RF-Slice 1: ResolutionFarming-Modul-Skelett + geldkritische pure Logik + Tests
Neues Strategiemodul PolyTrader.Modules.ResolutionFarming (IPolyTraderModule, Name=ResolutionFarming, DbPrefix=rf_), in Solution/App/Tests + beide Modul-Listen in Program.cs eingebunden. Skelett laedt (RegisterServices/UI noch no-op). Geldkritische Entscheidungslogik pur und vollstaendig unit-getestet: - FarmingRiskEngine: Netto-Edge nach Fees (NetEdge/NetEdgePct/HasEdge), Positionsgroesse unter Markt-/Cluster-/Gesamt-Exposure-Limits (AllowedPositionUsd), Kill-Switch, Tages-Drossel. - FarmingScanner: Preisband, Kategorie-Whitelist, Blacklist, Cluster-Key (korrelierte Favoriten teilen einen Cluster), Kandidaten-Score. - FarmingFillModel: Shares fuer Budget (2-Dezimal-Floor), Resolve-PnL (Auszahlung - Kosten - Entry-Fee, Maker/Taker), Einstiegskosten inkl. Fee. Nutzt Core.FeeModel. - RfSettings (rf_settings) mit konservativen Defaults + PropertyGrid-Attributen. 39 neue Tests. Build 0 Fehler, 283 Tests gruen, --smoke-ui ok. Persistenz (DbContext/Migration/Repos), Scanner-/Monitor-Jobs, Execution und UI folgen. 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
2f5270a2f3
commit
c9eb11afe4
@@ -86,6 +86,7 @@
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<ItemGroup>
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<ProjectReference Include="src\PolyTrader.Core\PolyTrader.Core.csproj" />
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<ProjectReference Include="src\PolyTrader.Modules.CopyTrading\PolyTrader.Modules.CopyTrading.csproj" />
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<ProjectReference Include="src\PolyTrader.Modules.ResolutionFarming\PolyTrader.Modules.ResolutionFarming.csproj" />
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</ItemGroup>
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</Project>
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@@ -21,6 +21,8 @@ Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "tests", "tests", "{0AB3BF05
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EndProject
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Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "PolyTrader.Tests", "tests\PolyTrader.Tests\PolyTrader.Tests.csproj", "{E361C601-CC50-409F-8298-FD753DB4F6FF}"
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EndProject
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Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "PolyTrader.Modules.ResolutionFarming", "src\PolyTrader.Modules.ResolutionFarming\PolyTrader.Modules.ResolutionFarming.csproj", "{98C70A7B-DC3D-48E3-BE5D-03F867E9BFA8}"
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EndProject
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Global
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GlobalSection(SolutionConfigurationPlatforms) = preSolution
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Debug|Any CPU = Debug|Any CPU
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@@ -91,6 +93,18 @@ Global
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{E361C601-CC50-409F-8298-FD753DB4F6FF}.Release|x64.Build.0 = Release|Any CPU
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{E361C601-CC50-409F-8298-FD753DB4F6FF}.Release|x86.ActiveCfg = Release|Any CPU
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{E361C601-CC50-409F-8298-FD753DB4F6FF}.Release|x86.Build.0 = Release|Any CPU
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{98C70A7B-DC3D-48E3-BE5D-03F867E9BFA8}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
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{98C70A7B-DC3D-48E3-BE5D-03F867E9BFA8}.Debug|Any CPU.Build.0 = Debug|Any CPU
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{98C70A7B-DC3D-48E3-BE5D-03F867E9BFA8}.Debug|x64.ActiveCfg = Debug|Any CPU
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{98C70A7B-DC3D-48E3-BE5D-03F867E9BFA8}.Debug|x64.Build.0 = Debug|Any CPU
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{98C70A7B-DC3D-48E3-BE5D-03F867E9BFA8}.Debug|x86.ActiveCfg = Debug|Any CPU
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{98C70A7B-DC3D-48E3-BE5D-03F867E9BFA8}.Debug|x86.Build.0 = Debug|Any CPU
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{98C70A7B-DC3D-48E3-BE5D-03F867E9BFA8}.Release|Any CPU.ActiveCfg = Release|Any CPU
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{98C70A7B-DC3D-48E3-BE5D-03F867E9BFA8}.Release|Any CPU.Build.0 = Release|Any CPU
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{98C70A7B-DC3D-48E3-BE5D-03F867E9BFA8}.Release|x64.ActiveCfg = Release|Any CPU
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{98C70A7B-DC3D-48E3-BE5D-03F867E9BFA8}.Release|x64.Build.0 = Release|Any CPU
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{98C70A7B-DC3D-48E3-BE5D-03F867E9BFA8}.Release|x86.ActiveCfg = Release|Any CPU
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{98C70A7B-DC3D-48E3-BE5D-03F867E9BFA8}.Release|x86.Build.0 = Release|Any CPU
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EndGlobalSection
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GlobalSection(SolutionProperties) = preSolution
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HideSolutionNode = FALSE
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@@ -101,6 +115,7 @@ Global
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{3502A702-FA60-456E-BF23-05EAD02465E6} = {827E0CD3-B72D-47B6-A68D-7590B98EB39B}
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{FA3FC57B-EA9D-4703-B643-2874C8C0461E} = {827E0CD3-B72D-47B6-A68D-7590B98EB39B}
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{E361C601-CC50-409F-8298-FD753DB4F6FF} = {0AB3BF05-4346-4AA6-1389-037BE0695223}
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{98C70A7B-DC3D-48E3-BE5D-03F867E9BFA8} = {827E0CD3-B72D-47B6-A68D-7590B98EB39B}
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EndGlobalSection
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GlobalSection(ExtensibilityGlobals) = postSolution
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SolutionGuid = {60AA6BCF-B17E-4D52-A290-14154A3E97CF}
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+4
-2
@@ -12,6 +12,7 @@ using PolyTrader.Core.DependencyInjection;
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using PolyTrader.Core.Modularity;
