feat(simulation): add quant simulation microservice with virtual backtest broker and replay engine
This commit is contained in:
+191
@@ -0,0 +1,191 @@
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// <auto-generated />
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using System;
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using FinlyticSimulation.Database;
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using Microsoft.EntityFrameworkCore;
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using Microsoft.EntityFrameworkCore.Infrastructure;
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using Microsoft.EntityFrameworkCore.Migrations;
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using Microsoft.EntityFrameworkCore.Storage.ValueConversion;
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using Npgsql.EntityFrameworkCore.PostgreSQL.Metadata;
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#nullable disable
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namespace FinlyticSimulation.Migrations
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{
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[DbContext(typeof(SimulationDbContext))]
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[Migration("20260819191418_InitialSimulationMigration")]
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partial class InitialSimulationMigration
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{
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/// <inheritdoc />
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protected override void BuildTargetModel(ModelBuilder modelBuilder)
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{
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#pragma warning disable 612, 618
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modelBuilder
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.HasAnnotation("ProductVersion", "10.0.9")
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.HasAnnotation("Relational:MaxIdentifierLength", 63);
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NpgsqlModelBuilderExtensions.UseIdentityByDefaultColumns(modelBuilder);
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modelBuilder.Entity("FinlyticCore.Entities.Settings.SettingEntity", b =>
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{
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b.Property<Guid>("Id")
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.ValueGeneratedOnAdd()
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.HasColumnType("uuid");
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b.Property<string>("Key")
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.IsRequired()
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.HasMaxLength(150)
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.HasColumnType("character varying(150)");
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b.Property<DateTime>("LastUpdatedUtc")
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.HasColumnType("timestamp with time zone");
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b.Property<string>("ServiceIdentifier")
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.IsRequired()
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.HasMaxLength(100)
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.HasColumnType("character varying(100)");
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b.Property<string>("ValueJson")
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.IsRequired()
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.HasColumnType("text");
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b.HasKey("Id");
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b.HasIndex("Key")
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.IsUnique();
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b.ToTable("DynamicSettings");
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});
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modelBuilder.Entity("FinlyticSimulation.Database.Entities.SimulationRunEntity", b =>
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{
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b.Property<Guid>("Id")
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.ValueGeneratedOnAdd()
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.HasColumnType("uuid");
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b.Property<DateTime>("CreatedAtUtc")
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.HasColumnType("timestamp with time zone");
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b.Property<DateTime>("EndDateUtc")
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.HasColumnType("timestamp with time zone");
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b.Property<decimal>("ExpectancyEur")
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.HasColumnType("decimal(18,4)");
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b.Property<string>("Isin")
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.IsRequired()
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.HasMaxLength(20)
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.HasColumnType("character varying(20)");
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b.Property<int>("LosingTrades")
