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/Strategies/Indicator.cs

@@ -1,6 +1,4 @@
-using System.Runtime.Serialization;
-using System.Text.Json.Serialization;
-using Managing.Core.FixedSizedQueue;
+using Managing.Core.FixedSizedQueue;
 using Managing.Domain.Candles;
 using Managing.Domain.Scenarios;
 using Managing.Domain.Strategies.Base;
@@ -20,18 +18,31 @@ namespace Managing.Domain.Strategies
         }
 
         public string Name { get; set; }
-        [JsonIgnore] [IgnoreDataMember] public FixedSizeQueue<Candle> Candles { get; set; }
+        
+        public FixedSizeQueue<Candle> Candles { get; set; }
+        
         public IndicatorType Type { get; set; }
+        
         public SignalType SignalType { get; set; }
+        
         public int MinimumHistory { get; set; }
+        
         public int? Period { get; set; }
+        
         public int? FastPeriods { get; set; }
+        
         public int? SlowPeriods { get; set; }
+        
         public int? SignalPeriods { get; set; }
+        
         public double? Multiplier { get; set; }
+        
         public int? SmoothPeriods { get; set; }
+        
         public int? StochPeriods { get; set; }
+        
         public int? CyclePeriods { get; set; }
+        
         public User User { get; set; }
 
         public virtual List<LightSignal> Run()

src/Managing.Domain/Strategies/LightIndicator.cs

@@ -0,0 +1,84 @@
+using Managing.Domain.Scenarios;
+using Orleans;
+using static Managing.Common.Enums;
+
+namespace Managing.Domain.Strategies;
+
+/// <summary>
+/// Lightweight indicator class for Orleans serialization
+/// Contains only the essential properties needed for backtesting
+/// </summary>
+[GenerateSerializer]
+public class LightIndicator
+{
+    public LightIndicator(string name, IndicatorType type)
+    {
+        Name = name;
+        Type = type;
+        SignalType = ScenarioHelpers.GetSignalType(type);
+    }
+
+    [Id(0)] public string Name { get; set; }
+
+    [Id(1)] public IndicatorType Type { get; set; }
+
+    [Id(2)] public SignalType SignalType { get; set; }
+
+    [Id(3)] public int MinimumHistory { get; set; }
+
+    [Id(4)] public int? Period { get; set; }
+
+    [Id(5)] public int? FastPeriods { get; set; }
+
+    [Id(6)] public int? SlowPeriods { get; set; }
+
+    [Id(7)] public int? SignalPeriods { get; set; }
+
+    [Id(8)] public double? Multiplier { get; set; }
+
+    [Id(9)] public int? SmoothPeriods { get; set; }
+
+    [Id(10)] public int? StochPeriods { get; set; }
+
+    [Id(11)] public int? CyclePeriods { get; set; }
+
+    /// <summary>
+    /// Converts a full Indicator to a LightIndicator
+    /// </summary>
+    public static LightIndicator FromIndicator(Indicator indicator)
+    {
+        return new LightIndicator(indicator.Name, indicator.Type)
+        {
+            SignalType = indicator.SignalType,
+            MinimumHistory = indicator.MinimumHistory,
+            Period = indicator.Period,
+            FastPeriods = indicator.FastPeriods,
+            SlowPeriods = indicator.SlowPeriods,
+            SignalPeriods = indicator.SignalPeriods,
+            Multiplier = indicator.Multiplier,
+            SmoothPeriods = indicator.SmoothPeriods,
+            StochPeriods = indicator.StochPeriods,
+            CyclePeriods = indicator.CyclePeriods
+        };
+    }
+
+    /// <summary>
+    /// Converts a LightIndicator back to a full Indicator
+    /// </summary>
+    public Indicator ToIndicator()
+    {
+        return new Indicator(Name, Type)
+        {
+            SignalType = SignalType,
+            MinimumHistory = MinimumHistory,
+            Period = Period,
+            FastPeriods = FastPeriods,
+            SlowPeriods = SlowPeriods,
+            SignalPeriods = SignalPeriods,
+            Multiplier = Multiplier,
+            SmoothPeriods = SmoothPeriods,
+            StochPeriods = StochPeriods,
+            CyclePeriods = CyclePeriods
+        };
+    }
+}

src/Managing.Domain/Strategies/LightSignal.cs

@@ -2,8 +2,10 @@ using System.ComponentModel.DataAnnotations;
 using System.Globalization;
 using Managing.Core;
 using Managing.Domain.Candles;
+using Orleans;
 using static Managing.Common.Enums;
 
+[GenerateSerializer]
 public class LightSignal : ValueObject
 {
     public LightSignal(Ticker ticker, TradeDirection direction, Confidence confidence, Candle candle, DateTime date,
@@ -24,17 +26,40 @@ public class LightSignal : ValueObject
             $"{indicatorName}-{indicatorType}-{direction}-{ticker}-{candle?.Close.ToString(CultureInfo.InvariantCulture)}-{date:yyyyMMdd-HHmmss}";
     }
 
+    [Id(0)]
     [Required] public SignalStatus Status { get; set; }
+    
+    [Id(1)]
     [Required] public TradeDirection Direction { get; }
+    
+    [Id(2)]
     [Required] public Confidence Confidence { get; set; }
+    
+    [Id(3)]
     [Required] public Timeframe Timeframe { get; }
+    
+    [Id(4)]
     [Required] public DateTime Date { get; private set; }
+    
+    [Id(5)]
     [Required] public Candle Candle { get; }
+    
+    [Id(6)]
     [Required] public string Identifier { get; }
+    
+    [Id(7)]
     [Required] public Ticker Ticker { get; }
+    
+    [Id(8)]
     [Required] public TradingExchanges Exchange { get; set; }
+    
+    [Id(9)]
     [Required] public IndicatorType IndicatorType { get; set; }
+    
+    [Id(10)]
     [Required] public SignalType SignalType { get; set; }
+    
+    [Id(11)]
     [Required] public string IndicatorName { get; set; }
 
     protected override IEnumerable<object> GetEqualityComponents()