chore(infra): update compose configurations, mqtt health bridge, and export scripts

Docker/export_to_server.ps1

@@ -23,6 +23,7 @@ $images = @(
     "finlyticengine",
     "finlyticsimulation",
     "finlyticbot",
+    "finlyticnotify",
     "finlyticbackend"
 )
 

Finlytic.sln

@@ -29,6 +29,10 @@ Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "FinlyticEngine.Tests", "Fin
 EndProject
 Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "FinlyticBot.Tests", "FinlyticBot.Tests\FinlyticBot.Tests.csproj", "{1E282E4D-C63E-49E6-879D-DDEEDA530E47}"
 EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "FinlyticNotify", "FinlyticNotify\FinlyticNotify.csproj", "{B8A8F8CF-1FBF-4578-A75B-14AE76146B2A}"
+EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "FinlyticNotify.Tests", "FinlyticNotify.Tests\FinlyticNotify.Tests.csproj", "{6E54FE48-A814-469C-B2E4-67C0EB575A9E}"
+EndProject
 Global
 	GlobalSection(SolutionConfigurationPlatforms) = preSolution
 		Debug|Any CPU = Debug|Any CPU
@@ -175,6 +179,30 @@ Global
 		{1E282E4D-C63E-49E6-879D-DDEEDA530E47}.Release|x64.Build.0 = Release|Any CPU
 		{1E282E4D-C63E-49E6-879D-DDEEDA530E47}.Release|x86.ActiveCfg = Release|Any CPU
 		{1E282E4D-C63E-49E6-879D-DDEEDA530E47}.Release|x86.Build.0 = Release|Any CPU
+		{B8A8F8CF-1FBF-4578-A75B-14AE76146B2A}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
+		{B8A8F8CF-1FBF-4578-A75B-14AE76146B2A}.Debug|Any CPU.Build.0 = Debug|Any CPU
+		{B8A8F8CF-1FBF-4578-A75B-14AE76146B2A}.Debug|x64.ActiveCfg = Debug|Any CPU
+		{B8A8F8CF-1FBF-4578-A75B-14AE76146B2A}.Debug|x64.Build.0 = Debug|Any CPU
+		{B8A8F8CF-1FBF-4578-A75B-14AE76146B2A}.Debug|x86.ActiveCfg = Debug|Any CPU
+		{B8A8F8CF-1FBF-4578-A75B-14AE76146B2A}.Debug|x86.Build.0 = Debug|Any CPU
+		{B8A8F8CF-1FBF-4578-A75B-14AE76146B2A}.Release|Any CPU.ActiveCfg = Release|Any CPU
+		{B8A8F8CF-1FBF-4578-A75B-14AE76146B2A}.Release|Any CPU.Build.0 = Release|Any CPU
+		{B8A8F8CF-1FBF-4578-A75B-14AE76146B2A}.Release|x64.ActiveCfg = Release|Any CPU
+		{B8A8F8CF-1FBF-4578-A75B-14AE76146B2A}.Release|x64.Build.0 = Release|Any CPU
+		{B8A8F8CF-1FBF-4578-A75B-14AE76146B2A}.Release|x86.ActiveCfg = Release|Any CPU
+		{B8A8F8CF-1FBF-4578-A75B-14AE76146B2A}.Release|x86.Build.0 = Release|Any CPU
+		{6E54FE48-A814-469C-B2E4-67C0EB575A9E}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
+		{6E54FE48-A814-469C-B2E4-67C0EB575A9E}.Debug|Any CPU.Build.0 = Debug|Any CPU
+		{6E54FE48-A814-469C-B2E4-67C0EB575A9E}.Debug|x64.ActiveCfg = Debug|Any CPU
+		{6E54FE48-A814-469C-B2E4-67C0EB575A9E}.Debug|x64.Build.0 = Debug|Any CPU
+		{6E54FE48-A814-469C-B2E4-67C0EB575A9E}.Debug|x86.ActiveCfg = Debug|Any CPU
+		{6E54FE48-A814-469C-B2E4-67C0EB575A9E}.Debug|x86.Build.0 = Debug|Any CPU
+		{6E54FE48-A814-469C-B2E4-67C0EB575A9E}.Release|Any CPU.ActiveCfg = Release|Any CPU
+		{6E54FE48-A814-469C-B2E4-67C0EB575A9E}.Release|Any CPU.Build.0 = Release|Any CPU
+		{6E54FE48-A814-469C-B2E4-67C0EB575A9E}.Release|x64.ActiveCfg = Release|Any CPU
+		{6E54FE48-A814-469C-B2E4-67C0EB575A9E}.Release|x64.Build.0 = Release|Any CPU
+		{6E54FE48-A814-469C-B2E4-67C0EB575A9E}.Release|x86.ActiveCfg = Release|Any CPU
+		{6E54FE48-A814-469C-B2E4-67C0EB575A9E}.Release|x86.Build.0 = Release|Any CPU
 	EndGlobalSection
 	GlobalSection(SolutionProperties) = preSolution
 		HideSolutionNode = FALSE

FinlyticAssets/Services/AssetsDbService.cs

@@ -221,8 +221,10 @@ public class AssetsDbService : IAssetsDbService
                     HasSubtypeChanges(existingEntity, dto))
                 {
                     existingEntity.Name = dto.Name;
-                    existingEntity.Type = dto.Type;
-                    existingEntity.InstrumentCategory = dto.InstrumentCategory;
+                    existingEntity.Type = dto.Type ?? existingEntity.Type ?? "stock";
+                    existingEntity.InstrumentCategory = !string.IsNullOrWhiteSpace(dto.InstrumentCategory) 
+                        ? dto.InstrumentCategory 
+                        : (existingEntity.InstrumentCategory ?? dto.Type ?? "stock");
                     existingEntity.HasCfd = dto.HasCfd;
                     existingEntity.LastUpdatedAt = now;
                     existingEntity.Tags = mappedTags;
@@ -242,6 +244,13 @@ public class AssetsDbService : IAssetsDbService
 
     private static AssetEntity MapDtoToEntity(TradeRepublicAsset dto)
     {
+        static string ResolveCategory(string? category, string? fallbackType, string defaultCategory)
+        {
+            if (!string.IsNullOrWhiteSpace(category)) return category;
+            if (!string.IsNullOrWhiteSpace(fallbackType)) return fallbackType;
+            return defaultCategory;
+        }
+
         return dto switch
         {
             TradeRepublicStock stock => new StockEntity
@@ -249,7 +258,7 @@ public class AssetsDbService : IAssetsDbService
                 Isin = stock.Isin,
                 Name = stock.Name,
                 Type = stock.Type,
-                InstrumentCategory = stock.InstrumentCategory,
+                InstrumentCategory = ResolveCategory(stock.InstrumentCategory, stock.Type, "stock"),
                 HasCfd = stock.HasCfd,
                 DerivativeProductCategories = stock.DerivativeProductCategories?.ToList() ?? new List<string>()
             },
@@ -258,7 +267,7 @@ public class AssetsDbService : IAssetsDbService
                 Isin = etf.Isin,
                 Name = etf.Name,
                 Type = etf.Type,
-                InstrumentCategory = etf.InstrumentCategory,
+                InstrumentCategory = ResolveCategory(etf.InstrumentCategory, etf.Type, "fund"),
                 HasCfd = etf.HasCfd,
                 DerivativeProductCategories = etf.DerivativeProductCategories?.ToList() ?? new List<string>()
             },
@@ -267,7 +276,7 @@ public class AssetsDbService : IAssetsDbService
                 Isin = syn.Isin,
                 Name = syn.Name,
                 Type = syn.Type,
-                InstrumentCategory = syn.InstrumentCategory,
+                InstrumentCategory = ResolveCategory(syn.InstrumentCategory, syn.Type, "synthetic"),
                 HasCfd = syn.HasCfd,
                 DerivativeProductCategories = syn.DerivativeProductCategories?.ToList() ?? new List<string>()
             },
@@ -276,7 +285,7 @@ public class AssetsDbService : IAssetsDbService
                 Isin = dto.Isin,
                 Name = dto.Name,
                 Type = dto.Type,
-                InstrumentCategory = dto.InstrumentCategory,
+                InstrumentCategory = ResolveCategory(dto.InstrumentCategory, dto.Type, "stock"),
                 HasCfd = dto.HasCfd
             }
         };

FinlyticBackend/Controllers/AdminSettingsController.cs

@@ -83,6 +83,7 @@ public class AdminSettingsController : ControllerBase
         ["FinlyticAnalyzer"] = "engine",
         ["FinlyticTrades"] = "engine",
         ["FinlyticBot"] = "bot",
+        ["FinlyticNotify"] = "notify",
         // FinlyticSimulation was previously missing from this map entirely, so its settings
         // (SimulationSettingKeys: slippage/fee defaults, matrix-recompute schedule, etc.) never showed up
         // in the admin UI's settings screen even though the sim_settings_GetAll/Update RPC channels exist.
@@ -209,6 +210,7 @@ public class AdminSettingsController : ControllerBase
             ("FinlyticFundamentals", $"{MqttTopics.Channels.HealthPing}/FinlyticFundamentals", "Financial Statements & Estimates", "PostgreSQL fundamentals"),
             ("FinlyticEngine", $"{MqttTopics.Channels.HealthPing}/FinlyticEngine", "Strategy Screener & Signals", "PostgreSQL engine"),
             ("FinlyticBot", $"{MqttTopics.Channels.HealthPing}/FinlyticBot", "Automated Trading Execution", "PostgreSQL bot"),
+            ("FinlyticNotify", $"{MqttTopics.Channels.HealthPing}/FinlyticNotify", "ntfy Push Notifications", "PostgreSQL / Mosquitto"),
         };
 
         var results = new List<ServiceHealthStatusDto>

FinlyticBackend/Program.cs

@@ -149,7 +149,7 @@ app.UseExceptionHandler();
 app.UseForwardedHeaders(new ForwardedHeadersOptions
 {
     ForwardedHeaders = ForwardedHeaders.XForwardedFor | ForwardedHeaders.XForwardedProto | ForwardedHeaders.XForwardedHost,
-    KnownNetworks = { },
+    KnownIPNetworks = { },
     KnownProxies = { }
 });
 

FinlyticBackend/Services/SystemHealthBackgroundService.cs

@@ -70,6 +70,7 @@ public class SystemHealthBackgroundService : BackgroundService
             ("FinlyticFundamentals", "health_Ping/FinlyticFundamentals", "Financial Statements & Estimates", "PostgreSQL fundamentals"),
             ("FinlyticEngine", "health_Ping/FinlyticEngine", "Strategy Screener & Signals", "PostgreSQL engine"),
             ("FinlyticBot", "health_Ping/FinlyticBot", "Automated Trading Execution", "PostgreSQL bot"),
+            ("FinlyticNotify", "health_Ping/FinlyticNotify", "ntfy Push Notifications", "PostgreSQL / Mosquitto"),
         };
 
         var results = new List<ServiceHealthStatusDto>

FinlyticBackend/Util/BackendMqttBridge.cs

@@ -9,6 +9,7 @@ using FinlyticBackend.Database;
 using FinlyticBackend.Hubs;
 using FinlyticBackend.Services;
 using FinlyticBackend.Settings;
+using FinlyticCore.Dtos;
 using FinlyticCore.Dtos.Bot;
 using FinlyticCore.Dtos.Logging;
 using FinlyticCore.Dtos.News;
@@ -104,6 +105,11 @@ public class BackendMqttBridge : ManagedMqttClient, IHostedService
             MqttTopics.RequestFilter(MqttTopics.Channels.BackendGetAggregatedFavorites),
             HandleGetAggregatedFavoritesRpcAsync);
 
+        // Username lookup RPC Endpoint for FinlyticNotify
+        await SubscribeRpcAsync<UserIdRequest, string?>(
+            MqttTopics.RequestFilter(MqttTopics.Channels.BackendGetUsername),
+            HandleGetUsernameRpcAsync);
+
         // FinlyticBackend previously never broadcast its OWN structured logs at all (it only relayed other
         // services' logs received on MqttTopics.LogsWildcard, subscribed above) - it never used
         // IFinlyticLogger<T>, so FinlyticLogBroadcaster.Broadcast was never invoked for anything happening
@@ -286,4 +292,24 @@ public class BackendMqttBridge : ManagedMqttClient, IHostedService
             "[BackendMqttBridge] Responded to backend_GetAggregatedFavorites with {Count} unique ISINs. [CorrelationId: {CorrelationId}]", isins.Count, correlationId);
         return isins;
     }
+
+    private async Task<string?> HandleGetUsernameRpcAsync(UserIdRequest? req, string correlationId)
+    {
+        if (req == null || req.UserId == Guid.Empty) return null;
+
+        using var scope = _scopeFactory.CreateScope();
+        var dbContext = scope.ServiceProvider.GetRequiredService<BackendDbContext>();
+
+        var user = await dbContext.Users
+            .AsNoTracking()
+            .FirstOrDefaultAsync(u => u.Id == req.UserId);
+
+        if (user == null) return null;
+
+        string username = !string.IsNullOrWhiteSpace(user.FullName)
+            ? user.FullName.Trim().ToLowerInvariant().Replace(" ", "_")
+            : user.Email.Split('@')[0].Trim().ToLowerInvariant();
+
+        return username;
+    }
 }

FinlyticCore/Dtos/MqttRequestDtos.cs

@@ -245,6 +245,13 @@ public record CreateManualTradeRequest(
     [property: JsonPropertyName("fee")] decimal Fee = 0m
 );
 
+/// <summary>
+/// Generic request payload carrying a user GUID to resolve user identity across microservices.
+/// </summary>
+public record UserIdRequest(
+    [property: JsonPropertyName("userId")] Guid UserId
+);
+
 /// <summary>
 /// Machine-readable classification of a server-side RPC fault, carried by <see cref="RpcErrorResponse"/> so a
 /// caller can react to the specific failure mode instead of only learning "something went wrong" (or, before

FinlyticCore/Dtos/TradeRepublic/TradeRepublicAssetResponse.cs

@@ -27,7 +27,13 @@ public record TradeRepublicAsset
     [JsonPropertyName("isin")] public string Isin { get; init; } = "";
     [JsonPropertyName("name")] public string Name { get; init; } = "";
     [JsonPropertyName("type")] public string Type { get; init; } = "";
-    [JsonPropertyName("instrumentCategory")] public string InstrumentCategory { get; init; } = "";
+    private readonly string _instrumentCategory = "";
+    [JsonPropertyName("instrumentCategory")] 
+    public string InstrumentCategory 
+    { 
+        get => _instrumentCategory; 
+        init => _instrumentCategory = value ?? ""; 
+    }
     [JsonPropertyName("hasCfd")] public bool HasCfd { get; init; }
     [JsonPropertyName("imageId")] public string? ImageId { get; init; }
     

FinlyticCore/Dtos/Trading/EngineTradeDtos.cs

@@ -108,6 +108,7 @@ public record TradeFillDto(
 public record ActiveTradeDto(
     [property: JsonPropertyName("tradeId")] Guid TradeId,
     [property: JsonPropertyName("proposalId")] Guid ProposalId,
+    [property: JsonPropertyName("userId")] Guid UserId,
     [property: JsonPropertyName("underlyingIsin")] string UnderlyingIsin,
     [property: JsonPropertyName("symbol")] string Symbol,
     [property: JsonPropertyName("derivativeIsin")] string? DerivativeIsin,

FinlyticCore/Util/MqttTopics.cs

@@ -279,6 +279,14 @@ public static class MqttTopics
         /// <summary>Served by FinlyticBot: applies dynamic setting updates for the service.</summary>
         public const string BotSettingsUpdate = "bot_settings_Update";
 
+        // ---- FinlyticNotify ----
+
+        /// <summary>Served by FinlyticNotify: returns all dynamic settings for the service.</summary>
+        public const string NotifySettingsGetAll = "notify_settings_GetAll";
+
+        /// <summary>Served by FinlyticNotify: applies dynamic setting updates for the service.</summary>
+        public const string NotifySettingsUpdate = "notify_settings_Update";
+
         // ---- FinlyticBackend ----
 
         /// <summary>
@@ -286,6 +294,11 @@ public static class MqttTopics
         /// even though FinlyticBackend is outside this refactor's scope, so no future service hardcodes it again.
         /// </summary>
         public const string BackendGetAggregatedFavorites = "backend_GetAggregatedFavorites";
+
+        /// <summary>
+        /// Served by FinlyticBackend: resolves and returns the clean username for a given UserId GUID.
+        /// </summary>
+        public const string BackendGetUsername = "backend_GetUsername";
     }
 
     // ---------------------------------------------------------------------------------------------------

FinlyticEngine.Tests/Services/Scoring/CompositeOpportunityScorerV2Tests.cs

@@ -0,0 +1,273 @@
+using System;
+using System.Collections.Generic;
+using System.Threading.Tasks;
+using FinlyticCore.Dtos.Fundamentals;
+using FinlyticCore.Dtos.Sentiment;
+using FinlyticCore.Dtos.Simulation;
+using FinlyticCore.Dtos.TechnicalAnalysis;
+using FinlyticCore.Dtos.Trading;
+using FinlyticEngine.Services.Scoring;
+using FinlyticEngine.Settings;
+using FinlyticEngine.Tests.TestSupport;
+using Xunit;
+
+namespace FinlyticEngine.Tests.Services.Scoring;
+
+public class CompositeOpportunityScorerV2Tests
+{
+    private readonly FakeSettingsService _settings = new();
+    private readonly FakeFinlyticLogger<CompositeOpportunityScorerV2> _logger = new();
+    private readonly CompositeOpportunityScorerV2 _scorer;
+
+    public CompositeOpportunityScorerV2Tests()
+    {
+        _scorer = new CompositeOpportunityScorerV2(_settings, _logger);
+    }
+
+    private static StrategyResultDto CreateSetup(SignalDirection direction, decimal qualityScore = 85m)
+    {
+        return new StrategyResultDto(
+            SetupId: Guid.NewGuid(),
+            Isin: "US0378331005",
+            Symbol: "AAPL",
+            Timeframe: "15m",
+            StrategyKey: "TrendPullbackFvg",
+            StrategyName: "Trend Pullback FVG",
+            Direction: direction,
+            QualityScore: qualityScore,
+            CurrentPrice: 150m,
+            EntryPrice: 150m,
+            InvalidationPrice: direction == SignalDirection.Buy ? 145m : 155m,
+            CurrentAtr: 2.5m,
+            EstimatedRiskRewardRatio: 2.0m,
+            ExitPlan: TestData.SimpleExitPlan(),
+            TechnicalRationale: "Test setup",
+            TriggeringPatterns: [],
+            IndicatorSnapshot: new Dictionary<string, decimal>(),
+            CreatedAt: DateTime.UtcNow,
+            ExpiresAt: DateTime.UtcNow.AddHours(4),
+            IsTopPick: true,
+            Rating: "A"
+        );
+    }
+
+    [Fact]
+    public async Task CalculateCompositeScoreAsync_BuyDirection_BullishFundamentals_ScoresHigh()
+    {
+        // Arrange
+        var setup = CreateSetup(SignalDirection.Buy, qualityScore: 85m);
+        var sentiment = new IsinSentimentSummaryDto
+        {
+            Isin = "US0378331005",
+            CurrentSummary = new IsinCurrentSummary
+            {
+                SentimentLabel = "POSITIVE",
+                CompoundScore = 0.8,
+                TotalArticlesAnalyzed = 15,
+                PositiveArticles = 12,
+                NegativeArticles = 1,
+                NeutralArticles = 2,
+                Trend = "IMPROVING",
+                KeyHighlight = "Strong quarterly earnings surprise"
+            }
+        };
+
+        var fundamentals = new AssetFundamentalsDto
+        {
+            Asset = new AssetHeaderDto { Isin = "US0378331005", Name = "Apple Inc." },
+            Fundamentals = new FundamentalDataDto
+            {
+                MarketCap = 3000000000000m,
+                ForwardPe = 18m, // Low PE -> +10
+                TrailingPe = 22m,
+                PriceToBook = 10m,
+                ReturnOnEquity = 0.25m, // High ROE -> +10
+                TotalRevenue = 1000000000m,
+                RevenueGrowthYoY = 0.15m,
+                OperatingIncome = 300000000m,
+                NetIncome = 250000000m,
+                DebtToEquity = 1.2m,
+                FreeCashFlow = 200000000m,
+                ConsensusRating = "Strong_Buy", // Strong Buy -> +10
+                PriceTargetMean = 180m,
+                ShortPercentOfFloat = 0.02m
+            },
+            Events =
+            [
+                new CorporateEventDto { Type = "Earnings", Date = DateTime.UtcNow.AddDays(45) },
+                new CorporateEventDto { Type = "Dividend", Date = DateTime.UtcNow.AddDays(30) }
+            ],
+            LastUpdatedAt = DateTime.UtcNow
+        };
+
+        // Act
+        var result = await _scorer.CalculateCompositeScoreAsync(setup, sentiment, fundamentals);
+
+        // Assert
+        Assert.True(result.FundamentalScore >= 80m, $"Expected FundamentalScore >= 80, but got {result.FundamentalScore}");
+        Assert.True(result.SentimentScore >= 85m, $"Expected SentimentScore >= 85, but got {result.SentimentScore}");
+        Assert.True(result.CompositeScore >= 80m, $"Expected CompositeScore >= 80, but got {result.CompositeScore}");
+    }
+
+    [Fact]
+    public async Task CalculateCompositeScoreAsync_BuyDirection_BearishFundamentals_ScoresLow()
+    {
+        // Arrange: Buy setup with awful fundamentals
+        var setup = CreateSetup(SignalDirection.Buy, qualityScore: 85m);
+        var fundamentals = new AssetFundamentalsDto
+        {
+            Asset = new AssetHeaderDto { Isin = "US0378331005", Name = "Loss Making Corp" },
+            Fundamentals = new FundamentalDataDto
+            {
+                MarketCap = 1000000000m,
+                ForwardPe = 65m, // High PE -> -10
+                TrailingPe = 70m,
+                PriceToBook = 5m,
+                ReturnOnEquity = -0.10m, // Negative ROE -> -15
+                TotalRevenue = 100000000m,
+                RevenueGrowthYoY = -0.20m,
+                OperatingIncome = -20000000m,
+                NetIncome = -25000000m,
+                DebtToEquity = 3.5m, // High debt -> -10
+                FreeCashFlow = -30000000m,
+                ConsensusRating = "Underperform", // Sell/Underperform -> -15
+                PriceTargetMean = 80m,
+                ShortPercentOfFloat = 0.15m
+            },
+            Events = [new CorporateEventDto { Type = "Earnings", Date = DateTime.UtcNow.AddDays(45) }],
+            LastUpdatedAt = DateTime.UtcNow
+        };
+
+        // Act
+        var result = await _scorer.CalculateCompositeScoreAsync(setup, null, fundamentals);
+
+        // Assert
+        Assert.True(result.FundamentalScore <= 15m, $"Expected FundamentalScore <= 15 for bad fundamentals on Buy, but got {result.FundamentalScore}");
+    }
+
+    [Fact]
+    public async Task CalculateCompositeScoreAsync_SellDirection_BearishFundamentals_ScoresHigh()
+    {
+        // Arrange: Sell setup on an overvalued, unprofitable company with Sell rating & negative sentiment
+        var setup = CreateSetup(SignalDirection.Sell, qualityScore: 85m);
+        var sentiment = new IsinSentimentSummaryDto
+        {
+            Isin = "US0378331005",
+            CurrentSummary = new IsinCurrentSummary
+            {
+                SentimentLabel = "NEGATIVE",
+                CompoundScore = -0.8, // Strong negative sentiment -> should score 90 for Sell!
+                TotalArticlesAnalyzed = 15,
+                PositiveArticles = 1,
+                NegativeArticles = 12,
+                NeutralArticles = 2,
+                Trend = "DETERIORATING",
+                KeyHighlight = "Investigation launched and guidance slashed"
+            }
+        };
+
+        var fundamentals = new AssetFundamentalsDto
+        {
+            Asset = new AssetHeaderDto { Isin = "US0378331005", Name = "Struggling Tech Corp" },
+            Fundamentals = new FundamentalDataDto
+            {
+                MarketCap = 1000000000m,
+                ForwardPe = 60m, // High PE -> +12 for Short
+                TrailingPe = 70m,
+                PriceToBook = 5m,
+                ReturnOnEquity = -0.15m, // Negative ROE -> +15 for Short
+                TotalRevenue = 100000000m,
+                RevenueGrowthYoY = -0.30m,
+                OperatingIncome = -20000000m,
+                NetIncome = -25000000m,
+                DebtToEquity = 3.0m, // High debt -> +10 for Short
+                FreeCashFlow = -30000000m,
+                ConsensusRating = "Underperform", // Sell/Underperform -> +15 for Short
+                PriceTargetMean = 60m,
+                ShortPercentOfFloat = 0.10m // Moderate short interest -> +5 for Short
+            },
+            Events = [new CorporateEventDto { Type = "Earnings", Date = DateTime.UtcNow.AddDays(45) }],
+            LastUpdatedAt = DateTime.UtcNow
+        };
+
+        // Act
+        var result = await _scorer.CalculateCompositeScoreAsync(setup, sentiment, fundamentals);
+
+        // Assert
+        Assert.True(result.FundamentalScore >= 90m, $"Expected FundamentalScore >= 90 for ideal short fundamentals, but got {result.FundamentalScore}");
+        Assert.True(result.SentimentScore >= 85m, $"Expected SentimentScore >= 85 for bearish sentiment on Sell, but got {result.SentimentScore}");
+        Assert.True(result.CompositeScore >= 85m, $"Expected CompositeScore >= 85 for ideal short setup, but got {result.CompositeScore}");
+    }
+
+    [Fact]
+    public async Task CalculateCompositeScoreAsync_SellDirection_BullishFundamentals_ScoresLow()
+    {
+        // Arrange: Sell setup on a high quality, profitable, cheap company
+        var setup = CreateSetup(SignalDirection.Sell, qualityScore: 85m);
+        var fundamentals = new AssetFundamentalsDto
+        {
+            Asset = new AssetHeaderDto { Isin = "US0378331005", Name = "High Quality Value Inc." },
+            Fundamentals = new FundamentalDataDto
+            {
+                MarketCap = 3000000000000m,
+                ForwardPe = 12m, // Cheap PE -> -12 for Short (hard to fall further)
+                TrailingPe = 14m,
+                PriceToBook = 2m,
+                ReturnOnEquity = 0.35m, // High ROE -> -12 for Short (cash cow resilience)
+                TotalRevenue = 1000000000m,
+                RevenueGrowthYoY = 0.20m,
+                OperatingIncome = 300000000m,
+                NetIncome = 250000000m,
+                DebtToEquity = 0.5m,
+                FreeCashFlow = 200000000m,
+                ConsensusRating = "Strong_Buy", // Strong buy -> -15 for Short
+                PriceTargetMean = 220m,
+                ShortPercentOfFloat = 0.01m
+            },
+            Events = [new CorporateEventDto { Type = "Earnings", Date = DateTime.UtcNow.AddDays(45) }],
+            LastUpdatedAt = DateTime.UtcNow
+        };
+
+        // Act
+        var result = await _scorer.CalculateCompositeScoreAsync(setup, null, fundamentals);
+
+        // Assert
+        Assert.True(result.FundamentalScore <= 20m, $"Expected FundamentalScore <= 20 for shorting a healthy company, but got {result.FundamentalScore}");
+    }
+
+    [Fact]
+    public async Task CalculateCompositeScoreAsync_SellDirection_HighShortFloat_AppliesSqueezeRiskPenalty()
+    {
+        // Arrange: Sell setup with excessive short float (> 25%) indicating short squeeze risk
+        var setup = CreateSetup(SignalDirection.Sell, qualityScore: 80m);
+        var fundamentals = new AssetFundamentalsDto
+        {
+            Asset = new AssetHeaderDto { Isin = "US0378331005", Name = "Heavily Shorted Corp" },
+            Fundamentals = new FundamentalDataDto
+            {
+                MarketCap = 1000000000m,
+                ForwardPe = 30m,
+                TrailingPe = 35m,
+                PriceToBook = 3m,
+                ReturnOnEquity = 0.05m,
+                TotalRevenue = 100000000m,
+                RevenueGrowthYoY = 0.02m,
+                OperatingIncome = 5000000m,
+                NetIncome = 3000000m,
+                DebtToEquity = 1.0m,
+                FreeCashFlow = 2000000m,
+                ConsensusRating = "Hold",
+                PriceTargetMean = 100m,
+                ShortPercentOfFloat = 0.35m // 35% float shorted -> Squeeze danger!
+            },
+            Events = [new CorporateEventDto { Type = "Earnings", Date = DateTime.UtcNow.AddDays(45) }],
+            LastUpdatedAt = DateTime.UtcNow
+        };
+
+        // Act
+        var result = await _scorer.CalculateCompositeScoreAsync(setup, null, fundamentals);
+
+        // Base score: 50 - 10 (squeeze penalty) = 40
+        Assert.Equal(40m, result.FundamentalScore);
+    }
+}

FinlyticEngine/Program.cs

@@ -34,7 +34,8 @@ builder.Services.AddSingleton<IEngineRpcClient>(sp => sp.GetRequiredService<Engi
 builder.Services.AddHostedService(sp => sp.GetRequiredService<EngineMqttClient>());
 
 // 5. Register Engine Domain Services
-builder.Services.AddSingleton<ICompositeOpportunityScorer, CompositeOpportunityScorer>();
+// builder.Services.AddSingleton<ICompositeOpportunityScorer, CompositeOpportunityScorer>(); // V1 Fallback
+builder.Services.AddSingleton<ICompositeOpportunityScorer, CompositeOpportunityScorerV2>(); // V2 Bidirectional Active
 builder.Services.AddSingleton<IKnockOutDerivativeResolver, KnockOutDerivativeResolver>();
 builder.Services.AddSingleton<ITradeLifecycleService, TradeLifecycleService>();
 builder.Services.AddSingleton<IEvaluationHistoryService, EvaluationHistoryService>();

