alexei.dolgolyov
f622dadf95
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.
64 lines
2.6 KiB
C#
64 lines
2.6 KiB
C#
using Marathon.Application.Abstractions;
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using Marathon.Application.Storage;
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using Marathon.Infrastructure.Export;
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using Marathon.Infrastructure.Persistence.Repositories;
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using Microsoft.EntityFrameworkCore;
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using Microsoft.Extensions.Configuration;
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using Microsoft.Extensions.DependencyInjection;
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using Microsoft.Extensions.Options;
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namespace Marathon.Infrastructure.Persistence;
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/// <summary>
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/// DI extension that wires up the persistence layer (DbContext, repositories, exporter).
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/// Call this from the host's DI setup — do NOT call from DependencyInjection.cs (Phase 4).
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/// </summary>
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public static class PersistenceModule
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{
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/// <summary>
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/// Registers EF Core DbContext, all repositories and the Excel exporter.
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/// Reads <c>Storage:DatabasePath</c> from <paramref name="config"/>.
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/// </summary>
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public static IServiceCollection AddMarathonPersistence(
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this IServiceCollection services,
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IConfiguration config)
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{
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services.AddOptions<StorageOptions>()
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.Bind(config.GetSection(StorageOptions.SectionName))
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.ValidateOnStart();
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services.AddDbContext<MarathonDbContext>((sp, opts) =>
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{
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var storageOptions = sp.GetRequiredService<IOptions<StorageOptions>>().Value;
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var dbPath = storageOptions.DatabasePath;
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// Ensure the directory exists
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var dir = Path.GetDirectoryName(dbPath);
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if (!string.IsNullOrEmpty(dir))
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Directory.CreateDirectory(dir);
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// Configure SQLite with WAL journal mode
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opts.UseSqlite(
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$"Data Source={dbPath}",
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sqliteOpts => sqliteOpts.CommandTimeout(30));
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});
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// Register initializer — the HOST must resolve this at startup and call InitializeAsync().
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// Example in Program.cs:
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// using var scope = app.Services.CreateScope();
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// await scope.ServiceProvider.GetRequiredService<MarathonDbContextInitializer>().InitializeAsync();
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services.AddScoped<MarathonDbContextInitializer>();
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services.AddScoped<IEventRepository, EventRepository>();
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services.AddScoped<ISnapshotRepository, SnapshotRepository>();
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services.AddScoped<IResultRepository, ResultRepository>();
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services.AddScoped<IAnomalyRepository, AnomalyRepository>();
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services.AddScoped<IPlacedBetRepository, PlacedBetRepository>();
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services.AddScoped<ISavedStrategyRepository, SavedStrategyRepository>();
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services.AddScoped<IPaperBetRepository, PaperBetRepository>();
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services.AddScoped<IExcelExporter, ExcelExporter>();
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return services;
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}
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}
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