feat(anomaly): suspension-freeze detector
- Add SuspensionFreezeDetector via the IAnomalyDetector seam: a suspension gap with the favourite unchanged and a negligible (< threshold) price move — the mirror of the flip. Score = how completely the line froze. Reuses MatchWinEvidence so UI + evaluator handle it unchanged. 6 tests. - Add AnomalyKind.SuspensionFreeze + localized card/detail label, SuspensionFreezeThreshold option, and fan it into DetectAnomaliesUseCase.
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@@ -44,4 +44,11 @@ public sealed class AnomalyOptions
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/// to flag a steam move. Must be in (0, 1). Default: 0.20 (20 percentage points).
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/// </summary>
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public decimal SteamMoveDriftThreshold { get; init; } = 0.20m;
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/// <summary>
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/// Maximum normalised implied-probability change across a suspension for it to count
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/// as a "freeze" (line resumed essentially unchanged). Must be in (0, 1).
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/// Default: 0.05 (5 percentage points).
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/// </summary>
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public decimal SuspensionFreezeThreshold { get; init; } = 0.05m;
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}
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@@ -70,6 +70,10 @@ public sealed class DetectAnomaliesUseCase
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_options.SteamMoveDriftThreshold,
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_options.MinSnapshotCount,
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_options.SuspensionGapSeconds),
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new SuspensionFreezeDetector(
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_options.SuspensionGapSeconds,
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_options.SuspensionFreezeThreshold,
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_options.MinSnapshotCount),
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};
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var events = await _eventRepo.ListAsync(ct);
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@@ -0,0 +1,107 @@
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using Marathon.Domain.Entities;
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using Marathon.Domain.Enums;
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using Marathon.Domain.ValueObjects;
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namespace Marathon.Domain.AnomalyDetection;
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/// <summary>
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/// Detects a "suspension freeze": the market was suspended (a gap larger than
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/// <c>suspensionGapSeconds</c> between adjacent live snapshots) but resumed with
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/// essentially the same line — the favourite is unchanged and the largest normalised
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/// implied-probability move is below <c>freezeThreshold</c>.
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/// </summary>
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/// <remarks>
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/// <para>
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/// This is the mirror image of <see cref="AnomalyDetector"/> (SuspensionFlip): the flip
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/// fires on a large favourite-changing move across a suspension; the freeze fires when
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/// the bookmaker paused but did <i>not</i> move — a tell that they were uncertain or
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/// gathering information rather than repricing.
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/// </para>
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/// <para>
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/// Score = how completely the line froze: <c>1 − (maxMove / freezeThreshold)</c>, so a
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/// perfectly unchanged line scores ~1.0 and one near the threshold scores near 0. The
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/// shared <see cref="MatchWinEvidence"/> shape (pre ≈ post) conveys the freeze directly,
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/// and the outcome evaluator grades the unchanged favourite like any other anomaly.
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/// </para>
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/// </remarks>
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public sealed class SuspensionFreezeDetector : IAnomalyDetector
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{
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private readonly int _suspensionGapSeconds;
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private readonly decimal _freezeThreshold;
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private readonly int _minSnapshotCount;
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/// <param name="suspensionGapSeconds">Minimum adjacent-snapshot gap (seconds) classed as a suspension.</param>
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/// <param name="freezeThreshold">Maximum normalised probability move to count as frozen; in (0, 1).</param>
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/// <param name="minSnapshotCount">Minimum live snapshots before detection runs (>= 2).</param>
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public SuspensionFreezeDetector(int suspensionGapSeconds, decimal freezeThreshold, int minSnapshotCount)
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{
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if (suspensionGapSeconds <= 0)
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throw new ArgumentOutOfRangeException(nameof(suspensionGapSeconds), suspensionGapSeconds, "Must be positive.");
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if (freezeThreshold is <= 0m or >= 1m)
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throw new ArgumentOutOfRangeException(nameof(freezeThreshold), freezeThreshold, "Must be in (0, 1).");
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if (minSnapshotCount < 2)
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throw new ArgumentOutOfRangeException(nameof(minSnapshotCount), minSnapshotCount, "Must be at least 2.");
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_suspensionGapSeconds = suspensionGapSeconds;
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_freezeThreshold = freezeThreshold;
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_minSnapshotCount = minSnapshotCount;
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}
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/// <inheritdoc />
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public IReadOnlyList<Anomaly> Detect(EventId eventId, IReadOnlyList<OddsSnapshot> snapshots)
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{
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ArgumentNullException.ThrowIfNull(eventId);
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ArgumentNullException.ThrowIfNull(snapshots);
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var live = snapshots
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.Where(s => s.Source == OddsSource.Live)
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.OrderBy(s => s.CapturedAt)
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.ToList();
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if (live.Count < _minSnapshotCount)
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return Array.Empty<Anomaly>();
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var suspensionGap = TimeSpan.FromSeconds(_suspensionGapSeconds);
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var anomalies = new List<Anomaly>();
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for (int i = 0; i < live.Count - 1; i++)
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{
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var pre = live[i];
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var post = live[i + 1];
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if (post.CapturedAt - pre.CapturedAt <= suspensionGap)
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continue;
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var preProbs = MatchWinEvidence.Extract(pre);
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var postProbs = MatchWinEvidence.Extract(post);
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if (preProbs is null || postProbs is null)
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continue;
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decimal maxMove = Math.Max(
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Math.Abs(postProbs.P1 - preProbs.P1),
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Math.Abs(postProbs.P2 - preProbs.P2));
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if (preProbs.PDraw.HasValue && postProbs.PDraw.HasValue)
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maxMove = Math.Max(maxMove, Math.Abs(postProbs.PDraw.Value - preProbs.PDraw.Value));
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var favouriteUnchanged =
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MatchWinEvidence.Favourite(preProbs) == MatchWinEvidence.Favourite(postProbs);
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// Strictly below the threshold so the score stays in (0, 1].
