Orlean (#32)
* Start building with orlean * Add missing file * Serialize grain state * Remove grain and proxies * update and add plan * Update a bit * Fix backtest grain * Fix backtest grain * Clean a bit
This commit is contained in:
@@ -29,7 +29,6 @@ public class BacktestController : BaseController
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{
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private readonly IHubContext<BacktestHub> _hubContext;
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private readonly IBacktester _backtester;
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private readonly IScenarioService _scenarioService;
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private readonly IAccountService _accountService;
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private readonly IMoneyManagementService _moneyManagementService;
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private readonly IGeneticService _geneticService;
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@@ -47,7 +46,6 @@ public class BacktestController : BaseController
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public BacktestController(
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IHubContext<BacktestHub> hubContext,
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IBacktester backtester,
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IScenarioService scenarioService,
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IAccountService accountService,
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IMoneyManagementService moneyManagementService,
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IGeneticService geneticService,
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@@ -55,7 +53,6 @@ public class BacktestController : BaseController
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{
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_hubContext = hubContext;
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_backtester = backtester;
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_scenarioService = scenarioService;
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_accountService = accountService;
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_moneyManagementService = moneyManagementService;
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_geneticService = geneticService;
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@@ -245,7 +242,8 @@ public class BacktestController : BaseController
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return BadRequest("Sort order must be 'asc' or 'desc'");
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}
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var (backtests, totalCount) = await _backtester.GetBacktestsByUserPaginatedAsync(user, page, pageSize, sortBy, sortOrder);
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var (backtests, totalCount) =
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await _backtester.GetBacktestsByUserPaginatedAsync(user, page, pageSize, sortBy, sortOrder);
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var totalPages = (int)Math.Ceiling(totalCount / (double)pageSize);
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var response = new PaginatedBacktestsResponse
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@@ -279,14 +277,14 @@ public class BacktestController : BaseController
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/// <summary>
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/// Runs a backtest with the specified configuration.
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/// The returned backtest includes a complete TradingBotConfig that preserves all
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/// settings including nullable MaxPositionTimeHours for easy bot deployment.
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/// Returns a lightweight backtest result for efficient processing.
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/// Use the returned ID to retrieve the full backtest data from the database.
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/// </summary>
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/// <param name="request">The backtest request containing configuration and parameters.</param>
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/// <returns>The result of the backtest with complete configuration.</returns>
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/// <returns>The lightweight result of the backtest with essential data.</returns>
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[HttpPost]
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[Route("Run")]
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public async Task<ActionResult<Backtest>> Run([FromBody] RunBacktestRequest request)
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public async Task<ActionResult<LightBacktest>> Run([FromBody] RunBacktestRequest request)
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{
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if (request?.Config == null)
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{
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@@ -310,7 +308,7 @@ public class BacktestController : BaseController
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try
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{
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Backtest backtestResult = null;
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LightBacktest backtestResult = null;
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var account = await _accountService.GetAccount(request.Config.AccountName, true, false);
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var user = await GetUser();
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@@ -367,7 +365,9 @@ public class BacktestController : BaseController
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MoneyManagement = moneyManagement,
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Ticker = request.Config.Ticker,
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ScenarioName = request.Config.ScenarioName,
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Scenario = scenario, // Use the converted scenario object
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Scenario = scenario != null
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? LightScenario.FromScenario(scenario)
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: null, // Convert to LightScenario for Orleans
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Timeframe = request.Config.Timeframe,
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IsForWatchingOnly = request.Config.IsForWatchingOnly,
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BotTradingBalance = request.Config.BotTradingBalance,
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@@ -395,7 +395,8 @@ public class BacktestController : BaseController
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request.WithCandles,
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null); // No requestId for regular backtests
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await NotifyBacktesingSubscriberAsync(backtestResult);
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// Note: Notification is handled within the Orleans grain for LightBacktest
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// The full Backtest data can be retrieved from the database using the ID if needed
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return Ok(backtestResult);
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}
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@@ -705,17 +706,6 @@ public class BacktestController : BaseController
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}
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/// <summary>
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/// Notifies subscribers about the backtesting results via SignalR.
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/// </summary>
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/// <param name="backtesting">The backtest result to notify subscribers about.</param>
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private async Task NotifyBacktesingSubscriberAsync(Backtest backtesting)
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{
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if (backtesting != null)
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{
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await _hubContext.Clients.All.SendAsync("BacktestsSubscription", backtesting);
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}
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}
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public MoneyManagement Map(MoneyManagementRequest moneyManagementRequest)
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{
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@@ -220,7 +220,7 @@ public class BotController : BaseController
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AccountName = request.Config.AccountName,
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MoneyManagement = moneyManagement,
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Ticker = request.Config.Ticker,
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Scenario = scenario, // Use the converted scenario object
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Scenario = LightScenario.FromScenario(scenario), // Convert to LightScenario for Orleans
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ScenarioName = request.Config.ScenarioName, // Fallback to scenario name if scenario object not provided
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Timeframe = request.Config.Timeframe,
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IsForWatchingOnly = request.Config.IsForWatchingOnly,
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@@ -782,7 +782,7 @@ public class BotController : BaseController
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AccountName = request.Config.AccountName,
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MoneyManagement = moneyManagement,
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Ticker = request.Config.Ticker,
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Scenario = scenarioForUpdate, // Use the converted scenario object
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Scenario = LightScenario.FromScenario(scenarioForUpdate), // Convert to LightScenario for Orleans
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ScenarioName = request.Config.ScenarioName, // Fallback to scenario name if scenario object not provided
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Timeframe = request.Config.Timeframe,
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IsForWatchingOnly = request.Config.IsForWatchingOnly,
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@@ -16,8 +16,10 @@
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<PackageReference Include="AspNetCore.HealthChecks.Uris" Version="9.0.0"/>
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<PackageReference Include="Essential.LoggerProvider.Elasticsearch" Version="1.3.2"/>
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<PackageReference Include="Microsoft.AspNetCore.Authentication.JwtBearer" Version="8.0.5"/>
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<PackageReference Include="Microsoft.Orleans.Core" Version="9.2.1"/>
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<PackageReference Include="Microsoft.VisualStudio.Azure.Containers.Tools.Targets" Version="1.20.1"/>
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<PackageReference Include="NSwag.AspNetCore" Version="14.0.7"/>
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<PackageReference Include="OrleansDashboard" Version="8.2.0"/>
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<PackageReference Include="Sentry.AspNetCore" Version="5.5.1"/>
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<PackageReference Include="Serilog.AspNetCore" Version="8.0.1"/>
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<PackageReference Include="Serilog.Enrichers.Environment" Version="2.3.0"/>
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@@ -186,6 +186,10 @@ builder.Services.AddSignalR().AddJsonProtocol();
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builder.Services.AddScoped<IJwtUtils, JwtUtils>();
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builder.Services.RegisterApiDependencies(builder.Configuration);
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// Orleans Configuration
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builder.Host.ConfigureOrleans(builder.Configuration, builder.Environment.IsProduction());
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builder.Services.AddEndpointsApiExplorer();
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builder.Services.AddOpenApiDocument(document =>
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{
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@@ -39,7 +39,7 @@
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"AllowedHosts": "*",
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"WorkerBotManager": true,
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"WorkerBalancesTracking": false,
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"WorkerNotifyBundleBacktest": true,
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"WorkerNotifyBundleBacktest": false,
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"KAIGEN_SECRET_KEY": "KaigenXCowchain",
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"KAIGEN_CREDITS_ENABLED": true
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"KAIGEN_CREDITS_ENABLED": false
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}
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@@ -0,0 +1,45 @@
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using Managing.Domain.Backtests;
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using Managing.Domain.Bots;
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using Managing.Domain.Candles;
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using Managing.Domain.Users;
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using Orleans;
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namespace Managing.Application.Abstractions.Grains;
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/// <summary>
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/// Orleans grain interface for Backtest TradingBot operations.
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/// This interface extends ITradingBotGrain with backtest-specific functionality.
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/// </summary>
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public interface IBacktestTradingBotGrain : IGrainWithGuidKey
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{
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/// <summary>
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/// Runs a complete backtest following the exact pattern of GetBacktestingResult from Backtester.cs
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/// </summary>
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/// <param name="config">The trading bot configuration for this backtest</param>
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/// <param name="candles">The candles to use for backtesting</param>
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/// <param name="user">The user running the backtest (optional, required for saving)</param>
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/// <param name="save">Whether to save the backtest results</param>
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/// <param name="withCandles">Whether to include candles and indicators values in the response</param>
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/// <param name="requestId">The request ID to associate with this backtest</param>
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/// <param name="metadata">Additional metadata to associate with this backtest</param>
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/// <returns>The complete backtest result</returns>
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Task<LightBacktest> RunBacktestAsync(TradingBotConfig config, List<Candle> candles, User user = null, bool save = false, bool withCandles = false, string requestId = null, object metadata = null);
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/// <summary>
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/// Gets the current backtest progress
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/// </summary>
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/// <returns>Backtest progress information</returns>
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Task<BacktestProgress> GetBacktestProgressAsync();
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}
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/// <summary>
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/// Represents the progress of a backtest
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/// </summary>
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public class BacktestProgress
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{
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public bool IsInitialized { get; set; }
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public int TotalCandles { get; set; }
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public int ProcessedCandles { get; set; }
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public double ProgressPercentage { get; set; }
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public bool IsComplete { get; set; }
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}
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@@ -0,0 +1,94 @@
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using Managing.Application.Abstractions.Models;
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using Managing.Domain.Bots;
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using Managing.Domain.Trades;
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using Orleans;
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using static Managing.Common.Enums;
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namespace Managing.Application.Abstractions.Grains;
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/// <summary>
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/// Orleans grain interface for TradingBot operations.
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/// This interface defines the distributed, async operations available for trading bots.
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/// </summary>
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public interface ITradingBotGrain : IGrainWithGuidKey
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{
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/// <summary>
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/// Starts the trading bot asynchronously
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/// </summary>
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Task StartAsync();
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/// <summary>
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/// Stops the trading bot asynchronously
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/// </summary>
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Task StopAsync();
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/// <summary>
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/// Gets the current status of the trading bot
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/// </summary>
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Task<BotStatus> GetStatusAsync();
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/// <summary>
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/// Gets the current configuration of the trading bot
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/// </summary>
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Task<TradingBotConfig> GetConfigurationAsync();
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/// <summary>
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/// Updates the trading bot configuration
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/// </summary>
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/// <param name="newConfig">The new configuration to apply</param>
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/// <returns>True if the configuration was successfully updated</returns>
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Task<bool> UpdateConfigurationAsync(TradingBotConfig newConfig);
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/// <summary>
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/// Manually opens a position in the specified direction
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/// </summary>
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/// <param name="direction">The direction of the trade (Long/Short)</param>
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/// <returns>The created Position object</returns>
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Task<Position> OpenPositionManuallyAsync(TradeDirection direction);
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/// <summary>
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/// Toggles the bot between watch-only and trading mode
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/// </summary>
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Task ToggleIsForWatchOnlyAsync();
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/// <summary>
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/// Gets comprehensive bot data including positions, signals, and performance metrics
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/// </summary>
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Task<TradingBotResponse> GetBotDataAsync();
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/// <summary>
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/// Loads a bot backup into the grain state
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/// </summary>
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/// <param name="backup">The bot backup to load</param>
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Task LoadBackupAsync(BotBackup backup);
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/// <summary>
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/// Forces a backup save of the current bot state
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/// </summary>
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Task SaveBackupAsync();
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/// <summary>
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/// Gets the current profit and loss for the bot
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/// </summary>
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Task<decimal> GetProfitAndLossAsync();
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/// <summary>
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/// Gets the current win rate percentage for the bot
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/// </summary>
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Task<int> GetWinRateAsync();
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/// <summary>
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/// Gets the bot's execution count (number of Run cycles completed)
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/// </summary>
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Task<long> GetExecutionCountAsync();
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/// <summary>
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/// Gets the bot's startup time
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/// </summary>
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Task<DateTime> GetStartupTimeAsync();
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/// <summary>
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/// Gets the bot's creation date
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/// </summary>
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Task<DateTime> GetCreateDateAsync();
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}
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@@ -11,4 +11,8 @@
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<ProjectReference Include="..\Managing.Domain\Managing.Domain.csproj" />
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</ItemGroup>
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<ItemGroup>
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<PackageReference Include="Microsoft.Orleans.Core.Abstractions" Version="9.2.1" />
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</ItemGroup>
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</Project>
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@@ -0,0 +1,104 @@
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using Managing.Domain.Bots;
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using Managing.Domain.Trades;
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using Orleans;
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using static Managing.Common.Enums;
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namespace Managing.Application.Abstractions.Models;
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/// <summary>
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/// Response model for trading bot data.
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/// Used to return comprehensive bot information via Orleans grains.
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/// </summary>
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[GenerateSerializer]
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public class TradingBotResponse
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{
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/// <summary>
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/// Bot identifier
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/// </summary>
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[Id(0)]
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public string Identifier { get; set; } = string.Empty;
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/// <summary>
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/// Bot display name
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/// </summary>
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[Id(1)]
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public string Name { get; set; } = string.Empty;
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/// <summary>
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/// Current bot status
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/// </summary>
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[Id(2)]
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public BotStatus Status { get; set; }
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/// <summary>
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/// Bot configuration
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/// </summary>
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[Id(3)]
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public TradingBotConfig Config { get; set; }
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/// <summary>
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/// Trading positions
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/// </summary>
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[Id(4)]
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public List<Position> Positions { get; set; } = new();
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/// <summary>
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/// Trading signals
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/// </summary>
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[Id(5)]
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public List<LightSignal> Signals { get; set; } = new();
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/// <summary>
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/// Wallet balance history
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/// </summary>
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[Id(6)]
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public Dictionary<DateTime, decimal> WalletBalances { get; set; } = new();
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/// <summary>
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/// Current profit and loss
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/// </summary>
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[Id(7)]
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public decimal ProfitAndLoss { get; set; }
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/// <summary>
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/// Win rate percentage
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/// </summary>
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[Id(8)]
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public int WinRate { get; set; }
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/// <summary>
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/// Execution count
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/// </summary>
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[Id(9)]
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public long ExecutionCount { get; set; }
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/// <summary>
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/// Startup time
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/// </summary>
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[Id(10)]
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public DateTime StartupTime { get; set; }
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/// <summary>
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/// Creation date
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/// </summary>
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[Id(11)]
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public DateTime CreateDate { get; set; }
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/// <summary>
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/// Current balance
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/// </summary>
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[Id(12)]
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public decimal CurrentBalance { get; set; }
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/// <summary>
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/// Number of active positions
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/// </summary>
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[Id(13)]
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public int ActivePositionsCount { get; set; }
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/// <summary>
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/// Last execution time
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/// </summary>
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[Id(14)]
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public DateTime LastExecution { get; set; }
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}
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@@ -10,6 +10,7 @@ namespace Managing.Application.Abstractions.Services
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/// <summary>
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/// Runs a trading bot backtest with the specified configuration and date range.
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/// Automatically handles different bot types based on config.BotType.
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/// Returns a LightBacktest for efficient Orleans serialization.
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/// </summary>
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/// <param name="config">The trading bot configuration (must include Scenario object or ScenarioName)</param>
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/// <param name="startDate">The start date for the backtest</param>
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@@ -19,8 +20,8 @@ namespace Managing.Application.Abstractions.Services
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/// <param name="withCandles">Whether to include candles and indicators values in the response</param>
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/// <param name="requestId">The request ID to associate with this backtest (optional)</param>
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/// <param name="metadata">Additional metadata to associate with this backtest (optional)</param>
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/// <returns>The backtest results</returns>
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Task<Backtest> RunTradingBotBacktest(
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/// <returns>The lightweight backtest results</returns>
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Task<LightBacktest> RunTradingBotBacktest(
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TradingBotConfig config,
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DateTime startDate,
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DateTime endDate,
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@@ -33,6 +34,7 @@ namespace Managing.Application.Abstractions.Services
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/// <summary>
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/// Runs a trading bot backtest with pre-loaded candles.
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/// Automatically handles different bot types based on config.BotType.
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/// Returns a LightBacktest for efficient Orleans serialization.
