GMX v2 - Trading (#7)

* 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

src/Managing.Application.Tests/BaseTests.cs

@@ -1,9 +1,10 @@
-using Managing.Application.Abstractions.Services;
-using Managing.Application.Abstractions;
-using Moq;
-using Managing.Domain.MoneyManagements;
-using static Managing.Common.Enums;
+using Managing.Application.Abstractions;
+using Managing.Application.Abstractions.Services;
 using Managing.Domain.Accounts;
+using Managing.Domain.MoneyManagements;
+using Managing.Infrastructure.Tests;
+using Moq;
+using static Managing.Common.Enums;
 
 namespace Managing.Application.Tests;
 
@@ -13,39 +14,31 @@ public class BaseTests
     public readonly Mock<IAccountService> _accountService;
     public readonly IExchangeService _exchangeService;
     public readonly Mock<ITradingService> _tradingService;
-    public readonly Account Account;
     public readonly MoneyManagement MoneyManagement;
-
-    public const string PublicAddress = "0x0425dEAb364E9121F7CA284129dA854FD5cF22eD";
-    public const string PrivateKey = "";
+    public readonly Account _account;
 
     public BaseTests()
     {
+        _account = PrivateKeys.GetAccount();
         _accountService = new Mock<IAccountService>();
         _moneyManagementService = new Mock<IMoneyManagementService>();
         MoneyManagement = new MoneyManagement()
         {
-            BalanceAtRisk = 0.30m,
-            Leverage = 2,
+            BalanceAtRisk = 0.30m, // 30%
+            Leverage = 2, // x2
             Timeframe = Timeframe.FifteenMinutes,
-            StopLoss = 0.008m,
-            TakeProfit = 0.02m,
+            StopLoss = 0.008m, // 0.8%
+            TakeProfit = 0.02m, // 2% 
             Name = "Default MM"
         };
 
-        _ =_moneyManagementService.Setup(m => m.GetMoneyMangement(It.IsAny<string>())).Returns(Task.FromResult(MoneyManagement));
-
-        Account = new Account()
-        {
-            Exchange = TradingExchanges.Evm,
-            Key = PublicAddress,
-            Secret = PrivateKey,
-        };
+        _ = _moneyManagementService.Setup(m => m.GetMoneyMangement(It.IsAny<string>()))
+            .Returns(Task.FromResult(MoneyManagement));
 
         _accountService.Setup(a => a.GetAccount(It.IsAny<string>(), It.IsAny<bool>(), It.IsAny<bool>()))
-            .Returns(Task.FromResult(Account));
+            .Returns(Task.FromResult(_account));
 
         _tradingService = new Mock<ITradingService>();
         _exchangeService = TradingBaseTests.GetExchangeService();
     }
-}
+}

src/Managing.Application.Tests/BotsTests.cs

@@ -1,12 +1,16 @@
-using Managing.Application.Abstractions;
+using System.Collections;
+using System.Diagnostics;
+using Managing.Application.Abstractions;
+using Managing.Application.Abstractions.Repositories;
 using Managing.Application.Abstractions.Services;
 using Managing.Application.Backtesting;
 using Managing.Application.Bots.Base;
+using Managing.Core;
+using Managing.Domain.Candles;
 using Managing.Domain.MoneyManagements;
 using Managing.Domain.Scenarios;
 using Moq;
-using System.Collections;
-using System.Diagnostics;
+using Newtonsoft.Json;
 using Xunit;
 using static Managing.Common.Enums;
 
@@ -22,7 +26,7 @@ namespace Managing.Application.Tests
         private readonly string _s = "|";
         private List<double> _elapsedTimes { get; set; }
 
-        public BotsTests() : base ()
+        public BotsTests() : base()
         {
             var backtestRepository = new Mock<IBacktestRepository>().Object;
             var discordService = new Mock<IMessengerService>().Object;
@@ -41,17 +45,24 @@ namespace Managing.Application.Tests
         }
 
