133 lines
7.6 KiB
C#
133 lines
7.6 KiB
C#
using System;
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using System.Collections.Generic;
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using System.Text.Json.Serialization;
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using FinlyticCore.Dtos.TechnicalAnalysis;
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namespace FinlyticCore.Dtos.Trading;
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public record DerivativeSelectionDto(
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[property: JsonPropertyName("derivativeIsin")] string DerivativeIsin,
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// Trade Republic liefert für Derivate keine WKN, nur die ISIN (siehe TradeRepublicDerivativeItemDto).
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// Daher ist dieses Feld nullable: eine ISIN darf hier NICHT als Ersatz-WKN eingetragen werden (Rules.md §4).
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[property: JsonPropertyName("derivativeWkn")] string? DerivativeWkn,
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[property: JsonPropertyName("issuer")] string Issuer,
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[property: JsonPropertyName("optionType")] string OptionType, // "LONG" oder "SHORT"
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[property: JsonPropertyName("strike")] decimal Strike,
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[property: JsonPropertyName("barrier")] decimal Barrier,
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[property: JsonPropertyName("leverage")] decimal Leverage,
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[property: JsonPropertyName("safetyBufferPercent")] decimal SafetyBufferPercent,
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[property: JsonPropertyName("spreadPercentage")] decimal SpreadPercentage,
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[property: JsonPropertyName("size")] decimal Size
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);
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/// <summary>
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/// Kennzeichnet die Herkunft einer <see cref="AiValidationResultDto"/>-Entscheidung, damit
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/// Konsumenten (Frontend, Logs) eine echte KI-Analyse von einer regelbasierten Ersatzentscheidung
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/// unterscheiden können. Der Enum-Wert <see cref="Ai"/> ist absichtlich der Default (0), damit ein
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/// vom N8N-Webhook geliefertes JSON, das dieses Feld (noch) nicht setzt, korrekt als KI-Ergebnis
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/// interpretiert wird.
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/// </summary>
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[JsonConverter(typeof(JsonStringEnumConverter<ValidationSource>))]
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public enum ValidationSource
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{
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Ai,
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RuleBased
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}
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/// <summary>
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/// Ergebnis des AI-Reasoning-Gates. <see cref="Confidence"/> ist nur gesetzt, wenn <see cref="Source"/>
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/// den Wert <see cref="ValidationSource.Ai"/> hat, da eine Konfidenz ohne tatsächliche KI-Bewertung
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/// erfunden wäre (Rules.md §4).
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/// </summary>
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public record AiValidationResultDto(
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[property: JsonPropertyName("isApproved")] bool IsApproved,
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[property: JsonPropertyName("confidence")] decimal? Confidence,
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[property: JsonPropertyName("validationSource")] ValidationSource Source,
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[property: JsonPropertyName("thesisSummary")] string ThesisSummary,
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[property: JsonPropertyName("invalidationReason")] string InvalidationReason,
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[property: JsonPropertyName("keyCatalysts")] List<string> KeyCatalysts,
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[property: JsonPropertyName("identifiedRisks")] List<string> IdentifiedRisks
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);
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public record TradeProposalDto(
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[property: JsonPropertyName("proposalId")] Guid ProposalId,
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[property: JsonPropertyName("underlyingIsin")] string UnderlyingIsin,
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[property: JsonPropertyName("symbol")] string Symbol,
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[property: JsonPropertyName("strategyKey")] string StrategyKey,
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[property: JsonPropertyName("direction")] SignalDirection Direction,
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[property: JsonPropertyName("qualityScore")] decimal QualityScore,
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[property: JsonPropertyName("compositeScore")] decimal CompositeScore,
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[property: JsonPropertyName("currentPrice")] decimal CurrentPrice,
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[property: JsonPropertyName("entryPrice")] decimal EntryPrice,
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[property: JsonPropertyName("invalidationPrice")] decimal InvalidationPrice,
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[property: JsonPropertyName("exitPlan")] ExitPlan ExitPlan,
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[property: JsonPropertyName("selectedDerivative")] DerivativeSelectionDto? SelectedDerivative,
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[property: JsonPropertyName("aiValidation")] AiValidationResultDto AiValidation,
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[property: JsonPropertyName("createdAtUtc")] DateTime CreatedAtUtc,
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[property: JsonPropertyName("expiresAtUtc")] DateTime ExpiresAtUtc
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);
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/// <summary>
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/// Full result of <c>ITradeLifecycleService.EvaluateAssetAsync</c>, carrying both possible outcomes of the
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/// evaluation pipeline (technicals, sentiment, fundamentals, simulation-reliability, AI reasoning gate):
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/// an accepted opportunity (<see cref="Proposal"/> is set) or a rejection, in which case <see cref="Proposal"/>
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/// is <see langword="null"/> but every score/reasoning field below is still populated with the real,
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/// already-computed values instead of leaving the caller with silence (Rules.md §4).
