Commit Graph

13 Commits

Author SHA1 Message Date
alexei.dolgolyov 2a0ea7b3a6 feat(backtest): saved strategy presets (strategy editor v1)
Persist named backtest-strategy presets so a staking config (bankroll,
min-score, stake rule, flat/percent/Kelly params) can be saved, listed,
loaded back into the form, and deleted. The per-run date range is not
part of a preset.

- Domain: SavedStrategy record (name trimmed + bounded to 80 chars,
  Create() factory) wrapping the pure BacktestStrategy.
- Persistence: SavedStrategyEntity + config (TEXT decimals, unique
  case-insensitive NOCASE index on Name), repository, mapping, and a
  hand-trimmed AddSavedStrategies migration (additive — only the new
  table). Case-insensitive names mean save-by-name overwrites instead of
  creating near-duplicates.
- Application: SaveStrategyUseCase (upsert by name, keeps Id+CreatedAt) +
  DeleteStrategyUseCase.
- UI: presets panel on the Backtest page (load/save/delete) + service
  methods; fraction<->percent round-trip; en/ru resx.
- Fix: pin Sports.Code as ValueGeneratedNever — it is the bookmaker's
  natural sport id, not an autoincrement surrogate. Corrects long-standing
  model-snapshot drift; the snapshot is regenerated to match the DB.
- 25 tests across all four layers: domain validation, real-SQLite
  round-trip incl. case-insensitive lookup/uniqueness, the upsert use
  case, and the service percent mapping.
2026-05-29 02:13:16 +03:00
alexei.dolgolyov c9eee9f907 fix(anomaly): exclude non-directional kinds from grading and backtest
Review follow-up (HIGH): the three detectors fed the same evaluator/backtest, but
SuspensionFreeze is non-directional (favourite unchanged) — grading it as "favourite
won" polluted the hit-rate with the base favourite-win rate, and its high frozen-ness
score always cleared the backtest threshold.

- Add AnomalyKind.IsDirectional() (flip + steam = true, freeze = false).
- AnomalyOutcomeEvaluator returns Unresolved for non-directional kinds (favourites
  still surfaced for display) so they don't distort calibration.
- RunBacktestUseCase skips non-directional anomalies when building candidates.
- Tests for the classification, the evaluator path, and the backtest skip.
2026-05-29 01:25:16 +03:00
alexei.dolgolyov 005d4e794a feat(notifications): config-gated Telegram anomaly alerts
- INotificationSink + AnomalyNotification (Application) and a testable
  GetPendingAnomalyNotificationsUseCase (date+score filter, event-title join,
  oldest-first). 4 use-case tests.
- TelegramNotificationSink posts to the Bot API via HttpClient (no SDK dependency);
  no-ops with a warning when unconfigured and never logs the token.
- AnomalyNotificationDispatcher BackgroundService: startup-baselined marker advanced
  past the newest sent (gap- and dup-free); idles until Notifications:Enabled.
- Wire options + named client + sink + dispatcher in InfrastructureModule. Add a
  secret-free Notifications section + steam-move tuning to appsettings.json
  (bot token + chat id go in appsettings.Local.json only).
2026-05-29 00:59:57 +03:00
alexei.dolgolyov e5cd2ab30c feat(backtest): optional date-range window
- RunBacktestUseCase gains an ExecuteAsync(strategy, DateRange?, ct) overload that
  pushes the date filter to SQL via IAnomalyRepository.ListByDateRangeAsync; the
  existing no-range overload is preserved. +1 use-case test.
- BacktestForm carries optional From/To (Moscow dates) with From<=To validation and
  a ToDateRange() helper; BacktestService threads it through. Backtest page gains two
  clearable date pickers (empty = all anomalies).
- Localization (en+ru) for the backtest date fields and the settings-validation keys
  (shared resx).
2026-05-29 00:50:43 +03:00
alexei.dolgolyov f294255f10 perf: batch repository reads, index snapshots, centralize date encoding
- Add IEventRepository/IResultRepository.GetManyAsync to kill N+1 lookups at
  6 sites (backtest, outcome eval, both bet-journal paths, anomaly browsing,
  results selection); guarded by a Received(1).GetManyAsync test.
- Add EventRepository.QueryAsync to push date+sport filtering to SQL (was
  load-whole-range-then-filter); search/sort stay in-memory for Cyrillic order.
- Add AnomalyRepository.CountSinceAsync (unread badge) + ListByDateRangeAsync
  (feed date filter); add Event/Snapshot count methods for the dashboard.
- Add composite indexes IX_Snapshots_EventCode_CapturedAt and
  _EventCode_Source_CapturedAt via a new migration + model snapshot.
- Introduce SqliteDateText as the single source of the O-format date encoding
  shared by Mapping (read/write) and the repositories' range predicates.
- Fix LiveOddsPoller cadence drift (budget sleep against cycle time); make
  DetectAnomalies dedup O(1) per event; add Event.Title to dedup the title join.

