Add test to check if backtest behavior changed

src/Managing.Application.Tests/BacktestTests.cs

@@ -0,0 +1,238 @@
+using Managing.Application.Abstractions;
+using Managing.Application.Abstractions.Repositories;
+using Managing.Application.Abstractions.Services;
+using Managing.Application.Bots;
+using Managing.Application.Bots.Grains;
+using Managing.Core;
+using Managing.Domain.Accounts;
+using Managing.Domain.Bots;
+using Managing.Domain.Candles;
+using Managing.Domain.Scenarios;
+using Managing.Domain.Strategies;
+using Managing.Domain.Users;
+using Microsoft.Extensions.DependencyInjection;
+using Microsoft.Extensions.Logging;
+using Moq;
+using Newtonsoft.Json;
+using Xunit;
+using static Managing.Common.Enums;
+
+namespace Managing.Application.Tests;
+
+public class BacktestTests : BaseTests
+{
+    private readonly BacktestTradingBotGrain _backtestGrain;
+    private readonly Mock<IServiceScopeFactory> _scopeFactory;
+    private readonly User _testUser;
+
+    public BacktestTests() : base()
+    {
+        // Setup mock dependencies for BacktestTradingBotGrain
+        var backtestRepository = new Mock<IBacktestRepository>().Object;
+        var grainLogger = new Mock<ILogger<BacktestTradingBotGrain>>().Object;
+        
+        // Setup service scope factory to return ALL TradingBotBase dependencies
+        _scopeFactory = new Mock<IServiceScopeFactory>();
+        var mockScope = new Mock<IServiceScope>();
+        var mockServiceProvider = new Mock<IServiceProvider>();
+        
+        // Setup TradingBotBase logger
+        var tradingBotLogger = TradingBaseTests.CreateTradingBotLogger();
+        mockServiceProvider.Setup(x => x.GetService(typeof(ILogger<TradingBotBase>)))
+            .Returns(tradingBotLogger);
+        
+        // Setup all services that TradingBotBase might need
+        mockServiceProvider.Setup(x => x.GetService(typeof(IExchangeService)))
+            .Returns(_exchangeService);
+        
+        mockServiceProvider.Setup(x => x.GetService(typeof(IAccountService)))
+            .Returns(_accountService.Object);
+        
+        mockServiceProvider.Setup(x => x.GetService(typeof(ITradingService)))
+            .Returns(_tradingService.Object);
+        
+        mockServiceProvider.Setup(x => x.GetService(typeof(IMoneyManagementService)))
+            .Returns(_moneyManagementService.Object);
+        
+        // Setup additional services that might be needed
+        var mockBotService = new Mock<IBotService>();
+        mockServiceProvider.Setup(x => x.GetService(typeof(IBotService)))
+            .Returns(mockBotService.Object);
+        
+        var mockMessengerService = new Mock<IMessengerService>();
+        mockServiceProvider.Setup(x => x.GetService(typeof(IMessengerService)))
+            .Returns(mockMessengerService.Object);
+        
+        mockScope.Setup(x => x.ServiceProvider).Returns(mockServiceProvider.Object);
+        _scopeFactory.Setup(x => x.CreateScope()).Returns(mockScope.Object);
+        
+        // Create test user with account
+        _testUser = new User
+        {
+            Id = 1,
+            Name = "Test User",
+            Accounts = new List<Account> { _account }
+        };
+        
+        // Create BacktestTradingBotGrain instance directly
+        _backtestGrain = new BacktestTradingBotGrain(grainLogger, _scopeFactory.Object, backtestRepository);
+    }
+
+    /// <summary>
+    /// Helper test to fetch candles from ExchangeService and save them to Data folder.
+    /// This test is useful for generating or updating test data files.
+    /// Skip this test in normal test runs by commenting out the [Fact] attribute.
+    /// </summary>
+    [Fact(Skip = "Run manually to generate test data")]
+    public async Task GenerateTestData_FetchAndSaveETHCandles()
+    {
+        // Arrange
+        var ticker = Ticker.ETH;
+        var timeframe = Timeframe.FifteenMinutes;
+        var daysBack = -10; // Fetch last 30 days of data
+        var startDate = DateTime.UtcNow.AddDays(daysBack);
+        var endDate = DateTime.UtcNow;
+
+        // Act - Fetch candles from exchange
+        var candles = await _exchangeService.GetCandles(_account, ticker, startDate, timeframe);
+        Assert.NotNull(candles);
+        Assert.NotEmpty(candles);
+
+        // Convert to list and sort by date
+        var candleList = candles.OrderBy(c => c.Date).ToList();
+
+        // Serialize to JSON
+        var json = JsonConvert.SerializeObject(candleList, Formatting.Indented);
+
+        // Determine the output path - save to source Data folder, not bin folder
+        // Navigate from bin folder to source: bin/Debug/net8.0 -> ../../..
+        var assemblyLocation = typeof(BacktestTests).Assembly.Location;
+        var binDirectory = Path.GetDirectoryName(assemblyLocation);
+        var projectDirectory = Path.GetFullPath(Path.Combine(binDirectory, "..", "..", ".."));
+        var dataDirectory = Path.Combine(projectDirectory, "Data");
+
+        // Ensure Data directory exists
+        if (!Directory.Exists(dataDirectory))
+        {
+            Directory.CreateDirectory(dataDirectory);
+        }
+
+        var fileName = $"{ticker}-{timeframe}-candles.json";