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using PolyTrader.Modules.CopyTrading;
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using PolyTrader.Modules.CopyTrading.Persistence;
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using PolyTrader.Modules.ResolutionFarming;
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using PolyTraderSharp.Models;
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using PolyTraderSharp.Services;
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@@ -58,7 +59,8 @@ internal static class Program
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var modules = new System.Collections.Generic.List<IPolyTraderModule>
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{
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new CopyTradingModule()
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new CopyTradingModule(),
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new ResolutionFarmingModule()
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};
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AppHost = Host.CreateDefaultBuilder()
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@@ -300,7 +302,7 @@ internal static class Program
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{
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ApplicationConfiguration.Initialize();
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var modules = new System.Collections.Generic.List<IPolyTraderModule> { new CopyTradingModule() };
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var modules = new System.Collections.Generic.List<IPolyTraderModule> { new CopyTradingModule(), new ResolutionFarmingModule() };
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using var host = Host.CreateDefaultBuilder()
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.UseContentRoot(AppContext.BaseDirectory)
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@@ -0,0 +1,42 @@
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using System;
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using PolyTrader.Core.Trading;
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namespace PolyTrader.Modules.ResolutionFarming.Logic
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{
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/// <summary>
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/// Reines Fill-/PnL-Modell für ResolutionFarming (Demo-Betrieb Phase RF-2). Einstieg realistisch
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/// mit Fee (Taker) bzw. ohne (Maker); PnL bei Auflösung (Gewinner-Share zahlt 1.0, Verlierer 0),
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/// abzüglich Entry-Fee. So sind Demo-Ergebnisse als Live-Vorhersage brauchbar.
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/// </summary>
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public static class FarmingFillModel
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{
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/// <summary>
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/// Shares für ein Budget zum Einstiegspreis, auf 2 Dezimalen abgerundet (Polymarket-Size-Tick).
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/// </summary>
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public static decimal SharesForBudget(decimal budgetUsd, decimal price)
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{
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if (budgetUsd <= 0m || price <= 0m) return 0m;
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return Math.Floor(budgetUsd / price * 100m) / 100m;
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}
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/// <summary>
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/// Realisierter PnL einer aufgelösten Farming-Position: Auszahlung (Gewinner: Shares × 1.0,
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/// sonst 0) − Einstiegskosten (Shares × Entry) − Entry-Fee. <paramref name="entryFeeBps"/> = 0
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/// für Maker-Einstieg (fee-frei), sonst der Taker-Satz.
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/// </summary>
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public static decimal ResolvePnl(decimal shares, decimal entryPrice, int entryFeeBps, bool isWinner)
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{
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decimal cost = shares * entryPrice;
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decimal fee = FeeModel.FeeUsd(cost, entryFeeBps);
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decimal payout = isWinner ? shares * 1.0m : 0m;
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return payout - cost - fee;
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}
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/// <summary>Einstiegskosten inkl. Fee (was tatsächlich vom Guthaben abgeht).</summary>
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public static decimal EntryCostWithFee(decimal shares, decimal entryPrice, int entryFeeBps)
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{
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decimal cost = shares * entryPrice;
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return cost + FeeModel.FeeUsd(cost, entryFeeBps);
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}
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}
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}
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@@ -0,0 +1,61 @@
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using System;
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namespace PolyTrader.Modules.ResolutionFarming.Logic
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{
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/// <summary>
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/// Reine, seiteneffektfreie Risiko-/Entscheidungslogik des ResolutionFarming. Bewusst aus den
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/// Services herausgezogen, damit die geldkritischen Entscheidungen (Netto-Edge nach Fees,
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/// Positionsgröße unter Cluster-/Exposure-Limits, Kill-Switch) vollständig unit-getestet werden.
