Initial quant trader service baseline

2026-06-23 22:09:06 +08:00
commit 7ff786f658
137 changed files with 6664 additions and 0 deletions
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+package com.quantai.trader.execution;
+
+import com.quantai.trader.domain.ExecutionDecision;
+import com.quantai.trader.domain.TraderEntryPlan;
+import com.quantai.trader.domain.TraderMarketSnapshot;
+import org.springframework.stereotype.Component;
+
+import java.math.BigDecimal;
+import java.util.Map;
+
+@Component
+public class ExecutionQualityGate {
+
+    public ExecutionDecision evaluate(TraderMarketSnapshot snapshot, TraderEntryPlan entryPlan) {
+        BigDecimal score = entryPlan.executionQualityScore() == null
+                ? new BigDecimal("0.50")
+                : entryPlan.executionQualityScore();
+        if (!entryPlan.completeForEntry()) {
+            return new ExecutionDecision(false, score, "ENTRY_PLAN_INCOMPLETE", "TRADER_ENTRY_PLAN_INCOMPLETE", Map.of());
+        }
+        if (score.compareTo(new BigDecimal("0.20")) < 0) {
+            return new ExecutionDecision(false, score, "EXECUTION_QUALITY_TOO_LOW", "TRADER_RISK_BLOCKED", Map.of(
+                    "executionQualityScore", score
+            ));
+        }
+        return new ExecutionDecision(true, score, "EXECUTION_PROXY_PASS", null, Map.of(
+                "executionQualityScore", score,
+                "proxyOnly", true
+        ));
+    }
+}