Add yield for orleans + 1min to 2h timeout for grain message + more exception send to sentry
This commit is contained in:
@@ -82,6 +82,10 @@ public class BacktestTradingBotGrain : Grain, IBacktestTradingBotGrain
|
||||
var initialBalance = config.BotTradingBalance;
|
||||
|
||||
var fixedCandles = new HashSet<Candle>();
|
||||
var lastYieldTime = DateTime.UtcNow;
|
||||
const int yieldIntervalMs = 5000; // Yield control every 5 seconds to prevent timeout
|
||||
const int candlesPerBatch = 100; // Process in batches to allow Orleans to check for cancellation
|
||||
|
||||
// Process all candles following the exact pattern from GetBacktestingResult
|
||||
foreach (var candle in candles)
|
||||
{
|
||||
@@ -94,6 +98,16 @@ public class BacktestTradingBotGrain : Grain, IBacktestTradingBotGrain
|
||||
|
||||
currentCandle++;
|
||||
|
||||
// Yield control periodically to prevent Orleans from thinking the grain is stuck
|
||||
// This helps prevent timeout issues during long-running backtests
|
||||
var timeSinceLastYield = (DateTime.UtcNow - lastYieldTime).TotalMilliseconds;
|
||||
if (timeSinceLastYield >= yieldIntervalMs || currentCandle % candlesPerBatch == 0)
|
||||
{
|
||||
// Yield control back to Orleans scheduler
|
||||
await Task.Yield();
|
||||
lastYieldTime = DateTime.UtcNow;
|
||||
}
|
||||
|
||||
// Log progress every 10%
|
||||
var currentPercentage = (currentCandle * 100) / totalCandles;
|
||||
if (currentPercentage >= lastLoggedPercentage + 10)
|
||||
|
||||
@@ -126,6 +126,7 @@ public class BundleBacktestGrain : Grain, IBundleBacktestGrain, IRemindable
|
||||
catch (Exception ex)
|
||||
{
|
||||
_logger.LogError(ex, "Error processing bundle backtest request {RequestId}", bundleRequest.RequestId);
|
||||
SentrySdk.CaptureException(ex);
|
||||
await HandleBundleRequestError(bundleRequest, backtester, ex);
|
||||
}
|
||||
}
|
||||
@@ -133,19 +134,24 @@ public class BundleBacktestGrain : Grain, IBundleBacktestGrain, IRemindable
|
||||
/// <summary>
|
||||
/// Generates individual backtest requests from variant configuration
|
||||
/// </summary>
|
||||
private async Task<List<RunBacktestRequest>> GenerateBacktestRequestsFromVariants(BundleBacktestRequest bundleRequest)
|
||||
private async Task<List<RunBacktestRequest>> GenerateBacktestRequestsFromVariants(
|
||||
BundleBacktestRequest bundleRequest)
|
||||
{
|
||||
try
|
||||
{
|
||||
// Deserialize the variant configurations
|
||||
var universalConfig = JsonSerializer.Deserialize<BundleBacktestUniversalConfig>(bundleRequest.UniversalConfigJson);
|
||||
var universalConfig =
|
||||
JsonSerializer.Deserialize<BundleBacktestUniversalConfig>(bundleRequest.UniversalConfigJson);
|
||||
var dateTimeRanges = JsonSerializer.Deserialize<List<DateTimeRange>>(bundleRequest.DateTimeRangesJson);
|
||||
var moneyManagementVariants = JsonSerializer.Deserialize<List<MoneyManagementVariant>>(bundleRequest.MoneyManagementVariantsJson);
|
||||
var moneyManagementVariants =
|
||||
JsonSerializer.Deserialize<List<MoneyManagementVariant>>(bundleRequest.MoneyManagementVariantsJson);
|
||||
var tickerVariants = JsonSerializer.Deserialize<List<Ticker>>(bundleRequest.TickerVariantsJson);
|
||||
|
||||
if (universalConfig == null || dateTimeRanges == null || moneyManagementVariants == null || tickerVariants == null)
|
||||
if (universalConfig == null || dateTimeRanges == null || moneyManagementVariants == null ||
|
||||
tickerVariants == null)
|
||||
{
|
||||
_logger.LogError("Failed to deserialize variant configurations for bundle request {RequestId}", bundleRequest.RequestId);
|
||||
_logger.LogError("Failed to deserialize variant configurations for bundle request {RequestId}",
|
||||
bundleRequest.RequestId);
|
||||
return new List<RunBacktestRequest>();
|
||||
}
|
||||
|
||||
@@ -154,13 +160,15 @@ public class BundleBacktestGrain : Grain, IBundleBacktestGrain, IRemindable
|
||||
_scopeFactory,
|
||||
async service =>
|
||||
{
|
||||
var accounts = await service.GetAccountsByUserAsync(bundleRequest.User, hideSecrets: true, getBalance: false);
|
||||
var accounts =
|
||||
await service.GetAccountsByUserAsync(bundleRequest.User, hideSecrets: true, getBalance: false);
|
||||
return accounts.FirstOrDefault();
|
||||
});
|
||||
|
||||
if (firstAccount == null)
|
||||
{
|
||||
_logger.LogError("No accounts found for user {UserId} in bundle request {RequestId}", bundleRequest.User.Id, bundleRequest.RequestId);
|
||||
_logger.LogError("No accounts found for user {UserId} in bundle request {RequestId}",
|
||||
bundleRequest.User.Id, bundleRequest.RequestId);
|
||||
return new List<RunBacktestRequest>();
|
||||
}
|
||||
|
||||
@@ -179,7 +187,8 @@ public class BundleBacktestGrain : Grain, IBundleBacktestGrain, IRemindable
|
||||
Timeframe = universalConfig.Timeframe,
|
||||
IsForWatchingOnly = universalConfig.IsForWatchingOnly,
|
||||
BotTradingBalance = universalConfig.BotTradingBalance,
|
||||
Name = $"{universalConfig.BotName}_{ticker}_{dateRange.StartDate:yyyyMMdd}_{dateRange.EndDate:yyyyMMdd}",
|
||||
Name =
|
||||
$"{universalConfig.BotName}_{ticker}_{dateRange.StartDate:yyyyMMdd}_{dateRange.EndDate:yyyyMMdd}",
|
||||
FlipPosition = universalConfig.FlipPosition,
|
||||
CooldownPeriod = universalConfig.CooldownPeriod,
|
||||
MaxLossStreak = universalConfig.MaxLossStreak,
|
||||
@@ -204,15 +213,16 @@ public class BundleBacktestGrain : Grain, IBundleBacktestGrain, IRemindable
|
||||
WatchOnly = universalConfig.WatchOnly,
|
||||
Save = universalConfig.Save,
|
||||
WithCandles = false, // Bundle backtests never return candles
|
||||
MoneyManagement = mmVariant.MoneyManagement != null ?
