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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
Download Patch File Download Diff File Expand all files Collapse all files

104
src/Managing.Application.Tests/BotsTests.cs
View File

@@ -4,14 +4,14 @@ using Managing.Application.Abstractions;
using Managing.Application.Abstractions.Repositories;
using Managing.Application.Abstractions.Services;
using Managing.Application.Backtesting;
using Managing.Application.Bots.Base;
using Managing.Application.Hubs;
using Managing.Application.ManageBot;
using Managing.Core;
using Managing.Domain.Bots;
using Managing.Domain.Candles;
using Managing.Domain.MoneyManagements;
using Managing.Domain.Scenarios;
using Managing.Domain.Strategies;
using Managing.Domain.Strategies.Signals;
using Microsoft.AspNetCore.SignalR;
using Moq;
using Newtonsoft.Json;
@@ -22,7 +22,6 @@ namespace Managing.Application.Tests
{
public class BotsTests : BaseTests
{
private readonly IBotFactory _botFactory;
private readonly IBacktester _backtester;
private readonly string _reportPath;
private string _analysePath;
@@ -37,19 +36,11 @@ namespace Managing.Application.Tests
var scenarioService = new Mock<IScenarioService>().Object;
var messengerService = new Mock<IMessengerService>().Object;
var kaigenService = new Mock<IKaigenService>().Object;
var backupBotService = new Mock<IBackupBotService>().Object;
var hubContext = new Mock<IHubContext<BacktestHub>>().Object;
var tradingBotLogger = TradingBaseTests.CreateTradingBotLogger();
var backtestLogger = TradingBaseTests.CreateBacktesterLogger();
var botService = new Mock<IBotService>().Object;
_botFactory = new BotFactory(
_exchangeService,
tradingBotLogger,
discordService,
_accountService.Object,
_tradingService.Object,
botService, backupBotService);
_backtester = new Backtester(_exchangeService, _botFactory, backtestRepository, backtestLogger,
_backtester = new Backtester(_exchangeService, backtestRepository, backtestLogger,
scenarioService, _accountService.Object, messengerService, kaigenService, hubContext, null);
_elapsedTimes = new List<double>();
@@ -68,7 +59,6 @@ namespace Managing.Application.Tests
// Arrange
var scenario = new Scenario("FlippingScenario");
var strategy = ScenarioHelpers.BuildIndicator(IndicatorType.RsiDivergence, "RsiDiv", period: 14);
scenario.AddIndicator(strategy);
var localCandles =
FileHelpers.ReadJson<List<Candle>>($"{ticker.ToString()}-{timeframe.ToString()}-candles.json");
@@ -93,10 +83,11 @@ namespace Managing.Application.Tests
// Act
var backtestResult =
await _backtester.RunTradingBotBacktest(config, localCandles.TakeLast(500).ToList(), null, false);
await _backtester.RunTradingBotBacktest(config, DateTime.UtcNow.AddDays(-6),
DateTime.UtcNow, null, false, false);
var json = JsonConvert.SerializeObject(backtestResult, Formatting.None);
File.WriteAllText($"{ticker.ToString()}-{timeframe.ToString()}-{Guid.NewGuid()}.json", json);
File.WriteAllText($"{ticker}-{timeframe}-{Guid.NewGuid()}.json", json);
// WriteCsvReport(backtestResult.GetStringReport());
// Assert
@@ -119,8 +110,6 @@ namespace Managing.Application.Tests
{
// Arrange
var scenario = new Scenario("ScalpingScenario");
var strategy = ScenarioHelpers.BuildIndicator(IndicatorType.RsiDivergence, "RsiDiv", period: 5);
scenario.AddIndicator(strategy);
var config = new TradingBotConfig
{
@@ -158,10 +147,13 @@ namespace Managing.Application.Tests
int days)
{
// Arrange
var scenario = new Scenario("ScalpingScenario");
var strategy = ScenarioHelpers.BuildIndicator(IndicatorType.MacdCross, "RsiDiv", fastPeriods: 12,
slowPeriods: 26, signalPeriods: 9);
scenario.AddIndicator(strategy);
var scenario = new Scenario("ScalpingScenario")
{
