docker files fixes from liaqat

assets/Todo-v1.txt

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+Principals features : 
+- Create X bots
+- Each Trading bot can have multiple strategies
+- Each Strategy is run for every new candle that the bot read from the database
+- Use exchange worker to retrieve candles for a ticker
+- Open one click a long with SL and 2 take profit with defined risk
+
+V1 : 
+
+Part 1 : Running bot
+- OK - Create no relationnal database to store all tickers history by exchanges
+- OK - Feed the database with a Bot 
+- OK - On Bot motherclass, create a method accessible to child to retrieve the last candle since a prompted date
+- OK - Create 3 Soldiers strategy
+- OK - Create rule "CloseHigherThanThePreviousHigh"
+- OK - Create rule "CloseLowerThanThePreviousLow"
+
+Part 2 : Make a trade
+- OK - Implement a GetBalance with the value in $
+- OK - Calculate risk per for a given trade 
+- OK - Open a Long with defined risk level and exchange
+- OK - Define and Open Stop loss with risk level
+- OK - Define and open 2 Take Profit with risk level
+- OK - Register generic candle for every exchanges in database
+- OK - Create an endpoint to retrieve all order (with a filter class)
+- OK - Create an endpoint to close an order for a given ExchangeOrderId
+- OK - Implement OpenMarketTrade for Binance Futures
+- OK - Implement GetPrice for Binance Futures
+- OK - Implement GetTrade for Binance Futures
+- OK - Binance : Handle TimeInForce for limit or market trade
+
+Part 3 : Bot running RSI
+- OK - Create RSI for 32period
+- OK - Handle multiple divergence point for a candle range
+- OK - Create rule to find a divergence for given RSI -> Confidence.High
+- OK - Create an identifier for each bot based on name-datetime
+- OK - Save price into Signal Object
+
+Part 3.1
+- OK - Each bot should be a manager keep in memory the trades executed and execute trade by calling openMarketPosition()
+- OK - Create a mother class call TradeManager
+- OK - This class should access to the signal return by the Scalping bot
+- OK - This class should handle the trade management
+- OK - Save Signals into database 
+
+Part 3.2 : 
+- OK - Create a unit test to backtest the bot execution
+- OK - Get range candle list for a ticker
+- OK - Each bot should have a backtest mode. This mode allow the caller to insert his own candles into the list. This mode will be used by the unit tests
+- OK - Foreach candle, update the candle list of the bot and implicitly run all strategies
+
+- OK - For each last signal for a ticker check if position is open. If not: Open position.
+- OK - If an position is already open, update the position and check the price and trigger a close/flip if there is an inversed signal for that position.
+- OK - If there is a inverted signal, close or flip the position depending of the confidence of the signal
+- OK - Create a collection for registering the position with pnl, status
+- OK - Save in trade table a reference to the position id, bot identifier 
+- OK - Create class to calculate PNL
+- OK - openMarketPosition () should handle a parameter to make paper trading: just return the object that represent the trade executed by the exchange. That parameter will be set by bot in backtest mode
+- OK - Add function to reopen trade that wasnt filled or whatever
+- OK - Assert the fact that a list of positions have been created and ending in positive 
+- OK - Fix timestamp unix for getting klines for OneMinutes timeframe
+- OK - Run bot on past candle
+- OK - Extract trading logic from Bot class, to create a (TradingBot : Bot) class.
