@

Phase 3: Trading-Kern (Risk, Execution, Portfolio) mit sicherem Broker-Default - Core/Trading/TradingModels: Signal, Order(Request/Result), RiskContext/Decision, Account, Position, Quote, ExecutionResult, Enums (Side/OrderType/Mode) - IBrokerClient + NullBrokerClient (sicherer Default, handelt NIE bis IBKR-Adapter verifiziert) - RiskService (+IRiskService): Sizing nach MaxTrade%, Modul-Limit, Slippage; Buy/Sell - PortfolioService (+IPortfolioService): core_position + core_trade_history + core_budget - ExecutionService (+IExecutionService): Signal -> Kurs -> Konto -> Risiko -> Order -> Buchung - TradingSettings in AppSettings (Paper/Live, TradingEnabled, Risikoparameter) - CoreMigrations: core_position; DI-Registrierung der Trading-Services - Tests: RiskService (11) + ExecutionService (6, NSubstitute) -> 38/38 gruen Offen (bewusst gekapselt): echter IbkrBrokerClient gegen Client-Portal-Gateway (manuell verifizieren). Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com> @
2026-07-27 11:33:59 +02:00
parent d0bc833235
commit 2ad4b55db1
15 changed files with 833 additions and 8 deletions
@@ -0,0 +1,96 @@
+using IBKRTrader.Core.Logging;
+using IBKRTrader.Core.Settings;
+
+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.
+/// </summary>
+public sealed class ExecutionService : IExecutionService
+{
+    private readonly IBrokerClient    _broker;
+    private readonly IRiskService     _risk;
+    private readonly IPortfolioService _portfolio;
+    private readonly SettingsService  _settings;
+    private readonly LoggingService   _logger;
+
+    public ExecutionService(
+        IBrokerClient     broker,
+        IRiskService      risk,
+        IPortfolioService portfolio,
+        SettingsService   settings,
+        LoggingService    logger)
+    {
+        _broker    = broker;
+        _risk      = risk;
+        _portfolio = portfolio;
+        _settings  = settings;
+        _logger    = logger;
+    }
+
+    public async Task<ExecutionResult> ExecuteAsync(TradeSignal signal, CancellationToken ct = default)
+    {
+        var trading = _settings.Settings.Trading;
+        var module  = signal.SourceModule;
+
+        // 1. Globaler Hauptschalter
+        if (!trading.TradingEnabled)
+            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)
+            return Log(module, ExecutionResult.Skip($"Kein Kurs für {signal.Symbol} verfügbar."));
+
+        // 3. Konto + 4. bestehende Exposure/Position
+        var account     = await _broker.GetAccountStateAsync(ct);
+        var exposure    = await _portfolio.GetModuleExposureAsync(module, ct);
+        var existingQty = await _portfolio.GetPositionQuantityAsync(module, signal.Symbol, ct);
+
+        // 5. Risikoprüfung
+        var context = new RiskContext
+        {
+            Price            = quote.Last,
+            NetLiquidation   = account.NetLiquidation,
+            ModuleExposure   = exposure,
+            ExistingQuantity = existingQty
+        };
+        var riskParams = new RiskParameters(
+            (decimal)trading.MaxTradePercent,
+            (decimal)trading.MaxPositionPercentPerModule,
+            (decimal)trading.MaxSlippagePercent);
+        var decision = _risk.Evaluate(signal, context, riskParams);
+        if (!decision.Approved)
+            return Log(module, ExecutionResult.Skip(decision.Reason));
+
+        // 6. Order platzieren
+        var order = new OrderRequest
+        {
+            Symbol     = signal.Symbol,
+            Side       = signal.Side,
+            Quantity   = decision.Quantity,
+            Type       = signal.LimitPrice.HasValue ? OrderType.Limit : OrderType.Market,
+            LimitPrice = signal.LimitPrice
+        };
+
+        var result = await _broker.PlaceOrderAsync(order, ct);
+        if (!result.Success)
+            return Log(module, ExecutionResult.Error(result.Error ?? "Order fehlgeschlagen.", result));
+
+        // 7. Buchung
+        await _portfolio.RecordFillAsync(
+            module, signal.Symbol, signal.Side,
+            result.FilledQuantity, result.AvgFillPrice, result.OrderId, ct);
+
+        return Log(module, ExecutionResult.Execute(result));
+    }
+
+    private ExecutionResult Log(string module, ExecutionResult result)
+    {
+        var text = $"[{result.Action}] {result.Reason}";
+        if (result.Action == "ERROR") _logger.Error(module, text);
+        else                          _logger.Info(module, text);
+        return result;
+    }
+}