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Rename strategy to indicators

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This commit is contained in:
cryptooda
2025-06-16 22:09:23 +07:00
parent e4f4d078b2
commit 0f7df04813
45 changed files with 477 additions and 474 deletions
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39
src/Managing.Application/Backtesting/Backtester.cs
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@@ -30,7 +30,7 @@ namespace Managing.Application.Backtesting
IExchangeService exchangeService,
IBotFactory botFactory,
IBacktestRepository backtestRepository,
ILogger<Backtester> logger,
ILogger<Backtester> logger,
IScenarioService scenarioService,
IAccountService accountService)
{
@@ -74,9 +74,9 @@ namespace Managing.Application.Backtesting
{
var account = await GetAccountFromConfig(config);
var candles = GetCandles(account, config.Ticker, config.Timeframe, startDate, endDate);
var result = await RunBacktestWithCandles(config, candles, user);
// Set start and end dates
result.StartDate = startDate;
result.EndDate = endDate;
@@ -115,9 +115,9 @@ namespace Managing.Application.Backtesting
{
// Set FlipPosition based on BotType
config.FlipPosition = config.BotType == BotType.FlippingBot;
var tradingBot = _botFactory.CreateBacktestTradingBot(config);
// Load scenario - prefer Scenario object over ScenarioName
if (config.Scenario != null)
{
@@ -129,9 +129,10 @@ namespace Managing.Application.Backtesting
}
else
{
throw new ArgumentException("Either Scenario object or ScenarioName must be provided in TradingBotConfig");
throw new ArgumentException(
"Either Scenario object or ScenarioName must be provided in TradingBotConfig");
}
tradingBot.User = user;
await tradingBot.LoadAccount();
@@ -153,9 +154,9 @@ namespace Managing.Application.Backtesting
return account;
}
return new Account
{
Name = config.AccountName,
return new Account
{
Name = config.AccountName,
Exchange = TradingExchanges.GmxV2
};
}
@@ -191,7 +192,7 @@ namespace Managing.Application.Backtesting
}
bot.Candles = new HashSet<Candle>(candles);
bot.UpdateStrategiesValues();
bot.UpdateIndicatorsValues();
var strategies = _scenarioService.GetStrategies();
var strategiesValues = GetStrategiesValues(strategies, candles);
@@ -228,21 +229,21 @@ namespace Managing.Application.Backtesting
WalletBalances = bot.WalletBalances.ToList(),
Statistics = stats,
OptimizedMoneyManagement = optimizedMoneyManagement,
StrategiesValues = AggregateValues(strategiesValues, bot.StrategiesValues),
StrategiesValues = AggregateValues(strategiesValues, bot.IndicatorsValues),
Score = score
};
return result;
}
private Dictionary<StrategyType, StrategiesResultBase> AggregateValues(
Dictionary<StrategyType, StrategiesResultBase> strategiesValues,
Dictionary<StrategyType, StrategiesResultBase> botStrategiesValues)
private Dictionary<IndicatorType, IndicatorsResultBase> AggregateValues(
Dictionary<IndicatorType, IndicatorsResultBase> strategiesValues,
Dictionary<IndicatorType, IndicatorsResultBase> botStrategiesValues)
{
// Foreach strategy type, only retrieve the values where the strategy is not present already in the bot
// Then, add the values to the bot values
var result = new Dictionary<StrategyType, StrategiesResultBase>();
var result = new Dictionary<IndicatorType, IndicatorsResultBase>();
foreach (var strategy in strategiesValues)
{
// if (!botStrategiesValues.ContainsKey(strategy.Key))
@@ -259,10 +260,10 @@ namespace Managing.Application.Backtesting
return result;
}
private Dictionary<StrategyType, StrategiesResultBase> GetStrategiesValues(IEnumerable<Strategy> strategies,
private Dictionary<IndicatorType, IndicatorsResultBase> GetStrategiesValues(IEnumerable<Indicator> strategies,
List<Candle> candles)
{
var strategiesValues = new Dictionary<StrategyType, StrategiesResultBase>();
var strategiesValues = new Dictionary<IndicatorType, IndicatorsResultBase>();
var fixedCandles = new FixedSizeQueue<Candle>(10000);
foreach (var candle in candles)
{
@@ -273,7 +274,7 @@ namespace Managing.Application.Backtesting
{
try
{
var s = ScenarioHelpers.BuildStrategy(strategy, 10000);
var s = ScenarioHelpers.BuildIndicator(strategy, 10000);
s.Candles = fixedCandles;
strategiesValues[strategy.Type] = s.GetStrategyValues();
}