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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
View File

@@ -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
View File

@@ -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
View File

@@ -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
View File

@@ -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; }
}
}

1
src/Managing.Api/Models/Requests/StartBotRequest.cs
View File

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

1
src/Managing.Api/Models/Requests/UpdateBotConfigRequest.cs
View File

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

8
src/Managing.Application.Abstractions/Services/IBacktester.cs
View File

@@ -62,6 +62,14 @@ namespace Managing.Application.Abstractions.Services
bool DeleteBacktestsByRequestId(string requestId);
(IEnumerable<LightBacktest> Backtests, int TotalCount) GetBacktestsByUserPaginated(User user, int page, int pageSize, string sortBy = "score", string sortOrder = "desc");
// Bundle backtest methods
void InsertBundleBacktestRequestForUser(User user, BundleBacktestRequest bundleRequest);
IEnumerable<BundleBacktestRequest> GetBundleBacktestRequestsByUser(User user);
BundleBacktestRequest? GetBundleBacktestRequestByIdForUser(User user, string id);
void UpdateBundleBacktestRequest(BundleBacktestRequest bundleRequest);
void DeleteBundleBacktestRequestByIdForUser(User user, string id);
IEnumerable<BundleBacktestRequest> GetPendingBundleBacktestRequests();
}
}

158
src/Managing.Application.Workers/BundleBacktestWorker.cs
View File

@@ -1,8 +1,11 @@
using System.Text.Json;
using Managing.Application.Abstractions.Repositories;
using Managing.Application.Abstractions.Services;
using Managing.Application.Workers.Abstractions;
using Managing.Domain.Backtests;
using Managing.Domain.Bots;
using Managing.Domain.MoneyManagements;
using Managing.Domain.Scenarios;
using Managing.Domain.Strategies;
using Microsoft.Extensions.Logging;
using static Managing.Common.Enums;
@@ -13,12 +16,11 @@ namespace Managing.Application.Workers;
/// </summary>
public class BundleBacktestWorker : BaseWorker<BundleBacktestWorker>
{
private readonly IBacktestRepository _backtestRepository;
// Removed direct repository usage for bundle requests
private readonly IBacktester _backtester;
private static readonly WorkerType _workerType = WorkerType.BundleBacktest;
public BundleBacktestWorker(
IBacktestRepository backtestRepository,
IBacktester backtester,
ILogger<BundleBacktestWorker> logger,
IWorkerService workerService) : base(
@@ -27,7 +29,6 @@ public class BundleBacktestWorker : BaseWorker<BundleBacktestWorker>
TimeSpan.FromMinutes(1),
workerService)
{
_backtestRepository = backtestRepository;
_backtester = backtester;
}
@@ -36,7 +37,7 @@ public class BundleBacktestWorker : BaseWorker<BundleBacktestWorker>
try
{
// Get pending bundle backtest requests
var pendingRequests = _backtestRepository.GetPendingBundleBacktestRequests();
var pendingRequests = _backtester.GetPendingBundleBacktestRequests();
foreach (var bundleRequest in pendingRequests)
{
@@ -61,10 +62,12 @@ public class BundleBacktestWorker : BaseWorker<BundleBacktestWorker>
// Update status to running
bundleRequest.Status = BundleBacktestRequestStatus.Running;
_backtestRepository.UpdateBundleBacktestRequest(bundleRequest);
_backtester.UpdateBundleBacktestRequest(bundleRequest);
// Deserialize the backtest requests as dynamic objects
var backtestRequests = JsonSerializer.Deserialize<List<JsonElement>>(bundleRequest.BacktestRequestsJson);
// Deserialize the backtest requests as strongly-typed objects
var backtestRequests =
JsonSerializer.Deserialize<List<RunBacktestRequest>>(
bundleRequest.BacktestRequestsJson);
if (backtestRequests == null)
{
throw new InvalidOperationException("Failed to deserialize backtest requests");
@@ -78,28 +81,27 @@ public class BundleBacktestWorker : BaseWorker<BundleBacktestWorker>
try
{
var requestElement = backtestRequests[i];
var runBacktestRequest = backtestRequests[i];
// Update current backtest being processed
bundleRequest.CurrentBacktest = $"Backtest {i + 1} of {backtestRequests.Count}";
_backtestRepository.UpdateBundleBacktestRequest(bundleRequest);
_backtester.UpdateBundleBacktestRequest(bundleRequest);
// Convert JSON element to domain model and run backtest
await RunSingleBacktest(requestElement, bundleRequest.RequestId, cancellationToken);
// Run the backtest directly with the strongly-typed request
await RunSingleBacktest(runBacktestRequest, bundleRequest, i, cancellationToken);
// Update progress
bundleRequest.CompletedBacktests++;
_backtestRepository.UpdateBundleBacktestRequest(bundleRequest);
_backtester.UpdateBundleBacktestRequest(bundleRequest);
_logger.LogInformation("Completed backtest {Index} for bundle request {RequestId}",
_logger.LogInformation("Completed backtest {Index} for bundle request {RequestId}",
i + 1, bundleRequest.RequestId);
}
catch (Exception ex)
{
