- 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).
- 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.
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>
alexei.dolgolyov