Tests adapted to the batched GetManyAsync via a TestFixtures bridge.
2026-05-28 22:34:08 +03:00
alexei.dolgolyov 0d52b7beff feat(backtest): historical strategy backtester
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>
2026-05-16 18:34:42 +03:00
alexei.dolgolyov 1ad896b07e feat(my-bets): personal bet journal with CLV tracking
Adds a manual bet-tracking journal that turns the analyzer into an actual
bet tracker. Users record wagers; the journal auto-grades them when event
results land and computes per-bet Closing-Line-Value against the latest
pre-match snapshot — the strongest long-run indicator of betting skill.

Domain:
- PlacedBet entity (reuses Bet vocabulary for Scope/Type/Side/Value/Rate)
  with stake, placed-at, outcome, and notes. Derived GrossReturn / NetProfit.
- BetOutcome enum (Pending / Won / Lost / Void).
- BetOutcomeResolver: pure function grading any Match-scope bet against an
  EventResult. Handles 1X2, draws, handicap (incl. push), and totals.
  Period-scope bets stay manual since EventResult only carries full-time.

Application:
- IPlacedBetRepository abstraction.
- ClosingLineValueCalculator: pure CLV math (implied-probability delta) +
  snapshot-matching predicate by Scope/Type/Side/Value.
- BetJournalReport + BetJournalStats records.
- Four use cases: Record / ResolvePending / BuildReport / Delete.
- New ISnapshotRepository.GetLatestPreMatchAsync pushes the closing-line
  pick into a single SQLite query rather than materialising the 30-day
  window in memory per event.
- ROI turnover excludes Void stakes — pushes are not real turnover and
  including them would dilute the user's edge.

Infrastructure:
- PlacedBetEntity / Configuration / Repository / Mapping helpers.
- 20260516 migration adding the PlacedBets table with EventCode and
  Outcome indices. Intentionally NO foreign key to Events — the journal
  is user data and must survive snapshot-retention pruning. Covered by an
  explicit round-trip test.

UI:
- Pages/MyBets/Journal.razor: hero header, 4-card KPI strip (ROI / strike
  rate / avg CLV / net profit, tinted by tone), inline add-bet form with
  the same invariants as the Bet record, drill-down table with per-row
  outcome pills, CLV percentage-points column, P&L, notes underline, and
  inline-confirm delete. RU + EN i18n.
- Nav entry under Analysis.

Tests: +55 across Domain / Application / Infrastructure (resolver math
including handicap push and total push boundaries, PlacedBet invariants
and derived properties, CLV math + null-handling, four use cases under
NSubstitute, EF round-trip including survives-event-deletion). All 379
tests pass.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-16 17:45:42 +03:00
alexei.dolgolyov 292223174c feat(insights): anomaly outcome validator — hit-rate calibration page
Adds a calibration dashboard that joins persisted SuspensionFlip anomalies
with EventResult rows and reports whether the post-flip favourite actually
won — the single metric that says whether the detector is doing its job.

Domain:
- AnomalyEvidenceData + AnomalyEvidenceParser to read the JSON written by
  AnomalyDetector without re-implementing the schema.
- AnomalyOutcomeEvaluator: pure function returning Hit / Miss / Unresolved.
  Tennis-style two-way markets with a Draw winner are downgraded to
  Unresolved rather than silently counted as Miss.
- AnomalySeverityThresholds: shared Low/Medium/High constants so the UI
  badge and the report buckets cannot drift.

Application:
- EvaluateAnomalyOutcomesUseCase orchestrates the join + aggregation.
- AnomalyOutcomeReport carries totals, hit rate, three breakdowns
  (severity / sport / score bins) and a per-event title lookup so the UI
  needs no second pass over IEventRepository.
- Score bins extend below 0.30 automatically when the operator lowers the
  detector threshold so the histogram total always equals ResolvedCount.

