Remove timeframe from strategy (#13)

src/Managing.Application/Bots/FlippingBot.cs

@@ -1,8 +1,8 @@
 using Managing.Application.Abstractions;
-using Microsoft.Extensions.Logging;
-using static Managing.Common.Enums;
 using Managing.Application.Abstractions.Services;
 using Managing.Domain.MoneyManagements;
+using Microsoft.Extensions.Logging;
+using static Managing.Common.Enums;
 
 namespace Managing.Application.Bots
 {
@@ -11,7 +11,7 @@ namespace Managing.Application.Bots
         public FlippingBot(string accountName,
             MoneyManagement moneyManagement,
             string name,
-            string scenario,
+            string scenarioName,
             IExchangeService exchangeService,
             Ticker ticker,
             ITradingService tradingService,
@@ -26,7 +26,7 @@ namespace Managing.Application.Bots
                 moneyManagement,
                 name,
                 ticker,
-                scenario,
+                scenarioName,
                 exchangeService,
                 logger,
                 tradingService,

src/Managing.Application/Bots/ScalpingBot.cs

@@ -1,8 +1,8 @@
 using Managing.Application.Abstractions;
-using Microsoft.Extensions.Logging;
-using static Managing.Common.Enums;
 using Managing.Application.Abstractions.Services;
 using Managing.Domain.MoneyManagements;
+using Microsoft.Extensions.Logging;
+using static Managing.Common.Enums;
 
 namespace Managing.Application.Bots
 {
@@ -11,7 +11,7 @@ namespace Managing.Application.Bots
         public ScalpingBot(string accountName,
             MoneyManagement moneyManagement,
             string name,
-            string scenario,
+            string scenarioName,
             IExchangeService exchangeService,
             Ticker ticker,
             ITradingService tradingService,
@@ -23,19 +23,19 @@ namespace Managing.Application.Bots
             bool isForBacktest = false,
             bool isForWatchingOnly = false)
             : base(accountName,
-                  moneyManagement,
-                  name,
-                  ticker,
-                  scenario,
-                  exchangeService,
-                  logger,
-                  tradingService,
-                  timeframe,
-                  accountService,
-                  messengerService,
-                  botService,
-                  isForBacktest,
-                  isForWatchingOnly)
+                moneyManagement,
+                name,
+                ticker,
+                scenarioName,
+                exchangeService,
+                logger,
+                tradingService,
+                timeframe,
+                accountService,
+                messengerService,
+                botService,
+                isForBacktest,
+                isForWatchingOnly)
         {
             BotType = BotType.ScalpingBot;
         }
@@ -47,4 +47,4 @@ namespace Managing.Application.Bots
             Logger.LogInformation($"Starting {Name} bot - Status : {Status}");
         }
     }
-}
+}

src/Managing.Application/Bots/TradingBot.cs

@@ -33,7 +33,7 @@ public class TradingBot : Bot, ITradingBot
     public HashSet<Signal> Signals { get; set; }
     public List<Position> Positions { get; set; }
     public Ticker Ticker { get; set; }
-    public string Scenario { get; set; }
+    public string ScenarioName { get; set; }
     public string AccountName { get; set; }
     public MoneyManagement MoneyManagement { get; set; }
     public Timeframe Timeframe { get; set; }
@@ -44,6 +44,7 @@ public class TradingBot : Bot, ITradingBot
     public int PreloadedCandlesCount { get; set; }
     public BotType BotType { get; set; }
     public decimal Fee { get; set; }
+    public Scenario Scenario { get; set; }
     public Dictionary<DateTime, decimal> WalletBalances { get; set; }
 
     public TradingBot(
@@ -51,7 +52,7 @@ public class TradingBot : Bot, ITradingBot
         MoneyManagement moneyManagement,
         string name,
         Ticker ticker,
-        string scenario,
+        string scenarioName,
         IExchangeService exchangeService,
         ILogger<TradingBot> logger,
         ITradingService tradingService,
@@ -75,7 +76,7 @@ public class TradingBot : Bot, ITradingBot
         AccountName = accountName;
         MoneyManagement = moneyManagement;
         Ticker = ticker;
-        Scenario = scenario;
+        ScenarioName = scenarioName;
         Timeframe = timeframe;
         IsForBacktest = isForBacktest;
         Logger = logger;
@@ -101,7 +102,7 @@ public class TradingBot : Bot, ITradingBot
 
         if (!IsForBacktest)
         {
-            LoadScenario();
+            LoadScenario(ScenarioName);
             await PreloadCandles();
             await CancelAllOrders();
 