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/// <para>
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/// When the pipeline could not even produce a score (no technical setups available for the ISIN, or the
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/// ISIN was blank), the score fields are <c>0</c> and <see cref="AiThesisSummary"/> carries a
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/// "<c>[Regelbasiert]</c>"-prefixed explanation — the same prefix <see cref="AiValidationResultDto"/> uses for
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/// its <see cref="ValidationSource.RuleBased"/> fallback — so a caller/UI can recognize this is not a real
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/// AI verdict, just as it already must for a rule-based <see cref="AiValidationResultDto"/>.
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/// </para>
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/// </summary>
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public record AssetEvaluationResultDto(
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[property: JsonPropertyName("proposal")] TradeProposalDto? Proposal,
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[property: JsonPropertyName("compositeScore")] decimal CompositeScore,
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[property: JsonPropertyName("technicalScore")] decimal TechnicalScore,
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[property: JsonPropertyName("sentimentScore")] decimal SentimentScore,
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[property: JsonPropertyName("fundamentalScore")] decimal FundamentalScore,
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[property: JsonPropertyName("passedEarningsLockout")] bool PassedEarningsLockout,
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[property: JsonPropertyName("daysToNextEarnings")] int? DaysToNextEarnings,
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[property: JsonPropertyName("passedDividendGate")] bool PassedDividendGate,
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[property: JsonPropertyName("daysToNextExDividend")] int? DaysToNextExDividend,
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[property: JsonPropertyName("aiApproved")] bool AiApproved,
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[property: JsonPropertyName("aiThesisSummary")] string AiThesisSummary,
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[property: JsonPropertyName("aiIdentifiedRisks")] List<string> AiIdentifiedRisks
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);
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public record TradeFillDto(
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[property: JsonPropertyName("fillId")] Guid FillId,
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[property: JsonPropertyName("executedAtUtc")] DateTime ExecutedAtUtc,
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[property: JsonPropertyName("price")] decimal Price,
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[property: JsonPropertyName("quantity")] decimal Quantity,
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[property: JsonPropertyName("fee")] decimal Fee,
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[property: JsonPropertyName("note")] string? Note
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);
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public record ActiveTradeDto(
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[property: JsonPropertyName("tradeId")] Guid TradeId,
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[property: JsonPropertyName("proposalId")] Guid ProposalId,
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[property: JsonPropertyName("userId")] Guid UserId,
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[property: JsonPropertyName("underlyingIsin")] string UnderlyingIsin,
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[property: JsonPropertyName("symbol")] string Symbol,
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[property: JsonPropertyName("derivativeIsin")] string? DerivativeIsin,
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[property: JsonPropertyName("derivativeWkn")] string? DerivativeWkn,
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[property: JsonPropertyName("executionMode")] ExecutionMode ExecutionMode,
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[property: JsonPropertyName("instrumentType")] InstrumentCategoryType InstrumentType,
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[property: JsonPropertyName("direction")] SignalDirection Direction,
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[property: JsonPropertyName("status")] TradeStatus Status,
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[property: JsonPropertyName("averageBuyIn")] decimal AverageBuyIn,
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[property: JsonPropertyName("totalQuantity")] decimal TotalQuantity,
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[property: JsonPropertyName("initialStopLoss")] decimal InitialStopLoss,
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[property: JsonPropertyName("currentStopLoss")] decimal CurrentStopLoss,
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[property: JsonPropertyName("currentPrice")] decimal CurrentPrice,
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[property: JsonPropertyName("unrealizedPnlEur")] decimal UnrealizedPnlEur,
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[property: JsonPropertyName("unrealizedPnlPercent")] decimal UnrealizedPnlPercent,
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[property: JsonPropertyName("realizedPnlEur")] decimal RealizedPnlEur,
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[property: JsonPropertyName("exitPlan")] ExitPlan ExitPlan,
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[property: JsonPropertyName("fills")] List<TradeFillDto> Fills,
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[property: JsonPropertyName("openedAtUtc")] DateTime OpenedAtUtc,
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[property: JsonPropertyName("closedAtUtc")] DateTime? ClosedAtUtc
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);
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