+        var filePath = Path.Combine(dataDirectory, fileName);
+
+        // Save to file
+        File.WriteAllText(filePath, json);
+
+        // Output information
+        Console.WriteLine($"✅ Successfully saved {candleList.Count} candles");
+        Console.WriteLine($"📁 File Location: {filePath}");
+        Console.WriteLine($"📂 Data Directory: {dataDirectory}");
+        Console.WriteLine(
+            $"📊 Date Range: {candleList.First().Date:yyyy-MM-dd HH:mm:ss} to {candleList.Last().Date:yyyy-MM-dd HH:mm:ss}");
+        Console.WriteLine($"📈 Price Range: ${candleList.Min(c => c.Low):F2} - ${candleList.Max(c => c.High):F2}");
+
+        // Assert
+        Assert.True(File.Exists(filePath), $"File should exist at {filePath}");
+
+        // Verify we can read it back
+        var readBack = FileHelpers.ReadJson<List<Candle>>($"Data/{fileName}");
+        Assert.NotNull(readBack);
+        Assert.Equal(candleList.Count, readBack.Count);
+    }
+
+
+    /// <summary>
+    /// Main backtest test that verifies consistent behavior of TradingBotBase.
+    /// Note: Run GenerateTestData_FetchAndSaveETHCandles first if the data file doesn't exist.
+    /// After the first run, update the assertions with the actual expected values to ensure
+    /// future changes to TradingBotBase don't break the backtest behavior.
+    /// </summary>
+    [Fact]
+    public async Task ETH_FifteenMinutes_Backtest_Should_Return_Consistent_Results()
+    {
+        // Arrange
+        var candles = FileHelpers.ReadJson<List<Candle>>("Data/ETH-FifteenMinutes-candles.json");
+        Assert.NotNull(candles);
+        Assert.NotEmpty(candles);
+
+        var scenario = new Scenario("ETH_BacktestScenario");
+        var rsiDivIndicator = ScenarioHelpers.BuildIndicator(IndicatorType.RsiDivergence, "RsiDiv", period: 14);
+        scenario.Indicators = new List<IndicatorBase> { (IndicatorBase)rsiDivIndicator };
+        scenario.LoopbackPeriod = 15;
+
+        var config = new TradingBotConfig
+        {
+            AccountName = _account.Name,
+            MoneyManagement = MoneyManagement,
+            Ticker = Ticker.ETH,
+            Scenario = LightScenario.FromScenario(scenario),
+            Timeframe = Timeframe.FifteenMinutes,
+            IsForWatchingOnly = false,
+            BotTradingBalance = 1000,
+            IsForBacktest = true,
+            CooldownPeriod = 1,
+            MaxLossStreak = 0,
+            FlipPosition = false,
+            Name = "ETH_FifteenMinutes_Test",
+            FlipOnlyWhenInProfit = true,
+            MaxPositionTimeHours = null,
+            CloseEarlyWhenProfitable = false
+        };
+
+        // Act - Call BacktestTradingBotGrain directly (no Orleans needed)
+        var backtestResult = await _backtestGrain.RunBacktestAsync(
+            config, 
+            candles.ToHashSet(), 
+            _testUser, 
+            save: false, 
+            withCandles: false);
+
+        // Output the result to console for review
+        var json = JsonConvert.SerializeObject(new
+        {
+            backtestResult.FinalPnl,
+            backtestResult.WinRate,
+            backtestResult.GrowthPercentage,
+            backtestResult.HodlPercentage,
+            backtestResult.Fees,
+            backtestResult.NetPnl,
+            backtestResult.MaxDrawdown,
+            backtestResult.SharpeRatio,
+            backtestResult.Score,
+            backtestResult.InitialBalance,
+            StartDate = backtestResult.StartDate.ToString("yyyy-MM-dd HH:mm:ss"),
+            EndDate = backtestResult.EndDate.ToString("yyyy-MM-dd HH:mm:ss")
+        }, Formatting.Indented);
+
+        Console.WriteLine("Backtest Results:");
+        Console.WriteLine(json);
+
+        // Assert - Verify consistent backtest behavior
+        // These values ensure that changes to TradingBotBase don't break the backtest logic
+        Assert.NotNull(backtestResult);
+        
+        // Financial metrics - using decimal precision
+        Assert.Equal(-105.45m, Math.Round(backtestResult.FinalPnl, 2));
+        Assert.Equal(-210.40m, Math.Round(backtestResult.NetPnl, 2));
+        Assert.Equal(104.94m, Math.Round(backtestResult.Fees, 2));
+        Assert.Equal(1000.0m, backtestResult.InitialBalance);
+        
+        // Performance metrics
+        Assert.Equal(31, backtestResult.WinRate);
+        Assert.Equal(-10.55m, Math.Round(backtestResult.GrowthPercentage, 2));
+        Assert.Equal(-0.67m, Math.Round(backtestResult.HodlPercentage, 2));
+        
+        // Risk metrics
+        Assert.Equal(243.84m, Math.Round(backtestResult.MaxDrawdown.Value, 2));
+        Assert.Equal(-0.021, Math.Round(backtestResult.SharpeRatio.Value, 3));
+        Assert.Equal(0.0, backtestResult.Score);
+        
+        // Date range validation
+        Assert.Equal(new DateTime(2025, 10, 14, 12, 0, 0), backtestResult.StartDate);
+        Assert.Equal(new DateTime(2025, 10, 24, 11, 45, 0), backtestResult.EndDate);
+        
+        // Additional validation - strategy didn't outperform HODL
+        Assert.True(backtestResult.GrowthPercentage < backtestResult.HodlPercentage, 
+            "Strategy underperformed HODL as expected for this test scenario");
+    }
+}

