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.
This commit is contained in:
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using FluentAssertions;
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using Marathon.Application.Abstractions;
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using Marathon.Application.UseCases;
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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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using Microsoft.Extensions.Logging.Abstractions;
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using NSubstitute;
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namespace Marathon.Application.Tests.UseCases;
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public sealed class OpenPaperBetsUseCaseTests
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{
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private static readonly TimeSpan Msk = TimeSpan.FromHours(3);
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private static readonly DateTimeOffset T0 = new(2026, 5, 20, 18, 0, 0, Msk);
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private readonly IAnomalyRepository _anomalies = Substitute.For<IAnomalyRepository>();
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private readonly IPaperBetRepository _paperBets = Substitute.For<IPaperBetRepository>();
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public OpenPaperBetsUseCaseTests()
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{
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// Default: nothing already forward-tested.
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_paperBets
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.GetExistingAnomalyIdsAsync(Arg.Any<IReadOnlyCollection<Guid>>(), Arg.Any<CancellationToken>())
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.Returns(new HashSet<Guid>());
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}
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private OpenPaperBetsUseCase CreateSut() =>
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new(_anomalies, _paperBets, NullLogger<OpenPaperBetsUseCase>.Instance);
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// Flip: pre favourite Side1, post favourite Side2 @ 1.60.
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private const string FlipToSide2 = """
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{"suspensionGapSeconds":90,
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"preSuspension":{"capturedAt":"2026-05-20T18:00:00+03:00","p1":0.6,"p2":0.4,"rate1":1.6,"rate2":2.5},
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"postSuspension":{"capturedAt":"2026-05-20T18:02:00+03:00","p1":0.4,"p2":0.6,"rate1":2.5,"rate2":1.6}}
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""";
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private static Anomaly Anomaly(AnomalyKind kind, decimal score, string evidence) =>
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new(Guid.NewGuid(), new EventId("26000001"), T0.AddMinutes(2), kind, score, evidence);
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private void HaveAnomalies(params Anomaly[] anomalies) =>
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_anomalies
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.ListByDateRangeAsync(Arg.Any<DateTimeOffset?>(), Arg.Any<DateTimeOffset?>(), Arg.Any<CancellationToken>())
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.Returns(anomalies);
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[Fact]
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public async Task Opens_DirectionalAboveThreshold_WithPostFavouriteAndRate()
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{
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var a = Anomaly(AnomalyKind.SuspensionFlip, 0.7m, FlipToSide2);
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HaveAnomalies(a);
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var opened = await CreateSut().ExecuteAsync(T0, T0.AddMinutes(5), minScore: 0.5m, flatStake: 10m);
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opened.Should().ContainSingle();
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opened[0].AnomalyId.Should().Be(a.Id);
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opened[0].PickedSide.Should().Be(Side.Side2);
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opened[0].Rate.Should().Be(1.6m);
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opened[0].Stake.Should().Be(10m);
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opened[0].Outcome.Should().Be(BetOutcome.Pending);
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await _paperBets.Received(1).AddAsync(Arg.Any<PaperBet>(), Arg.Any<CancellationToken>());
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await _paperBets.Received(1).SaveChangesAsync(Arg.Any<CancellationToken>());
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}
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[Fact]
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public async Task Skips_NonDirectionalKinds()
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{
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HaveAnomalies(Anomaly(AnomalyKind.SuspensionFreeze, 0.9m, FlipToSide2));
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var opened = await CreateSut().ExecuteAsync(T0, T0.AddMinutes(5), 0.5m, 10m);
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opened.Should().BeEmpty();
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await _paperBets.DidNotReceive().AddAsync(Arg.Any<PaperBet>(), Arg.Any<CancellationToken>());
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}
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[Fact]
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public async Task Skips_BelowThreshold()
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{
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HaveAnomalies(Anomaly(AnomalyKind.SuspensionFlip, 0.3m, FlipToSide2));
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(await CreateSut().ExecuteAsync(T0, T0.AddMinutes(5), 0.5m, 10m)).Should().BeEmpty();
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}
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[Fact]
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public async Task Skips_AnomaliesThatAlreadyHaveAPaperBet()
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{
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var a = Anomaly(AnomalyKind.SuspensionFlip, 0.7m, FlipToSide2);
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HaveAnomalies(a);
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_paperBets
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.GetExistingAnomalyIdsAsync(Arg.Any<IReadOnlyCollection<Guid>>(), Arg.Any<CancellationToken>())
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.Returns(new HashSet<Guid> { a.Id });
