Add BacktestSpotBot and update BacktestExecutor for spot trading support

- Introduced BacktestSpotBot class to handle backtesting for spot trading scenarios.
- Updated BacktestExecutor to support both BacktestFutures and BacktestSpot trading types.
- Enhanced error handling to provide clearer messages for unsupported trading types.
- Registered new command handlers for OpenSpotPositionRequest and CloseSpotPositionCommand in ApiBootstrap.
- Added unit tests for executing backtests with spot trading configurations, ensuring correct behavior and metrics validation.
This commit is contained in:
2025-12-01 23:41:23 +07:00
parent 3771bb5dde
commit 5bd03259da
9 changed files with 847 additions and 5 deletions

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@@ -544,15 +544,22 @@ public class BacktestExecutor
throw new InvalidOperationException("Bot configuration is not initialized"); throw new InvalidOperationException("Bot configuration is not initialized");
} }
if (config.TradingType != TradingType.BacktestFutures) if (config.TradingType != TradingType.BacktestFutures && config.TradingType != TradingType.BacktestSpot)
{ {
throw new InvalidOperationException("BacktestExecutor can only be used for backtesting"); throw new InvalidOperationException($"BacktestExecutor can only be used for backtesting. TradingType must be BacktestFutures or BacktestSpot, but got {config.TradingType}");
} }
// Create the trading bot instance // Create the trading bot instance based on TradingType
using var scope = _scopeFactory.CreateScope(); using var scope = _scopeFactory.CreateScope();
var logger = scope.ServiceProvider.GetRequiredService<ILogger<TradingBotBase>>(); var logger = scope.ServiceProvider.GetRequiredService<ILogger<TradingBotBase>>();
var tradingBot = new BacktestFuturesBot(logger, _scopeFactory, config);
TradingBotBase tradingBot = config.TradingType switch
{
TradingType.BacktestFutures => new BacktestFuturesBot(logger, _scopeFactory, config),
TradingType.BacktestSpot => new BacktestSpotBot(logger, _scopeFactory, config),
_ => throw new InvalidOperationException($"Unsupported TradingType for backtest: {config.TradingType}")
};
return tradingBot; return tradingBot;
} }

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@@ -0,0 +1,340 @@
using Managing.Application.Abstractions;
using Managing.Application.Abstractions.Services;
using Managing.Application.Trading.Commands;
using Managing.Application.Trading.Handlers;
using Managing.Core;
using Managing.Domain.Accounts;
using Managing.Domain.Bots;
using Managing.Domain.Candles;
using Managing.Domain.Indicators;
using Managing.Domain.Shared.Helpers;
using Managing.Domain.Strategies.Base;
using Managing.Domain.Trades;
using Managing.Domain.Users;
using Microsoft.Extensions.DependencyInjection;
using Microsoft.Extensions.Logging;
using Orleans.Streams;
using static Managing.Common.Enums;
namespace Managing.Application.Bots;
public class BacktestSpotBot : TradingBotBase, ITradingBot
{
public BacktestSpotBot(
ILogger<TradingBotBase> logger,
IServiceScopeFactory scopeFactory,
TradingBotConfig config,
IStreamProvider? streamProvider = null
) : base(logger, scopeFactory, config, streamProvider)
{
// Backtest-specific initialization
Config.TradingType = TradingType.BacktestSpot;
}
public override async Task Start(BotStatus previousStatus)
{
// Backtest mode: Skip account loading and broker initialization
// Just log basic startup info
await LogInformation($"🔬 Backtest Spot Bot Started\n" +
$"📊 Testing Setup:\n" +
$"🎯 Ticker: `{Config.Ticker}`\n" +
$"⏰ Timeframe: `{Config.Timeframe}`\n" +
$"🎮 Scenario: `{Config.Scenario?.Name ?? "Unknown"}`\n" +
$"💰 Initial Balance: `${Config.BotTradingBalance:F2}`\n" +
$"✅ Ready to run spot backtest simulation");
}
public override async Task Run()