         [Theory]
-        [InlineData(Ticker.BTC, Timeframe.OneDay, -100)]
-        public void SwingBot_Should_Return_Positiv_Profit_For_Every_Position(Ticker ticker, Timeframe timeframe, int days)
+        [InlineData(Ticker.BTC, Timeframe.FifteenMinutes, -10)]
+        public void SwingBot_Should_Return_Positiv_Profit_For_Every_Position(Ticker ticker, Timeframe timeframe,
+            int days)
         {
             // Arrange 
-            var scenario = new Scenario("ScalpingScenario");
+            var scenario = new Scenario("FlippingScenario");
             var strategy = ScenarioHelpers.BuildStrategy(StrategyType.RsiDivergence, timeframe, "RsiDiv", period: 14);
             scenario.AddStrategy(strategy);
+            var localCandles =
+                FileHelpers.ReadJson<List<Candle>>($"{ticker.ToString()}-{timeframe.ToString()}-candles.json");
 
             // Act
-            var backtestResult = _backtester.RunFlippingBotBacktest(Account, MoneyManagement, ticker, scenario, timeframe, Convert.ToDouble(days*2), 1000);
-            WriteCsvReport(backtestResult.GetStringReport());
+            var backtestResult = _backtester.RunFlippingBotBacktest(_account, MoneyManagement, ticker, scenario,
+                timeframe, Convert.ToDouble(days), 1000, initialCandles: localCandles.TakeLast(500).ToList());
+
+            var json = JsonConvert.SerializeObject(backtestResult, Formatting.None);
+            File.WriteAllText($"{ticker.ToString()}-{timeframe.ToString()}-{Guid.NewGuid()}.json", json);
+            // WriteCsvReport(backtestResult.GetStringReport());
 
             // Assert
             Assert.True(backtestResult.FinalPnl > 0);
@@ -67,7 +78,8 @@ namespace Managing.Application.Tests
         //[InlineData(Enums.Exchanges.Binance, "BTCUSDT", Timeframe.ThirtyMinutes, -4)]
         //[InlineData(Enums.Exchanges.Binance, "BTCUSDT", Timeframe.FifteenMinutes, -4)]
         [InlineData(Ticker.BTC, Timeframe.FifteenMinutes, -14)]
-        public void ScalpingBot_Should_Return_Positiv_Profit_For_Every_Position(Ticker ticker, Timeframe timeframe, int days)
+        public void ScalpingBot_Should_Return_Positiv_Profit_For_Every_Position(Ticker ticker, Timeframe timeframe,
+            int days)
         {
             // Arrange 
             var scenario = new Scenario("ScalpingScenario");
@@ -75,7 +87,8 @@ namespace Managing.Application.Tests
             scenario.AddStrategy(strategy);
 
             // Act
-            var backtestResult = _backtester.RunScalpingBotBacktest(Account, MoneyManagement, ticker, scenario, timeframe, Convert.ToDouble(days), 1000);
+            var backtestResult = _backtester.RunScalpingBotBacktest(_account, MoneyManagement, ticker, scenario,
+                timeframe, Convert.ToDouble(days), 1000);
             //WriteCsvReport(backtestResult.GetStringReport());
 
             // Assert
@@ -86,11 +99,13 @@ namespace Managing.Application.Tests
 
         [Theory]
         [InlineData(Ticker.BTC, Timeframe.FifteenMinutes, -8)]
-        public void MacdCross_Should_Return_Positiv_Profit_For_Every_Position(Ticker ticker, Timeframe timeframe, int days)
+        public void MacdCross_Should_Return_Positiv_Profit_For_Every_Position(Ticker ticker, Timeframe timeframe,
+            int days)
         {
             // Arrange 
             var scenario = new Scenario("ScalpingScenario");
-            var strategy = ScenarioHelpers.BuildStrategy(StrategyType.MacdCross, timeframe, "RsiDiv", fastPeriods: 12, slowPeriods: 26, signalPeriods: 9);
+            var strategy = ScenarioHelpers.BuildStrategy(StrategyType.MacdCross, timeframe, "RsiDiv", fastPeriods: 12,
+                slowPeriods: 26, signalPeriods: 9);
             scenario.AddStrategy(strategy);
 
             var moneyManagement = new MoneyManagement()
@@ -103,7 +118,8 @@ namespace Managing.Application.Tests
             };
 
             // Act
-            var backtestResult = _backtester.RunScalpingBotBacktest(Account, moneyManagement, ticker, scenario, timeframe, Convert.ToDouble(days), 1000);
+            var backtestResult = _backtester.RunScalpingBotBacktest(_account, moneyManagement, ticker, scenario,
+                timeframe, Convert.ToDouble(days), 1000);
             WriteCsvReport(backtestResult.GetStringReport());
 
