CLOB-Sicherheitsnetz: BUY-Risikologik extrahiert + breit getestet; PreRedeemLimit-Skala korrigiert
Ziel (Richard): vor den CLOB-Eingriffen ein umfangreiches Testnetz, damit künftige
Änderungen keine neuen Fehler einschleusen. Reiner, verhaltensneutraler Umbau –
alte Version liegt als Rollback in Git (Commit 38f609e), siehe .agents/rules/clob.md.
- Neue pure Klasse CopyTradingRisk (Logic/): CalculateBuyOrderPrice (HF-fest /
prozentual, gedeckelt durch MaxBuyPrice + harte 0.99), ResolveTimeBucket/
TimeLimitPct/TimeBucketLabel/IsPositionInBucket (Zeitfenster-Exposure),
MaxPerMarket (Markt-Budget inkl. Low-Balance-Bypass-Stufen).
- CopyTradingEngine BUY-Pfad ruft diese Funktionen jetzt statt Inline-Mathematik
(1:1-Semantik, dedupliziert die doppelte Order-Preis-Berechnung).
- CopyTradingRiskTests: 38 Fälle über alle Zweige/Grenzwerte (HF vs. normal,
MaxBuy-/0.99-Deckel, Bucket-Grenzen 6/24/72h, null/expired Expiry,
Balance-Stufen 150/500). Gesamt 124 Tests grün.
Fix: PreRedeemLimit-Skalen-Korrektur (Migration FixPreRedeemLimitScale): Alt-Werte
> 1 (z. B. 99.5) werden /100 (0.995); 0 bleibt deaktiviert. Auf MySQL angewendet.
Build/Smoke grün.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
This commit is contained in:
Richard
co-authored by
Claude Opus 4.8
Claude Opus 4.8
parent
38f609ed31
commit
360f264ed8
+270
@@ -0,0 +1,270 @@
|
||||
// <auto-generated />
|
||||
using System;
|
||||
using Microsoft.EntityFrameworkCore;
|
||||
using Microsoft.EntityFrameworkCore.Infrastructure;
|
||||
using Microsoft.EntityFrameworkCore.Metadata;
|
||||
using Microsoft.EntityFrameworkCore.Migrations;
|
||||
using Microsoft.EntityFrameworkCore.Storage.ValueConversion;
|
||||
using PolyTrader.Modules.CopyTrading.Persistence.Ef;
|
||||
|
||||
#nullable disable
|
||||
|
||||
namespace PolyTrader.Modules.CopyTrading.Persistence.Ef.Migrations
|
||||
{
|
||||
[DbContext(typeof(CopyTradingDbContext))]
|
||||
[Migration("20260707075436_FixPreRedeemLimitScale")]
|
||||
partial class FixPreRedeemLimitScale
|
||||
{
|
||||
/// <inheritdoc />
|
||||
protected override void BuildTargetModel(ModelBuilder modelBuilder)
|
||||
{
|
||||
#pragma warning disable 612, 618
|
||||
modelBuilder
|
||||
.HasAnnotation("ProductVersion", "8.0.13")
|
||||
.HasAnnotation("Relational:MaxIdentifierLength", 64);
|
||||
|
||||
MySqlModelBuilderExtensions.AutoIncrementColumns(modelBuilder);
|
||||
|
||||
modelBuilder.Entity("PolyTraderSharp.Models.ClosedTrade", b =>
|
||||
{
|
||||
b.Property<int>("TradeId")
|
||||
.HasColumnType("int");
|
||||
|
||||
b.Property<int>("AccountId")
|
||||
.HasColumnType("int");
|
||||
|
||||
b.Property<DateTime>("ClosedAt")
|
||||
.HasColumnType("datetime(6)");
|
||||
|
||||
b.Property<decimal>("EntryPrice")
|
||||
.HasPrecision(18, 6)
|
||||
.HasColumnType("decimal(18,6)");
|
||||
|
||||
b.Property<decimal>("ExitPrice")
|
||||
.HasPrecision(18, 6)
|
||||
.HasColumnType("decimal(18,6)");
|
||||
|
||||
b.Property<string>("ExitReason")
|
||||
.IsRequired()
|
||||
.HasMaxLength(200)
|
||||
.HasColumnType("varchar(200)");
|
||||
|
||||
b.Property<bool>("IsDemo")
|
||||
.HasColumnType("tinyint(1)");
|
||||
|
||||
b.Property<string>("MarketQuestion")
|
||||
.IsRequired()
|
||||
.HasMaxLength(1000)
|
||||
.HasColumnType("varchar(1000)");
|
||||
|
||||
b.Property<string>("MarketSlug")
|
||||
.IsRequired()
|