src/Managing.Application.Tests/Managing.Application.Tests.csproj

@@ -8,15 +8,15 @@
     </PropertyGroup>
 
     <ItemGroup>
-        <PackageReference Include="MathNet.Numerics" Version="5.0.0" />
-        <PackageReference Include="Microsoft.AspNetCore.Mvc.Testing" Version="8.0.5" />
-        <PackageReference Include="Microsoft.Extensions.Configuration" Version="9.0.7" />
-        <PackageReference Include="Microsoft.NET.Test.Sdk" Version="17.9.0" />
-        <PackageReference Include="Microsoft.TestPlatform.AdapterUtilities" Version="17.9.0" />
-        <PackageReference Include="Moq" Version="4.20.70" />
-        <PackageReference Include="MSTest.TestAdapter" Version="3.3.1" />
-        <PackageReference Include="MSTest.TestFramework" Version="3.3.1" />
-        <PackageReference Include="xunit" Version="2.8.0" />
+        <PackageReference Include="MathNet.Numerics" Version="5.0.0"/>
+        <PackageReference Include="Microsoft.AspNetCore.Mvc.Testing" Version="8.0.5"/>
+        <PackageReference Include="Microsoft.Extensions.Configuration" Version="9.0.7"/>
+        <PackageReference Include="Microsoft.NET.Test.Sdk" Version="17.9.0"/>
+        <PackageReference Include="Microsoft.TestPlatform.AdapterUtilities" Version="17.9.0"/>
+        <PackageReference Include="Moq" Version="4.20.70"/>
+        <PackageReference Include="MSTest.TestAdapter" Version="3.3.1"/>
+        <PackageReference Include="MSTest.TestFramework" Version="3.3.1"/>
+        <PackageReference Include="xunit" Version="2.8.0"/>
         <PackageReference Include="xunit.runner.visualstudio" Version="2.8.0">
             <PrivateAssets>all</PrivateAssets>
             <IncludeAssets>runtime; build; native; contentfiles; analyzers; buildtransitive</IncludeAssets>
@@ -24,23 +24,26 @@
     </ItemGroup>
 
