Files
Predictalytics/src/Predictalytics.Worker/Services/TradeRetentionWorker.cs
T
Richard 16431f38a5 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
2026-07-14 09:04:31 +02:00

255 lines
10 KiB
C#

using Microsoft.EntityFrameworkCore;
using Microsoft.Extensions.Configuration;
using Microsoft.Extensions.DependencyInjection;
using Microsoft.Extensions.Hosting;
using Microsoft.Extensions.Logging;
using Predictalytics.Domain.Entities;
using Predictalytics.Domain.Enums;
using Predictalytics.Infrastructure.Data;
using System;
using System.Linq;
using System.Threading;
using System.Threading.Tasks;
namespace Predictalytics.Worker.Services;
/// <summary>
/// Background service for storage optimization.
/// Periodically deletes trades older than the retention window (default 90 days)
/// and compacts high-frequency bot trades older than the compaction threshold (default 14 days)
/// into daily summaries to reduce database row count.
/// </summary>
public class TradeRetentionWorker : BackgroundService
{
private readonly IServiceProvider _services;
private readonly IConfiguration _config;
private readonly ILogger<TradeRetentionWorker> _logger;
private readonly TimeSpan _runInterval = TimeSpan.FromHours(24);
public TradeRetentionWorker(IServiceProvider services, IConfiguration config, ILogger<TradeRetentionWorker> logger)
{
_services = services;
_config = config;
_logger = logger;
}
protected override async Task ExecuteAsync(CancellationToken stoppingToken)
{
_logger.LogInformation("🧹 TradeRetentionWorker started");
await Task.Delay(15000, stoppingToken); // Let system initialize
while (!stoppingToken.IsCancellationRequested)
{
try
{
await RunOptimizationAsync(stoppingToken);
}
catch (OperationCanceledException) { break; }
catch (Exception ex)
{
_logger.LogError(ex, "Error occurred executing TradeRetentionWorker cycle.");
}
await Task.Delay(_runInterval, stoppingToken);
}
_logger.LogInformation("🧹 TradeRetentionWorker stopped");
}
private async Task RunOptimizationAsync(CancellationToken ct)
{
using var scope = _services.CreateScope();
var db = scope.ServiceProvider.GetRequiredService<AppDbContext>();
// Load configuration values
bool isEnabled = _config.GetValue("RetentionSettings:Enabled", true);
if (!isEnabled)
{
_logger.LogInformation("🧹 TradeRetentionWorker: Retention is disabled in configuration. Skipping optimization.");
return;
}
var retentionDays = _config.GetValue("RetentionSettings:RetentionDays", 180);
var compactionDays = _config.GetValue("RetentionSettings:CompactionDays", 14);
_logger.LogInformation("🧹 TradeRetentionWorker: Starting optimization. RetentionDays={Retention}, CompactionDays={Compaction}",
retentionDays, compactionDays);
var utcNow = DateTime.UtcNow;
var retentionCutoff = utcNow.Date.AddDays(-retentionDays);
var compactionCutoff = utcNow.Date.AddDays(-compactionDays);
// Exclude trades if the trader is on any active Watchlist
_logger.LogInformation("Pruning trades older than {Cutoff}...", retentionCutoff);
var deletedTrades = await db.Trades
.Where(t => t.ExecutedAt < retentionCutoff && !t.Trader.WatchlistEntries.Any() && t.Trader.IngestMode == IngestMode.Full)
.Select(t => new { t.TraderId, t.MarketOutcomeId })
.Distinct()
.ToListAsync(ct);
var deletedCount = await db.Trades
.Where(t => t.ExecutedAt < retentionCutoff && !t.Trader.WatchlistEntries.Any() && t.Trader.IngestMode == IngestMode.Full)
.ExecuteDeleteAsync(ct);
if (deletedCount > 0 && deletedTrades.Any())
{
var validDeletedTrades = deletedTrades.Where(d => d.MarketOutcomeId.HasValue).ToList();
if (validDeletedTrades.Any())
{
var posIdsToUpdate = await db.TraderPositions
.Where(tp => validDeletedTrades.Select(d => d.TraderId).Contains(tp.TraderId) &&
validDeletedTrades.Select(d => d.MarketOutcomeId!.Value).Contains(tp.MarketOutcomeId))
.Select(tp => tp.Id)
.ToListAsync(ct);
// Filter on client side due to EF Core limitation with tuple Contains
var actualPosIdsToUpdate = (await db.TraderPositions
.Where(tp => posIdsToUpdate.Contains(tp.Id))
.ToListAsync(ct))
