Prop-firm challenge simulace

Retail prop firms (FTMO-style) prodávají evaluation účty: trader musí zasáhnout profit target while staying inside risk limits (max denní ztráta, max celková/trailing drawdown, konzistence, časové limity) before funded. cMind umožňuje uživateli vytvořit custom challenge jakéhokoliv průmyslového tvaru, navázat na TradingAccount, run like copy-trading operation — started/stopped, hosted on node, tracked live over cTrader Open API. Aggregate vyhodnocuje každé pravidlo deterministicky; on pass nebo breach, ends challenge, marks it, alerts user.

Domain (bounded context: PropFirm)

PropFirmChallenge = aggregate root (modul Core.PropFirm), references its TradingAccount by strong id only (no cross-aggregate FK). Owns rule evaluation, phase/state machine, node lease.

Value objects & rule set

• Money (non-negative), MoneyAmount (signed), Percent (0–100], TradingDayRequirement (0–365).
• EquitySnapshot (equity, balance) — reading fed to aggregate.
• ActivitySnapshot (openPositions, openedInNewsWindow, holdingOverWeekend) — non-equity facts.
• DailyLossLimit (percent, basis) — basis Equity (intraday, includes floating P&L) nebo Balance (realized only).
• DrawdownLimit — Static (from starting balance), TrailingPercent (from peak equity), nebo TrailingThresholdDollar (trails equity peak by fixed dollar amount, then locks at starting balance once equity reaches threshold — futures-style).
• ConsistencyRule (maxSingleDayShareOfProfit) — blocks pass while one day dominates total profit.
• ChallengeRules nese výše uvedené plus MaxCalendarDays, MaxInactivityDays, MaxOpenPositions, AllowWeekendHolding, AllowNewsTrading, Kind, SingleStep. Rule maths žijí na VOs (DrawdownLimit.IsBreached, DailyLossLimit.IsBreached, ConsistencyRule.IsSatisfied); aggregate orchestrates.

Challenge kinds & templates

ChallengeTemplates.For(kind) builds valid preset for OnePhase, TwoPhase, ThreePhase, InstantFunding, nebo Custom (full control). UI pre-fills template; user may adjust any field.

Fáze & status

• Fáze: Evaluation → Verification → Funded (single-step skips Verification).
• Status: Active, Passed, Failed, plus lifecycle Stopped (tracking paused) — Create starts challenge Active; Stop()/Resume() toggle Active↔Stopped.
• BreachReason: DailyLoss, MaxDrawdown, Consistency, TimeLimit, Inactivity, WeekendHolding, NewsTrading, MaxExposure.

Rule evaluation

• RecordEquity(EquitySnapshot, now) — rolls trading day at day boundaries (captures previous day's profit for consistency rule), updates peak/daily peaks, then fails on first breach (denní ztráta → drawdown → časový limit → neaktivita, in order) or advances phase when profit target, minimum-trading-day, consistency requirements all met. Out-of-order snapshots and records on terminal challenge throw DomainException.
• RecordActivity(ActivitySnapshot, now) — evaluates behaviour rules (max open positions, weekend holding, news trading), stamps activity for inactivity rule.
• Soft PropFirmDrawdownWarning fires once when equity usage crosses configurable threshold.

Domain events: PropFirmChallengeStarted, PropFirmChallengeStopped, PropFirmPhasePassed, PropFirmChallengePassed, PropFirmChallengeBreached, PropFirmDrawdownWarning.

Live tracking (Execution) — node-hosted, samo-hojící

Tracking zrcadlí copy-trading hosting stack exactly; prop tracker = read-only cousin of copy engine.