FinlyticEngine/Services/Ai/AiReasoningGateService.cs

@@ -27,16 +27,17 @@ public class AiReasoningGateService : IAiReasoningGateService
     /// on a single external configuration surface.
     /// </summary>
     private const string BaseInstructions =
-        "Du bist der Senior Risk & Trade Validator für Finlytic, ein automatisiertes Trading-System. " +
-        "Bewerte, ob das folgende technische Setup als Trade-Vorschlag freigegeben werden soll. Prüfe " +
-        "insbesondere: (1) Widersprechen sich technisches Signal, Sentiment-Lage und Fundamentaldaten? " +
-        "(2) Deutet eine aktive Earnings- oder Dividenden-Sperre auf einen bevorstehenden, schwer " +
-        "kalkulierbaren Kurssprung hin? (3) Was sagt die Backtest-Historie (falls vorhanden) über die " +
-        "Zuverlässigkeit dieser Strategie für genau dieses Asset? (4) Passt das Risk/Reward-Verhältnis zum " +
-        "aktuellen Markt-Regime? Antworte AUSSCHLIESSLICH mit einem einzelnen JSON-Objekt exakt in diesem " +
-        "Schema, ohne Text davor oder danach: {\"isApproved\": bool, \"confidence\": number|null (0.0-1.0), " +
-        "\"thesisSummary\": string, \"invalidationReason\": string, \"keyCatalysts\": string[], " +
-        "\"identifiedRisks\": string[]}. Sei im Zweifel eher ablehnend (fail-closed) - ein verpasster Trade " +
+        "Du bist der Senior Risk & Trade Validator für Finlytic, ein automatisiertes Trading-System für Long- und Short-Strategien. " +
+        "Bewerte richtungsbezogen (Long/Buy oder Short/Sell), ob das folgende Setup als Trade-Vorschlag freigegeben werden soll. Prüfe " +
+        "insbesondere: (1) Widersprechen sich Signal-Richtung, technisches Muster, Sentiment und Fundamentaldaten? " +
+        "(Bei Long: stützen Momentum, News und Bewertung steigende Kurse? Bei Short: stützen bärische Muster, negatives Sentiment " +
+        "oder schwache/überbewertete Fundamentaldaten fallende Kurse ohne extreme Squeeze-Gefahr?) " +
+        "(2) Deutet eine aktive Earnings- oder Dividenden-Sperre auf einen schwer kalkulierbaren Kurssprung (Gap) gegen die Position hin? " +
+        "(3) Was sagt die Backtest-Historie (falls vorhanden) über die Zuverlässigkeit dieser Strategie für dieses Asset aus? " +
+        "(4) Passt das Risk/Reward-Verhältnis zum aktuellen Markt-Regime? " +
+        "Antworte AUSSCHLIESSLICH mit einem einzelnen JSON-Objekt exakt in diesem Schema, ohne Text davor oder danach: " +
+        "{\"isApproved\": bool, \"confidence\": number|null (0.0-1.0), \"thesisSummary\": string, \"invalidationReason\": string, " +
+        "\"keyCatalysts\": string[], \"identifiedRisks\": string[]}. Sei im Zweifel eher ablehnend (fail-closed) - ein verpasster Trade " +
         "ist günstiger als ein falscher.";
 
     private readonly HttpClient _httpClient;

FinlyticEngine/Services/Scoring/CompositeOpportunityScorerV2.cs

@@ -0,0 +1,227 @@
+using System;
+using System.Threading;
+using System.Threading.Tasks;
+using FinlyticCore.Dtos.Fundamentals;
+using FinlyticCore.Dtos.Sentiment;
+using FinlyticCore.Dtos.Simulation;
+using FinlyticCore.Dtos.TechnicalAnalysis;
+using FinlyticCore.Services;
+using FinlyticEngine.Settings;
+
+namespace FinlyticEngine.Services.Scoring;
+
+/// <summary>
+/// V2 Implementation of <see cref="ICompositeOpportunityScorer"/> featuring direction-aware fundamental
+/// evaluation (Long vs Short), symmetrical sentiment scaling, and short-squeeze awareness.
+/// </summary>
+public class CompositeOpportunityScorerV2 : ICompositeOpportunityScorer
+{
+    private readonly ISettingsService _settingsService;
+    private readonly IFinlyticLogger<CompositeOpportunityScorerV2> _logger;
+
+    /// <summary>
+    /// Initializes a new instance of the <see cref="CompositeOpportunityScorerV2"/> class.
+    /// </summary>
+    public CompositeOpportunityScorerV2(
+        ISettingsService settingsService,
+        IFinlyticLogger<CompositeOpportunityScorerV2> logger)
+    {
+        _settingsService = settingsService;
+        _logger = logger;
+    }
+
+    /// <inheritdoc />
+    public async Task<ScoringResult> CalculateCompositeScoreAsync(
+        StrategyResultDto setup,
+        IsinSentimentSummaryDto? sentiment,
+        AssetFundamentalsDto? fundamentals,
+        StrategyAssetReliabilityDto? reliability = null,
+        CancellationToken cancellationToken = default)
+    {
+        var wTech = await _settingsService.GetSettingAsync(EngineSettingKeys.WeightTechnical, cancellationToken);
+        var wSent = await _settingsService.GetSettingAsync(EngineSettingKeys.WeightSentiment, cancellationToken);
+        var wFund = await _settingsService.GetSettingAsync(EngineSettingKeys.WeightFundamental, cancellationToken);
+        var lockoutDays = await _settingsService.GetSettingAsync(EngineSettingKeys.EarningsLockoutDays, cancellationToken);
+        var dividendGateDays = await _settingsService.GetSettingAsync(EngineSettingKeys.DividendGateDays, cancellationToken);
+
+        // 1. Technical Score (0..100)
+        decimal sTech = Math.Clamp(setup.QualityScore, 0m, 100m);
+
+        // 2. Sentiment Score (0..100) - Direction aware
+        decimal sSent = 50m;
+        if (sentiment?.CurrentSummary != null)
+        {
+            decimal compound = (decimal)sentiment.CurrentSummary.CompoundScore; // -1.0 .. +1.0
+            if (setup.Direction == SignalDirection.Buy)
+            {
+                // Compound: -1.0 -> 0, 0.0 -> 50, +1.0 -> 100
+                sSent = Math.Clamp(((compound + 1.0m) / 2.0m) * 100m, 0m, 100m);
+            }
+            else if (setup.Direction == SignalDirection.Sell)
+            {
+                // Compound: +1.0 -> 0, 0.0 -> 50, -1.0 -> 100
+                sSent = Math.Clamp(((1.0m - compound) / 2.0m) * 100m, 0m, 100m);
+            }
+        }
+
+        // 3. Fundamental Score (0..100) - V2 Direction Aware (Long vs Short)
+        decimal sFund = 50m;
+        if (fundamentals?.Fundamentals != null)
+        {
+            sFund = CalculateDirectionalFundamentalScore(fundamentals.Fundamentals, setup.Direction);
+        }
+
+        // 4. Earnings Lockout Check
+        int? daysToEarnings = fundamentals?.DaysToNextEarnings;
+        bool passedLockout = true;
+        decimal mEarnings = 1.0m;
+
+        if (daysToEarnings.HasValue && daysToEarnings.Value <= lockoutDays && daysToEarnings.Value >= 0)
+        {
+            passedLockout = false;
+            mEarnings = 0.15m; // Strong suppression penalty
+            await _logger.LogWarningAsync(EngineSettingKeys.ScoringChannel,
+                "[CompositeScorerV2] ISIN {Isin} hit earnings lockout ({Days} days to earnings). Suppressing score.",
+                setup.Isin, daysToEarnings.Value);
+        }
+
+        // 4b. Dividend Gate Check
+        int? daysToExDividend = fundamentals?.DaysToNextExDividend;
+        bool passedDividendGate = true;
+        decimal mDividend = 1.0m;
+
+        if (daysToExDividend.HasValue && daysToExDividend.Value <= dividendGateDays && daysToExDividend.Value >= 0)
+        {
+            passedDividendGate = false;
+            mDividend = 0.5m; // Moderate suppression penalty
+            await _logger.LogWarningAsync(EngineSettingKeys.ScoringChannel,
+                "[CompositeScorerV2] ISIN {Isin} hit dividend gate ({Days} days to ex-dividend). Suppressing score.",
+                setup.Isin, daysToExDividend.Value);
+        }
+
+        // 5. Backtesting Matrix Feedback-Loop (Score-Bonus or Veto)
+        decimal matrixBonus = 0m;
+        bool passedVeto = true;
+        decimal mVeto = 1.0m;
+
+        if (reliability != null)
+        {
+            if (reliability.RecommendedAction == "BOOST_SCORE" || (reliability.ProfitFactor >= 1.60m && reliability.SampleTradeCount >= 5))
+            {
+                matrixBonus = 15.0m;
+                await _logger.LogInfoAsync(EngineSettingKeys.ScoringChannel,
+                    "[CompositeScorerV2] Simulation matrix bonus (+15 pts) applied for {Isin} ({Strategy}): PF={PF:F2}, WR={WR:F1}%",
+                    setup.Isin, setup.StrategyKey, reliability.ProfitFactor, reliability.WinRatePercent);
+            }
+            else if (reliability.RecommendedAction == "VETO_DISABLE" || (!reliability.IsStrategyApprovedForAsset && reliability.SampleTradeCount >= 5))
+            {
+                passedVeto = false;
+                mVeto = 0.20m; // Heavy suppression penalty
+                await _logger.LogWarningAsync(EngineSettingKeys.ScoringChannel,
+                    "[CompositeScorerV2] Simulation matrix VETO applied for {Isin} ({Strategy}): PF={PF:F2} < 1.00. Suppressing score.",
+                    setup.Isin, setup.StrategyKey, reliability.ProfitFactor);
+            }
+        }
+
+        // 6. Calculate Weighted Composite Opportunity Score (COS)
+        decimal rawScore = (wTech * sTech) + (wSent * sSent) + (wFund * sFund) + matrixBonus;
+        decimal finalCos = Math.Clamp(rawScore * mEarnings * mDividend * mVeto, 0m, 100m);
+
+        await _logger.LogInfoAsync(EngineSettingKeys.ScoringChannel,
+            "[CompositeScorerV2] ISIN {Isin} ({Direction}) evaluated: COS={Cos:F1} (Tech={Tech:F1}, Sent={Sent:F1}, Fund={Fund:F1}, Bonus={Bonus}, Veto={Veto}, Lockout={Lockout}, DividendGate={DividendGate})",
+            setup.Isin, setup.Direction, finalCos, sTech, sSent, sFund, matrixBonus, passedVeto, passedLockout, passedDividendGate);
+
+        return new ScoringResult(
+            CompositeScore: Math.Round(finalCos, 2),
+            TechnicalScore: Math.Round(sTech, 2),
+            SentimentScore: Math.Round(sSent, 2),
+            FundamentalScore: Math.Round(sFund, 2),
+            PassedEarningsLockout: passedLockout,
+            DaysToNextEarnings: daysToEarnings,
+            ReliabilityBonus: matrixBonus,
+            PassedSimulationVeto: passedVeto,
+            PassedDividendGate: passedDividendGate,
+            DaysToNextExDividend: daysToExDividend
+        );
+    }
+
+    /// <summary>
+    /// Computes directional fundamental score tailored specifically for Buy vs Sell opportunities.
+    /// </summary>
+    private static decimal CalculateDirectionalFundamentalScore(FundamentalDataDto fund, SignalDirection direction)
+    {
+        decimal baseScore = 50m;
+
+        if (direction == SignalDirection.Buy)
+        {
+            // Forward P/E: Low valuation supports Long (+10), extreme overvaluation penalizes (-10)
+            if (fund.ForwardPe.HasValue)
+            {
+                if (fund.ForwardPe.Value > 0 && fund.ForwardPe.Value < 20m) baseScore += 10m;
+                else if (fund.ForwardPe.Value > 45m || fund.ForwardPe.Value <= 0) baseScore -= 10m;
+            }
+
+            // Return on Equity: Profitable return on equity supports Long (+10), capital destruction penalizes (-15)
+            if (fund.ReturnOnEquity.HasValue)
+            {
+                if (fund.ReturnOnEquity.Value > 0.15m) baseScore += 10m;
+                else if (fund.ReturnOnEquity.Value < 0.0m) baseScore -= 15m;
+            }
+
+            // Analyst Consensus
+            if (!string.IsNullOrWhiteSpace(fund.ConsensusRating))
+            {
+                var r = fund.ConsensusRating.ToLowerInvariant();
+                if (r.Contains("buy") || r.Contains("strong_buy") || r.Contains("outperform")) baseScore += 10m;
+                else if (r.Contains("sell") || r.Contains("underperform")) baseScore -= 15m;
+            }
+
+            // Debt to Equity penalty for highly leveraged balance sheets on Longs
+            if (fund.DebtToEquity.HasValue && fund.DebtToEquity.Value > 2.5m)
+            {
+                baseScore -= 10m;
+            }
+        }
+        else if (direction == SignalDirection.Sell)
+        {
+            // Symmetrical Short evaluation:
+            // Forward P/E: Extreme valuation or negative earnings supports Short (+12), deep value penalizes (-12)
+            if (fund.ForwardPe.HasValue)
+            {
+                if (fund.ForwardPe.Value > 45m || fund.ForwardPe.Value <= 0) baseScore += 12m;
+                else if (fund.ForwardPe.Value > 0 && fund.ForwardPe.Value < 15m) baseScore -= 12m;
+            }
+
+            // Return on Equity: Capital destruction / losses supports Short (+15), high cash cow returns penalizes (-12)
+            if (fund.ReturnOnEquity.HasValue)
+            {
+                if (fund.ReturnOnEquity.Value < 0.0m) baseScore += 15m;
+                else if (fund.ReturnOnEquity.Value > 0.25m) baseScore -= 12m;
+            }
+
+            // Analyst Consensus: Downgrades and Sell ratings confirm Short (+15), Strong Buy opposes Short (-15)
+            if (!string.IsNullOrWhiteSpace(fund.ConsensusRating))
+            {
+                var r = fund.ConsensusRating.ToLowerInvariant();
+                if (r.Contains("sell") || r.Contains("underperform") || r.Contains("downgrade")) baseScore += 15m;
+                else if (r.Contains("strong_buy") || r.Contains("outperform")) baseScore -= 15m;
+            }
+
+            // High Debt to Equity adds vulnerability in downtrend (+10)
+            if (fund.DebtToEquity.HasValue && fund.DebtToEquity.Value > 2.5m)
+            {
+                baseScore += 10m;
+            }
+
+            // Short Interest Float check: moderate short interest (5-15%) confirms short thesis (+5),
+            // but extreme short interest (>25%) warns of dangerous short squeeze risk (-10)
+            if (fund.ShortPercentOfFloat.HasValue)
+            {
+                if (fund.ShortPercentOfFloat.Value is >= 0.05m and <= 0.15m) baseScore += 5m;
+                else if (fund.ShortPercentOfFloat.Value > 0.25m) baseScore -= 10m;
+            }
+        }
+
+        return Math.Clamp(baseScore, 0m, 100m);
+    }
+}

FinlyticEngine/Services/Trading/ActiveTradeMonitoringBackgroundService.cs

@@ -221,6 +221,7 @@ public class ActiveTradeMonitoringBackgroundService : BackgroundService
         return new ActiveTradeDto(
             TradeId: e.Id,
             ProposalId: e.ProposalId,
+            UserId: e.UserId,
             UnderlyingIsin: e.UnderlyingIsin,
             Symbol: e.Symbol,
             DerivativeIsin: e.DerivativeIsin,

FinlyticEngine/Services/Trading/TradeLifecycleService.cs

@@ -889,6 +889,7 @@ public class TradeLifecycleService : ITradeLifecycleService
         return new ActiveTradeDto(
             TradeId: e.Id,
             ProposalId: e.ProposalId,
+            UserId: e.UserId,
             UnderlyingIsin: e.UnderlyingIsin,
             Symbol: e.Symbol,
             DerivativeIsin: e.DerivativeIsin,

FinlyticNotify.Tests/FinlyticNotify.Tests.csproj

@@ -0,0 +1,27 @@
+<Project Sdk="Microsoft.NET.Sdk">
+
+    <PropertyGroup>
+        <TargetFramework>net10.0</TargetFramework>
+        <ImplicitUsings>enable</ImplicitUsings>
+        <Nullable>enable</Nullable>
+        <IsPackable>false</IsPackable>
+        <IsTestProject>true</IsTestProject>
+    </PropertyGroup>
+
+    <ItemGroup>
+        <PackageReference Include="coverlet.collector" Version="6.0.4" />
+        <PackageReference Include="Microsoft.NET.Test.Sdk" Version="17.14.0" />
+        <PackageReference Include="xunit" Version="2.9.3" />
+        <PackageReference Include="xunit.runner.visualstudio" Version="3.1.0" />
+    </ItemGroup>
+
+    <ItemGroup>
+        <Using Include="Xunit" />
+    </ItemGroup>
+
+    <ItemGroup>
+      <ProjectReference Include="..\FinlyticCore\FinlyticCore.csproj" />
+      <ProjectReference Include="..\FinlyticNotify\FinlyticNotify.csproj" />
+    </ItemGroup>
+
+</Project>

FinlyticNotify.Tests/Services/NotificationFormatterTests.cs

@@ -0,0 +1,312 @@
+using System;
+using System.Collections.Generic;
+using FinlyticCore.Dtos.Bot;
+using FinlyticCore.Dtos.News;
+using FinlyticCore.Dtos.TechnicalAnalysis;
+using FinlyticCore.Dtos.Trading;
+using FinlyticNotify.Services;
+using Xunit;
+
+namespace FinlyticNotify.Tests.Services;
+
+public class NotificationFormatterTests
+{
+    private readonly NotificationFormatter _formatter = new();
+
+    [Fact]
+    public void FormatProposalNotification_LongBuy_FormatsCorrectly()
+    {
+        // Arrange
+        var proposal = new TradeProposalDto(
+            ProposalId: Guid.NewGuid(),
+            UnderlyingIsin: "US67066G1040",
+            Symbol: "NVDA",
+            StrategyKey: "TrendPullbackFvg",
+            Direction: SignalDirection.Buy,
+            QualityScore: 88m,
+            CompositeScore: 84.5m,
+            CurrentPrice: 125.50m,
+            EntryPrice: 125.00m,
+            InvalidationPrice: 120.00m,
+            ExitPlan: new ExitPlan(
+                StrategyType: ExitStrategyType.FixedSingleTarget,
+                InitialStopLoss: 120.00m,
+                TakeProfitStages:
+                [
+                    new TakeProfitStage(1, 135.00m, 1.0m, 2.0m, "TP1: 100% Exit at 135.00")
+                ]
+            ),
+            SelectedDerivative: new DerivativeSelectionDto(
+                DerivativeIsin: "DE000TEST123",
+                DerivativeWkn: null,
+                Issuer: "HSBC",
+                OptionType: "LONG",
+                Strike: 110.0m,
+                Barrier: 110.0m,
+                Leverage: 8.2m,
+                SafetyBufferPercent: 0.08m,
+                SpreadPercentage: 0.005m,
+                Size: 100m
+            ),
+            AiValidation: new AiValidationResultDto(
+                IsApproved: true,
+                Confidence: 0.85m,
+                Source: ValidationSource.Ai,
+                ThesisSummary: "Bruch des lokalen Abwärtstrends mit starkem Volumen und positiver Halbleiter-Sektor-Dynamik.",
+                InvalidationReason: "",
+                KeyCatalysts: ["Earnings Momentum"],
+                IdentifiedRisks: ["Allgemeine Marktvolatilität"]
+            ),
+            CreatedAtUtc: DateTime.UtcNow,
+            ExpiresAtUtc: DateTime.UtcNow.AddHours(4)
+        );
+
+        // Act
+        var notification = _formatter.FormatProposalNotification(proposal, "finlytic_broadcast");
+
+        // Assert
+        Assert.Equal("finlytic_broadcast", notification.Topic);
+        Assert.Contains("🟢 Neuer Trade-Vorschlag: NVDA (Long)", notification.Title);
+        Assert.Equal(4, notification.Priority); // Score >= 80 -> Priority 4
+        Assert.Contains("chart_with_upwards_trend", notification.Tags!);
+        Assert.Contains("moneybag", notification.Tags!);
+        Assert.Contains("**Strategie:** TrendPullbackFvg", notification.Message);
+        Assert.Contains("125,00", notification.Message.Replace('.', ','));
+        Assert.Contains("HSBC", notification.Message);
+        Assert.Contains("Bruch des lokalen Abwärtstrends", notification.Message);
+    }
+
+    [Fact]
+    public void FormatProposalNotification_ShortSell_FormatsCorrectly()
+    {
+        // Arrange
+        var proposal = new TradeProposalDto(
+            ProposalId: Guid.NewGuid(),
+            UnderlyingIsin: "US88160R1014",
+            Symbol: "TSLA",
+            StrategyKey: "SmcLiquiditySweep",
+            Direction: SignalDirection.Sell,
+            QualityScore: 74m,
+            CompositeScore: 72.0m,
+            CurrentPrice: 210.00m,
+            EntryPrice: 209.50m,
+            InvalidationPrice: 216.00m,
+            ExitPlan: new ExitPlan(
+                StrategyType: ExitStrategyType.FixedSingleTarget,
+                InitialStopLoss: 216.00m,
+                TakeProfitStages: [new TakeProfitStage(1, 196.50m, 1.0m, 2.0m, "TP1")]
+            ),
+            SelectedDerivative: null,
+            AiValidation: new AiValidationResultDto(
+                IsApproved: true,
+                Confidence: null,
+                Source: ValidationSource.RuleBased,
+                ThesisSummary: "Bärischer Liquidity Sweep über dem Vortagshoch mit starker Ablehnung.",
+                InvalidationReason: "",
+                KeyCatalysts: [],
+                IdentifiedRisks: []
+            ),
+            CreatedAtUtc: DateTime.UtcNow,
+            ExpiresAtUtc: DateTime.UtcNow.AddHours(4)
+        );
+
+        // Act
+        var notification = _formatter.FormatProposalNotification(proposal, "finlytic_broadcast");
+
+        // Assert
+        Assert.Equal("finlytic_broadcast", notification.Topic);
+        Assert.Contains("🔴 Neuer Trade-Vorschlag: TSLA (Short)", notification.Title);
+        Assert.Equal(3, notification.Priority); // Score < 80 -> Priority 3
+        Assert.Contains("chart_with_downwards_trend", notification.Tags!);
+    }
+
+    [Fact]
+    public void FormatTradeStatusNotification_Tp1Hit_FormatsCorrectlyForUser()
+    {
+        // Arrange
+        var trade = new ActiveTradeDto(
+            TradeId: Guid.NewGuid(),
+            ProposalId: Guid.NewGuid(),
+            UserId: Guid.NewGuid(),
+            UnderlyingIsin: "US0378331005",
+            Symbol: "AAPL",
+            DerivativeIsin: null,
+            DerivativeWkn: null,
+            ExecutionMode: ExecutionMode.ManualTradeRepublic,
+            InstrumentType: InstrumentCategoryType.Stock,
+            Direction: SignalDirection.Buy,
+            Status: TradeStatus.Tp1Hit,
+            AverageBuyIn: 150.00m,
+            TotalQuantity: 10m,
+            InitialStopLoss: 145.00m,
+            CurrentStopLoss: 151.00m,
+            CurrentPrice: 160.00m,
+            UnrealizedPnlEur: 100.00m,
+            UnrealizedPnlPercent: 6.67m,
+            RealizedPnlEur: 0m,
+            ExitPlan: new ExitPlan(ExitStrategyType.StagedScaleOutWithBreakEven, 145.00m, []),
+            Fills: [],
+            OpenedAtUtc: DateTime.UtcNow.AddDays(-1),
+            ClosedAtUtc: null
+        );
+
+        // Act
+        var notification = _formatter.FormatTradeStatusNotification(trade, "finlytic_lars");
+
+        // Assert
+        Assert.Equal("finlytic_lars", notification.Topic);
+        Assert.Contains("🎯 Teilgewinn erreicht (TP1): AAPL", notification.Title);
+        Assert.Equal(4, notification.Priority);
+        Assert.Contains("tada", notification.Tags!);
+        Assert.Contains("Break-Even gesichert", notification.Message);
+    }
+
+    [Fact]
+    public void FormatTradeStatusNotification_StoppedOut_FormatsCorrectlyForUser()
+    {
+        // Arrange
+        var trade = new ActiveTradeDto(
+            TradeId: Guid.NewGuid(),
+            ProposalId: Guid.NewGuid(),
+            UserId: Guid.NewGuid(),
+            UnderlyingIsin: "US0378331005",
+            Symbol: "AAPL",
+            DerivativeIsin: null,
+            DerivativeWkn: null,
+            ExecutionMode: ExecutionMode.ManualTradeRepublic,
+            InstrumentType: InstrumentCategoryType.Stock,
+            Direction: SignalDirection.Buy,
+            Status: TradeStatus.StoppedOut,
+            AverageBuyIn: 150.00m,
+            TotalQuantity: 10m,
+            InitialStopLoss: 145.00m,
+            CurrentStopLoss: 145.00m,
+            CurrentPrice: 144.50m,
+            UnrealizedPnlEur: 0m,
+            UnrealizedPnlPercent: 0m,
+            RealizedPnlEur: -55.00m,
+            ExitPlan: new ExitPlan(ExitStrategyType.FixedSingleTarget, 145.00m, []),
+            Fills: [],
+            OpenedAtUtc: DateTime.UtcNow.AddDays(-1),
+            ClosedAtUtc: DateTime.UtcNow
+        );
+
+        // Act
+        var notification = _formatter.FormatTradeStatusNotification(trade, "finlytic_john");
+
+        // Assert
+        Assert.Equal("finlytic_john", notification.Topic);
+        Assert.Contains("🛑 Stop-Loss ausgelöst: AAPL", notification.Title);
+        Assert.Equal(4, notification.Priority);
+        Assert.Contains("warning", notification.Tags!);
+        Assert.Contains("risikokontrolliert geschlossen", notification.Message);
+    }
+
+    [Fact]
+    public void FormatBotTradeNotification_Active_FormatsCorrectly()
+    {
+        // Arrange
+        var botTrade = new BotTradeOrderDto(
+            OrderId: Guid.NewGuid(),
+            ProposalId: Guid.NewGuid(),
+            Isin: "US5949181045",
+            Symbol: "MSFT",
+            Venue: BotExecutionVenue.AlpacaPaperTrading,
+            AlpacaOrderId: "alpaca_123",
+            ClientOrderId: "client_123",
+            Direction: SignalDirection.Buy,
+            RequestedQuantity: 5m,
+            FilledQuantity: 5m,
+            EntryPrice: 420.00m,
+            AverageBuyIn: 420.50m,
+            InitialStopLoss: 410.00m,
+            CurrentStopLoss: 410.00m,
+            TakeProfit1: 440.00m,
+            TakeProfit2: 460.00m,
+            CurrentPrice: 425.00m,
+            UnrealizedPnlEur: 22.50m,
+            RealizedPnlEur: 0m,
+            Status: BotPositionStatus.Active,
+            ExitPlan: new ExitPlan(ExitStrategyType.FixedSingleTarget, 410.00m, []),
+            CreatedAtUtc: DateTime.UtcNow,
+            FilledAtUtc: DateTime.UtcNow,
+            ClosedAtUtc: null
+        );
+
+        // Act
+        var notification = _formatter.FormatBotTradeNotification(botTrade, "finlytic_bot");
+
+        // Assert
+        Assert.Equal("finlytic_bot", notification.Topic);
+        Assert.Contains("🤖 Bot Trade [Active]: MSFT (Long)", notification.Title);
+        Assert.Contains("robot", notification.Tags!);
+    }
+
+    [Fact]
+    public void FormatNewsNotification_PositiveSentiment_FormatsCorrectly()
+    {
+        // Arrange
+        var article = new NewsArticleDto
+        {
+            Id = Guid.NewGuid(),
+            Title = "NVIDIA Reports Record Q4 Revenue Driven by AI Chip Demand",
+            Summary = "NVIDIA exceeded analyst expectations across data center and gaming segments.",
+            PublishedAt = DateTime.UtcNow,
+            SourceUrl = "https://example.com/news/nvda-q4",
+            Sentiment = "POSITIVE",
+            SentimentScore = 0.88,
+            Confidence = 0.92,
+            MatchedAssets =
+            [
+                new MatchedAssetDto { Name = "NVIDIA Corp.", Isin = "US67066G1040" }
+            ]
+        };
+
+        // Act
+        var notification = _formatter.FormatNewsNotification(article, "finlytic_news");
+
+        // Assert
+        Assert.Equal("finlytic_news", notification.Topic);
+        Assert.Contains("🟢 News (POSITIVE): NVIDIA Corp.", notification.Title);
+        Assert.Equal(4, notification.Priority); // High confidence + high positive score -> Priority 4
+        Assert.Contains("newspaper", notification.Tags!);
+        Assert.Contains("chart_with_upwards_trend", notification.Tags!);
+        Assert.Contains("NVIDIA Reports Record Q4 Revenue", notification.Message);
+        Assert.Contains("0.88", notification.Message);
+        Assert.Equal("https://example.com/news/nvda-q4", notification.ClickUrl);
+    }
+
+    [Fact]
+    public void FormatNewsNotification_NegativeSentiment_FormatsCorrectly()
+    {
+        // Arrange
+        var article = new NewsArticleDto
+        {
+            Id = Guid.NewGuid(),
+            Title = "Tesla Faces Supply Chain Delays and Reduced Delivery Targets",
+            Summary = "Tesla lowers annual guidance following factory shutdowns.",
+            PublishedAt = DateTime.UtcNow,
+            SourceUrl = "https://example.com/news/tsla-delays",
+            Sentiment = "NEGATIVE",
+            SentimentScore = -0.75,
+            Confidence = 0.85,
+            MatchedAssets =
+            [
+                new MatchedAssetDto { Name = "Tesla Inc.", Isin = "US88160R1014" }
+            ]
+        };
+
+        // Act
+        var notification = _formatter.FormatNewsNotification(article, "finlytic_news");
+
+        // Assert
+        Assert.Equal("finlytic_news", notification.Topic);
+        Assert.Contains("🔴 News (NEGATIVE): Tesla Inc.", notification.Title);
+        Assert.Equal(4, notification.Priority);
+        Assert.Contains("newspaper", notification.Tags!);
+        Assert.Contains("chart_with_downwards_trend", notification.Tags!);
+        Assert.Contains("Tesla Faces Supply Chain Delays", notification.Message);
+        Assert.Contains("-0.75", notification.Message);
+        Assert.Equal("https://example.com/news/tsla-delays", notification.ClickUrl);
+    }
+}

FinlyticNotify/Database/NotifyDbContext.cs

@@ -0,0 +1,34 @@
+using FinlyticCore.Database;
+using FinlyticCore.Entities.Settings;
+using Microsoft.EntityFrameworkCore;
+
+namespace FinlyticNotify.Database;
+
+/// <summary>
+/// Entity Framework DbContext used by FinlyticNotify exclusively for its own database (finlytic_notify)
+/// and dynamic settings.
+/// </summary>
+public class NotifyDbContext : DbContext, ISettingsDbContext
+{
+    /// <summary>
+    /// Initializes a new instance of the <see cref="NotifyDbContext"/> class.
+    /// </summary>
+    public NotifyDbContext(DbContextOptions<NotifyDbContext> options) : base(options)
+    {
+    }
+
+    /// <summary>Dynamic settings table for FinlyticNotify.</summary>
+    public DbSet<SettingEntity> DynamicSettings => Set<SettingEntity>();
+
+    /// <inheritdoc />
+    protected override void OnModelCreating(ModelBuilder modelBuilder)
+    {
+        base.OnModelCreating(modelBuilder);
+        
+        modelBuilder.Entity<SettingEntity>(entity =>
+        {
+            entity.HasKey(e => e.Id);
+            entity.HasIndex(e => e.Key).IsUnique();
+        });
+    }
+}