     <ItemGroup>
-        <ProjectReference Include="..\Managing.Api\Managing.Api.csproj" />
-        <ProjectReference Include="..\Managing.Application\Managing.Application.csproj" />
-        <ProjectReference Include="..\Managing.Common\Managing.Common.csproj" />
-        <ProjectReference Include="..\Managing.Core\Managing.Core.csproj" />
-        <ProjectReference Include="..\Managing.Domain\Managing.Domain.csproj" />
-        <ProjectReference Include="..\Managing.Infrastructure.Exchanges\Managing.Infrastructure.Exchanges.csproj" />
-        <ProjectReference Include="..\Managing.Infrastructure.Tests\Managing.Infrastructure.Tests.csproj" />
+        <ProjectReference Include="..\Managing.Api\Managing.Api.csproj"/>
+        <ProjectReference Include="..\Managing.Application\Managing.Application.csproj"/>
+        <ProjectReference Include="..\Managing.Common\Managing.Common.csproj"/>
+        <ProjectReference Include="..\Managing.Core\Managing.Core.csproj"/>
+        <ProjectReference Include="..\Managing.Domain\Managing.Domain.csproj"/>
+        <ProjectReference Include="..\Managing.Infrastructure.Exchanges\Managing.Infrastructure.Exchanges.csproj"/>
+        <ProjectReference Include="..\Managing.Infrastructure.Tests\Managing.Infrastructure.Tests.csproj"/>
     </ItemGroup>
 
     <ItemGroup>
-        <Folder Include="Data\" />
+        <Folder Include="Data\"/>
     </ItemGroup>
 
     <ItemGroup>
         <None Update="Data\candles.json">
             <CopyToOutputDirectory>Always</CopyToOutputDirectory>
         </None>
+        <None Update="Data\ETH-FifteenMinutes-candles.json">
+            <CopyToOutputDirectory>Always</CopyToOutputDirectory>
+        </None>
     </ItemGroup>
 
 </Project>

src/Managing.Application/Bots/TradingBotBase.cs

@@ -1250,15 +1250,14 @@ public class TradingBotBase : ITradingBot
                     Logger.LogDebug(
                         $"🔍 Fetching Position History from GMX\nPosition: `{position.Identifier}`\nTicker: `{Config.Ticker}`");
 
-                    List<Position> positionHistory = null;
-                    await ServiceScopeHelpers.WithScopedService<IExchangeService>(_scopeFactory,
+                    var positionHistory = await ServiceScopeHelpers.WithScopedService<IExchangeService, List<Position>>(
+                        _scopeFactory,
                         async exchangeService =>
                         {
                             // Get position history from the last 24 hours
                             var fromDate = DateTime.UtcNow.AddHours(-1);
                             var toDate = DateTime.UtcNow;
-                            positionHistory =
-                                await exchangeService.GetPositionHistory(Account, Config.Ticker, fromDate, toDate);
+                            return await exchangeService.GetPositionHistory(Account, Config.Ticker, fromDate, toDate);
                         });
 