             // Assert
@@ -115,7 +131,8 @@ namespace Managing.Application.Tests
         [Theory]
         [InlineData(Timeframe.FifteenMinutes, -6, StrategyType.RsiDivergenceConfirm, BotType.ScalpingBot)]
         //[InlineData(Timeframe.FifteenMinutes, -6, Enums.StrategyType.RsiDivergenceConfirm, Enums.BotType.FlippingBot)]
-        public void GetBestPeriodRsiForDivergenceFlippingBot(Timeframe timeframe, int days, StrategyType strategyType, BotType botType)
+        public void GetBestPeriodRsiForDivergenceFlippingBot(Timeframe timeframe, int days, StrategyType strategyType,
+            BotType botType)
         {
             var result = new List<Tuple<string, int, decimal, decimal, decimal, decimal>>();
             var errors = new List<string>();
@@ -124,24 +141,27 @@ namespace Managing.Application.Tests
                 MaxDegreeOfParallelism = 4
             };
 
-            var periodRange = new List<int>() { 2, 7};
+            var periodRange = new List<int>() { 2, 7 };
             var stopLossRange = new List<decimal>() { 0.005m, 0.05m, 0.005m };
             var takeProfitRange = new List<decimal>() { 0.01m, 0.1m, 0.02m };
             var fileIdentifier = $"{strategyType}-{timeframe}";
             var completedTest = 0;
-            var totalTests = GetTotalTrades(periodRange, stopLossRange, takeProfitRange) * Enum.GetNames(typeof(Ticker)).Length;
+            var totalTests = GetTotalTrades(periodRange, stopLossRange, takeProfitRange) *
+                             Enum.GetNames(typeof(Ticker)).Length;
 
             CleanAnalyseFile(fileIdentifier);
             UpdateProgression(totalTests, completedTest);
 
-            Parallel.ForEach((Ticker[])Enum.GetValues(typeof(Ticker)), options, ticker => {
-
-                var candles = _exchangeService.GetCandles(Account, ticker, DateTime.Now.AddDays(Convert.ToDouble(days)), timeframe).Result;
+            Parallel.ForEach((Ticker[])Enum.GetValues(typeof(Ticker)), options, ticker =>
+            {
+                var candles = _exchangeService
+                    .GetCandles(_account, ticker, DateTime.Now.AddDays(Convert.ToDouble(days)), timeframe).Result;
 
                 if (candles == null || candles.Count == 0)
                     return;
 
-                Parallel.For(periodRange[0], periodRange[1], options, i => {
+                Parallel.For(periodRange[0], periodRange[1], options, i =>
+                {
                     var scenario = new Scenario("ScalpingScenario");
                     var strategy = ScenarioHelpers.BuildStrategy(strategyType, timeframe, "RsiDiv", period: i);
                     scenario.AddStrategy(strategy);
@@ -150,7 +170,7 @@ namespace Managing.Application.Tests
                     for (decimal s = stopLossRange[0]; s < stopLossRange[1]; s += stopLossRange[2])
                     {
                         // +1% to +10% in 1%
-                        for(decimal t = takeProfitRange[0]; t < takeProfitRange[1]; t += takeProfitRange[2])
+                        for (decimal t = takeProfitRange[0]; t < takeProfitRange[1]; t += takeProfitRange[2])
                         {
                             var moneyManagement = new MoneyManagement()
                             {
@@ -165,25 +185,29 @@ namespace Managing.Application.Tests
                             {
                                 var timer = new Stopwatch();
                                 timer.Start();
-                  
+
                                 var backtestResult = botType switch
                                 {
                                     BotType.SimpleBot => throw new NotImplementedException(),
-                                    BotType.ScalpingBot => _backtester.RunScalpingBotBacktest(Account, moneyManagement, scenario, timeframe, candles, 1000),
-                                    BotType.FlippingBot => _backtester.RunFlippingBotBacktest(Account, moneyManagement, scenario, timeframe, candles, 1000),
+                                    BotType.ScalpingBot => _backtester.RunScalpingBotBacktest(_account, moneyManagement,
+                                        scenario, timeframe, candles, 1000),
+                                    BotType.FlippingBot => _backtester.RunFlippingBotBacktest(_account, moneyManagement,
+                                        scenario, timeframe, candles, 1000),
                                     _ => throw new NotImplementedException(),
                                 };
                                 timer.Stop();
-                                
-                                if (backtestResult.FinalPnl > 0 
-                                    && (backtestResult.GrowthPercentage - backtestResult.HodlPercentage) > 30 
+
+                                if (backtestResult.FinalPnl > 0
+                                    && (backtestResult.GrowthPercentage - backtestResult.HodlPercentage) > 30
                                     && backtestResult.Statistics.MaxDrawdown < 3)
                                 {
-                                    var currentResult = new Tuple<string, int, decimal, decimal, decimal, decimal>(ticker.ToString(), i, 
-                                        backtestResult.FinalPnl, s, t, backtestResult.GrowthPercentage - backtestResult.HodlPercentage);
+                                    var currentResult = new Tuple<string, int, decimal, decimal, decimal, decimal>(
+                                        ticker.ToString(), i,
+                                        backtestResult.FinalPnl, s, t,
+                                        backtestResult.GrowthPercentage - backtestResult.HodlPercentage);
                                     result.Add(currentResult);
                                 }
-                                
+
                                 completedTest++;
                                 UpdateProgression(totalTests, completedTest, timer.Elapsed.TotalSeconds);
                             }
@@ -199,7 +223,8 @@ namespace Managing.Application.Tests
 
