Update clamping for backtest

src/Managing.Application/Backtesting/Backtester.cs

@@ -364,7 +364,7 @@ namespace Managing.Application.Backtesting
         {
             try
             {
-                if (backtest.Score > 50)
+                if (backtest.Score > 60)
                 {
                     await _messengerService.SendBacktestNotification(backtest);
                 }

src/Managing.Application/GeneticService.cs

@@ -422,7 +422,8 @@ public class GeneticService : IGeneticService
             }
             catch (Exception notificationEx)
             {
-                _logger.LogWarning(notificationEx, "Failed to send genetic algorithm notification for request {RequestId}", request.RequestId);
+                _logger.LogWarning(notificationEx,
+                    "Failed to send genetic algorithm notification for request {RequestId}", request.RequestId);
             }
 
             return new GeneticAlgorithmResult
@@ -531,7 +532,10 @@ public class TradingBotChromosome : ChromosomeBase
             return geneIndex switch
             {
                 0 => new Gene(GetRandomInRange((0.9, _maxTakeProfit))), // Take profit (0.9% to max TP)
-                1 => new Gene(GetRandomInRange(GeneticService.ParameterRanges["stopLoss"])), // Stop loss (will be constrained during initialization)
+                1 => new Gene(
+                    GetRandomInRange(
+                        GeneticService.ParameterRanges
+                            ["stopLoss"])), // Stop loss (will be constrained during initialization)
                 2 => new Gene(GetRandomIntInRange(GeneticService.ParameterRanges["cooldownPeriod"])), // Cooldown period
                 3 => new Gene(GetRandomIntInRange(GeneticService.ParameterRanges["maxLossStreak"])), // Max loss streak
                 _ => new Gene(0)
@@ -550,7 +554,7 @@ public class TradingBotChromosome : ChromosomeBase
             {
                 GenerateIndicatorSelectionPattern();
             }
-            
+
             return new Gene(_indicatorSelectionPattern![geneIndex - 5]);
         }
         else
@@ -614,6 +618,7 @@ public class TradingBotChromosome : ChromosomeBase
         {
             clone._indicatorSelectionPattern = (int[])_indicatorSelectionPattern.Clone();
         }
+
         return clone;
     }
 
@@ -700,15 +705,12 @@ public class TradingBotChromosome : ChromosomeBase
         // Get take profit from chromosome (gene 0)
         var takeProfit = Convert.ToDouble(genes[0].Value);
 
-        // Get stop loss from chromosome (gene 1) and enforce constraints at phenotype level
+        // Get stop loss from chromosome (gene 1)
         var stopLoss = Convert.ToDouble(genes[1].Value);
-        
+
-        // Enforce 1.1:1 risk-reward ratio constraint at phenotype level
+        // Only enforce minimum stop loss to cover fees, allow any risk-reward ratio above that
-        var minStopLoss = Math.Max(0.2, takeProfit / 1.1); // Minimum 0.2% to cover fees
+        var minStopLoss = 0.2; // Minimum 0.2% to cover fees
-        var maxStopLoss = takeProfit - 0.1; // Ensure SL is less than TP with some buffer
+        stopLoss = Math.Max(minStopLoss, stopLoss);
-        
-        // Clamp stop loss to valid range (this maintains genotype-phenotype mapping)
-        stopLoss = Math.Max(minStopLoss, Math.Min(maxStopLoss, stopLoss));
 
         // Get loopback period from gene 4
         var loopbackPeriod = Convert.ToInt32(genes[4].Value);
@@ -809,13 +811,13 @@ public class TradingBotChromosome : ChromosomeBase
         // Generate a random combination of up to 4 indicators
         var selectedCount = _random.Next(1, Math.Min(5, _eligibleIndicators.Count + 1)); // 1 to 4 indicators
         var selectedIndices = new HashSet<int>();
-        
+
         // Randomly select indices
         while (selectedIndices.Count < selectedCount)
         {
             selectedIndices.Add(_random.Next(_eligibleIndicators.Count));
         }
-        
+
         // Create the selection pattern
         _indicatorSelectionPattern = new int[_eligibleIndicators.Count];
         for (int i = 0; i < _eligibleIndicators.Count; i++)
@@ -832,21 +834,17 @@ public class TradingBotChromosome : ChromosomeBase
         // Generate take profit first (gene 0)
         var takeProfit = GetRandomInRange((0.9, _maxTakeProfit));
         ReplaceGene(0, new Gene(takeProfit));
-        
+
-        // Generate stop loss with constraints based on take profit (gene 1)
+        // Generate stop loss independently (gene 1) - only enforce minimum to cover fees
-        var minStopLoss = Math.Max(0.2, takeProfit / 1.1); // Minimum 0.2% to cover fees
+        var stopLoss = GetRandomInRange(GeneticService.ParameterRanges["stopLoss"]);
-        var maxStopLoss = takeProfit - 0.1; // Ensure SL is less than TP with some buffer
-        var stopLoss = GetRandomInRange((minStopLoss, maxStopLoss));
         ReplaceGene(1, new Gene(stopLoss));
-        
+
         // Initialize remaining genes normally
         for (int i = 2; i < Length; i++)
         {
             ReplaceGene(i, GenerateGene(i));
         }
     }
-
-
 }
 
 /// <summary>
@@ -934,7 +932,7 @@ public class TradingBotFitness : IFitness
 
         // Calculate base fitness from backtest score
         var baseFitness = backtest.Score;
-        
+
         // Return base fitness (no penalty for now)
         return baseFitness;
     }