Implement B4: Add Predictalytics.Application.Tests project with unit tests for PositionPnLEngine and AnalyticsService
This commit is contained in:
Richard
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<Project Sdk="Microsoft.NET.Sdk">
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<PropertyGroup>
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<TargetFramework>net10.0</TargetFramework>
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<ImplicitUsings>enable</ImplicitUsings>
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<Nullable>enable</Nullable>
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<IsPackable>false</IsPackable>
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</PropertyGroup>
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<ItemGroup>
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<PackageReference Include="coverlet.collector" Version="6.0.4" />
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<PackageReference Include="Microsoft.EntityFrameworkCore.InMemory" Version="8.0.11" />
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<PackageReference Include="Microsoft.NET.Test.Sdk" Version="17.14.1" />
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<PackageReference Include="xunit" Version="2.9.3" />
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<PackageReference Include="xunit.runner.visualstudio" Version="3.1.4" />
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</ItemGroup>
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<ItemGroup>
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<Using Include="Xunit" />
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</ItemGroup>
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<ItemGroup>
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<ProjectReference Include="..\Predictalytics.Application\Predictalytics.Application.csproj" />
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<ProjectReference Include="..\Predictalytics.Domain\Predictalytics.Domain.csproj" />
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<ProjectReference Include="..\Predictalytics.Infrastructure\Predictalytics.Infrastructure.csproj" />
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</ItemGroup>
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</Project>
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using Microsoft.EntityFrameworkCore;
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using Microsoft.Extensions.Logging.Abstractions;
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using Predictalytics.Application.Interfaces;
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using Predictalytics.Application.Services;
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using Predictalytics.Domain.Entities;
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using Predictalytics.Domain.Enums;
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using Predictalytics.Domain.Interfaces;
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using Predictalytics.Infrastructure.Data;
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using Predictalytics.Infrastructure.Data.Repositories;
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using System;
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using System.Collections.Generic;
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using System.Linq;
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using System.Threading;
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using System.Threading.Tasks;
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using Xunit;
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namespace Predictalytics.Application.Tests.Services;
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public class AnalyticsServiceTests
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{
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private AppDbContext CreateDbContext()
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{
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var options = new DbContextOptionsBuilder<AppDbContext>()
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.UseInMemoryDatabase(databaseName: Guid.NewGuid().ToString())
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.Options;
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return new AppDbContext(options);
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}
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[Fact]
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public async Task GetTraderDeepDiveAsync_CalculatesCorrectMetrics()
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{
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// Arrange
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using var db = CreateDbContext();
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var traderRepo = new TraderRepository(db);
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var tradeRepo = new TradeRepository(db);
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var marketRepo = new MarketRepository(db);
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var discoveryMock = new MockDiscoveryService();
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var providers = new List<IPlatformProvider>();
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var analyticsService = new AnalyticsService(
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traderRepo,
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tradeRepo,
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null!, // alertRepo (not used in GetTraderDeepDiveAsync)
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null!, // watchlistRepo (not used in GetTraderDeepDiveAsync)
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marketRepo,
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discoveryMock,
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providers,
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NullLogger<AnalyticsService>.Instance
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);
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var trader = new Trader { Id = 1, PlatformUserId = "0x1", DisplayName = "Trader 1" };
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db.Traders.Add(trader);
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var market = new Market { Id = 10, PlatformMarketId = "pm1", Question = "Q?" };
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var outcome = new MarketOutcome { Id = 100, MarketId = 10, Label = "Yes", TokenId = "t100", CurrentPrice = 0.50m };
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market.Outcomes.Add(outcome);
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db.Markets.Add(market);
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var baseTime = DateTime.UtcNow.AddDays(-5);
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db.Trades.Add(new Trade
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{
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Id = 501, TraderId = 1, DbMarketId = 10, MarketOutcomeId = 100,
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Side = TradeSide.Buy, Price = 0.40m, Size = 100m, Amount = 40m,
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ExecutedAt = baseTime
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});
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db.Trades.Add(new Trade
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{
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Id = 502, TraderId = 1, DbMarketId = 10, MarketOutcomeId = 100,
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Side = TradeSide.Sell, Price = 0.60m, Size = 100m, Amount = 60m,
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ExecutedAt = baseTime.AddHours(24) // 24 hours holding duration
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});
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db.MarketOutcomePriceSnapshots.Add(new MarketOutcomePriceSnapshot
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{
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Id = 1, MarketOutcomeId = 100, Price = 0.50m, Timestamp = baseTime.AddHours(2)
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});
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db.MarketOutcomePriceSnapshots.Add(new MarketOutcomePriceSnapshot
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{
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Id = 2, MarketOutcomeId = 100, Price = 0.60m, Timestamp = baseTime.AddHours(12)
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});
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await db.SaveChangesAsync();
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// Act
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var deepDive = await analyticsService.GetTraderDeepDiveAsync(1);
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// Assert
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Assert.NotNull(deepDive);
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Assert.Equal(24.0, (double)deepDive.AvgHoldDurationHours, 2);
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// Entry Quality: Buy at 0.40, subsequent prices are 0.50 and 0.60 (avg 0.55).
