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>
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Richard
co-authored by
Claude Opus 4.8
Claude Opus 4.8
parent
2f5270a2f3
commit
c9eb11afe4
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using PolyTrader.Modules.ResolutionFarming.Logic;
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using Xunit;
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using static PolyTrader.Modules.ResolutionFarming.Logic.FarmingFillModel;
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namespace PolyTrader.Tests
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{
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/// <summary>Sicherheitsnetz für das Fill-/PnL-Modell (Demo-Realismus: Fee beim Einstieg, Auszahlung bei Auflösung).</summary>
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public class FarmingFillModelTests
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{
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[Fact]
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public void SharesForBudget_floors_to_two_decimals()
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{
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// 25 / 0.95 = 26.315... -> 26.31
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Assert.Equal(26.31m, SharesForBudget(25m, 0.95m));
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Assert.Equal(0m, SharesForBudget(0m, 0.95m));
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Assert.Equal(0m, SharesForBudget(25m, 0m));
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}
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[Fact]
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public void ResolvePnl_winner_maker_pays_no_fee()
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{
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// 100 Shares @ 0.95, Maker (0 Fee), Gewinner: 100 - 95 - 0 = 5
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Assert.Equal(5m, ResolvePnl(100m, 0.95m, 0, isWinner: true));
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}
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[Fact]
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public void ResolvePnl_winner_taker_subtracts_fee()
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{
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// 100 @ 0.95, Taker 100 bps: cost 95, fee 0.95, payout 100 -> 100 - 95 - 0.95 = 4.05
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Assert.Equal(4.05m, ResolvePnl(100m, 0.95m, 100, isWinner: true));
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}
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[Fact]
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public void ResolvePnl_loser_loses_cost_and_fee()
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{
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// Verlierer: payout 0 -> -(cost) - fee = -95 - 0.95 = -95.95
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Assert.Equal(-95.95m, ResolvePnl(100m, 0.95m, 100, isWinner: false));
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}
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[Fact]
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public void EntryCostWithFee_adds_taker_fee()
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{
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// 100 @ 0.95, 100 bps: 95 + 0.95 = 95.95
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Assert.Equal(95.95m, EntryCostWithFee(100m, 0.95m, 100));
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// Maker: nur cost
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Assert.Equal(95m, EntryCostWithFee(100m, 0.95m, 0));
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}
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}
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}
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using PolyTrader.Modules.ResolutionFarming.Logic;
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using Xunit;
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using static PolyTrader.Modules.ResolutionFarming.Logic.FarmingRiskEngine;
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namespace PolyTrader.Tests
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{
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/// <summary>
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/// Sicherheitsnetz für die geldkritische Risiko-Logik des ResolutionFarming (Netto-Edge nach Fees,
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/// Positionsgröße unter Cluster-/Exposure-Limits, Kill-Switch). „Das Risikomodell IST die Strategie."
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/// </summary>
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public class FarmingRiskEngineTests
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{
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// ----- NetEdge / NetEdgePct -----
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[Fact]
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public void NetEdge_subtracts_ask_and_per_share_fee()
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{
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// Ask 0.95, Fee 100 bps: (1-0.95) - 0.95*0.01 = 0.05 - 0.0095 = 0.0405
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Assert.Equal(0.0405m, NetEdge(0.95m, 100));
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// Fee 0 (Maker): reine Marge
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Assert.Equal(0.05m, NetEdge(0.95m, 0));
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}
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[Theory]
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[InlineData(0.0)] // ungültig
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[InlineData(1.0)] // ungültig
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[InlineData(1.5)] // ungültig
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public void NetEdge_invalid_ask_is_negative(double ask)
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{
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Assert.True(NetEdge((decimal)ask, 0) < 0m);
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}
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// ----- HasEdge -----
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[Theory]
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[InlineData(0.95, 0, 1.5, true)] // 5.26% > 1.5%
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[InlineData(0.95, 0, 6.0, false)] // 5.26% < 6%
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[InlineData(0.99, 180, 1.5, false)] // Krypto-Fee frisst die Marge -> negativ
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[InlineData(0.90, 75, 1.5, true)] // Sports-Fee, komfortabler Edge
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public void HasEdge_respects_threshold_after_fees(double ask, int feeBps, double minEdgePct, bool expected)
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{
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Assert.Equal(expected, HasEdge((decimal)ask, feeBps, (decimal)minEdgePct));
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}
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// ----- AllowedPositionUsd -----
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[Fact]
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public void AllowedPosition_is_min_of_all_limits()
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{
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// bankroll 1000: cluster 10% -> 100, total 60% -> 600, market 25. Kein Bestand -> 25.
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Assert.Equal(25m, AllowedPositionUsd(25m, 10m, 60m, 1000m, 0m, 0m, 0m));
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}
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[Fact]
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public void AllowedPosition_market_cap_binds()
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{
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// Bestand im Markt 20 von 25 -> nur 5 Rest.