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.HasColumnType("integer");
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b.Property<decimal>("MaxDrawdownPercent")
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.HasColumnType("decimal(6,2)");
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b.Property<decimal>("ProfitFactor")
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.HasColumnType("decimal(8,4)");
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b.Property<string>("ReportJson")
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.IsRequired()
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.HasColumnType("jsonb");
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b.Property<decimal>("SharpeRatio")
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.HasColumnType("decimal(8,4)");
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b.Property<DateTime>("StartDateUtc")
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.HasColumnType("timestamp with time zone");
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b.Property<decimal>("StartingCapital")
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.HasColumnType("decimal(18,4)");
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b.Property<string>("StrategyKey")
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.IsRequired()
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.HasMaxLength(50)
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.HasColumnType("character varying(50)");
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b.Property<string>("Symbol")
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.IsRequired()
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.HasMaxLength(30)
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.HasColumnType("character varying(30)");
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b.Property<string>("Timeframe")
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.IsRequired()
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.HasMaxLength(10)
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.HasColumnType("character varying(10)");
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b.Property<decimal>("TotalReturnPercent")
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.HasColumnType("decimal(8,2)");
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b.Property<int>("TotalTrades")
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.HasColumnType("integer");
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b.Property<decimal>("WinRatePercent")
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.HasColumnType("decimal(6,2)");
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b.Property<int>("WinningTrades")
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.HasColumnType("integer");
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b.HasKey("Id");
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b.HasIndex("CreatedAtUtc");
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b.HasIndex("Isin", "StrategyKey", "Timeframe");
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b.ToTable("simulation_runs");
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});
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modelBuilder.Entity("FinlyticSimulation.Database.Entities.SimulationStrategyMatrixEntity", b =>
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{
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b.Property<string>("Isin")
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.HasMaxLength(20)
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.HasColumnType("character varying(20)");
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b.Property<string>("StrategyKey")
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.HasMaxLength(50)
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.HasColumnType("character varying(50)");
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b.Property<string>("Timeframe")
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.HasMaxLength(10)
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.HasColumnType("character varying(10)");
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b.Property<bool>("IsApproved")
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.HasColumnType("boolean");
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b.Property<Guid?>("LastBacktestRunId")
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.HasColumnType("uuid");
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b.Property<decimal>("MaxDrawdownPercent")
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.HasColumnType("decimal(6,2)");
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b.Property<decimal>("ProfitFactor")
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.HasColumnType("decimal(8,4)");
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b.Property<string>("RecommendedAction")
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.IsRequired()
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.HasMaxLength(30)
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.HasColumnType("character varying(30)");
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b.Property<decimal>("ReliabilityScore")
