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Remove candle from backtest return + fix message when good backtest

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This commit is contained in:
cryptooda
2025-11-14 20:49:02 +07:00
parent b4005a2d1e
commit 6d661f459e
7 changed files with 30 additions and 69 deletions
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7
src/Managing.Application/Backtests/BacktestExecutor.cs
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@@ -383,8 +383,7 @@ public class BacktestExecutor
var finalRequestId = requestId != null ? Guid.Parse(requestId) : Guid.NewGuid();
// Create backtest result with conditional candles and indicators values
var result = new Backtest(config, tradingBot.Positions, tradingBot.Signals,
withCandles ? candles : new HashSet<Candle>())
var result = new Backtest(config, tradingBot.Positions, tradingBot.Signals)
{
FinalPnl = realizedPnl, // Realized PnL before fees
WinRate = winRate,
@@ -485,7 +484,9 @@ public class BacktestExecutor
string.Join(", ", bottlenecks));
}
_logger.LogInformation("🎯 Backtest completed successfully - RequestId: {RequestId} - Score: {Score} - Realized PnL: {RealizedPnl} - Net PnL: {NetPnl} - Fees: {Fees}", finalRequestId, result.Score, result.FinalPnl, result.NetPnl, result.Fees);
_logger.LogInformation(
"🎯 Backtest completed successfully - RequestId: {RequestId} - Score: {Score} - Realized PnL: {RealizedPnl} - Net PnL: {NetPnl} - Fees: {Fees}",
finalRequestId, result.Score, result.FinalPnl, result.NetPnl, result.Fees);
// Convert Backtest to LightBacktest
return ConvertToLightBacktest(result);

61
src/Managing.Application/Backtests/Backtester.cs
View File

@@ -4,7 +4,6 @@ using Managing.Application.Abstractions.Repositories;
using Managing.Application.Abstractions.Services;
using Managing.Application.Abstractions.Shared;
using Managing.Application.Hubs;
using Managing.Domain.Accounts;
using Managing.Domain.Backtests;
using Managing.Domain.Bots;
using Managing.Domain.Candles;
@@ -136,7 +135,8 @@ namespace Managing.Application.Backtests
var startDate = candles.Min(c => c.Date);
var endDate = candles.Max(c => c.Date);
return await RunTradingBotBacktest(config, startDate, endDate, user, false, withCandles, requestId, metadata);
return await RunTradingBotBacktest(config, startDate, endDate, user, false, withCandles, requestId,
metadata);
}
public async Task<bool> DeleteBacktestAsync(string id)
@@ -215,31 +215,6 @@ namespace Managing.Application.Backtests
if (backtest == null)
return null;
if (backtest.Candles == null || backtest.Candles.Count == 0 || backtest.Candles.Count < 10)
{
try
{
var account = new Account
{ Name = backtest.Config.AccountName, Exchange = TradingExchanges.Evm };
var candles = await _exchangeService.GetCandlesInflux(
account.Exchange,
backtest.Config.Ticker,
backtest.StartDate,
backtest.Config.Timeframe,
backtest.EndDate);
if (candles != null && candles.Count > 0)
{
backtest.Candles = candles;
}
}
catch (Exception ex)
{
_logger.LogError(ex, "Failed to retrieve candles for backtest {Id}", id);
}
}
return backtest;
}
@@ -348,12 +323,12 @@ namespace Managing.Application.Backtests
{
// Generate backtest requests from variants (same logic as BundleBacktestGrain)
var backtestRequests = await GenerateBacktestRequestsFromVariants(bundleRequest);
if (backtestRequests != null && backtestRequests.Any())
{
// Create jobs for all variants
await _jobService.CreateBundleJobsAsync(bundleRequest, backtestRequests);
_logger.LogInformation(
"Created {JobCount} backtest jobs for bundle request {BundleRequestId}",
backtestRequests.Count, bundleRequest.RequestId);
@@ -380,12 +355,12 @@ namespace Managing.Application.Backtests
{
// Generate backtest requests from variants
var backtestRequests = await GenerateBacktestRequestsFromVariants(bundleRequest);
if (backtestRequests != null && backtestRequests.Any())
{
// Create jobs for all variants
await _jobService.CreateBundleJobsAsync(bundleRequest, backtestRequests);
_logger.LogInformation(
"Created {JobCount} backtest jobs for bundle request {BundleRequestId}",
backtestRequests.Count, bundleRequest.RequestId);
@@ -399,8 +374,8 @@ namespace Managing.Application.Backtests
}
catch (Exception ex)
{
_logger.LogError(ex,
"Error creating jobs for bundle request {BundleRequestId}",
_logger.LogError(ex,
"Error creating jobs for bundle request {BundleRequestId}",
bundleRequest.RequestId);
throw;
}
@@ -431,7 +406,9 @@ namespace Managing.Application.Backtests
}
// Get the first account for the user
var accounts = await _accountService.GetAccountsByUserAsync(bundleRequest.User, hideSecrets: true, getBalance: false);
var accounts =
await _accountService.GetAccountsByUserAsync(bundleRequest.User, hideSecrets: true,
getBalance: false);
var firstAccount = accounts.FirstOrDefault();
if (firstAccount == null)
@@ -573,15 +550,17 @@ namespace Managing.Application.Backtests
return (bundleRequests, totalCount);
}
public async Task<(IEnumerable<BundleBacktestRequest> BundleRequests, int TotalCount)> GetBundleBacktestRequestsPaginatedAsync(
int page,
int pageSize,
BundleBacktestRequestSortableColumn sortBy = BundleBacktestRequestSortableColumn.CreatedAt,
string sortOrder = "desc",
BundleBacktestRequestsFilter? filter = null)
public async Task<(IEnumerable<BundleBacktestRequest> BundleRequests, int TotalCount)>
GetBundleBacktestRequestsPaginatedAsync(
int page,
int pageSize,
BundleBacktestRequestSortableColumn sortBy = BundleBacktestRequestSortableColumn.CreatedAt,
string sortOrder = "desc",
BundleBacktestRequestsFilter? filter = null)
{
var (bundleRequests, totalCount) =
await _backtestRepository.GetBundleBacktestRequestsPaginatedAsync(page, pageSize, sortBy, sortOrder, filter);
await _backtestRepository.GetBundleBacktestRequestsPaginatedAsync(page, pageSize, sortBy, sortOrder,
filter);
return (bundleRequests, totalCount);
}