@@ -135,9 +136,9 @@ public class TradingBot : Bot, ITradingBot
         }
     }
 
-    public void LoadScenario()
+    public void LoadScenario(string scenarioName)
     {
-        var scenario = TradingService.GetScenarioByName(Scenario);
+        var scenario = TradingService.GetScenarioByName(scenarioName);
         if (scenario == null)
         {
             Logger.LogWarning("No scenario found for this scenario name");
@@ -145,6 +146,7 @@ public class TradingBot : Bot, ITradingBot
         }
         else
         {
+            Scenario = scenario;
             LoadStrategies(ScenarioHelpers.GetStrategiesFromScenario(scenario));
         }
     }
@@ -159,22 +161,25 @@ public class TradingBot : Bot, ITradingBot
 
     public async Task Run()
     {
-        Logger.LogInformation($"____________________{Name}____________________");
-        Logger.LogInformation(
-            $"Time : {DateTime.Now} - Server time {DateTime.Now.ToUniversalTime()} - Bot : {Name} - Type {BotType} - Ticker : {Ticker}");
+        if (!IsForBacktest)
+        {
+            Logger.LogInformation($"____________________{Name}____________________");
+            Logger.LogInformation(
+                $"Time : {DateTime.Now} - Server time {DateTime.Now.ToUniversalTime()} - Bot : {Name} - Type {BotType} - Ticker : {Ticker}");
+        }
 
         var previousLastCandle = OptimizedCandles.LastOrDefault();
-            
+
         if (!IsForBacktest)
             await UpdateCandles();
-        
+
         var currentLastCandle = OptimizedCandles.LastOrDefault();
-        
+
         if (currentLastCandle != previousLastCandle || IsForBacktest)
             await UpdateSignals(OptimizedCandles);
         else
             Logger.LogInformation($"No need to update signals for {Ticker}");
-        
+
         if (!IsForWatchingOnly)
             await ManagePositions();
 
@@ -213,7 +218,7 @@ public class TradingBot : Bot, ITradingBot
 
     private async Task UpdateSignals(FixedSizeQueue<Candle> candles)
     {
-        var signal = TradingBox.GetSignal(candles.ToHashSet(), Strategies, Signals);
+        var signal = TradingBox.GetSignal(candles.ToHashSet(), Strategies, Signals, Scenario.LoopbackPeriod);
 
         if (signal == null) return;
 
@@ -231,7 +236,7 @@ public class TradingBot : Bot, ITradingBot
         if (IsForWatchingOnly || (ExecutionCount < 1 && !IsForBacktest))
             signal.Status = SignalStatus.Expired;
 
-        var signalText = $"{Scenario} trigger a signal. Signal told you " +
+        var signalText = $"{ScenarioName} trigger a signal. Signal told you " +
                          $"to {signal.Direction} {Ticker} on {Timeframe}. The confidence in this signal is {signal.Confidence}. Identifier : {signal.Identifier}";
 
         Logger.LogInformation(signalText);
@@ -726,7 +731,7 @@ public class TradingBot : Bot, ITradingBot
             Positions = Positions,
             Timeframe = Timeframe,
             Ticker = Ticker,
-            Scenario = Scenario,
+            ScenarioName = ScenarioName,
             AccountName = AccountName,
             IsForWatchingOnly = IsForWatchingOnly,
             WalletBalances = WalletBalances,
@@ -744,7 +749,7 @@ public class TradingBot : Bot, ITradingBot
         MoneyManagement = data.MoneyManagement;
         Timeframe = data.Timeframe;
         Ticker = data.Ticker;
-        Scenario = data.Scenario;
+        ScenarioName = data.ScenarioName;
         AccountName = data.AccountName;
         IsForWatchingOnly = data.IsForWatchingOnly;
     }
@@ -758,7 +763,7 @@ public class TradingBotBackup
     public List<Position> Positions { get; set; }
     public Timeframe Timeframe { get; set; }
     public Ticker Ticker { get; set; }
-    public string Scenario { get; set; }
+    public string ScenarioName { get; set; }
     public string AccountName { get; set; }
     public bool IsForWatchingOnly { get; set; }
     public Dictionary<DateTime, decimal> WalletBalances { get; set; }