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Add bundle backtest

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This commit is contained in:
cryptooda
2025-07-21 17:03:27 +07:00
parent 0870edee61
commit 6f49f2659f
20 changed files with 492 additions and 132 deletions
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68
src/Managing.Api/Controllers/BacktestController.cs
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@@ -1,7 +1,6 @@
using System.Text.Json;
using Managing.Api.Models.Requests;
using Managing.Application.Abstractions;
using Managing.Application.Abstractions.Repositories;
using Managing.Application.Abstractions.Services;
using Managing.Application.Hubs;
using Managing.Domain.Backtests;
@@ -12,6 +11,7 @@ using Managing.Domain.Strategies;
using Microsoft.AspNetCore.Authorization;
using Microsoft.AspNetCore.Mvc;
using Microsoft.AspNetCore.SignalR;
using MoneyManagementRequest = Managing.Domain.Backtests.MoneyManagementRequest;
namespace Managing.Api.Controllers;
@@ -33,7 +33,6 @@ public class BacktestController : BaseController
private readonly IAccountService _accountService;
private readonly IMoneyManagementService _moneyManagementService;
private readonly IGeneticService _geneticService;
private readonly IBacktestRepository _backtestRepository;
/// <summary>
/// Initializes a new instance of the <see cref="BacktestController"/> class.
@@ -52,7 +51,6 @@ public class BacktestController : BaseController
IAccountService accountService,
IMoneyManagementService moneyManagementService,
IGeneticService geneticService,
IBacktestRepository backtestRepository,
IUserService userService) : base(userService)
{
_hubContext = hubContext;
@@ -61,7 +59,6 @@ public class BacktestController : BaseController
_accountService = accountService;
_moneyManagementService = moneyManagementService;
_geneticService = geneticService;
_backtestRepository = backtestRepository;
}
/// <summary>
@@ -153,8 +150,8 @@ public class BacktestController : BaseController
[HttpGet]
[Route("ByRequestId/{requestId}/Paginated")]
public async Task<ActionResult<PaginatedBacktestsResponse>> GetBacktestsByRequestIdPaginated(
string requestId,
int page = 1,
string requestId,
int page = 1,
int pageSize = 50,
string sortBy = "score",
string sortOrder = "desc")
@@ -179,10 +176,11 @@ public class BacktestController : BaseController
return BadRequest("Sort order must be 'asc' or 'desc'");
}
var (backtests, totalCount) = _backtester.GetBacktestsByRequestIdPaginated(requestId, page, pageSize, sortBy, sortOrder);
var (backtests, totalCount) =
_backtester.GetBacktestsByRequestIdPaginated(requestId, page, pageSize, sortBy, sortOrder);
var totalPages = (int)Math.Ceiling(totalCount / (double)pageSize);
var response = new PaginatedBacktestsResponse
{
Backtests = backtests.Select(b => new LightBacktestResponse
@@ -410,10 +408,12 @@ public class BacktestController : BaseController
/// This endpoint creates a request that will be processed by a background worker.
/// </summary>
/// <param name="requests">The list of backtest requests to execute.</param>
/// <param name="name">Display name for the bundle (required).</param>
/// <returns>The bundle backtest request with ID for tracking progress.</returns>
[HttpPost]
[Route("Bundle")]
public async Task<ActionResult<BundleBacktestRequest>> RunBundle([FromBody] List<RunBacktestRequest> requests)