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/// „Das Risikomodell IST die Strategie" (Plan): ein verlorener 95-¢-Trade vernichtet ~19 gewonnene.
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/// </summary>
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public static class FarmingRiskEngine
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{
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/// <summary>
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/// Netto-Edge pro Share in USDC: Auszahlung bei Gewinn (1.0) − Ask − Taker-Fee je Share.
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/// Die Fee liegt auf dem Notional (Ask × Shares), pro Share also Ask × bps/10000. Bei
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/// ungültigem Ask (≤0 oder ≥1) negativ, damit die Position nie als profitabel gilt.
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/// </summary>
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public static decimal NetEdge(decimal ask, int feeBps)
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{
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if (ask <= 0m || ask >= 1m) return -1m;
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decimal feePerShare = ask * feeBps / 10000m;
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return (1m - ask) - feePerShare;
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}
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/// <summary>Netto-Edge als Prozent des Einsatzes (Ask): NetEdge / Ask × 100.</summary>
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public static decimal NetEdgePct(decimal ask, int feeBps)
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{
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if (ask <= 0m || ask >= 1m) return -100m;
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return NetEdge(ask, feeBps) / ask * 100m;
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}
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/// <summary>Liegt der Netto-Edge nach Fees über der Mindestschwelle?</summary>
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public static bool HasEdge(decimal ask, int feeBps, decimal minEdgePct) =>
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NetEdgePct(ask, feeBps) >= minEdgePct;
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/// <summary>
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/// Erlaubter USDC-Einsatz für eine neue/aufstockende Position unter allen drei Limits:
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/// je Markt (absolut), je Cluster (% der Bankroll) und Gesamt-Exposure (% der Bankroll).
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/// Liefert 0, wenn irgendein Limit bereits erschöpft ist. Nie negativ.
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/// </summary>
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public static decimal AllowedPositionUsd(
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decimal maxPerMarketUsd, decimal maxPerClusterPct, decimal maxTotalExposurePct,
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decimal bankrollUsd, decimal currentTotalExposureUsd, decimal currentClusterExposureUsd,
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decimal existingMarketExposureUsd)
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{
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if (bankrollUsd <= 0m) return 0m;
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decimal marketRoom = Math.Max(0m, maxPerMarketUsd - existingMarketExposureUsd);
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decimal clusterRoom = Math.Max(0m, bankrollUsd * maxPerClusterPct / 100m - currentClusterExposureUsd);
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decimal totalRoom = Math.Max(0m, bankrollUsd * maxTotalExposurePct / 100m - currentTotalExposureUsd);
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return Math.Min(marketRoom, Math.Min(clusterRoom, totalRoom));
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}
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/// <summary>Kill-Switch: realisierter Tagesverlust erreicht/unterschreitet −Schwelle (Schwelle > 0).</summary>
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public static bool ShouldKill(decimal realizedDailyPnlUsd, decimal killSwitchUsd) =>
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killSwitchUsd > 0m && realizedDailyPnlUsd <= -killSwitchUsd;
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/// <summary>Tages-Drossel erreicht (Anzahl neuer Positionen heute ≥ Limit)?</summary>
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public static bool DailyLimitReached(int newPositionsToday, int maxNewPositionsPerDay) =>
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newPositionsToday >= maxNewPositionsPerDay;
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}
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}
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@@ -0,0 +1,75 @@
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using System;
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using System.Linq;
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namespace PolyTrader.Modules.ResolutionFarming.Logic
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{
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/// <summary>
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/// Reine Filter-/Scoring-Logik des Markt-Scanners. Entscheidet aus Markt-Metadaten, ob ein
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/// Favorit als Kandidat taugt (Preisband, Kategorie-Whitelist, Blacklist) und leitet den
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/// Cluster-Key ab (korrelierte Favoriten dürfen nicht als unabhängige Wetten zählen).
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/// </summary>
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public static class FarmingScanner
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{
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/// <summary>Liegt der Ask im Favoriten-Preisband [min, max]?</summary>
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public static bool InPriceBand(decimal ask, decimal minPrice, decimal maxPrice) =>
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ask >= minPrice && ask <= maxPrice;
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/// <summary>
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/// Ist die Markt-Kategorie auf der Whitelist (CSV, case-insensitiv, Teil-Match in beide
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/// Richtungen)? Leere Whitelist = alles erlaubt.
