Prop-firm challenge simulation

Розничные prop firms (FTMO-style) продают evaluation accounts: трейдер должен достичь profit target while соблюдая risk limits (max daily loss, max total/trailing drawdown, consistency, time limits) перед funded. cMind позволяет пользователю создать custom challenge любой industry shape, привязать к TradingAccount, запустить как copy-trading operation — started/stopped, hosted on node, отслеживать live over cTrader Open API. Агрегат детерминированно оценивает каждое правило; на pass или breach, ends challenge, marks it, alerts user.

Домен (bounded context: PropFirm)

PropFirmChallenge = aggregate root (модуль Core.PropFirm), ссылается на свой TradingAccount по strong id только (no cross-aggregate FK). Owns rule evaluation, phase/state machine, node lease.

Value objects & rule set

• Money (не-отрицательный), MoneyAmount (signed), Percent (0–100], TradingDayRequirement (0–365).
• EquitySnapshot (equity, balance) — reading fed to aggregate.
• ActivitySnapshot (openPositions, openedInNewsWindow, holdingOverWeekend) — не-equity facts.
• DailyLossLimit (percent, basis) — basis Equity (intraday, includes floating P&L) или Balance (realized only).
• DrawdownLimit — Static (от starting balance), TrailingPercent (от peak equity), или TrailingThresholdDollar (trails equity peak by fixed dollar amount, затем locks at starting balance once equity reaches threshold — futures-style).
• ConsistencyRule (maxSingleDayShareOfProfit) — блокирует pass пока один день доминирует total profit.
• ChallengeRules несёт вышеперечисленное плюс MaxCalendarDays, MaxInactivityDays, MaxOpenPositions, AllowWeekendHolding, AllowNewsTrading, Kind, SingleStep. Rule maths живут на VOs (DrawdownLimit.IsBreached, DailyLossLimit.IsBreached, ConsistencyRule.IsSatisfied); aggregate оркестрирует.

Challenge kinds & templates

ChallengeTemplates.For(kind) строит валидный пресет для OnePhase, TwoPhase, ThreePhase, InstantFunding, или Custom (full control). UI pre-fills template; user может настроить любое поле.

Фазы & статус

• Фазы: Evaluation → Verification → Funded (single-step пропускает Verification).
• Статус: Active, Passed, Failed, плюс lifecycle Stopped (tracking paused) — Create запускает 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, затем fails on first breach (daily loss → drawdown → time limit → inactivity, in order) или advances phase когда profit target, minimum-trading-day, consistency requirements все met. Out-of-order snapshots и records on terminal challenge throw DomainException.
• RecordActivity(ActivitySnapshot, now) — оценивает behaviour rules (max open positions, weekend holding, news trading), stamps activity для inactivity rule.
• Soft PropFirmDrawdownWarning fires once когда equity usage crosses configurable threshold.

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

Live tracking (Execution) — node-hosted, self-healing

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

• PropFirmTrackingSupervisor (src/Nodes/PropFirm) — BackgroundService на каждом узле, gated on App:PropFirm:Enabled. Каждый cycle claims active challenges on self-healing lease (AssignedNode + LeaseExpiresAt; dead node's challenges reclaimed once lease lapses — same atomic ExecuteUpdate claim as copy trading, so two nodes never double-track), renews leases, pushes rotated tokens in place, stops hosts whose challenge left Active.
• PropFirmTrackingHost (src/Nodes/PropFirm) — один per challenge. Opens IOpenApiTradingSession для счёта и, на App:PropFirm:EquityPollInterval, перевычисляет live equity, feed'ит к aggregate. Swap'ит access token in place on rotation (no session drop). Exits когда challenge больше не Active.
• PropFirmEquityCalculator (src/CTraderOpenApi/Client) — cTrader-faithful equity maths. Equity не delivered by Open API, so derived: equity = balance + Σ(unrealized P&L), где each position's P&L = priceDifference × units × quote→deposit rate + swap + commission (units = wire volume / 100; long revalues at bid, short at ask). Balance from ProtoOATrader; positions from reconcile; live bid/ask from spot subscriptions. Pure и isolated — currency-conversion hot spot unit-tested на своём.

Alerts

PropFirmAlertNotifier (src/Infrastructure/PropFirm) подписывается на pass/breach/warning domain events (dispatched after successful SaveChanges), уведомляет пользователя через structured alert/audit trail (LogMessages). Live UI отражает то же изменение статуса. Это = cross-context reaction — никогда не mutates challenge aggregate.

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

Метод	Маршрут	Назначение
GET	/challenges	список challenges пользователя (kind, phase, status, live equity, lease)
GET	/challenges/{id}	один challenge
GET	/templates	industry presets для create dialog
POST	/challenges	создать из template или полностью 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	записать 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) перечисляет challenges с Start/Stop/Delete row actions, создаёт их через NewPropFirmChallengeDialog (template picker + full rule editor).

Live equity feed — resolved

Ранее "no live account P&L feed" gap closed: когда App:PropFirm:Enabled set, nodes track account live over Open API, feed equity automatically. Без него (по умолчанию), domain и manual-equity path (POST …/equity) работают без изменений — без cTrader credentials needed for build/test/E2E.

Тесты

• 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 — никаких wall-clock reads.
• Integration — IntegrationTests/: PropFirmChallengePersistenceTests (round-trip + record-equity + soft-delete, enriched-rules + lease round-trip) и PropFirmTrackingLeaseTests (claim, contested lease, reclaim after lapse across two node identities) на реальном 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.

Конфигурация (App:PropFirm)

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