96 lines
3.7 KiB
C#
96 lines
3.7 KiB
C#
using System;
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using System.Collections.Generic;
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using System.Text.Json;
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using FinlyticCore.Database;
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using FinlyticCore.Dtos.Simulation;
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using FinlyticCore.Entities.Settings;
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using FinlyticSimulation.Database.Entities;
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using Microsoft.EntityFrameworkCore;
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using Microsoft.EntityFrameworkCore.Design;
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using Microsoft.EntityFrameworkCore.Storage.ValueConversion;
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namespace FinlyticSimulation.Database;
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public class SimulationDbContext : DbContext, ISettingsDbContext
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{
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private static readonly JsonSerializerOptions JsonOptions = new()
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{
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PropertyNameCaseInsensitive = true,
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PropertyNamingPolicy = JsonNamingPolicy.CamelCase,
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WriteIndented = false
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};
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public SimulationDbContext(DbContextOptions<SimulationDbContext> options) : base(options)
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{
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}
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public DbSet<SettingEntity> DynamicSettings => Set<SettingEntity>();
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public DbSet<SimulationRunEntity> SimulationRuns => Set<SimulationRunEntity>();
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public DbSet<SimulationStrategyMatrixEntity> StrategyMatrix => Set<SimulationStrategyMatrixEntity>();
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public DbSet<SimulationStrategyParameterEntity> StrategyParameters => Set<SimulationStrategyParameterEntity>();
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protected override void OnModelCreating(ModelBuilder modelBuilder)
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{
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base.OnModelCreating(modelBuilder);
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// 1. Settings Table
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modelBuilder.Entity<SettingEntity>(entity =>
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{
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entity.HasKey(e => e.Id);
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entity.HasIndex(e => e.Key).IsUnique();
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});
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// 2. Report JSONB Converter
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var reportConverter = new ValueConverter<BacktestReportDto, string>(
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v => JsonSerializer.Serialize(v, JsonOptions),
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v => JsonSerializer.Deserialize<BacktestReportDto>(v, JsonOptions) ?? new BacktestReportDto(
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Guid.Empty, "", "", "", "", DateTime.UtcNow, DateTime.UtcNow, 0, 0, 0, 0m, 0m, 0m, 0m, 0m, 0m, 0m, TimeSpan.Zero, new List<BacktestTradeDto>(), new List<EquityPointDto>())
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);
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// 3. Simulation Runs Table
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modelBuilder.Entity<SimulationRunEntity>(entity =>
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{
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entity.HasKey(e => e.Id);
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entity.HasIndex(e => new { e.Isin, e.StrategyKey, e.Timeframe });
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entity.HasIndex(e => e.CreatedAtUtc);
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entity.Property(e => e.ReportJson)
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.HasColumnType("jsonb")
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.HasConversion(reportConverter);
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});
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// 4. Strategy Matrix Table
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modelBuilder.Entity<SimulationStrategyMatrixEntity>(entity =>
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{
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entity.HasKey(e => new { e.Isin, e.StrategyKey, e.Timeframe });
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entity.HasIndex(e => new { e.Isin, e.IsApproved });
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entity.HasIndex(e => e.ReliabilityScore);
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});
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// 5. Saved Strategy Parameter Profiles Table
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var parametersConverter = new ValueConverter<Dictionary<string, decimal>, string>(
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v => JsonSerializer.Serialize(v, JsonOptions),
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v => JsonSerializer.Deserialize<Dictionary<string, decimal>>(v, JsonOptions) ?? new Dictionary<string, decimal>()
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);
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modelBuilder.Entity<SimulationStrategyParameterEntity>(entity =>
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{
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entity.HasKey(e => new { e.Isin, e.StrategyKey });
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entity.Property(e => e.Parameters)
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.HasColumnType("jsonb")
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.HasConversion(parametersConverter);
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});
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}
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}
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public class SimulationDbContextFactory : IDesignTimeDbContextFactory<SimulationDbContext>
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{
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public SimulationDbContext CreateDbContext(string[] args)
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{
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var optionsBuilder = new DbContextOptionsBuilder<SimulationDbContext>();
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optionsBuilder.UseNpgsql("Host=localhost;Database=finlytic_simulation;Username=postgres;Password=postgres");
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return new SimulationDbContext(optionsBuilder.Options);
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}
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}
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