             foreach (var r in result)
             {
-                WriteCsvAnalyse($"{r.Item1}{_s}{r.Item2}{_s}{r.Item3.ToString("0.000")}{_s}{r.Item4 * 100}{_s}{r.Item5 * 100}{_s}{r.Item6}");
+                WriteCsvAnalyse(
+                    $"{r.Item1}{_s}{r.Item2}{_s}{r.Item3.ToString("0.000")}{_s}{r.Item4 * 100}{_s}{r.Item5 * 100}{_s}{r.Item6}");
             }
 
             foreach (var e in errors)
@@ -208,7 +233,8 @@ namespace Managing.Application.Tests
             }
 
             var bestResult = result.OrderByDescending(b => b.Item3).FirstOrDefault();
-            WriteCsvAnalyse($"Best result : {bestResult.Item1} - Rsi Period : {bestResult.Item2} - {bestResult.Item3} - SL : {bestResult.Item4}% - TP : {bestResult.Item5}%");
+            WriteCsvAnalyse(
+                $"Best result : {bestResult.Item1} - Rsi Period : {bestResult.Item2} - {bestResult.Item3} - SL : {bestResult.Item4}% - TP : {bestResult.Item5}%");
 
             Assert.True(result.Any());
         }
@@ -217,7 +243,8 @@ namespace Managing.Application.Tests
         [Theory]
         [InlineData(Timeframe.OneHour, -30, StrategyType.MacdCross, BotType.FlippingBot)]
         [InlineData(Timeframe.OneHour, -30, StrategyType.MacdCross, BotType.ScalpingBot)]
-        public void GetBestMMForMacdFlippingBot(Timeframe timeframe, int days, StrategyType strategyType, BotType botType)
+        public void GetBestMMForMacdFlippingBot(Timeframe timeframe, int days, StrategyType strategyType,
+            BotType botType)
         {
             var result = new List<Tuple<string, decimal, decimal, decimal, decimal>>();
             var errors = new List<string>();
@@ -230,20 +257,23 @@ namespace Managing.Application.Tests
             var takeProfitRange = new List<decimal>() { 0.01m, 0.1m, 0.02m };
             var fileIdentifier = $"{strategyType}-{timeframe}-{botType}";
             var completedTest = 0;
-            var totalTests = GetTotalTradeForStopLossTakeProfit(stopLossRange, takeProfitRange) * Enum.GetNames(typeof(Ticker)).Length;
+            var totalTests = GetTotalTradeForStopLossTakeProfit(stopLossRange, takeProfitRange) *
+                             Enum.GetNames(typeof(Ticker)).Length;
 
             CleanAnalyseFile(fileIdentifier);
             UpdateProgression(totalTests, completedTest);
 