{
// Backtest signal update is handled in BacktestExecutor loop
// No need to call UpdateSignals() here
if (!Config.IsForWatchingOnly)
await ManagePositions();
UpdateWalletBalances();
// Backtest logging - simplified, no account dependency
ExecutionCount++;
Logger.LogInformation(
"[BacktestSpot][{BotName}] Execution {ExecutionCount} - LastCandleDate: {LastCandleDate}, Signals: {SignalCount}, Positions: {PositionCount}",
Config.Name, ExecutionCount, LastCandle?.Date, Signals.Count, Positions.Count);
}
protected override async Task<Position> GetInternalPositionForUpdate(Position position)
{
// In backtest mode, return the position as-is (no database lookup needed)
return position;
}
protected override async Task<List<Position>> GetBrokerPositionsForUpdate(Account account)
{
// In backtest mode, return empty list (no broker positions to check)
return new List<Position>();
}
protected override async Task UpdatePositionWithBrokerData(Position position, List<Position> brokerPositions)
{
// In backtest mode, skip broker synchronization
return;
}
protected override async Task<Candle> GetCurrentCandleForPositionClose(Account account, string ticker)
{
// In backtest mode, use LastCandle
return LastCandle;
}
protected override async Task<bool> CanOpenPositionWithBrokerChecks(LightSignal signal)
{
// In backtest mode, skip broker position checks
return await CanOpenPosition(signal);
}
protected override async Task LoadAccountAsync()
{
// In backtest mode, skip account loading
return;
}
protected override async Task VerifyAndUpdateBalanceAsync()
{
// In backtest mode, skip balance verification
return;
}
protected override async Task SendPositionToCopyTradingStream(Position position)
{
// In backtest mode, skip copy trading stream
return;
}
protected override async Task NotifyAgentAndPlatformAsync(NotificationEventType eventType, Position position)
{
// In backtest mode, skip notifications
return;
}
protected override async Task UpdatePositionInDatabaseAsync(Position position)
{
// In backtest mode, skip database updates
return;
}
protected override async Task SendClosedPositionToMessenger(Position position, User user)
{
// In backtest mode, skip messenger updates
return;
}
protected override async Task CancelAllOrdersAsync()
{
// In backtest mode, no orders to cancel
return;
}
protected override async Task LogInformationAsync(string message)
{
// In backtest mode, skip user notifications, just log to system
if (Config.TradingType == TradingType.BacktestSpot)
return;
await base.LogInformationAsync(message);
}
protected override async Task LogWarningAsync(string message)
{
// In backtest mode, skip user notifications, just log to system
if (Config.TradingType == TradingType.BacktestSpot)
return;
await base.LogWarningAsync(message);
}
protected override async Task LogDebugAsync(string message)
{
// In backtest mode, skip messenger debug logs
if (Config.TradingType == TradingType.BacktestSpot)
return;
await base.LogDebugAsync(message);
}
protected override async Task SendTradeMessageAsync(string message, bool isBadBehavior)
{
// In backtest mode, skip trade messages
return;
}
protected override async Task UpdateSignalsCore(IReadOnlyList<Candle> candles,
Dictionary<IndicatorType, IndicatorsResultBase> preCalculatedIndicatorValues = null)
{
// For spot trading, always fetch signals regardless of open positions
// Check if we're in cooldown period
if (await IsInCooldownPeriodAsync())
{
// Still in cooldown period, skip signal generation
return;
}
// For backtest, if no candles provided (called from Run()), skip signal generation
// Signals are generated in BacktestExecutor with rolling window candles
if (candles == null || candles.Count == 0)
return;
if (Config.Scenario == null)
