Adds an interactive backtester that replays the SuspensionFlip detector over
all flagged anomalies under a chosen score threshold and staking rule
(flat / percent-of-bankroll / Kelly), and reports the headline numbers a
user needs to judge edge: final bankroll, ROI, max drawdown (peak-to-trough),
win/loss streaks, plus per-bet equity curve.
Domain (pure):
- StakeRule enum + BacktestStrategy params (with validation).
- BacktestSimulator: deterministic function taking strategy + chronological
candidates → BacktestResult. Implements Kelly with post-flip implied prob
as p (skipping negative-edge bets), peak-to-trough drawdown tracking, and
win/loss streak rollups. Mirrors AnomalyOutcomeEvaluator on the 2-way Draw
guard so tennis data inconsistencies are refused rather than miss-counted.
- Skipped counter split into SkippedByThreshold / SkippedByDataQuality /
SkippedByBankroll so the UI can distinguish "strategy choice" from
"data-quality" from "bankroll empty".
Application:
- RunBacktestUseCase: loads anomalies + events + results, parses evidence,
builds candidates, hands event titles into the simulator so the UI does
zero repository round-trips of its own.
UI:
- Pages/Anomalies/Backtest.razor: hero, strategy form (MudBlazor — conditional
sub-field per staking rule), 4-card KPI strip (final bankroll / net profit
/ ROI / max drawdown), counters row, inline-SVG equity curve, trade-trace
table with per-bet outcome pills and link-back to the source anomaly.
- Nav entry under Analysis. RU + EN i18n.
Tests: +20 (16 simulator math — flat / percent compounding / Kelly +/-
edge / quarter-Kelly / bankroll-exceeded / out-of-order chronology / Draw
favourite / multi-window drawdown / event-title pass-through + 4 use-case
join). All 399 tests pass.
Money rounding switched to MidpointRounding.AwayFromZero throughout the
simulator output for accounting convention.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