||||
.HasMaxLength(300)
|
||||
.HasColumnType("varchar(300)");
|
||||
|
||||
b.Property<DateTime>("OpenedAt")
|
||||
.HasColumnType("datetime(6)");
|
||||
|
||||
b.Property<string>("Outcome")
|
||||
.IsRequired()
|
||||
.HasMaxLength(200)
|
||||
.HasColumnType("varchar(200)");
|
||||
|
||||
b.Property<decimal>("PnlPercent")
|
||||
.HasPrecision(18, 6)
|
||||
.HasColumnType("decimal(18,6)");
|
||||
|
||||
b.Property<decimal>("RealizedPnl")
|
||||
.HasPrecision(18, 6)
|
||||
.HasColumnType("decimal(18,6)");
|
||||
|
||||
b.Property<string>("Side")
|
||||
.IsRequired()
|
||||
.HasMaxLength(10)
|
||||
.HasColumnType("varchar(10)");
|
||||
|
||||
b.Property<decimal>("Size")
|
||||
.HasPrecision(18, 6)
|
||||
.HasColumnType("decimal(18,6)");
|
||||
|
||||
b.Property<int>("SourceTraderId")
|
||||
.HasColumnType("int");
|
||||
|
||||
b.Property<string>("TokenId")
|
||||
.IsRequired()
|
||||
.HasMaxLength(120)
|
||||
.HasColumnType("varchar(120)");
|
||||
|
||||
b.Property<decimal>("TotalFees")
|
||||
.HasPrecision(18, 6)
|
||||
.HasColumnType("decimal(18,6)");
|
||||
|
||||
b.HasKey("TradeId");
|
||||
|
||||
b.HasIndex("AccountId");
|
||||
|
||||
b.HasIndex("SourceTraderId");
|
||||
|
||||
b.HasIndex("TokenId");
|
||||
|
||||
b.ToTable("mod_copytrading_closed_trades", (string)null);
|
||||
});
|
||||
|
||||
modelBuilder.Entity("PolyTraderSharp.Models.CopyTradingAccountSettings", b =>
|
||||
{
|
||||
b.Property<int>("AccountId")
|
||||
.HasColumnType("int");
|
||||
|
||||
b.Property<decimal>("MaxBuyPrice")
|
||||
.HasPrecision(18, 6)
|
||||
.HasColumnType("decimal(18,6)");
|
||||
|
||||
b.Property<decimal>("MaxPriceDifference")
|
||||
.HasPrecision(18, 6)
|
||||
.HasColumnType("decimal(18,6)");
|
||||
|
||||
b.Property<decimal>("MaxSpreadPct")
|
||||
.HasPrecision(18, 6)
|
||||
.HasColumnType("decimal(18,6)");
|
||||
|
||||
b.Property<decimal>("MinSellRatioPct")
|
||||
.HasPrecision(18, 6)
|
||||
.HasColumnType("decimal(18,6)");
|
||||
|
||||
b.Property<decimal>("PerMarketLimit")
|
||||
.HasPrecision(18, 6)
|
||||
.HasColumnType("decimal(18,6)");
|
||||
|
||||
b.Property<decimal>("PerMasterLimit")
|
||||
.HasPrecision(18, 6)
|
||||
.HasColumnType("decimal(18,6)");
|
||||
|
||||
b.Property<decimal>("PreRedeemLimit")
|
||||
.HasPrecision(18, 6)
|
||||
.HasColumnType("decimal(18,6)");
|
||||
|
||||
b.Property<decimal>("ProfitTarget")
|
||||
.HasPrecision(18, 6)
|
||||
.HasColumnType("decimal(18,6)");
|
||||
|
||||
b.Property<decimal>("SellFloorPct")
|
||||
.HasPrecision(18, 6)
|
||||
.HasColumnType("decimal(18,6)");
|
||||
|
||||
b.Property<decimal>("perMaxTime24h")
|
||||
.HasPrecision(18, 6)
|
||||
.HasColumnType("decimal(18,6)");
|
||||
|
||||
b.Property<decimal>("perMaxTime6h")
|
||||
.HasPrecision(18, 6)
|
||||
.HasColumnType("decimal(18,6)");
|
||||
|
||||
b.Property<decimal>("perMaxTime72h")
|
||||
.HasPrecision(18, 6)
|
||||
.HasColumnType("decimal(18,6)");
|
||||
|
||||
b.Property<decimal>("perMaxTimeNone")
|
||||
.HasPrecision(18, 6)
|
||||
.HasColumnType("decimal(18,6)");
|
||||
|
||||
b.HasKey("AccountId");
|
||||
|
||||
b.ToTable("mod_copytrading_account_settings", (string)null);
|
||||
});
|
||||
|
||||
modelBuilder.Entity("PolyTraderSharp.Models.MasterTraderHistoryRecord", b =>
|
||||
{
|
||||
b.Property<string>("Id")
|
||||
.HasMaxLength(64)
|
||||
.HasColumnType("varchar(64)");
|
