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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);

39
src/Managing.Application/Backtests/Backtester.cs
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@@ -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;
}
@@ -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)
@@ -573,7 +550,8 @@ namespace Managing.Application.Backtests
return (bundleRequests, totalCount);
}
public async Task<(IEnumerable<BundleBacktestRequest> BundleRequests, int TotalCount)> GetBundleBacktestRequestsPaginatedAsync(
public async Task<(IEnumerable<BundleBacktestRequest> BundleRequests, int TotalCount)>
GetBundleBacktestRequestsPaginatedAsync(
int page,
int pageSize,
BundleBacktestRequestSortableColumn sortBy = BundleBacktestRequestSortableColumn.CreatedAt,
@@ -581,7 +559,8 @@ namespace Managing.Application.Backtests
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);
}

3
src/Managing.Application/Bots/Grains/BacktestTradingBotGrain.cs
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@@ -164,8 +164,7 @@ public class BacktestTradingBotGrain : Grain, IBacktestTradingBotGrain
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 = finalPnl,
WinRate = winRate,

6
src/Managing.Application/Shared/MessengerService.cs
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@@ -257,7 +257,7 @@ public class MessengerService : IMessengerService
var score = backtest.Score;
var winRate = backtest.WinRate;
var tradeCount = backtest.Positions?.Count ?? 0;
var finalPnl = backtest.FinalPnl;
var netPnl = backtest.NetPnl;
var growthPercentage = backtest.GrowthPercentage;
var maxDrawdown = backtest.Statistics?.MaxDrawdown ?? 0;
var sharpeRatio = (backtest.Statistics?.SharpeRatio * 100) ?? 0;
@@ -288,8 +288,8 @@ public class MessengerService : IMessengerService
$"🔍 Score Analysis: {backtest.ScoreMessage}\n" +
$"🏆 Win Rate: {winRate:F1}%\n" +
$"📊 Total Trades: {tradeCount}\n" +
$"💰 Final PnL: ${finalPnl:F2}\n" +
$"📈 Growth: {growthPercentage:F1}%\n" +
$"💰 Net PnL: ${netPnl:F2}\n" +
$"📈 ROI: {growthPercentage:F1}%\n" +
$"📉 Max Drawdown: ${maxDrawdown:N}\n" +
$"📊 Sharpe Ratio: {sharpeRatio:F2}\n\n" +
$"🆔 Backtest ID: {backtest.Id}";

18
src/Managing.Domain/Backtests/Backtest.cs
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@@ -2,7 +2,6 @@
using System.ComponentModel.DataAnnotations;
using Exilion.TradingAtomics;
using Managing.Domain.Bots;
using Managing.Domain.Candles;
using Managing.Domain.Indicators;
using Managing.Domain.Trades;
using Managing.Domain.Users;
@@ -14,26 +13,12 @@ public class Backtest
public Backtest(
TradingBotConfig config,
Dictionary<Guid, Position> positions,
Dictionary<string, LightSignal> signals,
HashSet<Candle> candles = null)
Dictionary<string, LightSignal> signals)
{
Config = config;
Positions = positions;
Signals = signals;
Candles = candles != null ? candles : new HashSet<Candle>();
WalletBalances = new List<KeyValuePair<DateTime, decimal>>();
// Initialize start and end dates if candles are provided
if (candles != null && candles.Count > 0)
{
StartDate = candles.Min(c => c.Date);
EndDate = candles.Max(c => c.Date);
}
else
{
StartDate = DateTime.UtcNow.AddDays(-30);
EndDate = DateTime.UtcNow;
}
}
[Required] public string Id { get; set; }
@@ -44,7 +29,6 @@ public class Backtest
[Required] public TradingBotConfig Config { get; }
[Required] public Dictionary<Guid, Position> Positions { get; }
[Required] public Dictionary<string, LightSignal> Signals { get; }
[Required] public HashSet<Candle> Candles { get; set; }
[Required] public DateTime StartDate { get; set; }
[Required] public DateTime EndDate { get; set; }
[Required] public PerformanceMetrics Statistics { get; set; }

1
src/Managing.WebApp/src/generated/ManagingApi.ts
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@@ -4736,7 +4736,6 @@ export interface Backtest {
config: TradingBotConfig;
positions: { [key: string]: Position; };
signals: { [key: string]: LightSignal; };
candles: Candle[];
startDate: Date;
endDate: Date;
statistics: PerformanceMetrics;

1
src/Managing.WebApp/src/generated/ManagingApiTypes.ts
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@@ -298,7 +298,6 @@ export interface Backtest {
config: TradingBotConfig;
positions: { [key: string]: Position; };
signals: { [key: string]: LightSignal; };
candles: Candle[];
startDate: Date;
endDate: Date;
statistics: PerformanceMetrics;