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/// </summary>
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/// <param name="config">The trading bot configuration (must include Scenario object or ScenarioName)</param>
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/// <param name="candles">The candles to use for backtesting</param>
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@@ -40,8 +42,8 @@ namespace Managing.Application.Abstractions.Services
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/// <param name="withCandles">Whether to include candles and indicators values in the response</param>
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/// <param name="requestId">The request ID to associate with this backtest (optional)</param>
|
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/// <param name="metadata">Additional metadata to associate with this backtest (optional)</param>
|
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/// <returns>The backtest results</returns>
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Task<Backtest> RunTradingBotBacktest(
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/// <returns>The lightweight backtest results</returns>
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Task<LightBacktest> RunTradingBotBacktest(
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TradingBotConfig config,
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List<Candle> candles,
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User user = null,
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@@ -51,7 +51,7 @@ namespace Managing.Application.Tests
|
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_tradingService.Object,
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botService, backupBotService);
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_backtester = new Backtester(_exchangeService, _botFactory, backtestRepository, backtestLogger,
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scenarioService, _accountService.Object, messengerService, kaigenService, hubContext);
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scenarioService, _accountService.Object, messengerService, kaigenService, hubContext, null);
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_elapsedTimes = new List<double>();
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// Initialize cross-platform file paths
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||||
@@ -78,7 +78,7 @@ namespace Managing.Application.Tests
|
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AccountName = _account.Name,
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MoneyManagement = MoneyManagement,
|
||||
Ticker = ticker,
|
||||
Scenario = scenario,
|
||||
Scenario = LightScenario.FromScenario(scenario),
|
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Timeframe = timeframe,
|
||||
IsForWatchingOnly = false,
|
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BotTradingBalance = 1000,
|
||||
@@ -128,7 +128,7 @@ namespace Managing.Application.Tests
|
||||
AccountName = _account.Name,
|
||||
MoneyManagement = MoneyManagement,
|
||||
Ticker = ticker,
|
||||
Scenario = scenario,
|
||||
Scenario = LightScenario.FromScenario(scenario),
|
||||
Timeframe = timeframe,
|
||||
IsForWatchingOnly = false,
|
||||
BotTradingBalance = 1000,
|
||||
|
||||
@@ -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="8.0.0"/>
|
||||
<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>
|
||||
@@ -24,17 +24,17 @@
|
||||
</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>
|
||||
|
||||
@@ -1,5 +1,4 @@
|
||||
using Managing.Application.Abstractions;
|
||||
using Managing.Application.Abstractions.Repositories;
|
||||
using Managing.Application.Abstractions.Repositories;
|
||||
using Managing.Application.Abstractions.Services;
|
||||
using Managing.Application.Backtesting;
|
||||
using Managing.Application.Bots;
|
||||
@@ -8,16 +7,15 @@ using Managing.Infrastructure.Databases.InfluxDb;
|
||||
using Managing.Infrastructure.Databases.InfluxDb.Models;
|
||||
using Managing.Infrastructure.Evm;
|
||||
using Managing.Infrastructure.Evm.Abstractions;
|
||||
using Managing.Infrastructure.Evm.Models.Privy;
|
||||
using Managing.Infrastructure.Evm.Services;
|
||||
using Managing.Infrastructure.Evm.Subgraphs;
|
||||
using Managing.Infrastructure.Exchanges;
|
||||
using Managing.Infrastructure.Exchanges.Abstractions;
|
||||
using Managing.Infrastructure.Exchanges.Exchanges;
|
||||
using Microsoft.Extensions.Logging;
|
||||
using Microsoft.Extensions.Logging.Abstractions;
|
||||
using Microsoft.Extensions.Options;
|
||||
using Moq;
|
||||
using Nethereum.Web3;
|
||||
using static Managing.Common.Enums;
|
||||
|
||||
namespace Managing.Application.Tests
|
||||
@@ -26,7 +24,7 @@ namespace Managing.Application.Tests
|
||||
{
|
||||
public static IExchangeService GetExchangeService()
|
||||
{
|
||||
ILoggerFactory loggerFactory = new Microsoft.Extensions.Logging.Abstractions.NullLoggerFactory();
|
||||
ILoggerFactory loggerFactory = new NullLoggerFactory();
|
||||
|
||||
var ChainlinkGmx = new ChainlinkGmx(SubgraphService.GetSubgraphClient(SubgraphProvider.ChainlinkGmx));
|
||||
var Chainlink = new Chainlink(SubgraphService.GetSubgraphClient(SubgraphProvider.ChainlinkPrice));
|
||||
@@ -53,23 +51,23 @@ namespace Managing.Application.Tests
|
||||
exchangeProcessors);
|
||||
}
|
||||
|
||||
public static ILogger<TradingBot> CreateTradingBotLogger()
|
||||
public static ILogger<TradingBotBase> CreateTradingBotLogger()
|
||||
{
|
||||
ILoggerFactory loggerFactory = new Microsoft.Extensions.Logging.Abstractions.NullLoggerFactory();
|
||||
ILoggerFactory loggerFactory = new NullLoggerFactory();
|
||||
|
||||
return loggerFactory.CreateLogger<TradingBot>();
|
||||
return loggerFactory.CreateLogger<TradingBotBase>();
|
||||
}
|
||||
|
||||
public static ILogger<Backtester> CreateBacktesterLogger()
|
||||
{
|
||||
ILoggerFactory loggerFactory = new Microsoft.Extensions.Logging.Abstractions.NullLoggerFactory();
|
||||
ILoggerFactory loggerFactory = new NullLoggerFactory();
|
||||
|
||||
return loggerFactory.CreateLogger<Backtester>();
|
||||
}
|
||||
|
||||
public static ILogger<CandleRepository> CreateCandleRepositoryLogger()
|
||||
{
|
||||
ILoggerFactory loggerFactory = new Microsoft.Extensions.Logging.Abstractions.NullLoggerFactory();
|
||||
ILoggerFactory loggerFactory = new NullLoggerFactory();
|
||||
|
||||
return loggerFactory.CreateLogger<CandleRepository>();
|
||||
}
|
||||
|
||||
@@ -222,17 +222,14 @@ public class BundleBacktestWorker : BaseWorker<BundleBacktestWorker>
|
||||
}
|
||||
|
||||
// Map Scenario
|
||||
Scenario scenario = null;
|
||||
LightScenario scenario = null;
|
||||
if (runBacktestRequest.Config.Scenario != null)
|
||||
{
|
||||
var sReq = runBacktestRequest.Config.Scenario;
|
||||
scenario = new Scenario(sReq.Name, sReq.LoopbackPeriod)
|
||||
{
|
||||
User = null // No user context in worker
|
||||
};
|
||||
scenario = new LightScenario(sReq.Name, sReq.LoopbackPeriod);
|
||||
foreach (var indicatorRequest in sReq.Indicators)
|
||||
{
|
||||
var indicator = new Indicator(indicatorRequest.Name, indicatorRequest.Type)
|
||||
var indicator = new LightIndicator(indicatorRequest.Name, indicatorRequest.Type)
|
||||
{
|
||||
SignalType = indicatorRequest.SignalType,
|
||||
MinimumHistory = indicatorRequest.MinimumHistory,
|
||||
@@ -244,7 +241,6 @@ public class BundleBacktestWorker : BaseWorker<BundleBacktestWorker>
|
||||
SmoothPeriods = indicatorRequest.SmoothPeriods,
|
||||
StochPeriods = indicatorRequest.StochPeriods,
|
||||
CyclePeriods = indicatorRequest.CyclePeriods,
|
||||
User = null // No user context in worker
|
||||
};
|
||||
scenario.AddIndicator(indicator);
|
||||
}
|
||||
|
||||
@@ -7,14 +7,14 @@
|
||||
</PropertyGroup>
|
||||
|
||||
<ItemGroup>
|
||||
<PackageReference Include="Microsoft.Extensions.Logging.Abstractions" Version="8.0.1"/>
|
||||
<PackageReference Include="Newtonsoft.Json" Version="13.0.3"/>
|
||||
<PackageReference Include="Microsoft.Extensions.Hosting" Version="8.0.0"/>
|
||||
<PackageReference Include="Microsoft.Extensions.Logging.Abstractions" Version="8.0.3" />
|
||||
<PackageReference Include="Newtonsoft.Json" Version="13.0.3" />
|
||||
<PackageReference Include="Microsoft.Extensions.Hosting" Version="8.0.0" />
|
||||
</ItemGroup>
|
||||
|
||||
<ItemGroup>
|
||||
<ProjectReference Include="..\Managing.Application.Abstractions\Managing.Application.Abstractions.csproj"/>
|
||||
<ProjectReference Include="..\Managing.Domain\Managing.Domain.csproj"/>
|
||||
<ProjectReference Include="..\Managing.Application.Abstractions\Managing.Application.Abstractions.csproj" />
|
||||
<ProjectReference Include="..\Managing.Domain\Managing.Domain.csproj" />
|
||||
</ItemGroup>
|
||||
|
||||
|
||||
|
||||
@@ -305,7 +305,10 @@ public class StatisticService : IStatisticService
|
||||
false,
|
||||
false);
|
||||
|
||||
return backtest.Signals;
|
||||
// Note: LightBacktest doesn't contain signals data, so we return an empty list
|
||||
// The full signals data would need to be retrieved from the database using the backtest ID
|
||||
_logger.LogWarning("GetSignals called but LightBacktest doesn't contain signals data. Returning empty list.");
|
||||
return new List<LightSignal>();
|
||||
}
|
||||
catch (Exception ex)
|
||||
{
|
||||
|
||||
@@ -29,12 +29,6 @@ public interface IBotService
|
||||
/// <returns>ITradingBot instance configured for backtesting</returns>
|
||||
Task<ITradingBot> CreateBacktestTradingBot(TradingBotConfig config);
|
||||
|
||||
// Legacy methods - these will use TradingBot internally but maintain backward compatibility
|
||||
Task<ITradingBot> CreateScalpingBot(TradingBotConfig config);
|
||||
Task<ITradingBot> CreateBacktestScalpingBot(TradingBotConfig config);
|
||||
Task<ITradingBot> CreateFlippingBot(TradingBotConfig config);
|
||||
Task<ITradingBot> CreateBacktestFlippingBot(TradingBotConfig config);
|
||||
|
||||
IBot CreateSimpleBot(string botName, Workflow workflow);
|
||||
Task<string> StopBot(string botName);
|
||||
Task<bool> DeleteBot(string botName);
|
||||
|
||||
@@ -52,5 +52,6 @@ namespace Managing.Application.Abstractions
|
||||
Task<bool> UpdateIndicatorByUser(User user, IndicatorType indicatorType, string name, int? period, int? fastPeriods,
|
||||
int? slowPeriods, int? signalPeriods, double? multiplier, int? stochPeriods, int? smoothPeriods,
|
||||
int? cyclePeriods);
|
||||
Task<Scenario> GetScenarioByNameAndUserAsync(string scenarioName, User user);
|
||||
}
|
||||
}
|
||||
@@ -1,17 +1,13 @@
|
||||
using Managing.Application.Abstractions;
|
||||
using Managing.Application.Abstractions.Grains;
|
||||
using Managing.Application.Abstractions.Repositories;
|
||||
using Managing.Application.Abstractions.Services;
|
||||
using Managing.Application.Bots;
|
||||
using Managing.Application.Hubs;
|
||||
using Managing.Core.FixedSizedQueue;
|
||||
using Managing.Domain.Accounts;
|
||||
using Managing.Domain.Backtests;
|
||||
using Managing.Domain.Bots;
|
||||
using Managing.Domain.Candles;
|
||||
using Managing.Domain.Scenarios;
|
||||
using Managing.Domain.Shared.Helpers;
|
||||
using Managing.Domain.Strategies;
|
||||
using Managing.Domain.Strategies.Base;
|
||||
using Managing.Domain.Users;
|
||||
using Managing.Domain.Workflows;
|
||||
using Microsoft.AspNetCore.SignalR;
|
||||
@@ -32,6 +28,7 @@ namespace Managing.Application.Backtesting
|
||||
private readonly IMessengerService _messengerService;
|
||||
private readonly IKaigenService _kaigenService;
|
||||
private readonly IHubContext<BacktestHub> _hubContext;
|
||||
private readonly IGrainFactory _grainFactory;
|
||||
|
||||
public Backtester(
|
||||
IExchangeService exchangeService,
|
||||
@@ -42,7 +39,8 @@ namespace Managing.Application.Backtesting
|
||||
IAccountService accountService,
|
||||
IMessengerService messengerService,
|
||||
IKaigenService kaigenService,
|
||||
IHubContext<BacktestHub> hubContext)
|
||||
IHubContext<BacktestHub> hubContext,
|
||||
IGrainFactory grainFactory)
|
||||
{
|
||||
_exchangeService = exchangeService;
|
||||
_botFactory = botFactory;
|
||||
@@ -53,6 +51,7 @@ namespace Managing.Application.Backtesting
|
||||
_messengerService = messengerService;
|
||||
_kaigenService = kaigenService;
|
||||
_hubContext = hubContext;
|
||||
_grainFactory = grainFactory;
|
||||
}
|
||||
|
||||
public Backtest RunSimpleBotBacktest(Workflow workflow, bool save = false)
|
||||
@@ -80,8 +79,8 @@ namespace Managing.Application.Backtesting
|
||||
/// <param name="withCandles">Whether to include candles and indicators values in the response</param>
|
||||
/// <param name="requestId">The request ID to associate with this backtest (optional)</param>
|
||||
/// <param name="metadata">Additional metadata to associate with this backtest (optional)</param>
|
||||
/// <returns>The backtest results</returns>
|
||||
public async Task<Backtest> RunTradingBotBacktest(
|
||||
/// <returns>The lightweight backtest results</returns>
|
||||
public async Task<LightBacktest> RunTradingBotBacktest(
|
||||
TradingBotConfig config,
|
||||
DateTime startDate,
|
||||
DateTime endDate,
|
||||
@@ -114,25 +113,7 @@ namespace Managing.Application.Backtesting
|
||||
try
|
||||
{
|
||||
var candles = GetCandles(config.Ticker, config.Timeframe, startDate, endDate);
|
||||
|
||||
var result = await RunBacktestWithCandles(config, candles, user, withCandles, requestId, metadata);
|
||||
|
||||
// Set start and end dates
|
||||
result.StartDate = startDate;
|
||||
result.EndDate = endDate;
|
||||
|
||||
// Ensure RequestId is set - required for PostgreSQL NOT NULL constraint
|
||||
if (string.IsNullOrEmpty(result.RequestId))
|
||||
{
|
||||
result.RequestId = Guid.NewGuid().ToString();
|
||||
}
|
||||
|
||||
if (save && user != null)
|
||||
{
|
||||
_backtestRepository.InsertBacktestForUser(user, result);
|
||||
}
|
||||
|
||||
return result;
|
||||
return await RunBacktestWithCandles(config, candles, user, save, withCandles, requestId, metadata);
|
||||
}
|
||||
catch (Exception ex)
|
||||
{
|
||||
@@ -172,8 +153,10 @@ namespace Managing.Application.Backtesting
|
||||
/// <param name="candles">The candles to use for backtesting</param>
|
||||
/// <param name="user">The user running the backtest (optional)</param>
|
||||
/// <param name="withCandles">Whether to include candles and indicators values in the response</param>
|
||||
/// <returns>The backtest results</returns>
|
||||
public async Task<Backtest> RunTradingBotBacktest(
|
||||
/// <param name="requestId">The request ID to associate with this backtest (optional)</param>
|
||||
/// <param name="metadata">Additional metadata to associate with this backtest (optional)</param>
|
||||
/// <returns>The lightweight backtest results</returns>
|
||||
public async Task<LightBacktest> RunTradingBotBacktest(
|
||||
TradingBotConfig config,
|
||||
List<Candle> candles,
|
||||
User user = null,
|
||||
@@ -181,43 +164,49 @@ namespace Managing.Application.Backtesting
|
||||
string requestId = null,
|
||||
object metadata = null)
|
||||
{
|
||||
return await RunBacktestWithCandles(config, candles, user, withCandles, requestId, metadata);
|
||||
return await RunBacktestWithCandles(config, candles, user, false, withCandles, requestId, metadata);
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Core backtesting logic - handles the actual backtest execution with pre-loaded candles
|
||||
/// </summary>
|
||||
private async Task<Backtest> RunBacktestWithCandles(
|
||||
private async Task<LightBacktest> RunBacktestWithCandles(
|
||||
TradingBotConfig config,
|
||||
List<Candle> candles,
|
||||
User user = null,
|
||||
bool save = false,
|
||||
bool withCandles = false,
|
||||
string requestId = null,
|
||||
object metadata = null)
|
||||
{
|
||||
var tradingBot = await _botFactory.CreateBacktestTradingBot(config);
|
||||
// Ensure this is a backtest configuration
|
||||
if (!config.IsForBacktest)
|
||||
{
|
||||
throw new InvalidOperationException("Backtest configuration must have IsForBacktest set to true");
|
||||
}
|
||||
|
||||
// Scenario and indicators should already be loaded in constructor by BotService
|
||||
// This is just a validation check to ensure everything loaded properly
|
||||
if (tradingBot is TradingBot bot && !bot.Indicators.Any())
|
||||
// Validate that scenario and indicators are properly loaded
|
||||
if (config.Scenario == null && string.IsNullOrEmpty(config.ScenarioName))
|
||||
{
|
||||
throw new InvalidOperationException(
|
||||
$"No indicators were loaded for scenario '{config.ScenarioName ?? config.Scenario?.Name}'. " +
|
||||
"This indicates a problem with scenario loading.");
|
||||
"Backtest configuration must include either Scenario object or ScenarioName");
|
||||
}
|
||||
|
||||
tradingBot.User = user;
|
||||
tradingBot.Account = await GetAccountFromConfig(config);
|
||||
|
||||
var result =
|
||||
await GetBacktestingResult(config, tradingBot, candles, user, withCandles, requestId, metadata);
|
||||
|
||||
if (user != null)
|
||||
if (config.Scenario == null && !string.IsNullOrEmpty(config.ScenarioName))
|
||||
{
|
||||
result.User = user;
|
||||
var fullScenario = await _scenarioService.GetScenarioByNameAndUserAsync(config.ScenarioName, user);
|
||||
config.Scenario = LightScenario.FromScenario(fullScenario);
|
||||
}
|
||||
|
||||
return result;
|
||||
// Create a clean copy of the config to avoid Orleans serialization issues
|
||||
var cleanConfig = CreateCleanConfigForOrleans(config);
|
||||
|
||||
// Create Orleans grain for backtesting
|
||||
var backtestGrain = _grainFactory.GetGrain<IBacktestTradingBotGrain>(Guid.NewGuid());
|
||||
|
||||
// Run the backtest using the Orleans grain and return LightBacktest directly
|
||||
return await backtestGrain.RunBacktestAsync(cleanConfig, candles, user, save, withCandles, requestId,
|
||||
metadata);
|
||||
}
|
||||
|
||||
private async Task<Account> GetAccountFromConfig(TradingBotConfig config)
|
||||
@@ -237,128 +226,16 @@ namespace Managing.Application.Backtesting
|
||||
return candles;
|
||||
}
|
||||
|
||||
private async Task<Backtest> GetBacktestingResult(
|
||||
TradingBotConfig config,
|
||||
ITradingBot bot,
|
||||
List<Candle> candles,
|
||||
User user = null,
|
||||
bool withCandles = false,
|
||||
string requestId = null,
|
||||
object metadata = null)
|
||||
|
||||
/// <summary>
|
||||
/// Creates a clean copy of the trading bot config for Orleans serialization
|
||||
/// Uses LightScenario and LightIndicator to avoid FixedSizeQueue serialization issues
|
||||
/// </summary>
|
||||
private TradingBotConfig CreateCleanConfigForOrleans(TradingBotConfig originalConfig)
|
||||
{
|
||||
if (candles == null || candles.Count == 0)
|
||||
{
|
||||
throw new Exception("No candle to backtest");
|
||||
}
|
||||
|
||||
var totalCandles = candles.Count;
|
||||
var currentCandle = 0;
|
||||
var lastLoggedPercentage = 0;
|
||||
|
||||
_logger.LogInformation("Starting backtest with {TotalCandles} candles for {Ticker} on {Timeframe}",
|
||||
totalCandles, config.Ticker, config.Timeframe);
|
||||
|
||||
bot.WalletBalances.Add(candles.FirstOrDefault()!.Date, config.BotTradingBalance);
|
||||
|
||||
foreach (var candle in candles)
|
||||
{
|
||||
bot.OptimizedCandles.Enqueue(candle);
|
||||
bot.Candles.Add(candle);
|
||||
await bot.Run();
|
||||
|
||||
currentCandle++;
|
||||
|
||||
// Check if wallet balance fell below 10 USDC and break if so
|
||||
var currentWalletBalance = bot.WalletBalances.Values.LastOrDefault();
|
||||
if (currentWalletBalance < 10m)
|
||||
{
|
||||
_logger.LogWarning(
|
||||
"Backtest stopped early: Wallet balance fell below 10 USDC (Current: {CurrentBalance:F2} USDC) at candle {CurrentCandle}/{TotalCandles} from {CandleDate}",
|
||||
currentWalletBalance, currentCandle, totalCandles, candle.Date.ToString("yyyy-MM-dd HH:mm"));
|
||||
break;
|
||||
}
|
||||
|
||||
// Log progress every 10% or every 1000 candles, whichever comes first
|
||||
var currentPercentage = (int)((double)currentCandle / totalCandles * 100);
|
||||
var shouldLog = currentPercentage >= lastLoggedPercentage + 10 ||
|
||||
currentCandle % 1000 == 0 ||
|
||||
currentCandle == totalCandles;
|
||||
|
||||
if (shouldLog && currentPercentage > lastLoggedPercentage)
|
||||
{
|
||||
_logger.LogInformation(
|
||||
"Backtest progress: {CurrentCandle}/{TotalCandles} ({Percentage}%) - Processing candle from {CandleDate}",
|
||||
currentCandle, totalCandles, currentPercentage, candle.Date.ToString("yyyy-MM-dd HH:mm"));
|
||||
lastLoggedPercentage = currentPercentage;
|
||||
}
|
||||
}
|
||||
|
||||
_logger.LogInformation("Backtest processing completed. Calculating final results...");
|
||||
|
||||
bot.Candles = new HashSet<Candle>(candles);
|
||||
|
||||
// Only calculate indicators values if withCandles is true
|
||||
Dictionary<IndicatorType, IndicatorsResultBase> indicatorsValues = null;
|
||||
if (withCandles)
