G3 & G4: Map UsdcSize, OutcomeIndex, compute Category ROI and add migration
This commit is contained in:
Richard
@@ -546,6 +546,7 @@
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<th class="num-col">Win Rate</th>
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<th class="num-col">PnL</th>
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<th class="num-col">Volumen</th>
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<th class="num-col">Avg. Return</th>
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<th>Trades</th>
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</tr>
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</thead>
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@@ -658,11 +658,12 @@ async function viewTrader(id) {
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<td>${fmt.pct(c.winRate)}</td>
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<td>${fmt.pnl(c.totalPnL)}</td>
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<td>${fmt.usd(c.totalVolume)}</td>
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<td class="${(c.avgReturnPct || 0) >= 0 ? 'pnl-positive' : 'pnl-negative'}">${(c.avgReturnPct || 0).toFixed(1)}%</td>
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<td>${fmt.num(c.totalTrades)}</td>
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</tr>
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`).join('');
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} else {
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catBody.innerHTML = '<tr><td colspan="6" style="text-align:center; padding:16px; color:var(--text-muted)">No category data available</td></tr>';
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catBody.innerHTML = '<tr><td colspan="7" style="text-align:center; padding:16px; color:var(--text-muted)">No category data available</td></tr>';
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}
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const tbody = document.getElementById('td-tradesBody');
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@@ -881,4 +881,61 @@ public class PositionPnLEngineTests
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Assert.Equal(6, analytics.Trades30d);
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}
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}
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[Fact]
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public async Task RecalculateTraderPositionsAsync_CalculatesCategoryTotalInvestedAndROI()
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{
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// Arrange
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var dbName = Guid.NewGuid().ToString();
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using (var db = CreateDbContext(dbName))
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{
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var trader = new Trader { Id = 1, PlatformUserId = "0x1", DisplayName = "Trader 1" };
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var ev = new Event { Id = 2, Platform = PlatformType.Polymarket, Slug = "e2", Title = "E2", Tags = "Crypto" };
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db.Set<Event>().Add(ev);
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var market = new Market { Id = 20, EventId = 2, PlatformMarketId = 2L, Question = "BTC to 100k?", Category = MarketCategory.Crypto, Subcategory = "Bitcoin", IsResolved = true };
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var outcome = new MarketOutcome { Id = 200, MarketId = 20, Label = "Yes", TokenId = "t200", CurrentPrice = 1.00m };
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market.Outcomes.Add(outcome);
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db.Traders.Add(trader);
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db.Markets.Add(market);
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// Buy trade (Invested = 100 USD)
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db.Trades.Add(new Trade
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{
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Id = 601, TraderId = 1, DbMarketId = 20, MarketOutcomeId = 200,
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Side = TradeSide.Buy, Price = 0.50m, Size = 200m, Amount = 100m,
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ExecutedAt = DateTime.UtcNow.AddMinutes(-10),
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MarketOutcome = outcome
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});
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// Sell trade (Payout = 200 USD -> PnL = 100 USD)
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db.Trades.Add(new Trade
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{
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Id = 602, TraderId = 1, DbMarketId = 20, MarketOutcomeId = 200,
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Side = TradeSide.Sell, Price = 1.00m, Size = 200m, Amount = 200m,
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ExecutedAt = DateTime.UtcNow,
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MarketOutcome = outcome
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});
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await db.SaveChangesAsync();
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}
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// Act
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using (var db = CreateDbContext(dbName))
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{
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var pnlEngine = new PositionPnLEngine(db, NullLogger<PositionPnLEngine>.Instance);
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await pnlEngine.RecalculateTraderPositionsAsync(1);
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}
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// Assert
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using (var db = CreateDbContext(dbName))
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{
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var perf = await db.TraderCategoryPerformances.FirstOrDefaultAsync(p => p.TraderId == 1 && p.Category == MarketCategory.Crypto);
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Assert.NotNull(perf);
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Assert.Equal(100m, perf.TotalInvested);
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Assert.Equal(100m, perf.TotalPnL);
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Assert.Equal(100m, perf.AvgReturnPct); // (100 / 100) * 100 = 100% ROI
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}
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}
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}
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@@ -0,0 +1,53 @@
