Richard
a564c016bb
- 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
36 lines
1.5 KiB
C#
36 lines
1.5 KiB
C#
using Predictalytics.Domain.Enums;
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namespace Predictalytics.Domain.Entities;
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/// <summary>
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/// High-resolution analytics context for a specific trade.
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/// Collected asynchronously after a trade is discovered to calculate Slippage and Edge.
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/// Only collected for Watchlisted or high-scoring traders to conserve database space.
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/// </summary>
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public class TradeContext
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{
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public long Id { get; set; }
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/// <summary>The ID of the parent trade.</summary>
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public long TradeId { get; set; }
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public Trade Trade { get; set; } = null!;
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/// <summary>The estimated mid-price of the asset roughly 1 minute before the trade execution.</summary>
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public decimal? PriceBefore1m { get; set; }
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/// <summary>The estimated mid-price of the asset roughly 1 minute after the trade execution.</summary>
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public decimal? PriceAfter1m { get; set; }
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/// <summary>The volume-weighted exact follower fill price 10 seconds after the trade execution (excluding the trader's own trades).</summary>
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public decimal? FollowerFillPrice10s { get; set; }
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/// <summary>The volume-weighted exact follower fill price 60 seconds after the trade execution (excluding the trader's own trades).</summary>
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public decimal? FollowerFillPrice60s { get; set; }
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/// <summary>Calculated slippage: execution price vs PriceBefore1m.</summary>
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public decimal? EstimatedSlippage { get; set; }
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/// <summary>Estimated order type based on fee or exact price matching.</summary>
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public OrderType EstimatedOrderType { get; set; } = OrderType.Unknown;
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}
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