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 +1,38 @@
+package com.quantai.trader.domain;
+
+import static com.quantai.trader.util.TraderNumbers.*;
+
+import java.math.BigDecimal;
+import java.util.Map;
+
+public record RiskOutput(
+        BigDecimal marketRiskProb,
+        BigDecimal positionRiskProb,
+        BigDecimal marketRiskSeverityBps,
+        BigDecimal positionRiskSeverityBps,
+        BigDecimal drawdownProb,
+        BigDecimal expectedShortfallBps,
+        BigDecimal volatilityExpansionProb,
+        BigDecimal spikeProb,
+        BigDecimal liquidityRiskProb,
+        BigDecimal liquidityCapacityRatio,
+        String modelVersion,
+        String calibrationVersion,
+        Map<String, Object> explanation
+) {
+    public RiskOutput {
+        marketRiskProb = probability(marketRiskProb, "risk.marketRiskProb");
+        positionRiskProb = probability(positionRiskProb, "risk.positionRiskProb");
+        marketRiskSeverityBps = nonNegative(marketRiskSeverityBps, "risk.marketRiskSeverityBps");
+        positionRiskSeverityBps = nonNegative(positionRiskSeverityBps, "risk.positionRiskSeverityBps");
+        drawdownProb = probability(drawdownProb, "risk.drawdownProb");
+        expectedShortfallBps = nonNegative(expectedShortfallBps, "risk.expectedShortfallBps");
+        volatilityExpansionProb = probability(volatilityExpansionProb, "risk.volatilityExpansionProb");
+        spikeProb = probability(spikeProb, "risk.spikeProb");
+        liquidityRiskProb = probability(liquidityRiskProb, "risk.liquidityRiskProb");
+        liquidityCapacityRatio = nonNegative(liquidityCapacityRatio, "risk.liquidityCapacityRatio");
+        modelVersion = requiredText(modelVersion, "risk.modelVersion");
+        calibrationVersion = requiredText(calibrationVersion, "risk.calibrationVersion");
+        explanation = Map.copyOf(explanation == null ? Map.of() : explanation);
+    }
+}