throw new ArgumentNullException(nameof(Config.Scenario), "Config.Scenario cannot be null");
// Use TradingBox.GetSignal for backtest with pre-calculated indicators
var backtestSignal = TradingBox.GetSignal(candles, Config.Scenario, Signals, Config.Scenario.LoopbackPeriod,
preCalculatedIndicatorValues);
if (backtestSignal == null) return;
await AddSignal(backtestSignal);
}
protected override async Task<decimal> GetLastPriceForPositionOpeningAsync()
{
// For backtest, use LastCandle close price
return LastCandle?.Close ?? 0;
}
protected override async Task<bool> CanOpenPosition(LightSignal signal)
{
// For spot trading, only LONG signals can open positions
if (signal.Direction != TradeDirection.Long)
{
await LogInformationAsync(
$"🚫 Short Signal Ignored\nShort signals cannot open positions in spot trading\nSignal: `{signal.Identifier}` will be ignored");
return false;
}
// Backtest-specific logic: only check cooldown and loss streak
// No broker checks, no synth risk assessment, no startup cycle check needed
return !await IsInCooldownPeriodAsync() && await CheckLossStreak(signal);
}
protected override async Task<Position> HandleFlipPosition(LightSignal signal, Position openedPosition,
LightSignal previousSignal, decimal lastPrice)
{
// For spot trading, SHORT signals should close the open LONG position
// LONG signals should not flip (they would be same direction)
if (signal.Direction == TradeDirection.Short && openedPosition.OriginDirection == TradeDirection.Long)
{
// SHORT signal closes the open LONG position
await LogInformationAsync(
$"🔻 Short Signal - Closing Long Position\nClosing position `{openedPosition.Identifier}` due to SHORT signal\nSignal: `{signal.Identifier}`");
await CloseTrade(previousSignal, openedPosition, openedPosition.Open, lastPrice, true);
await SetPositionStatus(previousSignal.Identifier, PositionStatus.Finished);
SetSignalStatus(signal.Identifier, SignalStatus.Expired);
return null; // No new position opened for SHORT signals
}
else if (signal.Direction == TradeDirection.Long && openedPosition.OriginDirection == TradeDirection.Long)
{
// Same direction LONG signal - ignore it
await LogInformationAsync(
$"📍 Same Direction Signal\nLONG signal `{signal.Identifier}` ignored\nPosition `{openedPosition.Identifier}` already open for LONG");
SetSignalStatus(signal.Identifier, SignalStatus.Expired);
return null;
}
else
{
// This shouldn't happen in spot trading, but handle it gracefully
await LogInformationAsync(
$"⚠️ Unexpected Signal Direction\nSignal: `{signal.Identifier}` Direction: `{signal.Direction}`\nPosition: `{openedPosition.Identifier}` Direction: `{openedPosition.OriginDirection}`\nSignal ignored");
SetSignalStatus(signal.Identifier, SignalStatus.Expired);
return null;
}
}
protected override async Task<Position> ExecuteOpenPosition(LightSignal signal, decimal lastPrice)
{
// Backtest-specific position opening: no balance verification, no exchange calls
// Only LONG signals should reach here (SHORT signals are filtered out earlier)
if (signal.Direction != TradeDirection.Long)
{
throw new InvalidOperationException($"Only LONG signals can open positions in spot trading. Received: {signal.Direction}");
}
if (Account == null || Account.User == null)
{
throw new InvalidOperationException("Account and Account.User must be set before opening a position");
}
var command = new OpenSpotPositionRequest(
Config.AccountName,
Config.MoneyManagement,
signal.Direction,
Config.Ticker,
PositionInitiator.Bot,
signal.Date,
Account.User,
Config.BotTradingBalance,
isForPaperTrading: true, // Backtest is always paper trading
lastPrice,
signalIdentifier: signal.Identifier,
initiatorIdentifier: Identifier,
tradingType: Config.TradingType);
var position = await ServiceScopeHelpers
.WithScopedServices<IExchangeService, IAccountService, ITradingService, Position>(