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(await CreateSut().ExecuteAsync(T0, T0.AddMinutes(5), 0.5m, 10m)).Should().BeEmpty();
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await _paperBets.DidNotReceive().AddAsync(Arg.Any<PaperBet>(), Arg.Any<CancellationToken>());
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}
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[Fact]
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public async Task Skips_AnomaliesWithUnparseableEvidence()
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{
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HaveAnomalies(Anomaly(AnomalyKind.SuspensionFlip, 0.7m, "not json"));
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(await CreateSut().ExecuteAsync(T0, T0.AddMinutes(5), 0.5m, 10m)).Should().BeEmpty();
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}
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[Fact]
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public async Task Throws_When_FlatStakeNotPositive()
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{
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var act = async () => await CreateSut().ExecuteAsync(T0, T0.AddMinutes(5), 0.5m, 0m);
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await act.Should().ThrowAsync<ArgumentOutOfRangeException>();
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}
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}
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@@ -0,0 +1,86 @@
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using FluentAssertions;
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using Marathon.Application.Abstractions;
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using Marathon.Application.UseCases;
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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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using Microsoft.Extensions.Logging.Abstractions;
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using NSubstitute;
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namespace Marathon.Application.Tests.UseCases;
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public sealed class SettlePaperBetsUseCaseTests
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{
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private static readonly TimeSpan Msk = TimeSpan.FromHours(3);
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private static readonly DateTimeOffset T0 = new(2026, 5, 20, 18, 0, 0, Msk);
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private readonly IPaperBetRepository _paperBets = Substitute.For<IPaperBetRepository>();
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private readonly IResultRepository _results = Substitute.For<IResultRepository>();
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private SettlePaperBetsUseCase CreateSut() =>
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new(_paperBets, _results, NullLogger<SettlePaperBetsUseCase>.Instance);
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private static PaperBet Open(string eventCode, Side pick) =>
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PaperBet.Open(Guid.NewGuid(), new EventId(eventCode), pick, 2.0m, 10m, T0);
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private static EventResult Result(string eventCode, Side winner) =>
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new(new EventId(eventCode), 2, 1, winner, T0.AddHours(2));
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private void HaveOpen(params PaperBet[] bets) =>
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_paperBets.ListByOutcomeAsync(BetOutcome.Pending, Arg.Any<CancellationToken>()).Returns(bets);
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private void HaveResults(params EventResult[] results) =>
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_results
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.GetManyAsync(Arg.Any<IReadOnlyCollection<EventId>>(), Arg.Any<CancellationToken>())
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.Returns(results.ToDictionary(r => r.EventId));
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[Fact]
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public async Task Settles_Won_When_PickMatchesWinner()
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{
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HaveOpen(Open("e1", Side.Side1));
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HaveResults(Result("e1", Side.Side1));
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var settled = await CreateSut().ExecuteAsync();
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settled.Should().Be(1);
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await _paperBets.Received(1).UpdateAsync(
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Arg.Is<PaperBet>(b => b.Outcome == BetOutcome.Won && b.Payout == 20m),
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Arg.Any<CancellationToken>());
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await _paperBets.Received(1).SaveChangesAsync(Arg.Any<CancellationToken>());
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}
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[Fact]
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public async Task Settles_Lost_When_PickMisses()
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{
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HaveOpen(Open("e1", Side.Side1));
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HaveResults(Result("e1", Side.Side2));
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await CreateSut().ExecuteAsync();
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await _paperBets.Received(1).UpdateAsync(
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Arg.Is<PaperBet>(b => b.Outcome == BetOutcome.Lost && b.Payout == 0m),
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Arg.Any<CancellationToken>());
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}
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[Fact]
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public async Task LeavesOpen_When_EventNotGradedYet()
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{
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HaveOpen(Open("e1", Side.Side1));
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HaveResults(); // none graded
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var settled = await CreateSut().ExecuteAsync();
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settled.Should().Be(0);
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await _paperBets.DidNotReceive().UpdateAsync(Arg.Any<PaperBet>(), Arg.Any<CancellationToken>());
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await _paperBets.DidNotReceive().SaveChangesAsync(Arg.Any<CancellationToken>());
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}
