Namespace Virtufin.Core.Behaviour

ProcessExtensions: Drivers that fold an IProcess<TState, TInput, TOutput> coalgebra over a stream of inputs. The coalgebra itself stays pure and pull-based; these extensions add the reactive layer on demand — the scan combinator of the domain spec (§10.4).

IAlgebra<TEvent, TState>: An F-algebra over an event log. Given a current state and an event, produce the next state. Combined with the initial state and an event log, the algebra defines a derived signal via the fold (or scan for running computation).

IDecide<TState, TMarket, TPortfolio, TAction>: The decide morphism of the trading loop: given the strategy's hidden state, a market observation, and the folded portfolio state, produce the next strategy state and zero or more trade actions. This is the coalgebra StrategyState × MarketEvent × PortfolioState → StrategyState × TradeAction[] of the domain spec (§6.4), exposed as an IProcess<TState, TInput, TOutput> so strategies compose with the generic scan/fold drivers (ProcessExtensions).

IIndicator<TSelf, TSample, TValue>: An immutable, self-folding indicator: consumes samples one at a time and exposes its current value via ISignal<T>. Composes with ISignal<T> rather than IAlgebra<TEvent, TState> or IProcess<S,E> because the indicator's own state doesn't need to be threaded as an explicit external parameter — this already is the state.

IPortfolioState: Marker for any type that represents the folded portfolio state — the derived holdings (positions, cash, average entry prices) a strategy observes at each step of the trading loop. Counterpart of the raw IPositionEvent stream: the state is produced by folding the events with an IAlgebra<TEvent, TState>.

IProcess<TState, TInput, TOutput>: Coalgebra shape for a stateful process: given the current state and an input observation, produce the next state and an output. The domain instantiations are IDecide<TState, TMarket, TPortfolio, TAction> (decide) and IExecutor (execute), where the process carries hidden state that must be exposed explicitly. Drive a process over an observable stream of inputs with Run<TState, TInput, TOutput>(IProcess<TState, TInput, TOutput>, IObservable<TInput>).

ISignal<T>: A continuously derivable value computed from an event log. Signals are never transported on Dapr topics; consumers reconstruct them on demand by folding the log.

IStrategyState: Marker for any type that carries the hidden state of a strategy: indicator values, model weights, momentum windows, cooldown timers. Counterpart of IExecutionState on the executor side — it exists so IDecide<TState, TMarket, TPortfolio, TAction> can constrain its state parameter.