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.
87 lines
3.1 KiB
C#
87 lines
3.1 KiB
C#
using FluentAssertions;
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using Marathon.Application.Abstractions;
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using Marathon.Application.UseCases;
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using Marathon.Domain.Entities;
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using Marathon.Domain.Enums;
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using Marathon.Domain.ValueObjects;
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using Microsoft.Extensions.Logging.Abstractions;
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using NSubstitute;
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namespace Marathon.Application.Tests.UseCases;
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public sealed class SettlePaperBetsUseCaseTests
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{
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private static readonly TimeSpan Msk = TimeSpan.FromHours(3);
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private static readonly DateTimeOffset T0 = new(2026, 5, 20, 18, 0, 0, Msk);
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private readonly IPaperBetRepository _paperBets = Substitute.For<IPaperBetRepository>();
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private readonly IResultRepository _results = Substitute.For<IResultRepository>();
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private SettlePaperBetsUseCase CreateSut() =>
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new(_paperBets, _results, NullLogger<SettlePaperBetsUseCase>.Instance);
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private static PaperBet Open(string eventCode, Side pick) =>
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PaperBet.Open(Guid.NewGuid(), new EventId(eventCode), pick, 2.0m, 10m, T0);
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private static EventResult Result(string eventCode, Side winner) =>
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new(new EventId(eventCode), 2, 1, winner, T0.AddHours(2));
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private void HaveOpen(params PaperBet[] bets) =>
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_paperBets.ListByOutcomeAsync(BetOutcome.Pending, Arg.Any<CancellationToken>()).Returns(bets);
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private void HaveResults(params EventResult[] results) =>
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_results
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.GetManyAsync(Arg.Any<IReadOnlyCollection<EventId>>(), Arg.Any<CancellationToken>())
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.Returns(results.ToDictionary(r => r.EventId));
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[Fact]
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public async Task Settles_Won_When_PickMatchesWinner()
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{
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HaveOpen(Open("e1", Side.Side1));
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HaveResults(Result("e1", Side.Side1));
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var settled = await CreateSut().ExecuteAsync();
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settled.Should().Be(1);
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await _paperBets.Received(1).UpdateAsync(
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Arg.Is<PaperBet>(b => b.Outcome == BetOutcome.Won && b.Payout == 20m),
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Arg.Any<CancellationToken>());
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await _paperBets.Received(1).SaveChangesAsync(Arg.Any<CancellationToken>());
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}
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[Fact]
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public async Task Settles_Lost_When_PickMisses()
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{
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HaveOpen(Open("e1", Side.Side1));
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HaveResults(Result("e1", Side.Side2));
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await CreateSut().ExecuteAsync();
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await _paperBets.Received(1).UpdateAsync(
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Arg.Is<PaperBet>(b => b.Outcome == BetOutcome.Lost && b.Payout == 0m),
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Arg.Any<CancellationToken>());
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}
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[Fact]
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public async Task LeavesOpen_When_EventNotGradedYet()
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{
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HaveOpen(Open("e1", Side.Side1));
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HaveResults(); // none graded
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var settled = await CreateSut().ExecuteAsync();
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settled.Should().Be(0);
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await _paperBets.DidNotReceive().UpdateAsync(Arg.Any<PaperBet>(), Arg.Any<CancellationToken>());
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await _paperBets.DidNotReceive().SaveChangesAsync(Arg.Any<CancellationToken>());
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}
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[Fact]
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public async Task NoOp_When_NoOpenBets()
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{
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HaveOpen();
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(await CreateSut().ExecuteAsync()).Should().Be(0);
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await _results.DidNotReceive().GetManyAsync(Arg.Any<IReadOnlyCollection<EventId>>(), Arg.Any<CancellationToken>());
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}
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}
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