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if (!favouriteUnchanged || maxMove >= _freezeThreshold)
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continue;
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var score = 1m - (maxMove / _freezeThreshold);
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var gapSeconds = (int)(post.CapturedAt - pre.CapturedAt).TotalSeconds;
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var evidenceJson = MatchWinEvidence.BuildJson(gapSeconds, pre, preProbs, post, postProbs);
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anomalies.Add(new Anomaly(
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Id: Guid.NewGuid(),
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EventId: eventId,
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DetectedAt: MoscowTime.Now,
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Kind: AnomalyKind.SuspensionFreeze,
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Score: score,
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EvidenceJson: evidenceJson));
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}
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return anomalies.AsReadOnly();
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}
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}
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@@ -16,4 +16,10 @@ public enum AnomalyKind
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/// continuous window (no suspension) — money moving the line ("steam").
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/// </summary>
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SteamMove,
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/// <summary>
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/// The bookmaker suspended the market but resumed with essentially the same line
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/// (favourite unchanged, negligible price move) — a freeze signalling uncertainty.
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/// </summary>
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SuspensionFreeze,
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}
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@@ -43,7 +43,8 @@
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"MinSnapshotCount": 3,
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"DetectionIntervalSeconds": 60,
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"SteamMoveWindowSeconds": 120,
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"SteamMoveDriftThreshold": 0.20
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"SteamMoveDriftThreshold": 0.20,
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"SuspensionFreezeThreshold": 0.05
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},
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"Notifications": {
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"Enabled": false,
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@@ -211,9 +211,10 @@
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private string KindLabel(AnomalyKind kind) => kind switch
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{
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AnomalyKind.SuspensionFlip => L["Anomaly.Kind.SuspensionFlip"],
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AnomalyKind.SteamMove => L["Anomaly.Kind.SteamMove"],
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_ => kind.ToString(),
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AnomalyKind.SuspensionFlip => L["Anomaly.Kind.SuspensionFlip"],
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AnomalyKind.SteamMove => L["Anomaly.Kind.SteamMove"],
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AnomalyKind.SuspensionFreeze => L["Anomaly.Kind.SuspensionFreeze"],
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_ => kind.ToString(),
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};
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private string SportLabel(int code) => SportLabels.Resolve(L, code);
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@@ -105,9 +105,10 @@
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private string KindLabel(AnomalyKind kind) => kind switch
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{
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AnomalyKind.SuspensionFlip => L["Anomaly.Kind.SuspensionFlip"],
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AnomalyKind.SteamMove => L["Anomaly.Kind.SteamMove"],
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_ => kind.ToString(),
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AnomalyKind.SuspensionFlip => L["Anomaly.Kind.SuspensionFlip"],
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AnomalyKind.SteamMove => L["Anomaly.Kind.SteamMove"],
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AnomalyKind.SuspensionFreeze => L["Anomaly.Kind.SuspensionFreeze"],
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_ => kind.ToString(),
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};
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private static string FormatGap(int seconds)
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@@ -167,6 +167,7 @@
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<data name="Anomaly.Live"><value>Anomaly</value></data>
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<data name="Anomaly.Kind.SuspensionFlip"><value>Suspension flip</value></data>
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<data name="Anomaly.Kind.SteamMove"><value>Steam move</value></data>
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<data name="Anomaly.Kind.SuspensionFreeze"><value>Suspension freeze</value></data>
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<data name="Anomaly.Score"><value>Confidence</value></data>
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<!-- Phase 7 — Anomaly feed UI -->
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@@ -180,6 +180,7 @@
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<data name="Anomaly.Live"><value>Аномалия</value></data>
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<data name="Anomaly.Kind.SuspensionFlip"><value>Разворот после заморозки</value></data>
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<data name="Anomaly.Kind.SteamMove"><value>Движение линии</value></data>
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<data name="Anomaly.Kind.SuspensionFreeze"><value>Заморозка линии</value></data>
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<data name="Anomaly.Score"><value>Уверенность</value></data>
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<!-- Phase 7 — Лента аномалий -->
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@@ -0,0 +1,104 @@
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using FluentAssertions;
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using Marathon.Domain.AnomalyDetection;
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using Marathon.Domain.Entities;
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using Marathon.Domain.Enums;
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using Marathon.Domain.ValueObjects;
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namespace Marathon.Domain.Tests.AnomalyDetection;
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public sealed class SuspensionFreezeDetectorTests
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{
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private static readonly TimeSpan MoscowOffset = TimeSpan.FromHours(3);
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private static readonly DateTimeOffset BaseTime = new(2026, 5, 10, 18, 0, 0, MoscowOffset);
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private static readonly EventId Event = new("26000002");
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// suspension gap 60s, freeze threshold 0.05, min 3 snapshots.