Indicators = new List<IndicatorBase>
{
new MacdCrossIndicatorBase("MacdCross", 12, 26, 9)
}
};
var moneyManagement = new MoneyManagement()
{
@@ -236,8 +228,10 @@ namespace Managing.Application.Tests
Parallel.For((long)periodRange[0], periodRange[1], options, i =>
{
var scenario = new Scenario("ScalpingScenario");
var strategy = ScenarioHelpers.BuildIndicator(indicatorType, "RsiDiv", period: (int)i);
scenario.AddIndicator(strategy);
scenario.Indicators = new List<IndicatorBase>
{
new RsiDivergenceIndicatorBase("RsiDiv", (int)i)
};
// -0.5 to -5
for (decimal s = stopLossRange[0]; s < stopLossRange[1]; s += stopLossRange[2])
@@ -278,7 +272,8 @@ namespace Managing.Application.Tests
FlipOnlyWhenInProfit = true,
MaxPositionTimeHours = null,
CloseEarlyWhenProfitable = false
}, candles, null, false).Result,
}, DateTime.UtcNow.AddDays(-6),
DateTime.UtcNow, null, false, false).Result,
BotType.FlippingBot => _backtester.RunTradingBotBacktest(new TradingBotConfig
{
AccountName = _account.Name,
@@ -296,7 +291,8 @@ namespace Managing.Application.Tests
FlipOnlyWhenInProfit = true,
MaxPositionTimeHours = null,
CloseEarlyWhenProfitable = false
}, candles, null, false).Result,
}, DateTime.UtcNow.AddDays(-6),
DateTime.UtcNow, null, false, false).Result,
_ => throw new NotImplementedException(),
};
timer.Stop();
@@ -376,9 +372,10 @@ namespace Managing.Application.Tests
return;
var scenario = new Scenario("ScalpingScenario");
var strategy = ScenarioHelpers.BuildIndicator(indicatorType, "RsiDiv", fastPeriods: 12,
slowPeriods: 26, signalPeriods: 9);
scenario.AddIndicator(strategy);
scenario.Indicators = new List<IndicatorBase>
{
new MacdCrossIndicatorBase("MacdCross", 12, 26, 9)
};
// -0.5 to -5
for (decimal s = stopLossRange[0]; s < stopLossRange[1]; s += stopLossRange[2])
@@ -418,7 +415,8 @@ namespace Managing.Application.Tests
FlipOnlyWhenInProfit = true,
MaxPositionTimeHours = null,
CloseEarlyWhenProfitable = false
}, candles, null).Result,
}, DateTime.UtcNow.AddDays(-6),
DateTime.UtcNow, null, false, false).Result,
BotType.FlippingBot => _backtester.RunTradingBotBacktest(new TradingBotConfig
{
AccountName = _account.Name,
@@ -436,7 +434,8 @@ namespace Managing.Application.Tests
FlipOnlyWhenInProfit = true,
MaxPositionTimeHours = null,
CloseEarlyWhenProfitable = false
}, candles, null).Result,
}, DateTime.UtcNow.AddDays(-6),
DateTime.UtcNow, null, false, false).Result,
_ => throw new NotImplementedException(),
};
@@ -673,7 +672,8 @@ namespace Managing.Application.Tests
CloseEarlyWhenProfitable = false
};
var backtestResult = _backtester.RunTradingBotBacktest(config, candles, null).Result;
var backtestResult = _backtester.RunTradingBotBacktest(config, DateTime.UtcNow.AddDays(-6),
DateTime.UtcNow, null, false, false).Result;
timer.Stop();
@@ -1042,8 +1042,13 @@ namespace Managing.Application.Tests
{
foreach (var parameterSet in strategyConfig.ParameterSets)
{
var scenario = BuildScenario($"{strategyConfig.Name}_{parameterSet.Name}",
new[] { (strategyConfig, parameterSet) });
var scenario = new Scenario($"{strategyConfig.Name}_{parameterSet.Name}")
{
Indicators = new List<IndicatorBase>
{
new RsiDivergenceIndicatorBase("RsiDiv", (int)parameterSet.Period)
}
};
scenarios.Add(scenario);
}
}
@@ -1068,7 +1073,13 @@ namespace Managing.Application.Tests
{
var scenarioName = string.Join("_",
paramCombo.Select(p => $"{p.strategyConfig.Name}_{p.parameterSet.Name}"));
var scenario = BuildScenario(scenarioName, paramCombo);
var scenario = new Scenario(scenarioName)
{
Indicators = new List<IndicatorBase>
{
new RsiDivergenceIndicatorBase("RsiDiv", (int)paramCombo.First().parameterSet.Period)
}
};
scenario.LoopbackPeriod = 15;
scenarios.Add(scenario);
}