-            Parallel.ForEach((Ticker[])Enum.GetValues(typeof(Ticker)), options, ticker => {
-
-                var candles = _exchangeService.GetCandles(Account, ticker, DateTime.Now.AddDays(Convert.ToDouble(days)), timeframe).Result;
+            Parallel.ForEach((Ticker[])Enum.GetValues(typeof(Ticker)), options, ticker =>
+            {
+                var candles = _exchangeService
+                    .GetCandles(_account, ticker, DateTime.Now.AddDays(Convert.ToDouble(days)), timeframe).Result;
 
                 if (candles == null || candles.Count == 0)
                     return;
 
                 var scenario = new Scenario("ScalpingScenario");
-                var strategy = ScenarioHelpers.BuildStrategy(strategyType, timeframe, "RsiDiv", fastPeriods: 12, slowPeriods: 26, signalPeriods: 9);
+                var strategy = ScenarioHelpers.BuildStrategy(strategyType, timeframe, "RsiDiv", fastPeriods: 12,
+                    slowPeriods: 26, signalPeriods: 9);
                 scenario.AddStrategy(strategy);
 
                 // -0.5 to -5
@@ -268,8 +298,10 @@ namespace Managing.Application.Tests
                             var backtestResult = botType switch
                             {
                                 BotType.SimpleBot => throw new NotImplementedException(),
-                                BotType.ScalpingBot => _backtester.RunScalpingBotBacktest(Account, moneyManagement, scenario, timeframe, candles, 1000),
-                                BotType.FlippingBot => _backtester.RunFlippingBotBacktest(Account, moneyManagement, scenario, timeframe, candles, 1000),
+                                BotType.ScalpingBot => _backtester.RunScalpingBotBacktest(_account, moneyManagement,
+                                    scenario, timeframe, candles, 1000),
+                                BotType.FlippingBot => _backtester.RunFlippingBotBacktest(_account, moneyManagement,
+                                    scenario, timeframe, candles, 1000),
                                 _ => throw new NotImplementedException(),
                             };
 
@@ -277,8 +309,10 @@ namespace Managing.Application.Tests
                                 && (backtestResult.GrowthPercentage - backtestResult.HodlPercentage) > 30
                                 && backtestResult.Statistics.MaxDrawdown < 3)
                             {
-                                var currentResult = new Tuple<string, decimal, decimal, decimal, decimal>(ticker.ToString(),
-                                    backtestResult.FinalPnl, s, t, backtestResult.GrowthPercentage - backtestResult.HodlPercentage);
+                                var currentResult = new Tuple<string, decimal, decimal, decimal, decimal>(
+                                    ticker.ToString(),
+                                    backtestResult.FinalPnl, s, t,
+                                    backtestResult.GrowthPercentage - backtestResult.HodlPercentage);
                                 result.Add(currentResult);
                             }
 
@@ -290,6 +324,7 @@ namespace Managing.Application.Tests
                             completedTest++;
                             errors.Add($"{ticker}{_s}{s}{_s}{t}{_s}{ex.Message}");
                         }
+
                         timer.Stop();
                     }
                 }
@@ -297,7 +332,8 @@ namespace Managing.Application.Tests
 
             foreach (var r in result)
             {
-                WriteCsvAnalyse($"{r.Item1}{_s}{r.Item2.ToString("0.000")}{_s}{r.Item3 * 100}{_s}{r.Item4 * 100}{_s}{r.Item5}");
+                WriteCsvAnalyse(
+                    $"{r.Item1}{_s}{r.Item2.ToString("0.000")}{_s}{r.Item3 * 100}{_s}{r.Item4 * 100}{_s}{r.Item5}");
             }
 
             foreach (var e in errors)
@@ -306,7 +342,8 @@ namespace Managing.Application.Tests
             }
 
             var bestResult = result.OrderByDescending(b => b.Item3).FirstOrDefault();
-            WriteCsvAnalyse($"Best result : {bestResult.Item1} - Rsi Period : {bestResult.Item2} - {bestResult.Item3} - SL : {bestResult.Item4}% - TP : {bestResult.Item5}%");
+            WriteCsvAnalyse(
+                $"Best result : {bestResult.Item1} - Rsi Period : {bestResult.Item2} - {bestResult.Item3} - SL : {bestResult.Item4}% - TP : {bestResult.Item5}%");
 