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// Entry Quality = 50 + ((0.55 - 0.40) / 0.40) * 100 = 50 + 0.375 * 100 = 87.5
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Assert.Equal(87.5m, deepDive.EntryQuality);
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}
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private class MockDiscoveryService : IDiscoveryService
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{
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public Task<int> ImportTraderAsync(PlatformType platform, string platformUserId, string displayName, CancellationToken ct) => Task.FromResult(0);
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public Task ScanTopHoldersAsync(CancellationToken ct) => Task.CompletedTask;
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public Task<IReadOnlyList<DiscoveredTrader>> RunDiscoveryAsync(PlatformType platform, CancellationToken ct) => Task.FromResult<IReadOnlyList<DiscoveredTrader>>(new List<DiscoveredTrader>());
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}
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}
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@@ -0,0 +1,150 @@
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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.Services;
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using Microsoft.Extensions.Logging.Abstractions;
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using System;
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using System.Threading.Tasks;
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using Xunit;
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namespace Predictalytics.Application.Tests.Services;
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public class PositionPnLEngineTests
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{
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private AppDbContext CreateDbContext()
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{
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var options = new DbContextOptionsBuilder<AppDbContext>()
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.UseInMemoryDatabase(databaseName: Guid.NewGuid().ToString())
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.Options;
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return new AppDbContext(options);
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}
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[Fact]
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public async Task RecalculateTraderPositionsAsync_BuyTrade_CreatesTraderPosition()
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{
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// Arrange
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using var db = CreateDbContext();
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var pnlEngine = new PositionPnLEngine(db, NullLogger<PositionPnLEngine>.Instance);
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var trader = new Trader { Id = 1, PlatformUserId = "0x1", DisplayName = "Trader 1" };
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var market = new Market { Id = 10, PlatformMarketId = "pm1", Question = "Q?" };
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var outcome = new MarketOutcome { Id = 100, MarketId = 10, Label = "Yes", TokenId = "t100", CurrentPrice = 0.60m };
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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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var buyTrade = new Trade
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{
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Id = 500,
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TraderId = 1,
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DbMarketId = 10,
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MarketOutcomeId = 100,
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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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};
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db.Trades.Add(buyTrade);
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await db.SaveChangesAsync();
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// Act
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await pnlEngine.RecalculateTraderPositionsAsync(1);
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// Assert
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var pos = await db.TraderPositions.FirstOrDefaultAsync(p => p.TraderId == 1 && p.MarketOutcomeId == 100);
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Assert.NotNull(pos);
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Assert.Equal(100m, pos.SharesHeld);
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Assert.Equal(0.50m, pos.AvgCost);
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Assert.Equal(0m, pos.RealizedPnl);
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}
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[Fact]
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public async Task RecalculateTraderPositionsAsync_SellTrade_CalculatesRealizedPnL()
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{
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// Arrange
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using var db = CreateDbContext();
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var pnlEngine = new PositionPnLEngine(db, NullLogger<PositionPnLEngine>.Instance);
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var trader = new Trader { Id = 1, PlatformUserId = "0x1", DisplayName = "Trader 1" };
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var market = new Market { Id = 10, PlatformMarketId = "pm1", Question = "Q?" };
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var outcome = new MarketOutcome { Id = 100, MarketId = 10, Label = "Yes", TokenId = "t100", CurrentPrice = 0.60m };
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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 100 shares at 0.40
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db.Trades.Add(new Trade
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{
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Id = 501, TraderId = 1, DbMarketId = 10, MarketOutcomeId = 100,
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Side = TradeSide.Buy, Price = 0.40m, Size = 100m, Amount = 40m,
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ExecutedAt = DateTime.UtcNow.AddMinutes(-10)
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});
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// Sell 50 shares at 0.60
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db.Trades.Add(new Trade
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{
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Id = 502, TraderId = 1, DbMarketId = 10, MarketOutcomeId = 100,
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Side = TradeSide.Sell, Price = 0.60m, Size = 50m, Amount = 30m,
