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R8: Accounting- + Supervisor-Modul + Core-Datenfundament (S-0)

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Portierung der beiden fehlenden Grundbausteine aus PolytraderSharp (voller Ausbau).

Core S-0 (Datenfundament fuer Analyse/Forensik):
- core_decision_journal + core_order_events (+ ReasonCode/Decision/OrderEvent-Enums),
  IDecisionJournal/IOrderEventLog mit fehlertoleranten EF-Impls (Handel bricht nie).
- SignalId-Durchreichung TradeSignal -> ExecutionService -> core_trade_history;
  ExecutionService schreibt an jeder Verzweigung Journal/Order-Events.
- JSONL-Log-Sink (LogJson + Dual-Sink), pure Analytik: RealizedPnlEngine (FIFO),
  TradeAnalytics, DossierBuilder. Migration AddAnalysisFoundation.

Accounting-Modul (acc_): unabhaengiger IBKR-Kontoauszug (Activity Flex Query) hinter
Interfaces mit Offline-Null-Stubs -> append-only Ledger + Periodenabrechnung/BWA + FX
(USD/EUR) + CSV/PDF (PDFsharp/MigraDoc). Steuerschicht bewusst offen (Platzhalter-Tab).
Kein Handel. Migration InitialAccounting.

Supervisor-Modul (sup_): read-only OpenRouter-Agent (Function-Calling-Loop) + read-only
Tool-Registry (8 Tools) + Profile + Dossier-Browser + Counterfactual-Job (Stub) +
Tagesbericht/MCP-Light (opt-in). Migration InitialSupervisor.

Verdrahtung: Program.cs (beide Module + Icons), slnx/App/Tests-Referenzen,
provision-db.ps1, AppSettings-Sektionen, docs/konzepte, README.

Tests: 79 -> 117 gruen (FIFO/KPIs/Dossier/JSONL, Classifier/Engine/FX/Idempotenz,
OpenRouter/Registry/Agent/MCP, STA-Konstruktion beider neuen Fenster).

