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 +1,90 @@
+using System;
+using System.Collections.Generic;
+using System.ComponentModel.DataAnnotations;
+using System.ComponentModel.DataAnnotations.Schema;
+using FinlyticCore.Dtos.TechnicalAnalysis;
+
+namespace FinlyticTechnicals.Entities;
+
+[Table("fta_technical_setups")]
+public class FtaTechnicalSetupEntity
+{
+    [Key]
+    public Guid SetupId { get; set; } = Guid.NewGuid();
+
+    [Required]
+    [MaxLength(20)]
+    public string Isin { get; set; } = string.Empty;
+
+    [MaxLength(30)]
+    public string Symbol { get; set; } = string.Empty;
+
+    [Required]
+    [MaxLength(10)]
+    public string Timeframe { get; set; } = "15m";
+
+    [Required]
+    [MaxLength(50)]
+    public string StrategyKey { get; set; } = string.Empty;
+
+    [MaxLength(100)]
+    public string StrategyName { get; set; } = string.Empty;
+
+    [MaxLength(10)]
+    public string Direction { get; set; } = "Buy";
+
+    [Column(TypeName = "decimal(6,2)")]
+    public decimal QualityScore { get; set; }
+
+    [Column(TypeName = "decimal(18,4)")]
+    public decimal CurrentPrice { get; set; }
+
+    [Column(TypeName = "decimal(18,4)")]
+    public decimal EntryPrice { get; set; }
+
+    [Column(TypeName = "decimal(18,4)")]
+    public decimal InvalidationPrice { get; set; }
+
+    [Column(TypeName = "decimal(18,4)")]
+    public decimal CurrentAtr { get; set; }
+
+    [Column(TypeName = "decimal(8,2)")]
+    public decimal EstimatedRiskRewardRatio { get; set; }
+
+    public ExitPlan ExitPlan { get; set; } = null!;
+
+    public string TechnicalRationale { get; set; } = string.Empty;
+
+    public List<PatternResultDto> TriggeringPatterns { get; set; } = [];
+
+    public Dictionary<string, decimal> IndicatorSnapshot { get; set; } = [];
+
+    public bool IsTopPick { get; set; }
+
+    [MaxLength(5)]
+    public string Rating { get; set; } = "B";
+
+    public bool IsActive { get; set; } = true;
+
+    [Required]
+    public DateTime CreatedAtUtc { get; set; } = DateTime.UtcNow;
+
+    [Required]
+    public DateTime ExpiresAtUtc { get; set; }
+
+    /// <summary>
+    /// String form of the <c>UniverseSource</c> this ISIN was being monitored under when this setup was
+    /// computed (favorite/discovery/sentiment-spike), or <see langword="null"/> for an ad hoc analysis (e.g. a
+    /// manual "Analyze now" call for an ISIN not currently in the scan universe). See
+    /// <c>FinlyticCore.Dtos.TechnicalAnalysis.StrategyResultDto.UniverseSource</c>.
+    /// </summary>
+    [MaxLength(20)]
+    public string? UniverseSource { get; set; }
+
+    /// <summary>When the ISIN above entered that scan universe, alongside <see cref="UniverseSource"/>.</summary>
+    public DateTime? UniverseEnteredAtUtc { get; set; }
+
+    /// <summary>String form of the <c>MarketRegime</c> at analysis time. See <c>StrategyResultDto.Regime</c>.</summary>
+    [MaxLength(30)]
+    public string? Regime { get; set; }
+}