             Assert.True(result.Any());
         }
@@ -321,8 +358,8 @@ namespace Managing.Application.Tests
         {
             if (!string.IsNullOrEmpty(fileIdentifier))
                 _analysePath += $"-{fileIdentifier}-{DateTime.Now.ToString("dd-MM-HH-mm")}.csv";
-            
-            File.AppendAllLines(_analysePath , new[] { line });
+
+            File.AppendAllLines(_analysePath, new[] { line });
         }
 
         private void WriteCsvErrors(string line)
@@ -335,12 +372,14 @@ namespace Managing.Application.Tests
             WriteCsvAnalyse("", fileIdentifier);
         }
 
-        private decimal GetTotalTrades(List<int> periodRange, List<decimal> stopLossRange, List<decimal> takeProfitRange)
+        private decimal GetTotalTrades(List<int> periodRange, List<decimal> stopLossRange,
+            List<decimal> takeProfitRange)
         {
             var stopLossRangeTotalTest = stopLossRange[1] / stopLossRange[2];
             var takeProfitRangeTotalTest = takeProfitRange[1] / takeProfitRange[2];
 
-            var totalTrades = GetTotalTradeForStopLossTakeProfit(stopLossRange, takeProfitRange) * stopLossRangeTotalTest * takeProfitRangeTotalTest;
+            var totalTrades = GetTotalTradeForStopLossTakeProfit(stopLossRange, takeProfitRange) *
+                              stopLossRangeTotalTest * takeProfitRangeTotalTest;
             return totalTrades;
         }
 
@@ -406,4 +445,4 @@ namespace Managing.Application.Tests
             }
         }
     }
-}
+}

src/Managing.Application.Tests/Managing.Application.Tests.csproj

@@ -1,35 +1,46 @@
 <Project Sdk="Microsoft.NET.Sdk">
 
-  <PropertyGroup>
-	  <TargetFramework>net8.0</TargetFramework>
-	  <ImplicitUsings>enable</ImplicitUsings>
-	  <PlatformTarget>AnyCPU</PlatformTarget>
-    <Platforms>AnyCPU;x64</Platforms>
-  </PropertyGroup>
+    <PropertyGroup>
+        <TargetFramework>net8.0</TargetFramework>
+        <ImplicitUsings>enable</ImplicitUsings>
+        <PlatformTarget>AnyCPU</PlatformTarget>
+        <Platforms>AnyCPU;x64</Platforms>
+    </PropertyGroup>
 
-  <ItemGroup>
-    <PackageReference Include="MathNet.Numerics" Version="5.0.0" />
-    <PackageReference Include="Microsoft.AspNetCore.Mvc.Testing" Version="8.0.5" />
-    <PackageReference Include="Microsoft.Extensions.Configuration" Version="8.0.0" />
-    <PackageReference Include="Microsoft.NET.Test.Sdk" Version="17.9.0" />
-    <PackageReference Include="Microsoft.TestPlatform.AdapterUtilities" Version="17.9.0" />
-    <PackageReference Include="Moq" Version="4.20.70" />
-    <PackageReference Include="MSTest.TestAdapter" Version="3.3.1" />
-    <PackageReference Include="MSTest.TestFramework" Version="3.3.1" />
-    <PackageReference Include="xunit" Version="2.8.0" />
-    <PackageReference Include="xunit.runner.visualstudio" Version="2.8.0">
-      <PrivateAssets>all</PrivateAssets>
-      <IncludeAssets>runtime; build; native; contentfiles; analyzers; buildtransitive</IncludeAssets>
-    </PackageReference>
-  </ItemGroup>
+    <ItemGroup>
+        <PackageReference Include="MathNet.Numerics" Version="5.0.0"/>
+        <PackageReference Include="Microsoft.AspNetCore.Mvc.Testing" Version="8.0.5"/>
+        <PackageReference Include="Microsoft.Extensions.Configuration" Version="8.0.0"/>
+        <PackageReference Include="Microsoft.NET.Test.Sdk" Version="17.9.0"/>
+        <PackageReference Include="Microsoft.TestPlatform.AdapterUtilities" Version="17.9.0"/>
+        <PackageReference Include="Moq" Version="4.20.70"/>
+        <PackageReference Include="MSTest.TestAdapter" Version="3.3.1"/>
+        <PackageReference Include="MSTest.TestFramework" Version="3.3.1"/>
+        <PackageReference Include="xunit" Version="2.8.0"/>
+        <PackageReference Include="xunit.runner.visualstudio" Version="2.8.0">
+            <PrivateAssets>all</PrivateAssets>
+            <IncludeAssets>runtime; build; native; contentfiles; analyzers; buildtransitive</IncludeAssets>
+        </PackageReference>
+    </ItemGroup>
 
