feat(simulation): add quant simulation microservice with virtual backtest broker and replay engine

2026-08-24 21:36:20 +02:00
parent f43ce2b7e9
commit a4959658a2
22 changed files with 2600 additions and 0 deletions
@@ -0,0 +1,44 @@
+using System;
+using System.ComponentModel.DataAnnotations;
+using System.ComponentModel.DataAnnotations.Schema;
+
+namespace FinlyticSimulation.Database.Entities;
+
+[Table("simulation_strategy_matrix")]
+public class SimulationStrategyMatrixEntity
+{
+    [Required]
+    [MaxLength(20)]
+    public string Isin { get; set; } = string.Empty;
+
+    [Required]
+    [MaxLength(50)]
+    public string StrategyKey { get; set; } = string.Empty;
+
+    [Required]
+    [MaxLength(10)]
+    public string Timeframe { get; set; } = "15m";
+
+    public int SampleTradesCount { get; set; }
+
+    [Column(TypeName = "decimal(6,2)")]
+    public decimal WinRatePercent { get; set; }
+
+    [Column(TypeName = "decimal(8,4)")]
+    public decimal ProfitFactor { get; set; }
+
+    [Column(TypeName = "decimal(6,2)")]
+    public decimal MaxDrawdownPercent { get; set; }
+
+    [Column(TypeName = "decimal(5,2)")]
+    public decimal ReliabilityScore { get; set; } // 0 - 100
+
+    public bool IsApproved { get; set; } = true;
+
+    [MaxLength(30)]
+    public string RecommendedAction { get; set; } = "NEUTRAL"; // "BOOST_SCORE", "NEUTRAL", "VETO_DISABLE"
+
+    public Guid? LastBacktestRunId { get; set; }
+
+    public DateTime UpdatedAtUtc { get; set; } = DateTime.UtcNow;
+}