refactor(dotnet): centralize domain numeric guards

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

@@ -28,6 +28,9 @@ namespace QuantEngine.Core.Domain
 
     public static class ExitDecisions
     {
+        private static bool IsValidNumber(double? value)
+            => value.HasValue && !double.IsNaN(value.Value) && !double.IsInfinity(value.Value);
+
         public static StopPriceResult ComputeStopPriceCore(
             double? entryPrice,
             double? atr20,
@@ -36,7 +39,7 @@ namespace QuantEngine.Core.Domain
         {
             var result = new StopPriceResult();
 
-            if (!entryPrice.HasValue)
+            if (!IsValidNumber(entryPrice))
             {
                 result.StopPrice = null;
                 result.StopPriceStatus = "NO_STOP_PRICE";
@@ -44,38 +47,45 @@ namespace QuantEngine.Core.Domain
                 return result;
             }
 
-            if (!atr20.HasValue && !atrMultiplier.HasValue)
+            if (!IsValidNumber(atr20) && !IsValidNumber(atrMultiplier))
             {
-                result.StopPrice = entryPrice.Value * 0.92;
+                result.StopPrice = entryPrice.GetValueOrDefault() * 0.92;
                 result.StopPriceStatus = "DATA_MISSING — 하네스 업데이트 필요";
                 result.DataMissing.Add("atr20");
                 return result;
             }
 
-            if (!atrMultiplier.HasValue && (!currentPrice.HasValue || currentPrice.Value == 0))
+            var hasCurrentPrice = IsValidNumber(currentPrice) && currentPrice!.Value != 0;
+
+            if (!IsValidNumber(atrMultiplier) && !hasCurrentPrice)
             {
-                result.StopPrice = entryPrice.Value * 0.92;
+                result.StopPrice = entryPrice.GetValueOrDefault() * 0.92;
                 result.StopPriceStatus = "DATA_MISSING — 하네스 업데이트 필요";
-                if (!atr20.HasValue) result.DataMissing.Add("atr20");
+                if (!IsValidNumber(atr20)) result.DataMissing.Add("atr20");
-                if (!currentPrice.HasValue || currentPrice.Value == 0) result.DataMissing.Add("current_price");
+                if (!hasCurrentPrice) result.DataMissing.Add("current_price");
                 return result;
             }
 
-            if (!atrMultiplier.HasValue)
+            if (!IsValidNumber(atrMultiplier))
             {
-                double atr20Pct = (atr20!.Value / currentPrice!.Value) * 100;
+                var atr20Value = atr20.GetValueOrDefault();
+                var currentPriceValue = currentPrice.GetValueOrDefault();
+                double atr20Pct = (atr20Value / currentPriceValue) * 100;
                 atrMultiplier = atr20Pct >= 8 ? 2.0 : 1.5;
                 result.Atr20Pct = atr20Pct;
             }
             else
             {
-                result.Atr20Pct = (currentPrice.HasValue && currentPrice.Value != 0) 
+                result.Atr20Pct = hasCurrentPrice
-                    ? (atr20!.Value / currentPrice.Value) * 100 
+                    ? (atr20.GetValueOrDefault() / currentPrice.GetValueOrDefault()) * 100
                     : (double?)null;
             }
 
+            var entryPriceValue = entryPrice.GetValueOrDefault();
+            var atr20FinalValue = atr20.GetValueOrDefault();
+            var atrMultiplierValue = atrMultiplier.GetValueOrDefault();
             result.AtrMultiplier = atrMultiplier;
-            result.StopPrice = Math.Max(entryPrice.Value * 0.92, entryPrice.Value - atr20!.Value * atrMultiplier.Value);
+            result.StopPrice = Math.Max(entryPriceValue * 0.92, entryPriceValue - atr20FinalValue * atrMultiplierValue);
             result.StopPriceStatus = "PASS";
 
             return result;

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

@@ -65,6 +65,9 @@ namespace QuantEngine.Core.Domain
 
     public static class FormulaEngine
     {
+        private static bool IsValidNumber(double? value)
+            => value.HasValue && !double.IsNaN(value.Value) && !double.IsInfinity(value.Value);
+
         public static TimingDecisionResult ComputeTimingDecision(Dictionary<string, object> ctx)
         {
             var reasons = new List<string>();
@@ -98,9 +101,9 @@ namespace QuantEngine.Core.Domain
                 reasons.Add("entry_block");
             }
 
-            if (leaderTotal.HasValue && !double.IsNaN(leaderTotal.Value) && !double.IsInfinity(leaderTotal.Value))
+            if (IsValidNumber(leaderTotal))
             {
-                if (leaderTotal.Value >= 4)
+                if (leaderTotal!.Value >= 4)
                 {
                     entryScore += 20;
                     reasons.Add("leader_scan>=4");
@@ -116,9 +119,9 @@ namespace QuantEngine.Core.Domain
                 entryScore += 10;
             }
 
