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

FinlyticTechnicals/Indicators/CandleResampler.cs

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+using System;
+using System.Collections.Generic;
+using System.Linq;
+using FinlyticCore.Dtos.TechnicalAnalysis;
+
+namespace FinlyticTechnicals.Indicators;
+
+/// <summary>
+/// Standard OHLCV rollup of a finer-grained, chronologically ordered candle series into coarser buckets
+/// (first Open, max High, min Low, last Close, summed Volume). Shared by the live ring-buffer aggregator
+/// (<c>MultiTimeframeCandleAggregator</c>, which previously duplicated this exact bucketing logic per
+/// timeframe) and backtest replay (<c>FinlyticSimulation.Engine.HistoricalReplayRunner</c>, which previously
+/// had no way to derive a higher timeframe at all - see its own doc comment) so both paths compute higher
+/// timeframes identically instead of maintaining two separate implementations.
+/// </summary>
+public static class CandleResampler
+{
+    /// <summary>Bucket size in minutes for every timeframe name known across FinlyticTechnicals/FinlyticSimulation.</summary>
+    public static readonly IReadOnlyDictionary<string, int> KnownTimeframeMinutes =
+        new Dictionary<string, int>(StringComparer.OrdinalIgnoreCase)
+        {
+            ["1m"] = 1,
+            ["5m"] = 5,
+            ["15m"] = 15,
+            ["1h"] = 60,
+            ["1d"] = 1440
+        };
+
+    /// <summary>Every known timeframe strictly coarser than <paramref name="baseMinutes"/>, ascending.</summary>
+    public static IEnumerable<(string Timeframe, int Minutes)> CoarserTimeframes(int baseMinutes) =>
+        KnownTimeframeMinutes
+            .Where(kv => kv.Value > baseMinutes)
+            .OrderBy(kv => kv.Value)
+            .Select(kv => (kv.Key, kv.Value));
+
+    /// <summary>
+    /// Aggregates <paramref name="source"/> into <paramref name="bucketMinutes"/>-wide bars. Returns an empty
+    /// list (never fabricates a partial/synthetic bar) if <paramref name="source"/> is empty.
+    /// </summary>
+    public static List<CandleDto> Resample(IReadOnlyList<CandleDto> source, int bucketMinutes)
+    {
+        if (source.Count == 0 || bucketMinutes <= 0) return [];
+
+        var groups = source
+            .GroupBy(c => BucketStart(c.Timestamp, bucketMinutes))
+            .OrderBy(g => g.Key);
+
+        var result = new List<CandleDto>();
+        foreach (var group in groups)
+        {
+            var bars = group.OrderBy(b => b.Timestamp).ToList();
+            if (bars.Count == 0) continue;
+
+            result.Add(new CandleDto(
+                Timestamp: group.Key,
+                Open: bars[0].Open,
+                High: bars.Max(b => b.High),
+                Low: bars.Min(b => b.Low),
+                Close: bars[^1].Close,
+                Volume: bars.Sum(b => b.Volume),
+                Bid: bars[^1].Bid,
+                Ask: bars[^1].Ask
+            ));
+        }
+
+        return result;
+    }
+
+    private static DateTime BucketStart(DateTime timestamp, int bucketMinutes)
+    {
+        var dayStart = new DateTime(timestamp.Year, timestamp.Month, timestamp.Day, 0, 0, 0, DateTimeKind.Utc);
+        if (bucketMinutes >= 1440) return dayStart;
+
+        int totalMinutes = timestamp.Hour * 60 + timestamp.Minute;
+        int bucketed = (totalMinutes / bucketMinutes) * bucketMinutes;
+        return dayStart.AddMinutes(bucketed);
+    }
+}