feat(paper-trading): forward-test ledger engine

Adds a background forward-test engine that records flat-stake "paper" bets for directional anomalies as they fire and settles them when results arrive, measuring the detector's live, out-of-sample edge — the antidote to backtest overfitting. The results UI is a follow-up. - Domain: PaperBet entity (Rate>1 / Stake>0 invariants, Open factory, SettleAgainst — Won pays stake x rate, else Lost) + AnomalyEvidenceSide.RateFor. - Application: OpenPaperBetsUseCase (directional + score gate, dedups by AnomalyId, picks the post-flip favourite and its locked-in rate) and SettlePaperBetsUseCase (Won when pick == winner else Lost; ungraded events stay open; batched result lookup). - Infrastructure: PaperBetEntity + config (TEXT decimals, unique AnomalyId index, Outcome index), repository, mapping, additive AddPaperBets migration, and PaperTradingWorker (config-gated, baseline since-marker, open+settle per cycle). - Config: PaperTradingOptions / appsettings PaperTrading (Enabled:false default). - 25 tests: domain settlement, both use cases, and a real-SQLite round-trip incl. the unique-AnomalyId double-open backstop.
2026-05-29 02:25:54 +03:00
parent 2a0ea7b3a6
commit f622dadf95
23 changed files with 1525 additions and 0 deletions
@@ -0,0 +1,52 @@
+using Microsoft.EntityFrameworkCore.Migrations;
+
+#nullable disable
+
+namespace Marathon.Infrastructure.Migrations
+{
+    /// <inheritdoc />
+    public partial class AddPaperBets : Migration
+    {
+        /// <inheritdoc />
+        protected override void Up(MigrationBuilder migrationBuilder)
+        {
+            migrationBuilder.CreateTable(
+                name: "PaperBets",
+                columns: table => new
+                {
+                    Id = table.Column<string>(type: "TEXT", nullable: false),
+                    AnomalyId = table.Column<string>(type: "TEXT", nullable: false),
+                    EventCode = table.Column<string>(type: "TEXT", nullable: false),
+                    PickedSide = table.Column<int>(type: "INTEGER", nullable: false),
+                    Rate = table.Column<decimal>(type: "TEXT", nullable: false),
+                    Stake = table.Column<decimal>(type: "TEXT", nullable: false),
+                    OpenedAt = table.Column<string>(type: "TEXT", nullable: false),
+                    Outcome = table.Column<int>(type: "INTEGER", nullable: false),
+                    SettledAt = table.Column<string>(type: "TEXT", nullable: true),
+                    Payout = table.Column<decimal>(type: "TEXT", nullable: true)
+                },
+                constraints: table =>
+                {
+                    table.PrimaryKey("PK_PaperBets", x => x.Id);
+                });
+
+            migrationBuilder.CreateIndex(
+                name: "IX_PaperBets_AnomalyId",
+                table: "PaperBets",
+                column: "AnomalyId",
+                unique: true);
+
+            migrationBuilder.CreateIndex(
+                name: "IX_PaperBets_Outcome",
+                table: "PaperBets",
+                column: "Outcome");
+        }
+
+        /// <inheritdoc />
+        protected override void Down(MigrationBuilder migrationBuilder)
+        {
+            migrationBuilder.DropTable(
+                name: "PaperBets");
+        }
+    }
+}