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 +1,86 @@
+using FluentAssertions;
+using Marathon.Application.Abstractions;
+using Marathon.Application.UseCases;
+using Marathon.Domain.Entities;
+using Marathon.Domain.Enums;
+using Marathon.Domain.ValueObjects;
+using Microsoft.Extensions.Logging.Abstractions;
+using NSubstitute;
+
+namespace Marathon.Application.Tests.UseCases;
+
+public sealed class SettlePaperBetsUseCaseTests
+{
+    private static readonly TimeSpan Msk = TimeSpan.FromHours(3);
+    private static readonly DateTimeOffset T0 = new(2026, 5, 20, 18, 0, 0, Msk);
+
+    private readonly IPaperBetRepository _paperBets = Substitute.For<IPaperBetRepository>();
+    private readonly IResultRepository _results = Substitute.For<IResultRepository>();
+
+    private SettlePaperBetsUseCase CreateSut() =>
+        new(_paperBets, _results, NullLogger<SettlePaperBetsUseCase>.Instance);
+
+    private static PaperBet Open(string eventCode, Side pick) =>
+        PaperBet.Open(Guid.NewGuid(), new EventId(eventCode), pick, 2.0m, 10m, T0);
+
+    private static EventResult Result(string eventCode, Side winner) =>
+        new(new EventId(eventCode), 2, 1, winner, T0.AddHours(2));
+
+    private void HaveOpen(params PaperBet[] bets) =>
+        _paperBets.ListByOutcomeAsync(BetOutcome.Pending, Arg.Any<CancellationToken>()).Returns(bets);
+
+    private void HaveResults(params EventResult[] results) =>
+        _results
+            .GetManyAsync(Arg.Any<IReadOnlyCollection<EventId>>(), Arg.Any<CancellationToken>())
+            .Returns(results.ToDictionary(r => r.EventId));
+
+    [Fact]
+    public async Task Settles_Won_When_PickMatchesWinner()
+    {
+        HaveOpen(Open("e1", Side.Side1));
+        HaveResults(Result("e1", Side.Side1));
+
+        var settled = await CreateSut().ExecuteAsync();
+
+        settled.Should().Be(1);
+        await _paperBets.Received(1).UpdateAsync(
+            Arg.Is<PaperBet>(b => b.Outcome == BetOutcome.Won && b.Payout == 20m),
+            Arg.Any<CancellationToken>());
+        await _paperBets.Received(1).SaveChangesAsync(Arg.Any<CancellationToken>());
+    }
+
+    [Fact]
+    public async Task Settles_Lost_When_PickMisses()
+    {
+        HaveOpen(Open("e1", Side.Side1));
+        HaveResults(Result("e1", Side.Side2));
+
+        await CreateSut().ExecuteAsync();
+
+        await _paperBets.Received(1).UpdateAsync(
+            Arg.Is<PaperBet>(b => b.Outcome == BetOutcome.Lost && b.Payout == 0m),
+            Arg.Any<CancellationToken>());
+    }
+
+    [Fact]
+    public async Task LeavesOpen_When_EventNotGradedYet()
+    {
+        HaveOpen(Open("e1", Side.Side1));
+        HaveResults(); // none graded
+
+        var settled = await CreateSut().ExecuteAsync();
+
+        settled.Should().Be(0);
+        await _paperBets.DidNotReceive().UpdateAsync(Arg.Any<PaperBet>(), Arg.Any<CancellationToken>());
+        await _paperBets.DidNotReceive().SaveChangesAsync(Arg.Any<CancellationToken>());
+    }
+
+    [Fact]
+    public async Task NoOp_When_NoOpenBets()
+    {
+        HaveOpen();
+
+        (await CreateSut().ExecuteAsync()).Should().Be(0);
+        await _results.DidNotReceive().GetManyAsync(Arg.Any<IReadOnlyCollection<EventId>>(), Arg.Any<CancellationToken>());
+    }
+}