public async Task<ActionResult<BundleBacktestRequest>> RunBundle([FromBody] List<RunBacktestRequest> requests,
[FromQuery] string name)
{
if (requests == null || !requests.Any())
{
@@ -425,10 +425,15 @@ public class BacktestController : BaseController
return BadRequest("Maximum of 10 backtests allowed per bundle request");
}
if (string.IsNullOrWhiteSpace(name))
{
return BadRequest("Bundle name is required");
}
try
{
var user = await GetUser();
// Validate all requests before creating the bundle
foreach (var request in requests)
{
@@ -449,7 +454,8 @@ public class BacktestController : BaseController
if (string.IsNullOrEmpty(request.Config.MoneyManagementName) && request.Config.MoneyManagement == null)
{
return BadRequest("Invalid request: Either money management name or money management object is required");
return BadRequest(
"Invalid request: Either money management name or money management object is required");
}
}
@@ -461,10 +467,11 @@ public class BacktestController : BaseController
TotalBacktests = requests.Count,
CompletedBacktests = 0,
FailedBacktests = 0,
Status = BundleBacktestRequestStatus.Pending
Status = BundleBacktestRequestStatus.Pending,
Name = name
};
_backtestRepository.InsertBundleBacktestRequestForUser(user, bundleRequest);
_backtester.InsertBundleBacktestRequestForUser(user, bundleRequest);
return Ok(bundleRequest);
}
@@ -483,7 +490,7 @@ public class BacktestController : BaseController
public async Task<ActionResult<IEnumerable<BundleBacktestRequest>>> GetBundleBacktestRequests()
{
var user = await GetUser();
var bundleRequests = _backtestRepository.GetBundleBacktestRequestsByUser(user);
var bundleRequests = _backtester.GetBundleBacktestRequestsByUser(user);
return Ok(bundleRequests);
}
@@ -497,7 +504,7 @@ public class BacktestController : BaseController
public async Task<ActionResult<BundleBacktestRequest>> GetBundleBacktestRequest(string id)
{
var user = await GetUser();
var bundleRequest = _backtestRepository.GetBundleBacktestRequestByIdForUser(user, id);
var bundleRequest = _backtester.GetBundleBacktestRequestByIdForUser(user, id);
if (bundleRequest == null)
{
@@ -518,16 +525,17 @@ public class BacktestController : BaseController
public async Task<ActionResult> DeleteBundleBacktestRequest(string id)
{
var user = await GetUser();
// First, delete the bundle request
_backtestRepository.DeleteBundleBacktestRequestByIdForUser(user, id);
_backtester.DeleteBundleBacktestRequestByIdForUser(user, id);
// Then, delete all related backtests
var backtestsDeleted = _backtester.DeleteBacktestsByRequestId(id);
return Ok(new {
BundleRequestDeleted = true,
RelatedBacktestsDeleted = backtestsDeleted
return Ok(new
{
BundleRequestDeleted = true,
RelatedBacktestsDeleted = backtestsDeleted
});
}
@@ -641,21 +649,21 @@ public class BacktestController : BaseController
public async Task<ActionResult> DeleteGeneticRequest(string id)
{
var user = await GetUser();
// First, delete the genetic request
_geneticService.DeleteGeneticRequestByIdForUser(user, id);
// Then, delete all related backtests
var backtestsDeleted = _backtester.DeleteBacktestsByRequestId(id);
return Ok(new {
GeneticRequestDeleted = true,
RelatedBacktestsDeleted = backtestsDeleted
return Ok(new
{
GeneticRequestDeleted = true,
RelatedBacktestsDeleted = backtestsDeleted
});
}
/// <summary>
/// Notifies subscribers about the backtesting results via SignalR.
/// </summary>