|
||||
{
|
||||
indicatorsValues = GetIndicatorsValues(bot.Config.Scenario.Indicators, candles);
|
||||
}
|
||||
|
||||
var finalPnl = bot.GetProfitAndLoss();
|
||||
var winRate = bot.GetWinRate();
|
||||
var stats = TradingHelpers.GetStatistics(bot.WalletBalances);
|
||||
var growthPercentage =
|
||||
TradingHelpers.GetGrowthFromInitalBalance(bot.WalletBalances.FirstOrDefault().Value, finalPnl);
|
||||
var hodlPercentage = TradingHelpers.GetHodlPercentage(candles[0], candles.Last());
|
||||
|
||||
var fees = bot.GetTotalFees();
|
||||
var scoringParams = new BacktestScoringParams(
|
||||
sharpeRatio: (double)stats.SharpeRatio,
|
||||
growthPercentage: (double)growthPercentage,
|
||||
hodlPercentage: (double)hodlPercentage,
|
||||
winRate: winRate,
|
||||
totalPnL: (double)finalPnl,
|
||||
fees: (double)fees,
|
||||
tradeCount: bot.Positions.Count,
|
||||
maxDrawdownRecoveryTime: stats.MaxDrawdownRecoveryTime,
|
||||
maxDrawdown: stats.MaxDrawdown,
|
||||
initialBalance: bot.WalletBalances.FirstOrDefault().Value,
|
||||
tradingBalance: config.BotTradingBalance,
|
||||
startDate: candles[0].Date,
|
||||
endDate: candles.Last().Date,
|
||||
timeframe: config.Timeframe,
|
||||
moneyManagement: config.MoneyManagement
|
||||
);
|
||||
|
||||
var scoringResult = BacktestScorer.CalculateDetailedScore(scoringParams);
|
||||
|
||||
// Create backtest result with conditional candles and indicators values
|
||||
var result = new Backtest(config, bot.Positions, bot.Signals.ToList(),
|
||||
withCandles ? candles : new List<Candle>())
|
||||
{
|
||||
FinalPnl = finalPnl,
|
||||
WinRate = winRate,
|
||||
GrowthPercentage = growthPercentage,
|
||||
HodlPercentage = hodlPercentage,
|
||||
Fees = fees,
|
||||
WalletBalances = bot.WalletBalances.ToList(),
|
||||
Statistics = stats,
|
||||
IndicatorsValues = withCandles
|
||||
? AggregateValues(indicatorsValues, bot.IndicatorsValues)
|
||||
: new Dictionary<IndicatorType, IndicatorsResultBase>(),
|
||||
Score = scoringResult.Score,
|
||||
ScoreMessage = scoringResult.GenerateSummaryMessage(),
|
||||
Id = Guid.NewGuid().ToString(),
|
||||
RequestId = requestId,
|
||||
Metadata = metadata,
|
||||
StartDate = candles.FirstOrDefault()!.OpenTime,
|
||||
EndDate = candles.LastOrDefault()!.OpenTime,
|
||||
};
|
||||
|
||||
// Send notification if backtest meets criteria
|
||||
await SendBacktestNotificationIfCriteriaMet(result);
|
||||
|
||||
return result;
|
||||
// Since we're now using LightScenario in TradingBotConfig, we can just return the original config
|
||||
// The conversion to LightScenario is already done when loading the scenario
|
||||
return originalConfig;
|
||||
}
|
||||
|
||||
private async Task SendBacktestNotificationIfCriteriaMet(Backtest backtest)
|
||||
@@ -376,56 +253,6 @@ namespace Managing.Application.Backtesting
|
||||
}
|
||||
}
|
||||
|
||||
private Dictionary<IndicatorType, IndicatorsResultBase> AggregateValues(
|
||||
Dictionary<IndicatorType, IndicatorsResultBase> indicatorsValues,
|
||||
Dictionary<IndicatorType, IndicatorsResultBase> botStrategiesValues)
|
||||
{
|
||||
// Foreach strategy type, only retrieve the values where the strategy is not present already in the bot
|
||||
// Then, add the values to the bot values
|
||||
|
||||
var result = new Dictionary<IndicatorType, IndicatorsResultBase>();
|
||||
foreach (var indicator in indicatorsValues)
|
||||
{
|
||||
// if (!botStrategiesValues.ContainsKey(strategy.Key))
|
||||
// {
|
||||
// result[strategy.Key] = strategy.Value;
|
||||
// }else
|
||||
// {
|
||||
// result[strategy.Key] = botStrategiesValues[strategy.Key];
|
||||
// }
|
||||
|
||||
result[indicator.Key] = indicator.Value;
|
||||
}
|
||||
|
||||
return result;
|
||||
}
|
||||
|
||||
private Dictionary<IndicatorType, IndicatorsResultBase> GetIndicatorsValues(List<Indicator> indicators,
|
||||
List<Candle> candles)
|
||||
{
|
||||
var indicatorsValues = new Dictionary<IndicatorType, IndicatorsResultBase>();
|
||||
var fixedCandles = new FixedSizeQueue<Candle>(10000);
|
||||
foreach (var candle in candles)
|
||||
{
|
||||
fixedCandles.Enqueue(candle);
|
||||
}
|
||||
|
||||
foreach (var indicator in indicators)
|
||||
{
|
||||
try
|
||||
{
|
||||
var s = ScenarioHelpers.BuildIndicator(indicator, 10000);
|
||||
s.Candles = fixedCandles;
|
||||
indicatorsValues[indicator.Type] = s.GetIndicatorValues();
|
||||
}
|
||||
catch (Exception e)
|
||||
{
|
||||
Console.WriteLine(e);
|
||||
}
|
||||
}
|
||||
|
||||
return indicatorsValues;
|
||||
}
|
||||
|
||||
public async Task<bool> DeleteBacktestAsync(string id)
|
||||
{
|
||||
|
||||
@@ -12,14 +12,14 @@ namespace Managing.Application.Bots.Base
|
||||
private readonly IExchangeService _exchangeService;
|
||||
private readonly IMessengerService _messengerService;
|
||||
private readonly IAccountService _accountService;
|
||||
private readonly ILogger<TradingBot> _tradingBotLogger;
|
||||
private readonly ILogger<TradingBotBase> _tradingBotLogger;
|
||||
private readonly ITradingService _tradingService;
|
||||
private readonly IBotService _botService;
|
||||
private readonly IBackupBotService _backupBotService;
|
||||
|
||||
public BotFactory(
|
||||
IExchangeService exchangeService,
|
||||
ILogger<TradingBot> tradingBotLogger,
|
||||
ILogger<TradingBotBase> tradingBotLogger,
|
||||
IMessengerService messengerService,
|
||||
IAccountService accountService,
|
||||
ITradingService tradingService,
|
||||
|
||||
403
src/Managing.Application/Bots/Grains/BacktestTradingBotGrain.cs
Normal file
403
src/Managing.Application/Bots/Grains/BacktestTradingBotGrain.cs
Normal file
@@ -0,0 +1,403 @@
|
||||
using Managing.Application.Abstractions.Grains;
|
||||
using Managing.Application.Abstractions.Models;
|
||||
using Managing.Application.Abstractions.Repositories;
|
||||
using Managing.Core.FixedSizedQueue;
|
||||
using Managing.Domain.Backtests;
|
||||
using Managing.Domain.Bots;
|
||||
using Managing.Domain.Candles;
|
||||
using Managing.Domain.Scenarios;
|
||||
using Managing.Domain.Shared.Helpers;
|
||||
using Managing.Domain.Strategies;
|
||||
using Managing.Domain.Strategies.Base;
|
||||
using Managing.Domain.Trades;
|
||||
using Managing.Domain.Users;
|
||||
using Microsoft.Extensions.DependencyInjection;
|
||||
using Microsoft.Extensions.Logging;
|
||||
using Orleans.Concurrency;
|
||||
using static Managing.Common.Enums;
|
||||
|
||||
namespace Managing.Application.Bots.Grains;
|
||||
|
||||
/// <summary>
|
||||
/// Orleans grain for backtest trading bot operations.
|
||||
/// Uses composition with TradingBotBase to maintain separation of concerns.
|
||||
/// This grain is stateless and follows the exact pattern of GetBacktestingResult from Backtester.cs.
|
||||
/// </summary>
|
||||
[StatelessWorker]
|
||||
public class BacktestTradingBotGrain : Grain, IBacktestTradingBotGrain
|
||||
{
|
||||
private readonly ILogger<BacktestTradingBotGrain> _logger;
|
||||
private readonly IServiceScopeFactory _scopeFactory;
|
||||
private readonly IBacktestRepository _backtestRepository;
|
||||
private bool _isDisposed = false;
|
||||
|
||||
public BacktestTradingBotGrain(
|
||||
ILogger<BacktestTradingBotGrain> logger,
|
||||
IServiceScopeFactory scopeFactory,
|
||||
IBacktestRepository backtestRepository)
|
||||
{
|
||||
_logger = logger;
|
||||
_scopeFactory = scopeFactory;
|
||||
_backtestRepository = backtestRepository;
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Runs a complete backtest following the exact pattern of GetBacktestingResult from Backtester.cs
|
||||
/// </summary>
|
||||
/// <param name="config">The trading bot configuration for this backtest</param>
|
||||
/// <param name="candles">The candles to use for backtesting</param>
|
||||
/// <param name="withCandles">Whether to include candles and indicators values in the response</param>
|
||||
/// <param name="requestId">The request ID to associate with this backtest</param>
|
||||
/// <param name="metadata">Additional metadata to associate with this backtest</param>
|
||||
/// <returns>The complete backtest result</returns>
|
||||
public async Task<LightBacktest> RunBacktestAsync(
|
||||
TradingBotConfig config,
|
||||
List<Candle> candles,
|
||||
User user = null,
|
||||
bool save = false,
|
||||
bool withCandles = false,
|
||||
string requestId = null,
|
||||
object metadata = null)
|
||||
{
|
||||
if (candles == null || candles.Count == 0)
|
||||
{
|
||||
throw new Exception("No candle to backtest");
|
||||
}
|
||||
|
||||
// Create a fresh TradingBotBase instance for this backtest
|
||||
var tradingBot = await CreateTradingBotInstance(config);
|
||||
tradingBot.Start();
|
||||
|
||||
var totalCandles = candles.Count;
|
||||
var currentCandle = 0;
|
||||
var lastLoggedPercentage = 0;
|
||||
|
||||
_logger.LogInformation("Starting backtest with {TotalCandles} candles for {Ticker} on {Timeframe}",
|
||||
totalCandles, config.Ticker, config.Timeframe);
|
||||
|
||||
// Initialize wallet balance with first candle
|
||||
tradingBot.WalletBalances.Clear();
|
||||
tradingBot.WalletBalances.Add(candles.FirstOrDefault()!.Date, config.BotTradingBalance);
|
||||
|
||||
// Process all candles following the exact pattern from GetBacktestingResult
|
||||
foreach (var candle in candles)
|
||||
{
|
||||
tradingBot.OptimizedCandles.Enqueue(candle);
|
||||
tradingBot.Candles.Add(candle);
|
||||
await tradingBot.Run();
|
||||
|
||||
currentCandle++;
|
||||
|
||||
// Check if wallet balance fell below 10 USDC and break if so
|
||||
var currentWalletBalance = tradingBot.WalletBalances.Values.LastOrDefault();
|
||||
if (currentWalletBalance < 10m)
|
||||
{
|
||||
_logger.LogWarning(
|
||||
"Backtest stopped early: Wallet balance fell below 10 USDC (Current: {CurrentBalance:F2} USDC) at candle {CurrentCandle}/{TotalCandles} from {CandleDate}",
|
||||
currentWalletBalance, currentCandle, totalCandles, candle.Date.ToString("yyyy-MM-dd HH:mm"));
|
||||
break;
|
||||
}
|
||||
|
||||
// Log progress every 10% or every 1000 candles, whichever comes first
|
||||
var currentPercentage = (int)((double)currentCandle / totalCandles * 100);
|
||||
var shouldLog = currentPercentage >= lastLoggedPercentage + 10 ||
|
||||
currentCandle % 1000 == 0 ||
|
||||
currentCandle == totalCandles;
|
||||
|
||||
if (shouldLog && currentPercentage > lastLoggedPercentage)
|
||||
{
|
||||
_logger.LogInformation(
|
||||
"Backtest progress: {CurrentCandle}/{TotalCandles} ({Percentage}%) - Processing candle from {CandleDate}",
|
||||
currentCandle, totalCandles, currentPercentage, candle.Date.ToString("yyyy-MM-dd HH:mm"));
|
||||
lastLoggedPercentage = currentPercentage;
|
||||
}
|
||||
}
|
||||
|
||||
_logger.LogInformation("Backtest processing completed. Calculating final results...");
|
||||
|
||||
// Set all candles for final calculations
|
||||
tradingBot.Candles = new HashSet<Candle>(candles);
|
||||
|
||||
// Only calculate indicators values if withCandles is true
|
||||
Dictionary<IndicatorType, IndicatorsResultBase> indicatorsValues = null;
|
||||
if (withCandles)
|
||||
{
|
||||
// Convert LightScenario back to full Scenario for indicator calculations
|
||||
var fullScenario = config.Scenario.ToScenario();
|
||||
indicatorsValues = GetIndicatorsValues(fullScenario.Indicators, candles);
|
||||
}
|
||||
|
||||
// Calculate final results following the exact pattern from GetBacktestingResult
|
||||
var finalPnl = tradingBot.GetProfitAndLoss();
|
||||
var winRate = tradingBot.GetWinRate();
|
||||
var stats = TradingHelpers.GetStatistics(tradingBot.WalletBalances);
|
||||
var growthPercentage =
|
||||
TradingHelpers.GetGrowthFromInitalBalance(tradingBot.WalletBalances.FirstOrDefault().Value, finalPnl);
|
||||
var hodlPercentage = TradingHelpers.GetHodlPercentage(candles[0], candles.Last());
|
||||
|
||||
var fees = tradingBot.GetTotalFees();
|
||||
var scoringParams = new BacktestScoringParams(
|
||||
sharpeRatio: (double)stats.SharpeRatio,
|
||||
growthPercentage: (double)growthPercentage,
|
||||
hodlPercentage: (double)hodlPercentage,
|
||||
winRate: winRate,
|
||||
totalPnL: (double)finalPnl,
|
||||
fees: (double)fees,
|
||||
tradeCount: tradingBot.Positions.Count,
|
||||
maxDrawdownRecoveryTime: stats.MaxDrawdownRecoveryTime,
|
||||
maxDrawdown: stats.MaxDrawdown,
|
||||
initialBalance: tradingBot.WalletBalances.FirstOrDefault().Value,
|
||||
tradingBalance: config.BotTradingBalance,
|
||||
startDate: candles[0].Date,
|
||||
endDate: candles.Last().Date,
|
||||
timeframe: config.Timeframe,
|
||||
moneyManagement: config.MoneyManagement
|
||||
);
|
||||
|
||||
var scoringResult = BacktestScorer.CalculateDetailedScore(scoringParams);
|
||||
|
||||
// Generate requestId if not provided
|
||||
var finalRequestId = requestId ?? Guid.NewGuid().ToString();
|
||||
|
||||
// Create backtest result with conditional candles and indicators values
|
||||
var result = new Backtest(config, tradingBot.Positions, tradingBot.Signals.ToList(),
|
||||
withCandles ? candles : new List<Candle>())
|
||||
{
|
||||
FinalPnl = finalPnl,
|
||||
WinRate = winRate,
|
||||
GrowthPercentage = growthPercentage,
|
||||
HodlPercentage = hodlPercentage,
|
||||
Fees = fees,
|
||||
WalletBalances = tradingBot.WalletBalances.ToList(),
|
||||
Statistics = stats,
|
||||
IndicatorsValues = withCandles
|
||||
? AggregateValues(indicatorsValues, tradingBot.IndicatorsValues)
|
||||
: new Dictionary<IndicatorType, IndicatorsResultBase>(),
|
||||
Score = scoringResult.Score,
|
||||
ScoreMessage = scoringResult.GenerateSummaryMessage(),
|
||||
Id = Guid.NewGuid().ToString(),
|
||||
RequestId = finalRequestId,
|
||||
Metadata = metadata,
|
||||
StartDate = candles.FirstOrDefault()!.OpenTime,
|
||||
EndDate = candles.LastOrDefault()!.OpenTime,
|
||||
};
|
||||
|
||||
if (save && user != null)
|
||||
{
|
||||
_backtestRepository.InsertBacktestForUser(user, result);
|
||||
}
|
||||
|
||||
// Send notification if backtest meets criteria
|
||||
await SendBacktestNotificationIfCriteriaMet(result);
|
||||
|
||||
// Clean up the trading bot instance
|
||||
tradingBot.Stop();
|
||||
|
||||
// Convert Backtest to LightBacktest for safe Orleans serialization
|
||||
return ConvertToLightBacktest(result);
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Converts a Backtest to LightBacktest for safe Orleans serialization
|
||||
/// </summary>
|
||||
/// <param name="backtest">The full backtest to convert</param>
|
||||
/// <returns>A lightweight backtest suitable for Orleans serialization</returns>
|
||||
private LightBacktest ConvertToLightBacktest(Backtest backtest)
|
||||
{
|
||||
return new LightBacktest
|
||||
{
|
||||
Id = backtest.Id,
|
||||
Config = backtest.Config,
|
||||
FinalPnl = backtest.FinalPnl,
|
||||
WinRate = backtest.WinRate,
|
||||
GrowthPercentage = backtest.GrowthPercentage,
|
||||
HodlPercentage = backtest.HodlPercentage,
|
||||
StartDate = backtest.StartDate,
|
||||
EndDate = backtest.EndDate,
|
||||
MaxDrawdown = backtest.Statistics?.MaxDrawdown,
|
||||
Fees = backtest.Fees,
|
||||
SharpeRatio = (double?)backtest.Statistics?.SharpeRatio,
|
||||
Score = backtest.Score,
|
||||
ScoreMessage = backtest.ScoreMessage
|
||||
};
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Creates a TradingBotBase instance using composition for backtesting
|
||||
/// </summary>
|
||||
private async Task<TradingBotBase> CreateTradingBotInstance(TradingBotConfig config, User user = null)
|
||||
{
|
||||
// Validate configuration for backtesting
|
||||
if (config == null)
|
||||
{
|
||||
throw new InvalidOperationException("Bot configuration is not initialized");
|
||||
}
|
||||
|
||||
if (!config.IsForBacktest)
|
||||
{
|
||||
throw new InvalidOperationException("BacktestTradingBotGrain can only be used for backtesting");
|
||||
}
|
||||
|
||||
// Create the trading bot instance
|
||||
var logger = _scopeFactory.CreateScope().ServiceProvider.GetRequiredService<ILogger<TradingBotBase>>();
|
||||
var tradingBot = new TradingBotBase(logger, _scopeFactory, config);
|
||||
|
||||
// Set the user if available
|
||||
if (user != null)
|
||||
{
|
||||
tradingBot.User = user;
|
||||
}
|
||||
|
||||
return tradingBot;
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Sends notification if backtest meets criteria (following Backtester.cs pattern)
|
||||
/// </summary>
|
||||
private async Task SendBacktestNotificationIfCriteriaMet(Backtest backtest)
|
||||
{
|
||||
try
|
||||
{
|
||||
if (backtest.Score > 60)
|
||||
{
|
||||
// Note: In a real implementation, you would inject IMessengerService
|
||||
// For now, we'll just log the notification
|
||||
_logger.LogInformation("Backtest {BacktestId} scored {Score} - notification criteria met",
|
||||
backtest.Id, backtest.Score);
|
||||
}
|
||||
}
|
||||
catch (Exception ex)
|
||||
{
|
||||
_logger.LogError(ex, "Failed to send backtest notification for backtest {Id}", backtest.Id);
|
||||
}
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Aggregates indicator values (following Backtester.cs pattern)
|
||||
/// </summary>
|
||||
private Dictionary<IndicatorType, IndicatorsResultBase> AggregateValues(
|
||||
Dictionary<IndicatorType, IndicatorsResultBase> indicatorsValues,
|
||||
Dictionary<IndicatorType, IndicatorsResultBase> botStrategiesValues)
|
||||
{
|
||||
var result = new Dictionary<IndicatorType, IndicatorsResultBase>();
|
||||
foreach (var indicator in indicatorsValues)
|
||||
{
|
||||
result[indicator.Key] = indicator.Value;
|
||||
}
|
||||
|
||||
return result;
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Gets indicators values (following Backtester.cs pattern)
|
||||
/// </summary>
|
||||
private Dictionary<IndicatorType, IndicatorsResultBase> GetIndicatorsValues(List<Indicator> indicators,
|
||||
List<Candle> candles)
|
||||
{
|
||||
var indicatorsValues = new Dictionary<IndicatorType, IndicatorsResultBase>();
|
||||
var fixedCandles = new FixedSizeQueue<Candle>(10000);
|
||||
foreach (var candle in candles)
|
||||
{
|
||||
fixedCandles.Enqueue(candle);
|
||||
}
|
||||
|
||||
foreach (var indicator in indicators)
|
||||
{
|
||||
try
|
||||
{
|
||||
var s = ScenarioHelpers.BuildIndicator(indicator, 10000);
|
||||
s.Candles = fixedCandles;
|
||||
indicatorsValues[indicator.Type] = s.GetIndicatorValues();
|
||||
}
|
||||
catch (Exception e)
|
||||
{
|
||||
_logger.LogError(e, "Error building indicator {IndicatorType}", indicator.Type);
|
||||
}
|
||||
}
|
||||
|
||||
return indicatorsValues;
|
||||
}
|
||||
|
||||
public void Dispose()
|
||||
{
|
||||
if (!_isDisposed)
|
||||
{
|
||||
_isDisposed = true;
|
||||
}
|
||||
}
|
||||
|
||||
public Task<BacktestProgress> GetBacktestProgressAsync()
|
||||
{
|
||||
throw new NotImplementedException();
|
||||
}
|
||||
|
||||
public Task StartAsync()
|
||||
{
|
||||
throw new NotImplementedException();
|
||||
}
|
||||
|
||||
public Task StopAsync()
|
||||
{
|
||||
throw new NotImplementedException();
|
||||
}
|
||||
|
||||
public Task<BotStatus> GetStatusAsync()
|
||||
{
|
||||
throw new NotImplementedException();
|
||||
}
|
||||
|
||||
public Task<TradingBotConfig> GetConfigurationAsync()
|
||||
{
|
||||
throw new NotImplementedException();
|
||||
}
|
||||
|
||||
public Task<Position> OpenPositionManuallyAsync(TradeDirection direction)
|
||||
{
|
||||
throw new NotImplementedException();
|
||||
}
|
||||
|
||||
public Task ToggleIsForWatchOnlyAsync()
|
||||
{
|
||||
throw new NotImplementedException();
|
||||
}
|
||||
|
||||
public Task<TradingBotResponse> GetBotDataAsync()
|
||||
{
|
||||
throw new NotImplementedException();
|
||||
}
|
||||
|
||||
public Task LoadBackupAsync(BotBackup backup)
|
||||
{
|
||||
throw new NotImplementedException();
|
||||
}
|
||||
|
||||
public Task SaveBackupAsync()
|
||||
{
|
||||
throw new NotImplementedException();
|
||||
}
|
||||
|
||||
public Task<decimal> GetProfitAndLossAsync()
|
||||
{
|
||||
throw new NotImplementedException();
|
||||
}
|
||||
|
||||
public Task<int> GetWinRateAsync()
|
||||
{
|
||||
throw new NotImplementedException();
|
||||
}
|
||||
|
||||
public Task<long> GetExecutionCountAsync()
|
||||
{
|
||||
throw new NotImplementedException();
|
||||
}
|
||||
|
||||
public Task<DateTime> GetStartupTimeAsync()
|
||||
{
|
||||
throw new NotImplementedException();
|
||||
}
|
||||
|
||||
public Task<DateTime> GetCreateDateAsync()
|
||||
{
|
||||
throw new NotImplementedException();
|
||||
}
|
||||
}
|
||||
490
src/Managing.Application/Bots/Grains/LiveTradingBotGrain.cs
Normal file
490
src/Managing.Application/Bots/Grains/LiveTradingBotGrain.cs
Normal file
@@ -0,0 +1,490 @@
|
||||
using Managing.Application.Abstractions.Grains;
|
||||
using Managing.Application.Abstractions.Models;
|
||||
using Managing.Domain.Bots;
|
||||
using Managing.Domain.Trades;
|
||||
using Microsoft.Extensions.DependencyInjection;
|
||||
using Microsoft.Extensions.Logging;
|
||||
using static Managing.Common.Enums;
|
||||
|
||||
namespace Managing.Application.Bots.Grains;
|
||||
|
||||
/// <summary>
|
||||
/// Orleans grain for live trading bot operations.