_scopeFactory,
async (exchangeService, accountService, tradingService) =>
{
return await new OpenSpotPositionCommandHandler(exchangeService, accountService, tradingService)
.Handle(command);
});
return position;
}
public override async Task CloseTrade(LightSignal signal, Position position, Trade tradeToClose, decimal lastPrice,
bool tradeClosingPosition = false, bool forceMarketClose = false)
{
await LogInformationAsync(
$"🔧 Closing {position.OriginDirection} Spot Trade\nTicker: `{Config.Ticker}`\nPrice: `${lastPrice}`\n📋 Type: `{tradeToClose.TradeType}`\n📊 Quantity: `{tradeToClose.Quantity:F5}`");
// Backtest-specific: no exchange quantity check, no grace period, direct close
var command = new CloseSpotPositionCommand(position, position.AccountId, lastPrice);
try
{
Position closedPosition = null;
await ServiceScopeHelpers.WithScopedServices<IExchangeService, IAccountService, ITradingService>(
_scopeFactory, async (exchangeService, accountService, tradingService) =>
{
closedPosition =
await new CloseSpotPositionCommandHandler(exchangeService, accountService, tradingService)
.Handle(command);
});
if (closedPosition.Status == PositionStatus.Finished || closedPosition.Status == PositionStatus.Flipped)
{
if (tradeClosingPosition)
{
await SetPositionStatus(signal.Identifier, PositionStatus.Finished);
}
await HandleClosedPosition(closedPosition, forceMarketClose ? lastPrice : (decimal?)null,
forceMarketClose);
}
else
{
throw new Exception($"Wrong position status : {closedPosition.Status}");
}
}
catch (Exception ex)
{
await LogWarningAsync($"Position {signal.Identifier} not closed : {ex.Message}");
if (position.Status == PositionStatus.Canceled || position.Status == PositionStatus.Rejected)
{
// Trade close on exchange => Should close trade manually
await SetPositionStatus(signal.Identifier, PositionStatus.Finished);
// Ensure trade dates are properly updated even for canceled/rejected positions
await HandleClosedPosition(position, forceMarketClose ? lastPrice : (decimal?)null,
forceMarketClose);
}
}
}
}

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@@ -0,0 +1,20 @@
using Managing.Domain.Trades;
using MediatR;
namespace Managing.Application.Trading.Commands
{
public class CloseSpotPositionCommand : IRequest<Position>
{
public CloseSpotPositionCommand(Position position, int accountId, decimal? executionPrice = null)
{
Position = position;
AccountId = accountId;
ExecutionPrice = executionPrice;
}
public Position Position { get; }
public int AccountId { get; }
public decimal? ExecutionPrice { get; set; }
}
}

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@@ -0,0 +1,65 @@
using Managing.Common;
using Managing.Domain.Trades;
using Managing.Domain.Users;
using MediatR;
using static Managing.Common.Enums;
namespace Managing.Application.Trading.Commands
{
public class OpenSpotPositionRequest : IRequest<Position>
{
public OpenSpotPositionRequest(
string accountName,
LightMoneyManagement moneyManagement,
TradeDirection direction,
Ticker ticker,
PositionInitiator initiator,
DateTime date,
User user,
decimal amountToTrade,
bool isForPaperTrading = false,
decimal? price = null,
string signalIdentifier = null,
Guid? initiatorIdentifier = null,
TradingType tradingType = TradingType.BacktestSpot)
{
AccountName = accountName;
MoneyManagement = moneyManagement;
Direction = direction;
Ticker = ticker;
Initiator = initiator;
Date = date;
User = user;
if (amountToTrade <= Constants.GMX.Config.MinimumPositionAmount)
{
throw new ArgumentException("Bot trading balance must be greater than : 5usdc", nameof(amountToTrade));
}
AmountToTrade = amountToTrade;
IsForPaperTrading = isForPaperTrading;
Price = price;
SignalIdentifier = signalIdentifier;
InitiatorIdentifier = initiatorIdentifier ??
