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Update bundle backtests

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This commit is contained in:
cryptooda
2025-10-12 15:42:38 +07:00
parent 5acc77650f
commit 32ac342a20
7 changed files with 40 additions and 48 deletions
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10
src/Managing.Api/Controllers/BacktestController.cs
View File

@@ -462,11 +462,6 @@ public class BacktestController : BaseController
{
var user = await GetUser();
// Validate universal configuration
if (string.IsNullOrEmpty(request.UniversalConfig.AccountName))
{
return BadRequest("Account name is required in universal configuration");
}
if (string.IsNullOrEmpty(request.UniversalConfig.ScenarioName) && request.UniversalConfig.Scenario == null)
{
@@ -510,8 +505,9 @@ public class BacktestController : BaseController
/// Generates individual backtest requests from variant configuration
/// </summary>
/// <param name="request">The bundle backtest request</param>
/// <param name="accountName">The account name to use for all backtests</param>
/// <returns>List of individual backtest requests</returns>
private List<RunBacktestRequest> GenerateBacktestRequests(RunBundleBacktestRequest request)
private List<RunBacktestRequest> GenerateBacktestRequests(RunBundleBacktestRequest request, string accountName)
{
var backtestRequests = new List<RunBacktestRequest>();
@@ -523,7 +519,7 @@ public class BacktestController : BaseController
{
var config = new TradingBotConfigRequest
{
AccountName = request.UniversalConfig.AccountName,
AccountName = accountName,
Ticker = ticker,
Timeframe = request.UniversalConfig.Timeframe,
IsForWatchingOnly = request.UniversalConfig.IsForWatchingOnly,

21
src/Managing.Application/Grains/BundleBacktestGrain.cs
View File

@@ -105,7 +105,7 @@ public class BundleBacktestGrain : Grain, IBundleBacktestGrain, IRemindable
await backtester.UpdateBundleBacktestRequestAsync(bundleRequest);
// Generate backtest requests from variant configuration
var backtestRequests = GenerateBacktestRequestsFromVariants(bundleRequest);
var backtestRequests = await GenerateBacktestRequestsFromVariants(bundleRequest);
if (backtestRequests == null || !backtestRequests.Any())
{
throw new InvalidOperationException("Failed to generate backtest requests from variants");
@@ -133,7 +133,7 @@ public class BundleBacktestGrain : Grain, IBundleBacktestGrain, IRemindable
/// <summary>
/// Generates individual backtest requests from variant configuration
/// </summary>
private List<RunBacktestRequest> GenerateBacktestRequestsFromVariants(BundleBacktestRequest bundleRequest)
private async Task<List<RunBacktestRequest>> GenerateBacktestRequestsFromVariants(BundleBacktestRequest bundleRequest)
{
try
{
@@ -149,6 +149,21 @@ public class BundleBacktestGrain : Grain, IBundleBacktestGrain, IRemindable
return new List<RunBacktestRequest>();
}
// Get the first account for the user using AccountService
var firstAccount = await ServiceScopeHelpers.WithScopedService<IAccountService, Account?>(
_scopeFactory,
async service =>
{
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);
return new List<RunBacktestRequest>();
}
var backtestRequests = new List<RunBacktestRequest>();
foreach (var dateRange in dateTimeRanges)
@@ -159,7 +174,7 @@ public class BundleBacktestGrain : Grain, IBundleBacktestGrain, IRemindable
{
var config = new TradingBotConfigRequest
{
AccountName = universalConfig.AccountName,
AccountName = firstAccount.Name,
Ticker = ticker,
Timeframe = universalConfig.Timeframe,
IsForWatchingOnly = universalConfig.IsForWatchingOnly,

20
src/Managing.Application/Workers/BundleBacktestWorker.cs
View File

@@ -94,7 +94,7 @@ public class BundleBacktestWorker : BaseWorker<BundleBacktestWorker>
await backtester.UpdateBundleBacktestRequestAsync(bundleRequest);
// Generate backtest requests from the new variant structure
var backtestRequests = GenerateBacktestRequestsFromVariants(bundleRequest);
var backtestRequests = await GenerateBacktestRequestsFromVariants(bundleRequest);
if (backtestRequests == null || !backtestRequests.Any())
{
throw new InvalidOperationException("Failed to generate backtest requests from variants");
@@ -297,7 +297,7 @@ public class BundleBacktestWorker : BaseWorker<BundleBacktestWorker>
var succeededIds = new HashSet<string>(failedBundle.Results ?? new List<string>());
// Generate backtest requests from the new variant structure
var originalRequests = GenerateBacktestRequestsFromVariants(failedBundle);
var originalRequests = await GenerateBacktestRequestsFromVariants(failedBundle);
if (originalRequests == null || !originalRequests.Any()) continue;
for (int i = failedBundle.CompletedBacktests; i < originalRequests.Count; i++)
@@ -339,7 +339,7 @@ public class BundleBacktestWorker : BaseWorker<BundleBacktestWorker>
/// <summary>
/// Generates individual backtest requests from variant configuration
/// </summary>
private List<RunBacktestRequest> GenerateBacktestRequestsFromVariants(BundleBacktestRequest bundleRequest)
private async Task<List<RunBacktestRequest>> GenerateBacktestRequestsFromVariants(BundleBacktestRequest bundleRequest)
{
try
{
@@ -355,6 +355,18 @@ public class BundleBacktestWorker : BaseWorker<BundleBacktestWorker>
return new List<RunBacktestRequest>();
}
// Get the first account for the user using AccountService
using var scope = _serviceProvider.CreateScope();
var accountService = scope.ServiceProvider.GetRequiredService<IAccountService>();
var accounts = await accountService.GetAccountsByUserAsync(bundleRequest.User, hideSecrets: true, getBalance: false);
var firstAccount = accounts.FirstOrDefault();
if (firstAccount == null)
{
_logger.LogError("No accounts found for user {UserId} in bundle request {RequestId}", bundleRequest.User.Id, bundleRequest.RequestId);
return new List<RunBacktestRequest>();
}
var backtestRequests = new List<RunBacktestRequest>();
foreach (var dateRange in dateTimeRanges)
@@ -365,7 +377,7 @@ public class BundleBacktestWorker : BaseWorker<BundleBacktestWorker>
{
var config = new TradingBotConfigRequest
{
AccountName = universalConfig.AccountName,
AccountName = firstAccount.Name,
Ticker = ticker,
Timeframe = universalConfig.Timeframe,
IsForWatchingOnly = universalConfig.IsForWatchingOnly,