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/// </summary>
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public static bool CategoryAllowed(string? category, string? whitelistCsv)
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{
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var white = SplitCsv(whitelistCsv);
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if (white.Length == 0) return true;
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string c = (category ?? string.Empty).Trim().ToLowerInvariant();
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if (c.Length == 0) return false;
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return white.Any(w => c.Contains(w) || w.Contains(c));
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}
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/// <summary>
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/// Steht der Markt (Slug oder Tags) auf der Blacklist (CSV, case-insensitiv, Teil-Match)?
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/// Leere Blacklist = nichts geblockt.
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/// </summary>
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public static bool IsBlacklisted(string? slug, string? tags, string? blacklistCsv)
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{
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var black = SplitCsv(blacklistCsv);
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if (black.Length == 0) return false;
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string hay = ((slug ?? string.Empty) + " " + (tags ?? string.Empty)).ToLowerInvariant();
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return black.Any(b => hay.Contains(b));
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}
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/// <summary>
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/// Cluster-Key aus dem Ereignis-/Series-Slug (bevorzugt), sonst dem Markt-Slug. Korrelierte
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/// Favoriten desselben Events teilen so einen Cluster (Cluster-Limits greifen). Normalisiert
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/// (trim + lower). Leer, wenn beides fehlt.
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/// </summary>
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public static string ClusterKey(string? eventSlug, string? marketSlug)
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{
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string ev = (eventSlug ?? string.Empty).Trim().ToLowerInvariant();
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if (ev.Length > 0) return ev;
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return (marketSlug ?? string.Empty).Trim().ToLowerInvariant();
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}
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/// <summary>
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/// Kandidaten-Score (höher = besser): Netto-Edge (%) gewichtet, plus ein Bonus für kürzere
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/// Kapitalbindung (frühere Auflösung). Rein für Ranking/Priorisierung, nicht für die
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/// Handelsentscheidung (die trifft <see cref="FarmingRiskEngine.HasEdge"/>).
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/// </summary>
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public static decimal Score(decimal netEdgePct, double hoursToResolution)
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{
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decimal edge = Math.Max(0m, netEdgePct);
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// Bindungsbonus: 0 h → +2, 48 h → ~0. Linear geklemmt.
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double h = Math.Max(0.0, hoursToResolution);
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decimal timeBonus = (decimal)Math.Max(0.0, (48.0 - h) / 48.0) * 2m;
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return edge + timeBonus;
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}
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private static string[] SplitCsv(string? csv) =>
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(csv ?? string.Empty)
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.Split(',', StringSplitOptions.RemoveEmptyEntries | StringSplitOptions.TrimEntries)
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.Select(s => s.ToLowerInvariant())
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.Where(s => s.Length > 0)
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.ToArray();
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}
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}
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@@ -0,0 +1,90 @@
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using System.ComponentModel;
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namespace PolyTrader.Modules.ResolutionFarming.Models
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{
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/// <summary>
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/// Modul-Settings je Account (Tabelle rf_settings). Steuert Marktauswahl, Risiko-Limits und
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/// Ausführung des ResolutionFarming. Defaults sind konservativ (Plan Abschnitt 2.2/5).
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/// </summary>
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public class RfSettings
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{
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[Browsable(false)]
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public int AccountId { get; set; }
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[Category("01. Aktivierung")]
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[DisplayName("Modul aktiv")]
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[Description("Schaltet das ResolutionFarming für diesen Account scharf. Bei false wird nur gescannt (read-only).")]
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public bool Enabled { get; set; } = false;
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// ----- Marktauswahl -----
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[Category("02. Marktauswahl")]
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[DisplayName("Min. Preis (0–1)")]
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[Description("Unteres Ende des Favoriten-Preisbands. Nur Favoriten mit Ask >= diesem Wert werden gehandelt. Default 0.90.")]
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public decimal MinPrice { get; set; } = 0.90m;
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[Category("02. Marktauswahl")]
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[DisplayName("Max. Preis (0–1)")]
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[Description("Oberes Ende des Preisbands. Über diesem Ask ist die Marge zu klein. Default 0.98.")]
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public decimal MaxPrice { get; set; } = 0.98m;
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[Category("02. Marktauswahl")]
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[DisplayName("Max. Stunden bis Auflösung")]
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[Description("Nur Märkte, die innerhalb dieses Fensters auflösen, werden gescannt (Kapitalbindung begrenzen). Default 48 h.")]
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public int MaxHoursToResolution { get; set; } = 48;
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[Category("02. Marktauswahl")]
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[DisplayName("Kategorie-Whitelist (CSV)")]
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[Description("Nur diese Markt-Kategorien handeln (Komma-getrennt). Krypto bewusst ausgeschlossen (1,8 % Fee frisst die Marge). Default: Sports,Politics,Geopolitics.")]
