Implement B4: Add Predictalytics.Application.Tests project with unit tests for PositionPnLEngine and AnalyticsService
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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,
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Side = side,
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Price = weightedAvgPrice,
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Size = totalSize,
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Amount = totalAmount,
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ExecutedAt = date.AddHours(12), // Set to noon of that day
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TransactionHash = null
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};
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// Remove the individual trades
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db.Trades.RemoveRange(list);
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// Add the compacted trade
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db.Trades.Add(compactedTrade);
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compactedTradeCount += list.Count - 1;
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}
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if (compactedTradeCount > 0)
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{
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await db.SaveChangesAsync(ct);
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_logger.LogInformation("Reduced row count by {Count} for trader {TraderId}.", compactedTradeCount, traderId);
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}
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}
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_logger.LogInformation("🧹 TradeRetentionWorker: Optimization cycle complete.");
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}
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}
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