Add bundle backtest refact + fix whitelist

This commit is contained in:
2025-10-12 14:40:20 +07:00
parent 4543246871
commit 5acc77650f
21 changed files with 2961 additions and 628 deletions

View File

@@ -1,10 +1,11 @@
#nullable enable
using System.ComponentModel.DataAnnotations;
using Managing.Domain.Users;
namespace Managing.Domain.Backtests;
/// <summary>
/// Domain model for bundle backtest requests
/// Domain model for bundle backtest requests with variant-based configuration
/// </summary>
public class BundleBacktestRequest
{
@@ -14,7 +15,10 @@ public class BundleBacktestRequest
CreatedAt = DateTime.UtcNow;
Status = BundleBacktestRequestStatus.Pending;
Results = new List<string>();
BacktestRequestsJson = string.Empty;
UniversalConfigJson = string.Empty;
DateTimeRangesJson = string.Empty;
MoneyManagementVariantsJson = string.Empty;
TickerVariantsJson = string.Empty;
}
/// <summary>
@@ -27,7 +31,10 @@ public class BundleBacktestRequest
CreatedAt = DateTime.UtcNow;
Status = BundleBacktestRequestStatus.Pending;
Results = new List<string>();
BacktestRequestsJson = string.Empty;
UniversalConfigJson = string.Empty;
DateTimeRangesJson = string.Empty;
MoneyManagementVariantsJson = string.Empty;
TickerVariantsJson = string.Empty;
}
/// <summary>
@@ -66,10 +73,28 @@ public class BundleBacktestRequest
public string Name { get; set; }
/// <summary>
/// The list of backtest requests to execute (serialized as JSON)
/// The universal configuration that applies to all backtests (serialized as JSON)
/// </summary>
[Required]
public string BacktestRequestsJson { get; set; } = string.Empty;
public string UniversalConfigJson { get; set; } = string.Empty;
/// <summary>
/// The list of DateTime ranges to test (serialized as JSON)
/// </summary>
[Required]
public string DateTimeRangesJson { get; set; } = string.Empty;
/// <summary>
/// The list of money management variants to test (serialized as JSON)
/// </summary>
[Required]
public string MoneyManagementVariantsJson { get; set; } = string.Empty;
/// <summary>
/// The list of ticker variants to test (serialized as JSON)
/// </summary>
[Required]
public string TickerVariantsJson { get; set; } = string.Empty;
/// <summary>
/// The results of the bundle backtest execution
@@ -118,6 +143,7 @@ public class BundleBacktestRequest
/// Estimated time remaining in seconds
/// </summary>
public int? EstimatedTimeRemainingSeconds { get; set; }
}
/// <summary>

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@@ -0,0 +1,118 @@
#nullable enable
using System.ComponentModel.DataAnnotations;
using static Managing.Common.Enums;
namespace Managing.Domain.Backtests;
/// <summary>
/// Universal configuration that applies to all backtests in the bundle
/// </summary>
public class BundleBacktestUniversalConfig
{
/// <summary>
/// The account name to use for all backtests
/// </summary>
[Required]
public string AccountName { get; set; } = string.Empty;
/// <summary>
/// The timeframe for trading decisions
/// </summary>
[Required]
public Timeframe Timeframe { get; set; }
/// <summary>
/// Whether this bot is for watching only (no actual trading)
/// </summary>
[Required]
public bool IsForWatchingOnly { get; set; }
/// <summary>
/// The initial trading balance for the bot
/// </summary>
[Required]
public decimal BotTradingBalance { get; set; }
/// <summary>
/// The name/identifier for this bot
/// </summary>
[Required]
public string BotName { get; set; } = string.Empty;
/// <summary>
/// Whether to flip positions
/// </summary>
[Required]
public bool FlipPosition { get; set; }
/// <summary>
/// Cooldown period between trades (in candles)
/// </summary>
public int? CooldownPeriod { get; set; }
/// <summary>
/// Maximum consecutive losses before stopping the bot
/// </summary>
public int MaxLossStreak { get; set; }
/// <summary>
/// The scenario configuration (takes precedence over ScenarioName)
/// </summary>
public ScenarioRequest? Scenario { get; set; }
/// <summary>
/// The scenario name to load from database (only used when Scenario is not provided)
/// </summary>
public string? ScenarioName { get; set; }
/// <summary>
/// Maximum time in hours that a position can remain open before being automatically closed
/// </summary>
public decimal? MaxPositionTimeHours { get; set; }
/// <summary>
/// Whether to close positions early when they become profitable
/// </summary>
public bool CloseEarlyWhenProfitable { get; set; } = false;
/// <summary>
/// Whether to only flip positions when the current position is in profit
/// </summary>
public bool FlipOnlyWhenInProfit { get; set; } = true;
/// <summary>
/// Whether to use Synth API for predictions and risk assessment
/// </summary>
public bool UseSynthApi { get; set; } = false;
/// <summary>
/// Whether to use Synth predictions for position sizing adjustments
/// </summary>
public bool UseForPositionSizing { get; set; } = true;
/// <summary>
/// Whether to use Synth predictions for signal filtering
/// </summary>
public bool UseForSignalFiltering { get; set; } = true;
/// <summary>
/// Whether to use Synth predictions for dynamic stop-loss/take-profit adjustments
/// </summary>
public bool UseForDynamicStopLoss { get; set; } = true;
/// <summary>
/// Whether to only watch the backtest without executing trades
/// </summary>
public bool WatchOnly { get; set; } = false;
/// <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.
/// Note: This is always ignored for bundle backtests - candles are never returned.
/// </summary>
public bool WithCandles { get; set; } = false;
}

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@@ -0,0 +1,22 @@
#nullable enable
using System.ComponentModel.DataAnnotations;
namespace Managing.Domain.Backtests;
/// <summary>
/// Represents a date range for backtesting
/// </summary>
public class DateTimeRange
{
/// <summary>
/// The start date for the backtest
/// </summary>
[Required]
public DateTime StartDate { get; set; }
/// <summary>
/// The end date for the backtest
/// </summary>
[Required]
public DateTime EndDate { get; set; }
}

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@@ -0,0 +1,13 @@
#nullable enable
namespace Managing.Domain.Backtests;
/// <summary>
/// Represents a money management variant for backtesting
/// </summary>
public class MoneyManagementVariant
{
/// <summary>
/// The money management details
/// </summary>
public MoneyManagementRequest MoneyManagement { get; set; } = new();
}