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

This commit is contained in:
2026-08-24 21:36:20 +02:00
parent f43ce2b7e9
commit a4959658a2
22 changed files with 2600 additions and 0 deletions
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using System;
using System.Collections.Generic;
using System.ComponentModel.DataAnnotations;
using System.ComponentModel.DataAnnotations.Schema;
namespace FinlyticSimulation.Database.Entities;
/// <summary>
/// A saved, named-by-(Isin, StrategyKey) set of tunable indicator parameter overrides (see
/// <c>TechnicalContext.ParameterOverrides</c>), so a parameter set found useful via repeated backtest
/// experimentation can be reused without retyping it every time. Purely a backtesting-side convenience - never
/// read by live scanning (<c>FinlyticTechnicals.Services.TechnicalScoringEngine</c> never queries this table).
/// </summary>
[Table("simulation_strategy_parameters")]
public class SimulationStrategyParameterEntity
{
[Required]
[MaxLength(20)]
public string Isin { get; set; } = string.Empty;
[Required]
[MaxLength(50)]
public string StrategyKey { get; set; } = string.Empty;
/// <summary>Keyed by <c>"{StrategyKey}.{ParameterName}"</c>, matching <c>TechnicalContext.ParameterOverrides</c> 1:1.</summary>
public Dictionary<string, decimal> Parameters { get; set; } = new();
public DateTime UpdatedAtUtc { get; set; } = DateTime.UtcNow;
}