45 lines
1.2 KiB
C#
45 lines
1.2 KiB
C#
using System;
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using System.ComponentModel.DataAnnotations;
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using System.ComponentModel.DataAnnotations.Schema;
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namespace FinlyticSimulation.Database.Entities;
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[Table("simulation_strategy_matrix")]
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public class SimulationStrategyMatrixEntity
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{
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[Required]
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[MaxLength(20)]
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public string Isin { get; set; } = string.Empty;
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[Required]
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[MaxLength(50)]
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public string StrategyKey { get; set; } = string.Empty;
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[Required]
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[MaxLength(10)]
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public string Timeframe { get; set; } = "15m";
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public int SampleTradesCount { get; set; }
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[Column(TypeName = "decimal(6,2)")]
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public decimal WinRatePercent { get; set; }
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[Column(TypeName = "decimal(8,4)")]
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public decimal ProfitFactor { get; set; }
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[Column(TypeName = "decimal(6,2)")]
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public decimal MaxDrawdownPercent { get; set; }
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[Column(TypeName = "decimal(5,2)")]
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public decimal ReliabilityScore { get; set; } // 0 - 100
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public bool IsApproved { get; set; } = true;
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[MaxLength(30)]
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public string RecommendedAction { get; set; } = "NEUTRAL"; // "BOOST_SCORE", "NEUTRAL", "VETO_DISABLE"
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public Guid? LastBacktestRunId { get; set; }
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public DateTime UpdatedAtUtc { get; set; } = DateTime.UtcNow;
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}
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