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[Fact]
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public async Task NoOp_When_NoOpenBets()
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{
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HaveOpen();
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(await CreateSut().ExecuteAsync()).Should().Be(0);
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await _results.DidNotReceive().GetManyAsync(Arg.Any<IReadOnlyCollection<EventId>>(), Arg.Any<CancellationToken>());
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}
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}
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@@ -0,0 +1,81 @@
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using FluentAssertions;
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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.Entities;
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public sealed class PaperBetTests
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{
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private static readonly DateTimeOffset Opened = new(2026, 5, 20, 18, 0, 0, TimeSpan.FromHours(3));
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private static PaperBet OpenBet(Side pick = Side.Side1, decimal rate = 2.00m, decimal stake = 10m) =>
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PaperBet.Open(Guid.NewGuid(), new EventId("26000001"), pick, rate, stake, Opened);
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[Fact]
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public void Open_CreatesPendingBet_WithIdentity()
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{
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var bet = OpenBet();
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bet.Id.Should().NotBe(Guid.Empty);
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bet.Outcome.Should().Be(BetOutcome.Pending);
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bet.IsOpen.Should().BeTrue();
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bet.SettledAt.Should().BeNull();
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bet.Payout.Should().BeNull();
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}
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[Theory]
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[InlineData(1.0)]
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[InlineData(0.5)]
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public void Constructor_Throws_When_RateNotAboveOne(double rate)
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{
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var act = () => OpenBet(rate: (decimal)rate);
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act.Should().Throw<ArgumentOutOfRangeException>();
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}
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[Theory]
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[InlineData(0)]
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[InlineData(-5)]
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public void Constructor_Throws_When_StakeNotPositive(double stake)
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{
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var act = () => OpenBet(stake: (decimal)stake);
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act.Should().Throw<ArgumentOutOfRangeException>();
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}
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[Fact]
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public void SettleAgainst_Win_PaysStakeTimesRate()
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{
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var bet = OpenBet(pick: Side.Side1, rate: 2.00m, stake: 10m);
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var settledAt = Opened.AddHours(2);
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var settled = bet.SettleAgainst(Side.Side1, settledAt);
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settled.Outcome.Should().Be(BetOutcome.Won);
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settled.Payout.Should().Be(20m);
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settled.SettledAt.Should().Be(settledAt);
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settled.IsOpen.Should().BeFalse();
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}
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[Fact]
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public void SettleAgainst_Loss_PaysZero()
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{
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var settled = OpenBet(pick: Side.Side1).SettleAgainst(Side.Side2, Opened.AddHours(2));
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settled.Outcome.Should().Be(BetOutcome.Lost);
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settled.Payout.Should().Be(0m);
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}
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[Fact]
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public void SettleAgainst_PreservesIdentityStakeAndRate()
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{
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var bet = OpenBet(rate: 2.00m, stake: 10m);
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var settled = bet.SettleAgainst(Side.Side1, Opened.AddHours(1));
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settled.Id.Should().Be(bet.Id);
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settled.AnomalyId.Should().Be(bet.AnomalyId);
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settled.EventId.Should().Be(bet.EventId);
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settled.Stake.Should().Be(10m);
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settled.Rate.Should().Be(2.00m);
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}
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}
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@@ -0,0 +1,139 @@
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using FluentAssertions;
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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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using Marathon.Infrastructure.Persistence.Repositories;
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using Microsoft.EntityFrameworkCore;
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namespace Marathon.Infrastructure.Tests.Persistence;
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/// <summary>
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/// Round-trip + query tests for <see cref="PaperBetRepository"/>. Uses the in-memory
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/// SQLite fixture so the table + unique AnomalyId / Outcome indexes are exercised.
