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.
25 lines
961 B
C#
25 lines
961 B
C#
using Marathon.Domain.Entities;
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using Marathon.Domain.Enums;
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namespace Marathon.Application.Abstractions;
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/// <summary>
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/// Repository for <see cref="PaperBet"/> entities — the forward-test ledger written
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/// by the paper-trading worker.
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/// </summary>
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public interface IPaperBetRepository : IRepository<Guid, PaperBet>
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{
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/// <summary>
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/// Paper bets in a given settlement state — <see cref="BetOutcome.Pending"/> is
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/// the open set the settler scans each cycle.
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/// </summary>
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Task<IReadOnlyList<PaperBet>> ListByOutcomeAsync(BetOutcome outcome, CancellationToken ct = default);
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/// <summary>
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/// The subset of <paramref name="anomalyIds"/> that already have a paper bet —
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/// lets the opener skip anomalies it has already forward-tested (one bet per anomaly).
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/// </summary>
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Task<IReadOnlySet<Guid>> GetExistingAnomalyIdsAsync(
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IReadOnlyCollection<Guid> anomalyIds, CancellationToken ct = default);
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}
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