feat(backtest): strategy comparison (head-to-head)

New /anomalies/compare page runs every saved strategy preset over the same window and ranks them by ROI — bets, W–L, hit-rate, net, and max drawdown side by side, with the best ROI flagged. Auto-runs on load with an optional date-range refine. - CompareStrategiesUseCase fans RunBacktestUseCase over saved presets (re-loads the anomaly set per preset — fine for the handful a user keeps; stays bug-for-bug identical to a single backtest run). - StrategyComparisonService.BuildVm (pure) computes per-row hit-rate + a single best-by-ROI flag; nav entry + en/ru resx. - 6 tests: use-case fan-out + BuildVm best/tie/no-bets/hit-rate.
2026-05-29 11:32:01 +03:00
parent e60b5bf57e
commit 6e12dd73c3
12 changed files with 636 additions and 0 deletions
@@ -0,0 +1,60 @@
+using Marathon.Application.Abstractions;
+using Marathon.Application.Storage;
+using Marathon.Domain.Backtesting;
+using Microsoft.Extensions.Logging;
+
+namespace Marathon.Application.UseCases;
+
+/// <summary>One saved strategy preset paired with its backtest result over a shared window.</summary>
+public sealed record StrategyComparison(Guid StrategyId, string Name, BacktestResult Result);
+
+/// <summary>
+/// Runs every saved strategy preset over the same anomaly window and returns their
+/// backtest results side by side, so the user can see which staking configuration wins.
+/// </summary>
+/// <remarks>
+/// Delegates to <see cref="RunBacktestUseCase"/> once per preset — the anomaly set is
+/// re-loaded per run, which is fine for the handful of presets a user keeps. Keeping the
+/// composition at the use-case level (rather than re-implementing candidate loading) means
+/// the comparison stays bug-for-bug identical to a single backtest run.
+/// </remarks>
+public sealed class CompareStrategiesUseCase
+{
+    private readonly ISavedStrategyRepository _strategies;
+    private readonly RunBacktestUseCase _backtest;
+    private readonly ILogger<CompareStrategiesUseCase> _logger;
+
+    public CompareStrategiesUseCase(
+        ISavedStrategyRepository strategies,
+        RunBacktestUseCase backtest,
+        ILogger<CompareStrategiesUseCase> logger)
+    {
+        _strategies = strategies ?? throw new ArgumentNullException(nameof(strategies));
+        _backtest = backtest ?? throw new ArgumentNullException(nameof(backtest));
+        _logger = logger ?? throw new ArgumentNullException(nameof(logger));
+    }
+
+    /// <summary>
+    /// Backtests each saved preset over <paramref name="dateRange"/> (null = all graded
+    /// anomalies). Returns one row per preset in saved (name-ascending) order; empty when
+    /// the user has saved no strategies.
+    /// </summary>
+    public async Task<IReadOnlyList<StrategyComparison>> ExecuteAsync(
+        DateRange? dateRange, CancellationToken ct = default)
+    {
+        var presets = await _strategies.ListAsync(ct).ConfigureAwait(false);
+        if (presets.Count == 0)
+            return Array.Empty<StrategyComparison>();
+
+        var rows = new List<StrategyComparison>(presets.Count);
+        foreach (var preset in presets)
+        {
+            ct.ThrowIfCancellationRequested();
+            var result = await _backtest.ExecuteAsync(preset.Strategy, dateRange, ct).ConfigureAwait(false);
+            rows.Add(new StrategyComparison(preset.Id, preset.Name, result));
+        }
+
+        _logger.LogInformation("CompareStrategiesUseCase: compared {Count} preset(s)", rows.Count);
+        return rows;
+    }
+}