feat: Implement copytrading analytics and update WebUI

- Add v4 Tape-based CopytradingEstimator (Clustering, MAE, Tape Fills)
- Add CopytradingBacktestHarness (Walk-Forward testing, Shrinkage, LCB ranking)
- Add EF Core Migrations for FollowerFillPrice and Scoring fields
- Update WebUI: Fix Trader Detail tab layout blowout
- Update WebUI: Redesign Trader Detail menubar
- Update WebUI: Display separate Quality and Copyability metric cards
- Update WebUI: Add 'Highly Copyable' filter to Trader List
This commit is contained in:
Richard
2026-07-06 11:55:38 +02:00
parent c0c598b86a
commit a564c016bb
21 changed files with 1705 additions and 47 deletions
@@ -21,6 +21,12 @@ public class TradeContext
/// <summary>The estimated mid-price of the asset roughly 1 minute after the trade execution.</summary>
public decimal? PriceAfter1m { get; set; }
/// <summary>The volume-weighted exact follower fill price 10 seconds after the trade execution (excluding the trader's own trades).</summary>
public decimal? FollowerFillPrice10s { get; set; }
/// <summary>The volume-weighted exact follower fill price 60 seconds after the trade execution (excluding the trader's own trades).</summary>
public decimal? FollowerFillPrice60s { get; set; }
/// <summary>Calculated slippage: execution price vs PriceBefore1m.</summary>
public decimal? EstimatedSlippage { get; set; }