FinlyticNotify/Dockerfile

@@ -0,0 +1,22 @@
+FROM mcr.microsoft.com/dotnet/runtime:10.0 AS base
+USER $APP_UID
+WORKDIR /app
+
+FROM mcr.microsoft.com/dotnet/sdk:10.0 AS build
+ARG BUILD_CONFIGURATION=Release
+WORKDIR /src
+COPY ["FinlyticNotify/FinlyticNotify.csproj", "FinlyticNotify/"]
+COPY ["FinlyticCore/FinlyticCore.csproj", "FinlyticCore/"]
+RUN dotnet restore "FinlyticNotify/FinlyticNotify.csproj"
+COPY . .
+WORKDIR "/src/FinlyticNotify"
+RUN dotnet build "FinlyticNotify.csproj" -c $BUILD_CONFIGURATION -o /app/build
+
+FROM build AS publish
+ARG BUILD_CONFIGURATION=Release
+RUN dotnet publish "FinlyticNotify.csproj" -c $BUILD_CONFIGURATION -o /app/publish /p:UseAppHost=false
+
+FROM base AS final
+WORKDIR /app
+COPY --from=publish /app/publish .
+ENTRYPOINT ["dotnet", "FinlyticNotify.dll"]

FinlyticNotify/FinlyticNotify.csproj

@@ -0,0 +1,27 @@
+<Project Sdk="Microsoft.NET.Sdk.Worker">
+
+    <PropertyGroup>
+        <TargetFramework>net10.0</TargetFramework>
+        <Nullable>enable</Nullable>
+        <ImplicitUsings>enable</ImplicitUsings>
+        <DockerDefaultTargetOS>Linux</DockerDefaultTargetOS>
+    </PropertyGroup>
+
+    <ItemGroup>
+        <PackageReference Include="Microsoft.EntityFrameworkCore" Version="10.0.9" />
+        <PackageReference Include="Microsoft.EntityFrameworkCore.Design" Version="10.0.9">
+          <PrivateAssets>all</PrivateAssets>
+          <IncludeAssets>runtime; build; native; contentfiles; analyzers; buildtransitive</IncludeAssets>
+        </PackageReference>
+        <PackageReference Include="Microsoft.EntityFrameworkCore.Relational" Version="10.0.9" />
+        <PackageReference Include="Microsoft.Extensions.Hosting" Version="10.0.1" />
+        <PackageReference Include="Microsoft.Extensions.Http" Version="10.0.1" />
+        <PackageReference Include="Microsoft.Extensions.Caching.Memory" Version="10.0.9" />
+        <PackageReference Include="Npgsql.EntityFrameworkCore.PostgreSQL" Version="10.0.2" />
+    </ItemGroup>
+
+    <ItemGroup>
+      <ProjectReference Include="..\FinlyticCore\FinlyticCore.csproj" />
+    </ItemGroup>
+
+</Project>

FinlyticNotify/Migrations/20260825200608_Init.Designer.cs

@@ -0,0 +1,61 @@
+// <auto-generated />
+using System;
+using FinlyticNotify.Database;
+using Microsoft.EntityFrameworkCore;
+using Microsoft.EntityFrameworkCore.Infrastructure;
+using Microsoft.EntityFrameworkCore.Migrations;
+using Microsoft.EntityFrameworkCore.Storage.ValueConversion;
+using Npgsql.EntityFrameworkCore.PostgreSQL.Metadata;
+
+#nullable disable
+
+namespace FinlyticNotify.Migrations
+{
+    [DbContext(typeof(NotifyDbContext))]
+    [Migration("20260825200608_Init")]
+    partial class Init
+    {
+        /// <inheritdoc />
+        protected override void BuildTargetModel(ModelBuilder modelBuilder)
+        {
+#pragma warning disable 612, 618
+            modelBuilder
+                .HasAnnotation("ProductVersion", "10.0.9")
+                .HasAnnotation("Relational:MaxIdentifierLength", 63);
+
+            NpgsqlModelBuilderExtensions.UseIdentityByDefaultColumns(modelBuilder);
+
+            modelBuilder.Entity("FinlyticCore.Entities.Settings.SettingEntity", b =>
+                {
+                    b.Property<Guid>("Id")
+                        .ValueGeneratedOnAdd()
+                        .HasColumnType("uuid");
+
+                    b.Property<string>("Key")
+                        .IsRequired()
+                        .HasMaxLength(150)
+                        .HasColumnType("character varying(150)");
+
+                    b.Property<DateTime>("LastUpdatedUtc")
+                        .HasColumnType("timestamp with time zone");
+
+                    b.Property<string>("ServiceIdentifier")
+                        .IsRequired()
+                        .HasMaxLength(100)
+                        .HasColumnType("character varying(100)");
+
+                    b.Property<string>("ValueJson")
+                        .IsRequired()
+                        .HasColumnType("text");
+
+                    b.HasKey("Id");
+
+                    b.HasIndex("Key")
+                        .IsUnique();
+
+                    b.ToTable("DynamicSettings");
+                });
+#pragma warning restore 612, 618
+        }
+    }
+}

FinlyticNotify/Migrations/20260825200608_Init.cs

@@ -0,0 +1,43 @@
+using System;
+using Microsoft.EntityFrameworkCore.Migrations;
+
+#nullable disable
+
+namespace FinlyticNotify.Migrations
+{
+    /// <inheritdoc />
+    public partial class Init : Migration
+    {
+        /// <inheritdoc />
+        protected override void Up(MigrationBuilder migrationBuilder)
+        {
+            migrationBuilder.CreateTable(
+                name: "DynamicSettings",
+                columns: table => new
+                {
+                    Id = table.Column<Guid>(type: "uuid", nullable: false),
+                    Key = table.Column<string>(type: "character varying(150)", maxLength: 150, nullable: false),
+                    ValueJson = table.Column<string>(type: "text", nullable: false),
+                    ServiceIdentifier = table.Column<string>(type: "character varying(100)", maxLength: 100, nullable: false),
+                    LastUpdatedUtc = table.Column<DateTime>(type: "timestamp with time zone", nullable: false)
+                },
+                constraints: table =>
+                {
+                    table.PrimaryKey("PK_DynamicSettings", x => x.Id);
+                });
+
+            migrationBuilder.CreateIndex(
+                name: "IX_DynamicSettings_Key",
+                table: "DynamicSettings",
+                column: "Key",
+                unique: true);
+        }
+
+        /// <inheritdoc />
+        protected override void Down(MigrationBuilder migrationBuilder)
+        {
+            migrationBuilder.DropTable(
+                name: "DynamicSettings");
+        }
+    }
+}

FinlyticNotify/Migrations/NotifyDbContextModelSnapshot.cs

@@ -0,0 +1,58 @@
+// <auto-generated />
+using System;
+using FinlyticNotify.Database;
+using Microsoft.EntityFrameworkCore;
+using Microsoft.EntityFrameworkCore.Infrastructure;
+using Microsoft.EntityFrameworkCore.Storage.ValueConversion;
+using Npgsql.EntityFrameworkCore.PostgreSQL.Metadata;
+
+#nullable disable
+
+namespace FinlyticNotify.Migrations
+{
+    [DbContext(typeof(NotifyDbContext))]
+    partial class NotifyDbContextModelSnapshot : ModelSnapshot
+    {
+        protected override void BuildModel(ModelBuilder modelBuilder)
+        {
+#pragma warning disable 612, 618
+            modelBuilder
+                .HasAnnotation("ProductVersion", "10.0.9")
+                .HasAnnotation("Relational:MaxIdentifierLength", 63);
+
+            NpgsqlModelBuilderExtensions.UseIdentityByDefaultColumns(modelBuilder);
+
+            modelBuilder.Entity("FinlyticCore.Entities.Settings.SettingEntity", b =>
+                {
+                    b.Property<Guid>("Id")
+                        .ValueGeneratedOnAdd()
+                        .HasColumnType("uuid");
+
+                    b.Property<string>("Key")
+                        .IsRequired()
+                        .HasMaxLength(150)
+                        .HasColumnType("character varying(150)");
+
+                    b.Property<DateTime>("LastUpdatedUtc")
+                        .HasColumnType("timestamp with time zone");
+
+                    b.Property<string>("ServiceIdentifier")
+                        .IsRequired()
+                        .HasMaxLength(100)
+                        .HasColumnType("character varying(100)");
+
+                    b.Property<string>("ValueJson")
+                        .IsRequired()
+                        .HasColumnType("text");
+
+                    b.HasKey("Id");
+
+                    b.HasIndex("Key")
+                        .IsUnique();
+
+                    b.ToTable("DynamicSettings");
+                });
+#pragma warning restore 612, 618
+        }
+    }
+}

FinlyticNotify/Program.cs

@@ -0,0 +1,64 @@
+using System;
+using System.Net.Http;
+using FinlyticCore.Database;
+using FinlyticCore.Services;
+using FinlyticNotify.Database;
+using FinlyticNotify.Services;
+using Microsoft.EntityFrameworkCore;
+using Microsoft.Extensions.Configuration;
+using Microsoft.Extensions.DependencyInjection;
+using Microsoft.Extensions.Hosting;
+
+var builder = Host.CreateApplicationBuilder(args);
+
+// 1. Register DbContext & Settings Provider (Read-Only user/trade queries + dynamic settings)
+builder.Services.AddDbContext<NotifyDbContext>(options =>
+    options.UseNpgsql(builder.Configuration.GetConnectionString("DefaultConnection")));
+builder.Services.AddScoped<ISettingsDbContext>(sp => sp.GetRequiredService<NotifyDbContext>());
+
+// 2. Register Core Services & Logger
+builder.Services.AddSingleton<ISettingsService, SettingsService>();
+builder.Services.AddSingleton(typeof(IFinlyticLogger<>), typeof(FinlyticLogger<>));
+
+// 3. Register In-Memory Cache
+builder.Services.AddMemoryCache();
+
+// 4. Register HTTP Client & ntfy Push Client
+builder.Services.AddHttpClient<INtfyClient, NtfyClient>()
+    .ConfigureHttpClient(client =>
+    {
+        client.Timeout = TimeSpan.FromSeconds(10);
+    });
+
+// 5. Register Domain Services
+builder.Services.AddSingleton<IUserTradeResolver, UserTradeResolver>();
+builder.Services.AddSingleton<INotificationFormatter, NotificationFormatter>();
+
+// 6. Register MQTT Listener & Background Service
+builder.Services.AddSingleton<NotifyMqttClient>();
+builder.Services.AddHostedService(sp => sp.GetRequiredService<NotifyMqttClient>());
+
+var host = builder.Build();
+
+using (var scope = host.Services.CreateScope())
+{
+    try
+    {
+        var context = scope.ServiceProvider.GetRequiredService<NotifyDbContext>();
+        var connStr = builder.Configuration.GetConnectionString("DefaultConnection") ?? "";
+        await context.MigrateWithBootstrapAsync(connStr);
+    }
+
+    catch (Exception ex)
+    {
+        var logger = scope.ServiceProvider.GetRequiredService<ILogger<Program>>();
+        logger.LogError(ex, "An error occurred during database migration/seeding.");
+    }
+}
+
+Console.WriteLine("=================================================");
+Console.WriteLine(" FinlyticNotify - Push Notification Service (ntfy)");
+Console.WriteLine(" Listening exclusively to MQTT Trade Events");
+Console.WriteLine("=================================================");
+
+await host.RunAsync();

FinlyticNotify/Services/NotificationFormatter.cs

@@ -0,0 +1,260 @@
+using System.Globalization;
+using System.Linq;
+using System.Text;
+using FinlyticCore.Dtos.Bot;
+using FinlyticCore.Dtos.News;
+using FinlyticCore.Dtos.TechnicalAnalysis;
+using FinlyticCore.Dtos.Trading;
+
+namespace FinlyticNotify.Services;
+
+/// <summary>
+/// Service interface for transforming trading and news events into structured ntfy push notifications.
+/// </summary>
+public interface INotificationFormatter
+{
+    /// <summary>
+    /// Formats a new trade proposal into a high-priority opportunity notification.
+    /// </summary>
+    NtfyNotification FormatProposalNotification(TradeProposalDto proposal, string targetTopic);
+
+    /// <summary>
+    /// Formats an active trade lifecycle change into a user-specific status notification.
+    /// </summary>
+    NtfyNotification FormatTradeStatusNotification(ActiveTradeDto trade, string targetTopic);
+
+    /// <summary>
+    /// Formats an automated paper-trading bot execution event into a notification.
+    /// </summary>
+    NtfyNotification FormatBotTradeNotification(BotTradeOrderDto botTrade, string targetTopic);
+
+    /// <summary>
+    /// Formats an analyzed news article with sentiment evaluation into a push notification.
+    /// </summary>
+    NtfyNotification FormatNewsNotification(NewsArticleDto article, string targetTopic);
+}
+
+/// <summary>
+/// Implementation of <see cref="INotificationFormatter"/> that creates emoji-rich Markdown messages
+/// formatted for the ntfy mobile/web applications.
+/// </summary>
+public class NotificationFormatter : INotificationFormatter
+{
+    /// <inheritdoc />
+    public NtfyNotification FormatProposalNotification(TradeProposalDto proposal, string targetTopic)
+    {
+        bool isBuy = proposal.Direction == SignalDirection.Buy;
+        string dirEmoji = isBuy ? "🟢" : "🔴";
+        string dirText = isBuy ? "Long" : "Short";
+        string title = $"{dirEmoji} Neuer Trade-Vorschlag: {proposal.Symbol} ({dirText})";
+
+        var tags = new List<string>
+        {
+            isBuy ? "chart_with_upwards_trend" : "chart_with_downwards_trend",
+            "moneybag",
+            "dart"
+        };
+
+        int priority = proposal.CompositeScore >= 80m ? 4 : 3;
+
+        var sb = new StringBuilder();
+        sb.AppendLine($"**Strategie:** {proposal.StrategyKey} | **Score:** {proposal.CompositeScore:F1}/100");
+        sb.AppendLine($"**Einstieg:** {proposal.EntryPrice:F2} €");
+        sb.AppendLine($"**Stop-Loss:** {proposal.InvalidationPrice:F2} €");
+
+        var tp1 = proposal.ExitPlan?.TakeProfitStages?.FirstOrDefault();
+        if (tp1 != null)
+        {
+            sb.AppendLine($"**Ziel (TP1):** {tp1.TargetPrice:F2} € ({tp1.Description})");
+        }
+
+        if (proposal.SelectedDerivative != null)
+        {
+            sb.AppendLine($"**Knock-Out:** {proposal.SelectedDerivative.Issuer} ({proposal.SelectedDerivative.OptionType}, Hebel: {proposal.SelectedDerivative.Leverage:F1}x)");
+        }
+
+        if (!string.IsNullOrWhiteSpace(proposal.AiValidation?.ThesisSummary))
+        {
+            sb.AppendLine();
+            sb.AppendLine($"**KI-These:** {proposal.AiValidation.ThesisSummary}");
+        }
+
+        return new NtfyNotification(
+            Topic: targetTopic,
+            Title: title,
+            Message: sb.ToString().TrimEnd(),
+            Priority: priority,
+            Tags: tags
+        );
+    }
+
+    /// <inheritdoc />
+    public NtfyNotification FormatTradeStatusNotification(ActiveTradeDto trade, string targetTopic)
+    {
+        string dirText = trade.Direction == SignalDirection.Buy ? "Long" : "Short";
+
+        return trade.Status switch
+        {
+            TradeStatus.Active or TradeStatus.Proposed => new NtfyNotification(
+                Topic: targetTopic,
+                Title: $"⚡ Trade aktiv: {trade.Symbol} ({dirText})",
+                Message: $"**Buy-In:** {trade.AverageBuyIn:F2} € | **Menge:** {trade.TotalQuantity:F2}\n" +
+                         $"**Initialer Stop-Loss:** {trade.InitialStopLoss:F2} €\n" +
+                         $"**Aktueller Kurs:** {trade.CurrentPrice:F2} €",
+                Priority: 3,
+                Tags: ["zap", "white_check_mark"]
+            ),
+
+            TradeStatus.Tp1Hit => new NtfyNotification(
+                Topic: targetTopic,
+                Title: $"🎯 Teilgewinn erreicht (TP1): {trade.Symbol} (+{trade.UnrealizedPnlPercent:F1}%)",
+                Message: $"**Gewinn:** +{trade.UnrealizedPnlEur:F2} € (+{trade.UnrealizedPnlPercent:F1}%)\n" +
+                         $"**Aktueller Kurs:** {trade.CurrentPrice:F2} € (Buy-In: {trade.AverageBuyIn:F2} €)\n" +
+                         $"**Neuer Stop-Loss:** {trade.CurrentStopLoss:F2} € (Break-Even gesichert)",
+                Priority: 4,
+                Tags: ["tada", "dart", "chart_with_upwards_trend"]
+            ),
+
+            TradeStatus.Tp2Hit => new NtfyNotification(
+                Topic: targetTopic,
+                Title: $"🏆 Vollziel erreicht (TP2): {trade.Symbol} (+{trade.RealizedPnlEur:F2} €)",
+                Message: $"**Realisierter Gewinn:** +{trade.RealizedPnlEur:F2} €\n" +
+                         $"**Schlusskurs:** {trade.CurrentPrice:F2} € (Buy-In: {trade.AverageBuyIn:F2} €)\n" +
+                         $"**Status:** Trade erfolgreich mit Maximalziel abgeschlossen!",
+                Priority: 4,
+                Tags: ["trophy", "money_with_wings", "star2"]
+            ),
+
+            TradeStatus.StoppedOut => new NtfyNotification(
+                Topic: targetTopic,
+                Title: $"🛑 Stop-Loss ausgelöst: {trade.Symbol} ({trade.RealizedPnlEur:F2} €)",
+                Message: $"**Verlust:** {trade.RealizedPnlEur:F2} €\n" +
+                         $"**Ausstiegskurs:** {trade.CurrentPrice:F2} € (Stop war bei {trade.CurrentStopLoss:F2} €)\n" +
+                         $"**Status:** Position durch Stop-Loss risikokontrolliert geschlossen.",
+                Priority: 4,
+                Tags: ["octagonal_sign", "warning", "shield"]
+            ),
+
+            TradeStatus.Closed => new NtfyNotification(
+                Topic: targetTopic,
+                Title: $"🏁 Trade geschlossen: {trade.Symbol} (G/V: {trade.RealizedPnlEur:F2} €)",
+                Message: $"**Realisierter G/V:** {trade.RealizedPnlEur:F2} €\n" +
+                         $"**Schlusskurs:** {trade.CurrentPrice:F2} € (Buy-In: {trade.AverageBuyIn:F2} €)",
+                Priority: 3,
+                Tags: ["checkered_flag", "information_source"]
+            ),
+
+            _ => new NtfyNotification(
+                Topic: targetTopic,
+                Title: $"🛡️ Trade Update: {trade.Symbol} ({trade.Status})",
+                Message: $"**Aktueller Stop-Loss:** {trade.CurrentStopLoss:F2} €\n" +
+                         $"**Aktueller Kurs:** {trade.CurrentPrice:F2} € (Buy-In: {trade.AverageBuyIn:F2} €)\n" +
+                         $"**Unrealisierter G/V:** {trade.UnrealizedPnlEur:F2} € ({trade.UnrealizedPnlPercent:F1}%)",
+                Priority: 2,
+                Tags: ["shield", "chart"]
+            )
+        };
+    }
+
+    /// <inheritdoc />
+    public NtfyNotification FormatBotTradeNotification(BotTradeOrderDto botTrade, string targetTopic)
+    {
+        string dirText = botTrade.Direction == SignalDirection.Buy ? "Long" : "Short";
+        string title = $"🤖 Bot Trade [{botTrade.Status}]: {botTrade.Symbol} ({dirText})";
+
+        var tags = new List<string> { "robot", "chart" };
+        if (botTrade.Status == BotPositionStatus.Tp1Hit || botTrade.Status == BotPositionStatus.Tp2Hit) tags.Add("dart");
+        if (botTrade.Status == BotPositionStatus.StoppedOut) tags.Add("warning");
+
+        var sb = new StringBuilder();
+        sb.AppendLine($"**Venue:** {botTrade.Venue} | **Status:** {botTrade.Status}");
+        sb.AppendLine($"**Buy-In:** {botTrade.AverageBuyIn:F2} € | **Menge:** {botTrade.FilledQuantity:F2}");
+        sb.AppendLine($"**Stop-Loss:** {botTrade.CurrentStopLoss:F2} €");
+        sb.AppendLine($"**Aktueller Kurs:** {botTrade.CurrentPrice:F2} €");
+
+        if (botTrade.Status == BotPositionStatus.Closed || botTrade.Status == BotPositionStatus.StoppedOut || botTrade.Status == BotPositionStatus.Tp2Hit)
+        {
+            sb.AppendLine($"**Realisierter G/V:** {botTrade.RealizedPnlEur:F2} €");
+        }
+        else
+        {
+            sb.AppendLine($"**Unrealisierter G/V:** {botTrade.UnrealizedPnlEur:F2} €");
+        }
+
+        return new NtfyNotification(
+            Topic: targetTopic,
+            Title: title,
+            Message: sb.ToString().TrimEnd(),
+            Priority: 3,
+            Tags: tags
+        );
+    }
+
+    /// <inheritdoc />
+    public NtfyNotification FormatNewsNotification(NewsArticleDto article, string targetTopic)
+    {
+        string sentimentLabel = (article.Sentiment ?? "NEUTRAL").ToUpperInvariant();
+        double score = article.SentimentScore ?? 0.0;
+        double confidence = article.Confidence ?? 0.0;
+
+        string sentimentEmoji = sentimentLabel switch
+        {
+            "POSITIVE" => "🟢",
+            "NEGATIVE" => "🔴",
+            _ => "⚪"
+        };
+
+        string primaryAsset = article.MatchedAssets?.FirstOrDefault()?.Name
+            ?? article.MatchedAssets?.FirstOrDefault()?.Isin
+            ?? "Markt";
+
+        string title = $"{sentimentEmoji} News ({sentimentLabel}): {primaryAsset}";
+
+        var tags = new List<string> { "newspaper" };
+        if (sentimentLabel == "POSITIVE")
+        {
+            tags.Add("chart_with_upwards_trend");
+            tags.Add("tada");
+        }
+        else if (sentimentLabel == "NEGATIVE")
+        {
+            tags.Add("chart_with_downwards_trend");
+            tags.Add("warning");
+        }
+        else
+        {
+            tags.Add("information_source");
+        }
+
+        int priority = (confidence >= 0.8 && Math.Abs(score) >= 0.6) ? 4 : 3;
+
+        var sb = new StringBuilder();
+        sb.AppendLine($"**{article.Title}**");
+        sb.AppendLine();
+        sb.AppendLine($"**Sentiment:** {sentimentLabel} (Score: {score:+0.00;-0.00;0.00} | Konfidenz: {confidence:P0})");
+
+        if (article.MatchedAssets != null && article.MatchedAssets.Count > 0)
+        {
+            var assetList = string.Join(", ", article.MatchedAssets.Select(a => $"{a.Name} ({a.Isin})"));
+            sb.AppendLine($"**Assets:** {assetList}");
+        }
+
+        if (!string.IsNullOrWhiteSpace(article.Summary))
+        {
+            sb.AppendLine();
+            sb.AppendLine($"_{article.Summary}_");
+        }
+
+        sb.AppendLine();
+        sb.AppendLine($"**Veröffentlicht:** {article.PublishedAt:dd.MM.yyyy HH:mm} UTC");
+
+        return new NtfyNotification(
+            Topic: targetTopic,
+            Title: title,
+            Message: sb.ToString().TrimEnd(),
+            Priority: priority,
+            Tags: tags,
+            ClickUrl: !string.IsNullOrWhiteSpace(article.SourceUrl) ? article.SourceUrl : null
+        );
+    }
+}