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.HasColumnType("decimal(5,2)");
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b.Property<int>("SampleTradesCount")
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.HasColumnType("integer");
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b.Property<DateTime>("UpdatedAtUtc")
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.HasColumnType("timestamp with time zone");
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b.Property<decimal>("WinRatePercent")
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.HasColumnType("decimal(6,2)");
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b.HasKey("Isin", "StrategyKey", "Timeframe");
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b.HasIndex("ReliabilityScore");
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b.HasIndex("Isin", "IsApproved");
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b.ToTable("simulation_strategy_matrix");
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});
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#pragma warning restore 612, 618
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}
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}
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}
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@@ -0,0 +1,120 @@
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using System;
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using Microsoft.EntityFrameworkCore.Migrations;
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#nullable disable
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namespace FinlyticSimulation.Migrations
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{
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/// <inheritdoc />
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public partial class InitialSimulationMigration : Migration
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{
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/// <inheritdoc />
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protected override void Up(MigrationBuilder migrationBuilder)
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{
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migrationBuilder.CreateTable(
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name: "DynamicSettings",
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columns: table => new
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{
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Id = table.Column<Guid>(type: "uuid", nullable: false),
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Key = table.Column<string>(type: "character varying(150)", maxLength: 150, nullable: false),
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ValueJson = table.Column<string>(type: "text", nullable: false),
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ServiceIdentifier = table.Column<string>(type: "character varying(100)", maxLength: 100, nullable: false),
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LastUpdatedUtc = table.Column<DateTime>(type: "timestamp with time zone", nullable: false)
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},
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constraints: table =>
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{
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table.PrimaryKey("PK_DynamicSettings", x => x.Id);
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});
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migrationBuilder.CreateTable(
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name: "simulation_runs",
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columns: table => new
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{
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Id = table.Column<Guid>(type: "uuid", nullable: false),
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Isin = table.Column<string>(type: "character varying(20)", maxLength: 20, nullable: false),
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Symbol = table.Column<string>(type: "character varying(30)", maxLength: 30, nullable: false),
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StrategyKey = table.Column<string>(type: "character varying(50)", maxLength: 50, nullable: false),
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Timeframe = table.Column<string>(type: "character varying(10)", maxLength: 10, nullable: false),
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StartDateUtc = table.Column<DateTime>(type: "timestamp with time zone", nullable: false),
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EndDateUtc = table.Column<DateTime>(type: "timestamp with time zone", nullable: false),
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StartingCapital = table.Column<decimal>(type: "numeric(18,4)", nullable: false),
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TotalTrades = table.Column<int>(type: "integer", nullable: false),
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WinningTrades = table.Column<int>(type: "integer", nullable: false),
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LosingTrades = table.Column<int>(type: "integer", nullable: false),
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WinRatePercent = table.Column<decimal>(type: "numeric(6,2)", nullable: false),