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ExecutedAt = DateTime.UtcNow
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});
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await db.SaveChangesAsync();
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// Act
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await pnlEngine.RecalculateTraderPositionsAsync(1);
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// Assert
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var pos = await db.TraderPositions.FirstOrDefaultAsync(p => p.TraderId == 1 && p.MarketOutcomeId == 100);
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Assert.NotNull(pos);
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Assert.Equal(50m, pos.SharesHeld);
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Assert.Equal(0.40m, pos.AvgCost); // AvgCost stays at 0.40
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Assert.Equal(10m, pos.RealizedPnl); // 50 * (0.60 - 0.40) = 10
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}
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[Fact]
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public async Task RecalculateTraderPositionsAsync_RedeemTrade_CalculatesRedeemPnL()
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{
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// Arrange
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using var db = CreateDbContext();
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var pnlEngine = new PositionPnLEngine(db, NullLogger<PositionPnLEngine>.Instance);
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var trader = new Trader { Id = 1, PlatformUserId = "0x1", DisplayName = "Trader 1" };
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var market = new Market { Id = 10, PlatformMarketId = "pm1", Question = "Q?", IsResolved = true, ResolutionOutcome = "Yes" };
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var outcome = new MarketOutcome { Id = 100, MarketId = 10, Label = "Yes", TokenId = "t100", 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 100 shares at 0.40
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db.Trades.Add(new Trade
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{
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Id = 501, TraderId = 1, DbMarketId = 10, MarketOutcomeId = 100,
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Side = TradeSide.Buy, Price = 0.40m, Size = 100m, Amount = 40m,
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ExecutedAt = DateTime.UtcNow.AddMinutes(-10)
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});
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// Redeem at 1.00 (Win)
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db.Trades.Add(new Trade
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{
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Id = 503, TraderId = 1, DbMarketId = 10, MarketOutcomeId = 100,
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Side = TradeSide.Redeem, Price = 1.00m, Size = 100m, Amount = 100m,
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ExecutedAt = DateTime.UtcNow
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});
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await db.SaveChangesAsync();
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// Act
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await pnlEngine.RecalculateTraderPositionsAsync(1);
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// Assert
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var pos = await db.TraderPositions.FirstOrDefaultAsync(p => p.TraderId == 1 && p.MarketOutcomeId == 100);
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Assert.NotNull(pos);
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Assert.Equal(0m, pos.SharesHeld);
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Assert.Equal(60m, pos.RealizedPnl); // 100 * (1.00 - 0.40) = 60
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}
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}
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@@ -285,7 +285,7 @@ public class AnalyticsService : IAnalyticsService
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botIndicators.Count > 0 ? StrategyType.Bot : StrategyType.Unknown;
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// Calculate holding duration
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var holdDuration = (decimal)CalculateAvgHoldDuration(trades.ToList());
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var holdDuration = (decimal)CalculateAvgHoldDuration(trades.OrderBy(t => t.ExecutedAt).ToList());
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// Calculate Entry and Exit qualities
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var entryQualities = new List<decimal>();
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@@ -18,6 +18,7 @@ public static class DependencyInjection
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services.AddHostedService<TraderCleanupWorker>();
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services.AddHostedService<TraderAnalyticsWorker>();
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services.AddHostedService<ScoringAndAlertsWorker>();
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services.AddHostedService<TradeRetentionWorker>();
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return services;
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}
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}
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@@ -0,0 +1,174 @@
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using Microsoft.EntityFrameworkCore;
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using Microsoft.Extensions.Configuration;
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using Microsoft.Extensions.DependencyInjection;
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using Microsoft.Extensions.Hosting;
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using Microsoft.Extensions.Logging;
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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 System;
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using System.Linq;
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using System.Threading;
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using System.Threading.Tasks;
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namespace Predictalytics.Worker.Services;
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/// <summary>
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/// Background service for storage optimization.
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/// Periodically deletes trades older than the retention window (default 90 days)
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/// and compacts high-frequency bot trades older than the compaction threshold (default 14 days)
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/// into daily summaries to reduce database row count.
