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 +1,73 @@
+using System;
+using System.IO;
+using System.Linq;
+using System.Text.Json;
+using FinlyticCore.Models.Analyzer;
+using FinlyticCore.Models.Trades;
+using Microsoft.Extensions.Logging;
+
+namespace FinlyticAnalyzer.Services;
+
+public class WinRateCalculator : IWinRateCalculator
+{
+    private readonly ILogger<WinRateCalculator> _logger;
+    private readonly string _feedbackDir;
+
+    public WinRateCalculator(ILogger<WinRateCalculator> logger)
+    {
+        _logger = logger;
+        _feedbackDir = Path.Combine(AppDomain.CurrentDomain.BaseDirectory, "data", "feedback");
+        if (!Directory.Exists(_feedbackDir))
+        {
+            Directory.CreateDirectory(_feedbackDir);
+        }
+    }
+
+    /// <summary>
+    /// Calculates the win rate for a given sector and symbol under the specified market regime.
+    /// </summary>
+    public double CalculateWinRate(string sector, string symbol, VixMarketRegime regime)
+    {
+        try
+        {
+            if (!Directory.Exists(_feedbackDir)) return 65.0;
+
+            var jsonFiles = Directory.GetFiles(_feedbackDir, "*.json", SearchOption.AllDirectories);
+            if (jsonFiles.Length == 0) return 65.0;
+
+            int totalTrades = 0;
+            int winningTrades = 0;
+
+            foreach (var file in jsonFiles)
+            {
+                var content = File.ReadAllText(file);
+                var records = JsonSerializer.Deserialize<TradeFeedbackRecord[]>(content);
+                if (records == null || records.Length == 0) continue;
+
+                var matching = records.Where(r => 
+                    string.Equals(r.Sector, sector, StringComparison.OrdinalIgnoreCase) &&
+                    r.VixRegime == regime).ToList();
+
+                foreach (var rec in matching)
+                {
+                    totalTrades++;
+                    if (rec.IsWin) winningTrades++;
+                }
+            }
+
+            if (totalTrades > 0)
+            {
+                double calculatedWinRate = (double)winningTrades / totalTrades * 100.0;
+                _logger.LogInformation("[{Channel}] Calculated win-rate for Sector '{Sector}' in Regime '{Regime}': {WinRate:F1}% ({Wins}/{Total})",
+                    "AnalyzerChannel", sector, regime, calculatedWinRate, winningTrades, totalTrades);
+                return Math.Round(calculatedWinRate, 1);
+            }
+        }
+        catch (Exception ex)
+        {
+            _logger.LogWarning(ex, "[{Channel}] Error reading feedback files for win-rate calculation. Falling back to default.", "AnalyzerChannel");
+        }
+
+        return 65.0; // Default baseline win-rate
+    }
+}