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ProfitFactor = table.Column<decimal>(type: "numeric(8,4)", nullable: false),
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MaxDrawdownPercent = table.Column<decimal>(type: "numeric(6,2)", nullable: false),
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TotalReturnPercent = table.Column<decimal>(type: "numeric(8,2)", nullable: false),
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ExpectancyEur = table.Column<decimal>(type: "numeric(18,4)", nullable: false),
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SharpeRatio = table.Column<decimal>(type: "numeric(8,4)", nullable: false),
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ReportJson = table.Column<string>(type: "jsonb", nullable: false),
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CreatedAtUtc = table.Column<DateTime>(type: "timestamp with time zone", nullable: false)
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},
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constraints: table =>
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{
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table.PrimaryKey("PK_simulation_runs", x => x.Id);
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});
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migrationBuilder.CreateTable(
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name: "simulation_strategy_matrix",
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columns: table => new
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{
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Isin = table.Column<string>(type: "character varying(20)", maxLength: 20, nullable: false),
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StrategyKey = table.Column<string>(type: "character varying(50)", maxLength: 50, nullable: false),
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Timeframe = table.Column<string>(type: "character varying(10)", maxLength: 10, nullable: false),
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SampleTradesCount = table.Column<int>(type: "integer", nullable: false),
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WinRatePercent = table.Column<decimal>(type: "numeric(6,2)", nullable: false),
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ProfitFactor = table.Column<decimal>(type: "numeric(8,4)", nullable: false),
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MaxDrawdownPercent = table.Column<decimal>(type: "numeric(6,2)", nullable: false),
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ReliabilityScore = table.Column<decimal>(type: "numeric(5,2)", nullable: false),
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IsApproved = table.Column<bool>(type: "boolean", nullable: false),
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RecommendedAction = table.Column<string>(type: "character varying(30)", maxLength: 30, nullable: false),
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LastBacktestRunId = table.Column<Guid>(type: "uuid", nullable: true),
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UpdatedAtUtc = table.Column<DateTime>(type: "timestamp with time zone", nullable: false)
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},
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constraints: table =>
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{
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table.PrimaryKey("PK_simulation_strategy_matrix", x => new { x.Isin, x.StrategyKey, x.Timeframe });
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});
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migrationBuilder.CreateIndex(
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name: "IX_DynamicSettings_Key",
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table: "DynamicSettings",
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column: "Key",
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unique: true);
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migrationBuilder.CreateIndex(
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name: "IX_simulation_runs_CreatedAtUtc",
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table: "simulation_runs",
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column: "CreatedAtUtc");
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migrationBuilder.CreateIndex(
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name: "IX_simulation_runs_Isin_StrategyKey_Timeframe",
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table: "simulation_runs",
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columns: new[] { "Isin", "StrategyKey", "Timeframe" });
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migrationBuilder.CreateIndex(
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name: "IX_simulation_strategy_matrix_Isin_IsApproved",
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table: "simulation_strategy_matrix",
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columns: new[] { "Isin", "IsApproved" });
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migrationBuilder.CreateIndex(
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name: "IX_simulation_strategy_matrix_ReliabilityScore",