                     // Find the matching position in history based on the most recent closed position
@@ -1349,9 +1348,11 @@ public class TradingBotBase : ITradingBot
                         {
                         }
                     }
-
-                    Logger.LogWarning(
-                        $"⚠️ No GMX Position History Found\nPosition: `{position.Identifier}`\nFalling back to candle-based calculation");
+                    else
+                    {
+                        Logger.LogWarning(
+                            $"⚠️ No GMX Position History Found\nPosition: `{position.Identifier}`\nFalling back to candle-based calculation");
+                    }
                 }
                 catch (Exception ex)
                 {
@@ -2537,7 +2538,7 @@ public class TradingBotBase : ITradingBot
                 async exchangeService =>
                 {
                     // Get position history from the last 24 hours
-                    var fromDate = position.Date.AddMinutes(-5);
+                    var fromDate = DateTime.UtcNow.AddMinutes(-10);
                     var toDate = DateTime.UtcNow;
                     positionHistory =
                         await exchangeService.GetPositionHistory(Account, Config.Ticker, fromDate, toDate);

src/Managing.Domain/Scenarios/ScenarioHelpers.cs

@@ -135,7 +135,7 @@ public static class ScenarioHelpers
         int? smoothPeriods = null,
         int? cyclePeriods = null)
     {
-        IIndicator indicator = null;
+        IIndicator indicator = new IndicatorBase(name, type);
 
         switch (type)
         {

src/Managing.Web3Proxy/test-position-history-curl.sh

@@ -5,7 +5,7 @@
 
 # Configuration
 BASE_URL="http://localhost:4111"
-ACCOUNT="0xb54a2f65D79bDeD20F9cBd9a1F85C3855EC3c210"
+ACCOUNT="0x987b67313ee4827FE55e1FBcd8883D3bb0Bde83b"
 
 # Calculate dates (last 1 hour)
 TO_DATE=$(date -u +"%Y-%m-%dT%H:%M:%S.000Z")

src/Managing.Web3Proxy/test/plugins/get-position-history.test.ts

@@ -4,7 +4,7 @@ import {getClientForAddress, getPositionHistoryImpl} from '../../src/plugins/cus
 
 test('GMX get position history - Closed positions with actual PnL', async (t) => {
   await t.test('should get closed positions with actual GMX PnL data', async () => {
-    const sdk = await getClientForAddress('0xb54a2f65d79bded20f9cbd9a1f85c3855ec3c210')
+    const sdk = await getClientForAddress('0x987b67313ee4827FE55e1FBcd8883D3bb0Bde83b')
 
     const result = await getPositionHistoryImpl(
       sdk,
@@ -50,7 +50,7 @@ test('GMX get position history - Closed positions with actual PnL', async (t) =>
   })
 
   await t.test('should get closed positions with date range', async () => {
-    const sdk = await getClientForAddress('0xb54a2f65D79bDeD20F9cBd9a1F85C3855EC3c210')
+    const sdk = await getClientForAddress('0x987b67313ee4827FE55e1FBcd8883D3bb0Bde83b')
 
     // Get positions from the last 1 hour
     const toDate = new Date()
@@ -89,7 +89,7 @@ test('GMX get position history - Closed positions with actual PnL', async (t) =>
   })
 
   await t.test('should verify PnL data is suitable for reconciliation', async () => {
-    const sdk = await getClientForAddress('0xb54a2f65d79bded20f9cbd9a1f85c3855ec3c210')
+    const sdk = await getClientForAddress('0x987b67313ee4827FE55e1FBcd8883D3bb0Bde83b')
 
     const result = await getPositionHistoryImpl(sdk, 0, 5)
     

src/Managing.Web3Proxy/test/plugins/get-positions.test.ts

@@ -1,10 +1,10 @@
-import { test } from 'node:test'
+import {test} from 'node:test'
 import assert from 'node:assert'
-import { getClientForAddress, getGmxPositionsImpl } from '../../src/plugins/custom/gmx'
+import {getClientForAddress, getGmxPositionsImpl} from '../../src/plugins/custom/gmx'
 
 test('GMX get positions', async (t) => {
   await t.test('should get positions', async () => {
-    const sdk = await getClientForAddress('0x932167388dD9aad41149b3cA23eBD489E2E2DD78')
+    const sdk = await getClientForAddress('0x987b67313ee4827FE55e1FBcd8883D3bb0Bde83b')
 
     const result = await getGmxPositionsImpl(
       sdk