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public string CategoryWhitelistCsv { get; set; } = "Sports,Politics,Geopolitics";
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[Category("02. Marktauswahl")]
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[DisplayName("Blacklist Slugs/Tags (CSV)")]
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[Description("Marktarten mit Resolution-Streitigkeiten (UMA-Disputes) o.ä. ausschließen. Teil-Match auf Slug/Tags.")]
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public string BlacklistCsv { get; set; } = "";
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// ----- Risiko -----
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[Category("03. Risiko")]
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[DisplayName("Min. Netto-Edge (%)")]
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[Description("Mindest-Netto-Edge NACH Fees: (1 − Ask) − Fee(Ask,Kategorie) >= dieser Wert. Default 1.5 %.")]
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public decimal MinEdgePct { get; set; } = 1.5m;
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[Category("03. Risiko")]
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[DisplayName("Max. Einsatz je Markt (USDC)")]
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[Description("Obergrenze des Einsatzes in einem einzelnen Markt. Default 25.")]
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public decimal MaxPerMarketUsd { get; set; } = 25m;
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[Category("03. Risiko")]
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[DisplayName("Max. Anteil je Cluster (%)")]
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[Description("Max. Anteil der Bankroll je Ereignis-Cluster (z. B. ein Spieltag). Korrelierte Favoriten teilen einen Cluster. Default 10 %.")]
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public decimal MaxPerClusterPct { get; set; } = 10m;
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[Category("03. Risiko")]
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[DisplayName("Max. Gesamt-Exposure (%)")]
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[Description("Max. Anteil der Bankroll gleichzeitig in offenen Positionen. Default 60 %.")]
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public decimal MaxTotalExposurePct { get; set; } = 60m;
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[Category("03. Risiko")]
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[DisplayName("Max. neue Positionen/Tag")]
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[Description("Drosselung der Neu-Einstiege pro Tag. Default 20.")]
|
||||
public int MaxNewPositionsPerDay { get; set; } = 20;
|
||||
|
||||
[Category("03. Risiko")]
|
||||
[DisplayName("Tagesverlust-Kill-Switch (USDC)")]
|
||||
[Description("Überschreitet der realisierte Tagesverlust diesen Betrag, pausiert das Modul + Threema-Warnung. 0 = deaktiviert.")]
|
||||
public decimal DailyLossKillSwitchUsd { get; set; } = 0m;
|
||||
|
||||
// ----- Ausführung -----
|
||||
|
||||
[Category("04. Ausführung")]
|
||||
[DisplayName("Maker-Fill-Timeout (Min.)")]
|
||||
[Description("Ruht der Maker-Einstieg (GTC-Limit, 0 Fees) so lange ohne Fill, greift die Taker-Fallback-Entscheidung. Default 15.")]
|
||||
public int MakerFillTimeoutMinutes { get; set; } = 15;
|
||||
|
||||
[Category("04. Ausführung")]
|
||||
[DisplayName("Taker-Fallback erlauben")]
|
||||
[Description("Wenn true: nach Maker-Timeout per Taker füllen, sofern der Netto-Edge AUCH mit Taker-Fee noch >= Min-Edge ist. Wenn false: strikt Maker-only.")]
|
||||
public bool AllowTakerFallback { get; set; } = true;
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,30 @@
|
||||
<Project Sdk="Microsoft.NET.Sdk">
|
||||
|
||||
<ItemGroup>
|
||||
<ProjectReference Include="..\PolyTrader.Core\PolyTrader.Core.csproj" />
|
||||
</ItemGroup>
|
||||
|
||||
<!-- Erlaubt dem Testprojekt, interne Methoden zu integrationstesten. -->
|
||||
<ItemGroup>
|
||||
<AssemblyAttribute Include="System.Runtime.CompilerServices.InternalsVisibleToAttribute">
|
||||
<_Parameter1>PolyTrader.Tests</_Parameter1>
|
||||
</AssemblyAttribute>
|
||||
</ItemGroup>
|
||||
|
||||
<ItemGroup>
|
||||
<PackageReference Include="Pomelo.EntityFrameworkCore.MySql" Version="8.0.3" />
|
||||
<PackageReference Include="Microsoft.EntityFrameworkCore.Design" Version="8.0.11">
|
||||
<PrivateAssets>all</PrivateAssets>
|
||||
<IncludeAssets>runtime; build; native; contentfiles; analyzers; buildtransitive</IncludeAssets>
|
||||
</PackageReference>
|
||||
</ItemGroup>
|
||||
|
||||
<PropertyGroup>
|
||||
<TargetFramework>net8.0-windows</TargetFramework>
|
||||
<ImplicitUsings>enable</ImplicitUsings>
|
||||
<Nullable>enable</Nullable>
|
||||
<!-- Modul trägt eigene WinForms-UI-Tabs bei. -->
|
||||
<UseWindowsForms>true</UseWindowsForms>
|
||||
</PropertyGroup>
|
||||
|
||||
</Project>
|
||||
@@ -0,0 +1,38 @@
|
||||
using System.Threading;
|
||||
using System.Threading.Tasks;
|
||||
using Microsoft.Extensions.Configuration;
|
||||
using Microsoft.Extensions.DependencyInjection;
|
||||
using PolyTrader.Core.Modularity;
|
||||
|
||||
namespace PolyTrader.Modules.ResolutionFarming
|
||||
{
|
||||
/// <summary>
|
||||
/// Strategiemodul „ResolutionFarming": kauft systematisch unterbewertete Favoriten (~0.90–0.98)
|
||||
/// in bald auflösenden Märkten, hält bis zur Resolution und löst ein (Favorite-Longshot-Reversal).