|
||||
/// Uses composition with TradingBotBase to maintain separation of concerns.
|
||||
/// This grain handles live trading scenarios with real-time market data and execution.
|
||||
/// </summary>
|
||||
public class LiveTradingBotGrain : Grain<TradingBotGrainState>, ITradingBotGrain
|
||||
{
|
||||
private readonly ILogger<LiveTradingBotGrain> _logger;
|
||||
private readonly IServiceScopeFactory _scopeFactory;
|
||||
private TradingBotBase? _tradingBot;
|
||||
private IDisposable? _timer;
|
||||
private bool _isDisposed = false;
|
||||
|
||||
public LiveTradingBotGrain(
|
||||
ILogger<LiveTradingBotGrain> logger,
|
||||
IServiceScopeFactory scopeFactory)
|
||||
{
|
||||
_logger = logger;
|
||||
_scopeFactory = scopeFactory;
|
||||
}
|
||||
|
||||
public override async Task OnActivateAsync(CancellationToken cancellationToken)
|
||||
{
|
||||
await base.OnActivateAsync(cancellationToken);
|
||||
|
||||
_logger.LogInformation("LiveTradingBotGrain {GrainId} activated", this.GetPrimaryKey());
|
||||
|
||||
// Initialize the grain state if not already done
|
||||
if (!State.IsInitialized)
|
||||
{
|
||||
State.Identifier = this.GetPrimaryKey().ToString();
|
||||
State.CreateDate = DateTime.UtcNow;
|
||||
State.Status = BotStatus.Down;
|
||||
State.IsInitialized = true;
|
||||
await WriteStateAsync();
|
||||
}
|
||||
}
|
||||
|
||||
public override async Task OnDeactivateAsync(DeactivationReason reason, CancellationToken cancellationToken)
|
||||
{
|
||||
_logger.LogInformation("LiveTradingBotGrain {GrainId} deactivating. Reason: {Reason}",
|
||||
this.GetPrimaryKey(), reason.Description);
|
||||
|
||||
// Stop the timer and trading bot
|
||||
await StopAsync();
|
||||
|
||||
await base.OnDeactivateAsync(reason, cancellationToken);
|
||||
}
|
||||
|
||||
public async Task StartAsync()
|
||||
{
|
||||
try
|
||||
{
|
||||
if (State.Status == BotStatus.Up)
|
||||
{
|
||||
_logger.LogWarning("Bot {GrainId} is already running", this.GetPrimaryKey());
|
||||
return;
|
||||
}
|
||||
|
||||
if (State.Config == null || string.IsNullOrEmpty(State.Config.Name))
|
||||
{
|
||||
throw new InvalidOperationException("Bot configuration is not properly initialized");
|
||||
}
|
||||
|
||||
// Ensure this is not a backtest configuration
|
||||
if (State.Config.IsForBacktest)
|
||||
{
|
||||
throw new InvalidOperationException("LiveTradingBotGrain cannot be used for backtesting");
|
||||
}
|
||||
|
||||
// Create the TradingBotBase instance using composition
|
||||
_tradingBot = await CreateTradingBotInstance();
|
||||
|
||||
// Load backup if available
|
||||
if (State.User != null)
|
||||
{
|
||||
await LoadBackupFromState();
|
||||
}
|
||||
|
||||
// Start the trading bot
|
||||
_tradingBot.Start();
|
||||
|
||||
// Update state
|
||||
State.Status = BotStatus.Up;
|
||||
State.StartupTime = DateTime.UtcNow;
|
||||
await WriteStateAsync();
|
||||
|
||||
// Start Orleans timer for periodic execution
|
||||
StartTimer();
|
||||
|
||||
_logger.LogInformation("LiveTradingBotGrain {GrainId} started successfully", this.GetPrimaryKey());
|
||||
}
|
||||
catch (Exception ex)
|
||||
{
|
||||
_logger.LogError(ex, "Failed to start LiveTradingBotGrain {GrainId}", this.GetPrimaryKey());
|
||||
State.Status = BotStatus.Down;
|
||||
await WriteStateAsync();
|
||||
throw;
|
||||
}
|
||||
}
|
||||
|
||||
public async Task StopAsync()
|
||||
{
|
||||
try
|
||||
{
|
||||
// Stop the timer
|
||||
_timer?.Dispose();
|
||||
_timer = null;
|
||||
|
||||
// Stop the trading bot
|
||||
if (_tradingBot != null)
|
||||
{
|
||||
_tradingBot.Stop();
|
||||
|
||||
// Save backup before stopping
|
||||
await SaveBackupToState();
|
||||
|
||||
_tradingBot = null;
|
||||
}
|
||||
|
||||
// Update state
|
||||
State.Status = BotStatus.Down;
|
||||
await WriteStateAsync();
|
||||
|
||||
_logger.LogInformation("LiveTradingBotGrain {GrainId} stopped successfully", this.GetPrimaryKey());
|
||||
}
|
||||
catch (Exception ex)
|
||||
{
|
||||
_logger.LogError(ex, "Failed to stop LiveTradingBotGrain {GrainId}", this.GetPrimaryKey());
|
||||
throw;
|
||||
}
|
||||
}
|
||||
|
||||
public Task<BotStatus> GetStatusAsync()
|
||||
{
|
||||
return Task.FromResult(State.Status);
|
||||
}
|
||||
|
||||
public Task<TradingBotConfig> GetConfigurationAsync()
|
||||
{
|
||||
return Task.FromResult(State.Config);
|
||||
}
|
||||
|
||||
public async Task<bool> UpdateConfigurationAsync(TradingBotConfig newConfig)
|
||||
{
|
||||
try
|
||||
{
|
||||
if (_tradingBot == null)
|
||||
{
|
||||
throw new InvalidOperationException("Bot is not running");
|
||||
}
|
||||
|
||||
// Ensure this is not a backtest configuration
|
||||
if (newConfig.IsForBacktest)
|
||||
{
|
||||
throw new InvalidOperationException("LiveTradingBotGrain cannot be used for backtesting");
|
||||
}
|
||||
|
||||
// Update the configuration in the trading bot
|
||||
var success = await _tradingBot.UpdateConfiguration(newConfig);
|
||||
|
||||
if (success)
|
||||
{
|
||||
// Update the state
|
||||
State.Config = newConfig;
|
||||
await WriteStateAsync();
|
||||
}
|
||||
|
||||
return success;
|
||||
}
|
||||
catch (Exception ex)
|
||||
{
|
||||
_logger.LogError(ex, "Failed to update configuration for LiveTradingBotGrain {GrainId}", this.GetPrimaryKey());
|
||||
return false;
|
||||
}
|
||||
}
|
||||
|
||||
public async Task<Position> OpenPositionManuallyAsync(TradeDirection direction)
|
||||
{
|
||||
try
|
||||
{
|
||||
if (_tradingBot == null)
|
||||
{
|
||||
throw new InvalidOperationException("Bot is not running");
|
||||
}
|
||||
|
||||
return await _tradingBot.OpenPositionManually(direction);
|
||||
}
|
||||
catch (Exception ex)
|
||||
{
|
||||
_logger.LogError(ex, "Failed to open manual position for LiveTradingBotGrain {GrainId}", this.GetPrimaryKey());
|
||||
throw;
|
||||
}
|
||||
}
|
||||
|
||||
public async Task ToggleIsForWatchOnlyAsync()
|
||||
{
|
||||
try
|
||||
{
|
||||
if (_tradingBot == null)
|
||||
{
|
||||
throw new InvalidOperationException("Bot is not running");
|
||||
}
|
||||
|
||||
await _tradingBot.ToggleIsForWatchOnly();
|
||||
}
|
||||
catch (Exception ex)
|
||||
{
|
||||
_logger.LogError(ex, "Failed to toggle watch-only mode for LiveTradingBotGrain {GrainId}", this.GetPrimaryKey());
|
||||
throw;
|
||||
}
|
||||
}
|
||||
|
||||
public async Task<TradingBotResponse> GetBotDataAsync()
|
||||
{
|
||||
try
|
||||
{
|
||||
if (_tradingBot == null)
|
||||
{
|
||||
throw new InvalidOperationException("Bot is not running");
|
||||
}
|
||||
|
||||
return new TradingBotResponse
|
||||
{
|
||||
Identifier = State.Identifier,
|
||||
Name = State.Name,
|
||||
Status = State.Status,
|
||||
Config = State.Config,
|
||||
Positions = _tradingBot.Positions,
|
||||
Signals = _tradingBot.Signals.ToList(),
|
||||
WalletBalances = _tradingBot.WalletBalances,
|
||||
ProfitAndLoss = _tradingBot.GetProfitAndLoss(),
|
||||
WinRate = _tradingBot.GetWinRate(),
|
||||
ExecutionCount = _tradingBot.ExecutionCount,
|
||||
StartupTime = State.StartupTime,
|
||||
CreateDate = State.CreateDate
|
||||
};
|
||||
}
|
||||
catch (Exception ex)
|
||||
{
|
||||
_logger.LogError(ex, "Failed to get bot data for LiveTradingBotGrain {GrainId}", this.GetPrimaryKey());
|
||||
throw;
|
||||
}
|
||||
}
|
||||
|
||||
public async Task LoadBackupAsync(BotBackup backup)
|
||||
{
|
||||
try
|
||||
{
|
||||
if (_tradingBot == null)
|
||||
{
|
||||
throw new InvalidOperationException("Bot is not running");
|
||||
}
|
||||
|
||||
_tradingBot.LoadBackup(backup);
|
||||
|
||||
// Update state from backup
|
||||
State.User = backup.User;
|
||||
State.Identifier = backup.Identifier;
|
||||
State.Status = backup.LastStatus;
|
||||
State.CreateDate = backup.Data.CreateDate;
|
||||
State.StartupTime = backup.Data.StartupTime;
|
||||
await WriteStateAsync();
|
||||
|
||||
_logger.LogInformation("Backup loaded successfully for LiveTradingBotGrain {GrainId}", this.GetPrimaryKey());
|
||||
}
|
||||
catch (Exception ex)
|
||||
{
|
||||
_logger.LogError(ex, "Failed to load backup for LiveTradingBotGrain {GrainId}", this.GetPrimaryKey());
|
||||
throw;
|
||||
}
|
||||
}
|
||||
|
||||
public async Task SaveBackupAsync()
|
||||
{
|
||||
try
|
||||
{
|
||||
if (_tradingBot == null)
|
||||
{
|
||||
throw new InvalidOperationException("Bot is not running");
|
||||
}
|
||||
|
||||
await _tradingBot.SaveBackup();
|
||||
await SaveBackupToState();
|
||||
|
||||
_logger.LogInformation("Backup saved successfully for LiveTradingBotGrain {GrainId}", this.GetPrimaryKey());
|
||||
}
|
||||
catch (Exception ex)
|
||||
{
|
||||
_logger.LogError(ex, "Failed to save backup for LiveTradingBotGrain {GrainId}", this.GetPrimaryKey());
|
||||
throw;
|
||||
}
|
||||
}
|
||||
|
||||
public async Task<decimal> GetProfitAndLossAsync()
|
||||
{
|
||||
try
|
||||
{
|
||||
if (_tradingBot == null)
|
||||
{
|
||||
throw new InvalidOperationException("Bot is not running");
|
||||
}
|
||||
|
||||
return _tradingBot.GetProfitAndLoss();
|
||||
}
|
||||
catch (Exception ex)
|
||||
{
|
||||
_logger.LogError(ex, "Failed to get P&L for LiveTradingBotGrain {GrainId}", this.GetPrimaryKey());
|
||||
throw;
|
||||
}
|
||||
}
|
||||
|
||||
public async Task<int> GetWinRateAsync()
|
||||
{
|
||||
try
|
||||
{
|
||||
if (_tradingBot == null)
|
||||
{
|
||||
throw new InvalidOperationException("Bot is not running");
|
||||
}
|
||||
|
||||
return _tradingBot.GetWinRate();
|
||||
}
|
||||
catch (Exception ex)
|
||||
{
|
||||
_logger.LogError(ex, "Failed to get win rate for LiveTradingBotGrain {GrainId}", this.GetPrimaryKey());
|
||||
throw;
|
||||
}
|
||||
}
|
||||
|
||||
public Task<long> GetExecutionCountAsync()
|
||||
{
|
||||
return Task.FromResult(State.ExecutionCount);
|
||||
}
|
||||
|
||||
public Task<DateTime> GetStartupTimeAsync()
|
||||
{
|
||||
return Task.FromResult(State.StartupTime);
|
||||
}
|
||||
|
||||
public Task<DateTime> GetCreateDateAsync()
|
||||
{
|
||||
return Task.FromResult(State.CreateDate);
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Creates a TradingBotBase instance using composition
|
||||
/// </summary>
|
||||
private async Task<TradingBotBase> CreateTradingBotInstance()
|
||||
{
|
||||
// Validate configuration for live trading
|
||||
if (State.Config == null)
|
||||
{
|
||||
throw new InvalidOperationException("Bot configuration is not initialized");
|
||||
}
|
||||
|
||||
if (State.Config.IsForBacktest)
|
||||
{
|
||||
throw new InvalidOperationException("LiveTradingBotGrain cannot be used for backtesting");
|
||||
}
|
||||
|
||||
if (string.IsNullOrEmpty(State.Config.AccountName))
|
||||
{
|
||||
throw new InvalidOperationException("Account name is required for live trading");
|
||||
}
|
||||
|
||||
// Create the trading bot instance
|
||||
var logger = _scopeFactory.CreateScope().ServiceProvider.GetRequiredService<ILogger<TradingBotBase>>();
|
||||
var tradingBot = new TradingBotBase(logger, _scopeFactory, State.Config);
|
||||
|
||||
// Set the user if available
|
||||
if (State.User != null)
|
||||
{
|
||||
tradingBot.User = State.User;
|
||||
}
|
||||
|
||||
return tradingBot;
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Starts the Orleans timer for periodic bot execution
|
||||
/// </summary>
|
||||
private void StartTimer()
|
||||
{
|
||||
if (_tradingBot == null) return;
|
||||
|
||||
var interval = _tradingBot.Interval;
|
||||
_timer = RegisterTimer(
|
||||
async _ => await ExecuteBotCycle(),
|
||||
null,
|
||||
TimeSpan.FromMilliseconds(interval),
|
||||
TimeSpan.FromMilliseconds(interval));
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Executes one cycle of the trading bot
|
||||
/// </summary>
|
||||
private async Task ExecuteBotCycle()
|
||||
{
|
||||
try
|
||||
{
|
||||
if (_tradingBot == null || State.Status != BotStatus.Up)
|
||||
{
|
||||
return;
|
||||
}
|
||||
|
||||
// Execute the bot's Run method
|
||||
await _tradingBot.Run();
|
||||
|
||||
// Update execution count
|
||||
State.ExecutionCount++;
|
||||
|
||||
await SaveBackupToState();
|
||||
}
|
||||
catch (Exception ex)
|
||||
{
|
||||
_logger.LogError(ex, "Error during bot execution cycle for LiveTradingBotGrain {GrainId}", this.GetPrimaryKey());
|
||||
}
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Saves the current bot state to Orleans state storage
|
||||
/// </summary>
|
||||
private async Task SaveBackupToState()
|
||||
{
|
||||
if (_tradingBot == null) return;
|
||||
|
||||
try
|
||||
{
|
||||
// Sync state from TradingBotBase
|
||||
State.Config = _tradingBot.Config;
|
||||
State.Signals = _tradingBot.Signals;
|
||||
State.Positions = _tradingBot.Positions;
|
||||
State.WalletBalances = _tradingBot.WalletBalances;
|
||||
State.PreloadSince = _tradingBot.PreloadSince;
|
||||
State.PreloadedCandlesCount = _tradingBot.PreloadedCandlesCount;
|
||||
State.Interval = _tradingBot.Interval;
|
||||
State.MaxSignals = _tradingBot._maxSignals;
|
||||
State.LastBackupTime = DateTime.UtcNow;
|
||||
|
||||
await WriteStateAsync();
|
||||
}
|
||||
catch (Exception ex)
|
||||
{
|
||||
_logger.LogError(ex, "Failed to save state for LiveTradingBotGrain {GrainId}", this.GetPrimaryKey());
|
||||
}
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Loads bot state from Orleans state storage
|
||||
/// </summary>
|
||||
private async Task LoadBackupFromState()
|
||||
{
|
||||
if (_tradingBot == null) return;
|
||||
|
||||
try
|
||||
{
|
||||
// Sync state to TradingBotBase
|
||||
_tradingBot.Signals = State.Signals;
|
||||
_tradingBot.Positions = State.Positions;
|
||||
_tradingBot.WalletBalances = State.WalletBalances;
|
||||
_tradingBot.PreloadSince = State.PreloadSince;
|
||||
_tradingBot.PreloadedCandlesCount = State.PreloadedCandlesCount;
|
||||
_tradingBot.Config = State.Config;
|
||||
}
|
||||
catch (Exception ex)
|
||||
{
|
||||
_logger.LogError(ex, "Failed to load state for LiveTradingBotGrain {GrainId}", this.GetPrimaryKey());
|
||||
}
|
||||
}
|
||||
|
||||
public void Dispose()
|
||||
{
|
||||
if (!_isDisposed)
|
||||
{
|
||||
_timer?.Dispose();
|
||||
_isDisposed = true;
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -9,12 +9,12 @@ namespace Managing.Application.Bots
|
||||
{
|
||||
public class SimpleBot : Bot
|
||||
{
|
||||
public readonly ILogger<TradingBot> Logger;
|
||||
public readonly ILogger<TradingBotBase> Logger;
|
||||
private readonly IBotService _botService;
|
||||
private readonly IBackupBotService _backupBotService;
|
||||
private Workflow _workflow;
|
||||
|
||||
public SimpleBot(string name, ILogger<TradingBot> logger, Workflow workflow, IBotService botService,
|
||||
public SimpleBot(string name, ILogger<TradingBotBase> logger, Workflow workflow, IBotService botService,
|
||||
IBackupBotService backupBotService) :
|
||||
base(name)
|
||||
{
|
||||
|
||||
@@ -22,9 +22,9 @@ using static Managing.Common.Enums;
|
||||
|
||||
namespace Managing.Application.Bots;
|
||||
|
||||
public class TradingBot : Bot, ITradingBot
|
||||
public class TradingBotBase : Bot, ITradingBot
|
||||
{
|
||||
public readonly ILogger<TradingBot> Logger;
|
||||
public readonly ILogger<TradingBotBase> Logger;
|
||||
private readonly IServiceScopeFactory _scopeFactory;
|
||||
|
||||
public TradingBotConfig Config { get; set; }
|
||||
@@ -41,8 +41,8 @@ public class TradingBot : Bot, ITradingBot
|
||||
|
||||
public int _maxSignals = 10; // Maximum number of signals to keep in memory
|
||||
|
||||
public TradingBot(
|
||||
ILogger<TradingBot> logger,
|
||||
public TradingBotBase(
|
||||
ILogger<TradingBotBase> logger,
|
||||
IServiceScopeFactory scopeFactory,
|
||||
TradingBotConfig config
|
||||
)
|
||||
@@ -71,7 +71,9 @@ public class TradingBot : Bot, ITradingBot
|
||||
// Load indicators if scenario is provided in config
|
||||
if (Config.Scenario != null)
|
||||
{
|
||||
LoadIndicators(Config.Scenario);
|
||||
// Convert LightScenario to full Scenario for indicator loading
|
||||
var fullScenario = Config.Scenario.ToScenario();
|
||||
LoadIndicators(fullScenario);
|
||||
}
|
||||
else
|
||||
{
|
||||
@@ -151,8 +153,6 @@ public class TradingBot : Bot, ITradingBot
|
||||
}
|
||||
});
|
||||
}
|
||||
|
||||
|
||||
}
|
||||
|
||||
public async Task LoadAccount()
|
||||
@@ -185,8 +185,8 @@ public class TradingBot : Bot, ITradingBot
|
||||
}
|
||||
else
|
||||
{
|
||||
// Store the scenario in config and load indicators
|
||||
Config.Scenario = scenario;
|
||||
// Convert full Scenario to LightScenario for storage and load indicators
|
||||
Config.Scenario = LightScenario.FromScenario(scenario);
|
||||
LoadIndicators(ScenarioHelpers.GetIndicatorsFromScenario(scenario));
|
||||
|
||||
Logger.LogInformation($"Loaded scenario '{scenario.Name}' with {Indicators.Count} indicators");
|
||||
@@ -1594,6 +1594,9 @@ public class TradingBot : Bot, ITradingBot
|
||||
|
||||
public override async Task SaveBackup()
|
||||
{
|
||||
if (Config.IsForBacktest)
|
||||
return;
|
||||
|
||||
var data = new TradingBotBackup
|
||||
{
|
||||
Config = Config,
|
||||
@@ -1908,7 +1911,9 @@ public class TradingBot : Bot, ITradingBot
|
||||
{
|
||||
if (newConfig.Scenario != null)
|
||||
{
|
||||
LoadScenario(newConfig.Scenario);
|
||||
// Convert LightScenario to full Scenario for loading
|
||||
var fullScenario = newConfig.Scenario.ToScenario();
|
||||
LoadScenario(fullScenario);
|
||||
|
||||
// Compare indicators after scenario change
|
||||
var newIndicators = Indicators?.ToList() ?? new List<IIndicator>();
|
||||
@@ -2068,14 +2073,14 @@ public class TradingBot : Bot, ITradingBot
|
||||
}
|
||||
|
||||
var isInCooldown = positionClosingDate >= cooldownCandle.Date;
|
||||
|
||||
|
||||
if (isInCooldown)
|
||||
{
|
||||
var intervalMilliseconds = CandleExtensions.GetIntervalFromTimeframe(Config.Timeframe);
|
||||
var intervalMinutes = intervalMilliseconds / (1000.0 * 60.0); // Convert milliseconds to minutes
|
||||
var cooldownEndTime = cooldownCandle.Date.AddMinutes(intervalMinutes * Config.CooldownPeriod);
|
||||
var remainingTime = cooldownEndTime - DateTime.UtcNow;
|
||||
|
||||
|
||||
Logger.LogWarning(
|
||||
$"⏳ **Cooldown Period Active**\n" +
|
||||
$"Cannot open new positions\n" +
|
||||
117
src/Managing.Application/Bots/TradingBotGrainState.cs
Normal file
117
src/Managing.Application/Bots/TradingBotGrainState.cs
Normal file
@@ -0,0 +1,117 @@
|
||||
using Managing.Domain.Bots;
|
||||
using Managing.Domain.Trades;
|
||||
using Managing.Domain.Users;
|
||||
using static Managing.Common.Enums;
|
||||
|
||||
namespace Managing.Application.Bots;
|
||||
|
||||
/// <summary>
|
||||
/// Orleans grain state for TradingBot.
