Add bundle backtest refact + fix whitelist

src/Managing.Api/Controllers/BacktestController.cs

@@ -419,21 +419,30 @@ public class BacktestController : BaseController
     /// Creates a bundle backtest request with the specified configurations.
     /// This endpoint creates a request that will be processed by a background worker.
     /// </summary>
-    /// <param name="requests">The list of backtest requests to execute.</param>
-    /// <param name="name">Display name for the bundle (required).</param>
+    /// <param name="request">The bundle backtest request with variant lists.</param>
     /// <returns>The bundle backtest request with ID for tracking progress.</returns>
     [HttpPost]
     [Route("BacktestBundle")]
     public async Task<ActionResult<BundleBacktestRequest>> RunBundle([FromBody] RunBundleBacktestRequest request)
     {
-        if (request?.Requests == null || !request.Requests.Any())
+        if (request?.UniversalConfig == null)
         {
-            return BadRequest("At least one backtest request is required");
+            return BadRequest("Universal configuration is required");
         }
 
-        if (request.Requests.Count > 10)
+        if (request.DateTimeRanges == null || !request.DateTimeRanges.Any())
         {
-            return BadRequest("Maximum of 10 backtests allowed per bundle request");
+            return BadRequest("At least one DateTime range is required");
+        }
+
+        if (request.MoneyManagementVariants == null || !request.MoneyManagementVariants.Any())
+        {
+            return BadRequest("At least one money management variant is required");
+        }
+
+        if (request.TickerVariants == null || !request.TickerVariants.Any())
+        {
+            return BadRequest("At least one ticker variant is required");
         }
 
         if (string.IsNullOrWhiteSpace(request.Name))
@@ -441,32 +450,35 @@ public class BacktestController : BaseController
             return BadRequest("Bundle name is required");
         }
 
+        // Calculate total number of backtests
+        var totalBacktests = request.DateTimeRanges.Count * request.MoneyManagementVariants.Count * request.TickerVariants.Count;
+        
+        if (totalBacktests > 100)
+        {
+            return BadRequest("Maximum of 100 backtests allowed per bundle request");
+        }
+
         try
         {
             var user = await GetUser();
 
-            // Validate all requests before creating the bundle
-            foreach (var req in request.Requests)
+            // Validate universal configuration
+            if (string.IsNullOrEmpty(request.UniversalConfig.AccountName))
             {
-                if (req?.Config == null)
-                {
-                    return BadRequest("Invalid request: Configuration is required");
-                }
+                return BadRequest("Account name is required in universal configuration");
+            }
 
-                if (string.IsNullOrEmpty(req.Config.AccountName))
-                {
-                    return BadRequest("Invalid request: Account name is required");
-                }
+            if (string.IsNullOrEmpty(request.UniversalConfig.ScenarioName) && request.UniversalConfig.Scenario == null)
+            {
+                return BadRequest("Either scenario name or scenario object is required in universal configuration");
+            }
 
-                if (string.IsNullOrEmpty(req.Config.ScenarioName) && req.Config.Scenario == null)
+            // Validate all money management variants
+            foreach (var mmVariant in request.MoneyManagementVariants)
+            {
+                if (mmVariant.MoneyManagement == null)
                 {
-                    return BadRequest("Invalid request: Either scenario name or scenario object is required");
-                }
-
-                if (string.IsNullOrEmpty(req.Config.MoneyManagementName) && req.Config.MoneyManagement == null)
-                {
-                    return BadRequest(
-                        "Invalid request: Either money management name or money management object is required");
+                    return BadRequest("Each money management variant must have a money management object");
                 }
             }
 
@@ -474,8 +486,11 @@ public class BacktestController : BaseController
             var bundleRequest = new BundleBacktestRequest
             {
                 User = user,
-                BacktestRequestsJson = JsonSerializer.Serialize(request.Requests),
-                TotalBacktests = request.Requests.Count,
+                UniversalConfigJson = JsonSerializer.Serialize(request.UniversalConfig),
+                DateTimeRangesJson = JsonSerializer.Serialize(request.DateTimeRanges),
+                MoneyManagementVariantsJson = JsonSerializer.Serialize(request.MoneyManagementVariants),
+                TickerVariantsJson = JsonSerializer.Serialize(request.TickerVariants),
+                TotalBacktests = totalBacktests,
                 CompletedBacktests = 0,
                 FailedBacktests = 0,
                 Status = BundleBacktestRequestStatus.Pending,
@@ -491,6 +506,72 @@ public class BacktestController : BaseController
         }
     }
 