-            if (flowCredit.HasValue && !double.IsNaN(flowCredit.Value) && !double.IsInfinity(flowCredit.Value))
+            if (IsValidNumber(flowCredit))
             {
-                if (flowCredit.Value >= 0.7)
+                if (flowCredit!.Value >= 0.7)
                 {
                     entryScore += 20;
                     reasons.Add("flow_strong");
@@ -147,9 +150,9 @@ namespace QuantEngine.Core.Domain
                 reasons.Add("anti_climax_block");
             }
 
-            if (ma20Slope.HasValue && !double.IsNaN(ma20Slope.Value) && !double.IsInfinity(ma20Slope.Value))
+            if (IsValidNumber(ma20Slope))
             {
-                if (ma20Slope.Value > 0)
+                if (ma20Slope!.Value > 0)
                 {
                     entryScore += 8;
                 }
@@ -161,9 +164,9 @@ namespace QuantEngine.Core.Domain
                 }
             }
 
-            if (disparity.HasValue && !double.IsNaN(disparity.Value) && !double.IsInfinity(disparity.Value))
+            if (IsValidNumber(disparity))
             {
-                if (disparity.Value >= -5 && disparity.Value <= 4)
+                if (disparity!.Value >= -5 && disparity.Value <= 4)
                 {
                     entryScore += 10;
                 }
@@ -185,9 +188,9 @@ namespace QuantEngine.Core.Domain
                 }
             }
 
-            if (rsi14.HasValue && !double.IsNaN(rsi14.Value) && !double.IsInfinity(rsi14.Value))
+            if (IsValidNumber(rsi14))
             {
-                if (rsi14.Value >= 40 && rsi14.Value <= 65)
+                if (rsi14!.Value >= 40 && rsi14.Value <= 65)
                 {
                     entryScore += 10;
                 }
@@ -209,7 +212,7 @@ namespace QuantEngine.Core.Domain
                 }
             }
 
-            if (avgTradeValue5D.HasValue && !double.IsNaN(avgTradeValue5D.Value) && !double.IsInfinity(avgTradeValue5D.Value) && avgTradeValue5D.Value >= 50 && (!spreadPct.HasValue || double.IsNaN(spreadPct.Value) || spreadPct.Value <= 0.8))
+            if (IsValidNumber(avgTradeValue5D) && avgTradeValue5D!.Value >= 50 && (!IsValidNumber(spreadPct) || spreadPct!.Value <= 0.8))
             {
                 entryScore += 10;
             }
@@ -219,9 +222,9 @@ namespace QuantEngine.Core.Domain
                 reasons.Add("liquidity_or_spread_fail");
             }
 
-            if (rwPartial.HasValue && !double.IsNaN(rwPartial.Value) && !double.IsInfinity(rwPartial.Value))
+            if (IsValidNumber(rwPartial))
             {
-                exitScore += Math.Min(100.0, Math.Max(0.0, (int)rwPartial.Value * 25.0));
+                exitScore += Math.Min(100.0, Math.Max(0.0, (int)rwPartial!.Value * 25.0));
             }
 
             if (!string.IsNullOrEmpty(exitSignal))
@@ -230,13 +233,13 @@ namespace QuantEngine.Core.Domain
                 exitScore += parts.Length * 10;
             }
 
-            if (daysToTimeStop.HasValue && !double.IsNaN(daysToTimeStop.Value) && daysToTimeStop.Value >= 0 && daysToTimeStop.Value <= 7)
+            if (IsValidNumber(daysToTimeStop) && daysToTimeStop!.Value >= 0 && daysToTimeStop.Value <= 7)
             {
                 exitScore += 20;
                 reasons.Add("time_stop_near");
             }
 
-            if (profitPct.HasValue && !double.IsNaN(profitPct.Value) && profitPct.Value >= 10)
+            if (IsValidNumber(profitPct) && profitPct!.Value >= 10)
             {
                 exitScore += 15;
                 reasons.Add("profit_protect_zone");
@@ -249,15 +252,15 @@ namespace QuantEngine.Core.Domain
             double? atr20 = GetNullableDouble(ctx, "atr20");
             string priceStatus = GetString(ctx, "priceStatus");
 
-            if (priceStatus != "PRICE_OK" || !atr20.HasValue || double.IsNaN(atr20.Value) || double.IsInfinity(atr20.Value))
+            if (priceStatus != "PRICE_OK" || !IsValidNumber(atr20))
             {
                 action = "OBSERVE_DATA_MISSING";
             }
-            else if (exitScore >= 75 || (rwPartial.HasValue && rwPartial.Value >= 4))
+            else if (exitScore >= 75 || (IsValidNumber(rwPartial) && rwPartial!.Value >= 4))
             {
                 action = "STOP_OR_TIME_EXIT_READY";
             }
-            else if (exitScore >= 50 || (rwPartial.HasValue && rwPartial.Value >= 3))
+            else if (exitScore >= 50 || (IsValidNumber(rwPartial) && rwPartial!.Value >= 3))
             {
                 action = "EXIT_REVIEW";
             }