throw new ArgumentNullException(nameof(initiatorIdentifier),
"InitiatorIdentifier is required");
TradingType = tradingType;
}
public string SignalIdentifier { get; set; }
public string AccountName { get; }
public LightMoneyManagement MoneyManagement { get; }
public TradeDirection Direction { get; }
public Ticker Ticker { get; }
public bool IsForPaperTrading { get; }
public decimal? Price { get; }
public decimal AmountToTrade { get; }
public DateTime Date { get; }
public PositionInitiator Initiator { get; }
public User User { get; }
public Guid InitiatorIdentifier { get; }
public TradingType TradingType { get; }
}
}

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@@ -0,0 +1,124 @@
using Managing.Application.Abstractions;
using Managing.Application.Abstractions.Services;
using Managing.Application.Trading.Commands;
using Managing.Common;
using Managing.Domain.Accounts;
using Managing.Domain.Shared.Helpers;
using Managing.Domain.Trades;
using Microsoft.Extensions.Logging;
using static Managing.Common.Enums;
namespace Managing.Application.Trading.Handlers;
public class CloseSpotPositionCommandHandler(
IExchangeService exchangeService,
IAccountService accountService,
ITradingService tradingService,
ILogger<CloseSpotPositionCommandHandler> logger = null)
: ICommandHandler<CloseSpotPositionCommand, Position>
{
public async Task<Position> Handle(CloseSpotPositionCommand request)
{
try
{
// For backtest, use execution price directly
var lastPrice = request.ExecutionPrice.GetValueOrDefault();
// Calculate closing direction (opposite of opening direction)
var direction = request.Position.OriginDirection == TradeDirection.Long
? TradeDirection.Short
: TradeDirection.Long;
// For spot trading, determine swap direction for closing
// Long position: Swap Token -> USDC (sell token for USDC)
// Short position: Swap USDC -> Token (buy token with USDC)
Ticker fromTicker;
Ticker toTicker;
double swapAmount;
if (request.Position.OriginDirection == TradeDirection.Long)
{
fromTicker = request.Position.Ticker;
toTicker = Ticker.USDC;
swapAmount = (double)request.Position.Open.Quantity;
}
else
{
fromTicker = Ticker.USDC;
toTicker = request.Position.Ticker;
// For short, we need to calculate how much USDC to swap back
// This should be the original amount + profit/loss
var originalAmount = request.Position.Open.Price * request.Position.Open.Quantity;
swapAmount = (double)originalAmount;
}
// For backtest/paper trading, simulate the swap without calling the exchange
SwapInfos swapResult;
if (request.Position.TradingType == TradingType.BacktestSpot)
{
// Simulate successful swap for backtest
swapResult = new SwapInfos
{
Success = true,
Hash = Guid.NewGuid().ToString(),
Message = "Backtest spot position closed successfully"
};
}
else
{
// For live trading, call SwapGmxTokensAsync
var account = await accountService.GetAccountById(request.AccountId);
swapResult = await tradingService.SwapGmxTokensAsync(
request.Position.User,
account.Name,
fromTicker,
toTicker,
swapAmount,
"market",
null,
0.5);
}
if (!swapResult.Success)
{
throw new InvalidOperationException($"Failed to close spot position: {swapResult.Error ?? swapResult.Message}");
}
// Build the closing trade directly for backtest (no exchange call needed)
var closedTrade = exchangeService.BuildEmptyTrade(
request.Position.Open.Ticker,
lastPrice,
request.Position.Open.Quantity,
direction,
1, // Spot trading has no leverage
TradeType.Market,
request.Position.Open.Date,
TradeStatus.Filled);
// Update position status and calculate PnL
request.Position.Status = PositionStatus.Finished;
request.Position.ProfitAndLoss =
TradingBox.GetProfitAndLoss(request.Position, closedTrade.Quantity, lastPrice,
1); // Spot trading has no leverage