1
src/Managing.Api/Controllers/BotController.cs
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@@ -5,6 +5,7 @@ using Managing.Application.Abstractions.Services;
using Managing.Application.Hubs;
using Managing.Application.ManageBot.Commands;
using Managing.Common;
using Managing.Domain.Backtests;
using Managing.Domain.Bots;
using Managing.Domain.MoneyManagements;
using Managing.Domain.Scenarios;

1
src/Managing.Api/Controllers/DataController.cs
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@@ -4,6 +4,7 @@ using Managing.Application.Abstractions;
using Managing.Application.Abstractions.Services;
using Managing.Application.Hubs;
using Managing.Application.ManageBot.Commands;
using Managing.Domain.Backtests;
using Managing.Domain.Bots;
using Managing.Domain.Candles;
using Managing.Domain.Scenarios;

5
src/Managing.Api/Models/Requests/GetCandlesWithIndicatorsRequest.cs
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@@ -1,3 +1,4 @@
using Managing.Domain.Backtests;
using static Managing.Common.Enums;
namespace Managing.Api.Models.Requests;
@@ -7,8 +8,6 @@ namespace Managing.Api.Models.Requests;
/// </summary>
public class GetCandlesWithIndicatorsRequest
{
/// <summary>
/// The ticker symbol.
/// </summary>
@@ -33,4 +32,4 @@ public class GetCandlesWithIndicatorsRequest
/// Optional scenario for calculating indicators.
/// </summary>
public ScenarioRequest Scenario { get; set; }
}
}

73
src/Managing.Api/Models/Requests/IndicatorRequest.cs
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@@ -1,73 +0,0 @@
using System.ComponentModel.DataAnnotations;
using static Managing.Common.Enums;
namespace Managing.Api.Models.Requests;
/// <summary>
/// Request model for indicator configuration without user information
/// </summary>
public class IndicatorRequest
{
/// <summary>
/// The name of the indicator
/// </summary>
[Required]
public string Name { get; set; }
/// <summary>
/// The type of indicator
/// </summary>
[Required]
public IndicatorType Type { get; set; }
/// <summary>
/// The signal type for this indicator
/// </summary>
[Required]
public SignalType SignalType { get; set; }
/// <summary>
/// Minimum history required for this indicator
/// </summary>
public int MinimumHistory { get; set; }
/// <summary>
/// Period parameter for the indicator
/// </summary>
public int? Period { get; set; }
/// <summary>
/// Fast periods parameter for indicators like MACD
/// </summary>
public int? FastPeriods { get; set; }
/// <summary>
/// Slow periods parameter for indicators like MACD
/// </summary>
public int? SlowPeriods { get; set; }
/// <summary>
/// Signal periods parameter for indicators like MACD
/// </summary>
public int? SignalPeriods { get; set; }
/// <summary>
/// Multiplier parameter for indicators like SuperTrend
/// </summary>
public double? Multiplier { get; set; }
/// <summary>
/// Smooth periods parameter
/// </summary>
public int? SmoothPeriods { get; set; }
/// <summary>
/// Stochastic periods parameter
/// </summary>
public int? StochPeriods { get; set; }
/// <summary>
/// Cycle periods parameter
/// </summary>
public int? CyclePeriods { get; set; }
}

13
src/Managing.Api/Models/Requests/MoneyManagementRequest.cs
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@@ -1,13 +0,0 @@
using System.ComponentModel.DataAnnotations;
using Managing.Common;
namespace Managing.Api.Models.Requests;
public class MoneyManagementRequest
{
[Required] public string Name { get; set; }
[Required] public Enums.Timeframe Timeframe { get; set; }
[Required] public decimal StopLoss { get; set; }
[Required] public decimal TakeProfit { get; set; }
[Required] public decimal Leverage { get; set; }
}

49
src/Managing.Api/Models/Requests/RunBacktestRequest.cs
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@@ -1,49 +0,0 @@
using Managing.Domain.MoneyManagements;
namespace Managing.Api.Models.Requests;
/// <summary>
/// Request model for running a backtest
/// </summary>
public class RunBacktestRequest
{
/// <summary>
/// The trading bot configuration request to use for the backtest
/// </summary>
public TradingBotConfigRequest Config { get; set; }
/// <summary>
/// The start date for the backtest
/// </summary>
public DateTime StartDate { get; set; }
/// <summary>
/// The end date for the backtest
/// </summary>
public DateTime EndDate { get; set; }
/// <summary>
/// The starting balance for the backtest
/// </summary>
public decimal Balance { get; set; }
/// <summary>
/// Whether to only watch the backtest without executing trades
/// </summary>
public bool WatchOnly { get; set; } = false;
/// <summary>
/// Whether to save the backtest results
/// </summary>
public bool Save { get; set; } = false;
/// <summary>
/// The name of the money management to use (optional if MoneyManagement is provided)
/// </summary>
public string? MoneyManagementName { get; set; }
/// <summary>
/// The money management details (optional if MoneyManagementName is provided)
/// </summary>
public MoneyManagement? MoneyManagement { get; set; }
}