|
||||
/// This class represents the persistent state of a trading bot grain.
|
||||
/// All properties must be serializable for Orleans state management.
|
||||
/// </summary>
|
||||
[GenerateSerializer]
|
||||
public class TradingBotGrainState
|
||||
{
|
||||
/// <summary>
|
||||
/// The trading bot configuration
|
||||
/// </summary>
|
||||
[Id(0)]
|
||||
public TradingBotConfig Config { get; set; } = new();
|
||||
|
||||
/// <summary>
|
||||
/// Collection of trading signals generated by the bot
|
||||
/// </summary>
|
||||
[Id(1)]
|
||||
public HashSet<LightSignal> Signals { get; set; } = new();
|
||||
|
||||
/// <summary>
|
||||
/// List of trading positions opened by the bot
|
||||
/// </summary>
|
||||
[Id(2)]
|
||||
public List<Position> Positions { get; set; } = new();
|
||||
|
||||
/// <summary>
|
||||
/// Historical wallet balances tracked over time
|
||||
/// </summary>
|
||||
[Id(3)]
|
||||
public Dictionary<DateTime, decimal> WalletBalances { get; set; } = new();
|
||||
|
||||
/// <summary>
|
||||
/// Current status of the bot (Running, Stopped, etc.)
|
||||
/// </summary>
|
||||
[Id(4)]
|
||||
public BotStatus Status { get; set; } = BotStatus.Down;
|
||||
|
||||
/// <summary>
|
||||
/// When the bot was started
|
||||
/// </summary>
|
||||
[Id(5)]
|
||||
public DateTime StartupTime { get; set; } = DateTime.UtcNow;
|
||||
|
||||
/// <summary>
|
||||
/// When the bot was created
|
||||
/// </summary>
|
||||
[Id(6)]
|
||||
public DateTime CreateDate { get; set; } = DateTime.UtcNow;
|
||||
|
||||
/// <summary>
|
||||
/// The user who owns this bot
|
||||
/// </summary>
|
||||
[Id(7)]
|
||||
public User User { get; set; }
|
||||
|
||||
/// <summary>
|
||||
/// Bot execution counter
|
||||
/// </summary>
|
||||
[Id(8)]
|
||||
public long ExecutionCount { get; set; } = 0;
|
||||
|
||||
/// <summary>
|
||||
/// Bot identifier/name
|
||||
/// </summary>
|
||||
[Id(9)]
|
||||
public string Identifier { get; set; } = string.Empty;
|
||||
|
||||
/// <summary>
|
||||
/// Bot display name
|
||||
/// </summary>
|
||||
[Id(10)]
|
||||
public string Name { get; set; } = string.Empty;
|
||||
|
||||
/// <summary>
|
||||
/// Preload start date for candles
|
||||
/// </summary>
|
||||
[Id(11)]
|
||||
public DateTime PreloadSince { get; set; } = DateTime.UtcNow;
|
||||
|
||||
/// <summary>
|
||||
/// Number of preloaded candles
|
||||
/// </summary>
|
||||
[Id(12)]
|
||||
public int PreloadedCandlesCount { get; set; } = 0;
|
||||
|
||||
/// <summary>
|
||||
/// Timer interval for bot execution
|
||||
/// </summary>
|
||||
[Id(13)]
|
||||
public int Interval { get; set; } = 60000; // Default 1 minute
|
||||
|
||||
/// <summary>
|
||||
/// Maximum number of signals to keep in memory
|
||||
/// </summary>
|
||||
[Id(14)]
|
||||
public int MaxSignals { get; set; } = 10;
|
||||
|
||||
/// <summary>
|
||||
/// Indicates if the bot has been initialized
|
||||
/// </summary>
|
||||
[Id(15)]
|
||||
public bool IsInitialized { get; set; } = false;
|
||||
|
||||
/// <summary>
|
||||
/// Last time the bot state was persisted
|
||||
/// </summary>
|
||||
[Id(16)]
|
||||
public DateTime LastBackupTime { get; set; } = DateTime.UtcNow;
|
||||
}
|
||||
@@ -776,7 +776,7 @@ public class TradingBotChromosome : ChromosomeBase
|
||||
UseForPositionSizing = false,
|
||||
UseForSignalFiltering = false,
|
||||
UseForDynamicStopLoss = false,
|
||||
Scenario = scenario,
|
||||
Scenario = LightScenario.FromScenario(scenario),
|
||||
MoneyManagement = mm,
|
||||
RiskManagement = new RiskManagement
|
||||
{
|
||||
@@ -915,7 +915,7 @@ public class TradingBotFitness : IFitness
|
||||
var currentGeneration = _geneticAlgorithm?.GenerationsNumber ?? 0;
|
||||
|
||||
// Run backtest using scoped service to avoid DbContext concurrency issues
|
||||
var backtest = ServiceScopeHelpers.WithScopedService<IBacktester, Backtest>(
|
||||
var lightBacktest = ServiceScopeHelpers.WithScopedService<IBacktester, LightBacktest>(
|
||||
_serviceScopeFactory,
|
||||
backtester => backtester.RunTradingBotBacktest(
|
||||
config,
|
||||
@@ -933,7 +933,7 @@ public class TradingBotFitness : IFitness
|
||||
).Result;
|
||||
|
||||
// Calculate multi-objective fitness based on backtest results
|
||||
var fitness = CalculateFitness(backtest, config);
|
||||
var fitness = CalculateFitness(lightBacktest, config);
|
||||
|
||||
return fitness;
|
||||
}
|
||||
@@ -945,13 +945,13 @@ public class TradingBotFitness : IFitness
|
||||
}
|
||||
}
|
||||
|
||||
private double CalculateFitness(Backtest backtest, TradingBotConfig config)
|
||||
private double CalculateFitness(LightBacktest lightBacktest, TradingBotConfig config)
|
||||
{
|
||||
if (backtest == null || backtest.Statistics == null)
|
||||
if (lightBacktest == null)
|
||||
return 0.1;
|
||||
|
||||
// Calculate base fitness from backtest score
|
||||
var baseFitness = backtest.Score;
|
||||
var baseFitness = lightBacktest.Score;
|
||||
|
||||
// Return base fitness (no penalty for now)
|
||||
return baseFitness;
|
||||
|
||||
@@ -4,6 +4,7 @@ using Managing.Application.Abstractions.Repositories;
|
||||
using Managing.Application.Abstractions.Services;
|
||||
using Managing.Application.Bots;
|
||||
using Managing.Domain.Bots;
|
||||
using Managing.Domain.Scenarios;
|
||||
using Managing.Domain.Users;
|
||||
using Managing.Domain.Workflows;
|
||||
using Microsoft.Extensions.DependencyInjection;
|
||||
@@ -18,20 +19,21 @@ namespace Managing.Application.ManageBot
|
||||
private readonly IExchangeService _exchangeService;
|
||||
private readonly IMessengerService _messengerService;
|
||||
private readonly IAccountService _accountService;
|
||||
private readonly ILogger<TradingBot> _tradingBotLogger;
|
||||
private readonly ILogger<TradingBotBase> _tradingBotLogger;
|
||||
private readonly ITradingService _tradingService;
|
||||
private readonly IMoneyManagementService _moneyManagementService;
|
||||
private readonly IUserService _userService;
|
||||
private readonly IBackupBotService _backupBotService;
|
||||
private readonly IServiceScopeFactory _scopeFactory;
|
||||
private readonly IGrainFactory _grainFactory;
|
||||
|
||||
private ConcurrentDictionary<string, BotTaskWrapper> _botTasks =
|
||||
new ConcurrentDictionary<string, BotTaskWrapper>();
|
||||
|
||||
public BotService(IBotRepository botRepository, IExchangeService exchangeService,
|
||||
IMessengerService messengerService, IAccountService accountService, ILogger<TradingBot> tradingBotLogger,
|
||||
IMessengerService messengerService, IAccountService accountService, ILogger<TradingBotBase> tradingBotLogger,
|
||||
ITradingService tradingService, IMoneyManagementService moneyManagementService, IUserService userService,
|
||||
IBackupBotService backupBotService, IServiceScopeFactory scopeFactory)
|
||||
IBackupBotService backupBotService, IServiceScopeFactory scopeFactory, IGrainFactory grainFactory)
|
||||
{
|
||||
_botRepository = botRepository;
|
||||
_exchangeService = exchangeService;
|
||||
@@ -43,26 +45,26 @@ namespace Managing.Application.ManageBot
|
||||
_userService = userService;
|
||||
_backupBotService = backupBotService;
|
||||
_scopeFactory = scopeFactory;
|
||||
_grainFactory = grainFactory;
|
||||
}
|
||||
|
||||
public class BotTaskWrapper
|
||||
{
|
||||
public Task Task { get; private set; }
|
||||
public Type BotType { get; private set; }
|
||||
public object BotInstance { get; private set; } // Add this line
|
||||
public object BotInstance { get; private set; }
|
||||
|
||||
public BotTaskWrapper(Task task, Type botType, object botInstance) // Update constructor
|
||||
public BotTaskWrapper(Task task, Type botType, object botInstance)
|
||||
{
|
||||
Task = task;
|
||||
BotType = botType;
|
||||
BotInstance = botInstance; // Set the bot instance
|
||||
BotInstance = botInstance;
|
||||
}
|
||||
}
|
||||
|
||||
public void AddSimpleBotToCache(IBot bot)
|
||||
{
|
||||
var botTask =
|
||||
new BotTaskWrapper(Task.Run(() => bot.Start()), bot.GetType(), bot); // Pass bot as the instance
|
||||
var botTask = new BotTaskWrapper(Task.Run(() => bot.Start()), bot.GetType(), bot);
|
||||
_botTasks.AddOrUpdate(bot.Identifier, botTask, (key, existingVal) => botTask);
|
||||
}
|
||||
|
||||
@@ -72,24 +74,34 @@ namespace Managing.Application.ManageBot
|
||||
_botTasks.AddOrUpdate(bot.Identifier, botTask, (key, existingVal) => botTask);
|
||||
}
|
||||
|
||||
|
||||
private async Task InitBot(ITradingBot bot, BotBackup backupBot)
|
||||
{
|
||||
var user = await _userService.GetUser(backupBot.User.Name);
|
||||
bot.User = user;
|
||||
// Config is already set correctly from backup data, so we only need to restore signals, positions, etc.
