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)
    {
        return CalculateDynamicWinRate(sector, symbol, regime);
    }

    /// <summary>
    /// Calculates a multi-factor dynamic AI Win-Rate / Confidence Score using technicals, sentiment, fundamentals, AI eval score, and market regime.
    /// </summary>
    public double CalculateDynamicWinRate(
        string sector,
        string symbol,
        VixMarketRegime regime,
        double? n8nEvalScore = null,
        double? technicalScore = null,
        double? sentimentScore = null,
        double? fundamentalScore = null,
        string signalType = "BUY")
    {
        try
        {
            // 1. N8n AI Confidence Score (Weight: 40%)
            double n8nComponent = 62.0;
            if (n8nEvalScore.HasValue && n8nEvalScore.Value > 0)
            {
                n8nComponent = n8nEvalScore.Value <= 1.0 ? n8nEvalScore.Value * 100.0 : n8nEvalScore.Value;
            }

            // 2. Technical Score (Weight: 30%)
            double taComponent = 60.0;
            if (technicalScore.HasValue && technicalScore.Value > 0)
            {
                taComponent = technicalScore.Value <= 1.0 ? technicalScore.Value * 100.0 : technicalScore.Value;
            }

            // 3. Sentiment Score (Weight: 15%)
            double sentComponent = 58.0;
            if (sentimentScore.HasValue)
            {
                if (sentimentScore.Value >= -1.0 && sentimentScore.Value <= 1.0)
                {
                    // Map sentiment from -1.0..+1.0 into 35.0..85.0
                    sentComponent = 50.0 + (sentimentScore.Value * 25.0);
                }
                else
                {
                    sentComponent = sentimentScore.Value;
                }
            }

            // 4. Fundamental Score (Weight: 15%)
            double fundComponent = 60.0;
            if (fundamentalScore.HasValue && fundamentalScore.Value > 0)
            {
                fundComponent = fundamentalScore.Value <= 1.0 ? fundamentalScore.Value * 100.0 : fundamentalScore.Value;
            }

            // Multi-factor weighted composite
            double composite = (n8nComponent * 0.40) + (taComponent * 0.30) + (sentComponent * 0.15) + (fundComponent * 0.15);

            // 5. Market Regime & Volatility Adjustment
            double vixAdjustment = regime switch
            {
                VixMarketRegime.LowVol => +4.0,   // Calm trending market
                VixMarketRegime.Normal => +1.5,   // Normal conditions
                VixMarketRegime.HighVol => -3.5,  // Increased whipsaws
                VixMarketRegime.Panic => -8.0,    // High panic / uncertainty
                _ => 0.0
            };

            composite += vixAdjustment;

            // 6. Historical track record calibration (if available in feedback records)
            var records = GetCachedOrLoadRecords();
            if (records.Count > 0)
            {
                var matching = records.Where(r => 
                    string.Equals(r.Sector, sector, StringComparison.OrdinalIgnoreCase) &&
                    r.VixRegime == regime).ToList();

                if (matching.Count >= 5)
                {
                    int winningTrades = matching.Count(r => r.IsWin);
                    double historicalWinRate = (double)winningTrades / matching.Count * 100.0;
                    composite = (composite * 0.75) + (historicalWinRate * 0.25);
                }
            }

            // Clamp between realistic financial statistical bounds (45.0% to 92.0%)
            double finalWinRate = Math.Clamp(Math.Round(composite, 1), 45.0, 92.0);

            _logger.LogInformation("[{Channel}] Dynamic Win-Rate for {Symbol} ({Sector}): {WinRate:F1}% [AI: {N8n:F1}%, TA: {TA:F1}%, Sent: {Sent:F1}%, Regime: {Regime}]",
                "AnalyzerChannel", symbol, sector, finalWinRate, n8nComponent, taComponent, sentComponent, regime);

            return finalWinRate;
        }
        catch (Exception ex)
        {
            _logger.LogWarning(ex, "[{Channel}] Error calculating dynamic win-rate for {Symbol}. Fallback applied.", "AnalyzerChannel", symbol);
            return 65.0;
        }
    }

    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;
        }
    }
}