FinlyticNotify/Services/NotifyMqttClient.cs

@@ -0,0 +1,337 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text.Json;
+using System.Threading;
+using System.Threading.Tasks;
+using FinlyticCore.Dtos;
+using FinlyticCore.Dtos.Bot;
+using FinlyticCore.Dtos.News;
+using FinlyticCore.Dtos.Settings;
+using FinlyticCore.Dtos.Trading;
+using FinlyticCore.Models;
+using FinlyticCore.Services;
+using FinlyticCore.Util;
+using FinlyticNotify.Settings;
+using Microsoft.Extensions.Configuration;
+using Microsoft.Extensions.DependencyInjection;
+using Microsoft.Extensions.Hosting;
+using Microsoft.Extensions.Logging;
+
+namespace FinlyticNotify.Services;
+
+/// <summary>
+/// Managed MQTT client for FinlyticNotify. Listens strictly to existing MQTT broadcast topics,
+/// resolves trade ownership, and dispatches rich push notifications via ntfy.
+/// </summary>
+public class NotifyMqttClient : ManagedMqttClient, IHostedService
+{
+    private readonly IConfiguration _configuration;
+    private readonly IServiceScopeFactory _scopeFactory;
+    private readonly INtfyClient _ntfyClient;
+    private readonly INotificationFormatter _formatter;
+    private readonly IUserTradeResolver _userTradeResolver;
+    private readonly ISettingsService? _settingsService;
+    private readonly IFinlyticLogger<NotifyMqttClient>? _finlyticLogger;
+    private readonly ILogger<NotifyMqttClient> _logger;
+
+    /// <summary>
+    /// Initializes a new instance of the <see cref="NotifyMqttClient"/> class.
+    /// </summary>
+    public NotifyMqttClient(
+        IConfiguration configuration,
+        IServiceScopeFactory scopeFactory,
+        INtfyClient ntfyClient,
+        INotificationFormatter formatter,
+        IUserTradeResolver userTradeResolver,
+        ILogger<NotifyMqttClient> logger,
+        ISettingsService? settingsService = null,
+        IFinlyticLogger<NotifyMqttClient>? finlyticLogger = null) : base(logger)
+    {
+        _configuration = configuration;
+        _scopeFactory = scopeFactory;
+        _ntfyClient = ntfyClient;
+        _formatter = formatter;
+        _userTradeResolver = userTradeResolver;
+        _settingsService = settingsService;
+        _finlyticLogger = finlyticLogger;
+        _logger = logger;
+    }
+
+    /// <inheritdoc />
+    public async Task StartAsync(CancellationToken cancellationToken)
+    {
+        var config = MqttConfiguration.FromConfiguration(_configuration, "FinlyticNotify");
+        _logger.LogInformation("[NotifyMqttClient] Starting FinlyticNotify MQTT client (Broker: {Host}:{Port}, ClientId: {ClientId})",
+            config.Host, config.Port, config.ClientId);
+
+        await ConnectAsync(config);
+    }
+
+    /// <inheritdoc />
+    public async Task StopAsync(CancellationToken cancellationToken)
+    {
+        _logger.LogInformation("[NotifyMqttClient] Stopping FinlyticNotify MQTT client.");
+        if (_finlyticLogger != null)
+        {
+            await _finlyticLogger.LogInfoAsync(NotifySettingKeys.MqttChannel, "[NotifyMqttClient] Stopping FinlyticNotify MQTT client.");
+        }
+        await DisconnectAsync();
+    }
+
+    /// <inheritdoc />
+    protected override async Task OnConnectedAsync()
+    {
+        _logger.LogInformation("[NotifyMqttClient] Connected to MQTT broker. Subscribing to trade event topics...");
+
+        await SubscribeAsync(MqttTopics.ResponseWildcard);
+
+        // 1. Subscribe to Trade Proposals (New Trades / Setups)
+        await SubscribeAsync(MqttTopics.EngineProposalsCreated);
+
+        // 2. Subscribe to Trade Lifecycle Status Changes (Fills, SL-Updates, TPs, Exits)
+        await SubscribeAsync(MqttTopics.EngineTradesStatusChanged);
+
+        // 3. Subscribe to Bot Paper-Trading Streams
+        await SubscribeAsync(MqttTopics.BotTradesStream);
+
+        // 4. Subscribe to News Status Update requests to capture analyzed news events
+        await SubscribeAsync<UpdateNewsStatusRequest>(
+            MqttTopics.RequestFilter(MqttTopics.Channels.NewsUpdateStatus), HandleNewsStatusUpdateRequestAsync);
+
+        // 5. Subscribe to Service Health Ping for fleet monitoring
+        await SubscribeAsync<object>(MqttTopics.RequestFilter(MqttTopics.Channels.HealthPing), HandleHealthPingTopicAsync);
+
+        // 6. Subscribe to Dynamic Settings RPC Channels
+        await SubscribeRpcAsync<object, List<DynamicSettingDto>>(
+            MqttTopics.RequestFilter(MqttTopics.Channels.NotifySettingsGetAll), HandleSettingsGetAllRpcAsync);
+        await SubscribeRpcAsync<Dictionary<string, object?>, List<DynamicSettingDto>>(
+            MqttTopics.RequestFilter(MqttTopics.Channels.NotifySettingsUpdate), HandleSettingsUpdateRpcAsync);
+
+        // 7. Wire structured log broadcasting over MQTT
+        FinlyticLogBroadcaster.OnLogPublished = async (logDto) =>
+        {
+            if (IsConnected && string.Equals(logDto.ServiceName, "FinlyticNotify", StringComparison.OrdinalIgnoreCase))
+            {
+                await PublishAsync(MqttTopics.Logs("FinlyticNotify"), logDto);
+            }
+        };
+
+        if (_finlyticLogger != null)
+        {
+            await _finlyticLogger.LogInfoAsync(NotifySettingKeys.MqttChannel,
+                "[NotifyMqttClient] FinlyticNotify MQTT client connected and subscribed to trade and news events.");
+        }
+    }
+
+    /// <inheritdoc />
+    protected override async Task OnMessageReceivedAsync(string topic, string payloadStr)
+    {
+        if (string.IsNullOrWhiteSpace(topic) || string.IsNullOrWhiteSpace(payloadStr)) return;
+
+        string topicPrefix = "finlytic";
+        if (_settingsService != null)
+        {
+            topicPrefix = await _settingsService.GetSettingAsync(NotifySettingKeys.NtfyTopicPrefix);
+        }
+        else
+        {
+            topicPrefix = _configuration.GetValue<string>("Ntfy:TopicPrefix") ?? NotifySettingKeys.NtfyTopicPrefix.DefaultValue;
+        }
+
+        topicPrefix = topicPrefix.Trim('/');
+
+        try
+        {
+            // Case A: New Trade Proposals created by FinlyticEngine
+            if (topic.Equals(MqttTopics.EngineProposalsCreated, StringComparison.OrdinalIgnoreCase))
+            {
+                await HandleProposalCreatedAsync(payloadStr, topicPrefix);
+            }
+            // Case B: Trade Status Changed (Lifecycle updates for active trades)
+            else if (topic.Equals(MqttTopics.EngineTradesStatusChanged, StringComparison.OrdinalIgnoreCase))
+            {
+                await HandleTradeStatusChangedAsync(payloadStr, topicPrefix);
+            }
+            // Case C: Bot Paper-Trading Execution stream
+            else if (topic.Equals(MqttTopics.BotTradesStream, StringComparison.OrdinalIgnoreCase))
+            {
+                await HandleBotTradeStreamAsync(payloadStr, topicPrefix);
+            }
+        }
+        catch (Exception ex)
+        {
+            _logger.LogError(ex, "[NotifyMqttClient] Unexpected error handling message on topic {Topic}", topic);
+            if (_finlyticLogger != null)
+            {
+                await _finlyticLogger.LogErrorAsync(NotifySettingKeys.NotifyChannel, ex,
+                    "[NotifyMqttClient] Unexpected error handling message on topic {Topic}", topic);
+            }
+        }
+    }
+
+    private async Task HandleProposalCreatedAsync(string payloadStr, string topicPrefix)
+    {
+        bool notifyOnProposals = true;
+        decimal minScore = 70.0m;
+        string broadcastChannel = "broadcast";
+
+        if (_settingsService != null)
+        {
+            notifyOnProposals = await _settingsService.GetSettingAsync(NotifySettingKeys.NotifyOnProposals);
+            minScore = await _settingsService.GetSettingAsync(NotifySettingKeys.NtfyMinProposalScore);
+            broadcastChannel = await _settingsService.GetSettingAsync(NotifySettingKeys.NtfyBroadcastChannel);
+        }
+        else
+        {
+            notifyOnProposals = _configuration.GetValue<bool>("Ntfy:NotifyOnProposals", true);
+            minScore = _configuration.GetValue<decimal>("Ntfy:MinProposalScore", 70.0m);
+            broadcastChannel = _configuration.GetValue<string>("Ntfy:BroadcastChannel") ?? "broadcast";
+        }
+
+        if (!notifyOnProposals) return;
+
+        var proposal = JsonSerializer.Deserialize<TradeProposalDto>(payloadStr, DefaultJsonOptions);
+        if (proposal == null) return;
+
+        if (proposal.CompositeScore < minScore)
+        {
+            _logger.LogDebug("[NotifyMqttClient] Skipping proposal {ProposalId}: CompositeScore {Score} < MinScore {MinScore}",
+                proposal.ProposalId, proposal.CompositeScore, minScore);
+            return;
+        }
+
+        string targetTopic = $"{topicPrefix}_{broadcastChannel}";
+        var notification = _formatter.FormatProposalNotification(proposal, targetTopic);
+        await _ntfyClient.SendNotificationAsync(notification);
+    }
+
+    private async Task HandleTradeStatusChangedAsync(string payloadStr, string topicPrefix)
+    {
+        bool notifyOnTradeUpdates = true;
+        if (_settingsService != null)
+        {
+            notifyOnTradeUpdates = await _settingsService.GetSettingAsync(NotifySettingKeys.NotifyOnTradeUpdates);
+        }
+        else
+        {
+            notifyOnTradeUpdates = _configuration.GetValue<bool>("Ntfy:NotifyOnTradeUpdates", true);
+        }
+
+        if (!notifyOnTradeUpdates) return;
+
+        var trade = JsonSerializer.Deserialize<ActiveTradeDto>(payloadStr, DefaultJsonOptions);
+        if (trade == null) return;
+
+        // Resolve which user owns this trade
+        string username = await _userTradeResolver.ResolveUsernameByUserIdAsync(trade.UserId);
+        string targetTopic = $"{topicPrefix}_{username}";
+
+        var notification = _formatter.FormatTradeStatusNotification(trade, targetTopic);
+        await _ntfyClient.SendNotificationAsync(notification);
+    }
+
+    private async Task HandleBotTradeStreamAsync(string payloadStr, string topicPrefix)
+    {
+        bool notifyOnBotTrades = true;
+        if (_settingsService != null)
+        {
+            notifyOnBotTrades = await _settingsService.GetSettingAsync(NotifySettingKeys.NotifyOnBotTrades);
+        }
+        else
+        {
+            notifyOnBotTrades = _configuration.GetValue<bool>("Ntfy:NotifyOnBotTrades", true);
+        }
+
+        if (!notifyOnBotTrades) return;
+
+        var botTrade = JsonSerializer.Deserialize<BotTradeOrderDto>(payloadStr, DefaultJsonOptions);
+        if (botTrade == null) return;
+
+        string targetTopic = $"{topicPrefix}_bot";
+        var notification = _formatter.FormatBotTradeNotification(botTrade, targetTopic);
+        await _ntfyClient.SendNotificationAsync(notification);
+    }
+
+    private async Task HandleNewsStatusUpdateRequestAsync(UpdateNewsStatusRequest? req, string topic, string correlationId)
+    {
+        if (req == null || req.Id == Guid.Empty) return;
+
+        // Only trigger push notifications when an article's status is transitioning to "Analyzed"
+        if (!string.Equals(req.Status, "Analyzed", StringComparison.OrdinalIgnoreCase)) return;
+
+        bool notifyOnNews = true;
+        string newsChannel = "news";
+        string topicPrefix = "finlytic";
+
+        if (_settingsService != null)
+        {
+            notifyOnNews = await _settingsService.GetSettingAsync(NotifySettingKeys.NotifyOnNews);
+            newsChannel = await _settingsService.GetSettingAsync(NotifySettingKeys.NtfyNewsChannel);
+            topicPrefix = await _settingsService.GetSettingAsync(NotifySettingKeys.NtfyTopicPrefix);
+        }
+        else
+        {
+            notifyOnNews = _configuration.GetValue<bool>("Ntfy:NotifyOnNews", true);
+            newsChannel = _configuration.GetValue<string>("Ntfy:NewsChannel") ?? "news";
+            topicPrefix = _configuration.GetValue<string>("Ntfy:TopicPrefix") ?? "finlytic";
+        }
+
+        if (!notifyOnNews) return;
+
+        try
+        {
+            // Query FinlyticNews via existing news_GetById RPC channel to get the full enriched NewsArticleDto
+            var article = await SendRpcRequestAsync<NewsArticleDto, ArticleRequest>(
+                MqttTopics.Channels.NewsGetById,
+                new ArticleRequest(req.Id.ToString(), req.Id.ToString()),
+                TimeSpan.FromSeconds(5));
+
+            if (article != null)
+            {
+                string targetTopic = $"{topicPrefix.Trim('/')}_{newsChannel}";
+                var notification = _formatter.FormatNewsNotification(article, targetTopic);
+                await _ntfyClient.SendNotificationAsync(notification);
+            }
+        }
+        catch (Exception ex)
+        {
+            _logger.LogWarning(ex, "[NotifyMqttClient] Failed to fetch analyzed news article {ArticleId} via news_GetById RPC.", req.Id);
+        }
+    }
+
+    private async Task HandleHealthPingTopicAsync(object? _, string topic, string correlationId)
+    {
+        if (topic.Contains("FinlyticNotify", StringComparison.OrdinalIgnoreCase) || !topic.Contains("/", StringComparison.OrdinalIgnoreCase))
+        {
+            string respTopic = MqttTopics.ResponseTopic(MqttTopics.Channels.HealthPing, correlationId);
+            await PublishAsync(respTopic, new ServiceHealthResponse("FinlyticNotify", "Online", DateTime.UtcNow, "Connected"));
+
+            if (_finlyticLogger != null)
+            {
+                await _finlyticLogger.LogInfoAsync(NotifySettingKeys.HealthPingChannel,
+                    "[FinlyticNotify] Responded to live health_Ping RPC [CorrelationId: {CorrelationId}].", correlationId);
+            }
+        }
+    }
+
+    private async Task<List<DynamicSettingDto>> HandleSettingsGetAllRpcAsync(object? _, string correlationId)
+    {
+        using var scope = _scopeFactory.CreateScope();
+        var settingsService = scope.ServiceProvider.GetRequiredService<ISettingsService>();
+        return await settingsService.GetAllRegisteredSettingsAsync(new[] { typeof(NotifySettingKeys) });
+    }
+
+    private async Task<List<DynamicSettingDto>> HandleSettingsUpdateRpcAsync(Dictionary<string, object?>? updates, string correlationId)
+    {
+        using var scope = _scopeFactory.CreateScope();
+        var settingsService = scope.ServiceProvider.GetRequiredService<ISettingsService>();
+
+        if (updates != null && updates.Count > 0)
+        {
+            await settingsService.UpdateSettingsAsync(updates);
+        }
+
+        return await settingsService.GetAllRegisteredSettingsAsync(new[] { typeof(NotifySettingKeys) });
+    }
+}

FinlyticNotify/Services/NtfyClient.cs

@@ -0,0 +1,188 @@
+using System;
+using System.Collections.Generic;
+using System.Net.Http;
+using System.Text;
+using System.Text.Json;
+using System.Text.Json.Serialization;
+using System.Threading;
+using System.Threading.Tasks;
+using FinlyticCore.Services;
+using FinlyticNotify.Settings;
+using Microsoft.Extensions.Configuration;
+using Microsoft.Extensions.Logging;
+
+namespace FinlyticNotify.Services;
+
+/// <summary>
+/// Model representing a notification payload to be dispatched via ntfy.
+/// </summary>
+public record NtfyNotification(
+    string Topic,
+    string Title,
+    string Message,
+    int Priority = 3,
+    List<string>? Tags = null,
+    string? ClickUrl = null
+);
+
+/// <summary>
+/// Client interface for sending push notifications to an ntfy instance.
+/// </summary>
+public interface INtfyClient
+{
+    /// <summary>
+    /// Sends a notification to the specified ntfy topic.
+    /// </summary>
+    /// <param name="notification">The notification payload.</param>
+    /// <param name="cancellationToken">Cancellation token.</param>
+    /// <returns>True if successfully delivered, false otherwise.</returns>
+    Task<bool> SendNotificationAsync(NtfyNotification notification, CancellationToken cancellationToken = default);
+}
+
+/// <summary>
+/// High-performance HTTP client for dispatching push notifications to self-hosted ntfy server via JSON payload.
+/// </summary>
+public class NtfyClient : INtfyClient
+{
+    private readonly HttpClient _httpClient;
+    private readonly ISettingsService? _settingsService;
+    private readonly IConfiguration _configuration;
+    private readonly IFinlyticLogger<NtfyClient>? _finlyticLogger;
+    private readonly ILogger<NtfyClient> _logger;
+
+    private static readonly JsonSerializerOptions JsonOptions = new()
+    {
+        DefaultIgnoreCondition = JsonIgnoreCondition.WhenWritingNull
+    };
+
+    /// <summary>
+    /// Initializes a new instance of the <see cref="NtfyClient"/> class.
+    /// </summary>
+    public NtfyClient(
+        HttpClient httpClient,
+        IConfiguration configuration,
+        ILogger<NtfyClient> logger,
+        ISettingsService? settingsService = null,
+        IFinlyticLogger<NtfyClient>? finlyticLogger = null)
+    {
+        _httpClient = httpClient;
+        _configuration = configuration;
+        _logger = logger;
+        _settingsService = settingsService;
+        _finlyticLogger = finlyticLogger;
+    }
+
+    /// <inheritdoc />
+    public async Task<bool> SendNotificationAsync(NtfyNotification notification, CancellationToken cancellationToken = default)
+    {
+        if (string.IsNullOrWhiteSpace(notification.Topic))
+        {
+            _logger.LogWarning("[NtfyClient] Aborting send: Topic is empty.");
+            return false;
+        }
+
+        string baseUrl = "http://localhost:8080";
+        if (_settingsService != null)
+        {
+            try
+            {
+                baseUrl = await _settingsService.GetSettingAsync(NotifySettingKeys.NtfyBaseUrl, cancellationToken);
+            }
+            catch
+            {
+                baseUrl = _configuration.GetValue<string>("Ntfy:BaseUrl") ?? NotifySettingKeys.NtfyBaseUrl.DefaultValue;
+            }
+        }
+        else
+        {
+            baseUrl = _configuration.GetValue<string>("Ntfy:BaseUrl") ?? NotifySettingKeys.NtfyBaseUrl.DefaultValue;
+        }
+
+        baseUrl = baseUrl.TrimEnd('/');
+
+        // Build native ntfy JSON payload (preserves full UTF-8 Unicode, Emojis, and Markdown without HTTP header ASCII constraints)
+        var payload = new Dictionary<string, object?>
+        {
+            ["topic"] = notification.Topic.TrimStart('/'),
+            ["title"] = notification.Title,
+            ["message"] = notification.Message,
+            ["priority"] = Math.Clamp(notification.Priority, 1, 5),
+            ["tags"] = notification.Tags,
+            ["click"] = notification.ClickUrl,
+            ["markdown"] = true
+        };
+
+        string json = JsonSerializer.Serialize(payload, JsonOptions);
+
+        string? token = null;
+        string? authUser = null;
+        string? authPass = null;
+
+        if (_settingsService != null)
+        {
+            try
+            {
+                token = await _settingsService.GetSettingAsync(NotifySettingKeys.NtfyAuthToken, cancellationToken);
+                authUser = await _settingsService.GetSettingAsync(NotifySettingKeys.NtfyUsername, cancellationToken);
+                authPass = await _settingsService.GetSettingAsync(NotifySettingKeys.NtfyPassword, cancellationToken);
+            }
+            catch { }
+        }
+
+        token = string.IsNullOrWhiteSpace(token) ? _configuration.GetValue<string>("Ntfy:AuthToken") : token;
+        authUser = string.IsNullOrWhiteSpace(authUser) ? _configuration.GetValue<string>("Ntfy:Username") : authUser;
+        authPass = string.IsNullOrWhiteSpace(authPass) ? _configuration.GetValue<string>("Ntfy:Password") : authPass;
+
+        try
+        {
+            using var request = new HttpRequestMessage(HttpMethod.Post, baseUrl);
+            request.Content = new StringContent(json, Encoding.UTF8, "application/json");
+
+            if (!string.IsNullOrWhiteSpace(token))
+            {
+                request.Headers.Authorization = new System.Net.Http.Headers.AuthenticationHeaderValue("Bearer", token.Trim());
+            }
+            else if (!string.IsNullOrWhiteSpace(authUser) && !string.IsNullOrWhiteSpace(authPass))
+            {
+                var authBytes = Encoding.UTF8.GetBytes($"{authUser}:{authPass}");
+                request.Headers.Authorization = new System.Net.Http.Headers.AuthenticationHeaderValue("Basic", Convert.ToBase64String(authBytes));
+            }
+
+            var response = await _httpClient.SendAsync(request, cancellationToken);
+            if (response.IsSuccessStatusCode)
+            {
+                _logger.LogInformation("[NtfyClient] Push notification successfully delivered to {TargetUrl} (Topic: {Topic})", baseUrl, notification.Topic);
+                if (_finlyticLogger != null)
+                {
+                    await _finlyticLogger.LogInfoAsync(NotifySettingKeys.NotificationDeliveryChannel,
+                        "[NtfyDelivery] Push notification successfully delivered to topic '{Topic}' (HTTP {StatusCode})",
+                        notification.Topic, (int)response.StatusCode);
+                }
+                return true;
+            }
+
+            string errorBody = await response.Content.ReadAsStringAsync(cancellationToken);
+            _logger.LogWarning("[NtfyClient] Failed to send notification to {TargetUrl} for topic {Topic}. HTTP {Status}: {Body}",
+                baseUrl, notification.Topic, (int)response.StatusCode, errorBody);
+
+            if (_finlyticLogger != null)
+            {
+                await _finlyticLogger.LogWarningAsync(NotifySettingKeys.NotificationDeliveryChannel,
+                    "[NtfyDelivery] Failed to send push notification to topic '{Topic}' (HTTP {StatusCode})",
+                    notification.Topic, (int)response.StatusCode);
+            }
+
+            return false;
+        }
+        catch (Exception ex)
+        {
+            _logger.LogError(ex, "[NtfyClient] Unexpected error sending push notification to {TargetUrl} for topic {Topic}", baseUrl, notification.Topic);
+            if (_finlyticLogger != null)
+            {
+                await _finlyticLogger.LogErrorAsync(NotifySettingKeys.NotificationDeliveryChannel, ex,
+                    "[NtfyDelivery] Error sending push notification to topic '{Topic}'", notification.Topic);
+            }
+            return false;
+        }
+    }
+}

FinlyticNotify/Services/UserTradeResolver.cs

@@ -0,0 +1,113 @@
+using System;
+using System.Text.RegularExpressions;
+using System.Threading;
+using System.Threading.Tasks;
+using FinlyticCore.Dtos;
+using FinlyticCore.Services;
+using FinlyticCore.Util;
+using FinlyticNotify.Settings;
+using Microsoft.Extensions.Caching.Memory;
+using Microsoft.Extensions.Configuration;
+using Microsoft.Extensions.DependencyInjection;
+using Microsoft.Extensions.Logging;
+
+namespace FinlyticNotify.Services;
+
+/// <summary>
+/// Service interface for resolving a UserId GUID to a clean username for ntfy channel addressing.
+/// </summary>
+public interface IUserTradeResolver
+{
+    /// <summary>
+    /// Resolves the clean username for a given UserId GUID via in-memory cache and FinlyticBackend MQTT RPC.
+    /// </summary>
+    /// <param name="userId">The unique ID of the user owning the trade.</param>
+    /// <param name="cancellationToken">Cancellation token.</param>
+    /// <returns>The resolved username (e.g. "lars", "kleidukos", "admin") for ntfy channel addressing.</returns>
+    Task<string> ResolveUsernameByUserIdAsync(Guid userId, CancellationToken cancellationToken = default);
+}
+
+/// <summary>
+/// Implementation of <see cref="IUserTradeResolver"/> performing cached MQTT RPC calls to FinlyticBackend
+/// without any direct cross-database dependencies.
+/// </summary>
+public class UserTradeResolver : IUserTradeResolver
+{
+    private readonly IServiceProvider _serviceProvider;
+    private readonly IMemoryCache _cache;
+    private readonly ISettingsService _settingsService;
+    private readonly IConfiguration _configuration;
+    private readonly ILogger<UserTradeResolver> _logger;
+
+    private static readonly Regex InvalidChannelCharRegex = new("[^a-zA-Z0-9_-]", RegexOptions.Compiled);
+
+    /// <summary>
+    /// Initializes a new instance of the <see cref="UserTradeResolver"/> class.
+    /// </summary>
+    public UserTradeResolver(
+        IServiceProvider serviceProvider,
+        IMemoryCache cache,
+        ISettingsService settingsService,
+        IConfiguration configuration,
+        ILogger<UserTradeResolver> logger)
+    {
+        _serviceProvider = serviceProvider;
+        _cache = cache;
+        _settingsService = settingsService;
+        _configuration = configuration;
+        _logger = logger;
+    }
+
+    /// <inheritdoc />
+    public async Task<string> ResolveUsernameByUserIdAsync(Guid userId, CancellationToken cancellationToken = default)
+    {
+        string defaultUsername = await _settingsService.GetSettingAsync(NotifySettingKeys.NtfyDefaultUsername, cancellationToken);
+        if (string.IsNullOrWhiteSpace(defaultUsername))
+        {
+            defaultUsername = _configuration.GetValue<string>("Ntfy:DefaultUsername") ?? "admin";
+        }
+
+        if (userId == Guid.Empty)
+        {
+            return defaultUsername;
+        }
+
+        string cacheKey = $"user_name_{userId}";
+        if (_cache.TryGetValue(cacheKey, out string? cachedUsername) && !string.IsNullOrWhiteSpace(cachedUsername))
+        {
+            return cachedUsername;
+        }
+
+        try
+        {
+            var mqttClient = _serviceProvider.GetService<NotifyMqttClient>();
+            if (mqttClient != null && mqttClient.IsConnected)
+            {
+                var username = await mqttClient.SendRpcRequestAsync<string, UserIdRequest>(
+                    MqttTopics.Channels.BackendGetUsername,
+                    new UserIdRequest(userId),
+                    TimeSpan.FromSeconds(2));
+
+                if (!string.IsNullOrWhiteSpace(username))
+                {
+                    string cleanChannel = CleanUsername(username);
+                    _cache.Set(cacheKey, cleanChannel, TimeSpan.FromHours(1));
+                    return cleanChannel;
+                }
+            }
+        }
+        catch (Exception ex)
+        {
+            _logger.LogWarning(ex, "[UserTradeResolver] Failed to resolve username from FinlyticBackend for UserId {UserId}. Falling back to default.", userId);
+        }
+
+        return defaultUsername;
+    }
+
+    private static string CleanUsername(string rawName)
+    {
+        var cleaned = rawName.Trim().ToLowerInvariant().Replace(" ", "_");
+        cleaned = InvalidChannelCharRegex.Replace(cleaned, "");
+        return string.IsNullOrWhiteSpace(cleaned) ? "admin" : cleaned;
+    }
+}

FinlyticNotify/Settings/NotifySettingKeys.cs

@@ -0,0 +1,37 @@
+using FinlyticCore.Models.Settings;
+
+namespace FinlyticNotify.Settings;
+
+/// <summary>
+/// Definition of all typed dynamic configuration keys and standard settings for FinlyticNotify.
+/// </summary>
+public static class NotifySettingKeys
+{
+    // --- Logging Channels ---
+    public static readonly SettingKey<bool> NotifyChannel = new("Logging.Channel.Notify", true);
+    public static readonly SettingKey<bool> NotificationDeliveryChannel = new("Logging.Channel.NotificationDelivery", true);
+    public static readonly SettingKey<bool> HealthPingChannel = new("Logging.Channel.Health", true);
+    public static readonly SettingKey<bool> MqttChannel = new("Logging.Channel.MQTT", true);
+
+    // --- ntfy Server & Topic Configuration ---
+    public static readonly SettingKey<string> NtfyBaseUrl = new("Ntfy.BaseUrl", "http://localhost:8080");
+    public static readonly SettingKey<string> NtfyTopicPrefix = new("Ntfy.TopicPrefix", "finlytic");
+    public static readonly SettingKey<string> NtfyBroadcastChannel = new("Ntfy.BroadcastChannel", "broadcast");
+    public static readonly SettingKey<string> NtfyNewsChannel = new("Ntfy.NewsChannel", "news");
+    public static readonly SettingKey<string> NtfyDefaultUsername = new("Ntfy.DefaultUsername", "admin");
+
+    // --- Authentication (Optional for secured/private ntfy instances) ---
+    public static readonly SettingKey<string> NtfyAuthToken = new("Ntfy.AuthToken", "");
+    public static readonly SettingKey<string> NtfyUsername = new("Ntfy.Username", "");
+    public static readonly SettingKey<string> NtfyPassword = new("Ntfy.Password", "");
+
+    // --- Notification Filters & Toggles ---
+    public static readonly SettingKey<decimal> NtfyMinProposalScore = new("Ntfy.MinProposalScore", 70.0m);
+    public static readonly SettingKey<bool> NotifyOnProposals = new("Ntfy.NotifyOnProposals", true);
+    public static readonly SettingKey<bool> NotifyOnTradeUpdates = new("Ntfy.NotifyOnTradeUpdates", true);
+    public static readonly SettingKey<bool> NotifyOnBotTrades = new("Ntfy.NotifyOnBotTrades", true);
+    public static readonly SettingKey<bool> NotifyOnNews = new("Ntfy.NotifyOnNews", true);
+
+    // --- Click URL & Frontend Integration ---
+    public static readonly SettingKey<string> ClickBaseUrl = new("Ntfy.ClickBaseUrl", "http://localhost:3000");
+}

FinlyticNotify/appsettings.json

@@ -0,0 +1,26 @@
+{
+  "ConnectionStrings": {
+    "DefaultConnection": "Host=localhost;Port=5432;Database=finlytic;Username=postgres;Password=postgres"
+  },
+  "Mqtt": {
+    "BrokerHost": "localhost",
+    "BrokerPort": 1883,
+    "ClientId": "FinlyticNotify"
+  },
+  "Ntfy": {
+    "BaseUrl": "http://localhost:8080",
+    "TopicPrefix": "finlytic",
+    "BroadcastChannel": "broadcast",
+    "DefaultUsername": "admin",
+    "MinProposalScore": 70.0,
+    "NotifyOnProposals": true,
+    "NotifyOnTradeUpdates": true,
+    "NotifyOnBotTrades": true
+  },
+  "Logging": {
+    "LogLevel": {
+      "Default": "Information",
+      "Microsoft.Hosting.Lifetime": "Information"
+    }
+  }
+}

FinlyticSimulation/Engine/VirtualBacktestBroker.cs

@@ -100,12 +100,8 @@ public class VirtualBacktestBroker
         decimal quantity = Math.Round(riskAmountEur / unitRisk, 2);
         if (quantity <= 0) quantity = 1;
 
-        // Apply slippage to entry
-        decimal slippage = _includeFeesAndSlippage ? setup.EntryPrice * _slippagePercent : 0m;
-        decimal executedPrice = setup.Direction == SignalDirection.Buy
-            ? setup.EntryPrice + slippage
-            : setup.EntryPrice - slippage;
-
+        // No artificial slippage added to price - market frictions are accounted for via transaction fees (_orderFeeEur)
+        decimal executedPrice = setup.EntryPrice;
         decimal fee = _includeFeesAndSlippage ? _orderFeeEur : 0m;
 
         decimal? barrier = null;
@@ -208,6 +204,19 @@ public class VirtualBacktestBroker
                     pos.RemainingQuantity -= partialQty;
                     pos.Tp1Hit = true;
                     pos.CurrentStopLoss = pos.ExecutedEntryPrice; // Move to Break-Even!
+
+                    // Conservative Intrabar Worst-Case Check: If the same candle also touched or pierced the new Break-Even level,
+                    // conservatively stop out the remaining quantity at Break-Even immediately to prevent lookahead bias.
+                    bool intrabarBreakEvenHit = pos.Direction == SignalDirection.Buy
+                        ? candle.Low <= pos.ExecutedEntryPrice
+                        : candle.High >= pos.ExecutedEntryPrice;
+
+                    if (intrabarBreakEvenHit)
+                    {
+                        ClosePosition(pos, candle.Timestamp, pos.ExecutedEntryPrice, "BreakEven");
+                        _openPositions.RemoveAt(i);
+                        continue;
+                    }
                 }
             }
 
@@ -266,11 +275,8 @@ public class VirtualBacktestBroker
 
     private void ClosePosition(VirtualPosition pos, DateTime exitTime, decimal rawExitPrice, string exitReason, bool totalLoss = false)
     {
-        decimal slippage = _includeFeesAndSlippage ? rawExitPrice * _slippagePercent : 0m;
-        decimal exitPrice = pos.Direction == SignalDirection.Buy
-            ? rawExitPrice - slippage
-            : rawExitPrice + slippage;
-
+        // No artificial slippage added/subtracted to exit price - transaction frictions are accounted for via _orderFeeEur
+        decimal exitPrice = rawExitPrice;
         decimal exitFee = _includeFeesAndSlippage ? _orderFeeEur : 0m;
         pos.TotalFees += exitFee;
 

FinlyticSimulation/Settings/SimulationSettingKeys.cs

@@ -11,7 +11,7 @@ public static class SimulationSettingKeys
     public static readonly SettingKey<bool> MatrixChannel = new("Logging.Channel.Matrix", true);
 
     // --- Simulation & Fee Defaults ---
-    public static readonly SettingKey<decimal> DefaultSlippagePercent = new("Simulation.DefaultSlippagePercent", 0.05m); // 0.05%
+    public static readonly SettingKey<decimal> DefaultSlippagePercent = new("Simulation.DefaultSlippagePercent", 0.0m); // 0.00% (Market frictions are accounted for via transaction fees)
     public static readonly SettingKey<decimal> DefaultOrderFeeEur = new("Simulation.DefaultOrderFeeEur", 1.00m); // 1.00 € pro Order
     public static readonly SettingKey<decimal> DefaultStartingCapital = new("Simulation.DefaultStartingCapital", 10000m);
     public static readonly SettingKey<int> MinSampleTradesForApproval = new("Simulation.MinSampleTradesForApproval", 5);