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private static SuspensionFreezeDetector CreateSut() => new(60, 0.05m, 3);
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private static OddsSnapshot Live(int seconds, decimal r1, decimal r2) =>
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new(Event, BaseTime.AddSeconds(seconds), OddsSource.Live,
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new List<Bet>
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{
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new(MatchScope.Instance, BetType.Win, Side.Side1, null, new OddsRate(r1)),
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new(MatchScope.Instance, BetType.Win, Side.Side2, null, new OddsRate(r2)),
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});
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[Fact]
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public void Should_FlagFreeze_When_SuspensionResumesUnchanged()
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{
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// 90s gap between the 2nd and 3rd snapshot; line resumes identical.
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var snapshots = new[]
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{
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Live(0, 1.5m, 3.0m),
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Live(30, 1.5m, 3.0m),
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Live(120, 1.5m, 3.0m), // 90s gap, unchanged
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Live(150, 1.5m, 3.0m),
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};
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var result = CreateSut().Detect(Event, snapshots);
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result.Should().ContainSingle();
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result[0].Kind.Should().Be(AnomalyKind.SuspensionFreeze);
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result[0].Score.Should().Be(1.0m, "an unchanged line is a complete freeze");
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}
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[Fact]
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public void Should_NotFlag_When_FlipAcrossSuspension()
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{
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// Favourite changes across the gap — that is the SuspensionFlip detector's job.
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var snapshots = new[]
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{
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Live(0, 1.3m, 4.0m),
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Live(30, 1.3m, 4.0m),
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Live(120, 4.0m, 1.3m), // 90s gap, flipped
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Live(150, 4.0m, 1.3m),
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};
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CreateSut().Detect(Event, snapshots).Should().BeEmpty();
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}
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[Fact]
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public void Should_NotFlag_When_NoSuspensionGap()
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{
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// Continuous 30s steps — no gap exceeds the 60s suspension threshold.
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var snapshots = new[]
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{
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Live(0, 1.5m, 3.0m),
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Live(30, 1.5m, 3.0m),
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Live(60, 1.5m, 3.0m),
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};
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CreateSut().Detect(Event, snapshots).Should().BeEmpty();
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}
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[Fact]
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public void Should_ReturnEmpty_When_FewerThanMinSnapshots()
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{
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var snapshots = new[] { Live(0, 1.5m, 3.0m), Live(120, 1.5m, 3.0m) };
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CreateSut().Detect(Event, snapshots).Should().BeEmpty();
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}
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[Fact]
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public void Should_EmitParseableEvidence_For_DetectedFreeze()
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{
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var snapshots = new[]
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{
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Live(0, 1.5m, 3.0m),
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Live(30, 1.5m, 3.0m),
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Live(120, 1.5m, 3.0m),
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};
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var anomaly = CreateSut().Detect(Event, snapshots).First();
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AnomalyEvidenceParser.TryParse(anomaly.EvidenceJson, out var data).Should().BeTrue();
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data.PreSuspension.Favourite.Should().Be(data.PostSuspension.Favourite, "the favourite is unchanged in a freeze");
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}
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[Fact]
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public void Should_Throw_When_FreezeThresholdOutOfRange()
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{
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var act = () => new SuspensionFreezeDetector(60, 0m, 3);
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act.Should().Throw<ArgumentOutOfRangeException>();
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}
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}
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