@

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 +1,124 @@
+namespace IBKRTrader.Core.Trading;
+
+/// <summary>Kauf oder Verkauf.</summary>
+public enum TradeSide { Buy, Sell }
+
+/// <summary>Order-Typ.</summary>
+public enum OrderType { Market, Limit }
+
+/// <summary>Handelsmodus – Paper-Account (Test) oder Live.</summary>
+public enum TradingMode { Paper, Live }
+
+/// <summary>
+/// Signal, das ein Modul an den <see cref="IExecutionService"/> übergibt.
+/// Das Modul liefert nur die Absicht – Sizing, Risiko und Ausführung macht der Core.
+/// </summary>
+public sealed record TradeSignal
+{
+    /// <summary>Ticker-Symbol (z. B. "AAPL").</summary>
+    public required string Symbol { get; init; }
+
+    /// <summary>Kauf oder Verkauf.</summary>
+    public required TradeSide Side { get; init; }
+
+    /// <summary>Kürzel des auslösenden Moduls (z. B. "CT").</summary>
+    public required string SourceModule { get; init; }
+
+    /// <summary>Begründung des Signals (für Logging/Buchführung).</summary>
+    public string Reason { get; init; } = "";
+
+    /// <summary>Optionaler Limit-Preis. null = Market-Order.</summary>
+    public decimal? LimitPrice { get; init; }
+
+    /// <summary>Optionaler Nominalwert-Wunsch; sonst greift das Risiko-Sizing.</summary>
+    public decimal? SuggestedNotional { get; init; }
+}
+
+/// <summary>Konkrete Order-Anforderung an den Broker.</summary>
+public sealed record OrderRequest
+{
+    public required string    Symbol     { get; init; }
+    public required TradeSide Side       { get; init; }
+    public required int       Quantity   { get; init; }
+    public required OrderType Type       { get; init; }
+    public decimal?           LimitPrice { get; init; }
+}
+
+/// <summary>Ergebnis einer Order-Platzierung.</summary>
+public sealed record OrderResult
+{
+    public bool     Success        { get; init; }
+    public string?  OrderId        { get; init; }
+    public int      FilledQuantity { get; init; }
+    public decimal  AvgFillPrice   { get; init; }
+    public string?  Error          { get; init; }
+
+    public static OrderResult Filled(string orderId, int qty, decimal price) =>
+        new() { Success = true, OrderId = orderId, FilledQuantity = qty, AvgFillPrice = price };
+
+    public static OrderResult Fail(string error) =>
+        new() { Success = false, Error = error };
+}
+
+/// <summary>Momentaufnahme eines Kurses.</summary>
+public sealed record Quote(string Symbol, decimal Last, decimal Bid, decimal Ask);
+
+/// <summary>Kontostand-Momentaufnahme des Brokers.</summary>
+public sealed record AccountState(decimal NetLiquidation, decimal AvailableFunds);
+
+/// <summary>Offene Position eines Moduls.</summary>
+public sealed record Position(string Module, string Symbol, int Quantity, decimal AvgPrice)
+{
+    public decimal Notional => Quantity * AvgPrice;
+}
+
+/// <summary>Kontext für die Risikobewertung eines Signals.</summary>
+public sealed record RiskContext
+{
+    /// <summary>Aktueller Kurs des Symbols.</summary>
+    public required decimal Price { get; init; }
+
+    /// <summary>Netto-Liquidationswert des Kontos.</summary>
+    public required decimal NetLiquidation { get; init; }
+
+    /// <summary>Aktuell vom Modul gehaltener Nominalwert (Summe offener Positionen).</summary>
+    public decimal ModuleExposure { get; init; }
+
+    /// <summary>Bereits gehaltene Stückzahl für das Signal-Symbol.</summary>
+    public int ExistingQuantity { get; init; }
+}
+
+/// <summary>Aus den Settings abgeleitete Risiko-Parameter.</summary>
+public sealed record RiskParameters(
+    decimal MaxTradePercent,
+    decimal MaxPositionPercentPerModule,
+    decimal MaxSlippagePercent);
+
+/// <summary>Entscheidung der Risikoprüfung.</summary>
+public sealed record RiskDecision
+{
+    public bool    Approved { get; init; }
+    public int     Quantity { get; init; }
+    public string  Reason   { get; init; } = "";
+
+    public static RiskDecision Reject(string reason) =>
+        new() { Approved = false, Quantity = 0, Reason = reason };
+
+    public static RiskDecision Approve(int quantity, string reason = "OK") =>
+        new() { Approved = true, Quantity = quantity, Reason = reason };
+}
+
+/// <summary>Ergebnis einer Signal-Ausführung durch den <see cref="IExecutionService"/>.</summary>
+public sealed record ExecutionResult
+{
+    /// <summary>"EXECUTE", "SKIP" oder "ERROR".</summary>
+    public required string Action { get; init; }
+    public string       Reason { get; init; } = "";
+    public OrderResult? Order  { get; init; }
+
+    public bool Executed => Action == "EXECUTE";
+
+    public static ExecutionResult Skip(string reason)  => new() { Action = "SKIP",    Reason = reason };
+    public static ExecutionResult Error(string reason, OrderResult? order = null) => new() { Action = "ERROR", Reason = reason, Order = order };
+    public static ExecutionResult Execute(OrderResult order) => new() { Action = "EXECUTE", Reason = "OK", Order = order };
+}