feat(Analyzer): refactor analyzer and implement auto mode

2026-08-09 21:01:38 +02:00
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+# Finlytic Analyzer Service
+
+Finlytic Analyzer is the core quantitative decision engine of the Finlytic ecosystem. It evaluates multi-layered market filters, tracks VIX volatility regimes, evaluates AI win rates, and generates actionable trade proposals.
+
+---
+
+## Core Features & Architecture
+
+1. **3-Layer Filter Engine (`IThreeLayerFilterEngine`)**:
+   - **Layer 1 (Macro VIX Regime)**: Evaluates overall volatility conditions via `IVixTrackerService`.
+   - **Layer 2 (Asset Technical Analysis & Indicators)**: Evaluates RSI, MACD, Moving Averages, and Supertrend alignment.
+   - **Layer 3 (AI Sentiment & Event Context)**: Evaluates FinBERT news sentiment scores and corporate earnings proximity.
+
+2. **VIX Volatility Tracker (`IVixTrackerService`)**:
+   - Polls external VIX volatility sources and categorizes market regimes (`Low`, `Normal`, `Elevated`, `High`).
+
+3. **Win-Rate Calculator (`IWinRateCalculator`)**:
+   - Calculates historical probability of success based on trade feedback records.
+
+4. **MQTT Signal Publisher (`AnalyzerMqttClient`)**:
+   - Publishes generated trade proposals to `finlytic/trades/proposed/{symbol}`.
+
+---
+
+## Feature Status
+
+### Implemented Features
+- [x] 3-Layer Quantitative Filter Engine (`ThreeLayerFilterEngine`).
+- [x] VIX Volatility Regime Tracker (`VixTrackerService`).
+- [x] Win-Rate Probability Calculator (`WinRateCalculator`).
+- [x] n8n AI Evaluation Integration (`N8nEvaluationService`).
+- [x] Pure Worker Service Architecture (`Host.CreateApplicationBuilder`, Kestrel webserver removed).
+- [x] Zero-Allocation MQTT Signal Publishing (`AnalyzerMqttClient`).
+
+### Planned Features
+- [ ] Multi-year historical Backtesting Engine with Monte Carlo simulation.
+- [ ] Portfolio Risk Allocation & Kelly Criterion Position Sizing Engine.