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Fix backtests

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This commit is contained in:
cryptooda
2025-04-25 12:48:50 +07:00
parent 7ddc0328f6
commit 2e6afe3869
2 changed files with 13 additions and 6 deletions
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16
src/Managing.Application/Bots/TradingBot.cs
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@@ -292,7 +292,14 @@ public class TradingBot : Bot, ITradingBot
foreach (var signal in Signals.Where(s => s.Status == SignalStatus.PositionOpen)) foreach (var signal in Signals.Where(s => s.Status == SignalStatus.PositionOpen))
{ {
var positionForSignal = Positions.FirstOrDefault(p => p.SignalIdentifier == signal.Identifier); var positionForSignal = Positions.FirstOrDefault(p => p.SignalIdentifier == signal.Identifier);
await UpdatePosition(signal, positionForSignal); if (positionForSignal == null)
{
await LogInformation($"Cannot find position for signal {signal.Identifier}");
}
else
{
await UpdatePosition(signal, positionForSignal);
}
} }
// Open position for signal waiting for a position open // Open position for signal waiting for a position open
@@ -456,7 +463,7 @@ public class TradingBot : Bot, ITradingBot
catch (Exception ex) catch (Exception ex)
{ {
Logger.LogError(ex, ex.Message); Logger.LogError(ex, ex.Message);
SentrySdk.CaptureException(ex); //SentrySdk.CaptureException(ex);
return; return;
} }
} }
@@ -519,7 +526,7 @@ public class TradingBot : Bot, ITradingBot
} }
await LogInformation( await LogInformation(
$"Open position - Date: {signal.Date:T} - SignalIdentifier : {signal.Identifier} - Strategie : {signal.StrategyType}"); $"Open position - Date: {signal.Date:T} - SignalIdentifier : {signal.Identifier}");
try try
{ {
@@ -542,7 +549,6 @@ public class TradingBot : Bot, ITradingBot
if (position != null) if (position != null)
{ {
position.SignalIdentifier = signal.Identifier;
Positions.Add(position); Positions.Add(position);
if (position.Open.Status != TradeStatus.Cancelled) if (position.Open.Status != TradeStatus.Cancelled)
@@ -827,7 +833,7 @@ public class TradingBot : Bot, ITradingBot
ScenarioName = data.ScenarioName; ScenarioName = data.ScenarioName;
AccountName = data.AccountName; AccountName = data.AccountName;
IsForWatchingOnly = data.IsForWatchingOnly; IsForWatchingOnly = data.IsForWatchingOnly;
// Restore the startup time if it was previously saved // Restore the startup time if it was previously saved
if (data.StartupTime != DateTime.MinValue) if (data.StartupTime != DateTime.MinValue)
{ {

3
src/Managing.Application/Trading/OpenPositionCommandHandler.cs
View File

@@ -26,7 +26,8 @@ namespace Managing.Application.Trading
} }
var initiator = request.IsForPaperTrading ? PositionInitiator.PaperTrading : request.Initiator; var initiator = request.IsForPaperTrading ? PositionInitiator.PaperTrading : request.Initiator;
var position = new Position(new Guid().ToString(), request.AccountName, request.Direction, request.Ticker, var position = new Position(Guid.NewGuid().ToString(), request.AccountName, request.Direction,
request.Ticker,
request.MoneyManagement, request.MoneyManagement,
initiator, request.Date, request.User); initiator, request.Date, request.User);