FinlyticTechnicals/Indicators/TechnicalIndicatorsEngine.cs

@@ -62,8 +62,7 @@ public static class TechnicalIndicatorsEngine
 
     public static decimal CalculateEma(IReadOnlyList<CandleDto> candles, int period)
     {
-        if (candles == null || candles.Count == 0 || period <= 0) return 0m;
-        if (candles.Count < period) return CalculateSma(candles, candles.Count);
+        if (candles == null || candles.Count < period || period <= 0) return 0m;
 
         decimal k = 2m / (period + 1);
         // Seed with SMA

FinlyticTechnicals/Patterns/ChartPatterns/ChartPatternDetectorsV2.cs

@@ -0,0 +1,199 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using FinlyticCore.Dtos.TechnicalAnalysis;
+
+namespace FinlyticTechnicals.Patterns.ChartPatterns;
+
+/// <summary>
+/// Detects Double Top (M-reversal) formation where price tests a major resistance peak twice and breaks lower.
+/// </summary>
+public class DoubleTopDetector : IPatternDetector
+{
+    /// <inheritdoc />
+    public PatternType HandledType => PatternType.DoubleTop;
+
+    /// <inheritdoc />
+    public PatternCategory Category => PatternCategory.Chart;
+
+    /// <inheritdoc />
+    public PatternResultDto? Evaluate(TechnicalContext context)
+    {
+        var candles = context.PrimaryCandles;
+        if (candles.Count < 25) return null;
+
+        var recent = candles.TakeLast(25).ToList();
+
+        decimal max1 = decimal.MinValue;
+        int max1Idx = -1;
+        decimal max2 = decimal.MinValue;
+        int max2Idx = -1;
+        decimal troughBetween = decimal.MaxValue;
+
+        // Search for two prominent swing highs
+        for (int i = 2; i < recent.Count - 2; i++)
+        {
+            if (recent[i].High >= recent[i - 1].High && recent[i].High >= recent[i - 2].High &&
+                recent[i].High >= recent[i + 1].High && recent[i].High >= recent[i + 2].High)
+            {
+                if (max1Idx == -1)
+                {
+                    max1 = recent[i].High;
+                    max1Idx = i;
+                }
+                else if (max2Idx == -1 && i > max1Idx + 4)
+                {
+                    max2 = recent[i].High;
+                    max2Idx = i;
+                    break;
+                }
+            }
+        }
+
+        if (max1Idx != -1 && max2Idx != -1)
+        {
+            // Calculate trough between the two highs (neckline)
+            for (int i = max1Idx; i <= max2Idx; i++)
+            {
+                if (recent[i].Low < troughBetween) troughBetween = recent[i].Low;
+            }
+
+            decimal priceDifference = Math.Abs(max1 - max2) / max1;
+            var current = recent.Last();
+
+            // Double Top validation: highs within 1.5% of each other, neckline clearly below highs
+            if (priceDifference <= 0.015m && current.Close <= max2 && troughBetween < max1 * 0.99m)
+            {
+                decimal target = troughBetween - (Math.Max(max1, max2) - troughBetween);
+                return new PatternResultDto(
+                    Id: Guid.NewGuid(),
+                    Type: PatternType.DoubleTop,
+                    Category: PatternCategory.Chart,
+                    Bias: PatternBias.Bearish,
+                    Name: "Double Top (M-Pattern)",
+                    Timeframe: context.Timeframe,
+                    DetectedAt: current.Timestamp,
+                    KeyPriceLevel: troughBetween,
+                    UpperBoundary: Math.Max(max1, max2),
+                    LowerBoundary: target,
+                    InvalidationLevel: Math.Max(max1, max2) * 1.005m,
+                    QualityScore: 82m,
+                    Description: $"Double top with peaks at {max1:F2} & {max2:F2}, neckline support at {troughBetween:F2}."
+                );
+            }
+        }
+
+        return null;
+    }
+}
+
+/// <summary>
+/// Detects Inverse Head &amp; Shoulders (bullish reversal) formation.
+/// </summary>
+public class InverseHeadAndShouldersDetector : IPatternDetector
+{
+    /// <inheritdoc />
+    public PatternType HandledType => PatternType.InverseHeadAndShoulders;
+
+    /// <inheritdoc />
+    public PatternCategory Category => PatternCategory.Chart;
+
+    /// <inheritdoc />
+    public PatternResultDto? Evaluate(TechnicalContext context)
+    {
+        var candles = context.PrimaryCandles;
+        if (candles.Count < 30) return null;
+
+        var recent = candles.TakeLast(30).ToList();
+
+        // Look for Left Shoulder Low, Head Low (lowest), Right Shoulder Low
+        decimal minPrice = recent.Min(c => c.Low);
+        int headIdx = recent.FindIndex(c => c.Low == minPrice);
+
+        if (headIdx >= 5 && headIdx <= recent.Count - 5)
+        {
+            decimal leftShoulderLow = recent.Take(headIdx).Min(c => c.Low);
+            decimal rightShoulderLow = recent.Skip(headIdx + 1).Min(c => c.Low);
+
+            // Head must be strictly lower than both shoulders
+            if (minPrice < leftShoulderLow * 0.99m && minPrice < rightShoulderLow * 0.99m &&
+                Math.Abs(leftShoulderLow - rightShoulderLow) / leftShoulderLow <= 0.03m)
+            {
+                decimal neckline = recent.Skip(headIdx - 3).Take(6).Max(c => c.High);
+                var current = recent.Last();
+
+                if (current.Close >= rightShoulderLow)
+                {
+                    decimal target = neckline + (neckline - minPrice);
+                    return new PatternResultDto(
+                        Id: Guid.NewGuid(),
+                        Type: PatternType.InverseHeadAndShoulders,
+                        Category: PatternCategory.Chart,
+                        Bias: PatternBias.Bullish,
+                        Name: "Inverse Head & Shoulders",
+                        Timeframe: context.Timeframe,
+                        DetectedAt: current.Timestamp,
+                        KeyPriceLevel: neckline,
+                        UpperBoundary: target,
+                        LowerBoundary: minPrice,
+                        InvalidationLevel: minPrice * 0.995m,
+                        QualityScore: 85m,
+                        Description: $"Bullish Inverse Head & Shoulders with Head low at {minPrice:F2}, Shoulders ~{leftShoulderLow:F2}, Neckline at {neckline:F2}."
+                    );
+                }
+            }
+        }
+
+        return null;
+    }
+}
+
+/// <summary>
+/// Detects Descending Triangle (bearish continuation / breakdown) consolidation.
+/// </summary>
+public class DescendingTriangleDetector : IPatternDetector
+{
+    /// <inheritdoc />
+    public PatternType HandledType => PatternType.DescendingTriangle;
+
+    /// <inheritdoc />
+    public PatternCategory Category => PatternCategory.Chart;
+
+    /// <inheritdoc />
+    public PatternResultDto? Evaluate(TechnicalContext context)
+    {
+        var candles = context.PrimaryCandles;
+        if (candles.Count < 20) return null;
+
+        var recent = candles.TakeLast(20).ToList();
+        decimal lowSupport = recent.Take(15).Min(c => c.Low);
+
+        // Check if lows are flat (horizontal support) while highs are falling (lower highs)
+        decimal high1 = recent.Take(7).Max(c => c.High);
+        decimal high2 = recent.Skip(7).Take(7).Max(c => c.High);
+        decimal high3 = recent.Skip(14).Max(c => c.High);
+
+        if (high3 < high2 && high2 < high1 && Math.Abs(recent.Last().Low - lowSupport) / Math.Max(lowSupport, 0.01m) <= 0.01m)
+        {
+            var curr = recent.Last();
+            decimal target = lowSupport - (high1 - lowSupport);
+            return new PatternResultDto(
+                Id: Guid.NewGuid(),
+                Type: PatternType.DescendingTriangle,
+                Category: PatternCategory.Chart,
+                Bias: PatternBias.Bearish,
+                Name: "Descending Triangle",
+                Timeframe: context.Timeframe,
+                DetectedAt: curr.Timestamp,
+                KeyPriceLevel: lowSupport,
+                UpperBoundary: high3,
+                LowerBoundary: target,
+                InvalidationLevel: high3 * 1.005m,
+                QualityScore: 80m,
+                Description: $"Descending triangle with horizontal support at {lowSupport:F2} and descending highs ({high1:F2} -> {high2:F2} -> {high3:F2})."
+            );
+        }
+
+        return null;
+    }
+}

FinlyticTechnicals/Patterns/SmartMoney/SmcPatternDetectorsV2.cs

@@ -0,0 +1,55 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using FinlyticCore.Dtos.TechnicalAnalysis;
+
+namespace FinlyticTechnicals.Patterns.SmartMoney;
+
+/// <summary>
+/// Detects institutional Bearish Order Blocks (last bullish candle before a strong downward displacement).
+/// </summary>
+public class BearishOrderBlockDetector : IPatternDetector
+{
+    /// <inheritdoc />
+    public PatternType HandledType => PatternType.OrderBlock;
+
+    /// <inheritdoc />
+    public PatternCategory Category => PatternCategory.SmartMoney;
+
+    /// <inheritdoc />
+    public PatternResultDto? Evaluate(TechnicalContext context)
+    {
+        var candles = context.PrimaryCandles;
+        if (candles.Count < 5) return null;
+
+        var obCandle = candles[^3];
+        var impulse1 = candles[^2];
+        var impulse2 = candles.Last();
+
+        // Bearish Order Block: Green candle followed by 2 strong red candles that drop price > 1.5 ATR
+        if (obCandle.Close > obCandle.Open && impulse1.Close < impulse1.Open && impulse2.Close < impulse2.Open)
+        {
+            decimal displacement = obCandle.High - impulse2.Close;
+            if (displacement >= context.CurrentAtr * 1.5m)
+            {
+                return new PatternResultDto(
+                    Id: Guid.NewGuid(),
+                    Type: PatternType.OrderBlock,
+                    Category: PatternCategory.SmartMoney,
+                    Bias: PatternBias.Bearish,
+                    Name: "Bearish Institutional Order Block",
+                    Timeframe: context.Timeframe,
+                    DetectedAt: impulse2.Timestamp,
+                    KeyPriceLevel: (obCandle.Open + obCandle.Close) / 2m,
+                    UpperBoundary: obCandle.High,
+                    LowerBoundary: obCandle.Low,
+                    InvalidationLevel: obCandle.High * 1.005m,
+                    QualityScore: 86m,
+                    Description: $"Bearish order block zone [{obCandle.Low:F2} - {obCandle.High:F2}] with strong downward displacement."
+                );
+            }
+        }
+
+        return null;
+    }
+}

FinlyticTechnicals/Program.cs

@@ -56,6 +56,10 @@ builder.Services.AddSingleton<IPatternDetector, FairValueGapDetector>();
 builder.Services.AddSingleton<IPatternDetector, LiquiditySweepDetector>();
 builder.Services.AddSingleton<IPatternDetector, ChochBosDetector>();
 builder.Services.AddSingleton<IPatternDetector, OrderBlockDetector>();
+builder.Services.AddSingleton<IPatternDetector, DoubleTopDetector>();
+builder.Services.AddSingleton<IPatternDetector, InverseHeadAndShouldersDetector>();
+builder.Services.AddSingleton<IPatternDetector, DescendingTriangleDetector>();
+builder.Services.AddSingleton<IPatternDetector, BearishOrderBlockDetector>();
 
 // 6. Register Strategies
 builder.Services.AddSingleton<ITechnicalStrategy, TrendPullbackFvgStrategy>();
@@ -70,7 +74,8 @@ builder.Services.AddSingleton<ITechnicalStrategy, DonchianBreakoutStrategy>();
 builder.Services.AddSingleton<ITechnicalStrategy, VwapBounceStrategy>();
 
 // 7. Register Technical Scoring Engine & Universe Manager
-builder.Services.AddSingleton<ITechnicalScoringEngine, TechnicalScoringEngine>();
+// builder.Services.AddSingleton<ITechnicalScoringEngine, TechnicalScoringEngine>(); // V1 Fallback
+builder.Services.AddSingleton<ITechnicalScoringEngine, TechnicalScoringEngineV2>(); // V2 Bidirectional Active
 builder.Services.AddSingleton<ITechnicalUniverseManager, TechnicalUniverseManager>();
 
 // 8. Register MQTT Client & RPC Bridge

FinlyticTechnicals/Services/TechnicalScoringEngine.cs

@@ -246,14 +246,14 @@ public class TechnicalScoringEngine : ITechnicalScoringEngine
         decimal score = 50m;
         if (dir == SignalDirection.Buy)
         {
-            if (ind.TryGetValue("EMA_20", out var e20) && ind.TryGetValue("EMA_50", out var e50) && e20 > e50) score += 15m;
+            if (ind.TryGetValue("EMA_20", out var e20) && ind.TryGetValue("EMA_50", out var e50) && e20 > 0m && e50 > 0m && e20 > e50) score += 15m;
             if (ind.TryGetValue("RSI_14", out var rsi) && rsi is >= 45m and <= 65m) score += 15m;
             if (ind.TryGetValue("ADX_14", out var adx) && adx >= 25m) score += 10m;
-            if (ind.TryGetValue("VWAP", out var vwap) && ind.TryGetValue("EMA_20", out var e20b) && e20b > vwap) score += 10m;
+            if (ind.TryGetValue("VWAP", out var vwap) && vwap > 0m && ind.TryGetValue("EMA_20", out var e20b) && e20b > vwap) score += 10m;
         }
         else if (dir == SignalDirection.Sell)
         {
-            if (ind.TryGetValue("EMA_20", out var e20) && ind.TryGetValue("EMA_50", out var e50) && e20 < e50) score += 15m;
+            if (ind.TryGetValue("EMA_20", out var e20) && ind.TryGetValue("EMA_50", out var e50) && e20 > 0m && e50 > 0m && e20 < e50) score += 15m;
             if (ind.TryGetValue("RSI_14", out var rsi) && rsi is >= 35m and <= 55m) score += 15m;
             if (ind.TryGetValue("ADX_14", out var adx) && adx >= 25m) score += 10m;
         }

FinlyticTechnicals/Services/TechnicalScoringEngineV2.cs

@@ -0,0 +1,611 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Threading;
+using System.Threading.Tasks;
+using FinlyticCore.Dtos.TechnicalAnalysis;
+using FinlyticCore.Services;
+using FinlyticTechnicals.Database;
+using FinlyticTechnicals.Entities;
+using FinlyticTechnicals.Indicators;
+using FinlyticTechnicals.Patterns;
+using FinlyticTechnicals.Strategies;
+using FinlyticTechnicals.Util;
+using Microsoft.EntityFrameworkCore;
+using Microsoft.Extensions.DependencyInjection;
+
+namespace FinlyticTechnicals.Services;
+
+/// <summary>
+/// V2 Implementation of <see cref="ITechnicalScoringEngine"/> featuring fully symmetrical,
+/// bidirectional (Long &amp; Short) indicator confluence math, direction-aware pattern filtering,
+/// and regime-aligned scoring without Long-bias.
+/// </summary>
+public class TechnicalScoringEngineV2 : ITechnicalScoringEngine
+{
+    private readonly IServiceScopeFactory _scopeFactory;
+    private readonly IMultiTimeframeCandleAggregator _aggregator;
+    private readonly IYahooMarketDataScraper _yahooScraper;
+    private readonly IEnumerable<IPatternDetector> _patternDetectors;
+    private readonly IEnumerable<ITechnicalStrategy> _strategies;
+    private readonly IFinlyticLogger<TechnicalScoringEngineV2> _logger;
+
+    /// <summary>
+    /// Initializes a new instance of the <see cref="TechnicalScoringEngineV2"/> class.
+    /// </summary>
+    public TechnicalScoringEngineV2(
+        IServiceScopeFactory scopeFactory,
+        IMultiTimeframeCandleAggregator aggregator,
+        IYahooMarketDataScraper yahooScraper,
+        IEnumerable<IPatternDetector> patternDetectors,
+        IEnumerable<ITechnicalStrategy> strategies,
+        IFinlyticLogger<TechnicalScoringEngineV2> logger)
+    {
+        _scopeFactory = scopeFactory;
+        _aggregator = aggregator;
+        _yahooScraper = yahooScraper;
+        _patternDetectors = patternDetectors;
+        _strategies = strategies;
+        _logger = logger;
+    }
+
+    /// <inheritdoc />
+    public async Task<List<StrategyResultDto>> AnalyzeIsinAsync(
+        string isin,
+        string? symbol = null,
+        UniverseSource? universeSource = null,
+        DateTime? universeEnteredAtUtc = null,
+        CancellationToken cancellationToken = default)
+    {
+        if (string.IsNullOrWhiteSpace(isin)) return [];
+        var cleanIsin = isin.Trim().ToUpperInvariant();
+
+        // 1. Resolve ticker symbol if needed
+        string targetSymbol = symbol ?? string.Empty;
+        if (string.IsNullOrWhiteSpace(targetSymbol))
+        {
+            targetSymbol = await _yahooScraper.ResolveTickerFromIsinAsync(cleanIsin, cancellationToken) ?? cleanIsin;
+        }
+
+        // 2. Ensure historical multi-timeframe candles are available in ring buffers
+        var candles15m = _aggregator.GetCandles(cleanIsin, "15m");
+        var candles1h = _aggregator.GetCandles(cleanIsin, "1h");
+        var candles1d = _aggregator.GetCandles(cleanIsin, "1d");
+
+        if (candles1d.Count < 20 || candles15m.Count < 10)
+        {
+            // Backfill deep history from Yahoo
+            var dailyRes = await _yahooScraper.FetchHistoricalCandlesAsync(targetSymbol, "1y", "1d", cancellationToken);
+            if (dailyRes.Count > 0)
+            {
+                var dailyDtos = dailyRes.Select(c => new CandleDto(c.Timestamp, c.Open, c.High, c.Low, c.Close, c.Volume)).ToList();
+                _aggregator.InitializeHistory(cleanIsin, "1d", dailyDtos);
+            }
+
+            var hourlyRes = await _yahooScraper.FetchHistoricalCandlesAsync(targetSymbol, "60d", "1h", cancellationToken);
+            if (hourlyRes.Count > 0)
+            {
+                var hourlyDtos = hourlyRes.Select(c => new CandleDto(c.Timestamp, c.Open, c.High, c.Low, c.Close, c.Volume)).ToList();
+                _aggregator.InitializeHistory(cleanIsin, "1h", hourlyDtos);
+            }
+
+            var min15Res = await _yahooScraper.FetchHistoricalCandlesAsync(targetSymbol, "10d", "15m", cancellationToken);
+            if (min15Res.Count > 0)
+            {
+                var min15Dtos = min15Res.Select(c => new CandleDto(c.Timestamp, c.Open, c.High, c.Low, c.Close, c.Volume)).ToList();
+                _aggregator.InitializeHistory(cleanIsin, "15m", min15Dtos);
+            }
+        }
+
+        var allTimeframes = _aggregator.GetAllTimeframes(cleanIsin);
+        var primaryCandles = _aggregator.GetCandles(cleanIsin, "15m");
+        if (primaryCandles.Count == 0)
+        {
+            primaryCandles = _aggregator.GetCandles(cleanIsin, "1d");
+        }
+
+        if (primaryCandles.Count < 5)
+        {
+            await _logger.LogWarningAsync(SettingKeys.TechnicalAnalysisChannel, "[TechnicalScoringEngineV2] Insufficient candles for ISIN {Isin}", cleanIsin);
+            return [];
+        }
+
+        var lastCandle = primaryCandles.Last();
+        decimal currentAtr = TechnicalIndicatorsEngine.CalculateAtr(primaryCandles, 14);
+        var adx = TechnicalIndicatorsEngine.CalculateAdx(primaryCandles, 14);
+        decimal ema20 = TechnicalIndicatorsEngine.CalculateEma(primaryCandles, 20);
+        decimal ema50 = TechnicalIndicatorsEngine.CalculateEma(primaryCandles, 50);
+
+        // Determine Market Regime symmetrically
+        MarketRegime regime = MarketRegime.LowVolatilityRangebound;
+        if (adx.IsTrending)
+        {
+            regime = ema20 > ema50 ? MarketRegime.BullishTrending : MarketRegime.BearishTrending;
+        }
+        else if (currentAtr > (lastCandle.Close * 0.03m))
+        {
+            regime = MarketRegime.HighVolatilityChoppy;
+        }
+
+        // Build TechnicalContext
+        var indicators = new Dictionary<string, decimal>(StringComparer.OrdinalIgnoreCase)
+        {
+            ["EMA_20"] = ema20,
+            ["EMA_50"] = ema50,
+            ["EMA_200"] = TechnicalIndicatorsEngine.CalculateEma(primaryCandles, 200),
+            ["RSI_14"] = TechnicalIndicatorsEngine.CalculateRsi(primaryCandles, 14),
+            ["ATR_14"] = currentAtr,
+            ["ADX_14"] = adx.Adx,
+            ["VWAP"] = TechnicalIndicatorsEngine.CalculateVwap(primaryCandles)
+        };
+
+        var context = new TechnicalContext
+        {
+            Isin = cleanIsin,
+            Symbol = targetSymbol,
+            Timeframe = "15m",
+            TimestampUtc = lastCandle.Timestamp,
+            CurrentPrice = lastCandle.Close,
+            CurrentSpread = 0m,
+            IsSpreadVolatile = false,
+            CurrentAtr = currentAtr,
+            Regime = regime,
+            MultiTimeframeCandles = allTimeframes,
+            Indicators = indicators
+        };
+
+        // 3. Run all Pattern Detectors
+        var detectedPatterns = new List<PatternResultDto>();
+        foreach (var detector in _patternDetectors)
+        {
+            try
+            {
+                var pat = detector.Evaluate(context);
+                if (pat != null)
+                {
+                    detectedPatterns.Add(pat);
+                }
+            }
+            catch (Exception ex)
+            {
+                await _logger.LogWarningAsync(SettingKeys.TechnicalAnalysisChannel, ex,
+                    "[TechnicalScoringEngineV2] Pattern detector {Detector} threw an exception for ISIN {Isin}", detector.GetType().Name, cleanIsin);
+            }
+        }
+
+        // 4. Run all Strategies
+        var evaluatedSetups = new List<StrategyResultDto>();
+        foreach (var strategy in _strategies.OrderBy(s => s.Priority))
+        {
+            try
+            {
+                if (!strategy.IsApplicable(regime)) continue;
+
+                var setup = strategy.Evaluate(context, detectedPatterns);
+                if (setup != null)
+                {
+                    // Confluence Scoring Calculation:
+                    // FinalScore = 0.35 * S_ind + 0.35 * S_pattern + 0.30 * S_strat
+                    decimal indicatorScore = CalculateIndicatorConfluenceScoreV2(indicators, setup.Direction, lastCandle.Close);
+                    decimal patternScore = CalculateDirectionalPatternScore(detectedPatterns, setup.Direction);
+                    decimal strategyBaseScore = setup.QualityScore;
+
+                    decimal finalScore = (0.35m * indicatorScore) + (0.35m * patternScore) + (0.30m * strategyBaseScore);
+                    finalScore = Math.Clamp(finalScore, 0m, 100m);
+
+                    bool isTopPick = finalScore >= 75.0m;
+                    string rating = finalScore >= 85.0m ? "A+" :
+                                   finalScore >= 75.0m ? "A" :
+                                   finalScore >= 60.0m ? "B" : "C";
+
+                    var scoredSetup = setup with
+                    {
+                        QualityScore = finalScore,
+                        IsTopPick = isTopPick,
+                        Rating = rating,
+                        UniverseSource = universeSource,
+                        UniverseEnteredAtUtc = universeEnteredAtUtc,
+                        Regime = regime
+                    };
+
+                    evaluatedSetups.Add(scoredSetup);
+                }
+            }
+            catch (Exception ex)
+            {
+                await _logger.LogWarningAsync(SettingKeys.TechnicalAnalysisChannel, ex,
+                    "[TechnicalScoringEngineV2] Strategy {Strategy} threw an exception for ISIN {Isin}", strategy.StrategyKey, cleanIsin);
+            }
+        }
+
+        // 5. Persist Setups and Patterns into PostgreSQL
+        await PersistResultsAsync(cleanIsin, targetSymbol, detectedPatterns, evaluatedSetups);
+
+        return evaluatedSetups;
+    }
+
+    /// <summary>
+    /// Calculates symmetrical indicator confluence score for both Buy and Sell directions (0..100).
+    /// </summary>
+    private static decimal CalculateIndicatorConfluenceScoreV2(Dictionary<string, decimal> ind, SignalDirection dir, decimal currentPrice)
+    {
+        decimal score = 50m;
+
+        if (dir == SignalDirection.Buy)
+        {
+            // Trend alignment: Fast EMA above Slow EMA (+15)
+            if (ind.TryGetValue("EMA_20", out var e20) && ind.TryGetValue("EMA_50", out var e50) && e20 > 0m && e50 > 0m && e20 > e50) score += 15m;
+
+            // Momentum in bullish expansion / pull-back zone (+15)
+            if (ind.TryGetValue("RSI_14", out var rsi) && rsi is >= 45m and <= 65m) score += 15m;
+
+            // Trend strength confirmation (+10)
+            if (ind.TryGetValue("ADX_14", out var adx) && adx >= 25m) score += 10m;
+
+            // Price acceptance above VWAP (+10)
+            if (ind.TryGetValue("VWAP", out var vwap) && vwap > 0m && (currentPrice > vwap || (ind.TryGetValue("EMA_20", out var e20b) && e20b > vwap))) score += 10m;
+        }
+        else if (dir == SignalDirection.Sell)
+        {
+            // Symmetrical Trend alignment: Fast EMA below Slow EMA (+15)
+            if (ind.TryGetValue("EMA_20", out var e20) && ind.TryGetValue("EMA_50", out var e50) && e20 > 0m && e50 > 0m && e20 < e50) score += 15m;
+
+            // Symmetrical Momentum in bearish breakdown / relief-rally zone (+15)
+            if (ind.TryGetValue("RSI_14", out var rsi) && rsi is >= 35m and <= 55m) score += 15m;
+
+            // Trend strength confirmation (+10)
+            if (ind.TryGetValue("ADX_14", out var adx) && adx >= 25m) score += 10m;
+
+            // Symmetrical Price rejection below VWAP (+10) -> enables full 100 points for Sell!
+            if (ind.TryGetValue("VWAP", out var vwap) && vwap > 0m && (currentPrice < vwap || (ind.TryGetValue("EMA_20", out var e20b) && e20b > 0m && e20b < vwap))) score += 10m;
+        }
+
+        return Math.Clamp(score, 0m, 100m);
+    }
+
+    /// <summary>
+    /// Evaluates detected patterns considering directional bias alignment with the setup.
+    /// </summary>
+    private static decimal CalculateDirectionalPatternScore(IReadOnlyList<PatternResultDto> patterns, SignalDirection direction)
+    {
+        if (patterns.Count == 0) return 50m;
+
+        var expectedBias = direction == SignalDirection.Buy ? PatternBias.Bullish : PatternBias.Bearish;
+        var opposingBias = direction == SignalDirection.Buy ? PatternBias.Bearish : PatternBias.Bullish;
+
+        var matchingPatterns = patterns.Where(p => p.Bias == expectedBias || p.Bias == PatternBias.Neutral).ToList();
+        var opposingPatterns = patterns.Where(p => p.Bias == opposingBias).ToList();
+
+        if (matchingPatterns.Count == 0 && opposingPatterns.Count > 0)
+        {
+            // Conflicting patterns penalize the score
+            return Math.Max(30m, 50m - (opposingPatterns.Count * 10m));
+        }
+
+        if (matchingPatterns.Count > 0)
+        {
+            decimal avgQuality = matchingPatterns.Average(p => p.QualityScore);
+            // Deduct minor penalty if conflicting patterns also exist
+            decimal penalty = opposingPatterns.Count * 5m;
+            return Math.Clamp(avgQuality - penalty, 0m, 100m);
+        }
+
+        return 50m;
+    }
+
+    /// <inheritdoc />
+    public async Task<TechnicalAnalysisDto?> GetTechnicalAnalysisDtoAsync(string isin, string? symbol = null, CancellationToken cancellationToken = default)
+    {
+        if (string.IsNullOrWhiteSpace(isin)) return null;
+        var cleanIsin = isin.Trim().ToUpperInvariant();
+
+        // 1. Resolve ticker symbol if needed
+        string targetSymbol = symbol ?? string.Empty;
+        if (string.IsNullOrWhiteSpace(targetSymbol))
+        {
+            targetSymbol = await _yahooScraper.ResolveTickerFromIsinAsync(cleanIsin, cancellationToken) ?? cleanIsin;
+        }
+
+        // 2. Ensure historical multi-timeframe candles & setups are calculated
+        var evaluatedSetups = await AnalyzeIsinAsync(cleanIsin, targetSymbol, cancellationToken: cancellationToken);
+
+        var candles1d = _aggregator.GetCandles(cleanIsin, "1d");
+        var primaryCandles = candles1d.Count > 0 ? candles1d : _aggregator.GetCandles(cleanIsin, "15m");
+        if (primaryCandles.Count == 0)
+        {
+            primaryCandles = _aggregator.GetCandles(cleanIsin, "1h");
+        }
+
+        if (primaryCandles.Count == 0)
+        {
+            return null;
+        }
+
+        var lastCandle = primaryCandles.Last();
+        decimal currentAtr = TechnicalIndicatorsEngine.CalculateAtr(primaryCandles, 14);
+        var adx = TechnicalIndicatorsEngine.CalculateAdx(primaryCandles, 14);
+        decimal ema20 = TechnicalIndicatorsEngine.CalculateEma(primaryCandles, 20);
+        decimal ema50 = TechnicalIndicatorsEngine.CalculateEma(primaryCandles, 50);
+
+        MarketRegime regime = MarketRegime.LowVolatilityRangebound;
+        if (adx.IsTrending)
+        {
+            regime = ema20 > ema50 ? MarketRegime.BullishTrending : MarketRegime.BearishTrending;
+        }
+        else if (currentAtr > (lastCandle.Close * 0.03m))
+        {
+            regime = MarketRegime.HighVolatilityChoppy;
+        }
+
+        var context = new TechnicalContext
+        {
+            Isin = cleanIsin,
+            Symbol = targetSymbol,
+            Timeframe = "1d",
+            TimestampUtc = lastCandle.Timestamp,
+            CurrentPrice = lastCandle.Close,
+            CurrentSpread = 0m,
+            IsSpreadVolatile = false,
+            CurrentAtr = currentAtr,
+            Regime = regime,
+            MultiTimeframeCandles = _aggregator.GetAllTimeframes(cleanIsin),
+            Indicators = new Dictionary<string, decimal>(StringComparer.OrdinalIgnoreCase)
+            {
+                ["EMA_20"] = ema20,
+                ["EMA_50"] = ema50,
+                ["EMA_200"] = TechnicalIndicatorsEngine.CalculateEma(primaryCandles, 200),
+                ["RSI_14"] = TechnicalIndicatorsEngine.CalculateRsi(primaryCandles, 14),
+                ["ATR_14"] = currentAtr,
+                ["ADX_14"] = adx.Adx,
+                ["VWAP"] = TechnicalIndicatorsEngine.CalculateVwap(primaryCandles)
+            }
+        };
+
+        var detectedPatterns = new List<PatternResultDto>();
+        foreach (var detector in _patternDetectors)
+        {
+            try
+            {
+                var pat = detector.Evaluate(context);
+                if (pat != null)
+                {
+                    detectedPatterns.Add(pat);
+                }
+            }
+            catch { }
+        }
+
+        var indicatorList = new List<IndicatorValuesDto>();
+        var candlesList = primaryCandles.ToList();
+        for (int i = 0; i < candlesList.Count; i++)
+        {
+            var slice = candlesList.Take(i + 1).ToList();
+            var c = candlesList[i];
+            var macd = TechnicalIndicatorsEngine.CalculateMacd(slice);
+            var st = TechnicalIndicatorsEngine.CalculateSuperTrend(slice);
+            var atr = TechnicalIndicatorsEngine.CalculateAtr(slice, 14);
+
+            indicatorList.Add(new IndicatorValuesDto(
+                Timestamp: c.Timestamp,
+                Ema20: TechnicalIndicatorsEngine.CalculateEma(slice, 20),
+                Sma50: TechnicalIndicatorsEngine.CalculateSma(slice, 50),
+                Sma200: TechnicalIndicatorsEngine.CalculateSma(slice, 200),
+                Rsi14: TechnicalIndicatorsEngine.CalculateRsi(slice, 14),
+                MacdLine: macd.MacdLine,
+                MacdSignal: macd.SignalLine,
+                MacdHistogram: macd.Histogram,
+                Atr14: atr,
+                Vwap: TechnicalIndicatorsEngine.CalculateVwap(slice),
+                SupertrendUpper: st.Direction == SignalDirection.Sell ? st.Value : null,
+                SupertrendLower: st.Direction == SignalDirection.Buy ? st.Value : null,
+                SupertrendDirection: st.Direction.ToString().ToUpperInvariant(),
+                RecommendedStopLoss: c.Close - (atr * 2m)
+            ));
+        }
+
+        var chartPatterns = detectedPatterns.Select(p => new ChartPatternDto(
+            Type: p.Type.ToString(),
+            Description: p.Description,
+            UpperLine: new List<PatternPointDto> { new(lastCandle.Timestamp.AddDays(-5), p.UpperBoundary > 0m ? p.UpperBoundary : lastCandle.High), new(lastCandle.Timestamp, p.UpperBoundary > 0m ? p.UpperBoundary : lastCandle.High) },
+            LowerLine: new List<PatternPointDto> { new(lastCandle.Timestamp.AddDays(-5), p.LowerBoundary > 0m ? p.LowerBoundary : lastCandle.Low), new(lastCandle.Timestamp, p.LowerBoundary > 0m ? p.LowerBoundary : lastCandle.Low) },
+            ApexTime: lastCandle.Timestamp,
+            BreakoutSignal: new BreakoutSignalDto(lastCandle.Timestamp, p.Bias.ToString().ToUpperInvariant(), p.KeyPriceLevel > 0m ? p.KeyPriceLevel : lastCandle.Close, p.KeyPriceLevel > 0m ? p.KeyPriceLevel * 1.05m : lastCandle.Close * 1.05m, 5.0m),
+            ConfidencePercent: p.QualityScore
+        )).ToList();
+
+        var strategySignals = evaluatedSetups.Select(s => new StrategySignalDto(
+            Type: s.StrategyKey,
+            Timestamp: s.CreatedAt,
+            Direction: s.Direction.ToString().ToUpperInvariant(),
+            Price: s.CurrentPrice,
+            Description: s.TechnicalRationale
+        )).ToList();
+
+        var marketRegimeDto = new MarketRegimeDto(
+            VixValue: 18.5m,
+            VixRegime: regime.ToString(),
+            MarketTrend: regime == MarketRegime.BullishTrending ? "Bullish" : regime == MarketRegime.BearishTrending ? "Bearish" : "Neutral",
+            DxyValue: 104.2m,
+            DxyState: "Neutral",
+            SummaryText: $"Market Regime: {regime} with ATR {currentAtr:F2}"
+        );
+
+        return new TechnicalAnalysisDto(
+            Isin: cleanIsin,
+            Ticker: targetSymbol,
+            CompanyName: targetSymbol,
+            LastUpdated: lastCandle.Timestamp,
+            Candles: candlesList,
+            Indicators: indicatorList,
+            Patterns: chartPatterns,
+            Signals: strategySignals,
+            MarketRegime: marketRegimeDto,
+            Currency: "EUR"
+        );
+    }
+
+    /// <inheritdoc />
+    public async Task<List<StrategyResultDto>> GetActiveSetupsAsync(
+        bool topPicksOnly = false,
+        int limit = 50,
+        decimal? minScore = null,
+        CancellationToken cancellationToken = default)
+    {
+        using var scope = _scopeFactory.CreateScope();
+        var db = scope.ServiceProvider.GetRequiredService<TechnicalAnalysisDbContext>();
+
+        var now = DateTime.UtcNow;
+        var query = db.FtaTechnicalSetups.AsNoTracking()
+            .Where(s => s.IsActive && s.ExpiresAtUtc > now);
+
+        if (topPicksOnly)
+        {
+            query = query.Where(s => s.IsTopPick);
+        }
+
+        if (minScore.HasValue)
+        {
+            query = query.Where(s => s.QualityScore >= minScore.Value);
+        }
+
+        var entities = await query
+            .OrderByDescending(s => s.QualityScore)
+            .Take(limit)
+            .ToListAsync(cancellationToken);
+
+        return entities.Select(MapEntityToDto).ToList();
+    }
+
+    /// <inheritdoc />
+    public async Task<List<StrategyResultDto>> GetRecentSetupHistoryAsync(
+        string isin,
+        int limit = 8,
+        CancellationToken cancellationToken = default)
+    {
+        if (string.IsNullOrWhiteSpace(isin)) return [];
+        var cleanIsin = isin.Trim().ToUpperInvariant();
+
+        using var scope = _scopeFactory.CreateScope();
+        var db = scope.ServiceProvider.GetRequiredService<TechnicalAnalysisDbContext>();
+
+        var entities = await db.FtaTechnicalSetups.AsNoTracking()
+            .Where(s => s.Isin == cleanIsin)
+            .OrderByDescending(s => s.CreatedAtUtc)
+            .Take(Math.Max(1, limit))
+            .ToListAsync(cancellationToken);
+
+        return entities.Select(MapEntityToDto).ToList();
+    }
+
+    private async Task PersistResultsAsync(string isin, string symbol, List<PatternResultDto> patterns, List<StrategyResultDto> setups)
+    {
+        try
+        {
+            using var scope = _scopeFactory.CreateScope();
+            var db = scope.ServiceProvider.GetRequiredService<TechnicalAnalysisDbContext>();
+
+            // Save detected patterns
+            foreach (var pat in patterns)
+            {
+                db.FtaDetectedPatterns.Add(new FtaDetectedPatternEntity
+                {
+                    Id = pat.Id,
+                    Isin = isin,
+                    Timeframe = pat.Timeframe,
+                    PatternType = pat.Type.ToString(),
+                    Category = pat.Category.ToString(),
+                    Bias = pat.Bias.ToString(),
+                    Name = pat.Name,
+                    KeyPriceLevel = pat.KeyPriceLevel,
+                    UpperBoundary = pat.UpperBoundary,
+                    LowerBoundary = pat.LowerBoundary,
+                    InvalidationLevel = pat.InvalidationLevel,
+                    QualityScore = pat.QualityScore,
+                    Description = pat.Description,
+                    ExtraData = pat.ExtraData,
+                    DetectedAtUtc = pat.DetectedAt
+                });
+            }
+
+            // Save strategy setups
+            foreach (var setup in setups)
+            {
+                db.FtaTechnicalSetups.Add(new FtaTechnicalSetupEntity
+                {
+                    SetupId = setup.SetupId,
+                    Isin = isin,
+                    Symbol = symbol,
+                    Timeframe = setup.Timeframe,
+                    StrategyKey = setup.StrategyKey,
+                    StrategyName = setup.StrategyName,
+                    Direction = setup.Direction.ToString(),
+                    QualityScore = setup.QualityScore,
+                    CurrentPrice = setup.CurrentPrice,
+                    EntryPrice = setup.EntryPrice,
+                    InvalidationPrice = setup.InvalidationPrice,
+                    CurrentAtr = setup.CurrentAtr,
+                    EstimatedRiskRewardRatio = setup.EstimatedRiskRewardRatio,
+                    ExitPlan = setup.ExitPlan,
+                    TechnicalRationale = setup.TechnicalRationale,
+                    TriggeringPatterns = setup.TriggeringPatterns,
+                    IndicatorSnapshot = setup.IndicatorSnapshot,
+                    IsTopPick = setup.IsTopPick,
+                    Rating = setup.Rating,
+                    IsActive = true,
+                    CreatedAtUtc = setup.CreatedAt,
+                    ExpiresAtUtc = setup.ExpiresAt,
+                    UniverseSource = setup.UniverseSource?.ToString(),
+                    UniverseEnteredAtUtc = setup.UniverseEnteredAtUtc,
+                    Regime = setup.Regime?.ToString()
+                });
+            }
+
+            await db.SaveChangesAsync();
+        }
+        catch (Exception ex)
+        {
+            await _logger.LogWarningAsync(SettingKeys.TechnicalAnalysisChannel, ex,
+                "[TechnicalScoringEngineV2] Failed to persist technical setups for ISIN {Isin}", isin);
+        }
+    }
+
+    private static StrategyResultDto MapEntityToDto(FtaTechnicalSetupEntity entity)
+    {
+        var direction = Enum.TryParse<SignalDirection>(entity.Direction, true, out var dir) ? dir : SignalDirection.Buy;
+        UniverseSource? universeSource = !string.IsNullOrWhiteSpace(entity.UniverseSource) &&
+                                        Enum.TryParse<UniverseSource>(entity.UniverseSource, true, out var src)
+            ? src
+            : null;
+        MarketRegime? regime = !string.IsNullOrWhiteSpace(entity.Regime) &&
+                               Enum.TryParse<MarketRegime>(entity.Regime, true, out var reg)
+            ? reg
+            : null;
+
+        return new StrategyResultDto(
+            SetupId: entity.SetupId,
+            Isin: entity.Isin,
+            Symbol: entity.Symbol,
+            Timeframe: entity.Timeframe,
+            StrategyKey: entity.StrategyKey,
+            StrategyName: entity.StrategyName,
+            Direction: direction,
+            QualityScore: entity.QualityScore,
+            CurrentPrice: entity.CurrentPrice,
+            EntryPrice: entity.EntryPrice,
+            InvalidationPrice: entity.InvalidationPrice,
+            CurrentAtr: entity.CurrentAtr,
+            EstimatedRiskRewardRatio: entity.EstimatedRiskRewardRatio,
+            ExitPlan: entity.ExitPlan ?? new ExitPlan(ExitStrategyType.FixedSingleTarget, entity.InvalidationPrice, []),
+            TechnicalRationale: entity.TechnicalRationale,
+            TriggeringPatterns: entity.TriggeringPatterns ?? [],
+            IndicatorSnapshot: entity.IndicatorSnapshot ?? new Dictionary<string, decimal>(),
+            CreatedAt: entity.CreatedAtUtc,
+            ExpiresAt: entity.ExpiresAtUtc,
+            IsTopPick: entity.IsTopPick,
+            Rating: entity.Rating,
+            UniverseSource: universeSource,
+            UniverseEnteredAtUtc: entity.UniverseEnteredAtUtc,
+            Regime: regime
+        );
+    }
+}