||||
|
||||
b.Property<DateTime>("ClosedAt")
|
||||
.HasColumnType("datetime(6)");
|
||||
|
||||
b.Property<decimal>("RealizedPnl")
|
||||
.HasPrecision(18, 6)
|
||||
.HasColumnType("decimal(18,6)");
|
||||
|
||||
b.Property<string>("TokenId")
|
||||
.IsRequired()
|
||||
.HasMaxLength(120)
|
||||
.HasColumnType("varchar(120)");
|
||||
|
||||
b.Property<int>("TraderId")
|
||||
.HasColumnType("int");
|
||||
|
||||
b.HasKey("Id");
|
||||
|
||||
b.HasIndex("ClosedAt");
|
||||
|
||||
b.HasIndex("TraderId");
|
||||
|
||||
b.ToTable("mod_copytrading_mt_history", (string)null);
|
||||
});
|
||||
|
||||
modelBuilder.Entity("PolyTraderSharp.Models.TrackedTrader", b =>
|
||||
{
|
||||
b.Property<int>("Id")
|
||||
.HasColumnType("int");
|
||||
|
||||
b.Property<string>("AssignedAccountIds")
|
||||
.IsRequired()
|
||||
.HasColumnType("text");
|
||||
|
||||
b.Property<bool>("AutoPauseEnabled")
|
||||
.HasColumnType("tinyint(1)");
|
||||
|
||||
b.Property<string>("Category")
|
||||
.IsRequired()
|
||||
.HasMaxLength(64)
|
||||
.HasColumnType("varchar(64)");
|
||||
|
||||
b.Property<string>("Description")
|
||||
.IsRequired()
|
||||
.HasMaxLength(1000)
|
||||
.HasColumnType("varchar(1000)");
|
||||
|
||||
b.Property<string>("DisplayName")
|
||||
.IsRequired()
|
||||
.HasMaxLength(200)
|
||||
.HasColumnType("varchar(200)");
|
||||
|
||||
b.Property<bool>("IsActive")
|
||||
.HasColumnType("tinyint(1)");
|
||||
|
||||
b.Property<bool>("IsHidden")
|
||||
.HasColumnType("tinyint(1)");
|
||||
|
||||
b.Property<bool>("MakerEntry")
|
||||
.HasColumnType("tinyint(1)");
|
||||
|
||||
b.Property<string>("Reasoning")
|
||||
.IsRequired()
|
||||
.HasMaxLength(1000)
|
||||
.HasColumnType("varchar(1000)");
|
||||
|
||||
b.Property<double>("TotalPnl")
|
||||
.HasColumnType("double");
|
||||
|
||||
b.Property<int>("TotalTrades")
|
||||
.HasColumnType("int");
|
||||
|
||||
b.Property<string>("WalletAddress")
|
||||
.IsRequired()
|
||||
.HasMaxLength(128)
|
||||
.HasColumnType("varchar(128)");
|
||||
|
||||
b.Property<int>("WinningTrades")
|
||||
.HasColumnType("int");
|
||||
|
||||
b.Property<double>("Winrate30t")
|
||||
.HasColumnType("double");
|
||||
|
||||
b.HasKey("Id");
|
||||
|
||||
b.ToTable("mod_copytrading_traders", (string)null);
|
||||
});
|
||||
#pragma warning restore 612, 618
|
||||
}
|
||||
}
|
||||
}
|
||||
+26
@@ -0,0 +1,26 @@
|
||||
using Microsoft.EntityFrameworkCore.Migrations;
|
||||
|
||||
#nullable disable
|
||||
|
||||
namespace PolyTrader.Modules.CopyTrading.Persistence.Ef.Migrations
|
||||
{
|
||||
/// <inheritdoc />
|
||||
public partial class FixPreRedeemLimitScale : Migration
|
||||
{
|
||||
/// <inheritdoc />
|
||||
protected override void Up(MigrationBuilder migrationBuilder)
|
||||
{
|
||||
// Skalen-Korrektur: PreRedeemLimit wird im Code gegen den 0-1-Preis verglichen
|
||||
// (z. B. 0.995 = 99,5 ¢). Migrierte Alt-Werte lagen auf Cent-Skala (z. B. 99.5)
|
||||
// und haetten NIE getriggert. Werte > 1 durch 100 teilen; 0 (=deaktiviert) bleibt 0.
|
||||
migrationBuilder.Sql(
|
||||
"UPDATE mod_copytrading_account_settings SET PreRedeemLimit = PreRedeemLimit / 100 WHERE PreRedeemLimit > 1;");
|
||||
}
|
||||
|
||||
/// <inheritdoc />
|
||||
protected override void Down(MigrationBuilder migrationBuilder)
|
||||
{
|
||||
|
||||
}
|
||||
}
|
||||
}
|
||||
Reference in New Issue
Block a user