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
This commit is contained in:
Richard
2026-07-31 09:25:18 +02:00
co-authored by Claude Opus 4.8
parent cbbedb2e0e
commit 2a312ca035
86 changed files with 6880 additions and 22 deletions
Download Patch File Download Diff File Expand all files Collapse all files
src/IBKRTrader.Core/Trading/ExecutionService.cs
+81 -11
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@@ -1,4 +1,7 @@
using System.Text.Json;
using IBKRTrader.Core.Logging;
using IBKRTrader.Core.Persistence;
using IBKRTrader.Core.Persistence.Entities;
using IBKRTrader.Core.Settings;
namespace IBKRTrader.Core.Trading;
@@ -6,42 +9,59 @@ namespace IBKRTrader.Core.Trading;
/// <summary>
/// Führt Modul-Signale aus: globaler Schalter → Kurs → Konto → Risiko → Order → Buchung.
/// Kennt kein Modul – Module rufen nur <see cref="ExecuteAsync"/> mit ihrem Signal auf.
///
/// Schreibt an jeder Verzweigung strukturiert ins Entscheidungsjournal (core_decision_journal) und bei
/// Order-Aktionen ins Order-Lifecycle-Log (core_order_events) und reicht die <c>SignalId</c> bis in die
/// Trade-Historie durch – Grundlage für die Supervisor-Forensik. Journal-Fehler brechen den Handel nie.
/// </summary>
public sealed class ExecutionService : IExecutionService
{
private readonly IBrokerClient _broker;
private readonly IRiskService _risk;
private readonly IBrokerClient _broker;
private readonly IRiskService _risk;
private readonly IPortfolioService _portfolio;
private readonly SettingsService _settings;
private readonly LoggingService _logger;
private readonly SettingsService _settings;
private readonly LoggingService _logger;
private readonly IDecisionJournal _journal;
private readonly IOrderEventLog _orderEvents;
public ExecutionService(
IBrokerClient broker,
IRiskService risk,
IPortfolioService portfolio,
SettingsService settings,
LoggingService logger)
LoggingService logger,
IDecisionJournal journal,
IOrderEventLog orderEvents)
{
_broker = broker;
_risk = risk;
_portfolio = portfolio;
_settings = settings;
_logger = logger;
_broker = broker;
_risk = risk;
_portfolio = portfolio;
_settings = settings;
_logger = logger;
_journal = journal;
_orderEvents = orderEvents;
}
public async Task<ExecutionResult> ExecuteAsync(TradeSignal signal, CancellationToken ct = default)
{
var trading = _settings.Settings.Trading;
var module = signal.SourceModule;
var sideStr = signal.Side == TradeSide.Buy ? "BUY" : "SELL";
// 1. Globaler Hauptschalter
if (!trading.TradingEnabled)
{
Journal(signal, TradeDecision.Skipped, DecisionReason.TradingDisabled, "Trading global deaktiviert.");
return Log(module, ExecutionResult.Skip("Trading global deaktiviert."));
}
// 2. Kurs
var quote = await _broker.GetQuoteAsync(signal.Symbol, ct);
if (quote is null || quote.Last <= 0)
{
Journal(signal, TradeDecision.Skipped, DecisionReason.NoQuote, $"Kein Kurs für {signal.Symbol} verfügbar.");
return Log(module, ExecutionResult.Skip($"Kein Kurs für {signal.Symbol} verfügbar."));
}
// 3. Konto + 4. bestehende Exposure/Position
var account = await _broker.GetAccountStateAsync(ct);
@@ -62,7 +82,11 @@ public sealed class ExecutionService : IExecutionService
(decimal)trading.MaxSlippagePercent);
var decision = _risk.Evaluate(signal, context, riskParams);
if (!decision.Approved)
{
Journal(signal, TradeDecision.Rejected, DecisionReason.RiskRejected, decision.Reason,
new { price = quote.Last, netLiq = account.NetLiquidation, exposure, existingQty });
return Log(module, ExecutionResult.Skip(decision.Reason));
}
// 6. Order platzieren
var order = new OrderRequest
@@ -76,16 +100,62 @@ public sealed class ExecutionService : IExecutionService
var result = await _broker.PlaceOrderAsync(order, ct);
if (!result.Success)
{
OrderEvent(signal, OrderEventType.PlaceFailed, sideStr, order, quote.Last, result.Error ?? "Order fehlgeschlagen.");
Journal(signal, TradeDecision.Failed, DecisionReason.OrderFailed, result.Error ?? "Order fehlgeschlagen.");
return Log(module, ExecutionResult.Error(result.Error ?? "Order fehlgeschlagen.", result));
}
OrderEvent(signal, OrderEventType.Filled, sideStr, order, result.AvgFillPrice, result.OrderId ?? "OK",
new { filled = result.FilledQuantity, avgPrice = result.AvgFillPrice });
// 7. Buchung
await _portfolio.RecordFillAsync(
module, signal.Symbol, signal.Side,
