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GMX v2 - Trading (#7)

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* Move PrivateKeys.cs

* Update gitignore

* Update gitignore

* updt

* Extract GmxServiceTests.cs

* Refact

* update todo

* Update code

* Fix hashdata

* Replace static token hashed datas

* Set allowance

* Add get orders

* Add get orders tests

* Add ignore

* add close orders

* revert

* Add get gas limit

* Start increasePosition. Todo: Finish GetExecutionFee and estimateGas

* little refact

* Update gitignore

* Fix namespaces and clean repo

* Add tests samples

* Add execution fee

* Add increase position

* Handle backtest on the frontend

* Add tests

* Update increase

* Test increase

* fix increase

* Fix size

* Start get position

* Update get positions

* Fix get position

* Update rpc and trade mappers

* Finish close position

* Fix leverage
This commit is contained in:
Oda
2025-01-30 23:06:22 +07:00
committed by GitHub
parent ecaa89c67b
commit 65bdb8e34f
156 changed files with 11253 additions and 4073 deletions
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59
src/Managing.Application/Backtesting/Backtester.cs
View File

@@ -1,4 +1,5 @@
using Managing.Application.Abstractions;
using Managing.Application.Abstractions.Repositories;
using Managing.Application.Abstractions.Services;
using Managing.Core;
using Managing.Domain.Accounts;
@@ -40,11 +41,11 @@ namespace Managing.Application.Backtesting
{
_backtestRepository.InsertBacktest(result);
}
return result;
}
public Backtest RunScalpingBotBacktest(
Account account,
public Backtest RunScalpingBotBacktest(Account account,
MoneyManagement moneyManagement,
Ticker ticker,
Scenario scenario,
@@ -52,22 +53,27 @@ namespace Managing.Application.Backtesting
double days,
decimal balance,
bool isForWatchingOnly = false,
bool save = false)
bool save = false,
List<Candle> initialCandles = null)
{
var scalpingBot = _botFactory.CreateBacktestScalpingBot(account.Name, moneyManagement, ticker, "scenario", timeframe, isForWatchingOnly);
var scalpingBot = _botFactory.CreateBacktestScalpingBot(account.Name, moneyManagement, ticker, "scenario",
timeframe, isForWatchingOnly);
scalpingBot.LoadStrategies(ScenarioHelpers.GetStrategiesFromScenario(scenario));
var candles = GetCandles(account, ticker, timeframe, days);
var result = GetBacktestingResult(ticker, scenario, timeframe, scalpingBot, candles, balance, account, moneyManagement);
var candles = initialCandles ?? GetCandles(account, ticker, timeframe, days);
var result = GetBacktestingResult(ticker, scenario, timeframe, scalpingBot, candles, balance, account,
moneyManagement);
if (save)
{
_backtestRepository.InsertBacktest(result);
}
return result;
}
private List<Candle> GetCandles(Account account, Ticker ticker, Timeframe timeframe, double days)
{
var candles = _exchangeService.GetCandlesInflux(account.Exchange, ticker, DateTime.Now.AddDays(Convert.ToDouble(days)), timeframe).Result;
var candles = _exchangeService.GetCandlesInflux(account.Exchange, ticker,
DateTime.Now.AddDays(Convert.ToDouble(days)), timeframe).Result;
if (candles == null || candles.Count == 0)
throw new Exception($"No candles for {ticker} on {account.Exchange}");
@@ -75,35 +81,46 @@ namespace Managing.Application.Backtesting
return candles;
}
public Backtest RunFlippingBotBacktest(Account account, MoneyManagement moneyManagement, Ticker ticker, Scenario scenario, Timeframe timeframe,
double days, decimal balance, bool isForWatchingOnly = false, bool save = false)
public Backtest RunFlippingBotBacktest(Account account, MoneyManagement moneyManagement, Ticker ticker,
Scenario scenario, Timeframe timeframe,