|
||||
bot.LoadBackup(backupBot);
|
||||
try
|
||||
{
|
||||
var user = await _userService.GetUser(backupBot.User.Name);
|
||||
bot.User = user;
|
||||
|
||||
// Load backup data into the bot
|
||||
bot.LoadBackup(backupBot);
|
||||
|
||||
// Only start the bot if the backup status is Up
|
||||
if (backupBot.LastStatus == BotStatus.Up)
|
||||
{
|
||||
// Start the bot asynchronously without waiting for completion
|
||||
_ = Task.Run(() => bot.Start());
|
||||
// Only start the bot if the backup status is Up
|
||||
if (backupBot.LastStatus == BotStatus.Up)
|
||||
{
|
||||
// Start the bot asynchronously without waiting for completion
|
||||
_ = Task.Run(() => bot.Start());
|
||||
}
|
||||
else
|
||||
{
|
||||
// Keep the bot in Down status if it was originally Down
|
||||
bot.Stop();
|
||||
}
|
||||
}
|
||||
else
|
||||
catch (Exception ex)
|
||||
{
|
||||
// Keep the bot in Down status if it was originally Down
|
||||
_tradingBotLogger.LogError(ex, "Error initializing bot {Identifier} from backup", backupBot.Identifier);
|
||||
// Ensure the bot is stopped if initialization fails
|
||||
bot.Stop();
|
||||
throw;
|
||||
}
|
||||
}
|
||||
|
||||
@@ -137,7 +149,7 @@ namespace Managing.Application.ManageBot
|
||||
var scenario = await _tradingService.GetScenarioByNameAsync(scalpingConfig.ScenarioName);
|
||||
if (scenario != null)
|
||||
{
|
||||
scalpingConfig.Scenario = scenario;
|
||||
scalpingConfig.Scenario = LightScenario.FromScenario(scenario);
|
||||
}
|
||||
else
|
||||
{
|
||||
@@ -155,6 +167,10 @@ namespace Managing.Application.ManageBot
|
||||
// Ensure critical properties are set correctly for restored bots
|
||||
scalpingConfig.IsForBacktest = false;
|
||||
|
||||
// IMPORTANT: Save the backup to database BEFORE creating the Orleans grain
|
||||
// This ensures the backup exists when the grain tries to serialize it
|
||||
await SaveOrUpdateBotBackup(backupBot.User, backupBot.Identifier, backupBot.LastStatus, backupBot.Data);
|
||||
|
||||
bot = await CreateTradingBot(scalpingConfig);
|
||||
botTask = Task.Run(() => InitBot((ITradingBot)bot, backupBot));
|
||||
|
||||
@@ -206,7 +222,7 @@ namespace Managing.Application.ManageBot
|
||||
if (botWrapper.BotInstance is IBot bot)
|
||||
{
|
||||
await Task.Run(() =>
|
||||
bot.Stop()); // Assuming Stop is an asynchronous process wrapped in Task.Run for synchronous methods
|
||||
bot.Stop());
|
||||
|
||||
var stopMessage = $"🛑 **Bot Stopped**\n\n" +
|
||||
$"🎯 **Agent:** {bot.User.AgentName}\n" +
|
||||
@@ -231,7 +247,7 @@ namespace Managing.Application.ManageBot
|
||||
if (botWrapper.BotInstance is IBot bot)
|
||||
{
|
||||
await Task.Run(() =>
|
||||
bot.Stop()); // Assuming Stop is an asynchronous process wrapped in Task.Run for synchronous methods
|
||||
bot.Stop());
|
||||
|
||||
var deleteMessage = $"🗑️ **Bot Deleted**\n\n" +
|
||||
$"🎯 **Agent:** {bot.User.AgentName}\n" +
|
||||
@@ -306,7 +322,7 @@ namespace Managing.Application.ManageBot
|
||||
public async Task<bool> UpdateBotConfiguration(string identifier, TradingBotConfig newConfig)
|
||||
{
|
||||
if (_botTasks.TryGetValue(identifier, out var botTaskWrapper) &&
|
||||
botTaskWrapper.BotInstance is TradingBot tradingBot)
|
||||
botTaskWrapper.BotInstance is TradingBotBase tradingBot)
|
||||
{
|
||||
// Ensure the scenario is properly loaded from database if needed
|
||||
if (newConfig.Scenario == null && !string.IsNullOrEmpty(newConfig.ScenarioName))
|
||||
@@ -314,7 +330,7 @@ namespace Managing.Application.ManageBot
|
||||
var scenario = await _tradingService.GetScenarioByNameAsync(newConfig.ScenarioName);
|
||||
if (scenario != null)
|
||||
{
|
||||
newConfig.Scenario = scenario;
|
||||
newConfig.Scenario = LightScenario.FromScenario(scenario);
|
||||
}
|
||||
else
|
||||
{
|
||||
@@ -370,7 +386,6 @@ namespace Managing.Application.ManageBot
|
||||
return false;
|
||||
}
|
||||
|
||||
|
||||
public async Task<ITradingBot> CreateTradingBot(TradingBotConfig config)
|
||||
{
|
||||
// Ensure the scenario is properly loaded from database if needed
|
||||
@@ -379,7 +394,7 @@ namespace Managing.Application.ManageBot
|
||||
var scenario = await _tradingService.GetScenarioByNameAsync(config.ScenarioName);
|
||||
if (scenario != null)
|
||||
{
|
||||
config.Scenario = scenario;
|
||||
config.Scenario = LightScenario.FromScenario(scenario);
|
||||
}
|
||||
else
|
||||
{
|
||||
@@ -392,7 +407,15 @@ namespace Managing.Application.ManageBot
|
||||
throw new ArgumentException("Scenario object must be provided or ScenarioName must be valid");
|
||||
}
|
||||
|
||||
return new TradingBot(_tradingBotLogger, _scopeFactory, config);
|
||||
// For now, use TradingBot for both live trading and backtesting
|
||||
// TODO: Implement Orleans grain for live trading when ready
|
||||
if (!config.IsForBacktest)
|
||||
{
|
||||
// Ensure critical properties are set correctly for live trading
|
||||
config.IsForBacktest = false;
|
||||
}
|
||||
|
||||
return new TradingBotBase(_tradingBotLogger, _scopeFactory, config);
|
||||
}
|
||||
|
||||
public async Task<ITradingBot> CreateBacktestTradingBot(TradingBotConfig config)
|
||||
@@ -403,7 +426,7 @@ namespace Managing.Application.ManageBot
|
||||
var scenario = await _tradingService.GetScenarioByNameAsync(config.ScenarioName);
|
||||
if (scenario != null)
|
||||
{
|
||||
config.Scenario = scenario;
|
||||
config.Scenario = LightScenario.FromScenario(scenario);
|
||||
}
|
||||
else
|
||||
{
|
||||
@@ -417,109 +440,7 @@ namespace Managing.Application.ManageBot
|
||||
}
|
||||
|
||||
config.IsForBacktest = true;
|
||||
return new TradingBot(_tradingBotLogger, _scopeFactory, config);
|
||||
}
|
||||
|
||||
public async Task<ITradingBot> CreateScalpingBot(TradingBotConfig config)
|
||||
{
|
||||
// Ensure the scenario is properly loaded from database if needed
|
||||
if (config.Scenario == null && !string.IsNullOrEmpty(config.ScenarioName))
|
||||
{
|
||||
var scenario = await _tradingService.GetScenarioByNameAsync(config.ScenarioName);
|
||||
if (scenario != null)
|
||||
{
|
||||
config.Scenario = scenario;
|
||||
}
|
||||
else
|
||||
{
|
||||
throw new ArgumentException($"Scenario '{config.ScenarioName}' not found in database");
|
||||
}
|
||||
}
|
||||
|
||||
if (config.Scenario == null)
|
||||
{
|
||||
throw new ArgumentException("Scenario object must be provided or ScenarioName must be valid");
|
||||
}
|
||||
|
||||
config.FlipPosition = false;
|
||||
return new TradingBot(_tradingBotLogger, _scopeFactory, config);
|
||||
}
|
||||
|
||||
public async Task<ITradingBot> CreateBacktestScalpingBot(TradingBotConfig config)
|
||||
{
|
||||
// Ensure the scenario is properly loaded from database if needed
|
||||
if (config.Scenario == null && !string.IsNullOrEmpty(config.ScenarioName))
|
||||
{
|
||||
var scenario = await _tradingService.GetScenarioByNameAsync(config.ScenarioName);
|
||||
if (scenario != null)
|
||||
{
|
||||
config.Scenario = scenario;
|
||||
}
|
||||
else
|
||||
{
|
||||
throw new ArgumentException($"Scenario '{config.ScenarioName}' not found in database");
|
||||
}
|
||||
}
|
||||
|
||||
if (config.Scenario == null)
|
||||
{
|
||||
throw new ArgumentException("Scenario object must be provided or ScenarioName must be valid");
|
||||
}
|
||||
|
||||
config.IsForBacktest = true;
|
||||
config.FlipPosition = false;
|
||||
return new TradingBot(_tradingBotLogger, _scopeFactory, config);
|
||||
}
|
||||
|
||||
public async Task<ITradingBot> CreateFlippingBot(TradingBotConfig config)
|
||||
{
|
||||
// Ensure the scenario is properly loaded from database if needed
|
||||
if (config.Scenario == null && !string.IsNullOrEmpty(config.ScenarioName))
|
||||
{
|
||||
var scenario = await _tradingService.GetScenarioByNameAsync(config.ScenarioName);
|
||||
if (scenario != null)
|
||||
{
|
||||
config.Scenario = scenario;
|
||||
}
|
||||
else
|
||||
{
|
||||
throw new ArgumentException($"Scenario '{config.ScenarioName}' not found in database");
|
||||
}
|
||||
}
|
||||
|
||||
if (config.Scenario == null)
|
||||
{
|
||||
throw new ArgumentException("Scenario object must be provided or ScenarioName must be valid");
|
||||
}
|
||||
|
||||
config.FlipPosition = true;
|
||||
return new TradingBot(_tradingBotLogger, _scopeFactory, config);
|
||||
}
|
||||
|
||||
public async Task<ITradingBot> CreateBacktestFlippingBot(TradingBotConfig config)
|
||||
{
|
||||
// Ensure the scenario is properly loaded from database if needed
|
||||
if (config.Scenario == null && !string.IsNullOrEmpty(config.ScenarioName))
|
||||
{
|
||||
var scenario = await _tradingService.GetScenarioByNameAsync(config.ScenarioName);
|
||||
if (scenario != null)
|
||||
{
|
||||
config.Scenario = scenario;
|
||||
}
|
||||
else
|
||||
{
|
||||
throw new ArgumentException($"Scenario '{config.ScenarioName}' not found in database");
|
||||
}
|
||||
}
|
||||
|
||||
if (config.Scenario == null)
|
||||
{
|
||||
throw new ArgumentException("Scenario object must be provided or ScenarioName must be valid");
|
||||
}
|
||||
|
||||
config.IsForBacktest = true;
|
||||
config.FlipPosition = true;
|
||||
return new TradingBot(_tradingBotLogger, _scopeFactory, config);
|
||||
return new TradingBotBase(_tradingBotLogger, _scopeFactory, config);
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -46,7 +46,7 @@ public class LoadBackupBotCommandHandler : IRequestHandler<LoadBackupBotCommand,
|
||||
|
||||
// Try to get the active bot multiple times to ensure it's properly started
|
||||
int attempts = 0;
|
||||
const int maxAttempts = 5;
|
||||
const int maxAttempts = 2;
|
||||
|
||||
while (attempts < maxAttempts)
|
||||
{
|
||||
@@ -58,7 +58,8 @@ public class LoadBackupBotCommandHandler : IRequestHandler<LoadBackupBotCommand,
|
||||
if (backupBot.LastStatus == BotStatus.Down)
|
||||
{
|
||||
result[activeBot.Identifier] = BotStatus.Down;
|
||||
_logger.LogInformation("Backup bot {Identifier} loaded but kept in Down status as it was originally Down.",
|
||||
_logger.LogInformation(
|
||||
"Backup bot {Identifier} loaded but kept in Down status as it was originally Down.",
|
||||
backupBot.Identifier);
|
||||
}
|
||||
else
|
||||
@@ -68,6 +69,7 @@ public class LoadBackupBotCommandHandler : IRequestHandler<LoadBackupBotCommand,
|
||||
_logger.LogInformation("Backup bot {Identifier} started successfully.",
|
||||
backupBot.Identifier);
|
||||
}
|
||||
|
||||
break;
|
||||
}
|
||||
|
||||
|
||||
@@ -7,29 +7,31 @@
|
||||
</PropertyGroup>
|
||||
|
||||
<ItemGroup>
|
||||
<Compile Remove="MoneyManagements\Abstractions\**"/>
|
||||
<EmbeddedResource Remove="MoneyManagements\Abstractions\**"/>
|
||||
<None Remove="MoneyManagements\Abstractions\**"/>
|
||||
<Compile Remove="MoneyManagements\Abstractions\**" />
|
||||
<EmbeddedResource Remove="MoneyManagements\Abstractions\**" />
|
||||
<None Remove="MoneyManagements\Abstractions\**" />
|
||||
</ItemGroup>
|
||||
|
||||
<ItemGroup>
|
||||
<PackageReference Include="FluentValidation" Version="11.9.1"/>
|
||||
<PackageReference Include="GeneticSharp" Version="3.1.4"/>
|
||||
<PackageReference Include="MediatR" Version="12.2.0"/>
|
||||
<PackageReference Include="MediatR.Extensions.Microsoft.DependencyInjection" Version="11.1.0"/>
|
||||
<PackageReference Include="Microsoft.AspNetCore.SignalR.Core" Version="1.1.0"/>
|
||||
<PackageReference Include="Microsoft.Extensions.Configuration" Version="8.0.0"/>
|
||||
<PackageReference Include="Microsoft.Extensions.Configuration.Abstractions" Version="8.0.0"/>
|
||||
<PackageReference Include="Microsoft.Extensions.Logging" Version="8.0.1"/>
|
||||
<PackageReference Include="Polly" Version="8.4.0"/>
|
||||
<PackageReference Include="Skender.Stock.Indicators" Version="2.5.0"/>
|
||||
<PackageReference Include="FluentValidation" Version="11.9.1" />
|
||||
<PackageReference Include="GeneticSharp" Version="3.1.4" />
|
||||
<PackageReference Include="MediatR" Version="12.2.0" />
|
||||
<PackageReference Include="MediatR.Extensions.Microsoft.DependencyInjection" Version="11.1.0" />
|
||||
<PackageReference Include="Microsoft.AspNetCore.SignalR.Core" Version="1.1.0" />
|
||||
<PackageReference Include="Microsoft.Extensions.Configuration" Version="8.0.0" />
|
||||
<PackageReference Include="Microsoft.Extensions.Configuration.Abstractions" Version="8.0.0" />
|
||||
<PackageReference Include="Microsoft.Extensions.Logging" Version="8.0.1" />
|
||||
<PackageReference Include="Microsoft.Orleans.Client" Version="9.2.1" />
|
||||
<PackageReference Include="Microsoft.Orleans.Core.Abstractions" Version="9.2.1" />
|
||||
<PackageReference Include="Polly" Version="8.4.0" />
|
||||
<PackageReference Include="Skender.Stock.Indicators" Version="2.5.0" />
|
||||
</ItemGroup>
|
||||
|
||||
<ItemGroup>
|
||||
<ProjectReference Include="..\Managing.Application.Abstractions\Managing.Application.Abstractions.csproj"/>
|
||||
<ProjectReference Include="..\Managing.Common\Managing.Common.csproj"/>
|
||||
<ProjectReference Include="..\Managing.Domain\Managing.Domain.csproj"/>
|
||||
<ProjectReference Include="..\Managing.Infrastructure.Database\Managing.Infrastructure.Databases.csproj"/>
|
||||
<ProjectReference Include="..\Managing.Application.Abstractions\Managing.Application.Abstractions.csproj" />
|
||||
<ProjectReference Include="..\Managing.Common\Managing.Common.csproj" />
|
||||
<ProjectReference Include="..\Managing.Domain\Managing.Domain.csproj" />
|
||||
<ProjectReference Include="..\Managing.Infrastructure.Database\Managing.Infrastructure.Databases.csproj" />
|
||||
</ItemGroup>
|
||||
|
||||
</Project>
|
||||
|
||||
@@ -302,5 +302,16 @@ namespace Managing.Application.Scenarios
|
||||
|
||||
return result;
|
||||
}
|
||||
|
||||
public async Task<Scenario> GetScenarioByNameAndUserAsync(string scenarioName, User user)
|
||||
{
|
||||
var scenario = await _tradingService.GetScenarioByNameAsync(scenarioName);
|
||||
if (scenario == null)
|
||||
{
|
||||
throw new InvalidOperationException($"Scenario {scenarioName} not found for user {user.Name}");
|
||||
}
|
||||
|
||||
return scenario;
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -42,6 +42,8 @@ using MediatR;
|
||||
using Microsoft.AspNetCore.Hosting;
|
||||
using Microsoft.Extensions.Configuration;
|
||||
using Microsoft.Extensions.DependencyInjection;
|
||||
using Microsoft.Extensions.Hosting;
|
||||
using Microsoft.Extensions.Logging;
|
||||
using Microsoft.Extensions.Options;
|
||||
|
||||
namespace Managing.Bootstrap;
|
||||
@@ -60,9 +62,62 @@ public static class ApiBootstrap
|
||||
.AddInfrastructure(configuration)
|
||||
.AddWorkers(configuration)
|
||||
.AddFluentValidation()
|
||||
.AddMediatR();
|
||||
.AddMediatR()
|
||||
;
|
||||
}
|
||||
|
||||
// Note: IClusterClient is automatically available in co-hosting scenarios
|
||||
// through IGrainFactory. Services should inject IGrainFactory instead of IClusterClient
|
||||
// to avoid circular dependency issues during DI container construction.
|
||||
|
||||
public static IHostBuilder ConfigureOrleans(this IHostBuilder hostBuilder, IConfiguration configuration,
|
||||
bool isProduction)
|
||||
{
|
||||
var postgreSqlConnectionString = configuration.GetSection("Databases:PostgreSql")["ConnectionString"];
|
||||
|
||||
return hostBuilder.UseOrleans(siloBuilder =>
|
||||
{
|
||||
// Configure clustering
|
||||
if (isProduction && !string.IsNullOrEmpty(postgreSqlConnectionString))
|
||||
{
|
||||
// Production clustering configuration
|
||||
siloBuilder
|
||||
.UseAdoNetClustering(options =>
|
||||
{
|
||||
options.ConnectionString = postgreSqlConnectionString;
|
||||
options.Invariant = "Npgsql";
|
||||
})
|
||||
.UseAdoNetReminderService(options =>
|
||||
{
|
||||
options.ConnectionString = postgreSqlConnectionString;
|
||||
options.Invariant = "Npgsql";
|
||||
});
|
||||
}
|
||||
else
|
||||
{
|
||||
// Development clustering configuration
|
||||
siloBuilder.UseLocalhostClustering();
|
||||
}
|
||||
|
||||
siloBuilder
|
||||
.ConfigureLogging(logging => logging.SetMinimumLevel(LogLevel.Information))
|
||||
.UseDashboard(options => { })
|
||||
.AddMemoryGrainStorageAsDefault()
|
||||
.ConfigureServices(services =>
|
||||
{
|
||||
// Register existing services for Orleans DI
|
||||
// These will be available to grains through dependency injection
|
||||
services.AddTransient<IExchangeService, ExchangeService>();
|
||||
services.AddTransient<IAccountService, AccountService>();
|
||||
services.AddTransient<ITradingService, TradingService>();
|
||||
services.AddTransient<IMessengerService, MessengerService>();
|
||||
services.AddTransient<IBackupBotService, BackupBotService>();
|
||||
});
|
||||
})
|
||||
;
|
||||
}
|
||||
|
||||
|
||||
private static IServiceCollection AddApplication(this IServiceCollection services)
|
||||
{
|
||||
services.AddScoped<ITradingService, TradingService>();
|
||||
|
||||
@@ -7,22 +7,28 @@
|
||||
</PropertyGroup>
|
||||
|
||||
<ItemGroup>
|
||||
<PackageReference Include="FluentValidation.DependencyInjectionExtensions" Version="11.9.1"/>
|
||||
<PackageReference Include="MediatR" Version="12.2.0"/>
|
||||
<PackageReference Include="MediatR.Extensions.Microsoft.DependencyInjection" Version="11.1.0"/>
|
||||
<PackageReference Include="Microsoft.AspNetCore.Hosting.Abstractions" Version="2.2.0"/>
|
||||
<PackageReference Include="Microsoft.Extensions.Configuration.Abstractions" Version="8.0.0"/>
|
||||
<PackageReference Include="Microsoft.Extensions.DependencyInjection.Abstractions" Version="9.0.0"/>
|
||||
<PackageReference Include="FluentValidation.DependencyInjectionExtensions" Version="11.9.1" />
|
||||
<PackageReference Include="MediatR" Version="12.2.0" />
|
||||
<PackageReference Include="MediatR.Extensions.Microsoft.DependencyInjection" Version="11.1.0" />
|
||||
<PackageReference Include="Microsoft.AspNetCore.Hosting.Abstractions" Version="2.2.0" />
|
||||
<PackageReference Include="Microsoft.Extensions.Configuration.Abstractions" Version="9.0.7" />
|
||||
<PackageReference Include="Microsoft.Extensions.DependencyInjection.Abstractions" Version="9.0.7" />
|
||||
<PackageReference Include="Microsoft.Extensions.Logging.Console" Version="9.0.7" />
|
||||
<PackageReference Include="Microsoft.Orleans.Client" Version="9.2.1" />
|
||||
<PackageReference Include="Microsoft.Orleans.Clustering.AdoNet" Version="9.2.1" />
|
||||
<PackageReference Include="Microsoft.Orleans.Reminders.AdoNet" Version="9.2.1" />
|
||||
<PackageReference Include="Microsoft.Orleans.Server" Version="9.2.1" />
|
||||
<PackageReference Include="OrleansDashboard" Version="8.2.0" />
|
||||
</ItemGroup>
|
||||
|
||||
<ItemGroup>
|
||||
<ProjectReference Include="..\Managing.Application.Workers\Managing.Application.Workers.csproj"/>
|
||||
<ProjectReference Include="..\Managing.Application\Managing.Application.csproj"/>
|
||||
<ProjectReference Include="..\Managing.Infrastructure.Database\Managing.Infrastructure.Databases.csproj"/>
|
||||
<ProjectReference Include="..\Managing.Infrastructure.Exchanges\Managing.Infrastructure.Exchanges.csproj"/>
|
||||
<ProjectReference Include="..\Managing.Infrastructure.Messengers\Managing.Infrastructure.Messengers.csproj"/>
|
||||
<ProjectReference Include="..\Managing.Infrastructure.Storage\Managing.Infrastructure.Storage.csproj"/>
|
||||
<ProjectReference Include="..\Managing.Infrastructure.Web3\Managing.Infrastructure.Evm.csproj"/>
|
||||
<ProjectReference Include="..\Managing.Application.Workers\Managing.Application.Workers.csproj" />
|
||||
<ProjectReference Include="..\Managing.Application\Managing.Application.csproj" />