26
src/Managing.Api/Models/Requests/ScenarioRequest.cs
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@@ -1,26 +0,0 @@
using System.ComponentModel.DataAnnotations;
namespace Managing.Api.Models.Requests;
/// <summary>
/// Request model for scenario configuration without user information
/// </summary>
public class ScenarioRequest
{
/// <summary>
/// The name of the scenario
/// </summary>
[Required]
public string Name { get; set; }
/// <summary>
/// List of indicator configurations for this scenario
/// </summary>
[Required]
public List<IndicatorRequest> Indicators { get; set; } = new();
/// <summary>
/// The loopback period for the scenario
/// </summary>
public int? LoopbackPeriod { get; set; }
}

1
src/Managing.Api/Models/Requests/StartBotRequest.cs
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@@ -1,4 +1,5 @@
using System.ComponentModel.DataAnnotations;
using Managing.Domain.Bots;
namespace Managing.Api.Models.Requests
{

115
src/Managing.Api/Models/Requests/TradingBotConfigRequest.cs
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@@ -1,115 +0,0 @@
using System.ComponentModel.DataAnnotations;
using static Managing.Common.Enums;
namespace Managing.Api.Models.Requests;
/// <summary>
/// Simplified trading bot configuration request with only primary properties
/// </summary>
public class TradingBotConfigRequest
{
/// <summary>
/// The account name to use for trading
/// </summary>
[Required]
public string AccountName { get; set; }
/// <summary>
/// The ticker/symbol to trade
/// </summary>
[Required]
public Ticker Ticker { get; set; }
/// <summary>
/// The timeframe for trading decisions
/// </summary>
[Required]
public Timeframe Timeframe { get; set; }
/// <summary>
/// Whether this bot is for watching only (no actual trading)
/// </summary>
[Required]
public bool IsForWatchingOnly { get; set; }
/// <summary>
/// The initial trading balance for the bot
/// </summary>
[Required]
public decimal BotTradingBalance { get; set; }
/// <summary>
/// The name/identifier for this bot
/// </summary>
[Required]
public string Name { get; set; }
[Required] public bool FlipPosition { get; set; }
/// <summary>
/// Cooldown period between trades (in candles)
/// </summary>
[Required]
public int CooldownPeriod { get; set; }
/// <summary>
/// Maximum consecutive losses before stopping the bot
/// </summary>
[Required]
public int MaxLossStreak { get; set; }
/// <summary>
/// The scenario configuration (takes precedence over ScenarioName)
/// </summary>
public ScenarioRequest? Scenario { get; set; }
/// <summary>
/// The scenario name to load from database (only used when Scenario is not provided)
/// </summary>
public string? ScenarioName { get; set; }
/// <summary>
/// The money management name to load from database (only used when MoneyManagement is not provided)
/// </summary>
public string? MoneyManagementName { get; set; }
/// <summary>
/// The money management object to use for the bot
/// </summary>
public MoneyManagementRequest? MoneyManagement { get; set; }
/// <summary>
/// Maximum time in hours that a position can remain open before being automatically closed
/// </summary>
public decimal? MaxPositionTimeHours { get; set; }
/// <summary>
/// Whether to close positions early when they become profitable
/// </summary>
public bool CloseEarlyWhenProfitable { get; set; } = false;
/// <summary>
/// Whether to only flip positions when the current position is in profit
/// </summary>
public bool FlipOnlyWhenInProfit { get; set; } = true;
/// <summary>
/// Whether to use Synth API for predictions and risk assessment
/// </summary>
public bool UseSynthApi { get; set; } = false;
/// <summary>
/// Whether to use Synth predictions for position sizing adjustments
/// </summary>
public bool UseForPositionSizing { get; set; } = true;
/// <summary>
/// Whether to use Synth predictions for signal filtering
/// </summary>
public bool UseForSignalFiltering { get; set; } = true;
/// <summary>
/// Whether to use Synth predictions for dynamic stop-loss/take-profit adjustments
/// </summary>
public bool UseForDynamicStopLoss { get; set; } = true;
}

1
src/Managing.Api/Models/Requests/UpdateBotConfigRequest.cs
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@@ -1,4 +1,5 @@
using System.ComponentModel.DataAnnotations;
using Managing.Domain.Bots;
using Managing.Domain.MoneyManagements;
namespace Managing.Api.Models.Requests;