feat(dotnet): migrate core formulas, deploy tools, and blazor admin web app to .NET 10

src/dotnet/QuantEngine.Core/Domain/ExitDecisions.cs

@@ -0,0 +1,221 @@
+using System;
+using System.Collections.Generic;
+
+namespace QuantEngine.Core.Domain
+{
+    public class StopPriceResult
+    {
+        public double? StopPrice { get; set; }
+        public string StopPriceStatus { get; set; } = "PASS";
+        public double? Atr20Pct { get; set; }
+        public double? AtrMultiplier { get; set; }
+        public List<string> DataMissing { get; set; } = new List<string>();
+    }
+
+    public class StopActionLadderResult
+    {
+        public string Action { get; set; } = "REVIEW_HUMAN";
+        public string Reason { get; set; } = "NO_FORCED_EXIT";
+        public double QuantityPct { get; set; }
+        public double Priority { get; set; } = 7;
+    }
+
+    public class HeatThresholdResult
+    {
+        public double HardBlock { get; set; }
+        public double Halve { get; set; }
+    }
+
+    public static class ExitDecisions
+    {
+        public static StopPriceResult ComputeStopPriceCore(
+            double? entryPrice,
+            double? atr20,
+            double? currentPrice = null,
+            double? atrMultiplier = null)
+        {
+            var result = new StopPriceResult();
+
+            if (!entryPrice.HasValue)
+            {
+                result.StopPrice = null;
+                result.StopPriceStatus = "NO_STOP_PRICE";
+                result.DataMissing.Add("entry_price");
+                return result;
+            }
+
+            if (!atr20.HasValue && !atrMultiplier.HasValue)
+            {
+                result.StopPrice = entryPrice.Value * 0.92;
+                result.StopPriceStatus = "DATA_MISSING — 하네스 업데이트 필요";
+                result.DataMissing.Add("atr20");
+                return result;
+            }
+
+            if (!atrMultiplier.HasValue && (!currentPrice.HasValue || currentPrice.Value == 0))
+            {
+                result.StopPrice = entryPrice.Value * 0.92;
+                result.StopPriceStatus = "DATA_MISSING — 하네스 업데이트 필요";
+                if (!atr20.HasValue) result.DataMissing.Add("atr20");
+                if (!currentPrice.HasValue || currentPrice.Value == 0) result.DataMissing.Add("current_price");
+                return result;
+            }
+
+            if (!atrMultiplier.HasValue)
+            {
+                double atr20Pct = (atr20!.Value / currentPrice!.Value) * 100;
+                atrMultiplier = atr20Pct >= 8 ? 2.0 : 1.5;
+                result.Atr20Pct = atr20Pct;
+            }
+            else
+            {
+                result.Atr20Pct = (currentPrice.HasValue && currentPrice.Value != 0) 
+                    ? (atr20!.Value / currentPrice.Value) * 100 
+                    : (double?)null;
+            }
+
+            result.AtrMultiplier = atrMultiplier;
+            result.StopPrice = Math.Max(entryPrice.Value * 0.92, entryPrice.Value - atr20!.Value * atrMultiplier.Value);
+            result.StopPriceStatus = "PASS";
+
+            return result;
+        }
+
+        public static StopActionLadderResult ComputeStopActionLadder(Dictionary<string, object> context)
+        {
+            string GetString(string key) => 
+                context.TryGetValue(key, out var val) ? val?.ToString()?.ToUpper() ?? "" : "";
+
+            double GetDouble(string key) =>
+                context.TryGetValue(key, out var val) && double.TryParse(val?.ToString(), out var d) ? d : 0.0;
+
+            int GetInt(string key, int def = 0) =>
+                context.TryGetValue(key, out var val) && int.TryParse(val?.ToString(), out var i) ? i : def;
+
+            bool GetBool(string key) =>
+                context.TryGetValue(key, out var val) && bool.TryParse(val?.ToString(), out var b) && b;
+
+            string timingAction = GetString("timingAction");
+            if (string.IsNullOrEmpty(timingAction)) timingAction = GetString("timing_action");
+
+            int rwPartial = GetInt("rw_partial");
+            int rwPartialExcludingRw2b = GetInt("rw_partial_excluding_rw2b");
+
+            string regimePrelim = GetString("REGIME_PRELIM");
+            if (string.IsNullOrEmpty(regimePrelim)) regimePrelim = GetString("regime_prelim");