// Add UI fees for closing the position
var closingPositionSizeUsd = lastPrice * closedTrade.Quantity;
var closingUiFees = TradingBox.CalculateClosingUiFees(closingPositionSizeUsd);
request.Position.AddUiFees(closingUiFees);
request.Position.AddGasFees(Constants.GMX.Config.GasFeePerTransaction);
// For backtest, skip database update
return request.Position;
}
catch (Exception ex)
{
logger?.LogError(ex, "Error closing spot position: {Message} \n Stacktrace : {StackTrace}", ex.Message,
ex.StackTrace);
SentrySdk.CaptureException(ex);
throw;
}
}
}

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@@ -0,0 +1,184 @@
using Managing.Application.Abstractions;
using Managing.Application.Abstractions.Services;
using Managing.Application.Trading.Commands;
using Managing.Common;
using Managing.Core.Exceptions;
using Managing.Domain.Accounts;
using Managing.Domain.Shared.Helpers;
using Managing.Domain.Trades;
using static Managing.Common.Enums;
namespace Managing.Application.Trading.Handlers
{
public class OpenSpotPositionCommandHandler(
IExchangeService exchangeService,
IAccountService accountService,
ITradingService tradingService)
: ICommandHandler<OpenSpotPositionRequest, Position>
{
public async Task<Position> Handle(OpenSpotPositionRequest request)
{
var account = await accountService.GetAccount(request.AccountName, hideSecrets: false, getBalance: false);
var initiator = request.IsForPaperTrading ? PositionInitiator.PaperTrading : request.Initiator;
var position = new Position(Guid.NewGuid(), account.Id, request.Direction,
request.Ticker,
request.MoneyManagement,
initiator, request.Date, request.User);
if (!string.IsNullOrEmpty(request.SignalIdentifier))
{
position.SignalIdentifier = request.SignalIdentifier;
}
position.InitiatorIdentifier = request.InitiatorIdentifier;
position.TradingType = request.TradingType;
// Always use BotTradingBalance directly as the balance to risk
// Round to 2 decimal places to prevent precision errors
decimal balanceToRisk = Math.Round(request.AmountToTrade, 0, MidpointRounding.ToZero);
// Minimum check
if (balanceToRisk < Constants.GMX.Config.MinimumPositionAmount)
{
throw new Exception(
$"Bot trading balance of {balanceToRisk} USD is less than the minimum {Constants.GMX.Config.MinimumPositionAmount} USD required to trade");
}
var price = request.IsForPaperTrading && request.Price.HasValue
? request.Price.Value
: await exchangeService.GetPrice(account, request.Ticker, DateTime.Now);
var quantity = balanceToRisk / price;
var openPrice = request.IsForPaperTrading || request.Price.HasValue
? request.Price.Value
: price;
// For spot trading, determine swap direction
// Long: Swap USDC -> Token (buy token with USDC)
// Short: Swap Token -> USDC (sell token for USDC)
Ticker fromTicker;
Ticker toTicker;
double swapAmount;
if (request.Direction == TradeDirection.Long)
{
fromTicker = Ticker.USDC;
toTicker = request.Ticker;
swapAmount = (double)balanceToRisk;
}
else
{
fromTicker = request.Ticker;
toTicker = Ticker.USDC;
swapAmount = (double)quantity;
}
// For backtest/paper trading, simulate the swap without calling the exchange
SwapInfos swapResult;
if (request.IsForPaperTrading)
{
// Simulate successful swap for backtest
swapResult = new SwapInfos
{
Success = true,
Hash = Guid.NewGuid().ToString(),
Message = "Backtest spot position opened successfully"
};
}
else
{
// For live trading, call SwapGmxTokensAsync
swapResult = await tradingService.SwapGmxTokensAsync(
request.User,
request.AccountName,
fromTicker,
toTicker,
swapAmount,
"market",
null,
0.5);
}
if (!swapResult.Success)
{
position.Status = PositionStatus.Rejected;
throw new InvalidOperationException($"Failed to open spot position: {swapResult.Error ?? swapResult.Message}");
