maraphon-app/src/Marathon.Application/UseCases/RunBacktestUseCase.cs

using Marathon.Application.Abstractions;
using Marathon.Application.Storage;
using Marathon.Domain.AnomalyDetection;
using Marathon.Domain.Backtesting;
using Marathon.Domain.Entities;
using Microsoft.Extensions.Logging;
using DomainEventId = Marathon.Domain.ValueObjects.EventId;

namespace Marathon.Application.UseCases;

/// <summary>
/// Loads every persisted anomaly paired with its event metadata and result,
/// constructs <see cref="BacktestCandidate"/> rows, and runs the pure
/// <see cref="BacktestSimulator"/> with the supplied strategy.
/// </summary>
/// <remarks>
/// <para>
/// Composes the two analytics features already in place: anomalies come from
/// the SuspensionFlip detector, and results come from the results loader. The
/// simulator never touches I/O — all data loading happens here, then the run
/// is a deterministic function of (strategy, candidates).
/// </para>
/// <para>
/// Anomalies whose evidence JSON fails to parse, whose source events lack a
/// final result, or whose event row has been pruned are filtered out before
/// simulation. They are not counted as "skipped" by the simulator — the
/// simulator's <see cref="BacktestResult.Skipped"/> counter only reflects
/// runs the strategy chose not to bet on (below threshold, no edge, etc.).
/// </para>
/// </remarks>
public sealed class RunBacktestUseCase
{
    private readonly IAnomalyRepository _anomalies;
    private readonly IEventRepository _events;
    private readonly IResultRepository _results;
    private readonly ILogger<RunBacktestUseCase> _logger;

    public RunBacktestUseCase(
        IAnomalyRepository anomalies,
        IEventRepository events,
        IResultRepository results,
        ILogger<RunBacktestUseCase> logger)
    {
        _anomalies = anomalies ?? throw new ArgumentNullException(nameof(anomalies));
        _events = events ?? throw new ArgumentNullException(nameof(events));
        _results = results ?? throw new ArgumentNullException(nameof(results));
        _logger = logger ?? throw new ArgumentNullException(nameof(logger));
    }

    /// <summary>Runs the backtest over every graded anomaly (no date filter).</summary>
    public Task<BacktestResult> ExecuteAsync(
        BacktestStrategy strategy,
        CancellationToken ct = default)
        => ExecuteAsync(strategy, dateRange: null, ct);

    /// <summary>
    /// Runs the backtest over anomalies detected within <paramref name="dateRange"/>
    /// (inclusive); pass <c>null</c> to include every graded anomaly. The date filter
    /// is pushed to SQL via <see cref="IAnomalyRepository.ListByDateRangeAsync"/>.
    /// </summary>
    public async Task<BacktestResult> ExecuteAsync(
        BacktestStrategy strategy,
        DateRange? dateRange,
        CancellationToken ct)
    {
        ArgumentNullException.ThrowIfNull(strategy);

        _logger.LogInformation(
            "RunBacktestUseCase: started — bankroll={Bankroll}, minScore={MinScore}, stakeRule={Rule}, range={Range}",
            strategy.StartingBankroll, strategy.MinScore, strategy.StakeRule,
            dateRange is null ? "all" : $"{dateRange.From:O}..{dateRange.To:O}");

        var anomalies = dateRange is null
            ? await _anomalies.ListAsync(ct).ConfigureAwait(false)
            : await _anomalies.ListByDateRangeAsync(dateRange.From, dateRange.To, ct).ConfigureAwait(false);
        if (anomalies.Count == 0)
        {
            _logger.LogInformation("RunBacktestUseCase: no anomalies — empty result");
            return BacktestSimulator.Run(strategy, Array.Empty<BacktestCandidate>());
        }

        // Batched lookups — a single query each, replacing the prior per-event
        // GetAsync round-trip (N+1 against SQLite).
        var distinctEventIds = anomalies.Select(a => a.EventId).Distinct().ToList();

        var eventLookup = await _events.GetManyAsync(distinctEventIds, ct).ConfigureAwait(false);
        var resultLookup = await _results.GetManyAsync(distinctEventIds, ct).ConfigureAwait(false);

        var titles = new Dictionary<DomainEventId, string>(eventLookup.Count);
        foreach (var (id, ev) in eventLookup)
            titles[id] = ev.Title;

        var candidates = new List<BacktestCandidate>(anomalies.Count);
        foreach (var anomaly in anomalies)
        {
            ct.ThrowIfCancellationRequested();

            // Cannot simulate a bet whose event hasn't been graded yet.
            if (!resultLookup.TryGetValue(anomaly.EventId, out var result))
                continue;

            if (!AnomalyEvidenceParser.TryParse(anomaly.EvidenceJson, out var evidence))
                continue;

            eventLookup.TryGetValue(anomaly.EventId, out var ev);
            candidates.Add(new BacktestCandidate(anomaly, evidence, result, ev?.Sport));
        }

        var simResult = BacktestSimulator.Run(strategy, candidates, titles);

        _logger.LogInformation(
            "RunBacktestUseCase: done — bets={Bets}, wins={Wins}, losses={Losses}, ROI={Roi:0.##}%, finalBankroll={Final}",
            simResult.BetsPlaced, simResult.Wins, simResult.Losses,
            simResult.RoiPercent ?? 0m, simResult.FinalBankroll);

        return simResult;
    }
}