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using System;
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using System.Collections.Generic;
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using System.Threading.Tasks;
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using Microsoft.Data.Sqlite;
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using Microsoft.EntityFrameworkCore;
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using Predictalytics.Domain.Entities;
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using Predictalytics.Domain.Enums;
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using Predictalytics.Infrastructure.Data;
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using Predictalytics.Infrastructure.Data.Repositories;
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using Microsoft.Extensions.Logging.Abstractions;
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using Xunit;
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namespace Predictalytics.Application.Tests.Services;
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public class TradeRepositoryTests
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{
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[Fact]
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public async Task AddRangeAsync_GeneratesCorrectSqlAndParameters()
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{
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using var connection = new SqliteConnection("DataSource=:memory:");
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connection.Open();
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var options = new DbContextOptionsBuilder<AppDbContext>()
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.UseSqlite(connection)
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.Options;
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using var db = new AppDbContext(options);
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db.Database.EnsureCreated();
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var repo = new TradeRepository(db, NullLogger<TradeRepository>.Instance);
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var trade = new Trade
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{
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PlatformTradeId = "test_tx_usdc",
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MarketId = "cond_1",
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AssetId = "asset_1",
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Outcome = "Yes",
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Side = TradeSide.Buy,
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Price = 0.50m,
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Size = 100m,
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Amount = 50m,
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ExecutedAt = DateTime.UtcNow,
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UsdcSize = 123.45m,
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OutcomeIndex = 1
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};
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// SQLite will throw due to MySql specific "ON DUPLICATE KEY UPDATE" syntax.
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// We catch it and verify that it failed at execution rather than mapping/parameter building.
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var exception = await Assert.ThrowsAnyAsync<Exception>(() => repo.AddRangeAsync(new[] { trade }));
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// Assert that the exception is a syntax error near "DUPLICATE", which verifies the query was correctly built and sent
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Assert.Contains("DUPLICATE", exception.Message, StringComparison.OrdinalIgnoreCase);
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}
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}
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@@ -85,7 +85,8 @@ public record TraderCategoryPerformanceDto(
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decimal TotalPnL,
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int TotalTrades,
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int WinningTrades,
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decimal WinRate
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decimal WinRate,
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decimal AvgReturnPct
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);
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public record TraderPositionDto(
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@@ -243,7 +243,8 @@ public class AnalyticsService : IAnalyticsService
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p.TotalPnL,
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p.TotalTrades,
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p.WinningTrades,
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p.WinRate)).ToList();
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p.WinRate,
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p.AvgReturnPct)).ToList();
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return new TraderDetailDto(trader.Id, trader.Platform.ToString(), trader.PlatformUserId, trader.DisplayName,
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trader.Notes, trader.Tier.ToString(), trader.Strategy.ToString(), trader.IsSuspectedBot, trader.ManualPriorityOverride,
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@@ -66,6 +66,13 @@ public class Trade
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/// <summary>Transaction hash (for blockchain-based platforms).</summary>
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public string? TransactionHash { get; set; }
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/// <summary>USDC size of the trade (raw currency size traded).</summary>
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[Column(TypeName = "decimal(18,6)")]
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public decimal? UsdcSize { get; set; }
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/// <summary>Outcome index traded.</summary>
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public int? OutcomeIndex { get; set; }
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// ── Context Enrichment (AI Strategy Detection) ───────────
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/// <summary>Market price 1 minute before trade execution.</summary>
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@@ -20,6 +20,9 @@ public class TraderCategoryPerformance
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/// <summary>Total Profit/Loss in this category (USD).</summary>
