AssetManager.API/AssetManager.Models/DTOs/StrategySignal.cs

namespace AssetManager.Models.DTOs;

/// <summary>
/// 策略信号
/// </summary>
public class StrategySignal
{
    /// <summary>
    /// 策略类型: ma_trend / chandelier_exit / risk_parity
    /// </summary>
    public string StrategyType { get; set; }

    /// <summary>
    /// 信号: BUY / SELL / HOLD / REBALANCE
    /// </summary>
    public string Signal { get; set; }

    /// <summary>
    /// 标的代码
    /// </summary>
    public string Symbol { get; set; }

    /// <summary>
    /// 信号强度 (0-1)
    /// </summary>
    public decimal Strength { get; set; }

    /// <summary>
    /// 信号原因
    /// </summary>
    public string Reason { get; set; }

    /// <summary>
    /// 建议价格
    /// </summary>
    public decimal? SuggestedPrice { get; set; }

    /// <summary>
    /// 建议数量
    /// </summary>
    public decimal? SuggestedQuantity { get; set; }

    /// <summary>
    /// 信号生成时间
    /// </summary>
    public DateTime GeneratedAt { get; set; }

    /// <summary>
    /// 单个标的的信号
    /// </summary>
    public List<PositionSignal>? PositionSignals { get; set; }
}

/// <summary>
/// 持仓信号
/// </summary>
public class PositionSignal
{
    /// <summary>
    /// 标的代码
    /// </summary>
    public string Symbol { get; set; }

    /// <summary>
    /// 该标的的信号
    /// </summary>
    public string Signal { get; set; }

    /// <summary>
    /// 建议数量
    /// </summary>
    public decimal? SuggestedQuantity { get; set; }

    /// <summary>
    /// 信号原因
    /// </summary>
    public string Reason { get; set; }

    /// <summary>
    /// 目标权重（风险平价策略用）
    /// </summary>
    public decimal? TargetWeight { get; set; }
}