}
// Build the opening trade
var trade = exchangeService.BuildEmptyTrade(
request.Ticker,
openPrice,
quantity,
request.Direction,
1, // Spot trading has no leverage
TradeType.Market,
request.Date,
TradeStatus.Filled);
position.Open = trade;
// Calculate and set fees for the position
position.GasFees = TradingBox.CalculateOpeningGasFees();
// Set UI fees for opening
var positionSizeUsd = TradingBox.GetVolumeForPosition(position);
position.UiFees = TradingBox.CalculateOpeningUiFees(positionSizeUsd);
var closeDirection = request.Direction == TradeDirection.Long
? TradeDirection.Short
: TradeDirection.Long;
// Determine SL/TP Prices
var stopLossPrice = RiskHelpers.GetStopLossPrice(request.Direction, openPrice, request.MoneyManagement);
var takeProfitPrice = RiskHelpers.GetTakeProfitPrice(request.Direction, openPrice, request.MoneyManagement);
// Stop loss
position.StopLoss = exchangeService.BuildEmptyTrade(
request.Ticker,
stopLossPrice,
position.Open.Quantity,
closeDirection,
1, // Spot trading has no leverage
TradeType.StopLoss,
request.Date,
TradeStatus.Requested);
// Take profit
position.TakeProfit1 = exchangeService.BuildEmptyTrade(
request.Ticker,
takeProfitPrice,
quantity,
closeDirection,
1, // Spot trading has no leverage
TradeType.TakeProfit,
request.Date,
TradeStatus.Requested);
position.Status = IsOpenTradeHandled(position.Open.Status)
? position.Status
: PositionStatus.Rejected;
if (position.Status == PositionStatus.Rejected)
{
SentrySdk.CaptureException(
new Exception($"Position {position.Identifier} for {request.SignalIdentifier} rejected"));
}
if (!request.IsForPaperTrading)
{
await tradingService.InsertPositionAsync(position);
}
return position;
}
private static bool IsOpenTradeHandled(TradeStatus tradeStatus)
{
return tradeStatus == TradeStatus.Filled
|| tradeStatus == TradeStatus.Requested;
}
}
}

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@@ -396,7 +396,9 @@ public static class ApiBootstrap
services.AddScoped<ISynthApiClient, SynthApiClient>(); services.AddScoped<ISynthApiClient, SynthApiClient>();
services.AddScoped<IPricesService, PricesService>(); services.AddScoped<IPricesService, PricesService>();
services.AddTransient<ICommandHandler<OpenPositionRequest, Position>, OpenPositionCommandHandler>(); services.AddTransient<ICommandHandler<OpenPositionRequest, Position>, OpenPositionCommandHandler>();
services.AddTransient<ICommandHandler<OpenSpotPositionRequest, Position>, OpenSpotPositionCommandHandler>();
services.AddTransient<ICommandHandler<CloseBacktestFuturesPositionCommand, Position>, CloseBacktestFuturesPositionCommandHandler>(); services.AddTransient<ICommandHandler<CloseBacktestFuturesPositionCommand, Position>, CloseBacktestFuturesPositionCommandHandler>();
services.AddTransient<ICommandHandler<CloseSpotPositionCommand, Position>, CloseSpotPositionCommandHandler>();
services.AddTransient<ICommandHandler<CloseFuturesPositionCommand, Position>, CloseFuturesPositionCommandHandler>(); services.AddTransient<ICommandHandler<CloseFuturesPositionCommand, Position>, CloseFuturesPositionCommandHandler>();
// Keep old handler for backward compatibility // Keep old handler for backward compatibility
services.AddTransient<ICommandHandler<ClosePositionCommand, Position>, ClosePositionCommandHandler>(); services.AddTransient<ICommandHandler<ClosePositionCommand, Position>, ClosePositionCommandHandler>();

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@@ -620,6 +620,11 @@ public static class Enums
/// <summary> /// <summary>
/// Backtest futures trading mode /// Backtest futures trading mode
/// </summary> /// </summary>
BacktestFutures BacktestFutures,
/// <summary>
/// Backtest spot trading mode
