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 +1,48 @@
+using FluentAssertions;
+using Marathon.Application.Abstractions;
+using Marathon.Application.UseCases;
+using Marathon.Domain.Backtesting;
+using Marathon.Domain.Entities;
+using Microsoft.Extensions.Logging.Abstractions;
+using NSubstitute;
+
+namespace Marathon.Application.Tests.UseCases;
+
+public sealed class CompareStrategiesUseCaseTests
+{
+    private readonly ISavedStrategyRepository _strategies = Substitute.For<ISavedStrategyRepository>();
+    private readonly IAnomalyRepository _anomalies = Substitute.For<IAnomalyRepository>();
+    private readonly IEventRepository _events = Substitute.For<IEventRepository>();
+    private readonly IResultRepository _results = Substitute.For<IResultRepository>();
+
+    private CompareStrategiesUseCase CreateSut()
+    {
+        var backtest = new RunBacktestUseCase(_anomalies, _events, _results, NullLogger<RunBacktestUseCase>.Instance);
+        return new CompareStrategiesUseCase(_strategies, backtest, NullLogger<CompareStrategiesUseCase>.Instance);
+    }
+
+    [Fact]
+    public async Task Empty_When_NoPresets()
+    {
+        _strategies.ListAsync(Arg.Any<CancellationToken>()).Returns(Array.Empty<SavedStrategy>());
+
+        (await CreateSut().ExecuteAsync(null)).Should().BeEmpty();
+    }
+
+    [Fact]
+    public async Task RunsEachPreset_PreservingNameAndOrder()
+    {
+        _strategies.ListAsync(Arg.Any<CancellationToken>()).Returns(new[]
+        {
+            SavedStrategy.Create("Alpha", BacktestStrategy.Default),
+            SavedStrategy.Create("Beta", BacktestStrategy.Default),
+        });
+        // No anomalies → each backtest returns a 0-bet result; events/results are never queried.
+        _anomalies.ListAsync(Arg.Any<CancellationToken>()).Returns(Array.Empty<Anomaly>());
+
+        var rows = await CreateSut().ExecuteAsync(null);
+
+        rows.Select(r => r.Name).Should().ContainInOrder("Alpha", "Beta");
+        rows.Should().OnlyContain(r => r.Result.BetsPlaced == 0);
+    }
+}