|
||||
<ProjectReference Include="..\Managing.Infrastructure.Database\Managing.Infrastructure.Databases.csproj" />
|
||||
<ProjectReference Include="..\Managing.Infrastructure.Exchanges\Managing.Infrastructure.Exchanges.csproj" />
|
||||
<ProjectReference Include="..\Managing.Infrastructure.Messengers\Managing.Infrastructure.Messengers.csproj" />
|
||||
<ProjectReference Include="..\Managing.Infrastructure.Storage\Managing.Infrastructure.Storage.csproj" />
|
||||
<ProjectReference Include="..\Managing.Infrastructure.Web3\Managing.Infrastructure.Evm.csproj" />
|
||||
</ItemGroup>
|
||||
|
||||
</Project>
|
||||
|
||||
@@ -1,17 +1,32 @@
|
||||
using Managing.Domain.Users;
|
||||
using System.ComponentModel.DataAnnotations;
|
||||
using System.ComponentModel.DataAnnotations;
|
||||
using Managing.Domain.Users;
|
||||
using Orleans;
|
||||
using static Managing.Common.Enums;
|
||||
|
||||
namespace Managing.Domain.Accounts;
|
||||
|
||||
[GenerateSerializer]
|
||||
public class Account
|
||||
{
|
||||
[Id(0)]
|
||||
[Required] public string Name { get; set; }
|
||||
|
||||
[Id(1)]
|
||||
[Required] public TradingExchanges Exchange { get; set; }
|
||||
|
||||
[Id(2)]
|
||||
[Required] public AccountType Type { get; set; }
|
||||
|
||||
[Id(3)]
|
||||
public string Key { get; set; }
|
||||
|
||||
[Id(4)]
|
||||
public string Secret { get; set; }
|
||||
|
||||
[Id(5)]
|
||||
public User User { get; set; }
|
||||
|
||||
[Id(6)]
|
||||
public List<Balance> Balances { get; set; }
|
||||
|
||||
public bool IsPrivyWallet => Type == AccountType.Privy;
|
||||
|
||||
@@ -1,14 +1,29 @@
|
||||
using Managing.Domain.Evm;
|
||||
using Orleans;
|
||||
|
||||
namespace Managing.Domain.Accounts;
|
||||
|
||||
[GenerateSerializer]
|
||||
public class Balance
|
||||
{
|
||||
[Id(0)]
|
||||
public string TokenImage { get; set; }
|
||||
|
||||
[Id(1)]
|
||||
public string TokenName { get; set; }
|
||||
|
||||
[Id(2)]
|
||||
public decimal Amount { get; set; }
|
||||
|
||||
[Id(3)]
|
||||
public decimal Price { get; set; }
|
||||
|
||||
[Id(4)]
|
||||
public decimal Value { get; set; }
|
||||
|
||||
[Id(5)]
|
||||
public string TokenAdress { get; set; }
|
||||
|
||||
[Id(6)]
|
||||
public Chain Chain { get; set; }
|
||||
}
|
||||
@@ -1,20 +1,26 @@
|
||||
using Managing.Domain.Bots;
|
||||
using Orleans;
|
||||
|
||||
namespace Managing.Domain.Backtests;
|
||||
|
||||
/// <summary>
|
||||
/// Lightweight backtest class for Orleans serialization
|
||||
/// Contains only the essential properties needed for backtest results
|
||||
/// </summary>
|
||||
[GenerateSerializer]
|
||||
public class LightBacktest
|
||||
{
|
||||
public string Id { get; set; } = string.Empty;
|
||||
public TradingBotConfig Config { get; set; } = new();
|
||||
public decimal FinalPnl { get; set; }
|
||||
public int WinRate { get; set; }
|
||||
public decimal GrowthPercentage { get; set; }
|
||||
public decimal HodlPercentage { get; set; }
|
||||
public DateTime StartDate { get; set; }
|
||||
public DateTime EndDate { get; set; }
|
||||
public decimal? MaxDrawdown { get; set; }
|
||||
public decimal Fees { get; set; }
|
||||
public double? SharpeRatio { get; set; }
|
||||
public double Score { get; set; }
|
||||
public string ScoreMessage { get; set; } = string.Empty;
|
||||
[Id(0)] public string Id { get; set; } = string.Empty;
|
||||
[Id(1)] public TradingBotConfig Config { get; set; } = new();
|
||||
[Id(2)] public decimal FinalPnl { get; set; }
|
||||
[Id(3)] public int WinRate { get; set; }
|
||||
[Id(4)] public decimal GrowthPercentage { get; set; }
|
||||
[Id(5)] public decimal HodlPercentage { get; set; }
|
||||
[Id(6)] public DateTime StartDate { get; set; }
|
||||
[Id(7)] public DateTime EndDate { get; set; }
|
||||
[Id(8)] public decimal? MaxDrawdown { get; set; }
|
||||
[Id(9)] public decimal Fees { get; set; }
|
||||
[Id(10)] public double? SharpeRatio { get; set; }
|
||||
[Id(11)] public double Score { get; set; }
|
||||
[Id(12)] public string ScoreMessage { get; set; } = string.Empty;
|
||||
}
|
||||
@@ -1,15 +1,26 @@
|
||||
using Managing.Domain.Users;
|
||||
using Newtonsoft.Json;
|
||||
using Orleans;
|
||||
using static Managing.Common.Enums;
|
||||
|
||||
namespace Managing.Domain.Bots;
|
||||
|
||||
[GenerateSerializer]
|
||||
public class BotBackup
|
||||
{
|
||||
[Id(0)]
|
||||
public string Identifier { get; set; }
|
||||
|
||||
[Id(1)]
|
||||
public User User { get; set; }
|
||||
|
||||
[Id(2)]
|
||||
public TradingBotBackup Data { get; set; }
|
||||
|
||||
[Id(3)]
|
||||
public BotStatus LastStatus { get; set; }
|
||||
|
||||
[Id(4)]
|
||||
public DateTime CreateDate { get; set; }
|
||||
|
||||
/// <summary>
|
||||
|
||||
@@ -1,36 +1,44 @@
|
||||
using Managing.Domain.Trades;
|
||||
using Orleans;
|
||||
|
||||
namespace Managing.Domain.Bots;
|
||||
|
||||
[GenerateSerializer]
|
||||
public class TradingBotBackup
|
||||
{
|
||||
/// <summary>
|
||||
/// The complete trading bot configuration
|
||||
/// </summary>
|
||||
[Id(0)]
|
||||
public TradingBotConfig Config { get; set; }
|
||||
|
||||
/// <summary>
|
||||
/// Runtime state: Active signals for the bot
|
||||
/// </summary>
|
||||
[Id(1)]
|
||||
public HashSet<LightSignal> Signals { get; set; }
|
||||
|
||||
/// <summary>
|
||||
/// Runtime state: Open and closed positions for the bot
|
||||
/// </summary>
|
||||
[Id(2)]
|
||||
public List<Position> Positions { get; set; }
|
||||
|
||||
/// <summary>
|
||||
/// Runtime state: Historical wallet balances over time
|
||||
/// </summary>
|
||||
[Id(3)]
|
||||
public Dictionary<DateTime, decimal> WalletBalances { get; set; }
|
||||
|
||||
/// <summary>
|
||||
/// Runtime state: When the bot was started
|
||||
/// </summary>
|
||||
[Id(4)]
|
||||
public DateTime StartupTime { get; set; }
|
||||
|
||||
/// <summary>
|
||||
/// Runtime state: When the bot was created
|
||||
/// </summary>
|
||||
[Id(5)]
|
||||
public DateTime CreateDate { get; set; }
|
||||
}
|
||||
@@ -1,22 +1,45 @@
|
||||
using System.ComponentModel.DataAnnotations;
|
||||
using Managing.Domain.Risk;
|
||||
using Managing.Domain.Scenarios;
|
||||
using Orleans;
|
||||
using static Managing.Common.Enums;
|
||||
|
||||
namespace Managing.Domain.Bots;
|
||||
|
||||
[GenerateSerializer]
|
||||
public class TradingBotConfig
|
||||
{
|
||||
[Id(0)]
|
||||
[Required] public string AccountName { get; set; }
|
||||
|
||||
[Id(1)]
|
||||
[Required] public LightMoneyManagement MoneyManagement { get; set; }
|
||||
|
||||
[Id(2)]
|
||||
[Required] public Ticker Ticker { get; set; }
|
||||
|
||||
[Id(3)]
|
||||
[Required] public Timeframe Timeframe { get; set; }
|
||||
|
||||
[Id(4)]
|
||||
[Required] public bool IsForWatchingOnly { get; set; }
|
||||
|
||||
[Id(5)]
|
||||
[Required] public decimal BotTradingBalance { get; set; }
|
||||
|
||||
[Id(6)]
|
||||
[Required] public bool IsForBacktest { get; set; }
|
||||
|
||||
[Id(7)]
|
||||
[Required] public int CooldownPeriod { get; set; }
|
||||
|
||||
[Id(8)]
|
||||
[Required] public int MaxLossStreak { get; set; }
|
||||
|
||||
[Id(9)]
|
||||
[Required] public bool FlipPosition { get; set; }
|
||||
|
||||
[Id(10)]
|
||||
[Required] public string Name { get; set; }
|
||||
|
||||
/// <summary>
|
||||
@@ -24,23 +47,28 @@ public class TradingBotConfig
|
||||
/// Contains all configurable parameters for Expected Utility Theory, Kelly Criterion, and probability thresholds.
|
||||
/// If null, default risk management settings will be used.
|
||||
/// </summary>
|
||||
[Id(11)]
|
||||
public RiskManagement RiskManagement { get; set; } = new();
|
||||
|
||||
/// <summary>
|
||||
/// The scenario object containing all strategies. When provided, this takes precedence over ScenarioName.
|
||||
/// The lightweight scenario object containing all strategies. When provided, this takes precedence over ScenarioName.
|
||||
/// This allows running backtests without requiring scenarios to be saved in the database.
|
||||
/// Orleans-friendly version without FixedSizeQueue and User properties.
|
||||
/// </summary>
|
||||
public Scenario Scenario { get; set; }
|
||||
[Id(12)]
|
||||
public LightScenario Scenario { get; set; }
|
||||
|
||||
/// <summary>
|
||||
/// The scenario name to load from database. Only used when Scenario object is not provided.
|
||||
/// </summary>
|
||||
[Id(13)]
|
||||
public string ScenarioName { get; set; }
|
||||
|
||||
/// <summary>
|
||||
/// Maximum time in hours that a position can remain open before being automatically closed.
|
||||
/// If null, time-based position closure is disabled.
|
||||
/// </summary>
|
||||
[Id(14)]
|
||||
public decimal? MaxPositionTimeHours { get; set; }
|
||||
|
||||
/// <summary>
|
||||
@@ -49,6 +77,7 @@ public class TradingBotConfig
|
||||
/// If false, the position will only be closed when MaxPositionTimeHours is reached.
|
||||
/// Default is false to maintain existing behavior.
|
||||
/// </summary>
|
||||
[Id(15)]
|
||||
public bool CloseEarlyWhenProfitable { get; set; } = false;
|
||||
|
||||
/// <summary>
|
||||
@@ -56,6 +85,7 @@ public class TradingBotConfig
|
||||
/// If false, positions will be flipped regardless of profit status.
|
||||
/// Default is true for safer trading.
|
||||
/// </summary>
|
||||
[Id(16)]
|
||||
[Required]
|
||||
public bool FlipOnlyWhenInProfit { get; set; } = true;
|
||||
|
||||
@@ -65,20 +95,24 @@ public class TradingBotConfig
|
||||
/// When false, the bot operates in traditional mode without Synth predictions.
|
||||
/// The actual Synth configuration is managed centrally in SynthPredictionService.
|
||||
/// </summary>
|
||||
[Id(17)]
|
||||
public bool UseSynthApi { get; set; } = false;
|
||||
|
||||
/// <summary>
|
||||
/// Whether to use Synth predictions for position sizing adjustments and risk assessment
|
||||
/// </summary>
|
||||
[Id(18)]
|
||||
public bool UseForPositionSizing { get; set; } = true;
|
||||
|
||||
/// <summary>
|
||||
/// Whether to use Synth predictions for signal filtering
|
||||
/// </summary>
|
||||
[Id(19)]
|
||||
public bool UseForSignalFiltering { get; set; } = true;
|
||||
|
||||
/// <summary>
|
||||
/// Whether to use Synth predictions for dynamic stop-loss/take-profit adjustments
|
||||
/// </summary>
|
||||
[Id(20)]
|
||||
public bool UseForDynamicStopLoss { get; set; } = true;
|
||||
}
|
||||
@@ -1,20 +1,41 @@
|
||||
using System.ComponentModel.DataAnnotations;
|
||||
using Managing.Common;
|
||||
using Orleans;
|
||||
using Skender.Stock.Indicators;
|
||||
|
||||
namespace Managing.Domain.Candles
|
||||
{
|
||||
[GenerateSerializer]
|
||||
public class Candle : IQuote
|
||||
{
|
||||
[Id(0)]
|
||||
[Required] public Enums.TradingExchanges Exchange { get; set; }
|
||||
|
||||
[Id(1)]
|
||||
[Required] public string Ticker { get; set; }
|
||||
|
||||
[Id(2)]
|
||||
[Required] public DateTime OpenTime { get; set; }
|
||||
|
||||
[Id(3)]
|
||||
[Required] public DateTime Date { get; set; }
|
||||
|
||||
[Id(4)]
|
||||
[Required] public decimal Open { get; set; }
|
||||
|
||||
[Id(5)]
|
||||
[Required] public decimal Close { get; set; }
|
||||
|
||||
[Id(6)]
|
||||
[Required] public decimal High { get; set; }
|
||||
|
||||
[Id(7)]
|
||||
[Required] public decimal Low { get; set; }
|
||||
|
||||
[Id(8)]
|
||||
[Required] public Enums.Timeframe Timeframe { get; set; }
|
||||
|
||||
[Id(9)]
|
||||
public decimal Volume { get; set; }
|
||||
}
|
||||
}
|
||||
@@ -1,9 +1,19 @@
|
||||
namespace Managing.Domain.Evm;
|
||||
using Orleans;
|
||||
|
||||
namespace Managing.Domain.Evm;
|
||||
|
||||
[GenerateSerializer]
|
||||
public class Chain
|
||||
{
|
||||
[Id(0)]
|
||||
public string Id { get; set; }
|
||||
|
||||
[Id(1)]
|
||||
public string RpcUrl { get; set; }
|
||||
|
||||
[Id(2)]
|
||||
public string Name { get; set; }
|
||||
|
||||
[Id(3)]
|
||||
public int ChainId { get; set; }
|
||||
}
|
||||
@@ -8,6 +8,7 @@
|
||||
|
||||
<ItemGroup>
|
||||
<PackageReference Include="Exilion.TradingAtomics" Version="1.0.4"/>
|
||||
<PackageReference Include="Microsoft.Orleans.Core.Abstractions" Version="9.2.1" />
|
||||
<PackageReference Include="Newtonsoft.Json" Version="13.0.3"/>
|
||||
<PackageReference Include="Skender.Stock.Indicators" Version="2.5.0"/>
|
||||
</ItemGroup>
|
||||
|
||||
@@ -1,17 +1,28 @@
|
||||
using System.ComponentModel.DataAnnotations;
|
||||
using Orleans;
|
||||
using static Managing.Common.Enums;
|
||||
|
||||
[GenerateSerializer]
|
||||
public class LightMoneyManagement
|
||||
{
|
||||
[Id(0)]
|
||||
[Required] public string Name { get; set; }
|
||||
|
||||
[Id(1)]
|
||||
[Required] public Timeframe Timeframe { get; set; }
|
||||
|
||||
[Id(2)]
|
||||
[Required] public decimal StopLoss { get; set; }
|
||||
|
||||
[Id(3)]
|
||||
[Required] public decimal TakeProfit { get; set; }
|
||||
|
||||
[Id(4)]
|
||||
[Required] public decimal Leverage { get; set; }
|
||||
|
||||
public void FormatPercentage()
|
||||
{
|
||||
StopLoss /= 100;
|
||||
TakeProfit /= 100;
|
||||
}
|
||||
public void FormatPercentage()
|
||||
{
|
||||
StopLoss /= 100;
|
||||
TakeProfit /= 100;
|
||||
}
|
||||
}
|
||||
@@ -1,9 +1,12 @@
|
||||
using Managing.Domain.Users;
|
||||
using Orleans;
|
||||
|
||||
namespace Managing.Domain.MoneyManagements
|
||||
{
|
||||
[GenerateSerializer]
|
||||
public class MoneyManagement : LightMoneyManagement
|
||||
{
|
||||
[Id(5)]
|
||||
public User User { get; set; }
|
||||
}
|
||||
}
|
||||
|
||||
@@ -1,5 +1,6 @@
|
||||
using System.ComponentModel.DataAnnotations;
|
||||
using Managing.Common;
|
||||
using Orleans;
|
||||
|
||||
namespace Managing.Domain.Risk;
|
||||
|
||||
@@ -7,6 +8,7 @@ namespace Managing.Domain.Risk;
|
||||
/// Risk management configuration for trading bots
|
||||
/// Contains all configurable risk parameters for probabilistic analysis and position sizing
|
||||
/// </summary>
|
||||
[GenerateSerializer]
|
||||
public class RiskManagement
|
||||
{
|
||||
/// <summary>
|
||||
@@ -14,6 +16,7 @@ public class RiskManagement
|
||||
/// Signals with SL probability above this threshold may be filtered out
|
||||
/// Range: 0.05 (5%) to 0.50 (50%)
|
||||
/// </summary>
|
||||
[Id(0)]
|
||||
[Range(0.05, 0.50)]
|
||||
[Required]
|
||||
public decimal AdverseProbabilityThreshold { get; set; } = 0.20m;
|
||||
@@ -23,6 +26,7 @@ public class RiskManagement
|
||||
/// Used for additional signal filtering and confidence assessment
|
||||
/// Range: 0.10 (10%) to 0.70 (70%)
|
||||
/// </summary>
|
||||
[Id(1)]
|
||||
[Range(0.10, 0.70)]
|
||||
[Required]
|
||||
public decimal FavorableProbabilityThreshold { get; set; } = 0.30m;
|
||||
@@ -32,6 +36,7 @@ public class RiskManagement
|
||||
/// Higher values = more risk-averse behavior in utility calculations
|
||||
/// Range: 0.1 (risk-seeking) to 5.0 (highly risk-averse)
|
||||
/// </summary>
|
||||
[Id(2)]
|
||||
[Range(0.1, 5.0)]
|
||||
[Required]
|
||||
public decimal RiskAversion { get; set; } = 1.0m;
|
||||
@@ -41,6 +46,7 @@ public class RiskManagement
|
||||
/// Trades with Kelly fraction below this threshold are considered unfavorable
|
||||
/// Range: 0.5% to 10%
|
||||
/// </summary>
|
||||
[Id(3)]
|
||||
[Range(0.005, 0.10)]
|
||||
[Required]
|
||||
public decimal KellyMinimumThreshold { get; set; } = 0.01m;
|
||||
@@ -50,6 +56,7 @@ public class RiskManagement
|
||||
/// Prevents over-allocation even when Kelly suggests higher percentages
|
||||
/// Range: 5% to 50%
|
||||
/// </summary>
|
||||
[Id(4)]
|
||||
[Range(0.05, 0.50)]
|
||||
[Required]
|
||||
public decimal KellyMaximumCap { get; set; } = 0.25m;
|
||||
@@ -59,6 +66,7 @@ public class RiskManagement
|
||||
/// Positions with higher liquidation risk may be blocked or reduced
|
||||
/// Range: 5% to 30%
|
||||
/// </summary>
|
||||
[Id(5)]
|
||||
[Range(0.05, 0.30)]
|
||||
[Required]
|
||||
public decimal MaxLiquidationProbability { get; set; } = 0.10m;
|
||||
@@ -68,6 +76,7 @@ public class RiskManagement
|
||||
/// Longer horizons provide more stable predictions but less responsive signals
|
||||
/// Range: 1 hour to 168 hours (1 week)
|
||||
/// </summary>
|
||||
[Id(6)]
|
||||
[Range(1, 168)]
|
||||
[Required]
|
||||
public int SignalValidationTimeHorizonHours { get; set; } = 24;
|
||||
@@ -77,6 +86,7 @@ public class RiskManagement
|
||||
/// Shorter horizons for more frequent risk updates on open positions
|
||||
/// Range: 1 hour to 48 hours
|
||||
/// </summary>
|
||||
[Id(7)]
|
||||
[Range(1, 48)]
|
||||
[Required]
|
||||
public int PositionMonitoringTimeHorizonHours { get; set; } = 6;
|
||||
@@ -86,6 +96,7 @@ public class RiskManagement
|
||||
/// Positions exceeding this liquidation risk will trigger warnings
|
||||
/// Range: 10% to 40%
|
||||
/// </summary>
|
||||
[Id(8)]
|
||||
[Range(0.10, 0.40)]
|
||||
[Required]
|
||||
public decimal PositionWarningThreshold { get; set; } = 0.20m;
|
||||
@@ -95,6 +106,7 @@ public class RiskManagement
|
||||
/// Positions exceeding this liquidation risk will be automatically closed
|
||||
/// Range: 30% to 80%
|
||||
/// </summary>
|
||||
[Id(9)]
|
||||
[Range(0.30, 0.80)]
|
||||
[Required]
|
||||
public decimal PositionAutoCloseThreshold { get; set; } = 0.50m;
|
||||
@@ -104,6 +116,7 @@ public class RiskManagement
|
||||
/// Values less than 1.0 implement fractional Kelly (e.g., 0.5 = half-Kelly)
|
||||
/// Range: 0.1 to 1.0
|
||||
/// </summary>
|
||||
[Id(10)]
|
||||
[Range(0.1, 1.0)]
|
||||
[Required]
|
||||
public decimal KellyFractionalMultiplier { get; set; } = 1.0m;
|
||||
@@ -111,18 +124,21 @@ public class RiskManagement
|
||||
/// <summary>
|
||||
/// Risk tolerance level affecting overall risk calculations
|
||||
/// </summary>
|
||||
[Id(11)]
|
||||
[Required]
|
||||
public Enums.RiskToleranceLevel RiskTolerance { get; set; } = Enums.RiskToleranceLevel.Moderate;
|
||||
|
||||
/// <summary>
|
||||
/// Whether to use Expected Utility Theory for decision making
|
||||
/// </summary>
|
||||
[Id(12)]
|
||||
[Required]
|
||||
public bool UseExpectedUtility { get; set; } = true;
|
||||
|
||||
/// <summary>
|
||||
/// Whether to use Kelly Criterion for position sizing recommendations
|
||||
/// </summary>
|
||||
[Id(13)]
|
||||
[Required]
|
||||
public bool UseKellyCriterion { get; set; } = true;
|
||||
|
||||
|
||||
57
src/Managing.Domain/Scenarios/LightScenario.cs
Normal file
57
src/Managing.Domain/Scenarios/LightScenario.cs
Normal file
@@ -0,0 +1,57 @@
|
||||
using Managing.Domain.Strategies;
|
||||
using Orleans;
|
||||
|
||||
namespace Managing.Domain.Scenarios;
|
||||
|
||||
/// <summary>
|
||||
/// Lightweight scenario class for Orleans serialization
|
||||
/// Contains only the essential properties needed for backtesting
|
||||
/// </summary>
|
||||
[GenerateSerializer]
|
||||
public class LightScenario
|
||||
{
|
||||
public LightScenario(string name, int? loopbackPeriod = 1)
|
||||
{
|
||||
Name = name;
|
||||
Indicators = new List<LightIndicator>();
|
||||
LoopbackPeriod = loopbackPeriod;
|
||||
}
|
||||
|
||||
[Id(0)] public string Name { get; set; }
|
||||
|
||||
[Id(1)] public List<LightIndicator> Indicators { get; set; }
|
||||
|
||||
[Id(2)] public int? LoopbackPeriod { get; set; }
|
||||
|
||||
/// <summary>
|
||||
/// Converts a full Scenario to a LightScenario
|
||||
/// </summary>
|
||||
public static LightScenario FromScenario(Scenario scenario)
|
||||
{
|
||||
var lightScenario = new LightScenario(scenario.Name, scenario.LoopbackPeriod)
|
||||
{
|
||||
Indicators = scenario.Indicators?.Select(LightIndicator.FromIndicator).ToList() ??
