18,4)")]
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public decimal ExpectancyEur { get; set; }
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[Column(TypeName = "decimal(8,4)")]
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public decimal SharpeRatio { get; set; }
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public BacktestReportDto ReportJson { get; set; } = null!;
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public DateTime CreatedAtUtc { get; set; } = DateTime.UtcNow;
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}
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using System;
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using System.ComponentModel.DataAnnotations;
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using System.ComponentModel.DataAnnotations.Schema;
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namespace FinlyticSimulation.Database.Entities;
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[Table("simulation_strategy_matrix")]
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public class SimulationStrategyMatrixEntity
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{
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[Required]
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[MaxLength(20)]
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public string Isin { get; set; } = string.Empty;
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[Required]
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[MaxLength(50)]
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public string StrategyKey { get; set; } = string.Empty;
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[Required]
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[MaxLength(10)]
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public string Timeframe { get; set; } = "15m";
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public int SampleTradesCount { get; set; }
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[Column(TypeName = "decimal(6,2)")]
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public decimal WinRatePercent { get; set; }
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[Column(TypeName = "decimal(8,4)")]
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public decimal ProfitFactor { get; set; }
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[Column(TypeName = "decimal(6,2)")]
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public decimal MaxDrawdownPercent { get; set; }
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[Column(TypeName = "decimal(5,2)")]
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public decimal ReliabilityScore { get; set; } // 0 - 100
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public bool IsApproved { get; set; } = true;
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[MaxLength(30)]
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public string RecommendedAction { get; set; } = "NEUTRAL"; // "BOOST_SCORE", "NEUTRAL", "VETO_DISABLE"
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public Guid? LastBacktestRunId { get; set; }
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public DateTime UpdatedAtUtc { get; set; } = DateTime.UtcNow;
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}
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@@ -0,0 +1,29 @@
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using System;
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using System.Collections.Generic;
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using System.ComponentModel.DataAnnotations;
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using System.ComponentModel.DataAnnotations.Schema;
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namespace FinlyticSimulation.Database.Entities;
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/// <summary>
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/// A saved, named-by-(Isin, StrategyKey) set of tunable indicator parameter overrides (see
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/// <c>TechnicalContext.ParameterOverrides</c>), so a parameter set found useful via repeated backtest
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/// experimentation can be reused without retyping it every time. Purely a backtesting-side convenience - never
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/// read by live scanning (<c>FinlyticTechnicals.Services.TechnicalScoringEngine</c> never queries this table).
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/// </summary>
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[Table("simulation_strategy_parameters")]
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public class SimulationStrategyParameterEntity
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{
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[Required]
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[MaxLength(20)]
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public string Isin { get; set; } = string.Empty;
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[Required]
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[MaxLength(50)]
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public string StrategyKey { get; set; } = string.Empty;
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/// <summary>Keyed by <c>"{StrategyKey}.{ParameterName}"</c>, matching <c>TechnicalContext.ParameterOverrides</c> 1:1.</summary>
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public Dictionary<string, decimal> Parameters { get; set; } = new();
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public DateTime UpdatedAtUtc { get; set; } = DateTime.UtcNow;
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}
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