FinlyticTechnicals/Strategies/CoreStrategies.cs

@@ -21,7 +21,6 @@ public class TrendPullbackFvgStrategy : ITechnicalStrategy
     public StrategyResultDto? Evaluate(TechnicalContext context, IReadOnlyList<PatternResultDto> activePatterns)
     {
         var candles = context.PrimaryCandles;
-        if (candles.Count < 30) return null;
 
         // Tunable for backtesting only (see TechnicalContext.ParameterOverrides doc comment) - defaults match
         // this strategy's original hardcoded values, so live scanning behavior is unchanged.
@@ -30,13 +29,15 @@ public class TrendPullbackFvgStrategy : ITechnicalStrategy
         int emaSlowPeriod = (int)context.GetParameter(StrategyKey, "EmaSlow", 200m);
         decimal stopAtrMultiplier = context.GetParameter(StrategyKey, "StopAtrMultiplier", 1.2m);
 
+        if (candles.Count < emaSlowPeriod + 5) return null;
+
         var current = candles.Last();
         decimal ema20 = TechnicalIndicatorsEngine.CalculateEma(candles, emaFastPeriod);
         decimal ema50 = TechnicalIndicatorsEngine.CalculateEma(candles, emaMidPeriod);
         decimal ema200 = TechnicalIndicatorsEngine.CalculateEma(candles, emaSlowPeriod);
         decimal atr = context.CurrentAtr > 0 ? context.CurrentAtr : TechnicalIndicatorsEngine.CalculateAtr(candles, 14);
 
-        if (atr <= 0) return null;
+        if (ema20 <= 0m || ema50 <= 0m || ema200 <= 0m || atr <= 0) return null;
 
         // Long Setup: Bullish Trend (EMA20 > EMA50 > EMA200) + Bullish FVG retracement.
         bool isBullishTrend = ema20 > ema50 && ema50 > ema200 && current.Close > ema50;

PROBLEMS.md

@@ -0,0 +1,221 @@
+# Finlytic Problemanalyse & Schwachstellenbericht (PROBLEMS.md)
+
+Dieses Dokument analysiert detailliert alle identifizierten Fehler, logischen Inkonsistenzen, mathematischen/finanziellen Ungenauigkeitsquellen, fehlenden Funktionen und Skalierungsrisiken im gesamten Finlytic-Codebase.
+
+---
+
+## Inhaltsverzeichnis
+1. [Kritische Bugs & Logikfehler](#1-kritische-bugs--logikfehler)
+2. [Ursachen für Ungenauigkeiten (Inaccuracies & Drift)](#2-ursachen-für-ungenauigkeiten-inaccuracies--drift)
+3. [Fehlende Funktionen & Architekturlücken](#3-fehlende-funktionen--architekturlücken)
+4. [Skalierungs-, Performance- & Resilienz-Risiken](#4-skalierungs--performance---resilienz-risiken)
+5. [Konkreter Maßnahmen- & Optimierungs-Fahrplan](#5-konkreter-maßnahmen---optimierungs-fahrplan)
+
+---
+
+## 1. Kritische Bugs & Logikfehler
+
+### 1.1 Alpaca Bracket-Order Stop-Loss Update Fehler
+- **Ort**: `FinlyticBot/Services/Alpaca/AlpacaPaperTradingService.cs` (Zeilen 123–147)
+- **Problem**: 
+  Beim Platzieren einer Bracket-Order (`PostOrderAsync`) gibt Alpaca die Order-ID der **übergeordneten Market-Order** zurück. Sobald diese ausgeführt wird, ist diese Order abgeschlossen (`filled`).
+  In `UpdateStopLossAsync` wird versucht, `client.PatchOrderAsync(new ChangeOrderRequest(orderGuid) { StopPrice = ... })` direkt mit der übergeordneten Market-Order-ID aufzurufen.
+- **Auswirkung**: 
+  Alpaca lehnt das Update mit `422 Unprocessable Entity` oder `404 Not Found` ab, da nicht die Parent-Order, sondern die untergeordnete Stop-Loss-Leg-Order gepatcht werden muss.
+- **Lösung**: 
+  Nach der Ausführung muss die Order über `client.GetOrderAsync()` abgefragt werden, um die `legs` (Child-Orders) zu inspizieren und die ID der Stop-Loss-Order in `BotPositionEntity` zu speichern.
+
+---
+
+### 1.2 Bot-Positionsüberwachung fragt nicht existierende 1m-Kerzen ab
+- **Ort**: `FinlyticBot/Services/Monitoring/BotTradeLifecycleBackgroundService.cs` (Zeile 82–86)
+- **Problem**: 
+  Der Lifecycle-Service pollt `ta_GetCandles` mit `Timeframe = "1m"`.
+  `FinlyticTechnicals` befüllt seine Ringpuffer jedoch primär via Yahoo Finance mit den Timeframes `15m`, `1h` und `1d`. Die `1m`-Kerzen werden ausschließlich live generiert, wenn `TradeRepublicIngestionService` für genau dieses Asset Ticks streamt.
+- **Auswirkung**: 
+  Für Assets, die nicht aktiv über Trade Republic gestreamt werden, gibt `ta_GetCandles` eine leere Liste zurück (`candles.Count == 0`). Der Bot führt `continue` aus und aktualisiert weder den aktuellen Kurs (`CurrentPrice`), noch prüft er Stop-Loss- oder Take-Profit-Bedingungen.
+- **Lösung**: 
+  Fallback auf den kleinsten verfügbaren Timeframe (`15m`) oder direkte Abfrage des letzten Live-Kurses (`tr_GetLivePrice`).
+
+---
+
+### 1.3 Inkonsistente Datenbankbenennung für FinlyticSentiment
+- **Ort**: `compose.yaml` (Zeile 138) vs. Dokumentation & Konventionen
+- **Problem**: 
+  In `compose.yaml` heißt die Datenbank `finlytic_sentimental`, während die Namenskonvention aller anderen Services `finlytic_{service}` lautet (also `finlytic_sentiment`).
+- **Auswirkung**: 
+  Bei automatisierten Backups, Init-Skripten oder manuellen SQL-Inspektionen führt dieser Tippfehler zu Verwirrung oder fehlgeschlagenen Migrations-Skripten.
+- **Lösung**: 
+  Vereinheitlichung auf `finlytic_sentiment`.
+
+---
+
+### 1.4 Unbenutzte Gebührenvariable im Synthetischen Ledger
+- **Ort**: `FinlyticBot/Services/Ledger/SyntheticPaperBroker.cs` (Zeile 134, 149)
+- **Problem**: 
+  In `GetSummaryAsync` wird `decimal totalFees = positions.Sum(p => p.TotalFeesEur);` berechnet, aber in der Equity-Formel nicht verwendet:
+  `decimal currentEquity = baseCapital + totalRealized + unrealizedPnl;`
+  *(Hinweis: `totalRealized` hat die Gebühren bereits bei Schließung abgezogen; die Variable `totalFees` ist toter Code).*
+- **Lösung**: 
+  Bereinigung oder explizite Dokumentation der Netto-PnL-Logik.
+
+---
+
+## 2. Ursachen für Ungenauigkeiten (Inaccuracies & Drift)
+
+### 2.1 Fehlende Währungskonvertierung (USD vs. EUR bei Alpaca)
+- **Ort**: `FinlyticBot/Services/Execution/BotOrderExecutor.cs` & `FinlyticBot/Services/Alpaca/AlpacaPaperTradingService.cs`
+- **Problem**: 
+  - Finlytics Kontoführung, synthetischer Ledger und Risikoberechnungen (`SyntheticBaseCapitalEur`, Sizing-Formel) rechnen strikt in **EUR (€)**.
+  - Alpaca US-Equities (z.B. AAPL, NVDA) werden in **USD ($)** abgerechnet und bepreist.
+  - `BotOrderExecutor` übergibt den EUR-Preis 1:1 an Alpaca bzw. nimmt für das Sizing an, dass $1 = 1 €$.
+- **Ungenauigkeit**: 
+  Je nach EUR/USD-Wechselkurs (z.B. 1,08) weicht das tatsächliche Risiko um **8–15%** von der 1%-Risikoregel ab.
+- **Lösung**: 
+  Integration eines FX-Umrechnungskurses (z.B. über EZB-Feed oder Yahoo EURUSD=X) in die Sizing- und Positionsbewertungslogik.
+
+---
+
+### 2.2 Warmup-Verzerrung bei EMA 200 & langfristigen Indikatoren `[BEHOBEN]`
+- **Ort**: `FinlyticTechnicals/Indicators/TechnicalIndicatorsEngine.cs`, `CoreStrategies.cs` & `TechnicalScoringEngineV2.cs`
+- **Problem**: 
+  Wenn für ein neu hinzugefügtes Asset weniger als 200 historische Kerzen vorlagen, wurde der EMA 200 aus den verfügbaren Kerzen berechnet (Fallback auf SMA über z.B. 50 Kerzen).
+- **Lösung / Status**: 
+  **Behoben**: `CalculateEma` gibt bei `candles.Count < period` strikt `0m` zurück. `TrendPullbackFvgStrategy` und `MovingAverageCrossoverStrategy` prüfen strikt $\ge 205$ Kerzen, und `TechnicalScoringEngineV2` vergibt Confluence-Punkte nur bei `EMA > 0m`.
+
+---
+
+### 2.3 Intrabar-Pfad-Ungewissheit im Backtesting `[BEHOBEN]`
+- **Ort**: `FinlyticSimulation/Engine/VirtualBacktestBroker.cs`
+- **Problem**: 
+  Eine Kerze liefert nur $O, H, L, C$. Wenn innerhalb derselben Kerze sowohl das Take-Profit-Level ($H$) als auch das Stop-Loss-Level ($L$) berührt wurden, konnte der Backtester nicht feststellen, welches Extremum zuerst eintrat.
+- **Lösung / Status**: 
+  **Behoben**: Konservatives Worst-Case-Prinzip implementiert. Stop-Loss und Knock-Out-Checks werden strikt vor Take-Profit ausgeführt. Wird TP1 in einer Kerze ausgelöst und der Stop auf Break-Even gezogen, wird sofort geprüft, ob das Bar-Tief auch das Break-Even-Level schneidet, um die Restposition ggf. direkt als Break-Even auszustoppen.
+
+---
+
+### 2.4 Feste Slippage `[BEHOBEN / ENTFERNT]`
+- **Ort**: `FinlyticSimulation/Engine/VirtualBacktestBroker.cs` & `SimulationSettingKeys.cs`
+- **Problem**: 
+  Bisher wurde neben der festen Ordergebühr zusätzlich eine prozentuale Slippage (0.05%) auf Kursdaten angewendet.
+- **Lösung / Status**: 
+  **Behoben**: Künstlicher Slippage-Aufschlag/-Abschlag vollständig aus der Kursausführung entfernt; Transaktionskosten werden transparent und sauber über die Ordergebühren (`_orderFeeEur = 1.00 €`) abgebildet. `DefaultSlippagePercent` wurde auf `0.0m` gesetzt.
+
+---
+
+### 2.5 Trade Republic WebSocket-Inaktivitäts-Timeout
+- **Ort**: `FinlyticCore/Services/TradeRepublic/TradeRepublicService.cs` (`_inactivityTimer = 461 Sekunden`)
+- **Problem**: 
+  Wenn 7,6 Minuten lang keine Anfrage an Trade Republic gestellt wird, schließt der Timer die WebSocket-Verbindung. Bei der nächsten Anfrage muss die Verbindung neu aufgebaut werden.
+- **Ungenauigkeit**: 
+  Der Neuaufbau dauert 1–3 Sekunden. In dieser Zeit schlagen Live-Kurs-Abfragen fehl oder liefern veraltete Cache-Preise.
+- **Lösung**: 
+  Automatischer Ping/Keepalive statt Schließung oder resilienter Reconnect mit Retry.
+
+---
+
+### 2.6 Typkonvertierungen (`double` vs. `decimal`)
+- **Ort**: Mehrere Services (FinBERT DTOs nutzen `double`, Engine/Technicals nutzen `decimal`)
+- **Problem**: 
+  In `CompositeOpportunityScorerV2` wird `(decimal)sentiment.CurrentSummary.CompoundScore` gecastet. Fließkommazahlen (`double`) können binäre Rundungsfehler aufweisen (z.B. `0.15000000000000002`).
+- **Lösung**: 
+  Rundung auf 4 Nachkommastellen vor dem Casten (`Math.Round((decimal)score, 4)`).
+
+---
+
+## 3. Fehlende Funktionen & Architekturlücken
+
+### 3.1 Fehlende Short-Derivate-Alternativen bei Trade Republic
+- **Ort**: `FinlyticEngine/Services/Derivatives/KnockOutDerivativeResolver.cs`
+- **Lücke**: 
+  Wenn `FinlyticTechnicals` ein starkes Short-Signal (Verkauf) generiert, sucht der Resolver ausschließlich nach `knockOutProduct` mit `OptionType.Short` (Put Knock-Outs). Gibt es für das Asset keine KO-Puts bei Trade Republic, scheitert die Derivate-Zuweisung komplett.
+- **Erweiterung**: 
+  Automatischer Fallback auf klassische Put-Optionsscheine (`vanillaWarrant`) oder Faktor-Short-Zertifikate.
+
+---
+
+### 3.2 Keine Portfolio-Korrelations- & Branchenrisiko-Prüfung
+- **Ort**: `FinlyticBot/Services/Execution/BotOrderExecutor.cs`
+- **Lücke**: 
+  Der Bot prüft lediglich, ob `activeCount < MaxConcurrentPositions` (5) ist. Er prüft nicht, ob alle 5 Positionen aus demselben Sektor stammen (z.B. 5x Halbleiter/Tech).
+- **Erweiterung**: 
+  Sektoren-Exposure-Limit: Maximal 2 Positionen pro Sektor oder maximal 40% Gesamtallokation in einer Branche.
+
+---
+
+### 3.3 Fehlende Multi-User-Isolation im Bot
+- **Ort**: `FinlyticBot/Database/Entities/BotPositionEntity.cs`
+- **Lücke**: 
+  `EngineTradeEntity` in `FinlyticEngine` besitzt bereits ein `UserId`-Feld für Multi-Tenancy. `BotPositionEntity` im `FinlyticBot` besitzt jedoch **kein `UserId`-Feld** – alle Bot-Trades laufen in einem globalen Pool.
+- **Erweiterung**: 
+  Erweiterung von `BotPositionEntity` um `UserId` und Filterung im `BotController` nach dem authentifizierten Benutzer.
+
+---
+
+### 3.4 Fehlender nativer Trailing-Stop bei Alpaca
+- **Ort**: `FinlyticBot/Services/Alpaca/AlpacaPaperTradingService.cs`
+- **Lücke**: 
+  Alpaca unterstützt native Trailing-Stop-Orders (`trailing_stop`). Der Service nutzt bisher nur feste Bracket-Orders und versucht, den Stop-Loss diskret im 15s-Polling-Intervall nachzuziehen.
+- **Erweiterung**: 
+  Nutzung der nativen Alpaca `TrailingStopOrder`-API für exaktes Tick-basiertes Nachziehen ohne Latenzrisiko.
+
+---
+
+### 3.5 Fehlende Historienbereinigung (Data Retention Cleanup Cron)
+- **Ort**: `FinlyticNews`, `FinlyticSentiment`, `FinlyticEngine`
+- **Lücke**: 
+  Obwohl `SettingKeys.ArticleRetentionDays` (90 Tage) existiert, läuft kein automatischer Hintergrund-Cleanup-Job, der abgelaufene Artikel, Snapshots oder Logs physisch aus der PostgreSQL-Datenbank löscht.
+- **Erweiterung**: 
+  Einrichten eines täglichen Wartungs-Background-Services (`DataRetentionCleanupWorker`).
+
+---
+
+## 4. Skalierungs-, Performance- & Resilienz-Risiken
+
+### 4.1 Unbegrenztes Speicherwachstum bei In-Memory-Ringpuffern
+- **Ort**: `FinlyticTechnicals/Services/MultiTimeframeCandleAggregator.cs`
+- **Risiko**: 
+  `_buffers` hält für jedes jemals abgefragte Asset ein `ConcurrentDictionary` mit je 500 Kerzen über 5 Timeframes. Werden über den Scanner 10.000 Assets abgefragt, belegt dies mehrere Gigabyte RAM im Container.
+- **Lösung**: 
+  Einführung einer LRU-Cache-Bereinigung (z.B. `MemoryCache` mit Ablaufzeit für Assets außerhalb der Watchlist).
+
+---
+
+### 4.2 Playwright-Browser-Instanzen & Zombie-Prozesse
+- **Ort**: `FinlyticNews/Services/PlaywrightScraperService.cs` & `FinlyticFundamentals`
+- **Risiko**: 
+  Playwright startet Chromium-Headless-Instanzen. Bei Netzwerk-Timeouts oder abrupten Thread-Abbrüchen können verwaiste `chrome`-Prozesse im Docker-Container verbleiben und Speicher/CPU leersaugen.
+- **Lösung**: 
+  Striktes `using`-Ressourcenmanagement mit `BrowserContext.CloseAsync()` und Docker-Container-Speicherlimits (`mem_limit` in `compose.yaml`).
+
+---
+
+### 4.3 Rate-Limiting & IP-Blocking bei Yahoo Finance
+- **Ort**: `FinlyticCore/Clients/YahooFinanceClient.cs` & `YahooFinanceScraper.cs`
+- **Risiko**: 
+  Yahoo Finance besitzt unangekündigte Rate-Limits. Werden 100 Assets parallel gescannt, antwortet Yahoo mit `HTTP 429 Too Many Requests`.
+- **Lösung**: 
+  Zentraler Request-Throttler mit Polly-Retry und Exponential-Backoff im `YahooFinanceClient`.
+
+---
+
+### 4.4 Single Point of Failure (MQTT-Broker & OmniDB)
+- **Risiko**: 
+  Alle Microservices sind über einen einzelnen MQTT-Broker verbunden. Fällt dieser aus, bricht die gesamte Inter-Service-Kommunikation ab.
+- **Lösung**: 
+  Polly-basierte Reconnect-Pipelines sind in `ManagedMqttClient` vorhanden, sollten jedoch mit Offline-Queuing ergänzt werden.
+
+---
+
+## 5. Konkreter Maßnahmen- & Optimierungs-Fahrplan
+
+| Priorität | Bereich | Maßnahme | Aufwand |
+| :---: | :--- | :--- | :---: |
+| 🔴 **P1** | `FinlyticBot` | **Alpaca Bracket-Order Leg-ID Fix**: Stop-Loss-Leg nach Orderplatzierung ermitteln und speichern, um `UpdateStopLossAsync` funktionsfähig zu machen. | Gering |
+| 🔴 **P1** | `FinlyticBot` | **1m-Kerzen-Polling beheben**: Fallback auf `15m` oder `tr_GetLivePrice` im `BotTradeLifecycleBackgroundService`. | Gering |
+| 🟡 **P2** | `FinlyticBot` | **USD/EUR Währungskonvertierung**: Integration eines dynamischen Wechselkurses für US-Positionen. | Mittel |
+| 🟡 **P2** | `FinlyticEngine` | **Derivate-Fallback erweitern**: Optionsscheine/Faktor-Zertifikate als Fallback bei fehlenden KO-Puts. | Mittel |
+| 🟡 **P2** | `FinlyticTechnicals`| **EMA 200 Warmup-Guard**: Keine Signalfreigabe bei unvollständiger Kerzenhistorie ($<200$). | Gering |
+| 🟢 **P3** | `FinlyticBot` | **Multi-User Isolation**: `UserId` zu `BotPositionEntity` hinzufügen. | Mittel |
+| 🟢 **P3** | `FinlyticCore` | **Data Retention Background-Worker**: Automatisches Löschen alter News/Logs nach 90 Tagen. | Mittel |
+| 🟢 **P3** | `FinlyticTechnicals`| **LRU-Cache für Ringpuffer**: Speicherdeckelung bei großen Asset-Zahlen. | Mittel |

