38 lines
1.7 KiB
Markdown
38 lines
1.7 KiB
Markdown
# Finlytic Analyzer Service
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Finlytic Analyzer is the core quantitative decision engine of the Finlytic ecosystem. It evaluates multi-layered market filters, tracks VIX volatility regimes, evaluates AI win rates, and generates actionable trade proposals.
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## Core Features & Architecture
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1. **3-Layer Filter Engine (`IThreeLayerFilterEngine`)**:
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- **Layer 1 (Macro VIX Regime)**: Evaluates overall volatility conditions via `IVixTrackerService`.
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- **Layer 2 (Asset Technical Analysis & Indicators)**: Evaluates RSI, MACD, Moving Averages, and Supertrend alignment.
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- **Layer 3 (AI Sentiment & Event Context)**: Evaluates FinBERT news sentiment scores and corporate earnings proximity.
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2. **VIX Volatility Tracker (`IVixTrackerService`)**:
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- Polls external VIX volatility sources and categorizes market regimes (`Low`, `Normal`, `Elevated`, `High`).
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3. **Win-Rate Calculator (`IWinRateCalculator`)**:
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- Calculates historical probability of success based on trade feedback records.
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4. **MQTT Signal Publisher (`AnalyzerMqttClient`)**:
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- Publishes generated trade proposals to `finlytic/trades/proposed/{symbol}`.
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---
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## Feature Status
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### Implemented Features
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- [x] 3-Layer Quantitative Filter Engine (`ThreeLayerFilterEngine`).
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- [x] VIX Volatility Regime Tracker (`VixTrackerService`).
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- [x] Win-Rate Probability Calculator (`WinRateCalculator`).
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- [x] n8n AI Evaluation Integration (`N8nEvaluationService`).
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- [x] Pure Worker Service Architecture (`Host.CreateApplicationBuilder`, Kestrel webserver removed).
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- [x] Zero-Allocation MQTT Signal Publishing (`AnalyzerMqttClient`).
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### Planned Features
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- [ ] Multi-year historical Backtesting Engine with Monte Carlo simulation.
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- [ ] Portfolio Risk Allocation & Kelly Criterion Position Sizing Engine.
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