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Fix solution build

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This commit is contained in:
cryptooda
2025-07-30 20:37:24 +07:00
parent 3de8b5e00e
commit 1071730978
7 changed files with 36 additions and 69 deletions
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51
src/Managing.Application.Tests/BotsTests.cs
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@@ -8,7 +8,6 @@ using Managing.Application.Bots.Base;
using Managing.Application.Hubs;
using Managing.Application.ManageBot;
using Managing.Core;
using Managing.Domain.Backtests;
using Managing.Domain.Bots;
using Managing.Domain.Candles;
using Managing.Domain.MoneyManagements;
@@ -177,7 +176,7 @@ namespace Managing.Application.Tests
AccountName = _account.Name,
MoneyManagement = moneyManagement,
Ticker = ticker,
Scenario = scenario,
Scenario = LightScenario.FromScenario(scenario),
Timeframe = timeframe,
IsForWatchingOnly = false,
BotTradingBalance = 1000,
@@ -194,7 +193,7 @@ namespace Managing.Application.Tests
// Act
var backtestResult = await _backtester.RunTradingBotBacktest(config, DateTime.UtcNow.AddDays(-6),
DateTime.UtcNow, null, false, false);
WriteCsvReport(backtestResult.GetStringReport());
// WriteCsvReport(backtestResult.GetStringReport());
// Assert
Assert.True(backtestResult.FinalPnl > 0);
@@ -234,10 +233,10 @@ namespace Managing.Application.Tests
if (candles == null || candles.Count == 0)
return;
Parallel.For(periodRange[0], periodRange[1], options, i =>
Parallel.For((long)periodRange[0], periodRange[1], options, i =>
{
var scenario = new Scenario("ScalpingScenario");
var strategy = ScenarioHelpers.BuildIndicator(indicatorType, "RsiDiv", period: i);
var strategy = ScenarioHelpers.BuildIndicator(indicatorType, "RsiDiv", period: (int)i);
scenario.AddIndicator(strategy);
// -0.5 to -5
@@ -267,7 +266,7 @@ namespace Managing.Application.Tests
AccountName = _account.Name,
MoneyManagement = moneyManagement,
Ticker = ticker,
Scenario = scenario,
Scenario = LightScenario.FromScenario(scenario),
Timeframe = timeframe,
IsForWatchingOnly = false,
BotTradingBalance = 1000,
@@ -285,7 +284,7 @@ namespace Managing.Application.Tests
AccountName = _account.Name,
MoneyManagement = moneyManagement,
Ticker = ticker,
Scenario = scenario,
Scenario = LightScenario.FromScenario(scenario),
Timeframe = timeframe,
IsForWatchingOnly = false,
BotTradingBalance = 1000,
@@ -304,10 +303,10 @@ namespace Managing.Application.Tests
if (backtestResult.FinalPnl > 0
&& (backtestResult.GrowthPercentage - backtestResult.HodlPercentage) > 30
&& backtestResult.Statistics.MaxDrawdown < 3)
&& backtestResult.Score < 3)
{
var currentResult = new Tuple<string, int, decimal, decimal, decimal, decimal>(
ticker.ToString(), i,
ticker.ToString(), (int)i,
backtestResult.FinalPnl, s, t,
backtestResult.GrowthPercentage - backtestResult.HodlPercentage);
result.Add(currentResult);
@@ -407,7 +406,7 @@ namespace Managing.Application.Tests
AccountName = _account.Name,
MoneyManagement = moneyManagement,
Ticker = ticker,
Scenario = scenario,
Scenario = LightScenario.FromScenario(scenario),
Timeframe = timeframe,
IsForWatchingOnly = false,
BotTradingBalance = 1000,
@@ -425,7 +424,7 @@ namespace Managing.Application.Tests
AccountName = _account.Name,
MoneyManagement = moneyManagement,
Ticker = ticker,
Scenario = scenario,
Scenario = LightScenario.FromScenario(scenario),
Timeframe = timeframe,
IsForWatchingOnly = false,
BotTradingBalance = 1000,
@@ -442,8 +441,7 @@ namespace Managing.Application.Tests
};
if (backtestResult.FinalPnl > 0
&& (backtestResult.GrowthPercentage - backtestResult.HodlPercentage) > 30
&& backtestResult.Statistics.MaxDrawdown < 3)
&& (backtestResult.GrowthPercentage - backtestResult.HodlPercentage) > 30)
{
var currentResult = new Tuple<string, decimal, decimal, decimal, decimal>(
ticker.ToString(),
@@ -661,7 +659,7 @@ namespace Managing.Application.Tests
AccountName = _account.Name,
MoneyManagement = standardMoneyManagement,
Ticker = ticker,
Scenario = scenario,
Scenario = LightScenario.FromScenario(scenario),
Timeframe = timeframe,
IsForWatchingOnly = false,
BotTradingBalance = 1000,
@@ -679,24 +677,6 @@ namespace Managing.Application.Tests
timer.Stop();
var scoringParams = new BacktestScoringParams(
sharpeRatio: (double)(backtestResult.Statistics?.SharpeRatio ?? 0),
growthPercentage: (double)backtestResult.GrowthPercentage,
hodlPercentage: (double)backtestResult.HodlPercentage,
winRate: backtestResult.WinRate / 100.0, // Convert percentage to decimal
totalPnL: (double)backtestResult.FinalPnl,
fees: (double)backtestResult.Fees,
tradeCount: backtestResult.Positions?.Count ?? 0,
maxDrawdownRecoveryTime: backtestResult.Statistics?.MaxDrawdownRecoveryTime ?? TimeSpan.Zero,
maxDrawdown: backtestResult.Statistics?.MaxDrawdown ?? 0,
initialBalance: config.BotTradingBalance,
tradingBalance: config.BotTradingBalance,
startDate: backtestResult.StartDate,
endDate: backtestResult.EndDate,
timeframe: config.Timeframe,
moneyManagement: config.MoneyManagement
);
var scenarioResult = new ScenarioBacktestResult
{
ScenarioName = scenario.Name,
@@ -708,14 +688,13 @@ namespace Managing.Application.Tests
GrowthPercentage = backtestResult.GrowthPercentage,
HodlPercentage = backtestResult.HodlPercentage,
OutperformanceVsHodl = backtestResult.GrowthPercentage - backtestResult.HodlPercentage,
MaxDrawdown = (double)(backtestResult.Statistics?.MaxDrawdown ?? 0),
TotalTrades = backtestResult.Positions?.Count ?? 0,
SharpeRatio = (double)(backtestResult.Statistics?.SharpeRatio ?? 0),
MaxDrawdown = (double)(backtestResult.MaxDrawdown ?? 0),
SharpeRatio = (double)(backtestResult.SharpeRatio ?? 0),
ExecutionTime = timer.Elapsed.TotalSeconds,
StopLoss = standardMoneyManagement.StopLoss,
TakeProfit = standardMoneyManagement.TakeProfit,
Leverage = standardMoneyManagement.Leverage,
Score = BacktestScorer.CalculateTotalScore(scoringParams)
Score = backtestResult.Score,
};
results.Add(scenarioResult);

6
src/Managing.Application.Workers/StatisticService.cs
View File

@@ -266,7 +266,8 @@ public class StatisticService : IStatisticService
await _statisticRepository.UpdateSpotlightOverviewAsync(overview);
}
private async Task<List<LightSignal>> GetSignals(Account account, Scenario scenario, Ticker ticker, Timeframe timeframe)
private async Task<List<LightSignal>> GetSignals(Account account, Scenario scenario, Ticker ticker,
Timeframe timeframe)
{
try
{
@@ -307,7 +308,8 @@ public class StatisticService : IStatisticService
// Note: LightBacktest doesn't contain signals data, so we return an empty list
// The full signals data would need to be retrieved from the database using the backtest ID
_logger.LogWarning("GetSignals called but LightBacktest doesn't contain signals data. Returning empty list.");
_logger.LogWarning(
"GetSignals called but LightBacktest doesn't contain signals data. Returning empty list.");
return new List<LightSignal>();
}
catch (Exception ex)

3
src/Managing.Application/Abstractions/IBotFactory.cs
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@@ -1,12 +1,9 @@
using Managing.Domain.Bots;
using Managing.Domain.Workflows;
namespace Managing.Application.Abstractions
{
public interface IBotFactory
{
IBot CreateSimpleBot(string botName, Workflow workflow);
/// <summary>
/// Creates a trading bot using the unified TradingBot class
/// </summary>

7
src/Managing.Application/Abstractions/IScenarioService.cs
View File

@@ -23,7 +23,8 @@ namespace Managing.Application.Abstractions
Task<bool> UpdateScenario(string name, List<string> strategies, int? loopbackPeriod);
Task<bool> UpdateStrategy(IndicatorType indicatorType, string name, int? period, int? fastPeriods, int? slowPeriods,
Task<bool> UpdateStrategy(IndicatorType indicatorType, string name, int? period, int? fastPeriods,
int? slowPeriods,
int? signalPeriods, double? multiplier, int? stochPeriods, int? smoothPeriods, int? cyclePeriods);
Task<IEnumerable<Scenario>> GetScenariosByUserAsync(User user);
@@ -49,9 +50,11 @@ namespace Managing.Application.Abstractions
Task<bool> DeleteScenariosByUser(User user);
Task<bool> UpdateScenarioByUser(User user, string name, List<string> strategies, int? loopbackPeriod);
Task<bool> UpdateIndicatorByUser(User user, IndicatorType indicatorType, string name, int? period, int? fastPeriods,
Task<bool> UpdateIndicatorByUser(User user, IndicatorType indicatorType, string name, int? period,
int? fastPeriods,
int? slowPeriods, int? signalPeriods, double? multiplier, int? stochPeriods, int? smoothPeriods,
int? cyclePeriods);
Task<Scenario> GetScenarioByNameAndUserAsync(string scenarioName, User user);
}
}

20
src/Managing.Application/Backtesting/Backtester.cs
View File

@@ -9,7 +9,6 @@ using Managing.Domain.Bots;
using Managing.Domain.Candles;
using Managing.Domain.Scenarios;
using Managing.Domain.Users;
using Managing.Domain.Workflows;
using Microsoft.AspNetCore.SignalR;
using Microsoft.Extensions.Logging;
using static Managing.Common.Enums;
@@ -54,19 +53,6 @@ namespace Managing.Application.Backtesting
_grainFactory = grainFactory;
}
public Backtest RunSimpleBotBacktest(Workflow workflow, bool save = false)
{
var simplebot = _botFactory.CreateSimpleBot("scenario", workflow);
Backtest result = null;
if (save && result != null)
{
// Simple bot backtest not implemented yet, would need user
// _backtestRepository.InsertBacktestForUser(null, result);
}
return result;
}
/// <summary>
/// Runs a trading bot backtest with the specified configuration and date range.
/// Automatically handles different bot types based on config.BotType.
@@ -80,7 +66,7 @@ namespace Managing.Application.Backtesting
/// <param name="requestId">The request ID to associate with this backtest (optional)</param>
/// <param name="metadata">Additional metadata to associate with this backtest (optional)</param>
/// <returns>The lightweight backtest results</returns>
public async Task<LightBacktest> RunTradingBotBacktest(
public async Task<LightBacktestResponse> RunTradingBotBacktest(
TradingBotConfig config,
DateTime startDate,
DateTime endDate,
@@ -156,7 +142,7 @@ namespace Managing.Application.Backtesting
/// <param name="requestId">The request ID to associate with this backtest (optional)</param>
/// <param name="metadata">Additional metadata to associate with this backtest (optional)</param>
/// <returns>The lightweight backtest results</returns>
public async Task<LightBacktest> RunTradingBotBacktest(
public async Task<LightBacktestResponse> RunTradingBotBacktest(
TradingBotConfig config,
List<Candle> candles,
User user = null,
@@ -170,7 +156,7 @@ namespace Managing.Application.Backtesting
/// <summary>
/// Core backtesting logic - handles the actual backtest execution with pre-loaded candles
/// </summary>
private async Task<LightBacktest> RunBacktestWithCandles(
private async Task<LightBacktestResponse> RunBacktestWithCandles(
TradingBotConfig config,
List<Candle> candles,
User user = null,

6
src/Managing.Application/Bots/Base/BotFactory.cs
View File

@@ -2,7 +2,6 @@
using Managing.Application.Abstractions.Services;
using Managing.Application.ManageBot;
using Managing.Domain.Bots;
using Managing.Domain.Workflows;
using Microsoft.Extensions.Logging;
namespace Managing.Application.Bots.Base
@@ -35,11 +34,6 @@ namespace Managing.Application.Bots.Base
_backupBotService = backupBotService;
}
IBot IBotFactory.CreateSimpleBot(string botName, Workflow workflow)
{
return new SimpleBot(botName, _tradingBotLogger, workflow, _botService, _backupBotService);
}
public async Task<ITradingBot> CreateTradingBot(TradingBotConfig config)
{
// Delegate to BotService which handles scenario loading properly

12
src/Managing.Application/Scenarios/ScenarioService.cs
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@@ -146,7 +146,8 @@ namespace Managing.Application.Scenarios
return scenarios.Where(s => s.User?.Name == user.Name);
}
public async Task<Scenario> CreateScenarioForUser(User user, string name, List<string> strategies, int? loopbackPeriod = 1)
public async Task<Scenario> CreateScenarioForUser(User user, string name, List<string> strategies,
int? loopbackPeriod = 1)
{
var scenario = new Scenario(name, loopbackPeriod ?? 1)
{
@@ -193,6 +194,7 @@ namespace Managing.Application.Scenarios
{
await _tradingService.DeleteScenarioAsync(scenario.Name);
}
return true;
}
catch (Exception ex)
@@ -211,6 +213,7 @@ namespace Managing.Application.Scenarios
{
await _tradingService.DeleteScenarioAsync(scenario.Name);
}
return true;
}
catch (Exception ex)
@@ -226,7 +229,8 @@ namespace Managing.Application.Scenarios
return scenario != null && scenario.User?.Name == user.Name ? scenario : null;
}
public async Task<Indicator> CreateIndicatorForUser(User user, IndicatorType type, string name, int? period = null,
public async Task<Indicator> CreateIndicatorForUser(User user, IndicatorType type, string name,
int? period = null,
int? fastPeriods = null, int? slowPeriods = null, int? signalPeriods = null,
double? multiplier = null, int? stochPeriods = null, int? smoothPeriods = null,
int? cyclePeriods = null)
@@ -253,6 +257,7 @@ namespace Managing.Application.Scenarios
{
await _tradingService.DeleteStrategyAsync(strategy.Name);
}
return true;
}
catch (Exception ex)
@@ -262,7 +267,8 @@ namespace Managing.Application.Scenarios
}
}
public async Task<bool> UpdateScenarioByUser(User user, string name, List<string> strategies, int? loopbackPeriod)
public async Task<bool> UpdateScenarioByUser(User user, string name, List<string> strategies,
int? loopbackPeriod)
{
var scenario = await _tradingService.GetScenarioByNameAsync(name);
if (scenario == null || scenario.User?.Name != user.Name)