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/// </summary>
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public sealed class PaperBetRoundTripTests : IDisposable
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{
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private static readonly TimeSpan Msk = TimeSpan.FromHours(3);
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private static readonly DateTimeOffset Opened = new(2026, 5, 20, 18, 0, 0, Msk);
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private readonly InMemoryDbFixture _fixture;
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private readonly PaperBetRepository _repo;
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public PaperBetRoundTripTests()
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{
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_fixture = new InMemoryDbFixture();
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_repo = new PaperBetRepository(_fixture.DbContext);
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}
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public void Dispose() => _fixture.Dispose();
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private static PaperBet Open(
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Guid? anomalyId = null, string eventCode = "26000001", Side pick = Side.Side1) =>
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PaperBet.Open(anomalyId ?? Guid.NewGuid(), new EventId(eventCode), pick, 1.95m, 10m, Opened);
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[Fact]
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public async Task RoundTrip_PreservesAllFields_ForSettledBet()
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{
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var settled = Open(pick: Side.Side2).SettleAgainst(Side.Side2, Opened.AddHours(2));
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await _repo.AddAsync(settled);
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await _repo.SaveChangesAsync();
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_fixture.DbContext.ChangeTracker.Clear();
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var got = await _repo.GetAsync(settled.Id);
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got.Should().NotBeNull();
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got!.Id.Should().Be(settled.Id);
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got.AnomalyId.Should().Be(settled.AnomalyId);
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got.EventId.Value.Should().Be("26000001");
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got.PickedSide.Should().Be(Side.Side2);
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got.Rate.Should().Be(1.95m);
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got.Stake.Should().Be(10m);
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got.OpenedAt.Should().Be(Opened);
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got.OpenedAt.Offset.Should().Be(Msk);
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got.Outcome.Should().Be(BetOutcome.Won);
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got.Payout.Should().Be(19.5m);
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got.SettledAt.Should().Be(Opened.AddHours(2));
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}
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[Fact]
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public async Task RoundTrip_OpenBet_HasNullSettlementFields()
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{
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var open = Open();
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await _repo.AddAsync(open);
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await _repo.SaveChangesAsync();
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_fixture.DbContext.ChangeTracker.Clear();
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var got = await _repo.GetAsync(open.Id);
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got!.Outcome.Should().Be(BetOutcome.Pending);
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got.SettledAt.Should().BeNull();
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got.Payout.Should().BeNull();
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}
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[Fact]
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public async Task ListByOutcomeAsync_ReturnsOnlyMatching()
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{
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await _repo.AddAsync(Open(eventCode: "open1"));
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await _repo.AddAsync(Open(eventCode: "open2"));
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await _repo.AddAsync(Open(eventCode: "won1").SettleAgainst(Side.Side1, Opened.AddHours(1)));
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await _repo.SaveChangesAsync();
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_fixture.DbContext.ChangeTracker.Clear();
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var open = await _repo.ListByOutcomeAsync(BetOutcome.Pending);
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open.Should().HaveCount(2);
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open.Should().OnlyContain(b => b.Outcome == BetOutcome.Pending);
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}
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[Fact]
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public async Task GetExistingAnomalyIdsAsync_ReturnsKnownSubset()
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{
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var known = Guid.NewGuid();
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await _repo.AddAsync(Open(anomalyId: known));
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await _repo.SaveChangesAsync();
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_fixture.DbContext.ChangeTracker.Clear();
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var unknown = Guid.NewGuid();
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var existing = await _repo.GetExistingAnomalyIdsAsync(new[] { known, unknown });
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existing.Should().ContainSingle().And.Contain(known);
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existing.Should().NotContain(unknown);
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}
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[Fact]
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public async Task GetExistingAnomalyIdsAsync_EmptyInput_ReturnsEmpty_WithoutQuery()
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{
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(await _repo.GetExistingAnomalyIdsAsync(Array.Empty<Guid>())).Should().BeEmpty();
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}
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[Fact]
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public async Task UpdateAsync_PersistsSettlement()
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{
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var bet = Open(pick: Side.Side1);
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await _repo.AddAsync(bet);
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await _repo.SaveChangesAsync();
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_fixture.DbContext.ChangeTracker.Clear();
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await _repo.UpdateAsync(bet.SettleAgainst(Side.Side1, Opened.AddHours(3)));
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await _repo.SaveChangesAsync();
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_fixture.DbContext.ChangeTracker.Clear();
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var got = await _repo.GetAsync(bet.Id);
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got!.Outcome.Should().Be(BetOutcome.Won);
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got.Payout.Should().Be(19.5m);
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}
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[Fact]
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public async Task UniqueAnomalyIdIndex_RejectsSecondBet_ForSameAnomaly()
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{
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var anomalyId = Guid.NewGuid();
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await _repo.AddAsync(Open(anomalyId: anomalyId, eventCode: "a"));
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await _repo.SaveChangesAsync();
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_fixture.DbContext.ChangeTracker.Clear();
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await _repo.AddAsync(Open(anomalyId: anomalyId, eventCode: "b"));
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var act = async () => await _repo.SaveChangesAsync();
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await act.Should().ThrowAsync<DbUpdateException>();
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}
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}
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Block a user