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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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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;