|
||||
/// Erstes neues Strategiemodul über Copytrading hinaus – geringster Infrastrukturbedarf.
|
||||
///
|
||||
/// Aufbau (inkrementell): geldkritische Entscheidungslogik liegt pur und unit-getestet in
|
||||
/// <c>Logic/</c> (FarmingRiskEngine, FarmingScanner, FarmingFillModel); Persistenz, Scanner-Job,
|
||||
/// Execution und UI folgen in eigenen Slices. Live-CLOB/On-Chain-Redeem sind Zielland-Arbeit.
|
||||
/// </summary>
|
||||
public class ResolutionFarmingModule : IPolyTraderModule
|
||||
{
|
||||
public string Name => "ResolutionFarming";
|
||||
public string DbPrefix => "rf_";
|
||||
|
||||
public void RegisterServices(IServiceCollection services, IConfiguration configuration)
|
||||
{
|
||||
// Slice 1: reines Logik-Skelett. Persistenz (DbContext/Repos), Scanner-/Monitor-Jobs und
|
||||
// Execution werden in den folgenden Slices registriert.
|
||||
}
|
||||
|
||||
public void RegisterUi(IModuleUiHost host, System.IServiceProvider services)
|
||||
{
|
||||
// Slice 1: noch keine UI-Tabs. Folgen mit Persistenz/Scanner.
|
||||
}
|
||||
|
||||
public Task StartAsync(CancellationToken cancellationToken) => Task.CompletedTask;
|
||||
|
||||
public Task StopAsync(CancellationToken cancellationToken) => Task.CompletedTask;
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,49 @@
|
||||
using PolyTrader.Modules.ResolutionFarming.Logic;
|
||||
using Xunit;
|
||||
using static PolyTrader.Modules.ResolutionFarming.Logic.FarmingFillModel;
|
||||
|
||||
namespace PolyTrader.Tests
|
||||
{
|
||||
/// <summary>Sicherheitsnetz für das Fill-/PnL-Modell (Demo-Realismus: Fee beim Einstieg, Auszahlung bei Auflösung).</summary>
|
||||
public class FarmingFillModelTests
|
||||
{
|
||||
[Fact]
|
||||
public void SharesForBudget_floors_to_two_decimals()
|
||||
{
|
||||
// 25 / 0.95 = 26.315... -> 26.31
|
||||
Assert.Equal(26.31m, SharesForBudget(25m, 0.95m));
|
||||
Assert.Equal(0m, SharesForBudget(0m, 0.95m));
|
||||
Assert.Equal(0m, SharesForBudget(25m, 0m));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void ResolvePnl_winner_maker_pays_no_fee()
|
||||
{
|
||||
// 100 Shares @ 0.95, Maker (0 Fee), Gewinner: 100 - 95 - 0 = 5
|
||||
Assert.Equal(5m, ResolvePnl(100m, 0.95m, 0, isWinner: true));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void ResolvePnl_winner_taker_subtracts_fee()
|
||||
{
|
||||
// 100 @ 0.95, Taker 100 bps: cost 95, fee 0.95, payout 100 -> 100 - 95 - 0.95 = 4.05
|
||||
Assert.Equal(4.05m, ResolvePnl(100m, 0.95m, 100, isWinner: true));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void ResolvePnl_loser_loses_cost_and_fee()
|
||||
{
|
||||
// Verlierer: payout 0 -> -(cost) - fee = -95 - 0.95 = -95.95
|
||||
Assert.Equal(-95.95m, ResolvePnl(100m, 0.95m, 100, isWinner: false));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void EntryCostWithFee_adds_taker_fee()
|
||||
{
|
||||
// 100 @ 0.95, 100 bps: 95 + 0.95 = 95.95
|
||||
Assert.Equal(95.95m, EntryCostWithFee(100m, 0.95m, 100));
|
||||
// Maker: nur cost
|
||||
Assert.Equal(95m, EntryCostWithFee(100m, 0.95m, 0));
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,104 @@
|
||||
using PolyTrader.Modules.ResolutionFarming.Logic;
|
||||
using Xunit;
|
||||
using static PolyTrader.Modules.ResolutionFarming.Logic.FarmingRiskEngine;
|
||||
|
||||
namespace PolyTrader.Tests
|
||||
{
|
||||
/// <summary>
|
||||
/// Sicherheitsnetz für die geldkritische Risiko-Logik des ResolutionFarming (Netto-Edge nach Fees,
|
||||
/// Positionsgröße unter Cluster-/Exposure-Limits, Kill-Switch). „Das Risikomodell IST die Strategie."
