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Trading bot grain (#33)

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* Trading bot Grain

* Fix a bit more of the trading bot

* Advance on the tradingbot grain

* Fix build

* Fix db script

* Fix user login

* Fix a bit backtest

* Fix cooldown and backtest

* start fixing bot start

* Fix startup

* Setup local db

* Fix build and update candles and scenario

* Add bot registry

* Add reminder

* Updateing the grains

* fix bootstraping

* Save stats on tick

* Save bot data every tick

* Fix serialization

* fix save bot stats

* Fix get candles

* use dict instead of list for position

* Switch hashset to dict

* Fix a bit

* Fix bot launch and bot view

* add migrations

* Remove the tolist

* Add agent grain

* Save agent summary

* clean

* Add save bot

* Update get bots

* Add get bots

* Fix stop/restart

* fix Update config

* Update scanner table on new backtest saved

* Fix backtestRowDetails.tsx

* Fix agentIndex

* Update agentIndex

* Fix more things

* Update user cache

* Fix

* Fix account load/start/restart/run
This commit is contained in:
Oda
2025-08-04 23:07:06 +02:00
committed by GitHub
parent cd378587aa
commit 082ae8714b
215 changed files with 9562 additions and 14028 deletions
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59
src/Managing.Application/GeneticService.cs
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@@ -8,6 +8,7 @@ using Managing.Domain.Bots;
using Managing.Domain.MoneyManagements;
using Managing.Domain.Risk;
using Managing.Domain.Scenarios;
using Managing.Domain.Strategies;
using Managing.Domain.Users;
using Microsoft.Extensions.DependencyInjection;
using Microsoft.Extensions.Logging;
@@ -624,9 +625,9 @@ public class TradingBotChromosome : ChromosomeBase
return clone;
}
public List<GeneticIndicator> GetSelectedIndicators()
public List<LightIndicator> GetSelectedIndicators()
{
var selected = new List<GeneticIndicator>();
var selected = new List<LightIndicator>();
var genes = GetGenes();
// Check all indicator selection slots (genes 5 to 5+N-1 where N is number of eligible indicators)
@@ -634,7 +635,7 @@ public class TradingBotChromosome : ChromosomeBase
{
if (genes[5 + i].Value.ToString() == "1")
{
var indicator = new GeneticIndicator
var indicator = new LightIndicator(_eligibleIndicators[i].ToString(), _eligibleIndicators[i])
{
Type = _eligibleIndicators[i]
};
@@ -713,39 +714,24 @@ public class TradingBotChromosome : ChromosomeBase
// Enforce proper risk-reward constraints
var minStopLoss = 0.2; // Minimum 0.2% to cover fees
var maxStopLoss = takeProfit / 1.1; // Ensure risk-reward ratio is at least 1.1:1
// Generate a random stop loss between min and max
var randomStopLoss = GetRandomInRange((minStopLoss, maxStopLoss));
// Use the random value instead of clamping the original
stopLoss = randomStopLoss;
// Log the generated values (for debugging)
Console.WriteLine($"Generated: TP={takeProfit:F2}%, SL={stopLoss:F2}% (RR={takeProfit/stopLoss:F2}:1)");
Console.WriteLine($"Generated: TP={takeProfit:F2}%, SL={stopLoss:F2}% (RR={takeProfit / stopLoss:F2}:1)");
// Get loopback period from gene 4
var loopbackPeriod = Convert.ToInt32(genes[4].Value);
// Build scenario using selected indicators
var scenario = new Scenario($"Genetic_{request.RequestId}_Scenario", loopbackPeriod);
foreach (var geneticIndicator in selectedIndicators)
var scenario = new LightScenario($"Genetic_{request.RequestId}_Scenario", loopbackPeriod)
{
var indicator = ScenarioHelpers.BuildIndicator(
type: geneticIndicator.Type,
name: $"Genetic_{geneticIndicator.Type}_{Guid.NewGuid():N}",
period: geneticIndicator.Period,
fastPeriods: geneticIndicator.FastPeriods,
slowPeriods: geneticIndicator.SlowPeriods,
signalPeriods: geneticIndicator.SignalPeriods,
multiplier: geneticIndicator.Multiplier,
stochPeriods: geneticIndicator.StochPeriods,
smoothPeriods: geneticIndicator.SmoothPeriods,
cyclePeriods: geneticIndicator.CyclePeriods
);
scenario.AddIndicator(indicator);
}
Indicators = selectedIndicators
};
var mm = new MoneyManagement
{
@@ -776,7 +762,7 @@ public class TradingBotChromosome : ChromosomeBase
UseForPositionSizing = false,
UseForSignalFiltering = false,
UseForDynamicStopLoss = false,
Scenario = LightScenario.FromScenario(scenario),
Scenario = scenario,
MoneyManagement = mm,
RiskManagement = new RiskManagement
{
@@ -853,7 +839,7 @@ public class TradingBotChromosome : ChromosomeBase
ReplaceGene(1, new Gene(stopLoss));
// Log the initial values (for debugging)
Console.WriteLine($"Initialized: TP={takeProfit:F2}%, SL={stopLoss:F2}% (RR={takeProfit/stopLoss:F2}:1)");
Console.WriteLine($"Initialized: TP={takeProfit:F2}%, SL={stopLoss:F2}% (RR={takeProfit / stopLoss:F2}:1)");
// Initialize remaining genes normally
for (int i = 2; i < Length; i++)
@@ -863,22 +849,6 @@ public class TradingBotChromosome : ChromosomeBase
}
}
/// <summary>
/// Genetic indicator with parameters
/// </summary>
public class GeneticIndicator
{
public IndicatorType Type { 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? StochPeriods { get; set; }
public int? SmoothPeriods { get; set; }
public int? CyclePeriods { get; set; }
}
/// <summary>
/// Multi-objective fitness function for trading bot optimization
/// </summary>
@@ -889,7 +859,8 @@ public class TradingBotFitness : IFitness
private GeneticAlgorithm _geneticAlgorithm;
private readonly ILogger<GeneticService> _logger;
public TradingBotFitness(IServiceScopeFactory serviceScopeFactory, GeneticRequest request, ILogger<GeneticService> logger)
public TradingBotFitness(IServiceScopeFactory serviceScopeFactory, GeneticRequest request,
ILogger<GeneticService> logger)
{
_serviceScopeFactory = serviceScopeFactory;
_request = request;