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Assert.Equal(5m, AllowedPositionUsd(25m, 10m, 60m, 1000m, 0m, 0m, 20m));
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}
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[Fact]
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public void AllowedPosition_cluster_cap_binds()
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{
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// Cluster-Exposure 95 von 100 -> 5 Rest.
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Assert.Equal(5m, AllowedPositionUsd(25m, 10m, 60m, 1000m, 0m, 95m, 0m));
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}
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[Fact]
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public void AllowedPosition_total_cap_binds()
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{
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// Gesamt-Exposure 590 von 600 -> 10 Rest.
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Assert.Equal(10m, AllowedPositionUsd(25m, 10m, 60m, 1000m, 590m, 0m, 0m));
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}
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[Fact]
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public void AllowedPosition_exhausted_or_zero_bankroll_returns_zero()
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{
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Assert.Equal(0m, AllowedPositionUsd(25m, 10m, 60m, 1000m, 0m, 0m, 25m)); // Markt voll
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Assert.Equal(0m, AllowedPositionUsd(25m, 10m, 60m, 0m, 0m, 0m, 0m)); // keine Bankroll
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Assert.Equal(0m, AllowedPositionUsd(25m, 10m, 60m, 1000m, 600m, 0m, 0m)); // Gesamt voll
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}
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// ----- Kill-Switch / Tages-Drossel -----
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[Theory]
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[InlineData(-10.0, 10.0, true)] // genau an der Schwelle
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[InlineData(-11.0, 10.0, true)] // darunter
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[InlineData(-9.0, 10.0, false)] // darüber
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[InlineData(-50.0, 0.0, false)] // deaktiviert (0)
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public void ShouldKill_on_daily_loss(double pnl, double threshold, bool expected)
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{
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Assert.Equal(expected, ShouldKill((decimal)pnl, (decimal)threshold));
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}
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[Theory]
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[InlineData(19, 20, false)]
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[InlineData(20, 20, true)]
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[InlineData(21, 20, true)]
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public void DailyLimitReached_counts_new_positions(int today, int max, bool expected)
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{
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Assert.Equal(expected, DailyLimitReached(today, max));
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}
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}
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}
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using PolyTrader.Modules.ResolutionFarming.Logic;
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using Xunit;
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using static PolyTrader.Modules.ResolutionFarming.Logic.FarmingScanner;
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namespace PolyTrader.Tests
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{
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/// <summary>Sicherheitsnetz für die Scanner-Filter (Preisband, Kategorie, Blacklist, Cluster-Key, Score).</summary>
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public class FarmingScannerTests
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{
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[Theory]
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[InlineData(0.90, 0.90, 0.98, true)] // untere Grenze inkl.
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[InlineData(0.98, 0.90, 0.98, true)] // obere Grenze inkl.
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[InlineData(0.89, 0.90, 0.98, false)]
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[InlineData(0.99, 0.90, 0.98, false)]
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public void InPriceBand_is_inclusive(double ask, double min, double max, bool expected)
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{
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Assert.Equal(expected, InPriceBand((decimal)ask, (decimal)min, (decimal)max));
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}
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[Theory]
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[InlineData("Sports", "Sports,Politics", true)]
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[InlineData("sports", "Sports,Politics", true)] // case-insensitiv
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[InlineData("Crypto", "Sports,Politics", false)]
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[InlineData("Sports", "", true)] // leere Whitelist = alles
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[InlineData("", "Sports,Politics", false)] // leere Kategorie
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public void CategoryAllowed_matches_whitelist(string category, string whitelist, bool expected)
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{
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Assert.Equal(expected, CategoryAllowed(category, whitelist));
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}
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[Theory]
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[InlineData("us-election-dispute", null, "dispute,uma", true)]
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[InlineData("nfl-week1", "sports,nfl", "uma", false)]
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[InlineData("anything", null, "", false)] // leere Blacklist
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public void IsBlacklisted_matches_slug_or_tags(string slug, string? tags, string blacklist, bool expected)
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{
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Assert.Equal(expected, IsBlacklisted(slug, tags, blacklist));
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}
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[Fact]
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public void ClusterKey_prefers_event_slug_then_market_slug()
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{
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Assert.Equal("epl-2026-03-14", ClusterKey("EPL-2026-03-14", "arsenal-win"));
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Assert.Equal("arsenal-win", ClusterKey(null, "Arsenal-Win"));
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Assert.Equal("arsenal-win", ClusterKey(" ", "arsenal-win"));
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Assert.Equal("", ClusterKey(null, null));
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}
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[Fact]
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public void Score_increases_with_edge_and_earlier_resolution()
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{
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// mehr Edge -> höherer Score
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Assert.True(Score(5m, 24) > Score(2m, 24));
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// frühere Auflösung -> höherer Score (Bindungsbonus)
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Assert.True(Score(3m, 1) > Score(3m, 40));
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// negativer Edge zählt als 0, aber Zeitbonus bleibt >= 0
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Assert.True(Score(-5m, 10) >= 0m);
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}
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}
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}
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@@ -19,6 +19,7 @@
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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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