@@ -1077,31 +1088,6 @@ namespace Managing.Application.Tests
return scenarios;
}
private Scenario BuildScenario(string scenarioName,
IEnumerable<(StrategyConfiguration strategyConfig, ParameterSet parameterSet)> strategyParams)
{
var scenario = new Scenario(scenarioName);
foreach (var (strategyConfig, parameterSet) in strategyParams)
{
var strategy = ScenarioHelpers.BuildIndicator(
strategyConfig.Type,
$"{strategyConfig.Name}_{parameterSet.Name}",
period: parameterSet.Period,
fastPeriods: parameterSet.FastPeriods,
slowPeriods: parameterSet.SlowPeriods,
signalPeriods: parameterSet.SignalPeriods,
multiplier: parameterSet.Multiplier,
stochPeriods: parameterSet.StochPeriods,
smoothPeriods: parameterSet.SmoothPeriods,
cyclePeriods: parameterSet.CyclePeriods);
scenario.AddIndicator(strategy);
}
return scenario;
}
private IEnumerable<IEnumerable<T>> GetCombinations<T>(IEnumerable<T> elements, int k)
{
return k == 0

68
src/Managing.Application.Tests/IndicatorTests.cs → src/Managing.Application.Tests/IndicatorBaseTests.cs
View File

@@ -1,5 +1,7 @@
using Managing.Application.Abstractions.Services;
using Managing.Domain.Accounts;
using Managing.Domain.Candles;
using Managing.Domain.Indicators;
using Managing.Domain.Strategies.Signals;
using Managing.Domain.Strategies.Trends;
using Xunit;
@@ -7,31 +9,30 @@ using static Managing.Common.Enums;
namespace Managing.Application.Tests
{
public class IndicatorTests
public class IndicatorBaseTests
{
private readonly IExchangeService _exchangeService;
public IndicatorTests()
public IndicatorBaseTests()
{
_exchangeService = TradingBaseTests.GetExchangeService();
}
[Theory]
[InlineData(TradingExchanges.Binance, Ticker.ADA, Timeframe.OneDay)]
public void Should_Return_Signal_On_Rsi_BullishDivergence2(TradingExchanges exchange, Ticker ticker,
public async Task Should_Return_Signal_On_Rsi_BullishDivergence2(TradingExchanges exchange, Ticker ticker,
Timeframe timeframe)
{
var account = GetAccount(exchange);
// Arrange
var rsiStrategy = new RsiDivergenceIndicator("unittest", 5);
var candles = _exchangeService.GetCandles(account, ticker, DateTime.Now.AddDays(-50), timeframe).Result;
var rsiStrategy = new RsiDivergenceIndicatorBase("unittest", 5);
var candles = await _exchangeService.GetCandles(account, ticker, DateTime.Now.AddDays(-50), timeframe);
var resultSignal = new List<LightSignal>();
// Act
foreach (var candle in candles)
{
rsiStrategy.Candles.Enqueue(candle);
var signals = rsiStrategy.Run();
var signals = rsiStrategy.Run(new HashSet<Candle> { candle });
}
if (rsiStrategy.Signals != null && rsiStrategy.Signals.Count > 0)
@@ -52,20 +53,19 @@ namespace Managing.Application.Tests
[Theory]
[InlineData(TradingExchanges.Binance, Ticker.ADA, Timeframe.OneDay)]
public void Shoud_Return_Signal_On_Rsi_BearishDivergence(TradingExchanges exchange, Ticker ticker,
public async Task Shoud_Return_Signal_On_Rsi_BearishDivergence(TradingExchanges exchange, Ticker ticker,
Timeframe timeframe)
{
// Arrange
var account = GetAccount(exchange);
var rsiStrategy = new RsiDivergenceIndicator("unittest", 5);
var candles = _exchangeService.GetCandles(account, ticker, DateTime.Now.AddDays(-50), timeframe).Result;
var rsiStrategy = new RsiDivergenceIndicatorBase("unittest", 5);
var candles = await _exchangeService.GetCandles(account, ticker, DateTime.Now.AddDays(-50), timeframe);
var resultSignal = new List<LightSignal>();
// Act
foreach (var candle in candles)
{
rsiStrategy.Candles.Enqueue(candle);
var signals = rsiStrategy.Run();
var signals = rsiStrategy.Run(new HashSet<Candle> { candle });
}
if (rsiStrategy.Signals != null && rsiStrategy.Signals.Count > 0)
@@ -84,15 +84,14 @@ namespace Managing.Application.Tests
{
// Arrange
var account = GetAccount(exchange);