• PropFirmTrackingSupervisor (src/Nodes/PropFirm) — BackgroundService na každém nodu, gated on App:PropFirm:Enabled. Each cycle claims active challenges on samo-hojící lease (AssignedNode + LeaseExpiresAt; dead node's challenges reclaimed once lease lapses — same atomic ExecuteUpdate claim as copy trading, takže two nodes never double-track), renews leases, pushes rotated tokens in place, stops hosts whose challenge left Active.
• PropFirmTrackingHost (src/Nodes/PropFirm) — one per challenge. Otevře IOpenApiTradingSession for account and, on App:PropFirm:EquityPollInterval, recomputes live equity, feeds to aggregate. Swaps access token in place on rotation (no session drop). Exits when challenge no longer Active.
• PropFirmEquityCalculator (src/CTraderOpenApi/Client) — cTrader-faithful equity maths. Equity not delivered by Open API, takže derived: equity = balance + Σ(unrealized P&L), where each position's P&L is priceDifference × units × quote→deposit rate + swap + commission (units = wire volume / 100; long revalues at bid, short at ask). Balance from ProtoOATrader; positions (entry price, swap, commission) from reconcile; live bid/ask from spot subscriptions. Pure and isolated — currency-conversion hot spot unit-tested on its own.

Alerts

PropFirmAlertNotifier (src/Infrastructure/PropFirm) subscribes to pass/breach/warning domain events (registered as IDomainEventHandler<>, dispatched after successful SaveChanges), notifies user through structured alert/audit trail (LogMessages). Live UI reflects same status change. This = cross-context reaction — never mutates challenge aggregate.

API (/api/prop-firm, feature PropFirm, role User+)

Method	Route	Účel
GET	/challenges	list user's challenges (kind, phase, status, live equity, lease)
GET	/challenges/{id}	one challenge
GET	/templates	industry presets for create dialog
POST	/challenges	create from template or fully custom rule set
POST	/challenges/{id}/start	resume tracking (Stopped → Active)
POST	/challenges/{id}/stop	stop tracking (Active → Stopped, release lease)
POST	/challenges/{id}/equity	record equity snapshot → re-evaluate (manual/no-live-feed path)
DELETE	/challenges/{id}	soft-delete (blocked while Active)

MCP: Mcp/Tools/PropFirmTools.cs exposes list/create(from template)/record-equity/start/stop, gated on PropFirm feature.

UI: /prop-firm (nav Prop Firm, gated by PropFirm flag) lists challenges with Start/Stop/Delete row actions (Start when Stopped, Stop when Active, Delete disabled while Active), creates them through NewPropFirmChallengeDialog (template picker + full rule editor). Všechny create/edit přes MudBlazor dialog.

Live equity feed — vyřešeno

Dřívější "no live account P&L feed" gap uzavřen: když App:PropFirm:Enabled set, nodes track účet live over Open API, feed equity automatically. Bez něj (default), domain and manual-equity path (POST …/equity) run unchanged — žádné cTrader credentials needed for build/test/E2E.

Testy

• Unit — UnitTests/PropFirm/: PropFirmChallengeTests (phase advance, min-days, static/trailing drawdown, daily loss, terminal/out-of-order guards); PropFirmChallengeRulesTests (balance vs equity daily-loss basis, trailing-threshold-dollar trail+lock, consistency block/allow, time-limit, inactivity, max-exposure, weekend, news, stop/resume, lease boundary, pass releases lease, drawdown warning); PropFirmValueObjectTests (VO ranges + rule-VO maths); PropFirmEquityCalculatorTests (long/short P&L, swap/commission, quote→deposit conversion, missing pricing); PropFirmTrackingHostTests (live equity drives pass/fail against extended fake session); PropFirmAlertNotifierTests. Time explicit / FakeTimeProvider — žádné wall-clock reads.
• Integration — IntegrationTests/: PropFirmChallengePersistenceTests (round-trip + record-equity + soft-delete, enriched-rules + lease round-trip) and PropFirmTrackingLeaseTests (claim, contested lease, reclaim after lapse across two node identities) on real Postgres.
• E2E — E2ETests/PropFirmTests.cs: create + record-equity to Passed; stop→start→breach flow; templates endpoint.
• Stress / DST — StressTests/PropFirm/PropFirmChallengeDstTests.cs: seeded randomized equity/activity streams (day rolls, spikes, crashes, duplicate + out-of-order snapshots, exposure/weekend/news) across many mixed-rule challenges, asserting sticky exactly-once terminal states, peak-bounds-current invariant, reasoned failures.

Konfigurace (App:PropFirm)

Enabled (off by default), ReconcileInterval, EquityPollInterval, LeaseTtl, DrawdownWarnThresholdPercent, NodeName.