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 +1,36 @@
+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");
+        }
+    }
+}