-  <ItemGroup>
-    <ProjectReference Include="..\Managing.Api\Managing.Api.csproj" />
-    <ProjectReference Include="..\Managing.Application\Managing.Application.csproj" />
-    <ProjectReference Include="..\Managing.Common\Managing.Common.csproj" />
-    <ProjectReference Include="..\Managing.Core\Managing.Core.csproj" />
-    <ProjectReference Include="..\Managing.Domain\Managing.Domain.csproj" />
-    <ProjectReference Include="..\Managing.Infrastructure.Exchanges\Managing.Infrastructure.Exchanges.csproj" />
-  </ItemGroup>
+    <ItemGroup>
+        <ProjectReference Include="..\Managing.Api\Managing.Api.csproj"/>
+        <ProjectReference Include="..\Managing.Application\Managing.Application.csproj"/>
+        <ProjectReference Include="..\Managing.Common\Managing.Common.csproj"/>
+        <ProjectReference Include="..\Managing.Core\Managing.Core.csproj"/>
+        <ProjectReference Include="..\Managing.Domain\Managing.Domain.csproj"/>
+        <ProjectReference Include="..\Managing.Infrastructure.Exchanges\Managing.Infrastructure.Exchanges.csproj"/>
+        <ProjectReference Include="..\Managing.Infrastructure.Tests\Managing.Infrastructure.Tests.csproj"/>
+    </ItemGroup>
+
+    <ItemGroup>
+        <Folder Include="Data\"/>
+    </ItemGroup>
+
+    <ItemGroup>
+        <None Update="Data\candles.json">
+            <CopyToOutputDirectory>Always</CopyToOutputDirectory>
+        </None>
+    </ItemGroup>
 
 </Project>

src/Managing.Application.Tests/StrategyTests.cs

@@ -17,9 +17,7 @@ namespace Managing.Application.Tests
 
         [Theory]
         [InlineData(TradingExchanges.Binance, Ticker.ADA, Timeframe.OneDay)]
-        [InlineData(TradingExchanges.Binance, Ticker.ADA, Timeframe.OneDay)]
-        [InlineData(TradingExchanges.Binance, Ticker.ADA, Timeframe.OneDay)]
-        public void Shoud_Return_Signal_On_Rsi_BullishDivergence2(TradingExchanges exchange, Ticker ticker,
+        public void Should_Return_Signal_On_Rsi_BullishDivergence2(TradingExchanges exchange, Ticker ticker,
             Timeframe timeframe)
         {
             var account = GetAccount(exchange);
@@ -80,12 +78,13 @@ namespace Managing.Application.Tests
 
         [Theory]
         [InlineData(TradingExchanges.Ftx, Ticker.ADA, Timeframe.OneDay, -500)]
-        public void Shoud_Return_Signal_On_Macd_Cross(TradingExchanges exchange, Ticker ticker, Timeframe timeframe, int days)
+        public async void Shoud_Return_Signal_On_Macd_Cross(TradingExchanges exchange, Ticker ticker,
+            Timeframe timeframe, int days)
         {
             // Arrange
             var account = GetAccount(exchange);
             var rsiStrategy = new MACDCrossStrategy("unittest", timeframe, 12, 26, 9);
-            var candles = _exchangeService.GetCandles(account, ticker, DateTime.Now.AddDays(days), timeframe).Result;
+            var candles = await _exchangeService.GetCandles(account, ticker, DateTime.Now.AddDays(days), timeframe);
             var resultSignal = new List<Signal>();
 
             // Act
@@ -106,7 +105,8 @@ namespace Managing.Application.Tests
 
         [Theory]
         [InlineData(TradingExchanges.Ftx, Ticker.ADA, Timeframe.OneDay, -500)]
-        public void Shoud_Return_Signal_On_SuperTrend(TradingExchanges exchange, Ticker ticker, Timeframe timeframe, int days)
+        public void Shoud_Return_Signal_On_SuperTrend(TradingExchanges exchange, Ticker ticker, Timeframe timeframe,
+            int days)
         {
             // Arrange
             var account = GetAccount(exchange);
@@ -132,7 +132,8 @@ namespace Managing.Application.Tests
 