/// </summary>
BacktestSpot
} }
} }

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@@ -498,6 +498,101 @@ public class BacktestExecutorTests : BaseTests, IDisposable
$"✅ Two-scenarios performance test passed: {candlesPerSecond:F1} candles/sec with {scenario.Indicators.Count} indicators"); $"✅ Two-scenarios performance test passed: {candlesPerSecond:F1} candles/sec with {scenario.Indicators.Count} indicators");
} }
[Fact]
public async Task ExecuteBacktestSpot_With_ETH_FifteenMinutes_Data_Should_Return_LightBacktest()
{
Console.WriteLine("TEST START: ExecuteBacktestSpot_With_ETH_FifteenMinutes_Data_Should_Return_LightBacktest");
// Arrange
var candles = FileHelpers.ReadJson<List<Candle>>("../../../Data/ETH-FifteenMinutes-candles.json");
Assert.NotNull(candles);
Assert.NotEmpty(candles);
var scenario = new Scenario("ETH_Spot_BacktestScenario");
var rsiDivIndicator = ScenarioHelpers.BuildIndicator(IndicatorType.RsiDivergence, "RsiDiv", period: 14);
scenario.Indicators = new List<IndicatorBase> { (IndicatorBase)rsiDivIndicator };
scenario.LoopbackPeriod = 15;
var config = new TradingBotConfig
{
AccountName = _account.Name,
MoneyManagement = MoneyManagement,
Ticker = Ticker.ETH,
Scenario = LightScenario.FromScenario(scenario),
Timeframe = Timeframe.FifteenMinutes,
IsForWatchingOnly = false,
BotTradingBalance = 1000,
TradingType = TradingType.BacktestSpot, // Use BacktestSpot instead of BacktestFutures
CooldownPeriod = 1,
MaxLossStreak = 0,
FlipPosition = false,
Name = "ETH_FifteenMinutes_Spot_Test",
FlipOnlyWhenInProfit = true,
MaxPositionTimeHours = null,
CloseEarlyWhenProfitable = false
};
// Act
var result = await _backtestExecutor.ExecuteAsync(
config,
candles,
_testUser,
save: false,
withCandles: false,
requestId: null,
bundleRequestId: null,
metadata: null,
progressCallback: null);
// Output the result to console for review
var json = JsonConvert.SerializeObject(new
{
result.FinalPnl,
result.WinRate,
result.GrowthPercentage,
result.HodlPercentage,
result.Fees,
result.NetPnl,
result.MaxDrawdown,
result.SharpeRatio,
result.Score,
result.InitialBalance,
StartDate = result.StartDate.ToString("yyyy-MM-dd HH:mm:ss"),
EndDate = result.EndDate.ToString("yyyy-MM-dd HH:mm:ss"),
TradingType = result.Config.TradingType
}, Formatting.Indented);
Console.WriteLine("BacktestExecutor Spot Results:");
Console.WriteLine(json);
// Debug: Verify telemetry is working
Console.WriteLine($"DEBUG: Spot backtest completed successfully with {result.WinRate}% win rate");
// Assert - Validate specific backtest results
Assert.NotNull(result);
Assert.IsType<LightBacktest>(result);
// Verify TradingType is BacktestSpot
Assert.Equal(TradingType.BacktestSpot, result.Config.TradingType);
// Validate key metrics - Updated with actual backtest results
Assert.Equal(1000.0m, result.InitialBalance);
Assert.Equal(-71.63m, Math.Round(result.FinalPnl, 2));
Assert.Equal(16, result.WinRate);
Assert.Equal(-10.86m, Math.Round(result.GrowthPercentage, 2));
Assert.Equal(-0.67m, Math.Round(result.HodlPercentage, 2));
Assert.Equal(32.59m, Math.Round(result.Fees, 2));
Assert.Equal(-108.65m, Math.Round(result.NetPnl, 2));
Assert.Equal(111.76m, Math.Round((decimal)result.MaxDrawdown, 2));
Assert.Equal(-0.107, Math.Round((double)(result.SharpeRatio ?? 0), 3));
Assert.True(Math.Abs(result.Score - 0.0) < 0.001,
$"Score {result.Score} should be within 0.001 of expected value 0.0");
// Validate dates
Assert.Equal(new DateTime(2025, 10, 14, 12, 0, 0), result.StartDate);
Assert.Equal(new DateTime(2025, 10, 24, 11, 45, 0), result.EndDate);
Assert.True(result.StartDate < result.EndDate);
}
public void Dispose() public void Dispose()
{ {
_loggerFactory?.Dispose(); _loggerFactory?.Dispose();