UI: Launcher-Account-Uebersicht + pure TradeAnalytics-Fundament

- TradeAnalytics (Core, pur/testbar): KPIs (Netto-PnL/Winrate/Ø/Profit-Faktor), Equity-Kurve,
  PnL je Modul/Account/Tag, Window-Summary. Speist Dashboard + Launcher. 7 Tests.
- Launcher dgv_accountlist: Spalten via Designer (Account, Module, Polymarket-Button, Wallet-USDC,
  3T-PnL, 3T-Winrate, Overall P/L). Daten je Account aus dem Core-Trade-Log via TradeAnalytics;
  Auto-Refresh alle 30 s; Polymarket-Button oeffnet das Wallet-Profil. DB-Abfragen fehlertolerant.

Build 0 Fehler, 331 Tests gruen, --smoke-ui ok (Launcher laedt Uebersicht).

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>

tests/PolyTrader.Tests/TradeAnalyticsTests.cs

@@ -0,0 +1,107 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using PolyTrader.Core.Analytics;
+using PolyTraderSharp.Models;
+using Xunit;
+
+namespace PolyTrader.Tests
+{
+    /// <summary>Sicherheitsnetz für die Dashboard-/Launcher-Auswertungen (KPIs, Equity-Kurve, Gruppierungen).</summary>
+    public class TradeAnalyticsTests
+    {
+        private static TradeRecord Rec(decimal pnl, DateTime closedAt, string module = "M", int account = 1) =>
+            new() { RealizedPnl = pnl, ClosedAt = closedAt, ModuleName = module, AccountId = account };
+
+        private static readonly DateTime T0 = new(2026, 7, 1, 12, 0, 0, DateTimeKind.Utc);
+
+        [Fact]
+        public void ComputeKpis_basic_set()
+        {
+            var k = TradeAnalytics.ComputeKpis(new[]
+            {
+                Rec(10m, T0), Rec(-4m, T0), Rec(6m, T0), Rec(-2m, T0)
+            });
+
+            Assert.Equal(4, k.TradeCount);
+            Assert.Equal(10m, k.NetPnl);
+            Assert.Equal(50m, k.WinRatePct);
+            Assert.Equal(2.5m, k.AvgPnlPerTrade);
+            Assert.Equal(2.6667m, Math.Round(k.ProfitFactor, 4)); // 16 / 6
+        }
+
+        [Fact]
+        public void ComputeKpis_no_losses_uses_sentinel_profitfactor()
+        {
+            var k = TradeAnalytics.ComputeKpis(new[] { Rec(5m, T0), Rec(3m, T0) });
+            Assert.Equal(100m, k.WinRatePct);
+            Assert.Equal(TradeAnalytics.NoLossProfitFactor, k.ProfitFactor);
+        }
+
+        [Fact]
+        public void ComputeKpis_empty_is_zero()
+        {
+            var k = TradeAnalytics.ComputeKpis(Array.Empty<TradeRecord>());
+            Assert.Equal(0, k.TradeCount);
+            Assert.Equal(0m, k.NetPnl);
+            Assert.Equal(0m, k.ProfitFactor);
+        }
+
+        [Fact]
+        public void EquityCurve_is_cumulative_and_time_ordered()
+        {
+            var curve = TradeAnalytics.EquityCurve(new[]
+            {
+                Rec(5m, T0.AddMinutes(2)),
+                Rec(10m, T0.AddMinutes(1)),
+                Rec(-3m, T0.AddMinutes(3))
+            });
+
+            Assert.Equal(3, curve.Count);
+            Assert.Equal(10m, curve[0].Cumulative);   // frühester zuerst
+            Assert.Equal(15m, curve[1].Cumulative);
+            Assert.Equal(12m, curve[2].Cumulative);
+        }
+
+        [Fact]
+        public void PnlByKey_groups_and_orders_desc()
+        {
+            var byModule = TradeAnalytics.PnlByKey(new[]
+            {
+                Rec(10m, T0, module: "A"), Rec(-2m, T0, module: "A"), Rec(5m, T0, module: "B")
+            }, t => t.ModuleName);
+
+            Assert.Equal(2, byModule.Count);
+            Assert.Equal("A", byModule[0].Key);        // 8 vor 5
+            Assert.Equal(8m, byModule[0].Pnl);
+            Assert.Equal(2, byModule[0].Count);
+            Assert.Equal("B", byModule[1].Key);
+        }
+
+        [Fact]
+        public void PnlByDay_groups_by_calendar_day()
+        {
+            var byDay = TradeAnalytics.PnlByDay(new[]
+            {
+                Rec(4m, T0), Rec(6m, T0.AddHours(2)), Rec(-1m, T0.AddDays(1))
+            });
+
+            Assert.Equal(2, byDay.Count);
+            Assert.Equal(10m, byDay[0].Pnl);   // Tag 1: 4+6
+            Assert.Equal(-1m, byDay[1].Pnl);   // Tag 2
+        }
+
+        [Fact]
+        public void WindowSummary_pnl_winrate_count()
+        {
+            var (pnl, winRate, count) = TradeAnalytics.WindowSummary(new[]
+            {
+                Rec(3m, T0), Rec(-1m, T0), Rec(2m, T0), Rec(-4m, T0)
+            });
+
+            Assert.Equal(0m, pnl);
+            Assert.Equal(50m, winRate);
+            Assert.Equal(4, count);
+        }
+    }
+}