         [Theory]
         [InlineData(TradingExchanges.Ftx, Ticker.ADA, Timeframe.OneDay, -500)]
-        public void Shoud_Return_Signal_On_ChandelierExist(TradingExchanges exchange, Ticker ticker, Timeframe timeframe, int days)
+        public void Shoud_Return_Signal_On_ChandelierExist(TradingExchanges exchange, Ticker ticker,
+            Timeframe timeframe, int days)
         {
             // Arrange
             var account = GetAccount(exchange);
@@ -147,7 +148,7 @@ namespace Managing.Application.Tests
                 var signals = chandelierExitStrategy.Run();
             }
 
-            if (chandelierExitStrategy.Signals != null && chandelierExitStrategy.Signals.Count > 0)
+            if (chandelierExitStrategy.Signals is { Count: > 0 })
                 resultSignal.AddRange(chandelierExitStrategy.Signals);
 
             // Assert 
@@ -158,7 +159,8 @@ namespace Managing.Application.Tests
 
         [Theory]
         [InlineData(TradingExchanges.Ftx, Ticker.ADA, Timeframe.OneDay, -500)]
-        public void Shoud_Return_Signal_On_EmaTrend(TradingExchanges exchange, Ticker ticker, Timeframe timeframe, int days)
+        public void Shoud_Return_Signal_On_EmaTrend(TradingExchanges exchange, Ticker ticker, Timeframe timeframe,
+            int days)
         {
             // Arrange
             var account = GetAccount(exchange);
@@ -184,8 +186,9 @@ namespace Managing.Application.Tests
 
 
         [Theory]
-        [InlineData(TradingExchanges.Ftx, Ticker.ADA, Timeframe.OneDay, -500)]
-        public void Shoud_Return_Signal_On_StochRsi(TradingExchanges exchange, Ticker ticker, Timeframe timeframe, int days)
+        [InlineData(TradingExchanges.Evm, Ticker.BTC, Timeframe.FifteenMinutes, -50)]
+        public void Shoud_Return_Signal_On_StochRsi(TradingExchanges exchange, Ticker ticker, Timeframe timeframe,
+            int days)
         {
             // Arrange
             var account = GetAccount(exchange);
@@ -193,6 +196,10 @@ namespace Managing.Application.Tests
             var candles = _exchangeService.GetCandles(account, ticker, DateTime.Now.AddDays(days), timeframe).Result;
             var resultSignal = new List<Signal>();
 
+            // var json = JsonConvert.SerializeObject(candles);
+            // File.WriteAllText($"{ticker.ToString()}-{timeframe.ToString()}-candles.json", json);
+            // var json2 = FileHelpers.ReadJson<List<Candle>>($"{ticker.ToString()}-{timeframe.ToString()}-candles.json");
+
             // Act
             foreach (var candle in candles)
             {
@@ -209,4 +216,4 @@ namespace Managing.Application.Tests
             Assert.Contains(resultSignal, s => s.Direction == TradeDirection.Long);
         }
     }
-}
+}

src/Managing.Application.Tests/WorkflowTests.cs

@@ -7,7 +7,7 @@ namespace Managing.Application.Tests;
 public class WorkflowTests : BaseTests
 {
     [Fact]
-    public async void Should_Create_Workflow_with_Feed_Ticker_Flow()
+    public async Task Should_Create_Workflow_with_Feed_Ticker_Flow()
     {
         // Arrange
         var workflow = new Workflow
@@ -43,11 +43,12 @@ public class WorkflowTests : BaseTests
         {
             Assert.False(string.IsNullOrEmpty(f.Output));
         }
+
         Assert.NotNull(workflow);
         Assert.NotNull(workflow.Flows);
         Assert.Single(workflow.Flows);
         Assert.Equal("Feed Ticker", workflow.Name);
         Assert.Equal(WorkflowUsage.Trading, workflow.Usage);
         Assert.Equal("Basic trading Workflow", workflow.Description);
-    }   
-}
+    }
+}