feat: implement Part D and E from FIXPLAN

- D1/D2/D2c: Added TraderTraits entity, TraderTraitCalculator, Market Return Metrics (MedianWin, AvgWin, etc.), and trait filters
- D3: Implemented HF-Trader Tiering via IngestMode (Full, Aggregated, SnapshotOnly) and updated TradeHistoryWorker to respect tiers
- E1-E5: Added MasterStatus to Trader, TraderWindowMetrics for rolling analytics, Fingerprint metrics (PriceBandProfile, P50/P90), Copyability aggregates (Volume, Drift, Edge)
- E6: Implemented GET /api/traders/{id}/profile and GET /api/traders/correlation
- Replaced FIXPLAN-2026-07-09.md with FIXPLAN-TODO.md and FIXPLAN-DONE.md
- Cleaned up API docs and plan to use generic terms (removed hardcoded PolyTrader references)
- Added respective EF Core Migrations

src/Predictalytics.Infrastructure/Data/Repositories/TradeRepository.cs

@@ -70,14 +70,14 @@ public class TradeRepository : ITradeRepository
 
         foreach (var chunk in tradeList.Chunk(500))
         {
-            var sb = new System.Text.StringBuilder("INSERT IGNORE INTO Trades (PlatformTradeId, MarketId, AssetId, Outcome, Side, Price, Size, Amount, ExecutedAt, TransactionHash, TraderId, MarketOutcomeId, DbMarketId, Platform, IsContextEnriched) VALUES ");
+            var sb = new System.Text.StringBuilder("INSERT INTO Trades (PlatformTradeId, MarketId, AssetId, Outcome, Side, Price, Size, Amount, ExecutedAt, TransactionHash, TraderId, MarketOutcomeId, DbMarketId, Platform, IsContextEnriched, AggregatedCount) VALUES ");
             var parameters = new List<object>();
 
             for (int i = 0; i < chunk.Length; i++)
             {
                 var t = chunk[i];
-                int pIdx = i * 15;
-                sb.Append($"({{{pIdx}}}, {{{pIdx + 1}}}, {{{pIdx + 2}}}, {{{pIdx + 3}}}, {{{pIdx + 4}}}, {{{pIdx + 5}}}, {{{pIdx + 6}}}, {{{pIdx + 7}}}, {{{pIdx + 8}}}, {{{pIdx + 9}}}, {{{pIdx + 10}}}, {{{pIdx + 11}}}, {{{pIdx + 12}}}, {{{pIdx + 13}}}, {{{pIdx + 14}}})");
+                int pIdx = i * 16;
+                sb.Append($"({{{pIdx}}}, {{{pIdx + 1}}}, {{{pIdx + 2}}}, {{{pIdx + 3}}}, {{{pIdx + 4}}}, {{{pIdx + 5}}}, {{{pIdx + 6}}}, {{{pIdx + 7}}}, {{{pIdx + 8}}}, {{{pIdx + 9}}}, {{{pIdx + 10}}}, {{{pIdx + 11}}}, {{{pIdx + 12}}}, {{{pIdx + 13}}}, {{{pIdx + 14}}}, {{{pIdx + 15}}})");
                 
                 if (i < chunk.Length - 1)
                     sb.Append(", ");
@@ -97,8 +97,12 @@ public class TradeRepository : ITradeRepository
                 parameters.Add(t.DbMarketId ?? (object?)null);
                 parameters.Add((int)t.Platform);
                 parameters.Add(t.IsContextEnriched);
+                parameters.Add(t.AggregatedCount ?? (object?)null);
             }
             
+            // For Aggregated Trades, we want UPSERT logic to update size, amount and VWAP
+            sb.Append(" ON DUPLICATE KEY UPDATE Price=VALUES(Price), Size=VALUES(Size), Amount=VALUES(Amount), AggregatedCount=VALUES(AggregatedCount);");
+            
             int maxRetries = 3;
             var backoffs = new[] { 250, 500, 1000 };
             for (int retry = 0; retry <= maxRetries; retry++)