Rewrite trader service for V4 P0

2026-06-26 21:53:22 +08:00
parent 2fe4077164
commit 5d210053d0
184 changed files with 2780 additions and 6945 deletions
@@ -0,0 +1,21 @@
+package com.quantai.trader.artifact;
+
+import com.quantai.trader.domain.TraderPmConfig;
+
+import java.util.Set;
+
+public record TraderArtifactBundle(
+        String modelBundleVersion,
+        String calibrationBundleVersion,
+        String pmConfigVersion,
+        String bundleHashSha256,
+        Set<String> providedModels,
+        TraderPmConfig pmConfig
+) {
+    public TraderArtifactBundle {
+        if (providedModels == null || !providedModels.containsAll(Set.of("DIRECTION", "ENTRY", "CONTINUE", "EXIT", "RISK"))) {
+            throw new IllegalArgumentException("artifact bundle must provide all five V4 models");
+        }
+        pmConfig = java.util.Objects.requireNonNull(pmConfig, "pmConfig is required");
+    }
+}
@@ -0,0 +1,71 @@
+package com.quantai.trader.artifact;
+
+import com.quantai.trader.config.TraderProperties;
+import com.quantai.trader.domain.TraderException;
+import com.quantai.trader.domain.TraderPmConfig;
+import com.quantai.trader.enums.TraderErrorCode;
+import org.slf4j.Logger;
+import org.slf4j.LoggerFactory;
+import org.springframework.stereotype.Component;
+
+import java.math.BigDecimal;
+import java.util.Set;
+
+@Component
+public class TraderArtifactLoader {
+    private static final Logger log = LoggerFactory.getLogger(TraderArtifactLoader.class);
+
+    private final TraderProperties properties;
+
+    public TraderArtifactLoader(TraderProperties properties) {
+        this.properties = properties;
+    }
+
+    public TraderArtifactBundle loadActiveBundle() {
+        TraderProperties.Artifact artifact = properties.artifact();
+        if (artifact.modelBundleVersion().isBlank()
+                || artifact.calibrationBundleVersion().isBlank()
+                || artifact.pmConfigVersion().isBlank()) {
+            throw new TraderException(TraderErrorCode.TRADER_MODEL_ARTIFACT_MISSING,
+                    "model/calibration/pm version is required");
+        }
+        TraderArtifactBundle bundle = deterministicP0Bundle(artifact);
+        log.info("event=trader.artifact.loaded modelBundleVersion={} calibrationBundleVersion={} pmConfigVersion={} providedModels={}",
+                bundle.modelBundleVersion(), bundle.calibrationBundleVersion(), bundle.pmConfigVersion(), bundle.providedModels());
+        return bundle;
+    }
+
+    private TraderArtifactBundle deterministicP0Bundle(TraderProperties.Artifact artifact) {
+        TraderPmConfig pmConfig = new TraderPmConfig(
+                artifact.pmConfigVersion(),
+                new TraderPmConfig.OpenRuleConfig(
+                        new BigDecimal("0.58"), new BigDecimal("0.58"),
+                        new BigDecimal("0.55"), new BigDecimal("0.55"),
+                        new BigDecimal("0.45"), new BigDecimal("1.0"),
+                        new BigDecimal("0.03"), new BigDecimal("0.10"), new BigDecimal("0.80")),
+                new TraderPmConfig.AddRuleConfig(
+                        new BigDecimal("0.60"), new BigDecimal("0.60"),
+                        new BigDecimal("0.58"), new BigDecimal("0.55"), new BigDecimal("0.45"),
+                        new BigDecimal("0.45"), new BigDecimal("0.50"),
+                        new BigDecimal("1.0"), BigDecimal.ZERO, new BigDecimal("0.10"),
+                        new BigDecimal("500"), 3, 5),
+                new TraderPmConfig.ExitRuleConfig(
+                        new BigDecimal("0.70"), new BigDecimal("0.70"), new BigDecimal("0.70"),
+                        new BigDecimal("0.25"), new BigDecimal("0.62"),
+                        new BigDecimal("0.35"), new BigDecimal("0.70"),
+                        new BigDecimal("5.0"), new BigDecimal("80")),
+                new TraderPmConfig.SizingConfig(
+                        new BigDecimal("0.80"), new BigDecimal("0.05"), BigDecimal.ONE,
+                        new BigDecimal("0.02"), new BigDecimal("0.25"), BigDecimal.ONE,
+                        new BigDecimal("1.0"), new BigDecimal("80"),
+                        new BigDecimal("0.20"), new BigDecimal("0.50"), new BigDecimal("500"))
+        );
+        return new TraderArtifactBundle(
+                artifact.modelBundleVersion(),
+                artifact.calibrationBundleVersion(),
+                artifact.pmConfigVersion(),
+                "deterministic-p0-fixture",
+                Set.of("DIRECTION", "ENTRY", "CONTINUE", "EXIT", "RISK"),
+                pmConfig);
+    }
+}