# Finlytic Analyzer Service

Finlytic Analyzer is the core quantitative decision engine of the Finlytic ecosystem. It evaluates multi-layered market filters, tracks VIX volatility regimes, evaluates AI win rates, and generates actionable trade proposals.

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## Core Features & Architecture

1. **3-Layer Filter Engine (`IThreeLayerFilterEngine`)**:
   - **Layer 1 (Macro VIX Regime)**: Evaluates overall volatility conditions via `IVixTrackerService`.
   - **Layer 2 (Asset Technical Analysis & Indicators)**: Evaluates RSI, MACD, Moving Averages, and Supertrend alignment.
   - **Layer 3 (AI Sentiment & Event Context)**: Evaluates FinBERT news sentiment scores and corporate earnings proximity.

2. **VIX Volatility Tracker (`IVixTrackerService`)**:
   - Polls external VIX volatility sources and categorizes market regimes (`Low`, `Normal`, `Elevated`, `High`).

3. **Win-Rate Calculator (`IWinRateCalculator`)**:
   - Calculates historical probability of success based on trade feedback records.

4. **MQTT Signal Publisher (`AnalyzerMqttClient`)**:
   - Publishes generated trade proposals to `finlytic/trades/proposed/{symbol}`.

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## Feature Status

### Implemented Features
- [x] 3-Layer Quantitative Filter Engine (`ThreeLayerFilterEngine`).
- [x] VIX Volatility Regime Tracker (`VixTrackerService`).
- [x] Win-Rate Probability Calculator (`WinRateCalculator`).
- [x] n8n AI Evaluation Integration (`N8nEvaluationService`).
- [x] Pure Worker Service Architecture (`Host.CreateApplicationBuilder`, Kestrel webserver removed).
- [x] Zero-Allocation MQTT Signal Publishing (`AnalyzerMqttClient`).

### Planned Features
- [ ] Multi-year historical Backtesting Engine with Monte Carlo simulation.
- [ ] Portfolio Risk Allocation & Kelly Criterion Position Sizing Engine.