|
||||
/// </summary>
|
||||
public class FarmingRiskEngineTests
|
||||
{
|
||||
// ----- NetEdge / NetEdgePct -----
|
||||
|
||||
[Fact]
|
||||
public void NetEdge_subtracts_ask_and_per_share_fee()
|
||||
{
|
||||
// Ask 0.95, Fee 100 bps: (1-0.95) - 0.95*0.01 = 0.05 - 0.0095 = 0.0405
|
||||
Assert.Equal(0.0405m, NetEdge(0.95m, 100));
|
||||
// Fee 0 (Maker): reine Marge
|
||||
Assert.Equal(0.05m, NetEdge(0.95m, 0));
|
||||
}
|
||||
|
||||
[Theory]
|
||||
[InlineData(0.0)] // ungültig
|
||||
[InlineData(1.0)] // ungültig
|
||||
[InlineData(1.5)] // ungültig
|
||||
public void NetEdge_invalid_ask_is_negative(double ask)
|
||||
{
|
||||
Assert.True(NetEdge((decimal)ask, 0) < 0m);
|
||||
}
|
||||
|
||||
// ----- HasEdge -----
|
||||
|
||||
[Theory]
|
||||
[InlineData(0.95, 0, 1.5, true)] // 5.26% > 1.5%
|
||||
[InlineData(0.95, 0, 6.0, false)] // 5.26% < 6%
|
||||
[InlineData(0.99, 180, 1.5, false)] // Krypto-Fee frisst die Marge -> negativ
|
||||
[InlineData(0.90, 75, 1.5, true)] // Sports-Fee, komfortabler Edge
|
||||
public void HasEdge_respects_threshold_after_fees(double ask, int feeBps, double minEdgePct, bool expected)
|
||||
{
|
||||
Assert.Equal(expected, HasEdge((decimal)ask, feeBps, (decimal)minEdgePct));
|
||||
}
|
||||
|
||||
// ----- AllowedPositionUsd -----
|
||||
|
||||
[Fact]
|
||||
public void AllowedPosition_is_min_of_all_limits()
|
||||
{
|
||||
// bankroll 1000: cluster 10% -> 100, total 60% -> 600, market 25. Kein Bestand -> 25.
|
||||
Assert.Equal(25m, AllowedPositionUsd(25m, 10m, 60m, 1000m, 0m, 0m, 0m));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void AllowedPosition_market_cap_binds()
|
||||
{
|
||||
// Bestand im Markt 20 von 25 -> nur 5 Rest.
|
||||
Assert.Equal(5m, AllowedPositionUsd(25m, 10m, 60m, 1000m, 0m, 0m, 20m));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void AllowedPosition_cluster_cap_binds()
|
||||
{
|
||||
// Cluster-Exposure 95 von 100 -> 5 Rest.
|
||||
Assert.Equal(5m, AllowedPositionUsd(25m, 10m, 60m, 1000m, 0m, 95m, 0m));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void AllowedPosition_total_cap_binds()
|
||||
{
|
||||
// Gesamt-Exposure 590 von 600 -> 10 Rest.