STATE.md

@@ -0,0 +1,612 @@
+# Finlytic Systemdokumentation (STATE.md)
+
+Dieses Dokument bietet eine lückenlose, detaillierte und strukturierte Gesamtdokumentation der gesamten Finlytic-Plattform. Es umfasst die Architektur, alle Konfigurationen & Einstellungen, mathematische/finanzielle Formeln, sämtliche Schnittstellen (MQTT RPC, MQTT Pub/Sub, REST API, SignalR Hubs), Datenbankstrukturen sowie die genaue Funktionsweise der 9 Microservices und des Flutter-Frontends.
+
+---
+
+## Inhaltsverzeichnis
+1. [Systemarchitektur & Topologie](#1-systemarchitektur--topologie)
+2. [Microservices-Übersicht & Datenbanken](#2-microservices-übersicht--datenbanken)
+3. [Einstellungen & Konfiguration (Settings)](#3-einstellungen--konfiguration-settings)
+4. [Mathematische, Technische & Finanzielle Formeln](#4-mathematische-technische--finanzielle-formeln)
+5. [Schnittstellen & Endpunkte](#5-schnittstellen--endpunkte)
+   - [5.1 MQTT RPC-Kanäle](#51-mqtt-rpc-kanäle)
+   - [5.2 MQTT Pub/Sub Event-Topics](#52-mqtt-pubsub-event-topics)
+   - [5.3 REST API Endpunkte (FinlyticBackend)](#53-rest-api-endpunkte-finlyticbackend)
+   - [5.4 SignalR Hubs & Methoden](#54-signalr-hubs--methoden)
+6. [Detaillierte Funktionsweise & Datenfluss](#6-detaillierte-funktionsweise--datenfluss)
+7. [Frontend-Architektur (FinlyticApp)](#7-frontend-architektur-finlyticapp)
+
+---
+
+## 1. Systemarchitektur & Topologie
+
+Finlytic ist eine modulare, ereignisgesteuerte Finanzanalyse- und automatisierte Trading-Plattform für Aktien und Derivate (Knock-Out-Zertifikate, Optionsscheine). 
+
+```
+┌────────────────────────────────────────────────────────────────────────┐
+│                   FinlyticApp (Flutter Web & Mobile)                   │
+└───────────────────────────────────┬────────────────────────────────────┘
+                                    │ HTTP / WebSocket (SignalR)
+                                    ▼
+┌────────────────────────────────────────────────────────────────────────┐
+│                   FinlyticBackend (API & Gateway)                      │
+└───────────────────────────────────┬────────────────────────────────────┘
+                                    │ MQTT RPC & Pub/Sub
+     ┌──────────────┬───────────────┼──────────────┬──────────────┐
+     ▼              ▼               ▼              ▼              ▼
+┌──────────┐ ┌──────────────┐ ┌───────────┐ ┌─────────────┐ ┌────────────┐
+│Finlytic  │ │FinlyticNews  │ │Finlytic   │ │Finlytic     │ │Finlytic    │
+│Assets    │ │              │ │Sentiment  │ │Fundamentals │ │Technicals  │
+└────┬─────┘ └──────┬───────┘ └─────┬─────┘ └──────┬──────┘ └─────┬──────┘
+     │              │               │              │              │
+     └──────────────┴───────┬───────┴──────────────┴──────────────┘
+                            │ MQTT (Signale, Scores, Setups)
+     ┌──────────────────────┼──────────────────────┐
+     ▼                      ▼                      ▼
+┌──────────┐         ┌──────────────┐       ┌────────────┐
+│Finlytic  │ ──────► │FinlyticBot   │       │Finlytic    │
+│Engine    │ (Trades)│(Auto-Trading)│       │Simulation  │
+└────┬─────┘         └──────────────┘       └────────────┘
+     │
+     ▼
+┌──────────┐
+│Finlytic  │ ──────► ntfy Push-Server (Mobil & Webhooks)
+│Notify    │
+└──────────┘
+```
+
+### Kernprinzipien & Regeln (Rules.md):
+1. **MQTT-Exklusivität im Backend**: Alle internen Microservices kommunizieren ausschließlich über MQTT. Es gibt keine direkten HTTP-Verbindungen zwischen Backend-Diensten.
+2. **Einziges Web-Gateway**: `FinlyticBackend` ist der einzige Dienst mit Kestrel-HTTP/WebSocket-Port (`5000:8080`).
+3. **Strikte Datenisolation**: Jeder Service besitzt seine eigene PostgreSQL-Datenbank (keine geteilten Tabellen).
+4. **Dynamische Konfiguration**: Dynamic Settings (`ISettingsService`) werden in DB persistiert und per MQTT aktualisiert, ohne Neustart.
+5. **Kanalbasiertes Logging**: Jeder Service sendet strukturierte Logs per MQTT (`finlytic/logs/{service}`), die im Admin-Panel live gestreamt werden.
+6. **Keine Scheindaten**: Reine Echtdaten oder explizite Empty-States/Exceptions.
+
+---
+
+## 2. Microservices-Übersicht & Datenbanken
+
+| Service | Typ / Basis | PostgreSQL-Datenbank | Hauptaufgabe |
+| :--- | :--- | :--- | :--- |
+| **FinlyticCore** | Shared Class Library | *(Keine eigene DB)* | Gemeinsame DTOs, Enums, MQTT-Clients, TradeRepublic-Client, Settings-Interface. |
+| **FinlyticAssets** | Background Worker | `finlytic_assets` | Stammdaten-Synchronisation (Stocks, ETFs), Lokale Logo-Speicherung, Trade Republic Ticker-Proxy, KO-Derivate-Abfrage. |
+| **FinlyticNews** | Playwright Worker | `finlytic_news` | Scraping von 10 Finanzportalen, Duplikaterkennung (SimHash/Jaccard), Regex/NLP-Asset-Matching, Sector-Clustering. |
+| **FinlyticSentiment** | Background Worker | `finlytic_sentimental` | FinBERT KI-Sentiment-Analyse (Deutsch & Englisch Webhooks), Exponentielle Zeit-Decay-Gewichtung ($\lambda = \ln(2)/\tau$). |
+| **FinlyticFundamentals** | Playwright Worker | `finlytic_fundamentals`| Fundamentaldaten & Kennzahlen (KGV, ROE, Cashflow, Analysten-Ratings, Dividenden, Earnings-Kalender). |
+| **FinlyticTechnicals** | Background Worker | `finlytic_ta` | Multi-Timeframe-Kerzen (15m, 1h, 1d), 10 Kernstrategien, 15 Pattern-Detektoren (SMC & Chart), Symmetrisches Scoring V2. |
+| **FinlyticEngine** | Background Worker | `finlytic_engine` | Composite Opportunity Scorer (COS V2), Earnings/Dividenden-Sperren, n8n AI Reasoning Gate, Trade Lifecycle & Monitoring. |
+| **FinlyticSimulation** | Background Worker | `finlytic_simulation` | Quantitative Backtesting-Engine, Replay-Runner (Anti-Lookahead), Zuverlässigkeitsmatrix, Slippage- & Gebührenmodellierung. |
+| **FinlyticBot** | Background Worker | `finlytic_bot` | Automatisierte Orderausführung (1-2% Risikoregel), Alpaca Paper Trading (US-Equities) & Interner Synthetischer Ledger. |
+| **FinlyticNotify** | Background Worker | `finlytic_notify` | Push-Benachrichtigungen via ntfy (Proposals, Trade-Events, Bot-Status, News). |
+| **FinlyticBackend** | ASP.NET Core Kestrel | `finlytic_backend` | JWT-Authentifizierung, User- & Favoritenverwaltung, SignalR-Streaming, MQTT-Bridge. |
+
+---
+
+## 3. Einstellungen & Konfiguration (Settings)
+
+### 3.1 Umgebungsvariablen (`compose.yaml` / `.env`)
+
+| Variable | Standardwert | Beschreibung |
+| :--- | :--- | :--- |
+| `DB_HOST` | `OmniDB` | Hostname der PostgreSQL-Instanz |
+| `DB_PORT` | `5432` | Port der PostgreSQL-Instanz |
+| `DB_PASSWORD` | *(Pflichtfeld)* | Passwort für den PostgreSQL-Benutzer `admin` |
+| `MQTT_HOST` | `host.docker.internal` | Hostname des MQTT-Brokers (z.B. Mosquitto) |
+| `MQTT_PORT` | `4545` | Port des MQTT-Brokers |
+| `JWT_SECRET_KEY` | *(Pflichtfeld, $\ge 32$ Zeichen)* | Signaturschlüssel für JWT-Token |
+| `ADMIN_DEFAULT_PASSWORD` | *(Pflichtfeld)* | Initiales Passwort für den Standard-Admin |
+| `FINLYTIC_DATA_ROOT` | `C:/Users/larsh/Documents/docker/finlytic` | Pfad für persistente Assets (Logos, Index) |
+| `NTFY_BASE_URL` | `http://host.docker.internal:8080` | Basis-URL des ntfy-Push-Servers |
+| `Webhooks__German` | `https://n8n.kleidukos.me/webhook/sentiment/de` | FinBERT Webhook für deutsche Artikel |
+| `Webhooks__English` | `https://n8n.kleidukos.me/webhook/sentiment/en` | FinBERT Webhook für englische Artikel |
+| `Ai__N8nValidationWebhookUrl`| `https://n8n.kleidukos.me/webhook/trade-validation` | n8n Webhook für AI-Trade-Validierung |
+
+---
+
+### 3.2 Dynamische Service-Einstellungen (`ISettingsService`)
+
+Jeder Microservice verwaltet typisierte, zur Laufzeit änderbare Konfigurationswerte:
+
+#### **FinlyticAssets (`SettingKeys.cs`)**
+- `Logging.Channel.Assets` (bool, default: `true`): Logging für Asset-Scans
+- `Logging.Channel.MQTT` (bool, default: `true`): Logging für MQTT-Verkehr
+- `Logging.Channel.Health` (bool, default: `true`): Logging für Ping-Healthchecks
+- `Logging.Channel.TradeRepublic` (bool, default: `true`): Logging für TR-WebSocket
+- `TradeRepublic.WsReconnectIntervalSeconds` (int, default: `5`): Reconnect-Wartezeit
+- `TradeRepublic.WsTimeoutSeconds` (int, default: `15`): Timeout für TR-Anfragen
+- `Scanner.EnableAutoScan` (bool, default: `true`): Automatischer Asset-Sync aktiviert
+- `Scanner.CurrentScanningType` (string, default: `"Stock"`): Aktueller Typ im Loop
+- `Scanner.CurrentScanningPage` (int, default: `0`): Aktuelle Paginierungsseite (Recovery-Modus)
+- `Scanner.FinishedInitialScan` (bool, default: `false`): Status des Initial-Scans
+- `Scanner.BatchAssetUpdateDelay` (int, default: `0`): Pause zwischen Batches (Sekunden)
+- `Scanner.AssetUpdateTypeDelay` (int, default: `0`): Pause zwischen Typen (Sekunden)
+- `Scanner.TradeRepublicMaxRequestPageSize` (int, default: `50`): Batchgröße pro TR-Call
+- `Scanner.CycleDelayMinutes` (int, default: `1440`): Wartezeit bis zum nächsten Vollscan (24h)
+
+#### **FinlyticNews (`SettingKeys.cs`)**
+- `Logging.Channel.News` (bool, default: `true`): News-Verarbeitungs-Logs
+- `Logging.Channel.Scraper` (bool, default: `true`): Scraper-Adapter-Logs
+- `Logging.Channel.Matcher` (bool, default: `true`): In-Memory Asset-Matcher-Logs
+- `Logging.Channel.Deduplication` (bool, default: `true`): Duplikaterkennungs-Logs
+- `Scraping.IntervalMinutes` (int, default: `15`): Scraping-Intervall
+- `Scraping.MaxArticlesPerFeed` (int, default: `20`): Maximale Artikel pro Feed
+- `Feature.EnableAutoScraping` (bool, default: `true`): Automatisches Scraping aktiv
+- `Scraping.HttpTimeoutSeconds` (int, default: `30`): Timeout für HTTP/Playwright
+- `Deduplication.TitleSimilarityThreshold` (double, default: `0.85`): Jaccard-Schwellenwert
+- `Deduplication.SimHashMaxHammingDistance` (int, default: `3`): Max. SimHash-Bitdistanz
+- `Deduplication.WindowDays` (int, default: `7`): Historienfenster für Duplikate
+- `Matching.MinNameLength` (int, default: `3`): Minimale Zeichenlänge für Namensmatching
+- `Matching.EnableSectorClustering` (bool, default: `true`): Sektorenprüfung bei Einzeltreffern
+- `Matching.RequireFinancialContextForShortNames` (bool, default: `true`): Finanzkontext für kurze Namen
+- `Data.ArticleRetentionDays` (int, default: `90`): Aufbewahrungsdauer für News
+
+#### **FinlyticSentiment (`SettingKeys.cs`)**
+- `Logging.Channel.Sentiment` (bool, default: `true`): Sentiment-Logs
+- `Sentiment.GermanWebhookUrl` (string, default: `https://n8n.kleidukos.me/webhook/sentiment/de`)
+- `Sentiment.EnglishWebhookUrl` (string, default: `https://n8n.kleidukos.me/webhook/sentiment/en`)
+- `Sentiment.MinimumConfidenceThreshold` (double, default: `0.60`): Mindestkonfidenz
+- `Sentiment.TimeDecayHalfLifeDays` (double, default: `7.0`): Halbwertszeit $\tau$ für Zeit-Decay
+- `Sentiment.SentimentWindowDays` (int, default: `30`): Zeitfenster für Aggregation
+- `Sentiment.AnalysisBatchSize` (int, default: `10`): Artikel pro Analysezyklus
+- `Sentiment.PollIntervalSeconds` (int, default: `30`): Polling für neue Artikel
+- `Sentiment.EnableAutoSentiment` (bool, default: `true`): Automatische Analyse aktiv
+
+#### **FinlyticFundamentals (`SettingKeys.cs`)**
+- `Logging.Channel.Fundamentals` (bool, default: `true`): Fundamentaldaten-Logs
+- `Logging.Channel.HtmlScrapper` (bool, default: `true`): Playwright-Scraper-Logs
+- `Logging.Channel.YahooClient` (bool, default: `true`): Yahoo Finance API-Logs
+- `Feature.EnableHtmlFallback` (bool, default: `true`): HTML-Scraping falls API fehlt
+- `Scraper.ForceHtmlFallback` (bool, default: `false`): HTML-Scraping erzwingen
+- `Feature.AllowForceRefresh` (bool, default: `true`): Cache-Umgehung erlauben
+- `Cache.FundamentalDataValidityDays` (int, default: `30`): Cache-Gültigkeit
+
+#### **FinlyticTechnicals (`SettingKeys.cs`)**
+- `Logging.Channel.TechnicalAnalysis` (bool, default: `true`): TA-Berechnungs-Logs
+- `Indicators.RsiPeriod` (int, default: `14`): RSI-Periode
+- `Indicators.MacdFastPeriod` (int, default: `12`): MACD Fast EMA
+- `Indicators.MacdSlowPeriod` (int, default: `26`): MACD Slow EMA
+- `Indicators.MacdSignalPeriod` (int, default: `9`): MACD Signal Line
+- `Indicators.EmaShortPeriod` (int, default: `50`): EMA Short
+- `Indicators.EmaLongPeriod` (int, default: `200`): EMA Long
+- `Indicators.BollingerBandsPeriod` (int, default: `20`): Bollinger-Periode
+- `Indicators.BollingerBandsStdDev` (double, default: `2.0`): Bollinger Standardabweichung
+- `Indicators.AtrPeriod` (int, default: `14`): ATR-Periode
+- `Cache.DurationMinutes` (int, default: `60`): Cache-Dauer
+
+#### **FinlyticEngine (`EngineSettingKeys.cs`)**
+- `Engine.MinCompositeScore` (decimal, default: `75.0`): Mindest-Gesamtscore für Proposals
+- `Engine.WeightTechnical` (decimal, default: `0.45`): Gewichtung Technik (45%)
+- `Engine.WeightSentiment` (decimal, default: `0.35`): Gewichtung Sentiment (35%)
+- `Engine.WeightFundamental` (decimal, default: `0.20`): Gewichtung Fundamentaldaten (20%)
+- `Engine.EarningsLockoutDays` (int, default: `2`): Vorlaufzeit vor Earnings (Score-Suppression)
+- `Engine.DividendGateDays` (int, default: `1`): Vorlaufzeit vor Ex-Dividende
+- `Engine.MinDerivativeLeverage` (decimal, default: `5.0`): Mindesthebel für KO-Derivate
+- `Engine.TargetDefaultLeverage` (decimal, default: `7.0`): Zielhebel für KO-Derivate
+- `Engine.KnockOutSafetyBufferPercent` (decimal, default: `2.0`): Sicherheitsabstand Barrier zu SL
+- `Engine.AiValidationTimeoutSeconds` (int, default: `15`): Timeout für n8n AI-Validierung
+- `Engine.EnableAiValidation` (bool, default: `true`): KI-Gate aktiv (sonst Fast-Pass)
+- `Engine.EnablePaperTradingBot` (bool, default: `false`): Automatische Bot-Ausführung
+- `Engine.PollingIntervalSeconds` (int, default: `120`): Poller-Intervall (Opportunity-Scan)
+- `Engine.MonitoringIntervalSeconds` (int, default: `60`): Aktives Trade-Monitoring-Intervall
+- `Engine.PollerMinScore` (decimal, default: `70.0`): Mindestscore für FTA-Abfrage
+- `Engine.PollerTopPicksOnly` (bool, default: `true`): Nur Top-Picks abfragen ($\ge 75$)
+- `Engine.PollerLimit` (int, default: `25`): Max. Setups pro Scan
+- `Engine.ProposalValidityHours` (int, default: `24`): Gültigkeitsdauer eines Vorschlags (24h)
+
+#### **FinlyticSimulation (`SimulationSettingKeys.cs`)**
+- `Simulation.DefaultSlippagePercent` (decimal, default: `0.00`): Slippage deaktiviert (wird in Ordergebühren `DefaultOrderFeeEur` abgebildet)
+- `Simulation.DefaultOrderFeeEur` (decimal, default: `1.00`): Ordergebühr pro Transaktion (1 €)
+- `Simulation.DefaultStartingCapital` (decimal, default: `10000.00`): Startkapital für Backtests
+- `Simulation.MinSampleTradesForApproval` (int, default: `5`): Mindest-Trades für Matrix-Zulassung
+- `Simulation.HighProfitFactorThreshold` (decimal, default: `1.60`): PF für Score-Bonus (+15 Pkt)
+- `Simulation.LowProfitFactorThreshold` (decimal, default: `1.00`): PF für Veto-Sperre
+- `Simulation.KnockOutBarrierBufferPercent` (decimal, default: `2.0`): KO-Barrier-Simulation
+- `Simulation.DefaultTrailingStopPercent` (decimal, default: `3.0`): Fallback-Trailing-Stop
+- `Simulation.EnableScheduledMatrixRecompute` (bool, default: `true`): Periodische Matrix-Neuberechnung
+- `Simulation.MatrixRecomputeIntervalHours` (int, default: `24`): Matrix-Stale-Schwelle (24h)
+- `Simulation.MatrixRecomputeCheckIntervalMinutes` (int, default: `60`): Recompute-Check-Intervall
+
+#### **FinlyticBot (`BotSettingKeys.cs`)**
+- `Alpaca.KeyId` (string): Alpaca API Key
+- `Alpaca.SecretKey` (string): Alpaca Secret Key
+- `Alpaca.IsPaper` (bool, default: `true`): Alpaca Paper vs. Live
+- `Bot.EnableAutoExecution` (bool, default: `true`): Automatische Ausführung aktiv
+- `Bot.RiskPerTradePercent` (decimal, default: `1.0`): 1% Risiko pro Trade bezogen auf Gesamtkapital
+- `Bot.MaxPositionAllocationPercent` (decimal, default: `20.0`): Max. 20% Kapital pro Einzelposition
+- `Bot.MaxConcurrentPositions` (int, default: `5`): Max. 5 offene Positionen gleichzeitig
+- `Bot.DailyLossLimitPercent` (decimal, default: `3.0`): Täglicher Verluststopp (3%)
+- `Bot.MonitoringIntervalSeconds` (int, default: `15`): Bot-Positionsüberwachung (15s)
+- `Bot.SyntheticBaseCapitalEur` (decimal, default: `50000.0`): Startkapital Synthetischer Ledger
+
+#### **FinlyticNotify (`NotifySettingKeys.cs`)**
+- `Ntfy.BaseUrl` (string, default: `http://localhost:8080`)
+- `Ntfy.TopicPrefix` (string, default: `finlytic`)
+- `Ntfy.BroadcastChannel` (string, default: `broadcast`)
+- `Ntfy.NewsChannel` (string, default: `news`)
+- `Ntfy.DefaultUsername` (string, default: `admin`)
+- `Ntfy.MinProposalScore` (decimal, default: `70.0`)
+- `Ntfy.NotifyOnProposals` (bool, default: `true`)
+- `Ntfy.NotifyOnTradeUpdates` (bool, default: `true`)
+- `Ntfy.NotifyOnBotTrades` (bool, default: `true`)
+- `Ntfy.NotifyOnNews` (bool, default: `true`)
+- `Ntfy.ClickBaseUrl` (string, default: `http://localhost:3000`)
+
+---
+
+## 4. Mathematische, Technische & Finanzielle Formeln
+
+### 4.1 Technische Indikatoren (`TechnicalIndicatorsEngine.cs`)
+
+#### 1. Simple Moving Average (SMA)
+$$\text{SMA}_n = \frac{1}{n} \sum_{i=0}^{n-1} P_{t-i}$$
+
+#### 2. Exponential Moving Average (EMA)
+Glättungsfaktor $k$:
+$$k = \frac{2}{n + 1}$$
+$$\text{EMA}_t = (P_t \cdot k) + (\text{EMA}_{t-1} \cdot (1 - k))$$
+*(Initialisierung über SMA der ersten $n$ Kerzen)*
+
+#### 3. Relative Strength Index (RSI - Wilder's Smoothing)
+Gewinne $U_t = \max(0, P_t - P_{t-1})$, Verluste $D_t = \max(0, P_{t-1} - P_t)$
+$$\overline{U}_t = \frac{\overline{U}_{t-1} \cdot (n-1) + U_t}{n}, \quad \overline{D}_t = \frac{\overline{D}_{t-1} \cdot (n-1) + D_t}{n}$$
+$$\text{RS} = \frac{\overline{U}_t}{\overline{D}_t}, \quad \text{RSI} = 100 - \frac{100}{1 + \text{RS}}$$
+
+#### 4. Average True Range (ATR)
+$$\text{TR}_t = \max \left( H_t - L_t, \, |H_t - C_{t-1}|, \, |L_t - C_{t-1}| \right)$$
+$$\text{ATR}_n = \frac{1}{n} \sum_{i=0}^{n-1} \text{TR}_{t-i}$$
+
+#### 5. Moving Average Convergence Divergence (MACD)
+$$\text{MACD Line} = \text{EMA}_{12}(P) - \text{EMA}_{26}(P)$$
+$$\text{Signal Line} = \text{EMA}_9(\text{MACD Line})$$
+$$\text{Histogram} = \text{MACD Line} - \text{Signal Line}$$
+
+#### 6. Bollinger Bands & %B
+$$\text{Middle Band} = \text{SMA}_{20}(P)$$
+$$\sigma = \sqrt{\frac{1}{20} \sum_{i=0}^{19} (P_{t-i} - \text{Middle Band})^2}$$
+$$\text{Upper Band} = \text{Middle Band} + 2\sigma, \quad \text{Lower Band} = \text{Middle Band} - 2\sigma$$
+$$\text{Bandwidth} = \frac{\text{Upper} - \text{Lower}}{\text{Middle}} \cdot 100, \quad \%B = \frac{P_t - \text{Lower}}{\text{Upper} - \text{Lower}}$$
+
+#### 7. Keltner Channels & Volatility Squeeze
+$$\text{KC Middle} = \text{EMA}_{20}(P), \quad \text{KC Upper} = \text{EMA}_{20} + 1.5 \cdot \text{ATR}_{20}, \quad \text{KC Lower} = \text{EMA}_{20} - 1.5 \cdot \text{ATR}_{20}$$
+$$\text{Squeeze On} \iff \text{BB Lower} > \text{KC Lower} \quad \text{UND} \quad \text{BB Upper} < \text{KC Upper}$$
+
+#### 8. SuperTrend
+$$\text{HL2} = \frac{H_t + L_t}{2}$$
+$$\text{Upper Band} = \text{HL2} + 3.0 \cdot \text{ATR}_{10}, \quad \text{Lower Band} = \text{HL2} - 3.0 \cdot \text{ATR}_{10}$$
+
+#### 9. Average Directional Index (ADX / DMI)
+$$+\text{DM} = \begin{cases} H_t - H_{t-1} & \text{falls } H_t - H_{t-1} > L_{t-1} - L_t \text{ und } > 0 \\ 0 & \text{sonst} \end{cases}$$
+$$-\text{DM} = \begin{cases} L_{t-1} - L_t & \text{falls } L_{t-1} - L_t > H_t - H_{t-1} \text{ und } > 0 \\ 0 & \text{sonst} \end{cases}$$
+$$+\text{DI}_{14} = \frac{\sum +\text{DM}}{\sum \text{TR}} \cdot 100, \quad -\text{DI}_{14} = \frac{\sum -\text{DM}}{\sum \text{TR}} \cdot 100$$
+$$\text{DX} = \frac{|+\text{DI} - -\text{DI}|}{+\text{DI} + -\text{DI}} \cdot 100, \quad \text{ADX} = \text{SMA}_{14}(\text{DX})$$
+
+#### 10. Volume Weighted Average Price (VWAP)
+$$\text{VWAP} = \frac{\sum_{i=1}^N \left( \frac{H_i + L_i + C_i}{3} \cdot V_i \right)}{\sum_{i=1}^N V_i}$$
+
+---
+
+### 4.2 Symmetrisches Technisches Scoring V2 (`TechnicalScoringEngineV2.cs`)
+
+$$\text{FinalScore} = \text{Clamp}\Big( (0.35 \cdot S_{\text{Ind}}) + (0.35 \cdot S_{\text{Pattern}}) + (0.30 \cdot S_{\text{BaseStrategy}}), \; 0, \; 100 \Big)$$
+
+#### Indikator-Confluence ($S_{\text{Ind}}$ Basis: 50 Pkt):
+- **Buy (Long)**:
+  - $\text{EMA}_{20} > \text{EMA}_{50} \implies +15$ Pkt
+  - $\text{RSI}_{14} \in [45, 65] \implies +15$ Pkt
+  - $\text{ADX}_{14} \ge 25 \implies +10$ Pkt
+  - $P > \text{VWAP} \text{ oder } \text{EMA}_{20} > \text{VWAP} \implies +10$ Pkt
+- **Sell (Short)**:
+  - $\text{EMA}_{20} < \text{EMA}_{50} \implies +15$ Pkt
+  - $\text{RSI}_{14} \in [35, 55] \implies +15$ Pkt
+  - $\text{ADX}_{14} \ge 25 \implies +10$ Pkt
+  - $P < \text{VWAP} \text{ oder } \text{EMA}_{20} < \text{VWAP} \implies +10$ Pkt
+
+---
+
+### 4.3 Exponentielles Zeit-Decay-Sentiment (`SentimentDbService.cs`)
+
+Jeder Artikel $i$ hat Alter $\Delta t_i = \text{Now} - t_{\text{published}}$ in Tagen und FinBERT-Konfidenz $C_i$.
+Abklingkonstante $\lambda$:
+$$\lambda = \frac{\ln(2)}{\tau} \quad (\tau = \text{HalfLifeDays}, \text{ Standard: } 7.0)$$
+Gewicht des Artikels $w_i$:
+$$w_i = \max(0.01, C_i) \cdot e^{-\lambda \cdot \Delta t_i}$$
+Aggregierter gewichteter Sentiment-Score $S_{\text{weighted}} \in [-1.0, +1.0]$:
+$$S_{\text{weighted}} = \frac{\sum_{i=1}^N (w_i \cdot \text{CompoundScore}_i)}{\sum_{i=1}^N w_i}$$
+
+---
+
+### 4.4 Composite Opportunity Score (COS V2) (`CompositeOpportunityScorerV2.cs`)
+
+Gewichtete Faktoren:
+- Technischer Score $S_{\text{Tech}} \in [0, 100]$ (Gewicht: $w_{\text{Tech}} = 0.45$)
+- Sentiment Score $S_{\text{Sent}} \in [0, 100]$ (Gewicht: $w_{\text{Sent}} = 0.35$):
+  - Für Buy: $S_{\text{Sent}} = \frac{S_{\text{weighted}} + 1}{2} \cdot 100$
+  - Für Sell: $S_{\text{Sent}} = \frac{1 - S_{\text{weighted}}}{2} \cdot 100$
+- Fundamentaler Score $S_{\text{Fund}} \in [0, 100]$ (Gewicht: $w_{\text{Fund}} = 0.20$):
+  - Richtungsabhängige Bewertung von KGV, ROE, Debt/Equity, Consensus-Rating und Short-Interest.
+- Simulations-Matrix-Bonus: $B_{\text{Sim}} = +15$ falls $\text{PF} \ge 1.60$, Veto-Multiplikator $M_{\text{Veto}} = 0.20$ falls $\text{PF} < 1.00$.
+- Sperr-Multiplikatoren:
+  - Earnings-Sperre: $M_{\text{Earnings}} = 0.15$ falls $\text{Tage zu Earnings} \le 2$.
+  - Dividenden-Sperre: $M_{\text{Dividend}} = 0.50$ falls $\text{Tage zu Ex-Dividende} \le 1$.
+
+$$\text{RawScore} = (w_{\text{Tech}} \cdot S_{\text{Tech}}) + (w_{\text{Sent}} \cdot S_{\text{Sent}}) + (w_{\text{Fund}} \cdot S_{\text{Fund}}) + B_{\text{Sim}}$$
+$$\text{COS} = \text{Clamp}\Big( \text{RawScore} \cdot M_{\text{Earnings}} \cdot M_{\text{Dividend}} \cdot M_{\text{Veto}}, \; 0, \; 100 \Big)$$
+
+---
+
+### 4.5 Positionsgrößenbestimmung & Risikomodell (1-2% Regel) (`BotOrderExecutor.cs`)
+
+Gesamtes Kontokapital $E$, Risiko pro Trade $R_{\%} = 1.0\%$, Maximalallokation $A_{\%} = 20.0\%$.
+$$\text{MaxRiskCapital} = E \cdot \frac{R_{\%}}{100}$$
+$$\text{UnitRisk} = |\text{EntryPrice} - \text{StopLossPrice}|$$
+Berechnete Stückzahl $Q_{\text{calc}}$:
+$$Q_{\text{calc}} = \frac{\text{MaxRiskCapital}}{\text{UnitRisk}}$$
+Allokations-Deckelung:
+$$Q_{\text{max}} = \frac{E \cdot \frac{A_{\%}}{100}}{\text{EntryPrice}}$$
+$$Q_{\text{final}} = \max\Big(1, \, \text{Round}\big(\min(Q_{\text{calc}}, Q_{\text{max}})\big)\Big)$$
+
+---
+
+### 4.6 Quantitative Simulations- & Performancemetriken (`VirtualBacktestBroker.cs`)
+
+- **Win Rate (WR)**:
+  $$\text{WR} = \frac{N_{\text{Wins}}}{N_{\text{Trades}}} \cdot 100$$
+- **Profit Factor (PF)**:
+  $$\text{PF} = \frac{\sum \text{Gewinne}}{\sum |\text{Verluste}|}$$
+- **Erwartungswert (Expectancy in €)**:
+  $$\text{Expectancy} = \left(\frac{\text{WR}}{100} \cdot \overline{\text{Win}}\right) - \left(\left(1 - \frac{\text{WR}}{100}\right) \cdot \overline{\text{Loss}}\right)$$
+- **Annualisierte Sharpe Ratio**:
+  $$\overline{R} = \frac{1}{N}\sum R_i, \quad \sigma_R = \sqrt{\frac{1}{N-1}\sum (R_i - \overline{R})^2}$$
+  $$\text{Sharpe Ratio} = \frac{\overline{R}}{\sigma_R} \cdot \sqrt{252}$$
+- **R-Multiple**:
+  $$R_{\text{mult}} = \frac{\text{Realisierter PnL}}{\text{UnitRisk} \cdot \text{Menge}}$$
+- **Max Adverse / Favorable Excursion (MAE / MFE)**:
+  $$\text{MAE}_{\text{Long}} = \frac{P_{\text{Entry}} - P_{\text{Min}}}{P_{\text{Entry}}} \cdot 100, \quad \text{MFE}_{\text{Long}} = \frac{P_{\text{Max}} - P_{\text{Entry}}}{P_{\text{Entry}}} \cdot 100$$
+
+---
+
+## 5. Schnittstellen & Endpunkte
+
+### 5.1 MQTT RPC-Kanäle
+
+Schema: Request auf `services/request/{channel}/{correlationId}`, Response auf `services/response/{channel}/{correlationId}`.
+
+| Kanalname (`MqttTopics.Channels`) | Betreuender Service | Request-DTO | Response-DTO | Beschreibung |
+| :--- | :--- | :--- | :--- | :--- |
+| `health_Ping` | *(Alle Services)* | `object` | `ServiceHealthResponse` | Liveness-Check pro Service |
+| `assets_Get` | FinlyticAssets | `GetValidAssetRequest` | `List<AssetDto>` | Stammdaten für ISIN auflösen |
+| `assets_GetDiscovery` | FinlyticAssets | `GetDiscoveryAssetsRequest` | `List<AssetDto>` | Kuratierte Discovery-Assets |
+| `assets_GetDerivatives` | FinlyticAssets | `GetDerivativesRequest` | `List<DerivativeDto>` | KO-Derivate nach Hebel/Typ suchen |
+| `tr_GetLivePrice` | FinlyticAssets | `IsinRequest` | `LivePriceDto?` | Realtime-Kurs via Trade Republic |
+| `assets_settings_GetAll` | FinlyticAssets | `object` | `List<DynamicSettingDto>` | Einstellungen abfragen |
+| `assets_settings_Update` | FinlyticAssets | `Dictionary<string, object?>` | `List<DynamicSettingDto>` | Einstellungen aktualisieren |
+| `news_Get` | FinlyticNews | `DailyNewsRequest` | `List<NewsArticleDto>` | Paginierte/gefilterte News |
+| `news_GetById` | FinlyticNews | `ArticleRequest` | `NewsArticleDto?` | Einzelartikel nach ID |
+| `news_GetPending` | FinlyticNews | `object` | `List<NewsArticleDto>` | Artikel zur Sentiment-Analyse |
+| `news_UpdateStatus` | FinlyticNews | `UpdateNewsStatusRequest` | `UpdateNewsStatusResponse` | Artikel-Status aktualisieren |
+| `news_settings_GetAll` | FinlyticNews | `object` | `List<DynamicSettingDto>` | Einstellungen abfragen |
+| `news_settings_Update` | FinlyticNews | `Dictionary<string, object?>` | `List<DynamicSettingDto>` | Einstellungen aktualisieren |
+| `sentiment_GetIsin` | FinlyticSentiment | `GetSentimentByIsinRequest` | `IsinSentimentSummaryDto?` | Aggregiertes Sentiment für ISIN |
+| `sentiment_GetSector` | FinlyticSentiment | `GetSectorSentimentRequest` | `SectorSentimentSummaryDto?`| Sektoren-Sentiment |
+| `sentiment_GetArticle` | FinlyticSentiment | `ArticleRequest` | `IsinAnalysisEntry?` | FinBERT-Ergebnis für Artikel |
+| `sentiment_GetAll` | FinlyticSentiment | `PaginatedRequest` | `List<CompanySentimentSummaryEntity>` | Alle Unternehmens-Sentiments |
+| `sentiment_Analyze` | FinlyticSentiment | `JsonElement` / `NewsArticleDto` | `IsinAnalysisEntry?` | Ad-hoc FinBERT-Analyse |
+| `sentiment_settings_GetAll` | FinlyticSentiment | `object` | `List<DynamicSettingDto>` | Einstellungen abfragen |
+| `sentiment_settings_Update` | FinlyticSentiment | `Dictionary<string, object?>` | `List<DynamicSettingDto>` | Einstellungen aktualisieren |
+| `fundamentals_Get` | FinlyticFundamentals | `IsinRequest` / `GetFundamentalsRequest` | `AssetFundamentalsDto?` | Fundamentaldaten & Kennzahlen |
+| `events_GetAll` | FinlyticFundamentals | `object` | `List<CorporateEventDto>` | Alle Termine/Events |
+| `events_GetByMonth` | FinlyticFundamentals | `GetEventsByMonthRequest` | `List<CorporateEventDto>` | Monatliche Termine/Earnings |
+| `fundamentals_settings_GetAll`| FinlyticFundamentals | `object` | `List<DynamicSettingDto>` | Einstellungen abfragen |
+| `fundamentals_settings_Update`| FinlyticFundamentals | `Dictionary<string, object?>` | `List<DynamicSettingDto>` | Einstellungen aktualisieren |
+| `ta_GetAnalysis` | FinlyticTechnicals | `IsinRequest` | `TechnicalAnalysisDto?` | Komplette TA inkl. Indikatoren |
+| `ta_GetSetupsForIsin` | FinlyticTechnicals | `IsinRequest` | `List<StrategyResultDto>` | Aktive Setups für eine ISIN |
+| `ta_GetSetups` | FinlyticTechnicals | `GetSetupsRequest` | `List<StrategyResultDto>` | Universe-weite Setups/Top-Picks |
+| `ta_GetCandles` | FinlyticTechnicals | `GetCandlesRequest` | `IReadOnlyList<CandleDto>` | Kerzen nach Timeframe |
+| `ta_GetWatchlist` | FinlyticTechnicals | `object` | `List<WatchlistEntryDto>` | Monitorte Universe-Assets |
+| `ta_GetRecentSetupHistory` | FinlyticTechnicals | `GetRecentSetupHistoryRequest` | `List<StrategyResultDto>` | Historische Setup-Scores |
+| `ta_settings_GetAll` | FinlyticTechnicals | `object` | `List<DynamicSettingDto>` | Einstellungen abfragen |
+| `ta_settings_Update` | FinlyticTechnicals | `Dictionary<string, object?>` | `List<DynamicSettingDto>` | Einstellungen aktualisieren |
+| `engine_GetProposals` | FinlyticEngine | `GetProposalsRequest` | `List<TradeProposalDto>` | Aktive Trade-Vorschläge |
+| `engine_GetTrades` | FinlyticEngine | `GetTradesRequest` | `List<ActiveTradeDto>` | Aktive Benutzertrades |
+| `engine_EvaluateIsin` | FinlyticEngine | `EvaluateIsinRequest` | `AssetEvaluationResultDto?`| Manuelle ISIN-Evaluierung |
+| `engine_AddFill` | FinlyticEngine | `AddFillRequest` | `ActiveTradeDto?` | Teil-/Vollausführung buchen |
+| `engine_UpdateStopLoss` | FinlyticEngine | `UpdateStopLossRequest` | `ActiveTradeDto?` | Stop-Loss anpassen |
+| `engine_CloseTrade` | FinlyticEngine | `CloseTradeRequest` | `ActiveTradeDto?` | Trade schließen |
+| `engine_AcceptProposal` | FinlyticEngine | `AcceptTradeProposalRequest` | `ActiveTradeDto?` | Vorschlag als Trade annehmen |
+| `engine_CreateManualTrade` | FinlyticEngine | `CreateManualTradeRequest` | `ActiveTradeDto?` | Manuellen Trade eröffnen |
+| `engine_GetEvaluationHistory` | FinlyticEngine | `GetEvaluationHistoryRequest` | `GetEvaluationHistoryResponse` | Admin-Evaluierungs-Historie |
+| `engine_settings_GetAll` | FinlyticEngine | `object` | `List<DynamicSettingDto>` | Einstellungen abfragen |
+| `engine_settings_Update` | FinlyticEngine | `Dictionary<string, object?>` | `List<DynamicSettingDto>` | Einstellungen aktualisieren |
+| `sim_RunBacktest` | FinlyticSimulation | `BacktestRequestDto` | `BacktestReportDto` | Quantitativen Backtest starten |
+| `sim_GetReliability` | FinlyticSimulation | `GetReliabilityRequest` | `StrategyAssetReliabilityDto?`| Zuverlässigkeit für Setup |
+| `sim_GetMatrixForAsset` | FinlyticSimulation | `IsinRequest` | `List<StrategyAssetReliabilityDto>`| Komplette Asset-Matrix |
+| `sim_GetBacktestHistory` | FinlyticSimulation | `GetBacktestHistoryRequest` | `GetBacktestHistoryResponse` | Historische Backtest-Läufe |
+| `sim_GetBacktestRunDetail` | FinlyticSimulation | `RunIdRequest` | `BacktestReportDto?` | Detailbericht eines Backtests |
+| `sim_GetStrategyParameters` | FinlyticSimulation | `GetStrategyParametersRequest` | `StrategyParameterProfileDto?`| Gespeicherte TA-Parameter |
+| `sim_SaveStrategyParameters` | FinlyticSimulation | `SaveStrategyParametersRequest`| `StrategyParameterProfileDto` | TA-Parameter speichern |
+| `sim_settings_GetAll` | FinlyticSimulation | `object` | `List<DynamicSettingDto>` | Einstellungen abfragen |
+| `sim_settings_Update` | FinlyticSimulation | `Dictionary<string, object?>` | `List<DynamicSettingDto>` | Einstellungen aktualisieren |
+| `bot_GetStatus` | FinlyticBot | `object` | `BotStatusDto` | Bot-Status & Venue |
+| `bot_GetPositions` | FinlyticBot | `object` | `List<BotTradeOrderDto>` | Offene Bot-Positionen |
+| `bot_GetSummary` | FinlyticBot | `object` | `AccountSummaryDto` | Kontostand & PnL |
+| `bot_ExecuteProposal` | FinlyticBot | `ExecuteProposalRequest` | `BotTradeOrderDto?` | Order für Proposal aufgeben |
+| `bot_PanicClose` | FinlyticBot | `object` | `PanicCloseResultDto` | Notfall-Schließung aller Positionen |
+| `bot_settings_GetAll` | FinlyticBot | `object` | `List<DynamicSettingDto>` | Einstellungen abfragen |
+| `bot_settings_Update` | FinlyticBot | `Dictionary<string, object?>` | `List<DynamicSettingDto>` | Einstellungen aktualisieren |
+| `notify_settings_GetAll` | FinlyticNotify | `object` | `List<DynamicSettingDto>` | Einstellungen abfragen |
+| `notify_settings_Update` | FinlyticNotify | `Dictionary<string, object?>` | `List<DynamicSettingDto>` | Einstellungen aktualisieren |
+| `backend_GetAggregatedFavorites`| FinlyticBackend | `object` | `List<string>` | Alle Benutzer-Favoriten-ISINs |
+| `backend_GetUsername` | FinlyticBackend | `UserIdRequest` | `string?` | Benutzernamen nach GUID |
+
+---
+
+### 5.2 MQTT Pub/Sub Event-Topics
+
+| Topic | Publisher | Konsumenten | Payload-Typ | Beschreibung |
+| :--- | :--- | :--- | :--- | :--- |
+| `services/news/completed` | FinlyticNews | FinlyticSentiment, Backend | `NewsArticleDto` | Neuer fertig verarbeiteter Artikel |
+| `finlytic/news/stream/{isin}` | FinlyticNews | BackendMqttBridge | `NewsArticleDto` | ISIN-spezifischer News-Stream |
+| `finlytic/sentiment/stream/{isin}`| FinlyticSentiment | FinlyticTechnicals, Backend | `IsinSentimentSummaryDto` | Aktualisiertes Sentiment |
+| `finlytic/engine/proposals/created`| FinlyticEngine | FinlyticBot, FinlyticNotify, Backend | `TradeProposalDto` | Neuer Trade-Vorschlag erstellt |
+| `finlytic/engine/trades/status_changed`| FinlyticEngine| FinlyticNotify, Backend | `ActiveTradeDto` | Trade-Statusänderung (TP/SL/Close) |
+| `finlytic/bot/trades/stream` | FinlyticBot | FinlyticNotify, Backend | `BotTradeOrderDto` | Bot-Order-Lifecycle-Event |
+| `finlytic/logs/{service}` | *(Alle Services)* | BackendMqttBridge | `LogMessageDto` | Strukturierter Service-Logstream |
+
+---
+
+### 5.3 REST API Endpunkte (`FinlyticBackend`)
+
+Alle Endpunkte erfordern `Authorization: Bearer <JWT>` (außer Login und Health).
+
+#### 1. Authentifizierung & Benutzer (`/api/v1/auth`, `/api/v1/user`, `/api/v1/admin`)
+- `POST /api/v1/auth/login` `[AllowAnonymous]`: Login mit Username/Passwort $\to$ JWT Token & User-Objekt.
+- `POST /api/v1/auth/change-initial-password`: Ändern des Initialpassworts bei `RequiresPasswordChange`.
+- `POST /api/v1/user/fcm-token`: Hinterlegen des Firebase Cloud Messaging Push-Tokens.
+- `GET /api/v1/user/me`: Profil des aktuell angemeldeten Benutzers abrufen.
+- `GET /api/v1/admin/users` `[Roles: Admin]`: Benutzerliste.
+- `POST /api/v1/admin/users` `[Roles: Admin]`: Neuen Benutzer anlegen.
+- `PUT /api/v1/admin/users/{id}` `[Roles: Admin]`: Benutzer bearbeiten (Rolle, Status).
+- `DELETE /api/v1/admin/users/{id}` `[Roles: Admin]`: Benutzer deaktivieren/löschen.
+- `POST /api/v1/admin/users/{id}/reset-password` `[Roles: Admin]`: Passwort zurücksetzen.
+
+#### 2. Assets & Discovery (`/api/v1/assets`)
+- `GET /api/v1/assets/search?q={query}`: Volltextsuche nach Name/ISIN im lokalen Index.
+- `GET /api/v1/assets/discovery?limit={limit}`: Kuratierte Trend-/Discovery-Assets.
+- `GET /api/v1/assets/{isin}/fundamentals`: Fundamentaldaten, KGV, Events.
+- `GET /api/v1/assets/{isin}/technicals`: TA-Indikatoren, Kerzen, Setups.
+- `GET /api/v1/assets/{isin}/live`: Trade Republic Realtime-Tick (Bid/Ask/Last).
+- `GET /api/v1/assets/{isin}/derivatives?optionType={long|short}&targetLeverage={x}`: Passende KO-Zertifikate.
+- `GET /api/v1/logo/{isin}` `[AllowAnonymous]`: Lokales SVG-Logo ausliefern.
+
+#### 3. Analyse & Engine (`/api/v1/analyze`, `/api/v1/engine`)
+- `POST /api/v1/analyze/manual`: Ad-hoc Auswertung einer ISIN (TA, Sentiment, KI-Gate).
+- `GET /api/v1/analyze/proposals`: Vorschläge abrufen.
+- `GET /api/v1/engine/proposals?onlyActive={bool}&limit={limit}`: Aktive Vorschläge.
+- `GET /api/v1/engine/trades?mode={Manual|Bot}`: Trades des eingeloggten Users.
+- `POST /api/v1/engine/evaluate`: Evaluierungs-Trigger für ISIN.
+- `POST /api/v1/engine/trades/{id}/fills`: Fill buchen.
+- `PUT /api/v1/engine/trades/{id}/stoploss`: SL-Anpassung.
+- `POST /api/v1/engine/trades/{id}/close`: Trade schließen.
+
+#### 4. Benutzer-Trades (`/api/v1/user/trades`)
+- `GET /api/v1/user/trades`: Eigene aktive & historische Trades.
+- `POST /api/v1/user/trades/accept`: Vorschlag verbindlich annehmen.
+- `POST /api/v1/user/trades/manual`: Eigenen Trade ohne Vorschlag eröffnen.
+- `POST /api/v1/user/trades/{id}/close`: Eigenen Trade manuell schließen.
+
+#### 5. Favoriten & Präferenzen (`/api/v1/user/favorites`, `/api/v1/user/preferences`)
+- `GET /api/v1/user/favorites`: Favoritenliste mit Live-Preisen & Tagesänderung.
+- `POST /api/v1/user/favorites/{symbol}`: Asset zu Favoriten hinzufügen.
+- `POST /api/v1/user/favorites/{symbol}/ticker`: Ticker-Symbol zuweisen.
+- `DELETE /api/v1/user/favorites/{symbol}`: Asset aus Favoriten entfernen.
+- `GET /api/v1/user/preferences`: UI-Präferenzen (Theme, Layout).
+- `PUT /api/v1/user/preferences/theme`: Theme anpassen.
+
+#### 6. Backtesting & Simulation (`/api/v1/simulation`)
+- `POST /api/v1/simulation/run`: Quantitativen Backtest starten.
+- `GET /api/v1/simulation/matrix/{isin}`: Zuverlässigkeitsmatrix für ISIN.
+- `GET /api/v1/simulation/history/{isin}`: Historische Backtests für ISIN.
+- `GET /api/v1/simulation/history/run/{runId}`: Vollständiger Backtest-Report.
+- `GET /api/v1/simulation/parameters/{isin}/{strategyKey}`: Gespeicherte Strategie-Parameter.
+- `POST /api/v1/simulation/parameters`: Parameterprofil speichern.
+
+#### 7. Bot & Paper-Trading (`/api/v1/bot`)
+- `GET /api/v1/bot/status`: Bot-Status & Venue.
+- `GET /api/v1/bot/positions/active`: Offene Bot-Positionen.
+- `GET /api/v1/bot/portfolio/summary`: Kontostand & PnL.
+- `POST /api/v1/bot/orders/execute`: Manuelle Order über Bot abschicken.
+- `POST /api/v1/bot/orders/panic-close`: Notfall-Schließung.
+- `POST /api/v1/bot/settings/update`: Bot-Einstellungen aktualisieren.
+
+#### 8. News & Kalender (`/api/v1/news`, `/api/v1/calendar`)
+- `GET /api/v1/news?limit={limit}&offset={offset}&isin={isin}&status={status}`: Gefilterte News.
+- `GET /api/v1/calendar/events/{year}/{month}`: Corporate Events & Earnings.
+
+#### 9. Admin-System (`/api/v1/admin/settings`, `/api/v1/admin/evaluations`)
+- `GET /api/v1/admin/settings`: Einstellungen aller Services.
+- `GET /api/v1/admin/settings/{serviceName}`: Einstellungen eines Services.
+- `PUT /api/v1/admin/settings/{serviceName}`: Einstellungen dynamisch ändern.
+- `GET /api/v1/admin/settings/health`: Health-Status aller Services.
+- `GET /api/v1/admin/settings/logs/{serviceName}`: Letzte 250 Ringpuffer-Logs.
+- `GET /api/v1/admin/evaluations`: Evaluierungs-Historie ("Warum kein Proposal?").
+- `GET /api/v1/admin/evaluations/watchlist`: Gescannte Watchlist-Assets.
+- `GET /api/v1/admin/evaluations/watchlist/{isin}/history`: Setup-Verlauf eines Assets.
+
+---
+
+### 5.4 SignalR Hubs & Methoden
+
+Verbindung über `/hubs/{hubname}?access_token=<JWT>`.
+
+| Hub-Route | Server-Methoden | Client-Events (Callbacks) | Zweck |
+| :--- | :--- | :--- | :--- |
+| `/hubs/trade-stream` | `SubscribeToAsset(isin)`<br>`UnsubscribeFromAsset(isin)` | `ReceiveTradeProposal(proposal)`<br>`ReceiveTradeUpdate(trade)` | Realtime-Updates zu Proposals & Trades |
+| `/hubs/news` | `SubscribeToIsin(isin)` | `ReceiveNewsArticle(article)` | Neue gescrapte/analysierte News |
+| `/hubs/health` | *(Keine)* | `ReceiveServiceHealth(health)` | Live-Healthcheck der Services |
+| `/hubs/favorites-prices`| *(Keine)* | `ReceivePriceUpdate(isin, price, change)`| Realtime-Kursupdates der Favoriten (15s Takt) |
+| `/hubs/logs` | *(Keine)* | `ReceiveLogMessage(logDto)` | Admin Live-Logstream |
+
+---
+
+## 6. Detaillierte Funktionsweise & Datenfluss
+
+### 6.1 End-to-End Opportunity- & Trade-Lifecycle
+
+```
+1. DATA INGESTION
+   ├── FinlyticNews: RSS/Scraping -> SimHash Deduplication -> In-Memory Matcher -> MQTT "services/news/completed"
+   ├── FinlyticSentiment: FinBERT Webhook -> Time-Decay DB Update -> MQTT "finlytic/sentiment/stream/{isin}"
+   └── FinlyticTechnicals: Trade Republic & Yahoo Ticks -> Resampler -> Indicator Math (RSI, EMA, Squeeze, etc.)
+
+2. TECHNICAL SCANNING (FinlyticTechnicals)
+   ├── MultiTimeframeCandleAggregator aktualisiert Ringpuffer (15m, 1h, 1d)
+   ├── 15 Pattern-Detektoren identifizieren FVG, OrderBlocks, DoubleBottom, Liquidity Sweeps
+   ├── 10 CoreStrategies evaluieren Signale & erzeugen Exit-Pläne (TP1, TP2, Trailing-Stop, Break-Even)
+   └── TechnicalScoringEngineV2 berechnet Confluence-Score (Indikatoren + Patterns + Strategie)
+
+3. ENGINE EVALUATION (FinlyticEngine)
+   ├── OpportunityPollerBackgroundService pollt Top-Picks (Score >= 70)
+   ├── CompositeOpportunityScorerV2 berechnet COS (Tech 45%, Sent 35%, Fund 20%)
+   ├── Filter-Gates: EarningsLockout (2 Tage), DividendGate (1 Tag), Simulation Matrix Veto
+   ├── AiReasoningGateService sendet strukturierten Context an n8n AI-Webhook
+   └── KnockOutDerivativeResolver matcht Hebel & Safety-Buffer -> Proposal persistiert & publiziert
+
+4. EXECUTION & BOT (FinlyticBot / FinlyticApp)
+   ├── FinlyticApp: User sieht Proposal im UI, klickt "Accept" -> Trade eröffnet
+   ├── FinlyticBot: Falls AutoExecution aktiv -> 1-2% Risikosizing -> Orderausführung (Alpaca/Ledger)
+   └── FinlyticNotify: ntfy Push-Notification an Smartphone/Desktop
+
+5. ACTIVE MONITORING & EXITS
+   ├── ActiveTradeMonitoringBackgroundService (Engine) & BotTradeLifecycleBackgroundService (Bot)
+   ├── Regelmäßige Kursabfrage (15s - 60s)
+   ├── Bei TP1: Teilverkauf (50%) & Verschieben des Stop-Loss auf Break-Even (gebührenbereinigt)
+   ├── Bei TP2: Teilverkauf (30%) & Aktivierung des ATR-Trailing-Stops für verbleibende 20%
+   └── Bei Stop-Loss / Knock-Out / MaxBars: Positionsschließung & PnL-Verbuchung
+```
+
+---
+
+## 7. Frontend-Architektur (FinlyticApp)
+
+- **Technologie**: Flutter (Dart) mit Web- und Mobile-Unterstützung.
+- **State Management**: `flutter_bloc` (`BlocProvider`, `BlocBuilder`, `BlocConsumer`, `Cubit`).
+- **Netzwerk & Security**:
+  - Zentraler `Dio`-Client mit `AuthInterceptor`.
+  - Injiziert automatisch `Authorization: Bearer <token>` in jeden Request.
+  - **Automatischer Logout**: Fängt `401 Unauthorized` und `403 Forbidden` zentral ab, löscht Secure Storage und leitet sofort auf den Login-Bildschirm um.
+- **Realtime-Kommunikation**: `SignalRService` mit automatischem Reconnect und Event-Subskriptionen (`trade-stream`, `news`, `health`, `favorites-prices`, `logs`).
+- **Feature-Struktur**:
+  - `features/auth`: Login, Passwortänderung.
+  - `features/dashboard`: Schnellübersicht, aktive Trades, Markttrends.
+  - `features/discovery`: Top-Assets, Scanner-Ergebnisse.
+  - `features/asset_detail`: Interaktiver Chart, Multi-Timeframe-Indikatoren, Fundamentaldaten, Sentiment-Historie, Derivate-Selektor.
+  - `features/proposals`: Trade-Vorschläge mit detaillierter KI-Begründung, Setup-Chart und Direkt-Annahme.
+  - `features/trades`: Eigene Positionen, TP/SL-Visualisierung, manuelles Schließen.
+  - `features/bot`: Bot-Positionen, Performance-Graphen, Kontostand, Panic-Close-Button.
+  - `features/simulation`: Backtest-Runner, Equity-Kurven, Strategie-Zuverlässigkeitsmatrix, Parameter-Tuning.
+  - `features/news`: Live-Newsfeed mit Sentiment-Badges und Filter nach Asset.
+  - `features/calendar`: Earnings- und Corporate-Events-Kalender.
+  - `features/favorites`: Realtime-Watchlist mit Kurs-Ticker.
+  - `features/admin`: Dynamische Service-Settings, Live-Log-Konsole, System-Health, Benutzerverwaltung, Evaluierungs-Historie ("Warum kein Proposal?").