+
+Part 4: 
+- Ok - Create RSIBearishDivergenceStrategy 
+- OK - Move Risk level config into appsettings to manipulate easily the user preference
+- OK - Implement multi-timeframe to Define MoneyManagement for everyTimeFrame 
+- OK - Handle little quantity for trade by multiplying the quantity inside pnl object
+- OK - Set the correct quantity for a trade who take profit #1
+- OK - Add more tests for ProfitAndLoss object
+- OK - Setup optionnal second take profit
+- OK - Create DailyBot and Minutes bot to handle 5 ans 14 periods rsi
+- OK - Run Bot for little TimeFrame
+- OK - Implement GetTrade for an OrderId on Binance
+- OK - Add discord connection
+- OK - Expose all the API on discord bot
+- OK - Run instance of bot for ADA, 5 periods, 15min
+- OK - Refactoring bots unit tests to use same method than discord bot
+- OK - Create CSV file for backtesting report
+
+Part 5: 
+- OK - Improve open position from discord
+- OK - Improve multi-risk levels handling
+- OK - Improve divergence signal by handeling confidence 
+- OK - Implement ExchangeService.CloseTrade for exchanges
+
+Part 6: webapp
+- OK - Build front-end app with react 
+- OK - Build Tradingview component
+- Update trading bot from signalr for everynew run => pass the BotHubContext to ITradingbot interface
+- OK - Bots page to manage running bots
+-	- OK - Create a modal to start a bot
+-	- OK - On backtest page, display a button to start a bot based on defined backtest configuration
+-	- Handle stop and restart
+- OK - Create scanner page to load all the ticker backtest base on a setup (timeframe, risk, day, bottype)
+- OK - Save backtestResult into database to display it into Scanner page
+- OK - Display backtest result on scanner page
+- Scenario builder => A component to build nested trading strategy https://www.kindacode.com/article/react-typescript-drag-and-drop/
+-	- OK - Store scenario into database -> a scenario contain a list of defined strategy
+-	- OK - Dynamically insert scenario into ITradingBot
+-	- OK - Create a modal form to build a scenario that contains a list of strategies
+-	- OK - On backtest page, retrieve scenario list to launch a backtest based on it
+
+Part 7: Improve trading 
+- OK - Handle fees
+- OK - Create strategy to send rsi div signal on confirmation only
+- OK - Make flipping position optionnal
+- OK - Candle mapped on the wrong time => 18h30 should be 18h15
+- KO - Enable backtesting on very long time range => No historical data more than 1500ohlc per timeframe on FTX
+
+Part 8 : enhance front
+- Settings page => 
+	- OK - Put money management into database to be able to modify it without rebuild/restart the api
+	- OK - Create a tab page on settings page to easily update monymanagement in db
+- Improve card informations for bots
+-	- OK - Display the signals count for long and short
+-	- OK - Add button to toggle start and stop
+-	- OK - Add a toggle for isWatchingOnly
+- OK - Add filter checkbox on Backtest/Moneymanagement to filter the list
+- OK - Create a button to delete all backtests 
+- OK - Implement switch network debug/local
+
+Part 9: Improve bot usage
+- Save bot config to database to re-run bot on restart
+- OK - Create endpoint to restart a bot 
+- Ok - Create endpoint to stop all bots
+- OK - On signal, if a position is open => Same direction : expired signal | opposition direction : Flip open position
+- OK - Implement a flipping function on an open position 
+- Ok - Track balance evolution to determine max drawdown
+- OK - Determine best parameter for a given scenario : https://www.youtube.com/watch?v=jm-UfVPqUQo (Start with a unit test)
+- OK - When a bot start up for a ticker, clean all limit order
+- OK - When a bot start up for a ticker, clean open position 
+- OK - Before opening a trade clean limit order
+- OK - Get status of position before closing it. The position might be already close by the exchange
+
+Part 10: Improve performance
+- OK - Calculate the strategies only on the last n*10 period 
+- OK - Merge divergence RSI strategy to calculate rsi only once by run
+- KO - Prevent Order's notional must be no smaller than 5.0 
+- OK - Don't run update Signal and manage position if no new candle
+
+Part 11: Extra
+- OK - Create custom exception to handle error
+- OK - Add ELK stacks
+- OK - Display R/R used on backtestResult
+- OK - Update Exchanges libraries
+- OK - Integrate FTX exchange
+- OK - Display wallet evolution
+- OK - Remove API keys from git 
+- OK - Add seed for moneymanagement and scenario