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table: "simulation_strategy_matrix",
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column: "ReliabilityScore");
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}
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/// <inheritdoc />
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protected override void Down(MigrationBuilder migrationBuilder)
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{
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migrationBuilder.DropTable(
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name: "DynamicSettings");
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migrationBuilder.DropTable(
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name: "simulation_runs");
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migrationBuilder.DropTable(
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name: "simulation_strategy_matrix");
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}
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}
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}
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+213
@@ -0,0 +1,213 @@
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// <auto-generated />
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using System;
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using FinlyticSimulation.Database;
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using Microsoft.EntityFrameworkCore;
|
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using Microsoft.EntityFrameworkCore.Infrastructure;
|
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using Microsoft.EntityFrameworkCore.Migrations;
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using Microsoft.EntityFrameworkCore.Storage.ValueConversion;
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using Npgsql.EntityFrameworkCore.PostgreSQL.Metadata;
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|
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#nullable disable
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namespace FinlyticSimulation.Migrations
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{
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[DbContext(typeof(SimulationDbContext))]
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[Migration("20260822095033_AddStrategyParameterProfiles")]
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partial class AddStrategyParameterProfiles
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{
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||||
/// <inheritdoc />
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||||
protected override void BuildTargetModel(ModelBuilder modelBuilder)
|
||||
{
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||||
#pragma warning disable 612, 618
|
||||
modelBuilder
|
||||
.HasAnnotation("ProductVersion", "10.0.9")
|
||||
.HasAnnotation("Relational:MaxIdentifierLength", 63);
|
||||
|
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NpgsqlModelBuilderExtensions.UseIdentityByDefaultColumns(modelBuilder);
|
||||
|
||||
modelBuilder.Entity("FinlyticCore.Entities.Settings.SettingEntity", b =>
|
||||
{
|
||||
b.Property<Guid>("Id")
|
||||
.ValueGeneratedOnAdd()
|
||||
.HasColumnType("uuid");
|
||||
|
||||
b.Property<string>("Key")
|
||||
.IsRequired()
|
||||
.HasMaxLength(150)
|
||||
.HasColumnType("character varying(150)");
|
||||
|
||||
b.Property<DateTime>("LastUpdatedUtc")
|
||||
.HasColumnType("timestamp with time zone");
|
||||
|
||||
b.Property<string>("ServiceIdentifier")
|
||||
.IsRequired()
|
||||
.HasMaxLength(100)
|
||||
.HasColumnType("character varying(100)");
|
||||
|
||||
b.Property<string>("ValueJson")
|
||||
.IsRequired()
|
||||
.HasColumnType("text");
|
||||
|
||||
b.HasKey("Id");
|
||||
|
||||
b.HasIndex("Key")
|
||||
.IsUnique();
|
||||
|
||||
b.ToTable("DynamicSettings");
|
||||
});
|
||||
|
||||
modelBuilder.Entity("FinlyticSimulation.Database.Entities.SimulationRunEntity", b =>
|
||||
{
|
||||
b.Property<Guid>("Id")
|
||||
.ValueGeneratedOnAdd()
|
||||
.HasColumnType("uuid");
|
||||
|
||||
b.Property<DateTime>("CreatedAtUtc")
|
||||
.HasColumnType("timestamp with time zone");
|
||||
|
||||
b.Property<DateTime>("EndDateUtc")
|
||||
.HasColumnType("timestamp with time zone");
|
||||
|
||||
b.Property<decimal>("ExpectancyEur")
|
||||
.HasColumnType("decimal(18,4)");
|
||||
|
||||
b.Property<string>("Isin")
|
||||
.IsRequired()
|
||||
.HasMaxLength(20)
|
||||
.HasColumnType("character varying(20)");
|
||||
|
||||
b.Property<int>("LosingTrades")
|
||||
.HasColumnType("integer");
|
||||
|
||||
b.Property<decimal>("MaxDrawdownPercent")
|
||||
.HasColumnType("decimal(6,2)");
|
||||
|
||||
b.Property<decimal>("ProfitFactor")
|
||||
.HasColumnType("decimal(8,4)");
|
||||
|
||||
b.Property<string>("ReportJson")
|
||||
.IsRequired()
|
||||
.HasColumnType("jsonb");
|
||||
|
||||
b.Property<decimal>("SharpeRatio")
|
||||
.HasColumnType("decimal(8,4)");
|
||||
|
||||
b.Property<DateTime>("StartDateUtc")
|
||||
.HasColumnType("timestamp with time zone");
|
||||
|
||||
b.Property<decimal>("StartingCapital")
|
||||
.HasColumnType("decimal(18,4)");
|
||||
|
||||
b.Property<string>("StrategyKey")
|
||||
.IsRequired()
|
||||
.HasMaxLength(50)
|
||||