.Where(tp => validDeletedTrades.Any(d => d.TraderId == tp.TraderId && d.MarketOutcomeId == tp.MarketOutcomeId))
.Select(tp => tp.Id)
.ToList();
if (actualPosIdsToUpdate.Any())
{
await db.TraderPositions
.Where(tp => actualPosIdsToUpdate.Contains(tp.Id))
.ExecuteUpdateAsync(s => s.SetProperty(p => p.IsHistoryPruned, true), ct);
}
}
}
_logger.LogInformation("Pruned {Count} old trades from the database.", deletedCount);
// 2. Compact Bot Trades (C3)
_logger.LogInformation("Beginning trade compaction for suspected bots/HF traders older than {Cutoff}...", compactionCutoff);
var botTraderIds = await db.Traders
.Where(t => t.IsSuspectedBot || t.Strategy == StrategyType.Bot)
.Select(t => t.Id)
.ToListAsync(ct);
if (botTraderIds.Count == 0)
{
_logger.LogInformation("No bot/HF traders found for compaction.");
return;
}
_logger.LogInformation("Found {Count} bot/HF traders to process.", botTraderIds.Count);
foreach (var traderId in botTraderIds)
{
if (ct.IsCancellationRequested) break;
// Fetch positions to ensure we only compact applied trades and can bump checkpoints
var positions = await db.TraderPositions
.Where(tp => tp.TraderId == traderId)
.ToDictionaryAsync(tp => tp.MarketOutcomeId, ct);
// Load candidate trades to compact (older than compactionCutoff, newer than retentionCutoff)
var tradesToCompact = await db.Trades
.Where(t => t.TraderId == traderId &&
t.ExecutedAt >= retentionCutoff &&
t.ExecutedAt < compactionCutoff &&
!t.PlatformTradeId.StartsWith("COMPACT_") &&
t.MarketOutcomeId != null)
.ToListAsync(ct);
// Filter strictly to trades that are already applied
tradesToCompact = tradesToCompact
.Where(t => positions.TryGetValue(t.MarketOutcomeId!.Value, out var pos) && t.Id <= pos.LastAppliedTradeId)
.ToList();
if (tradesToCompact.Count == 0) continue;
// Group trades by outcome, date, and side to aggregate
var groups = tradesToCompact
.GroupBy(t => new { t.MarketOutcomeId, Date = t.ExecutedAt.Date, t.Side })
.Where(g => g.Count() > 1 && g.Key.MarketOutcomeId.HasValue)
.ToList();
if (groups.Count == 0) continue;
_logger.LogInformation("Compacting {Count} groups of trades for trader {TraderId}...", groups.Count, traderId);
int compactedTradeCount = 0;
foreach (var g in groups)
{
var outcomeId = g.Key.MarketOutcomeId!.Value;
var date = g.Key.Date;
var side = g.Key.Side;
var list = g.ToList();
var totalSize = list.Sum(t => t.Size);
var totalAmount = list.Sum(t => t.Amount);
if (totalSize <= 0) continue;
if (positions.TryGetValue(outcomeId, out var pos))
{
// Bug 2: Check for unapplied trades before compacting
var hasUnappliedTrades = await db.Trades.AnyAsync(
t => t.TraderId == traderId && t.MarketOutcomeId == outcomeId && t.Id > pos.LastAppliedTradeId, ct);
if (hasUnappliedTrades)
{
continue;
}
}
var weightedAvgPrice = totalAmount / totalSize;
// Grab a representative trade to copy fields
var sample = list.First();
var compactedTrade = new Trade
{
Platform = sample.Platform,
PlatformTradeId = $"COMPACT_{traderId}_{outcomeId}_{date:yyyyMMdd}_{side}",
TraderId = traderId,
MarketId = sample.MarketId,
DbMarketId = sample.DbMarketId,
MarketOutcomeId = outcomeId,
AssetId = sample.AssetId,
Outcome = sample.Outcome,
Side = side,
Price = weightedAvgPrice,
Size = totalSize,
Amount = totalAmount,
ExecutedAt = date.AddHours(12), // Set to noon of that day
TransactionHash = null,
AggregatedCount = list.Sum(t => t.AggregatedCount ?? 1)
};
// Remove the individual trades
db.Trades.RemoveRange(list);
// Add the compacted trade
db.Trades.Add(compactedTrade);
// Save immediately so compactedTrade gets an ID
await db.SaveChangesAsync(ct);
// Bump the position checkpoint so it doesn't get double counted
if (positions.TryGetValue(outcomeId, out var updatePos))
{
updatePos.LastAppliedTradeId = Math.Max(updatePos.LastAppliedTradeId, compactedTrade.Id);
// Mark as pruned so we don't accidentally reset and replay (which would lose the exact intraday timestamps)
updatePos.IsHistoryPruned = true;
db.TraderPositions.Update(updatePos);
}
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.");
}
}