var rsiStrategy = new MacdCrossIndicator("unittest", 12, 26, 9);
var rsiStrategy = new MacdCrossIndicatorBase("unittest", 12, 26, 9);
var candles = await _exchangeService.GetCandles(account, ticker, DateTime.Now.AddDays(days), timeframe);
var resultSignal = new List<LightSignal>();
// Act
foreach (var candle in candles)
{
rsiStrategy.Candles.Enqueue(candle);
var signals = rsiStrategy.Run();
var signals = rsiStrategy.Run(new HashSet<Candle> { candle });
}
if (rsiStrategy.Signals != null && rsiStrategy.Signals.Count > 0)
@@ -106,20 +105,20 @@ namespace Managing.Application.Tests
[Theory]
[InlineData(TradingExchanges.Ftx, Ticker.ADA, Timeframe.OneDay, -500)]
public void Shoud_Return_Signal_On_SuperTrend(TradingExchanges exchange, Ticker ticker, Timeframe timeframe,
public async Task Shoud_Return_Signal_On_SuperTrend(TradingExchanges exchange, Ticker ticker,
Timeframe timeframe,
int days)
{
// Arrange
var account = GetAccount(exchange);
var superTrendStrategy = new SuperTrendIndicator("unittest", 10, 3);
var candles = _exchangeService.GetCandles(account, ticker, DateTime.Now.AddDays(days), timeframe).Result;
var superTrendStrategy = new SuperTrendIndicatorBase("unittest", 10, 3);
var candles = await _exchangeService.GetCandles(account, ticker, DateTime.Now.AddDays(days), timeframe);
var resultSignal = new List<LightSignal>();
// Act
foreach (var candle in candles)
{
superTrendStrategy.Candles.Enqueue(candle);
var signals = superTrendStrategy.Run();
var signals = superTrendStrategy.Run(new HashSet<Candle> { candle });
}
if (superTrendStrategy.Signals != null && superTrendStrategy.Signals.Count > 0)
@@ -133,21 +132,20 @@ namespace Managing.Application.Tests
[Theory]
[InlineData(TradingExchanges.Ftx, Ticker.ADA, Timeframe.OneDay, -500)]
public void Shoud_Return_Signal_On_ChandelierExist(TradingExchanges exchange, Ticker ticker,
public async Task Shoud_Return_Signal_On_ChandelierExist(TradingExchanges exchange, Ticker ticker,
Timeframe timeframe, int days)
{
// Arrange
var account = GetAccount(exchange);
var chandelierExitStrategy = new ChandelierExitIndicator("unittest", 22, 3);
var candles = _exchangeService.GetCandles(account, ticker, DateTime.Now.AddDays(days), timeframe, false)
.Result;
var chandelierExitStrategy = new ChandelierExitIndicatorBase("unittest", 22, 3);
var candles =
await _exchangeService.GetCandles(account, ticker, DateTime.Now.AddDays(days), timeframe, false);
var resultSignal = new List<LightSignal>();
// Act
foreach (var candle in candles)
{
chandelierExitStrategy.Candles.Enqueue(candle);
var signals = chandelierExitStrategy.Run();
var signals = chandelierExitStrategy.Run(new HashSet<Candle> { candle });
}
if (chandelierExitStrategy.Signals is { Count: > 0 })
@@ -161,20 +159,19 @@ namespace Managing.Application.Tests
[Theory]
[InlineData(TradingExchanges.Ftx, Ticker.ADA, Timeframe.OneDay, -500)]
public void Shoud_Return_Signal_On_EmaTrend(TradingExchanges exchange, Ticker ticker, Timeframe timeframe,
public async Task Shoud_Return_Signal_On_EmaTrend(TradingExchanges exchange, Ticker ticker, Timeframe timeframe,
int days)
{
// Arrange
var account = GetAccount(exchange);
var emaTrendSrategy = new EmaTrendIndicator("unittest", 200);
var candles = _exchangeService.GetCandles(account, ticker, DateTime.Now.AddDays(days), timeframe).Result;
var emaTrendSrategy = new EmaTrendIndicatorBase("unittest", 200);
var candles = await _exchangeService.GetCandles(account, ticker, DateTime.Now.AddDays(days), timeframe);
var resultSignal = new List<LightSignal>();
// Act
foreach (var candle in candles)
{
emaTrendSrategy.Candles.Enqueue(candle);
var signals = emaTrendSrategy.Run();
var signals = emaTrendSrategy.Run(new HashSet<Candle> { candle });