|
||||
new MoneyManagement
|
||||
MoneyManagement = mmVariant.MoneyManagement != null
|
||||
? new MoneyManagement
|
||||
{
|
||||
Name = mmVariant.MoneyManagement.Name,
|
||||
Timeframe = mmVariant.MoneyManagement.Timeframe,
|
||||
StopLoss = mmVariant.MoneyManagement.StopLoss,
|
||||
TakeProfit = mmVariant.MoneyManagement.TakeProfit,
|
||||
Leverage = mmVariant.MoneyManagement.Leverage
|
||||
} : null
|
||||
}
|
||||
: null
|
||||
};
|
||||
|
||||
backtestRequests.Add(backtestRequest);
|
||||
@@ -224,7 +234,8 @@ public class BundleBacktestGrain : Grain, IBundleBacktestGrain, IRemindable
|
||||
}
|
||||
catch (Exception ex)
|
||||
{
|
||||
_logger.LogError(ex, "Error generating backtest requests from variants for bundle request {RequestId}", bundleRequest.RequestId);
|
||||
_logger.LogError(ex, "Error generating backtest requests from variants for bundle request {RequestId}",
|
||||
bundleRequest.RequestId);
|
||||
return new List<RunBacktestRequest>();
|
||||
}
|
||||
}
|
||||
@@ -267,6 +278,7 @@ public class BundleBacktestGrain : Grain, IBundleBacktestGrain, IRemindable
|
||||
index + 1, bundleRequest.RequestId);
|
||||
bundleRequest.FailedBacktests++;
|
||||
await backtester.UpdateBundleBacktestRequestAsync(bundleRequest);
|
||||
SentrySdk.CaptureException(ex);
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
@@ -238,7 +238,8 @@ public static class ApiBootstrap
|
||||
.Configure<MessagingOptions>(options =>
|
||||
{
|
||||
// Configure messaging for better reliability with increased timeouts
|
||||
options.ResponseTimeout = TimeSpan.FromSeconds(60);
|
||||
// Set to 2 hours to support long-running backtests that can take 47+ minutes
|
||||
options.ResponseTimeout = TimeSpan.FromHours(2);
|
||||
options.DropExpiredMessages = true;
|
||||
})
|
||||
.Configure<ClusterMembershipOptions>(options =>
|
||||
@@ -265,7 +266,9 @@ public static class ApiBootstrap
|
||||
siloBuilder.Configure<GrainCollectionOptions>(options =>
|
||||
{
|
||||
// Enable grain collection for active grains
|
||||
options.CollectionAge = TimeSpan.FromMinutes(10);
|
||||
// Set to 2.5 hours to allow long-running backtests (up to 2 hours) to complete
|
||||
// without being collected prematurely
|
||||
options.CollectionAge = TimeSpan.FromMinutes(150); // 2.5 hours
|
||||
options.CollectionQuantum = TimeSpan.FromMinutes(1);
|
||||
});
|
||||
}
|
||||
@@ -281,7 +284,16 @@ public static class ApiBootstrap
|
||||
}
|
||||
|
||||
siloBuilder
|
||||
.ConfigureLogging(logging => logging.SetMinimumLevel(LogLevel.Information));
|
||||
.ConfigureLogging(logging =>
|
||||
{
|
||||
logging.SetMinimumLevel(LogLevel.Information);
|
||||
// Reduce verbosity of Orleans status update messages for long-running operations
|
||||
// These are informational and can be very verbose during long backtests
|
||||
logging.AddFilter("Orleans.Runtime.Messaging.IncomingMessageAcceptor", LogLevel.Warning);
|
||||
logging.AddFilter("Orleans.Runtime.Messaging.MessageCenter", LogLevel.Warning);
|
||||
// Keep important Orleans logs but reduce status update noise
|
||||
logging.AddFilter("Microsoft.Orleans.Runtime.Messaging", LogLevel.Warning);
|
||||
});
|
||||
|
||||
// Only enable dashboard in development to avoid shutdown issues
|
||||
if (!isProduction)
|
||||
|
||||
Reference in New Issue
Block a user