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public decimal TotalPnL { get; set; }
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/// <summary>Total invested amount in this category (USD).</summary>
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public decimal TotalInvested { get; set; }
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/// <summary>Number of trades in this category.</summary>
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public int TotalTrades { get; set; }
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@@ -28,4 +31,7 @@ public class TraderCategoryPerformance
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/// <summary>Calculated win rate for this category (0.0 - 1.0).</summary>
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public decimal WinRate => TotalTrades > 0 ? (decimal)WinningTrades / TotalTrades : 0;
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/// <summary>Calculated ROI percentage (Total PnL / Total Invested * 100).</summary>
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public decimal AvgReturnPct => TotalInvested > 0 ? (TotalPnL / TotalInvested) * 100m : 0;
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}
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@@ -70,14 +70,14 @@ public class TradeRepository : ITradeRepository
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foreach (var chunk in tradeList.Chunk(500))
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{
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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 ");
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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, UsdcSize, OutcomeIndex) VALUES ");
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var parameters = new List<object>();
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for (int i = 0; i < chunk.Length; i++)
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{
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var t = chunk[i];
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int pIdx = i * 16;
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sb.Append($"({{{pIdx}}}, {{{pIdx + 1}}}, {{{pIdx + 2}}}, {{{pIdx + 3}}}, {{{pIdx + 4}}}, {{{pIdx + 5}}}, {{{pIdx + 6}}}, {{{pIdx + 7}}}, {{{pIdx + 8}}}, {{{pIdx + 9}}}, {{{pIdx + 10}}}, {{{pIdx + 11}}}, {{{pIdx + 12}}}, {{{pIdx + 13}}}, {{{pIdx + 14}}}, {{{pIdx + 15}}})");
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int pIdx = i * 18;
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sb.Append($"({{{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}}}, {{{pIdx + 16}}}, {{{pIdx + 17}}})");
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if (i < chunk.Length - 1)
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sb.Append(", ");
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@@ -98,10 +98,12 @@ public class TradeRepository : ITradeRepository
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parameters.Add((int)t.Platform);
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parameters.Add(t.IsContextEnriched);
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parameters.Add(t.AggregatedCount ?? (object?)null);
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parameters.Add(t.UsdcSize ?? (object?)null);
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parameters.Add(t.OutcomeIndex ?? (object?)null);
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}
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// For Aggregated Trades, we want UPSERT logic to update size, amount and VWAP
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sb.Append(" ON DUPLICATE KEY UPDATE Price=VALUES(Price), Size=VALUES(Size), Amount=VALUES(Amount), AggregatedCount=VALUES(AggregatedCount);");
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sb.Append(" ON DUPLICATE KEY UPDATE Price=VALUES(Price), Size=VALUES(Size), Amount=VALUES(Amount), AggregatedCount=VALUES(AggregatedCount), UsdcSize=VALUES(UsdcSize), OutcomeIndex=VALUES(OutcomeIndex);");
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int maxRetries = 3;
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var backoffs = new[] { 250, 500, 1000 };
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+1275
File diff suppressed because it is too large
Load Diff
+49
@@ -0,0 +1,49 @@
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using Microsoft.EntityFrameworkCore.Migrations;
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#nullable disable
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namespace Predictalytics.Infrastructure.Migrations
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{
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/// <inheritdoc />
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public partial class AddTradeUsdcOutcomeIndexAndCategoryTotalInvested : Migration
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{
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/// <inheritdoc />
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protected override void Up(MigrationBuilder migrationBuilder)
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{
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migrationBuilder.AddColumn<int>(
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name: "OutcomeIndex",
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table: "Trades",
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type: "int",
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nullable: true);
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migrationBuilder.AddColumn<decimal>(
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name: "UsdcSize",
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table: "Trades",
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type: "decimal(18,6)",
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nullable: true);
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migrationBuilder.AddColumn<decimal>(
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name: "TotalInvested",
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table: "TraderCategoryPerformances",
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type: "decimal(65,30)",
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nullable: false,
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defaultValue: 0m);
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}
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/// <inheritdoc />
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protected override void Down(MigrationBuilder migrationBuilder)
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{
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migrationBuilder.DropColumn(
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name: "OutcomeIndex",
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table: "Trades");
