Orlean (#32)

* Start building with orlean

* Add missing file

* Serialize grain state

* Remove grain and proxies

* update and add plan

* Update a bit

* Fix backtest grain

* Fix backtest grain

* Clean a bit

src/Managing.Domain/Risk/RiskManagement.cs

@@ -1,5 +1,6 @@
 using System.ComponentModel.DataAnnotations;
 using Managing.Common;
+using Orleans;
 
 namespace Managing.Domain.Risk;
 
@@ -7,6 +8,7 @@ namespace Managing.Domain.Risk;
 /// Risk management configuration for trading bots
 /// Contains all configurable risk parameters for probabilistic analysis and position sizing
 /// </summary>
+[GenerateSerializer]
 public class RiskManagement
 {
     /// <summary>
@@ -14,6 +16,7 @@ public class RiskManagement
     /// Signals with SL probability above this threshold may be filtered out
     /// Range: 0.05 (5%) to 0.50 (50%)
     /// </summary>
+    [Id(0)]
     [Range(0.05, 0.50)]
     [Required]
     public decimal AdverseProbabilityThreshold { get; set; } = 0.20m;
@@ -23,6 +26,7 @@ public class RiskManagement
     /// Used for additional signal filtering and confidence assessment
     /// Range: 0.10 (10%) to 0.70 (70%)
     /// </summary>
+    [Id(1)]
     [Range(0.10, 0.70)]
     [Required]
     public decimal FavorableProbabilityThreshold { get; set; } = 0.30m;
@@ -32,6 +36,7 @@ public class RiskManagement
     /// Higher values = more risk-averse behavior in utility calculations
     /// Range: 0.1 (risk-seeking) to 5.0 (highly risk-averse)
     /// </summary>
+    [Id(2)]
     [Range(0.1, 5.0)]
     [Required]
     public decimal RiskAversion { get; set; } = 1.0m;
@@ -41,6 +46,7 @@ public class RiskManagement
     /// Trades with Kelly fraction below this threshold are considered unfavorable
     /// Range: 0.5% to 10%
     /// </summary>
+    [Id(3)]
     [Range(0.005, 0.10)]
     [Required]
     public decimal KellyMinimumThreshold { get; set; } = 0.01m;
@@ -50,6 +56,7 @@ public class RiskManagement
     /// Prevents over-allocation even when Kelly suggests higher percentages
     /// Range: 5% to 50%
     /// </summary>
+    [Id(4)]
     [Range(0.05, 0.50)]
     [Required]
     public decimal KellyMaximumCap { get; set; } = 0.25m;
@@ -59,6 +66,7 @@ public class RiskManagement
     /// Positions with higher liquidation risk may be blocked or reduced
     /// Range: 5% to 30%
     /// </summary>
+    [Id(5)]
     [Range(0.05, 0.30)]
     [Required]
     public decimal MaxLiquidationProbability { get; set; } = 0.10m;
@@ -68,6 +76,7 @@ public class RiskManagement
     /// Longer horizons provide more stable predictions but less responsive signals
     /// Range: 1 hour to 168 hours (1 week)
     /// </summary>
+    [Id(6)]
     [Range(1, 168)]
     [Required]
     public int SignalValidationTimeHorizonHours { get; set; } = 24;
@@ -77,6 +86,7 @@ public class RiskManagement
     /// Shorter horizons for more frequent risk updates on open positions
     /// Range: 1 hour to 48 hours
     /// </summary>
+    [Id(7)]
     [Range(1, 48)]
     [Required]
     public int PositionMonitoringTimeHorizonHours { get; set; } = 6;
@@ -86,6 +96,7 @@ public class RiskManagement
     /// Positions exceeding this liquidation risk will trigger warnings
     /// Range: 10% to 40%
     /// </summary>
+    [Id(8)]
     [Range(0.10, 0.40)]
     [Required]
     public decimal PositionWarningThreshold { get; set; } = 0.20m;
@@ -95,6 +106,7 @@ public class RiskManagement
     /// Positions exceeding this liquidation risk will be automatically closed
     /// Range: 30% to 80%
     /// </summary>
+    [Id(9)]
     [Range(0.30, 0.80)]
     [Required]
     public decimal PositionAutoCloseThreshold { get; set; } = 0.50m;
@@ -104,6 +116,7 @@ public class RiskManagement
     /// Values less than 1.0 implement fractional Kelly (e.g., 0.5 = half-Kelly)
     /// Range: 0.1 to 1.0
     /// </summary>
+    [Id(10)]
     [Range(0.1, 1.0)]
     [Required]
     public decimal KellyFractionalMultiplier { get; set; } = 1.0m;
@@ -111,18 +124,21 @@ public class RiskManagement
     /// <summary>
     /// Risk tolerance level affecting overall risk calculations
     /// </summary>
+    [Id(11)]
     [Required]
     public Enums.RiskToleranceLevel RiskTolerance { get; set; } = Enums.RiskToleranceLevel.Moderate;
 
     /// <summary>
     /// Whether to use Expected Utility Theory for decision making
     /// </summary>
+    [Id(12)]
     [Required]
     public bool UseExpectedUtility { get; set; } = true;
 
     /// <summary>
     /// Whether to use Kelly Criterion for position sizing recommendations
     /// </summary>
+    [Id(13)]
     [Required]
     public bool UseKellyCriterion { get; set; } = true;