UI:
- Insights page at /anomalies/insights — hero header, 4-card KPI strip
  (hit rate tinted by tone), three breakdown grids with bar visualisation,
  drill-down tables for resolved and unresolved anomalies. Honors
  prefers-reduced-motion. RU + EN localisation.
- Nav entry under Analysis section + chip button on the Anomaly Feed.

Tests: +42 across Domain + Application (evaluator boundary cases including
tennis two-way and Draw guard, score-bin edges, dynamic floor when
threshold is lowered, event-title pass-through). All 324 tests pass.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-16 13:53:31 +03:00
alexei.dolgolyov 286b55986b perf(scraping): parallel HTTP fan-out, sequential DB persist (HIGH)
The Pull*UseCase implementations issued one HTTP request at a time despite
Scraping:MaxConcurrentRequests=4. With 30–80 live events and ~1s per
fetch, a 5–10s live cadence target was unreachable; cycles overflowed
the configured interval.

* New Marathon.Application.Configuration.ScrapingThrottle bound from the
  shared Scraping:* section. Exposes only MaxConcurrentRequests so the
  Application layer doesn't pull in the Infrastructure-side ScrapingOptions.
* PullLiveOddsUseCase + PullUpcomingEventsUseCase split into two phases:
  - Phase 1 — Parallel.ForEachAsync over the event list with
    MaxDegreeOfParallelism = throttle.MaxConcurrentRequests. The scraper's
    Polly rate limiter still throttles to RequestsPerSecond underneath
    this fan-out, so spikes are smoothed before they hit the bookmaker.
  - Phase 2 — sequential foreach over the (Event, Snapshot) tuples
    captured in Phase 1, doing event upsert + snapshot insert. EF Core
    DbContext is not thread-safe so all DB writes stay on a single thread.
* InfrastructureModule binds ScrapingThrottle alongside AnomalyOptions.
* Failed snapshot scrapes in Phase 1 mean the event row is also NOT
  persisted in Phase 2 — previously we'd persist the row even when the
  snapshot scrape failed, leaving an orphan event with no odds. Updated
  the regression test accordingly.
* Test fixture exposes TestFixtures.Throttle(maxConcurrentRequests=1) for
  deterministic sequential test runs.
* One existing NSubstitute setup that chained Arg.Is<>() across two
  configurations was rewritten to use a single Arg.Any<>() with inline
  branching — chained matchers were leaking and returning wrong results.
2026-05-09 15:27:06 +03:00
alexei.dolgolyov 66ae038243 perf(detect-anomalies): batch snapshot loads into a single query (HIGH)
DetectAnomaliesUseCase was issuing one ISnapshotRepository.ListByEventAsync
call per event each cycle, with each call rehydrating that event's bets via
Include(s => s.Bets) — O(N) SQLite round-trips and N Include payloads on
every detection cycle.

* Add ISnapshotRepository.ListByEventsAsync(IReadOnlyCollection<EventId>, …)
  returning a per-event dictionary; events with no snapshots in range get
  Array.Empty<OddsSnapshot>() so the caller doesn't need a presence check.
* Implementation uses a single .Where(s => ids.Contains(s.EventCode))
  query and groups in memory.
* DetectAnomaliesUseCase loads the whole batch once before the foreach,
  then ProcessEventAsync receives the per-event slice as a parameter.
* Tests updated to stub the new method; per-event-failure test now
  exercises an AddAsync throw rather than a snapshot-load throw, since
  individual snapshot loads no longer fail per-event.
2026-05-09 15:17:49 +03:00
alexei.dolgolyov 9c5d3df1f2 feat(phase-8-backend): per-event results harvesting + EventPath plumbing
Implements Phase 8 Amendment 1: marathonbet.by has no public results archive
endpoint, so results must be harvested per-event by re-fetching the event
detail page until eventJsonInfo.matchIsComplete=true.

Backend changes:

* IOddsScraper:
  - ScrapeResultsAsync(DateRange) replaced with ScrapeEventResultAsync(Event)
    returning a nullable EventResult — null when match still in progress.
  - ScrapeEventOddsAsync now takes the full Event (so EventPath drives URL
    construction) instead of bare EventId.
  - New ScrapeLiveAsync() for the /su/live listing.

* Domain:
  - Event gains EventPath (nullable string) — the data-event-path attribute
    captured during scraping; required for reliable URL construction.

