feat(Analyzer): refactor analyzer and implement auto mode

2026-08-09 21:01:38 +02:00
parent 5475c3ac51
commit b57cc9894c
31 changed files with 3425 additions and 0 deletions
@@ -0,0 +1,101 @@
+using System;
+using System.Threading;
+using System.Threading.Tasks;
+using FinlyticCore.Models.Analyzer;
+using FinlyticCore.Services.Yahoo;
+using Microsoft.Extensions.Logging;
+
+namespace FinlyticAnalyzer.Services;
+
+public class VixTrackerService : IVixTrackerService
+{
+    private readonly YahooFinanceClient _yahooClient;
+    private readonly ILogger<VixTrackerService> _logger;
+
+    private decimal _currentVix = 18.5m; // Default: Normal Regime
+    private VixMarketRegime _currentRegime = VixMarketRegime.Normal;
+    private readonly object _lock = new();
+
+    public VixTrackerService(YahooFinanceClient yahooClient, ILogger<VixTrackerService> logger)
+    {
+        _yahooClient = yahooClient;
+        _logger = logger;
+    }
+
+    public decimal GetCurrentVix()
+    {
+        lock (_lock)
+        {
+            return _currentVix;
+        }
+    }
+
+    public VixMarketRegime GetCurrentRegime()
+    {
+        lock (_lock)
+        {
+            return _currentRegime;
+        }
+    }
+
+    public void UpdateVixFromTick(decimal vixValue)
+    {
+        if (vixValue <= 0m) return;
+
+        lock (_lock)
+        {
+            var oldRegime = _currentRegime;
+            var oldVix = _currentVix;
+
+            _currentVix = vixValue;
+            _currentRegime = CalculateRegime(vixValue);
+
+            if (oldRegime != _currentRegime)
+            {
+                _logger.LogWarning("[{Channel}] [VIX REGIME SHIFT] Markt-Regime gewechselt: {OldRegime} -> {NewRegime} (VIX: {Vix:F2})",
+                    "AnalyzerChannel", oldRegime, _currentRegime, _currentVix);
+            }
+            else if (Math.Abs(oldVix - vixValue) >= 0.5m)
+            {
+                _logger.LogInformation("[{Channel}] VIX aktualisiert: {Vix:F2} (Regime: {Regime})", 
+                    "AnalyzerChannel", _currentVix, _currentRegime);
+            }
+        }
+    }
+
+    public async Task<decimal> PollVixAsync(CancellationToken cancellationToken = default)
+    {
+        try
+        {
+            var vix = await _yahooClient.GetLivePriceAsync("^VIX", cancellationToken);
+
+            if (vix.HasValue && vix.Value > 0m)
+            {
+                UpdateVixFromTick(vix.Value);
+                return vix.Value;
+            }
+        }
+        catch (OperationCanceledException) when (cancellationToken.IsCancellationRequested)
+        {
+            // Graceful shutdown
+        }
+        catch (Exception ex)
+        {
+            _logger.LogWarning(ex, "[{Channel}] Fehler beim Abfragen von ^VIX über YahooFinanceClient. Nutze gecachten Wert {Vix}.", 
+                "AnalyzerChannel", GetCurrentVix());
+        }
+
+        return GetCurrentVix();
+    }
+
+    private static VixMarketRegime CalculateRegime(decimal vix)
+    {
+        return vix switch
+        {
+            < 15.0m => VixMarketRegime.LowVol,
+            >= 15.0m and < 20.0m => VixMarketRegime.Normal,
+            >= 20.0m and < 30.0m => VixMarketRegime.HighVol,
+            _ => VixMarketRegime.Panic
+        };
+    }
+}