double days, decimal balance, bool isForWatchingOnly = false, bool save = false,
List<Candle> initialCandles = null)
{
var flippingBot = _botFactory.CreateBacktestFlippingBot(account.Name, moneyManagement, ticker, "scenario", timeframe, false);
var flippingBot = _botFactory.CreateBacktestFlippingBot(account.Name, moneyManagement, ticker, "scenario",
timeframe, false);
var strategy = ScenarioHelpers.GetStrategiesFromScenario(scenario);
flippingBot.LoadStrategies(ScenarioHelpers.GetStrategiesFromScenario(scenario));
var candles = GetCandles(account, ticker, timeframe, days);
var result = GetBacktestingResult(ticker, scenario, timeframe, flippingBot, candles, balance, account, moneyManagement);
var candles = initialCandles ?? GetCandles(account, ticker, timeframe, days);
var result = GetBacktestingResult(ticker, scenario, timeframe, flippingBot, candles, balance, account,
moneyManagement);
if (save)
{
_backtestRepository.InsertBacktest(result);
}
return result;
}
public Backtest RunScalpingBotBacktest(Account account, MoneyManagement moneyManagement, Scenario scenario, Timeframe timeframe, List<Candle> candles, decimal balance)
public Backtest RunScalpingBotBacktest(Account account, MoneyManagement moneyManagement, Scenario scenario,
Timeframe timeframe, List<Candle> candles, decimal balance)
{
var ticker = MiscExtensions.ParseEnum<Ticker>(candles.FirstOrDefault().Ticker);
var bot = _botFactory.CreateBacktestScalpingBot(account.Name, moneyManagement, ticker, "scenario", timeframe, false);
var bot = _botFactory.CreateBacktestScalpingBot(account.Name, moneyManagement, ticker, "scenario",
timeframe, false);
bot.LoadStrategies(ScenarioHelpers.GetStrategiesFromScenario(scenario));
var result = GetBacktestingResult(ticker, scenario, timeframe, bot, candles, balance, account, moneyManagement);
var result = GetBacktestingResult(ticker, scenario, timeframe, bot, candles, balance, account,
moneyManagement);
return result;
}
public Backtest RunFlippingBotBacktest(Account account, MoneyManagement moneyManagement, Scenario scenario, Timeframe timeframe, List<Candle> candles, decimal balance)
public Backtest RunFlippingBotBacktest(Account account, MoneyManagement moneyManagement, Scenario scenario,
Timeframe timeframe, List<Candle> candles, decimal balance)
{
var ticker = MiscExtensions.ParseEnum<Ticker>(candles.FirstOrDefault().Ticker);
var bot = _botFactory.CreateBacktestFlippingBot(account.Name, moneyManagement, ticker, "scenario", timeframe, false);
var result = GetBacktestingResult(ticker, scenario, timeframe, bot, candles, balance, account, moneyManagement);
var bot = _botFactory.CreateBacktestFlippingBot(account.Name, moneyManagement, ticker, "scenario",
timeframe, false);
var result = GetBacktestingResult(ticker, scenario, timeframe, bot, candles, balance, account,
moneyManagement);
return result;
}
@@ -137,7 +154,8 @@ namespace Managing.Application.Backtesting
var stats = TradingHelpers.GetStatistics(bot.WalletBalances);
var growthPercentage = TradingHelpers.GetGrowthFromInitalBalance(balance, finalPnl);
var hodlPercentage = TradingHelpers.GetHodlPercentage(candles[0], candles.Last());
var result = new Backtest(ticker, scenario.Name, bot.Positions, bot.Signals.ToList(), timeframe, candles, bot.BotType, account.Name)
var result = new Backtest(ticker, scenario.Name, bot.Positions, bot.Signals.ToList(), timeframe, candles,
bot.BotType, account.Name)
{
FinalPnl = finalPnl,
WinRate = winRate,
@@ -154,7 +172,6 @@ namespace Managing.Application.Backtesting
}
public IEnumerable<Backtest> GetBacktests()
{
return _backtestRepository.GetBacktests();
@@ -189,4 +206,4 @@ namespace Managing.Application.Backtesting
}
}
}
}
}