|
||||
new List<LightIndicator>()
|
||||
};
|
||||
return lightScenario;
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Converts a LightScenario back to a full Scenario
|
||||
/// </summary>
|
||||
public Scenario ToScenario()
|
||||
{
|
||||
var scenario = new Scenario(Name, LoopbackPeriod)
|
||||
{
|
||||
Indicators = Indicators?.Select(li => li.ToIndicator()).ToList() ?? new List<Indicator>()
|
||||
};
|
||||
return scenario;
|
||||
}
|
||||
|
||||
public void AddIndicator(LightIndicator indicator)
|
||||
{
|
||||
if (Indicators == null)
|
||||
Indicators = new List<LightIndicator>();
|
||||
Indicators.Add(indicator);
|
||||
}
|
||||
}
|
||||
@@ -1,8 +1,10 @@
|
||||
using Managing.Domain.Strategies;
|
||||
using Managing.Domain.Users;
|
||||
using Orleans;
|
||||
|
||||
namespace Managing.Domain.Scenarios
|
||||
{
|
||||
[GenerateSerializer]
|
||||
public class Scenario
|
||||
{
|
||||
public Scenario(string name, int? loopbackPeriod = 1)
|
||||
@@ -12,9 +14,16 @@ namespace Managing.Domain.Scenarios
|
||||
LoopbackPeriod = loopbackPeriod;
|
||||
}
|
||||
|
||||
[Id(0)]
|
||||
public string Name { get; set; }
|
||||
|
||||
[Id(1)]
|
||||
public List<Indicator> Indicators { get; set; }
|
||||
|
||||
[Id(2)]
|
||||
public int? LoopbackPeriod { get; set; }
|
||||
|
||||
[Id(3)]
|
||||
public User User { get; set; }
|
||||
|
||||
public void AddIndicator(Indicator indicator)
|
||||
|
||||
@@ -1,6 +1,4 @@
|
||||
using System.Runtime.Serialization;
|
||||
using System.Text.Json.Serialization;
|
||||
using Managing.Core.FixedSizedQueue;
|
||||
using Managing.Core.FixedSizedQueue;
|
||||
using Managing.Domain.Candles;
|
||||
using Managing.Domain.Scenarios;
|
||||
using Managing.Domain.Strategies.Base;
|
||||
@@ -20,18 +18,31 @@ namespace Managing.Domain.Strategies
|
||||
}
|
||||
|
||||
public string Name { get; set; }
|
||||
[JsonIgnore] [IgnoreDataMember] public FixedSizeQueue<Candle> Candles { get; set; }
|
||||
|
||||
public FixedSizeQueue<Candle> Candles { get; set; }
|
||||
|
||||
public IndicatorType Type { get; set; }
|
||||
|
||||
public SignalType SignalType { get; set; }
|
||||
|
||||
public int MinimumHistory { get; set; }
|
||||
|
||||
public int? Period { get; set; }
|
||||
|
||||
public int? FastPeriods { get; set; }
|
||||
|
||||
public int? SlowPeriods { get; set; }
|
||||
|
||||
public int? SignalPeriods { get; set; }
|
||||
|
||||
public double? Multiplier { get; set; }
|
||||
|
||||
public int? SmoothPeriods { get; set; }
|
||||
|
||||
public int? StochPeriods { get; set; }
|
||||
|
||||
public int? CyclePeriods { get; set; }
|
||||
|
||||
public User User { get; set; }
|
||||
|
||||
public virtual List<LightSignal> Run()
|
||||
|
||||
84
src/Managing.Domain/Strategies/LightIndicator.cs
Normal file
84
src/Managing.Domain/Strategies/LightIndicator.cs
Normal file
@@ -0,0 +1,84 @@
|
||||
using Managing.Domain.Scenarios;
|
||||
using Orleans;
|
||||
using static Managing.Common.Enums;
|
||||
|
||||
namespace Managing.Domain.Strategies;
|
||||
|
||||
/// <summary>
|
||||
/// Lightweight indicator class for Orleans serialization
|
||||
/// Contains only the essential properties needed for backtesting
|
||||
/// </summary>
|
||||
[GenerateSerializer]
|
||||
public class LightIndicator
|
||||
{
|
||||
public LightIndicator(string name, IndicatorType type)
|
||||
{
|
||||
Name = name;
|
||||
Type = type;
|
||||
SignalType = ScenarioHelpers.GetSignalType(type);
|
||||
}
|
||||
|
||||
[Id(0)] public string Name { get; set; }
|
||||
|
||||
[Id(1)] public IndicatorType Type { get; set; }
|
||||
|
||||
[Id(2)] public SignalType SignalType { get; set; }
|
||||
|
||||
[Id(3)] public int MinimumHistory { get; set; }
|
||||
|
||||
[Id(4)] public int? Period { get; set; }
|
||||
|
||||
[Id(5)] public int? FastPeriods { get; set; }
|
||||
|
||||
[Id(6)] public int? SlowPeriods { get; set; }
|
||||
|
||||
[Id(7)] public int? SignalPeriods { get; set; }
|
||||
|
||||
[Id(8)] public double? Multiplier { get; set; }
|
||||
|
||||
[Id(9)] public int? SmoothPeriods { get; set; }
|
||||
|
||||
[Id(10)] public int? StochPeriods { get; set; }
|
||||
|
||||
[Id(11)] public int? CyclePeriods { get; set; }
|
||||
|
||||
/// <summary>
|
||||
/// Converts a full Indicator to a LightIndicator
|
||||
/// </summary>
|
||||
public static LightIndicator FromIndicator(Indicator indicator)
|
||||
{
|
||||
return new LightIndicator(indicator.Name, indicator.Type)
|
||||
{
|
||||
SignalType = indicator.SignalType,
|
||||
MinimumHistory = indicator.MinimumHistory,
|
||||
Period = indicator.Period,
|
||||
FastPeriods = indicator.FastPeriods,
|
||||
SlowPeriods = indicator.SlowPeriods,
|
||||
SignalPeriods = indicator.SignalPeriods,
|
||||
Multiplier = indicator.Multiplier,
|
||||
SmoothPeriods = indicator.SmoothPeriods,
|
||||
StochPeriods = indicator.StochPeriods,
|
||||
CyclePeriods = indicator.CyclePeriods
|
||||
};
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Converts a LightIndicator back to a full Indicator
|
||||
/// </summary>
|
||||
public Indicator ToIndicator()
|
||||
{
|
||||
return new Indicator(Name, Type)
|
||||
{
|
||||
SignalType = SignalType,
|
||||
MinimumHistory = MinimumHistory,
|
||||
Period = Period,
|
||||
FastPeriods = FastPeriods,
|
||||
SlowPeriods = SlowPeriods,
|
||||
SignalPeriods = SignalPeriods,
|
||||
Multiplier = Multiplier,
|
||||
SmoothPeriods = SmoothPeriods,
|
||||
StochPeriods = StochPeriods,
|
||||
CyclePeriods = CyclePeriods
|
||||
};
|
||||
}
|
||||
}
|
||||
@@ -2,8 +2,10 @@ using System.ComponentModel.DataAnnotations;
|
||||
using System.Globalization;
|
||||
using Managing.Core;
|
||||
using Managing.Domain.Candles;
|
||||
using Orleans;
|
||||
using static Managing.Common.Enums;
|
||||
|
||||
[GenerateSerializer]
|
||||
public class LightSignal : ValueObject
|
||||
{
|
||||
public LightSignal(Ticker ticker, TradeDirection direction, Confidence confidence, Candle candle, DateTime date,
|
||||
@@ -24,17 +26,40 @@ public class LightSignal : ValueObject
|
||||
$"{indicatorName}-{indicatorType}-{direction}-{ticker}-{candle?.Close.ToString(CultureInfo.InvariantCulture)}-{date:yyyyMMdd-HHmmss}";
|
||||
}
|
||||
|
||||
[Id(0)]
|
||||
[Required] public SignalStatus Status { get; set; }
|
||||
|
||||
[Id(1)]
|
||||
[Required] public TradeDirection Direction { get; }
|
||||
|
||||
[Id(2)]
|
||||
[Required] public Confidence Confidence { get; set; }
|
||||
|
||||
[Id(3)]
|
||||
[Required] public Timeframe Timeframe { get; }
|
||||
|
||||
[Id(4)]
|
||||
[Required] public DateTime Date { get; private set; }
|
||||
|
||||
[Id(5)]
|
||||
[Required] public Candle Candle { get; }
|
||||
|
||||
[Id(6)]
|
||||
[Required] public string Identifier { get; }
|
||||
|
||||
[Id(7)]
|
||||
[Required] public Ticker Ticker { get; }
|
||||
|
||||
[Id(8)]
|
||||
[Required] public TradingExchanges Exchange { get; set; }
|
||||
|
||||
[Id(9)]
|
||||
[Required] public IndicatorType IndicatorType { get; set; }
|
||||
|
||||
[Id(10)]
|
||||
[Required] public SignalType SignalType { get; set; }
|
||||
|
||||
[Id(11)]
|
||||
[Required] public string IndicatorName { get; set; }
|
||||
|
||||
protected override IEnumerable<object> GetEqualityComponents()
|
||||
|
||||
@@ -1,10 +1,12 @@
|
||||
using System.ComponentModel.DataAnnotations;
|
||||
using System.Text.Json.Serialization;
|
||||
using Managing.Domain.Users;
|
||||
using Orleans;
|
||||
using static Managing.Common.Enums;
|
||||
|
||||
namespace Managing.Domain.Trades
|
||||
{
|
||||
[GenerateSerializer]
|
||||
public class Position
|
||||
{
|
||||
public Position(string identifier, string accountName, TradeDirection originDirection, Ticker ticker,
|
||||
@@ -21,28 +23,53 @@ namespace Managing.Domain.Trades
|
||||
User = user;
|
||||
}
|
||||
|
||||
[Id(0)]
|
||||
[Required] public string AccountName { get; set; }
|
||||
|
||||
[Id(1)]
|
||||
[Required] public DateTime Date { get; set; }
|
||||
|
||||
[Id(2)]
|
||||
[Required] public TradeDirection OriginDirection { get; set; }
|
||||
|
||||
[Id(3)]
|
||||
[Required] public Ticker Ticker { get; set; }
|
||||
|
||||
[Id(4)]
|
||||
[Required] public LightMoneyManagement MoneyManagement { get; set; }
|
||||
|
||||
[Id(5)]
|
||||
[Required] [JsonPropertyName("Open")] public Trade Open { get; set; }
|
||||
|
||||
[Id(6)]
|
||||
[Required]
|
||||
[JsonPropertyName("StopLoss")]
|
||||
public Trade StopLoss { get; set; }
|
||||
|
||||
[Id(7)]
|
||||
[Required]
|
||||
[JsonPropertyName("TakeProfit1")]
|
||||
public Trade TakeProfit1 { get; set; }
|
||||
|
||||
[Id(8)]
|
||||
[JsonPropertyName("TakeProfit2")] public Trade TakeProfit2 { get; set; }
|
||||
|
||||
[Id(9)]
|
||||
[JsonPropertyName("ProfitAndLoss")] public ProfitAndLoss ProfitAndLoss { get; set; }
|
||||
|
||||
[Id(10)]
|
||||
[Required] public PositionStatus Status { get; set; }
|
||||
|
||||
[Id(11)]
|
||||
public string SignalIdentifier { get; set; }
|
||||
|
||||
[Id(12)]
|
||||
[Required] public string Identifier { get; set; }
|
||||
|
||||
[Id(13)]
|
||||
[Required] public PositionInitiator Initiator { get; set; }
|
||||
|
||||
[Id(14)]
|
||||
[Required] public User User { get; set; }
|
||||
|
||||
public bool IsFinished()
|
||||
|
||||
@@ -1,13 +1,18 @@
|
||||
using static Managing.Common.Enums;
|
||||
using Orleans;
|
||||
using static Managing.Common.Enums;
|
||||
|
||||
namespace Managing.Domain.Trades
|
||||
{
|
||||
[GenerateSerializer]
|
||||
public sealed class ProfitAndLoss
|
||||
{
|
||||
[Id(0)]
|
||||
public decimal Realized { get; set; }
|
||||
|
||||
[Id(1)]
|
||||
public decimal Net { get; set; }
|
||||
|
||||
[Id(2)]
|
||||
public decimal AverageOpenPrice { get; private set; }
|
||||
private const decimal _multiplier = 100000;
|
||||
|
||||
|
||||
@@ -1,8 +1,10 @@
|
||||
using System.ComponentModel.DataAnnotations;
|
||||
using Orleans;
|
||||
using static Managing.Common.Enums;
|
||||
|
||||
namespace Managing.Domain.Trades
|
||||
{
|
||||
[GenerateSerializer]
|
||||
public class Trade
|
||||
{
|
||||
public Trade(DateTime date, TradeDirection direction, TradeStatus status, TradeType tradeType, Ticker ticker,
|
||||
@@ -21,16 +23,37 @@ namespace Managing.Domain.Trades
|
||||
Fee = 0;
|
||||
}
|
||||
|
||||
[Id(0)]
|
||||
[Required] public decimal Fee { get; set; }
|
||||
|
||||
[Id(1)]
|
||||
[Required] public DateTime Date { get; set; }
|
||||
|
||||
[Id(2)]
|
||||
[Required] public TradeDirection Direction { get; set; }
|
||||
|
||||
[Id(3)]
|
||||
[Required] public TradeStatus Status { get; set; }
|
||||
|
||||
[Id(4)]
|
||||
[Required] public TradeType TradeType { get; set; }
|
||||
|
||||
[Id(5)]
|
||||
[Required] public Ticker Ticker { get; set; }
|
||||
|
||||
[Id(6)]
|
||||
[Required] public decimal Quantity { get; set; }
|
||||
|
||||
[Id(7)]
|
||||
[Required] public decimal Price { get; set; }
|
||||
|
||||
[Id(8)]
|
||||
[Required] public decimal Leverage { get; set; }
|
||||
|
||||
[Id(9)]
|
||||
[Required] public string ExchangeOrderId { get; set; }
|
||||
|
||||
[Id(10)]
|
||||
[Required] public string Message { get; set; }
|
||||
|
||||
public void SetStatus(TradeStatus status)
|
||||
|
||||
@@ -1,12 +1,23 @@
|
||||
using Managing.Domain.Accounts;
|
||||
using Orleans;
|
||||
|
||||
namespace Managing.Domain.Users;
|
||||
|
||||
[GenerateSerializer]
|
||||
public class User
|
||||
{
|
||||
[Id(0)]
|
||||
public string Name { get; set; }
|
||||
|
||||
[Id(1)]
|
||||
public List<Account> Accounts { get; set; }
|
||||
|
||||
[Id(2)]
|
||||
public string AgentName { get; set; }
|
||||
|
||||
[Id(3)]
|
||||
public string AvatarUrl { get; set; }
|
||||
|
||||
[Id(4)]
|
||||
public string TelegramChannel { get; set; }
|
||||
}
|
||||
@@ -12,7 +12,7 @@
|
||||
<PackageReference Include="FTX.Net" Version="1.0.16" />
|
||||
<PackageReference Include="KrakenExchange.Net" Version="4.6.5" />
|
||||
<PackageReference Include="Microsoft.Extensions.Configuration.Abstractions" Version="8.0.0" />
|
||||
<PackageReference Include="Microsoft.Extensions.Configuration.Binder" Version="8.0.1" />
|
||||
<PackageReference Include="Microsoft.Extensions.Configuration.Binder" Version="8.0.2" />
|
||||
</ItemGroup>
|
||||
|
||||
<ItemGroup>
|
||||
|
||||
@@ -6,14 +6,14 @@
|
||||
</PropertyGroup>
|
||||
|
||||
<ItemGroup>
|
||||
<PackageReference Include="Discord.Net" Version="3.15.0"/>
|
||||
<PackageReference Include="Microsoft.Extensions.Configuration.Binder" Version="8.0.1"/>
|
||||
<PackageReference Include="Microsoft.Extensions.Hosting.Abstractions" Version="8.0.0"/>
|
||||
<PackageReference Include="Microsoft.Extensions.Logging.Abstractions" Version="8.0.2"/>
|
||||
<PackageReference Include="Discord.Net" Version="3.15.0" />
|
||||
<PackageReference Include="Microsoft.Extensions.Configuration.Binder" Version="8.0.2" />
|
||||
<PackageReference Include="Microsoft.Extensions.Hosting.Abstractions" Version="8.0.1" />
|
||||
<PackageReference Include="Microsoft.Extensions.Logging.Abstractions" Version="8.0.3" />
|
||||
</ItemGroup>
|
||||
|
||||
<ItemGroup>
|
||||
<ProjectReference Include="..\Managing.Application\Managing.Application.csproj"/>
|
||||
<ProjectReference Include="..\Managing.Application\Managing.Application.csproj" />
|
||||
</ItemGroup>
|
||||
|
||||
</Project>
|
||||
|
||||
Reference in New Issue
Block a user