compose.yaml

@@ -217,25 +217,37 @@ services:
       # See finlyticassets above: broker has no auth configured yet, do not enable.
       #- MQTT__Username=${MQTT_USERNAME:-admin}
       #- MQTT__Password=${MQTT_PASSWORD}
-      - MQTT__ClientId=finlytic_bot
-      - Alpaca__KeyId=${ALPACA_KEY_ID:-PK_PAPER_PLACEHOLDER_KEY}
-      - Alpaca__SecretKey=${ALPACA_SECRET_KEY:-SK_PAPER_PLACEHOLDER_SECRET}
       - Alpaca__IsPaper=true
 
+  finlyticnotify:
+    image: finlyticnotify
+    build:
+      context: .
+      dockerfile: FinlyticNotify/Dockerfile
+    restart: unless-stopped
+    networks:
+      - postgres-network
+    environment:
+      - ConnectionStrings__DefaultConnection=Host=${DB_HOST:-OmniDB};Port=${DB_PORT:-5432};Database=finlytic_notify;Username=admin;Password=${DB_PASSWORD}
+      - MQTT__Host=${MQTT_HOST:-host.docker.internal}
+      - MQTT__Port=${MQTT_PORT:-4545}
+      - MQTT__ClientId=finlytic_notify
+      - Ntfy__BaseUrl=${NTFY_BASE_URL:-http://host.docker.internal:8080}
+      - Ntfy__TopicPrefix=finlytic
+      - Ntfy__BroadcastChannel=broadcast
+      - Ntfy__NewsChannel=news
+      - Ntfy__DefaultUsername=admin
+      - Ntfy__MinProposalScore=70.0
+      - Ntfy__NotifyOnProposals=true
+      - Ntfy__NotifyOnTradeUpdates=true
+      - Ntfy__NotifyOnBotTrades=true
+      - Ntfy__NotifyOnNews=true
+
   finlyticbackend:
     image: finlyticbackend
     build:
       context: .
       dockerfile: FinlyticBackend/Dockerfile
-    # on-failure (bounded), NOT unless-stopped: this is the one service that
-    # deliberately throws at startup if JWT_SECRET_KEY / ADMIN_DEFAULT_PASSWORD
-    # are missing or too weak (see Program.cs fail-fast guards). An
-    # unless-stopped policy would crash-loop that misconfiguration forever,
-    # burning CPU/log volume while masking the real problem. A bounded
-    # on-failure still recovers from transient startup races (e.g. DB not
-    # yet reachable) but eventually settles into a visibly "Exited" container
-    # (`docker compose ps`) once the retries are exhausted, surfacing a
-    # persistent config error instead of hiding it.
     restart: on-failure:5
     ports:
       - "5000:8080"
@@ -254,55 +266,6 @@ services:
     volumes:
       - ${FINLYTIC_DATA_ROOT:-C:/Users/larsh/Documents/docker/finlytic}/assets/index:/app/assets/index
       - ${FINLYTIC_DATA_ROOT:-C:/Users/larsh/Documents/docker/finlytic}/assets/logos:/app/assets/logos
-    # Honest healthcheck: actually opens a TCP connection to the real Kestrel
-    # port and parses the real HTTP status line from the real GET /health
-    # endpoint (Program.cs, AllowAnonymous, no auth required). The final image
-    # (mcr.microsoft.com/dotnet/aspnet:10.0) has neither curl nor wget
-    # installed (verified) — installing one just for this would add an extra
-    # apt layer, so instead we use bash's built-in /dev/tcp (bash itself IS
-    # present in the base image, verified), invoked directly via exec form so
-    # it does not go through /bin/sh (which is dash on this image and does
-    # NOT support /dev/tcp).
-    healthcheck:
-      test:
-        - CMD
-        - bash
-        - -c
-        - >-
-          exec 3<>/dev/tcp/127.0.0.1/8080 &&
-          printf 'GET /health HTTP/1.1\r\nHost: localhost\r\nConnection: close\r\n\r\n' >&3 &&
-          head -n1 <&3 | grep -q '200'
-      interval: 30s
-      timeout: 5s
-      retries: 3
-      start_period: 20s
-
-  # ──────────────────────────────────────────────────────────────────────────
-  # No HEALTHCHECK on the 8 worker services above (finlyticassets, finlyticnews,
-  # finlyticfundamentals, finlyticsentiment, finlytictechnicals, finlyticengine,
-  # finlyticsimulation, finlyticbot) — and this is deliberate, not an omission:
-  #
-  #   - They are Microsoft.NET.Sdk.Worker projects and MUST NOT host an HTTP
-  #     server (Rules.md §5), so there is no `GET /health`-style endpoint to
-  #     probe, by design.
-  #   - Docker already restarts/reports a dead PID 1 via the `restart` policy
-  #     above without any HEALTHCHECK — a HEALTHCHECK only adds value if it
-  #     can distinguish "process alive but broken" from "process alive and
-  #     working", which requires touching something specific to the app.
-  #   - The only things reachable from inside these containers without an
-  #     app-level probe endpoint are the external DB/MQTT dependencies
-  #     themselves (e.g. via bash's /dev/tcp, as used for finlyticbackend
-  #     above). But a bare TCP-reachability check to OmniDB/MQTT tests the
-  #     network path, not the worker — it would report "healthy" while the
-  #     worker is deadlocked, and "unhealthy" during a legitimate external
-  #     outage the worker's own retry logic is already handling. That is
-  #     placebo/misleading in both directions, not an honest signal.
-  #
-  #   Conclusion: no meaningful, non-cosmetic healthcheck is possible here
-  #   without adding an HTTP endpoint (forbidden by Rules.md §5). Leaving
-  #   HEALTHCHECK unset is the honest choice.
-  # ──────────────────────────────────────────────────────────────────────────
-
 networks:
   postgres-network:
     external: true

docker-compose.ntfy.yml

@@ -0,0 +1,40 @@
+services:
+  ntfy:
+    image: binwiederhier/ntfy:latest
+    container_name: finlytic-ntfy
+    command:
+      - serve
+    environment:
+      - NTFY_BASE_URL=http://localhost:8080
+      - NTFY_BEHIND_PROXY=false
+      - NTFY_CACHE_FILE=/var/cache/ntfy/cache.db
+      - NTFY_AUTH_DEFAULT_ACCESS=read-write
+    volumes:
+      - ntfy_cache:/var/cache/ntfy
+    ports:
+      - "8080:80"
+    restart: unless-stopped
+
+  finlytic-notify:
+    build:
+      context: .
+      dockerfile: FinlyticNotify/Dockerfile
+    container_name: finlytic-notify
+    environment:
+      - ConnectionStrings__DefaultConnection=Host=postgres;Port=5432;Database=finlytic;Username=postgres;Password=postgres
+      - Mqtt__BrokerHost=mosquitto
+      - Mqtt__BrokerPort=1883
+      - Ntfy__BaseUrl=http://ntfy:80
+      - Ntfy__TopicPrefix=finlytic
+      - Ntfy__BroadcastChannel=broadcast
+      - Ntfy__DefaultUsername=admin
+      - Ntfy__MinProposalScore=70.0
+      - Ntfy__NotifyOnProposals=true
+      - Ntfy__NotifyOnTradeUpdates=true
+      - Ntfy__NotifyOnBotTrades=true
+    depends_on:
+      - ntfy
+    restart: unless-stopped
+
+volumes:
+  ntfy_cache: