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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);