* Infrastructure:
  - New migration 20260506000000_AddEventPath adds the column.
  - EventEntity / EventConfiguration / Mapping / model-snapshot updated.
  - MarathonbetScraper: new ScrapeLiveAsync + ScrapeEventResultAsync; URL
    builder prefers EventPath, falls back to numeric ID for legacy rows.
  - EventListingParserBase extracts data-event-path on every listing row.

* Application:
  - PullResultsUseCase: branches on selection vs date-range, emits IProgress<
    PullResultsProgress>, returns ResultLoadOutcome (Loaded / AlreadyLoaded /
    NotYetComplete / Failed); idempotent (skips events whose result already
    exists).
  - PullLiveOddsUseCase now drives off the live listing (auto-discovers
    events that go live without ever appearing in the upcoming list) and
    backfills EventPath on legacy rows.
  - PullUpcomingEventsUseCase wires EventPath on persisted events.

* Workers: UpcomingEventsPoller updates persistence path accordingly.

* Tests: 17 net-new tests across Application + Infrastructure + Domain;
  all 293 still pass.
2026-05-09 15:10:27 +03:00
alexei.dolgolyov a6ff368015 feat(phase-7-backend): implement anomaly detection — SuspensionFlip detector, use case, poller, and tests
- AnomalyDetector (pure domain): detects odds-flip pattern from live snapshot
  timelines using implied-probability vectors (p=1/rate, normalised), flip score
  = max(|p_post−p_pre|), gated by both threshold AND favourite-changed test
- SuspensionInterval record: typed pair of (pre, post) OddsSnapshot bracketing a gap
- AnomalyOptions POCO (Application layer): bound to Anomaly:* config section with
  four fields (SuspensionGapSeconds=60, OddsFlipThreshold=0.30, MinSnapshotCount=3,
  DetectionIntervalSeconds=60)
- DetectAnomaliesUseCase: iterates all events, loads last-24h live snapshots, runs
  detector, persists new anomalies with 1-minute dedup window
- AnomalyDetectionPoller: BackgroundService polling every DetectionIntervalSeconds,
  gated by WorkerOptions.AnomalyDetectionEnabled (default true)
- DI wiring: DetectAnomaliesUseCase registered Scoped in ApplicationModule;
  AnomalyOptions bound + AnomalyDetectionPoller hosted in InfrastructureModule
- WorkerOptions.AnomalyDetectionEnabled added; appsettings.json updated
- 13 domain tests + 4 application tests; total 245/245 passing (no regression)
2026-05-05 13:15:50 +03:00
alexei.dolgolyov 2acbaa5b77 feat(phase-4): application layer + background workers — 202/202 tests green
Use cases (Marathon.Application/UseCases/):
- PullUpcomingEventsUseCase: scrape + persist new events + capture pre-match snapshots
- PullLiveOddsUseCase: refresh live snapshots for all stored events
- PullResultsUseCase: Phase 4 scaffold; delegates to ScrapeResultsAsync (Phase 3 no-op);
  Phase 8 will replace with watch-list polling
- ExportToExcelUseCase: resolves export dir from StorageOptions, delegates to IExcelExporter

ApplicationModule.AddMarathonApplication(IServiceCollection) — no IConfiguration needed.

Background workers (Marathon.Infrastructure/Workers/):
- UpcomingEventsPoller: Cronos 6-field cron schedule (default every 6 h)
- LiveOddsPoller: fixed interval (WorkerOptions.LivePollIntervalSeconds, default 30 s)
- ResultsWatchListPoller: scaffold, disabled by default (WorkerOptions.ResultsPollerEnabled=false)
All three: exception-swallowing, cancellation-aware, scoped DI via CreateAsyncScope().

InfrastructureModule.AddMarathonInfrastructure(IServiceCollection, IConfiguration):
- Composes AddMarathonPersistence + AddMarathonScraping + WorkerOptions + 3 hosted services

App.xaml.cs: replace reflection-based TryAddApplicationAndInfrastructure with direct
AddMarathonApplication() + AddMarathonInfrastructure(config) calls.

Resolved Phase 3 TODO: bind Sports:Basketball:QuarterMode from config in ScrapingModule.

appsettings.json: add Workers.LivePollIntervalSeconds, ResultsPollIntervalSeconds,
ResultsPollerEnabled; add Sports.Basketball.QuarterMode.

Settings.razor + WorkerOptions (UI) + SharedResource.*.resx: surface new Workers fields.

Tests: +14 Application use-case tests, +3 Infrastructure worker tests (185 → 202 total).
2026-05-05 12:28:15 +03:00