|
||||
Assert.Equal(10m, AllowedPositionUsd(25m, 10m, 60m, 1000m, 590m, 0m, 0m));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void AllowedPosition_exhausted_or_zero_bankroll_returns_zero()
|
||||
{
|
||||
Assert.Equal(0m, AllowedPositionUsd(25m, 10m, 60m, 1000m, 0m, 0m, 25m)); // Markt voll
|
||||
Assert.Equal(0m, AllowedPositionUsd(25m, 10m, 60m, 0m, 0m, 0m, 0m)); // keine Bankroll
|
||||
Assert.Equal(0m, AllowedPositionUsd(25m, 10m, 60m, 1000m, 600m, 0m, 0m)); // Gesamt voll
|
||||
}
|
||||
|
||||
// ----- Kill-Switch / Tages-Drossel -----
|
||||
|
||||
[Theory]
|
||||
[InlineData(-10.0, 10.0, true)] // genau an der Schwelle
|
||||
[InlineData(-11.0, 10.0, true)] // darunter
|
||||
[InlineData(-9.0, 10.0, false)] // darüber
|
||||
[InlineData(-50.0, 0.0, false)] // deaktiviert (0)
|
||||
public void ShouldKill_on_daily_loss(double pnl, double threshold, bool expected)
|
||||
{
|
||||
Assert.Equal(expected, ShouldKill((decimal)pnl, (decimal)threshold));
|
||||
}
|
||||
|
||||
[Theory]
|
||||
[InlineData(19, 20, false)]
|
||||
[InlineData(20, 20, true)]
|
||||
[InlineData(21, 20, true)]
|
||||
public void DailyLimitReached_counts_new_positions(int today, int max, bool expected)
|
||||
{
|
||||
Assert.Equal(expected, DailyLimitReached(today, max));
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,60 @@
|
||||
using PolyTrader.Modules.ResolutionFarming.Logic;
|
||||
using Xunit;
|
||||
using static PolyTrader.Modules.ResolutionFarming.Logic.FarmingScanner;
|
||||
|
||||
namespace PolyTrader.Tests
|
||||
{
|
||||
/// <summary>Sicherheitsnetz für die Scanner-Filter (Preisband, Kategorie, Blacklist, Cluster-Key, Score).</summary>
|
||||
public class FarmingScannerTests
|
||||
{
|
||||
[Theory]
|
||||
[InlineData(0.90, 0.90, 0.98, true)] // untere Grenze inkl.
|
||||
[InlineData(0.98, 0.90, 0.98, true)] // obere Grenze inkl.
|
||||
[InlineData(0.89, 0.90, 0.98, false)]
|
||||
[InlineData(0.99, 0.90, 0.98, false)]
|
||||
public void InPriceBand_is_inclusive(double ask, double min, double max, bool expected)
|
||||
{
|
||||
Assert.Equal(expected, InPriceBand((decimal)ask, (decimal)min, (decimal)max));
|
||||
}
|
||||
|
||||
[Theory]
|
||||
[InlineData("Sports", "Sports,Politics", true)]
|
||||
[InlineData("sports", "Sports,Politics", true)] // case-insensitiv
|
||||
[InlineData("Crypto", "Sports,Politics", false)]
|
||||
[InlineData("Sports", "", true)] // leere Whitelist = alles
|
||||
[InlineData("", "Sports,Politics", false)] // leere Kategorie
|
||||
public void CategoryAllowed_matches_whitelist(string category, string whitelist, bool expected)
|
||||
{
|
||||
Assert.Equal(expected, CategoryAllowed(category, whitelist));
|
||||
}
|
||||
|
||||
[Theory]
|
||||
[InlineData("us-election-dispute", null, "dispute,uma", true)]
|
||||
[InlineData("nfl-week1", "sports,nfl", "uma", false)]
|
||||
[InlineData("anything", null, "", false)] // leere Blacklist
|
||||
public void IsBlacklisted_matches_slug_or_tags(string slug, string? tags, string blacklist, bool expected)
|
||||
{
|
||||
Assert.Equal(expected, IsBlacklisted(slug, tags, blacklist));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void ClusterKey_prefers_event_slug_then_market_slug()
|
||||
{
|
||||
Assert.Equal("epl-2026-03-14", ClusterKey("EPL-2026-03-14", "arsenal-win"));
|
||||
Assert.Equal("arsenal-win", ClusterKey(null, "Arsenal-Win"));
|
||||
Assert.Equal("arsenal-win", ClusterKey(" ", "arsenal-win"));
|
||||
Assert.Equal("", ClusterKey(null, null));
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void Score_increases_with_edge_and_earlier_resolution()
|
||||
{
|
||||
// mehr Edge -> höherer Score
|
||||
Assert.True(Score(5m, 24) > Score(2m, 24));
|
||||
// frühere Auflösung -> höherer Score (Bindungsbonus)
|
||||
Assert.True(Score(3m, 1) > Score(3m, 40));
|
||||
// negativer Edge zählt als 0, aber Zeitbonus bleibt >= 0
|
||||
Assert.True(Score(-5m, 10) >= 0m);
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -19,6 +19,7 @@
|
||||
<ItemGroup>
|
||||
<ProjectReference Include="..\..\src\PolyTrader.Core\PolyTrader.Core.csproj" />
|
||||
<ProjectReference Include="..\..\src\PolyTrader.Modules.CopyTrading\PolyTrader.Modules.CopyTrading.csproj" />
|
||||
<ProjectReference Include="..\..\src\PolyTrader.Modules.ResolutionFarming\PolyTrader.Modules.ResolutionFarming.csproj" />
|
||||
</ItemGroup>
|
||||
|
||||
</Project>
|
||||
|
||||
Reference in New Issue
Block a user