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 +1,210 @@
+// <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
+        }
+    }
+}