.HasColumnType("character varying(50)");
|
||||
|
||||
b.Property<string>("Symbol")
|
||||
.IsRequired()
|
||||
.HasMaxLength(30)
|
||||
.HasColumnType("character varying(30)");
|
||||
|
||||
b.Property<string>("Timeframe")
|
||||
.IsRequired()
|
||||
.HasMaxLength(10)
|
||||
.HasColumnType("character varying(10)");
|
||||
|
||||
b.Property<decimal>("TotalReturnPercent")
|
||||
.HasColumnType("decimal(8,2)");
|
||||
|
||||
b.Property<int>("TotalTrades")
|
||||
.HasColumnType("integer");
|
||||
|
||||
b.Property<decimal>("WinRatePercent")
|
||||
.HasColumnType("decimal(6,2)");
|
||||
|
||||
b.Property<int>("WinningTrades")
|
||||
.HasColumnType("integer");
|
||||
|
||||
b.HasKey("Id");
|
||||
|
||||
b.HasIndex("CreatedAtUtc");
|
||||
|
||||
b.HasIndex("Isin", "StrategyKey", "Timeframe");
|
||||
|
||||
b.ToTable("simulation_runs");
|
||||
});
|
||||
|
||||
modelBuilder.Entity("FinlyticSimulation.Database.Entities.SimulationStrategyMatrixEntity", b =>
|
||||
{
|
||||
b.Property<string>("Isin")
|
||||
.HasMaxLength(20)
|
||||
.HasColumnType("character varying(20)");
|
||||
|
||||
b.Property<string>("StrategyKey")
|
||||
.HasMaxLength(50)
|
||||
.HasColumnType("character varying(50)");
|
||||
|
||||
b.Property<string>("Timeframe")
|
||||
.HasMaxLength(10)
|
||||
.HasColumnType("character varying(10)");
|
||||
|
||||
b.Property<bool>("IsApproved")
|
||||
.HasColumnType("boolean");
|
||||
|
||||
b.Property<Guid?>("LastBacktestRunId")
|
||||
.HasColumnType("uuid");
|
||||
|
||||
b.Property<decimal>("MaxDrawdownPercent")
|
||||
.HasColumnType("decimal(6,2)");
|
||||
|
||||
b.Property<decimal>("ProfitFactor")
|
||||
.HasColumnType("decimal(8,4)");
|
||||
|
||||
b.Property<string>("RecommendedAction")
|
||||
.IsRequired()
|
||||
.HasMaxLength(30)
|
||||
.HasColumnType("character varying(30)");
|
||||
|
||||
b.Property<decimal>("ReliabilityScore")
|
||||
.HasColumnType("decimal(5,2)");
|
||||
|
||||
b.Property<int>("SampleTradesCount")
|
||||
.HasColumnType("integer");
|
||||
|
||||
b.Property<DateTime>("UpdatedAtUtc")
|
||||
.HasColumnType("timestamp with time zone");
|
||||
|
||||
b.Property<decimal>("WinRatePercent")
|
||||
.HasColumnType("decimal(6,2)");
|
||||
|
||||
b.HasKey("Isin", "StrategyKey", "Timeframe");
|
||||
|
||||
b.HasIndex("ReliabilityScore");
|
||||
|
||||
b.HasIndex("Isin", "IsApproved");
|
||||
|
||||
b.ToTable("simulation_strategy_matrix");
|
||||
});
|
||||
|
||||
modelBuilder.Entity("FinlyticSimulation.Database.Entities.SimulationStrategyParameterEntity", b =>
|
||||
{
|
||||
b.Property<string>("Isin")
|
||||
.HasMaxLength(20)
|
||||
.HasColumnType("character varying(20)");
|
||||
|
||||
b.Property<string>("StrategyKey")
|
||||
.HasMaxLength(50)
|
||||
.HasColumnType("character varying(50)");
|
||||
|
||||
b.Property<string>("Parameters")
|
||||
.IsRequired()
|
||||
.HasColumnType("jsonb");
|
||||
|
||||
b.Property<DateTime>("UpdatedAtUtc")
|
||||
.HasColumnType("timestamp with time zone");
|
||||
|
||||
b.HasKey("Isin", "StrategyKey");
|
||||
|
||||
b.ToTable("simulation_strategy_parameters");
|
||||
});
|
||||
#pragma warning restore 612, 618
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,36 @@
|
||||
using System;
|
||||
using Microsoft.EntityFrameworkCore.Migrations;
|
||||
|
||||
#nullable disable
|
||||
|
||||
namespace FinlyticSimulation.Migrations
|
||||
{
|
||||
/// <inheritdoc />
|
||||
public partial class AddStrategyParameterProfiles : Migration
|
||||
{
|
||||
/// <inheritdoc />
|
||||
protected override void Up(MigrationBuilder migrationBuilder)
|
||||
{
|
||||
migrationBuilder.CreateTable(
|
||||
name: "simulation_strategy_parameters",
|
||||
columns: table => new
|
||||
{
|
||||
Isin = table.Column<string>(type: "character varying(20)", maxLength: 20, nullable: false),
|
||||
StrategyKey = table.Column<string>(type: "character varying(50)", maxLength: 50, nullable: false),
|
||||
Parameters = table.Column<string>(type: "jsonb", nullable: false),
|
||||
UpdatedAtUtc = table.Column<DateTime>(type: "timestamp with time zone", nullable: false)
|
||||
},
|
||||
constraints: table =>
|
||||
{
|
||||
table.PrimaryKey("PK_simulation_strategy_parameters", x => new { x.Isin, x.StrategyKey });
|
||||
});
|
||||
}
|
||||
|
||||
/// <inheritdoc />
|
||||
protected override void Down(MigrationBuilder migrationBuilder)
|
||||
{
|
||||
migrationBuilder.DropTable(
|
||||
name: "simulation_strategy_parameters");
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,210 @@
|
||||
// <auto-generated />
|
||||
using System;
|
||||
using FinlyticSimulation.Database;
|
||||
using Microsoft.EntityFrameworkCore;
|
||||
using Microsoft.EntityFrameworkCore.Infrastructure;
|
||||
using Microsoft.EntityFrameworkCore.Storage.ValueConversion;
|
||||
using Npgsql.EntityFrameworkCore.PostgreSQL.Metadata;
|
||||
|
||||
#nullable disable
|
||||
|
||||
namespace FinlyticSimulation.Migrations
|
||||
{
|
||||
[DbContext(typeof(SimulationDbContext))]
|
||||
partial class SimulationDbContextModelSnapshot : ModelSnapshot
|
||||
{
|
||||
protected override void BuildModel(ModelBuilder modelBuilder)
|
||||
{
|
||||
#pragma warning disable 612, 618
|
||||
modelBuilder
|
||||
.HasAnnotation("ProductVersion", "10.0.9")
|
||||
.HasAnnotation("Relational:MaxIdentifierLength", 63);
|
||||
|
||||
NpgsqlModelBuilderExtensions.UseIdentityByDefaultColumns(modelBuilder);
|
||||
|
||||