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/// </summary>
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public class TradeRetentionWorker : BackgroundService
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{
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private readonly IServiceProvider _services;
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private readonly IConfiguration _config;
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private readonly ILogger<TradeRetentionWorker> _logger;
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private readonly TimeSpan _runInterval = TimeSpan.FromHours(24);
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public TradeRetentionWorker(IServiceProvider services, IConfiguration config, ILogger<TradeRetentionWorker> logger)
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{
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_services = services;
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_config = config;
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_logger = logger;
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}
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protected override async Task ExecuteAsync(CancellationToken stoppingToken)
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{
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_logger.LogInformation("🧹 TradeRetentionWorker started");
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await Task.Delay(15000, stoppingToken); // Let system initialize
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while (!stoppingToken.IsCancellationRequested)
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{
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try
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{
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await RunOptimizationAsync(stoppingToken);
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}
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catch (Exception ex)
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{
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_logger.LogError(ex, "Error occurred executing TradeRetentionWorker cycle.");
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}
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await Task.Delay(_runInterval, stoppingToken);
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}
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_logger.LogInformation("🧹 TradeRetentionWorker stopped");
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}
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private async Task RunOptimizationAsync(CancellationToken ct)
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{
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using var scope = _services.CreateScope();
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var db = scope.ServiceProvider.GetRequiredService<AppDbContext>();
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// Load configuration values
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var retentionDays = _config.GetValue("RetentionSettings:RetentionDays", 90);
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var compactionDays = _config.GetValue("RetentionSettings:CompactionDays", 14);
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_logger.LogInformation("🧹 TradeRetentionWorker: Starting optimization. RetentionDays={Retention}, CompactionDays={Compaction}",
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retentionDays, compactionDays);
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var utcNow = DateTime.UtcNow;
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var retentionCutoff = utcNow.Date.AddDays(-retentionDays);
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var compactionCutoff = utcNow.Date.AddDays(-compactionDays);
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// 1. Prune Old Trades (C1 & C2)
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_logger.LogInformation("Pruning trades older than {Cutoff}...", retentionCutoff);
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var deletedCount = await db.Trades
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.Where(t => t.ExecutedAt < retentionCutoff)
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.ExecuteDeleteAsync(ct);
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_logger.LogInformation("Pruned {Count} old trades from the database.", deletedCount);
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// 2. Compact Bot Trades (C3)
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_logger.LogInformation("Beginning trade compaction for suspected bots/HF traders older than {Cutoff}...", compactionCutoff);
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var botTraderIds = await db.Traders
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.Where(t => t.IsSuspectedBot || t.Strategy == StrategyType.Bot)
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.Select(t => t.Id)
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.ToListAsync(ct);
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if (botTraderIds.Count == 0)
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{
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_logger.LogInformation("No bot/HF traders found for compaction.");
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return;
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}
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_logger.LogInformation("Found {Count} bot/HF traders to process.", botTraderIds.Count);
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foreach (var traderId in botTraderIds)
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{
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if (ct.IsCancellationRequested) break;
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// Load candidate trades to compact (older than compactionCutoff, newer than retentionCutoff)
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var tradesToCompact = await db.Trades
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.Where(t => t.TraderId == traderId &&
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t.ExecutedAt >= retentionCutoff &&
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t.ExecutedAt < compactionCutoff &&
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!t.PlatformTradeId.StartsWith("COMPACT_"))
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.ToListAsync(ct);
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if (tradesToCompact.Count == 0) continue;
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// Group trades by outcome, date, and side to aggregate
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var groups = tradesToCompact
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.GroupBy(t => new { t.MarketOutcomeId, Date = t.ExecutedAt.Date, t.Side })
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.Where(g => g.Count() > 1 && g.Key.MarketOutcomeId.HasValue)
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.ToList();
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if (groups.Count == 0) continue;
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_logger.LogInformation("Compacting {Count} groups of trades for trader {TraderId}...", groups.Count, traderId);
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int compactedTradeCount = 0;
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foreach (var g in groups)
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{
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var outcomeId = g.Key.MarketOutcomeId!.Value;
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var date = g.Key.Date;
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var side = g.Key.Side;
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var list = g.ToList();
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var totalSize = list.Sum(t => t.Size);
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var totalAmount = list.Sum(t => t.Amount);
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if (totalSize <= 0) continue;
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var weightedAvgPrice = totalAmount / totalSize;
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// Grab a representative trade to copy fields
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var sample = list.First();
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var compactedTrade = new Trade
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{
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Platform = sample.Platform,
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PlatformTradeId = $"COMPACT_{traderId}_{outcomeId}_{date:yyyyMMdd}_{side}",
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TraderId = traderId,
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MarketId = sample.MarketId,
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DbMarketId = sample.DbMarketId,
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MarketOutcomeId = outcomeId,
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AssetId = sample.AssetId,
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||||
Outcome = sample.Outcome,
|
||||
Side = side,
|
||||
Price = weightedAvgPrice,
|
||||
Size = totalSize,
|
||||
Amount = totalAmount,
|
||||
ExecutedAt = date.AddHours(12), // Set to noon of that day
|
||||
TransactionHash = null
|
||||
};
|
||||
|
||||
// Remove the individual trades
|
||||
db.Trades.RemoveRange(list);
|
||||
|
||||
// Add the compacted trade
|
||||
db.Trades.Add(compactedTrade);
|
||||
compactedTradeCount += list.Count - 1;
|
||||
}
|
||||
|
||||
if (compactedTradeCount > 0)
|
||||
{
|
||||
await db.SaveChangesAsync(ct);
|
||||
_logger.LogInformation("Reduced row count by {Count} for trader {TraderId}.", compactedTradeCount, traderId);
|
||||
}
|
||||
}
|
||||
|
||||
_logger.LogInformation("🧹 TradeRetentionWorker: Optimization cycle complete.");
|
||||
}
|
||||
}
|
||||
Reference in New Issue
Block a user