Finlytic/FinlyticAnalyzer/Services/WinRateCalculator.cs

using System;
using System.Collections.Generic;
using System.IO;
using System.Linq;
using System.Text.Json;
using FinlyticCore.Models.Analyzer;
using FinlyticCore.Models.Trades;
using Microsoft.Extensions.Logging;

namespace FinlyticAnalyzer.Services;

public class WinRateCalculator : IWinRateCalculator
{
    private readonly ILogger<WinRateCalculator> _logger;
    private readonly string _feedbackDir;
    
    private readonly object _cacheLock = new();
    private List<TradeFeedbackRecord>? _cachedRecords;
    private DateTime _lastCacheTime = DateTime.MinValue;
    private static readonly TimeSpan CacheTtl = TimeSpan.FromMinutes(3);

    public WinRateCalculator(ILogger<WinRateCalculator> logger)
    {
        _logger = logger;
        _feedbackDir = Path.Combine(AppDomain.CurrentDomain.BaseDirectory, "data", "feedback");
        if (!Directory.Exists(_feedbackDir))
        {
            Directory.CreateDirectory(_feedbackDir);
        }
    }

    /// <summary>
    /// Calculates the win rate for a given sector and symbol under the specified market regime.
    /// Uses cached feedback records (3-minute TTL) to prevent disk I/O bottlenecks.
    /// </summary>
    public double CalculateWinRate(string sector, string symbol, VixMarketRegime regime)
    {
        try
        {
            var records = GetCachedOrLoadRecords();
            if (records.Count == 0) return 65.0;

            var matching = records.Where(r => 
                string.Equals(r.Sector, sector, StringComparison.OrdinalIgnoreCase) &&
                r.VixRegime == regime).ToList();

            if (matching.Count > 0)
            {
                int winningTrades = matching.Count(r => r.IsWin);
                double calculatedWinRate = (double)winningTrades / matching.Count * 100.0;
                _logger.LogInformation("[{Channel}] Calculated win-rate for Sector '{Sector}' in Regime '{Regime}': {WinRate:F1}% ({Wins}/{Total})",
                    "AnalyzerChannel", sector, regime, calculatedWinRate, winningTrades, matching.Count);
                return Math.Round(calculatedWinRate, 1);
            }
        }
        catch (Exception ex)
        {
            _logger.LogWarning(ex, "[{Channel}] Error reading feedback files for win-rate calculation. Falling back to default.", "AnalyzerChannel");
        }

        return 65.0; // Default baseline win-rate
    }

    private List<TradeFeedbackRecord> GetCachedOrLoadRecords()
    {
        lock (_cacheLock)
        {
            if (_cachedRecords != null && (DateTime.UtcNow - _lastCacheTime) < CacheTtl)
            {
                return _cachedRecords;
            }

            var loadedList = new List<TradeFeedbackRecord>();

            if (Directory.Exists(_feedbackDir))
            {
                var jsonFiles = Directory.GetFiles(_feedbackDir, "*.json", SearchOption.AllDirectories);
                foreach (var file in jsonFiles)
                {
                    try
                    {
                        var content = File.ReadAllText(file);
                        var records = JsonSerializer.Deserialize<TradeFeedbackRecord[]>(content);
                        if (records != null && records.Length > 0)
                        {
                            loadedList.AddRange(records);
                        }
                    }
                    catch (Exception ex)
                    {
                        _logger.LogWarning(ex, "[{Channel}] Failed to read or parse feedback file '{File}'", "AnalyzerChannel", file);
                    }
                }
            }

            _cachedRecords = loadedList;
            _lastCacheTime = DateTime.UtcNow;
            return _cachedRecords;
        }
    }
}