feat(technicals): add technical analysis microservice with indicator engines, pattern detectors, and strategies

2026-08-24 21:36:05 +02:00
parent 12e7b57b16
commit f43ce2b7e9
36 changed files with 6792 additions and 0 deletions
@@ -0,0 +1,129 @@
+using System;
+using System.Collections.Generic;
+using System.Text.Json;
+using FinlyticCore.Database;
+using FinlyticCore.Dtos.TechnicalAnalysis;
+using FinlyticCore.Entities.Settings;
+using FinlyticTechnicals.Entities;
+using Microsoft.EntityFrameworkCore;
+using Microsoft.EntityFrameworkCore.Design;
+using Microsoft.EntityFrameworkCore.Storage.ValueConversion;
+
+namespace FinlyticTechnicals.Database;
+
+public class TechnicalAnalysisDbContext : DbContext, ISettingsDbContext
+{
+    private static readonly JsonSerializerOptions JsonOptions = new()
+    {
+        PropertyNameCaseInsensitive = true,
+        PropertyNamingPolicy = JsonNamingPolicy.CamelCase,
+        WriteIndented = false
+    };
+
+    public TechnicalAnalysisDbContext(DbContextOptions<TechnicalAnalysisDbContext> options) : base(options)
+    {
+    }
+
+    public DbSet<SettingEntity> DynamicSettings => Set<SettingEntity>();
+    public DbSet<FtaCandleEntity> FtaCandles => Set<FtaCandleEntity>();
+    public DbSet<FtaTechnicalSetupEntity> FtaTechnicalSetups => Set<FtaTechnicalSetupEntity>();
+    public DbSet<FtaDetectedPatternEntity> FtaDetectedPatterns => Set<FtaDetectedPatternEntity>();
+    public DbSet<FtaMonitoredUniverseAssetEntity> MonitoredUniverseAssets => Set<FtaMonitoredUniverseAssetEntity>();
+
+    protected override void OnModelCreating(ModelBuilder modelBuilder)
+    {
+        base.OnModelCreating(modelBuilder);
+
+        // 1. Settings Table
+        modelBuilder.Entity<SettingEntity>(entity =>
+        {
+            entity.HasKey(e => e.Id);
+            entity.HasIndex(e => e.Key).IsUnique();
+        });
+
+        // 2. FTA Candles Table & Composite Time-Series Index
+        modelBuilder.Entity<FtaCandleEntity>(entity =>
+        {
+            entity.HasKey(e => e.Id);
+            entity.HasIndex(e => new { e.Isin, e.Timeframe, e.TimestampUtc });
+            entity.HasIndex(e => e.TimestampUtc);
+        });
+
+        // 3. JSONB Value Converters for Complex Types
+        var exitPlanConverter = new ValueConverter<ExitPlan, string>(
+            v => JsonSerializer.Serialize(v, JsonOptions),
+            v => JsonSerializer.Deserialize<ExitPlan>(v, JsonOptions) ?? new ExitPlan(ExitStrategyType.FixedSingleTarget, 0m, new List<TakeProfitStage>(), null, null, null, null)
+        );
+
+        var patternsConverter = new ValueConverter<List<PatternResultDto>, string>(
+            v => JsonSerializer.Serialize(v, JsonOptions),
+            v => JsonSerializer.Deserialize<List<PatternResultDto>>(v, JsonOptions) ?? new List<PatternResultDto>()
+        );
+
+        var indicatorSnapshotConverter = new ValueConverter<Dictionary<string, decimal>, string>(
+            v => JsonSerializer.Serialize(v, JsonOptions),
+            v => JsonSerializer.Deserialize<Dictionary<string, decimal>>(v, JsonOptions) ?? new Dictionary<string, decimal>()
+        );
+
+        var extraDataConverter = new ValueConverter<Dictionary<string, object>?, string>(
+            v => v == null ? "{}" : JsonSerializer.Serialize(v, JsonOptions),
+            v => string.IsNullOrWhiteSpace(v) ? null : JsonSerializer.Deserialize<Dictionary<string, object>>(v, JsonOptions)
+        );
+
+        // 4. FTA Technical Setups Table & JSONB mappings
+        modelBuilder.Entity<FtaTechnicalSetupEntity>(entity =>
+        {
+            entity.HasKey(e => e.SetupId);
+            entity.HasIndex(e => new { e.Isin, e.IsActive, e.ExpiresAtUtc });
+            entity.HasIndex(e => e.CreatedAtUtc);
+            entity.HasIndex(e => e.QualityScore);
+            entity.HasIndex(e => e.IsTopPick);
+            entity.HasIndex(e => new { e.IsActive, e.IsTopPick, e.QualityScore });
+
+
+            entity.Property(e => e.ExitPlan)
+                .HasColumnType("jsonb")
+                .HasConversion(exitPlanConverter);
+
+            entity.Property(e => e.TriggeringPatterns)
+                .HasColumnType("jsonb")
+                .HasConversion(patternsConverter);
+
+            entity.Property(e => e.IndicatorSnapshot)
+                .HasColumnType("jsonb")
+                .HasConversion(indicatorSnapshotConverter);
+        });
+
+        // 5. FTA Detected Patterns Table & JSONB mappings
+        modelBuilder.Entity<FtaDetectedPatternEntity>(entity =>
+        {
+            entity.HasKey(e => e.Id);
+            entity.HasIndex(e => new { e.Isin, e.DetectedAtUtc });
+            entity.HasIndex(e => e.PatternType);
+            entity.HasIndex(e => e.QualityScore);
+
+            entity.Property(e => e.ExtraData)
+                .HasColumnType("jsonb")
+                .HasConversion(extraDataConverter);
+        });
+
+        // 6. Monitored Universe Assets Table (persisted backing store for TechnicalUniverseManager, cleared on
+        // every service startup - see FtaMonitoredUniverseAssetEntity's doc comment)
+        modelBuilder.Entity<FtaMonitoredUniverseAssetEntity>(entity =>
+        {
+            entity.HasKey(e => e.Isin);
+            entity.HasIndex(e => e.Source);
+            entity.HasIndex(e => e.ExpiresAtUtc);
+        });
+    }
+}
+
+public class TechnicalAnalysisDbContextFactory : IDesignTimeDbContextFactory<TechnicalAnalysisDbContext>
+{
+    public TechnicalAnalysisDbContext CreateDbContext(string[] args)
+    {
+        var optionsBuilder = new DbContextOptionsBuilder<TechnicalAnalysisDbContext>();
+        optionsBuilder.UseNpgsql("Host=localhost;Database=finlytic_ta;Username=postgres;Password=postgres");
+        return new TechnicalAnalysisDbContext(optionsBuilder.Options);
+    }
+}