modelBuilder.Entity("FinlyticCore.Entities.Settings.SettingEntity", b =>
|
||||
{
|
||||
b.Property<Guid>("Id")
|
||||
.ValueGeneratedOnAdd()
|
||||
.HasColumnType("uuid");
|
||||
|
||||
b.Property<string>("Key")
|
||||
.IsRequired()
|
||||
.HasMaxLength(150)
|
||||
.HasColumnType("character varying(150)");
|
||||
|
||||
b.Property<DateTime>("LastUpdatedUtc")
|
||||
.HasColumnType("timestamp with time zone");
|
||||
|
||||
b.Property<string>("ServiceIdentifier")
|
||||
.IsRequired()
|
||||
.HasMaxLength(100)
|
||||
.HasColumnType("character varying(100)");
|
||||
|
||||
b.Property<string>("ValueJson")
|
||||
.IsRequired()
|
||||
.HasColumnType("text");
|
||||
|
||||
b.HasKey("Id");
|
||||
|
||||
b.HasIndex("Key")
|
||||
.IsUnique();
|
||||
|
||||
b.ToTable("DynamicSettings");
|
||||
});
|
||||
|
||||
modelBuilder.Entity("FinlyticSimulation.Database.Entities.SimulationRunEntity", b =>
|
||||
{
|
||||
b.Property<Guid>("Id")
|
||||
.ValueGeneratedOnAdd()
|
||||
.HasColumnType("uuid");
|
||||
|
||||
b.Property<DateTime>("CreatedAtUtc")
|
||||
.HasColumnType("timestamp with time zone");
|
||||
|
||||
b.Property<DateTime>("EndDateUtc")
|
||||
.HasColumnType("timestamp with time zone");
|
||||
|
||||
b.Property<decimal>("ExpectancyEur")
|
||||
.HasColumnType("decimal(18,4)");
|
||||
|
||||
b.Property<string>("Isin")
|
||||
.IsRequired()
|
||||
.HasMaxLength(20)
|
||||
.HasColumnType("character varying(20)");
|
||||
|
||||
b.Property<int>("LosingTrades")
|
||||
.HasColumnType("integer");
|
||||
|
||||
b.Property<decimal>("MaxDrawdownPercent")
|
||||
.HasColumnType("decimal(6,2)");
|
||||
|
||||
b.Property<decimal>("ProfitFactor")
|
||||
.HasColumnType("decimal(8,4)");
|
||||
|
||||
b.Property<string>("ReportJson")
|
||||
.IsRequired()
|
||||
.HasColumnType("jsonb");
|
||||
|
||||
b.Property<decimal>("SharpeRatio")
|
||||
.HasColumnType("decimal(8,4)");
|
||||
|
||||
b.Property<DateTime>("StartDateUtc")
|
||||
.HasColumnType("timestamp with time zone");
|
||||
|
||||
b.Property<decimal>("StartingCapital")
|
||||
.HasColumnType("decimal(18,4)");
|
||||
|
||||
b.Property<string>("StrategyKey")
|
||||
.IsRequired()
|
||||
.HasMaxLength(50)
|
||||
.HasColumnType("character varying(50)");
|
||||
|
||||
b.Property<string>("Symbol")
|
||||
.IsRequired()
|
||||
.HasMaxLength(30)
|
||||
.HasColumnType("character varying(30)");
|
||||
|
||||
b.Property<string>("Timeframe")
|
||||
.IsRequired()
|
||||
.HasMaxLength(10)
|
||||
.HasColumnType("character varying(10)");
|
||||
|
||||
b.Property<decimal>("TotalReturnPercent")
|
||||
.HasColumnType("decimal(8,2)");
|
||||
|
||||
b.Property<int>("TotalTrades")
|
||||
.HasColumnType("integer");
|
||||
|
||||
b.Property<decimal>("WinRatePercent")
|
||||
.HasColumnType("decimal(6,2)");
|
||||
|
||||
b.Property<int>("WinningTrades")
|
||||
.HasColumnType("integer");
|
||||
|
||||
b.HasKey("Id");
|
||||
|
||||
b.HasIndex("CreatedAtUtc");
|
||||
|
||||
b.HasIndex("Isin", "StrategyKey", "Timeframe");
|
||||
|
||||
b.ToTable("simulation_runs");
|
||||
});
|
||||
|
||||
modelBuilder.Entity("FinlyticSimulation.Database.Entities.SimulationStrategyMatrixEntity", b =>
|
||||
{
|
||||
b.Property<string>("Isin")
|
||||
.HasMaxLength(20)
|
||||
.HasColumnType("character varying(20)");
|
||||
|
||||
b.Property<string>("StrategyKey")
|
||||
.HasMaxLength(50)
|
||||
.HasColumnType("character varying(50)");
|
||||
|
||||
b.Property<string>("Timeframe")
|
||||
.HasMaxLength(10)
|
||||
.HasColumnType("character varying(10)");
|
||||
|
||||
b.Property<bool>("IsApproved")
|
||||
.HasColumnType("boolean");
|
||||
|
||||
b.Property<Guid?>("LastBacktestRunId")
|
||||
.HasColumnType("uuid");
|
||||
|
||||
b.Property<decimal>("MaxDrawdownPercent")
|
||||
.HasColumnType("decimal(6,2)");
|
||||
|
||||
b.Property<decimal>("ProfitFactor")
|
||||
.HasColumnType("decimal(8,4)");
|
||||
|
||||
b.Property<string>("RecommendedAction")
|
||||
.IsRequired()
|
||||
.HasMaxLength(30)
|
||||
.HasColumnType("character varying(30)");
|
||||
|
||||
b.Property<decimal>("ReliabilityScore")
|
||||
.HasColumnType("decimal(5,2)");
|
||||
|
||||
b.Property<int>("SampleTradesCount")
|
||||
.HasColumnType("integer");
|
||||
|
||||
b.Property<DateTime>("UpdatedAtUtc")
|
||||
.HasColumnType("timestamp with time zone");
|
||||
|
||||
b.Property<decimal>("WinRatePercent")
|
||||
.HasColumnType("decimal(6,2)");
|
||||
|
||||
b.HasKey("Isin", "StrategyKey", "Timeframe");
|
||||
|
||||
b.HasIndex("ReliabilityScore");
|
||||
|
||||
b.HasIndex("Isin", "IsApproved");
|
||||
|
||||
b.ToTable("simulation_strategy_matrix");
|
||||
});
|
||||
|
||||
modelBuilder.Entity("FinlyticSimulation.Database.Entities.SimulationStrategyParameterEntity", b =>
|
||||
{
|
||||
b.Property<string>("Isin")
|
||||
.HasMaxLength(20)
|
||||
.HasColumnType("character varying(20)");
|
||||
|
||||
b.Property<string>("StrategyKey")
|
||||
.HasMaxLength(50)
|
||||
.HasColumnType("character varying(50)");
|
||||
|
||||
b.Property<string>("Parameters")
|
||||
.IsRequired()
|
||||
.HasColumnType("jsonb");
|
||||
|
||||
b.Property<DateTime>("UpdatedAtUtc")
|
||||
.HasColumnType("timestamp with time zone");
|
||||
|
||||
b.HasKey("Isin", "StrategyKey");
|
||||
|
||||
b.ToTable("simulation_strategy_parameters");
|
||||
});
|
||||
#pragma warning restore 612, 618
|
||||
}
|
||||
}
|
||||
}
|
||||
Reference in New Issue
Block a user