result.FilledQuantity, result.AvgFillPrice, result.OrderId, ct);
result.FilledQuantity, result.AvgFillPrice, result.OrderId, signal.SignalId, ct);
Journal(signal, TradeDecision.Executed, DecisionReason.OrderPlaced,
$"Ausgeführt: {sideStr} {result.FilledQuantity}x {signal.Symbol} @ {result.AvgFillPrice:F2}",
new { orderId = result.OrderId, filled = result.FilledQuantity, avgPrice = result.AvgFillPrice });
return Log(module, ExecutionResult.Execute(result));
}
// ─── Journal-/Order-Event-Helfer (fehlertolerant über die EF-Implementierung) ────────────────
private void Journal(TradeSignal signal, TradeDecision decision, DecisionReason reason,
string message, object? context = null) =>
_journal.Write(new CoreDecisionRecord
{
Timestamp = DateTime.UtcNow,
SignalId = signal.SignalId,
Module = signal.SourceModule,
Symbol = signal.Symbol,
Side = signal.Side == TradeSide.Buy ? "BUY" : "SELL",
SignalPrice = signal.LimitPrice ?? 0m,
Decision = decision,
Reason = reason,
ContextJson = context is null ? "" : JsonSerializer.Serialize(context),
Message = message
});
private void OrderEvent(TradeSignal signal, OrderEventType type, string side, OrderRequest order,
decimal price, string response, object? details = null) =>
_orderEvents.Write(new CoreOrderEvent
{
Timestamp = DateTime.UtcNow,
SignalId = signal.SignalId,
Module = signal.SourceModule,
Symbol = signal.Symbol,
EventType = type,
Side = side,
Price = price,
Quantity = order.Quantity,
OrderType = order.Type.ToString(),
Response = response,
DetailsJson = details is null ? "" : JsonSerializer.Serialize(details)
});
private ExecutionResult Log(string module, ExecutionResult result)
{
var text = $"[{result.Action}] {result.Reason}";
src/IBKRTrader.Core/Trading/IPortfolioService.cs
+2 -1
View File
@@ -15,7 +15,8 @@ public interface IPortfolioService
/// <summary>Verbucht einen Fill: aktualisiert Position, Budget und Trade-Historie.</summary>
Task RecordFillAsync(
string module, string symbol, TradeSide side,
int quantity, decimal price, string? orderId, CancellationToken ct = default);
int quantity, decimal price, string? orderId, string? signalId = null,
CancellationToken ct = default);
/// <summary>Alle offenen Positionen eines Moduls.</summary>
Task<IReadOnlyList<Position>> GetPositionsAsync(string module, CancellationToken ct = default);
src/IBKRTrader.Core/Trading/PortfolioService.cs
+3 -2
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@@ -54,12 +54,13 @@ public sealed class PortfolioService : IPortfolioService
public async Task RecordFillAsync(
string module, string symbol, TradeSide side,
int quantity, decimal price, string? orderId, CancellationToken ct = default)
int quantity, decimal price, string? orderId, string? signalId = null,
CancellationToken ct = default)
{
if (quantity <= 0) return;
var action = side == TradeSide.Buy ? "BUY" : "SELL";
await _history.RecordTradeAsync(module, symbol, action, quantity, price, orderId);
await _history.RecordTradeAsync(module, symbol, action, quantity, price, orderId, signalId: signalId);
await using (var db = await _dbf.CreateDbContextAsync(ct))
{
src/IBKRTrader.Core/Trading/TradeHistoryService.cs
+3 -1
View File
@@ -19,7 +19,8 @@ public class TradeHistoryService
public async Task RecordTradeAsync(
string module, string symbol, string action,
decimal quantity, decimal price, string? ibkrOrderId = null, string? notes = null)
decimal quantity, decimal price, string? ibkrOrderId = null, string? notes = null,
string? signalId = null)
{
await using var db = await _dbf.CreateDbContextAsync();
db.TradeHistory.Add(new CoreTrade
@@ -31,6 +32,7 @@ public class TradeHistoryService
Price = price,
TotalValue = quantity * price,
TradedAt = DateTime.UtcNow,
SignalId = signalId,
IbkrOrderId = ibkrOrderId,
Status = "Executed",
Notes = notes,
src/IBKRTrader.Core/Trading/TradingModels.cs
+6
View File
@@ -15,6 +15,12 @@ public enum TradingMode { Paper, Live }
/// </summary>
public sealed record TradeSignal
{
/// <summary>
/// Korrelations-ID der Signal-Kette (Signal → Entscheidung(en) → Order(s) → Trade). Standardmäßig
/// neu erzeugt; ein Modul kann eine eigene ID setzen, um mehrere Signale zu verknüpfen.
/// </summary>
public string SignalId { get; init; } = Guid.NewGuid().ToString("N");
/// <summary>Ticker-Symbol (z. B. "AAPL").</summary>
public required string Symbol { get; init; }