+    /// <summary>
+    /// Generates individual backtest requests from variant configuration
+    /// </summary>
+    /// <param name="request">The bundle backtest request</param>
+    /// <returns>List of individual backtest requests</returns>
+    private List<RunBacktestRequest> GenerateBacktestRequests(RunBundleBacktestRequest request)
+    {
+        var backtestRequests = new List<RunBacktestRequest>();
+
+        foreach (var dateRange in request.DateTimeRanges)
+        {
+            foreach (var mmVariant in request.MoneyManagementVariants)
+            {
+                foreach (var ticker in request.TickerVariants)
+                {
+                    var config = new TradingBotConfigRequest
+                    {
+                        AccountName = request.UniversalConfig.AccountName,
+                        Ticker = ticker,
+                        Timeframe = request.UniversalConfig.Timeframe,
+                        IsForWatchingOnly = request.UniversalConfig.IsForWatchingOnly,
+                        BotTradingBalance = request.UniversalConfig.BotTradingBalance,
+                        Name = $"{request.UniversalConfig.BotName}_{ticker}_{dateRange.StartDate:yyyyMMdd}_{dateRange.EndDate:yyyyMMdd}",
+                        FlipPosition = request.UniversalConfig.FlipPosition,
+                        CooldownPeriod = request.UniversalConfig.CooldownPeriod,
+                        MaxLossStreak = request.UniversalConfig.MaxLossStreak,
+                        Scenario = request.UniversalConfig.Scenario,
+                        ScenarioName = request.UniversalConfig.ScenarioName,
+                        MoneyManagement = mmVariant.MoneyManagement,
+                        MaxPositionTimeHours = request.UniversalConfig.MaxPositionTimeHours,
+                        CloseEarlyWhenProfitable = request.UniversalConfig.CloseEarlyWhenProfitable,
+                        FlipOnlyWhenInProfit = request.UniversalConfig.FlipOnlyWhenInProfit,
+                        UseSynthApi = request.UniversalConfig.UseSynthApi,
+                        UseForPositionSizing = request.UniversalConfig.UseForPositionSizing,
+                        UseForSignalFiltering = request.UniversalConfig.UseForSignalFiltering,
+                        UseForDynamicStopLoss = request.UniversalConfig.UseForDynamicStopLoss
+                    };
+
+                    var backtestRequest = new RunBacktestRequest
+                    {
+                        Config = config,
+                        StartDate = dateRange.StartDate,
+                        EndDate = dateRange.EndDate,
+                        Balance = request.UniversalConfig.BotTradingBalance,
+                        WatchOnly = request.UniversalConfig.WatchOnly,
+                        Save = request.UniversalConfig.Save,
+                        WithCandles = request.UniversalConfig.WithCandles,
+                        MoneyManagement = mmVariant.MoneyManagement != null ? 
+                            new MoneyManagement
+                            {
+                                Name = mmVariant.MoneyManagement.Name,
+                                Timeframe = mmVariant.MoneyManagement.Timeframe,
+                                StopLoss = mmVariant.MoneyManagement.StopLoss,
+                                TakeProfit = mmVariant.MoneyManagement.TakeProfit,
+                                Leverage = mmVariant.MoneyManagement.Leverage
+                            } : null
+                    };
+
+                    backtestRequests.Add(backtestRequest);
+                }
+            }
+        }
+
+        return backtestRequests;
+    }
+
     /// <summary>
     /// Retrieves all bundle backtest requests for the authenticated user.
     /// </summary>
@@ -741,35 +822,3 @@ public class BacktestController : BaseController
         };
     }
 }
-
-/// <summary>
-/// Request model for running a backtest
-/// </summary>
-public class RunBacktestRequest
-{
-    /// <summary>
-    /// The trading bot configuration request to use for the backtest
-    /// </summary>
-    public TradingBotConfigRequest Config { get; set; }
-
-    /// <summary>
-    /// The start date for the backtest
-    /// </summary>
-    public DateTime StartDate { get; set; }
-
-    /// <summary>
-    /// The end date for the backtest
-    /// </summary>
-    public DateTime EndDate { get; set; }
-
-    /// <summary>
-    /// Whether to save the backtest results
-    /// </summary>
-    public bool Save { get; set; } = false;
-
-    /// <summary>
-    /// Whether to include candles and indicators values in the response.
-    /// Set to false to reduce response size dramatically.
-    /// </summary>
-    public bool WithCandles { get; set; } = false;
-}