}
if (emaTrendSrategy.Signals != null && emaTrendSrategy.Signals.Count > 0)
@@ -189,13 +186,13 @@ namespace Managing.Application.Tests
[Theory]
[InlineData(TradingExchanges.Evm, Ticker.BTC, Timeframe.FifteenMinutes, -50)]
public void Shoud_Return_Signal_On_StochRsi(TradingExchanges exchange, Ticker ticker, Timeframe timeframe,
public async Task Shoud_Return_Signal_On_StochRsi(TradingExchanges exchange, Ticker ticker, Timeframe timeframe,
int days)
{
// Arrange
var account = GetAccount(exchange);
var stochRsiStrategy = new StochRsiTrendIndicator("unittest", 14, 14, 3, 1);
var candles = _exchangeService.GetCandles(account, ticker, DateTime.Now.AddDays(days), timeframe).Result;
var stochRsiStrategy = new StochRsiTrendIndicatorBase("unittest", 14, 14, 3, 1);
var candles = await _exchangeService.GetCandles(account, ticker, DateTime.Now.AddDays(days), timeframe);
var resultSignal = new List<LightSignal>();
// var json = JsonConvert.SerializeObject(candles);
@@ -205,8 +202,7 @@ namespace Managing.Application.Tests
// Act
foreach (var candle in candles)
{
stochRsiStrategy.Candles.Enqueue(candle);
var signals = stochRsiStrategy.Run();
var signals = stochRsiStrategy.Run(new HashSet<Candle> { candle });
}
if (stochRsiStrategy.Signals != null && stochRsiStrategy.Signals.Count > 0)

6
src/Managing.Application.Tests/PositionTests.cs
View File

@@ -45,14 +45,14 @@ public class PositionTests : BaseTests
// _ = new GetAccountPositioqwnInfoListOutputDTO().DecodeOutput(hexPositions).d
//
var openTrade = await _exchangeService.GetTrade(_account, "", Ticker.GMX);
var position = new Position("", "", TradeDirection.Long, Ticker.GMX, MoneyManagement, PositionInitiator.User,
var position = new Position(Guid.NewGuid(), "", TradeDirection.Long, Ticker.GMX, MoneyManagement, PositionInitiator.User,
DateTime.UtcNow, new User())
{
Open = openTrade
};
var command = new ClosePositionCommand(position);
_ = _tradingService.Setup(m => m.GetPositionByIdentifierAsync(It.IsAny<string>())).ReturnsAsync(position);
_ = _tradingService.Setup(m => m.GetPositionByIdentifierAsync(It.IsAny<string>())).ReturnsAsync(position);
_ = _tradingService.Setup(m => m.GetPositionByIdentifierAsync(It.IsAny<Guid>())).ReturnsAsync(position);
_ = _tradingService.Setup(m => m.GetPositionByIdentifierAsync(It.IsAny<Guid>())).ReturnsAsync(position);
var handler = new ClosePositionCommandHandler(
_exchangeService,

6
src/Managing.Application.Tests/ProfitAndLossTests.cs
View File

@@ -214,7 +214,7 @@ namespace Managing.Application.Tests
private static Position GetFakeShortPosition()
{
return new Position("", "FakeAccount", TradeDirection.Short, Ticker.BTC, null,
return new Position(Guid.NewGuid(), "FakeAccount", TradeDirection.Short, Ticker.BTC, null,
PositionInitiator.PaperTrading, DateTime.UtcNow, new User())
{
Open = new Trade(DateTime.Now, TradeDirection.Short, TradeStatus.Filled,
@@ -230,7 +230,7 @@ namespace Managing.Application.Tests
private static Position GetSolanaLongPosition()
{
return new Position("", "FakeAccount", TradeDirection.Long, Ticker.BTC, null,
return new Position(Guid.NewGuid(), "FakeAccount", TradeDirection.Long, Ticker.BTC, null,
PositionInitiator.PaperTrading, DateTime.UtcNow, new User())
{
Open = new Trade(DateTime.Now, TradeDirection.Long, TradeStatus.Filled,
@@ -250,7 +250,7 @@ namespace Managing.Application.Tests
private static Position GetFakeLongPosition()
{
return new Position("", "FakeAccount", TradeDirection.Long, Ticker.BTC, null,
return new Position(Guid.NewGuid(), "FakeAccount", TradeDirection.Long, Ticker.BTC, null,
PositionInitiator.PaperTrading, DateTime.UtcNow, new User())
{
Open = new Trade(DateTime.Now, TradeDirection.Short, TradeStatus.Filled,