+
+            double timingExitScore = GetDouble("timingExitScore");
+            if (timingExitScore == 0) timingExitScore = GetDouble("timing_exit_score");
+
+            double profitPct = GetDouble("profitPct");
+            if (profitPct == 0) profitPct = GetDouble("profit_pct");
+
+            int daysToTimeStop = GetInt("daysToTimeStop", 9999);
+            if (daysToTimeStop == 9999) daysToTimeStop = GetInt("days_to_time_stop", 9999);
+
+            bool trailingStopBreach = GetBool("trailingStopBreach") || GetBool("trailing_stop_breach");
+            bool rw2bFastTrack = GetBool("RW2b_5d_rapid_weakness") || GetBool("rw2b_5d_rapid_weakness");
+
+            if (timingAction == "STOP_OR_TIME_EXIT_READY" || rwPartial >= 4)
+            {
+                return new StopActionLadderResult
+                {
+                    Action = "EXIT_100",
+                    Reason = timingAction == "STOP_OR_TIME_EXIT_READY" ? "STOP_OR_TIME_EXIT_READY" : "RW_EXIT_STRONG",
+                    QuantityPct = 100,
+                    Priority = 1
+                };
+            }
+
+            if (regimePrelim == "RISK_OFF" || regimePrelim == "RISK_OFF_CANDIDATE")
+            {
+                return new StopActionLadderResult
+                {
+                    Action = "REGIME_TRIM_50",
+                    Reason = regimePrelim == "RISK_OFF" ? "REGIME_RISK_OFF" : "REGIME_RISK_OFF_CANDIDATE",
+                    QuantityPct = 50,
+                    Priority = 2
+                };
+            }
+
+            if (rw2bFastTrack && rwPartialExcludingRw2b >= 1)
+            {
+                return new StopActionLadderResult
+                {
+                    Action = "TRIM_50",
+                    Reason = "RW2B_FAST_TRACK",
+                    QuantityPct = 50,
+                    Priority = 2.5
+                };
+            }
+
+            if (rwPartial >= 3 || timingExitScore >= 75)
+            {
+                return new StopActionLadderResult
+                {
+                    Action = "TRIM_70",
+                    Reason = rwPartial >= 3 ? "RW_EXIT" : "TIMING_EXIT_SCORE",
+                    QuantityPct = 70,
+                    Priority = 3
+                };
+            }
+
+            if (trailingStopBreach || rwPartial >= 2 || (rwPartial >= 1 && timingExitScore >= 50))
+            {
+                return new StopActionLadderResult
+                {
+                    Action = "TRIM_50",
+                    Reason = trailingStopBreach ? "TRAILING_STOP_BREACH" : "RW_OR_TIMING_EXIT",
+                    QuantityPct = 50,
+                    Priority = 4
+                };
+            }
+
+            if (profitPct >= 10)
+            {
+                return new StopActionLadderResult
+                {
+                    Action = "TAKE_PROFIT_TIER1",
+                    Reason = "PROFIT_PCT_THRESHOLD",
+                    QuantityPct = 25,
+                    Priority = 5
+                };
+            }
+
+            if (daysToTimeStop <= 0)
+            {
+                return new StopActionLadderResult
+                {
+                    Action = "TIME_EXIT_100",
+                    Reason = "TIME_STOP_EXPIRED",
+                    QuantityPct = 100,
+                    Priority = 6
+                };
+            }
+
+            return new StopActionLadderResult();
+        }
+
+        public static HeatThresholdResult ComputeDynamicHeatThresholds(string regime)
+        {
+            string r = regime?.ToUpper() ?? "";
+            if (r.Contains("EVENT_SHOCK"))
+            {
+                return new HeatThresholdResult { HardBlock = 5.0, Halve = 3.5 };
+            }
+            if (r.Contains("RISK_OFF"))
+            {
+                return new HeatThresholdResult { HardBlock = 7.0, Halve = 5.0 };
+            }
+            if (r.Contains("SECULAR_LEADER") && r.Contains("RISK_ON"))
+            {
+                return new HeatThresholdResult { HardBlock = 13.0, Halve = 9.0 };
+            }
+            if (r.Contains("RISK_ON"))
+            {
+                return new HeatThresholdResult { HardBlock = 12.0, Halve = 8.5 };
+            }
+            return new HeatThresholdResult { HardBlock = 10.0, Halve = 7.0 };
+        }
+    }
+}