ANTOOZA-BACKEND/Domain/Entities/Paper/PaperDailySnapshot.cs

using System.ComponentModel.DataAnnotations;
using System.ComponentModel.DataAnnotations.Schema;

namespace Domain.Entities.Paper;

/// <summary>
/// 계좌 일별 스냅샷 — (AccountID, TradeDate) UNIQUE. 좌수 NAV·수익률·MDD 를 배치(M2)가 산출/upsert 한다 (d4 §③).
/// 리더보드 기간 수익률은 스냅샷 nav 로 조회한다.
/// </summary>
public class PaperDailySnapshot
{
    [ForeignKey(nameof(AccountID))]
    public virtual PaperAccount Account { get; private set; } = null!;

    [Key]
    public int ID { get; private set; }

    public int AccountID { get; private set; }

    /// <summary>거래일</summary>
    public DateOnly TradeDate { get; private set; }

    /// <summary>자유 + 예약 토큰</summary>
    public decimal Token { get; private set; }

    /// <summary>포지션 평가액</summary>
    public decimal PositionsValue { get; private set; }

    /// <summary>순자산 = Token + PositionsValue</summary>
    public decimal Equity { get; private set; }

    /// <summary>좌당 순자산 (18,8) = Equity / Units</summary>
    public decimal UnitNav { get; private set; }

    /// <summary>일간 수익률 Bp</summary>
    public int DailyReturnBp { get; private set; }

    /// <summary>누적 수익률 Bp = (nav - 1) × 10000</summary>
    public int CumReturnBp { get; private set; }

    /// <summary>최고 순자산 (MDD 산출용)</summary>
    public decimal PeakEquity { get; private set; }

    /// <summary>최대 낙폭 Bp</summary>
    public int MddBp { get; private set; }

    /// <summary>누적 체결 수 (리더보드 등재 요건)</summary>
    public int FillCountCum { get; private set; }

    public DateTime CreatedAt { get; private set; } = DateTime.UtcNow;

    private PaperDailySnapshot() { }

    public static PaperDailySnapshot Create(
        int accountID,
        DateOnly tradeDate,
        decimal token,
        decimal positionsValue,
        decimal equity,
        decimal unitNav,
        int dailyReturnBp,
        int cumReturnBp,
        decimal peakEquity,
        int mddBp,
        int fillCountCum
    ) {
        if (accountID <= 0)
        {
            throw new ArgumentOutOfRangeException(nameof(accountID));
        }

        return new PaperDailySnapshot
        {
            AccountID = accountID,
            TradeDate = tradeDate,
            Token = token,
            PositionsValue = positionsValue,
            Equity = equity,
            UnitNav = unitNav,
            DailyReturnBp = dailyReturnBp,
            CumReturnBp = cumReturnBp,
            PeakEquity = peakEquity,
            MddBp = mddBp,
            FillCountCum = fillCountCum
        };
    }

    /// <summary>동일 (AccountID, TradeDate) 재실행 시 값 갱신 (upsert, 배치 멱등).</summary>
    public void Update(
        decimal token,
        decimal positionsValue,
        decimal equity,
        decimal unitNav,
        int dailyReturnBp,
        int cumReturnBp,
        decimal peakEquity,
        int mddBp,
        int fillCountCum
    ) {
        Token = token;
        PositionsValue = positionsValue;
        Equity = equity;
        UnitNav = unitNav;
        DailyReturnBp = dailyReturnBp;
        CumReturnBp = cumReturnBp;
        PeakEquity = peakEquity;
        MddBp = mddBp;
        FillCountCum = fillCountCum;
    }
}