Add bundle backtest refact + fix whitelist

src/Managing.Application/Grains/BundleBacktestGrain.cs

@@ -12,6 +12,7 @@ using Managing.Domain.Strategies;
 using Microsoft.Extensions.DependencyInjection;
 using Microsoft.Extensions.Logging;
 using Orleans.Concurrency;
+using static Managing.Common.Enums;
 
 namespace Managing.Application.Grains;
 
@@ -103,12 +104,11 @@ public class BundleBacktestGrain : Grain, IBundleBacktestGrain, IRemindable
             bundleRequest.Status = BundleBacktestRequestStatus.Running;
             await backtester.UpdateBundleBacktestRequestAsync(bundleRequest);
 
-            // Deserialize the backtest requests as strongly-typed objects
-            var backtestRequests =
-                JsonSerializer.Deserialize<List<RunBacktestRequest>>(bundleRequest.BacktestRequestsJson);
-            if (backtestRequests == null)
+            // Generate backtest requests from variant configuration
+            var backtestRequests = GenerateBacktestRequestsFromVariants(bundleRequest);
+            if (backtestRequests == null || !backtestRequests.Any())
             {
-                throw new InvalidOperationException("Failed to deserialize backtest requests");
+                throw new InvalidOperationException("Failed to generate backtest requests from variants");
             }
 
             // Process each backtest request sequentially
@@ -130,6 +130,90 @@ public class BundleBacktestGrain : Grain, IBundleBacktestGrain, IRemindable
         }
     }
 
+    /// <summary>
+    /// Generates individual backtest requests from variant configuration
+    /// </summary>
+    private List<RunBacktestRequest> GenerateBacktestRequestsFromVariants(BundleBacktestRequest bundleRequest)
+    {
+        try
+        {
+            // Deserialize the variant configurations
+            var universalConfig = JsonSerializer.Deserialize<BundleBacktestUniversalConfig>(bundleRequest.UniversalConfigJson);
+            var dateTimeRanges = JsonSerializer.Deserialize<List<DateTimeRange>>(bundleRequest.DateTimeRangesJson);
+            var moneyManagementVariants = JsonSerializer.Deserialize<List<MoneyManagementVariant>>(bundleRequest.MoneyManagementVariantsJson);
+            var tickerVariants = JsonSerializer.Deserialize<List<Ticker>>(bundleRequest.TickerVariantsJson);
+
+            if (universalConfig == null || dateTimeRanges == null || moneyManagementVariants == null || tickerVariants == null)
+            {
+                _logger.LogError("Failed to deserialize variant configurations for bundle request {RequestId}", bundleRequest.RequestId);
+                return new List<RunBacktestRequest>();
+            }
+
+            var backtestRequests = new List<RunBacktestRequest>();
+
+            foreach (var dateRange in dateTimeRanges)
+            {
+                foreach (var mmVariant in moneyManagementVariants)
+                {
+                    foreach (var ticker in tickerVariants)
+                    {
+                        var config = new TradingBotConfigRequest
+                        {
+                            AccountName = universalConfig.AccountName,
+                            Ticker = ticker,
+                            Timeframe = universalConfig.Timeframe,
+                            IsForWatchingOnly = universalConfig.IsForWatchingOnly,
+                            BotTradingBalance = universalConfig.BotTradingBalance,
+                            Name = $"{universalConfig.BotName}_{ticker}_{dateRange.StartDate:yyyyMMdd}_{dateRange.EndDate:yyyyMMdd}",
+                            FlipPosition = universalConfig.FlipPosition,
+                            CooldownPeriod = universalConfig.CooldownPeriod,
+                            MaxLossStreak = universalConfig.MaxLossStreak,
+                            Scenario = universalConfig.Scenario,
+                            ScenarioName = universalConfig.ScenarioName,
+                            MoneyManagement = mmVariant.MoneyManagement,
+                            MaxPositionTimeHours = universalConfig.MaxPositionTimeHours,
+                            CloseEarlyWhenProfitable = universalConfig.CloseEarlyWhenProfitable,
+                            FlipOnlyWhenInProfit = universalConfig.FlipOnlyWhenInProfit,
+                            UseSynthApi = universalConfig.UseSynthApi,
+                            UseForPositionSizing = universalConfig.UseForPositionSizing,
+                            UseForSignalFiltering = universalConfig.UseForSignalFiltering,
+                            UseForDynamicStopLoss = universalConfig.UseForDynamicStopLoss
+                        };
+
+                        var backtestRequest = new RunBacktestRequest
+                        {
+                            Config = config,
+                            StartDate = dateRange.StartDate,
+                            EndDate = dateRange.EndDate,
+                            Balance = universalConfig.BotTradingBalance,
+                            WatchOnly = universalConfig.WatchOnly,
+                            Save = universalConfig.Save,
+                            WithCandles = false, // Bundle backtests never return candles
+                            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;
+        }
+        catch (Exception ex)
+        {
+            _logger.LogError(ex, "Error generating backtest requests from variants for bundle request {RequestId}", bundleRequest.RequestId);
+            return new List<RunBacktestRequest>();
+        }
+    }
+
     private async Task ProcessSingleBacktest(
         IBacktester backtester,
         RunBacktestRequest runBacktestRequest,
@@ -138,10 +222,8 @@ public class BundleBacktestGrain : Grain, IBundleBacktestGrain, IRemindable
     {
         try
         {
-            // Get total count from deserialized requests instead of string splitting
-            var backtestRequests =
-                JsonSerializer.Deserialize<List<RunBacktestRequest>>(bundleRequest.BacktestRequestsJson);
-            var totalCount = backtestRequests?.Count ?? 0;
+            // Calculate total count from the variant configuration
+            var totalCount = bundleRequest.TotalBacktests;
 
             // Update current backtest being processed
             bundleRequest.CurrentBacktest = $"Backtest {index + 1} of {totalCount}";