6
src/Managing.Domain/Backtests/BundleBacktestUniversalConfig.cs
View File

@@ -9,12 +9,6 @@ namespace Managing.Domain.Backtests;
/// </summary>
public class BundleBacktestUniversalConfig
{
/// <summary>
/// The account name to use for all backtests
/// </summary>
[Required]
public string AccountName { get; set; } = string.Empty;
/// <summary>
/// The timeframe for trading decisions
/// </summary>

1
src/Managing.WebApp/src/generated/ManagingApi.ts
View File

@@ -4399,7 +4399,6 @@ export interface RunBundleBacktestRequest {
}
export interface BundleBacktestUniversalConfig {
accountName: string;
timeframe: Timeframe;
isForWatchingOnly: boolean;
botTradingBalance: number;

28
src/Managing.WebApp/src/pages/backtestPage/BundleRequestModal.tsx
View File

@@ -1,6 +1,5 @@
import React, {useEffect, useRef, useState} from 'react';
import {
AccountClient,
BacktestClient,
BundleBacktestRequest,
BundleBacktestUniversalConfig,
@@ -47,7 +46,6 @@ const BundleRequestModal: React.FC<BundleRequestModalProps> = ({
// Form state for creating new bundle requests
const [strategyName, setStrategyName] = useState<string>('');
const [selectedAccount, setSelectedAccount] = useState<string>('');
const [selectedTimeframe, setSelectedTimeframe] = useState<Timeframe>(Timeframe.FifteenMinutes);
const [selectedTickers, setSelectedTickers] = useState<Ticker[]>([]);
const [startingCapital, setStartingCapital] = useState<number>(10000);
@@ -70,15 +68,9 @@ const BundleRequestModal: React.FC<BundleRequestModalProps> = ({
// API clients
const backtestClient = new BacktestClient({} as any, apiUrl);
const accountClient = new AccountClient({} as any, apiUrl);
const dataClient = new DataClient({} as any, apiUrl);
// Fetch data
const { data: accounts } = useQuery({
queryFn: () => accountClient.account_GetAccounts(),
queryKey: ['accounts'],
});
const { data: tickers } = useQuery({
queryFn: () => dataClient.data_GetTickers(selectedTimeframe),
queryKey: ['tickers', selectedTimeframe],
@@ -210,7 +202,7 @@ const BundleRequestModal: React.FC<BundleRequestModalProps> = ({
// Create bundle backtest request
const handleCreateBundle = async () => {
if (!strategyName || !selectedAccount || selectedTickers.length === 0) {
if (!strategyName || selectedTickers.length === 0) {
new Toast('Please fill in all required fields', false);
return;
}
@@ -221,7 +213,6 @@ const BundleRequestModal: React.FC<BundleRequestModalProps> = ({
}
const universalConfig: BundleBacktestUniversalConfig = {
accountName: selectedAccount,
timeframe: selectedTimeframe,
isForWatchingOnly: false,
botTradingBalance: startingCapital,
@@ -439,21 +430,6 @@ const BundleRequestModal: React.FC<BundleRequestModalProps> = ({
/>
</FormInput>
{/* Account Selection */}
<FormInput label="Select Account" htmlFor="account">
<select
className="select select-bordered w-full"
value={selectedAccount}
onChange={(e) => setSelectedAccount(e.target.value)}
>
<option value="" disabled>Select an account</option>
{accounts?.map((account) => (
<option key={account.name} value={account.name}>
{account.name}
</option>
))}
</select>
</FormInput>
{/* Scenario Builder */}
<div>
@@ -834,7 +810,7 @@ const BundleRequestModal: React.FC<BundleRequestModalProps> = ({
<button
className="btn btn-primary w-full mb-4"
onClick={handleCreateBundle}
disabled={!strategyName || !selectedAccount || selectedTickers.length === 0 || !scenario}
disabled={!strategyName || selectedTickers.length === 0 || !scenario}
>
Run Backtest
</button>