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migrationBuilder.DropColumn(
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name: "UsdcSize",
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table: "Trades");
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migrationBuilder.DropColumn(
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name: "TotalInvested",
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table: "TraderCategoryPerformances");
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}
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}
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}
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@@ -453,6 +453,9 @@ namespace Predictalytics.Infrastructure.Migrations
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.HasMaxLength(128)
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.HasColumnType("varchar(128)");
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b.Property<int?>("OutcomeIndex")
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.HasColumnType("int");
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b.Property<int>("Platform")
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.HasColumnType("int");
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@@ -485,6 +488,9 @@ namespace Predictalytics.Infrastructure.Migrations
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.HasMaxLength(66)
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.HasColumnType("varchar(66)");
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b.Property<decimal?>("UsdcSize")
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.HasColumnType("decimal(18,6)");
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b.HasKey("Id");
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b.HasIndex("AssetId");
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@@ -765,6 +771,9 @@ namespace Predictalytics.Infrastructure.Migrations
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.HasMaxLength(128)
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.HasColumnType("varchar(128)");
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b.Property<decimal>("TotalInvested")
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.HasColumnType("decimal(65,30)");
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b.Property<decimal>("TotalPnL")
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.HasPrecision(18, 4)
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.HasColumnType("decimal(18,4)");
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@@ -56,7 +56,9 @@ public class PolymarketProvider : IPlatformProvider
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TransactionHash = r.TransactionHash?.ToLowerInvariant(),
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TraderId = 0,
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TransientWallet = wallet,
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TransientDisplayName = !string.IsNullOrEmpty(r.Name) ? r.Name : r.Pseudonym
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TransientDisplayName = !string.IsNullOrEmpty(r.Name) ? r.Name : r.Pseudonym,
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UsdcSize = (decimal)r.UsdcSize,
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OutcomeIndex = r.OutcomeIndex
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};
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}).ToList();
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@@ -94,7 +96,9 @@ public class PolymarketProvider : IPlatformProvider
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TransactionHash = r.TransactionHash?.ToLowerInvariant(),
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TraderId = 0,
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TransientWallet = wallet,
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TransientDisplayName = !string.IsNullOrEmpty(r.Name) ? r.Name : r.Pseudonym
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TransientDisplayName = !string.IsNullOrEmpty(r.Name) ? r.Name : r.Pseudonym,
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UsdcSize = (decimal)r.UsdcSize,
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OutcomeIndex = r.OutcomeIndex
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};
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}).ToList();
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@@ -127,7 +131,9 @@ public class PolymarketProvider : IPlatformProvider
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TransactionHash = r.TransactionHash,
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TraderId = 0,
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TransientWallet = wallet,
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TransientDisplayName = !string.IsNullOrEmpty(r.Name) ? r.Name : r.Pseudonym
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TransientDisplayName = !string.IsNullOrEmpty(r.Name) ? r.Name : r.Pseudonym,
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UsdcSize = (decimal)r.UsdcSize,
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OutcomeIndex = r.OutcomeIndex
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};
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}).ToList();
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@@ -398,6 +398,7 @@ public class PositionPnLEngine : IPositionPnLEngine
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{
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existing.TotalVolume = kvp.Value.TotalVolume;
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existing.TotalPnL = kvp.Value.TotalPnL;
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existing.TotalInvested = kvp.Value.TotalInvested;
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existing.TotalTrades = kvp.Value.TotalTrades;
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existing.WinningTrades = kvp.Value.WinningTrades;
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_db.TraderCategoryPerformances.Update(existing);
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@@ -603,6 +604,11 @@ public class PositionPnLEngine : IPositionPnLEngine
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}
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}
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decimal marketBuyAmount = marketGroup
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.Where(t => t.Side == TradeSide.Buy)
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.Sum(t => t.Amount);
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perf.TotalInvested += marketBuyAmount;
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perf.TotalPnL += marketPnl;
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perf.TotalTrades += 1;
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if (marketPnl > 0)
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