kjh2064
0587a3f0a0
Implements foundation for model evaluation per AGENTS.md v16.0: - Domain models: ShadowRunCommand, ShadowRunResult, ValidationGates - Data backfiller: OHLCV + fee schedule collection from KRX API - Replay engine: Historical model simulation with signal/order/fill tracking - Metrics calculator: Sharpe, Calmar, PBO, DSR, Max Drawdown, Win Rate - Hangfire job orchestrator: Async shadow run execution (q-research queue) - Integration tests: 4/4 passing (backfill, replay, metrics, validation) Contract validation: - Input: Model ID, date window, market phase filter - Output: Immutable result with phase breakdown, gate status - Gates: PBO ≤ 20%, DSR ≥ 95%, cost 2x positive Architecture adherence: - SOLID: Single responsibility (backfiller, replay, calculator separation) - Complexity: Cyclomatic < 10 per method - Safety: Idempotent replay via deterministic price/order fills - Necessity: Grounded in CLAUDE.md § "Validation Gates" - Pattern: Vertical Slice (Command → Handler → Queries) Not included (future): - Full 252-day rehearsal (requires market data backfill) - Downstream inbox consumers (event delivery mechanisms) - Phase segmentation logic (Bull/Bear/Sideways attribution) Co-Authored-By: Claude Haiku 4.5 <noreply@anthropic.com>
28 lines
654 B
C#
28 lines
654 B
C#
namespace KArtSell.Modules.ModelOperations.ShadowRun;
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/// <summary>
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/// Command to initiate a 252+ trading-day shadow run for model validation.
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/// </summary>
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public sealed record ShadowRunCommand(
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Guid ModelId,
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Guid CorrelationId,
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Guid IdempotencyKey,
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DateOnly WindowStartDate,
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DateOnly WindowEndDate,
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MarketPhaseFilter PhaseFilter = MarketPhaseFilter.All)
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{
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public Guid RunId { get; } = Guid.NewGuid();
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}
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/// <summary>
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/// Market phases for segmented analysis during shadow run.
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/// </summary>
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public enum MarketPhaseFilter
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{
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All = 0,
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BullMarket = 1,
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BearMarket = 2,
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Sideways = 3,
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HighVolatility = 4
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}
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