_logger.LogError(ex, "Error processing backtest {Index} for bundle request {RequestId}",
_logger.LogError(ex, "Error processing backtest {Index} for bundle request {RequestId}",
i + 1, bundleRequest.RequestId);
bundleRequest.FailedBacktests++;
_backtestRepository.UpdateBundleBacktestRequest(bundleRequest);
_backtester.UpdateBundleBacktestRequest(bundleRequest);
}
}
@@ -121,36 +123,120 @@ public class BundleBacktestWorker : BaseWorker<BundleBacktestWorker>
bundleRequest.CompletedAt = DateTime.UtcNow;
bundleRequest.CurrentBacktest = null;
_backtestRepository.UpdateBundleBacktestRequest(bundleRequest);
_backtester.UpdateBundleBacktestRequest(bundleRequest);
_logger.LogInformation("Completed processing bundle backtest request {RequestId} with status {Status}",
_logger.LogInformation("Completed processing bundle backtest request {RequestId} with status {Status}",
bundleRequest.RequestId, bundleRequest.Status);
}
catch (Exception ex)
{
_logger.LogError(ex, "Error processing bundle backtest request {RequestId}", bundleRequest.RequestId);
bundleRequest.Status = BundleBacktestRequestStatus.Failed;
bundleRequest.ErrorMessage = ex.Message;
bundleRequest.CompletedAt = DateTime.UtcNow;
_backtestRepository.UpdateBundleBacktestRequest(bundleRequest);
_backtester.UpdateBundleBacktestRequest(bundleRequest);
}
}
private async Task RunSingleBacktest(JsonElement requestElement, string bundleRequestId, CancellationToken cancellationToken)
// Change RunSingleBacktest to accept RunBacktestRequest directly
private async Task RunSingleBacktest(RunBacktestRequest runBacktestRequest, BundleBacktestRequest bundleRequest,
int index, CancellationToken cancellationToken)
{
// For now, we'll use a simplified approach that simulates backtest execution
// In a real implementation, you would parse the JSON and convert to domain models
// Simulate backtest processing time
await Task.Delay(TimeSpan.FromSeconds(2), cancellationToken);
_logger.LogInformation("Processed backtest for bundle request {RequestId}", bundleRequestId);
// TODO: Implement actual backtest execution by:
// 1. Parsing the JSON request element
// 2. Converting to TradingBotConfig domain model
// 3. Calling _backtester.RunTradingBotBacktest with proper parameters
// 4. Handling the results and saving to database if needed
if (runBacktestRequest == null || runBacktestRequest.Config == null)
{
_logger.LogError("Invalid RunBacktestRequest in bundle (null config)");
return;
}
// Map MoneyManagement
MoneyManagement moneyManagement = null;
if (!string.IsNullOrEmpty(runBacktestRequest.Config.MoneyManagementName))
{
// In worker context, we cannot resolve by name (no user/db), so skip or set null
// Optionally, log a warning
_logger.LogWarning("MoneyManagementName provided but cannot resolve in worker context: {Name}",
(string)runBacktestRequest.Config.MoneyManagementName);
}
else if (runBacktestRequest.Config.MoneyManagement != null)
{
var mmReq = runBacktestRequest.Config.MoneyManagement;
moneyManagement = new MoneyManagement
{
Name = mmReq.Name,
Timeframe = mmReq.Timeframe,
StopLoss = mmReq.StopLoss,
TakeProfit = mmReq.TakeProfit,
Leverage = mmReq.Leverage
};
moneyManagement.FormatPercentage();
}
// Map Scenario
Scenario scenario = null;
if (runBacktestRequest.Config.Scenario != null)
{
var sReq = runBacktestRequest.Config.Scenario;
scenario = new Scenario(sReq.Name, sReq.LoopbackPeriod)
{
User = null // No user context in worker
};
foreach (var indicatorRequest in sReq.Indicators)
{
var indicator = new Indicator(indicatorRequest.Name, indicatorRequest.Type)
{
SignalType = indicatorRequest.SignalType,
MinimumHistory = indicatorRequest.MinimumHistory,
Period = indicatorRequest.Period,
FastPeriods = indicatorRequest.FastPeriods,
SlowPeriods = indicatorRequest.SlowPeriods,
SignalPeriods = indicatorRequest.SignalPeriods,
Multiplier = indicatorRequest.Multiplier,
SmoothPeriods = indicatorRequest.SmoothPeriods,
StochPeriods = indicatorRequest.StochPeriods,
CyclePeriods = indicatorRequest.CyclePeriods,
User = null // No user context in worker
};
scenario.AddIndicator(indicator);
}
}
// Map TradingBotConfig
var backtestConfig = new TradingBotConfig
{
AccountName = runBacktestRequest.Config.AccountName,
MoneyManagement = moneyManagement,
Ticker = runBacktestRequest.Config.Ticker,
ScenarioName = runBacktestRequest.Config.ScenarioName,
Scenario = scenario,
Timeframe = runBacktestRequest.Config.Timeframe,
IsForWatchingOnly = runBacktestRequest.Config.IsForWatchingOnly,
BotTradingBalance = runBacktestRequest.Config.BotTradingBalance,
IsForBacktest = true,
CooldownPeriod = runBacktestRequest.Config.CooldownPeriod,
MaxLossStreak = runBacktestRequest.Config.MaxLossStreak,
MaxPositionTimeHours = runBacktestRequest.Config.MaxPositionTimeHours,
FlipOnlyWhenInProfit = runBacktestRequest.Config.FlipOnlyWhenInProfit,
FlipPosition = runBacktestRequest.Config.FlipPosition,
Name = $"{bundleRequest.Name} #{index + 1}",
CloseEarlyWhenProfitable = runBacktestRequest.Config.CloseEarlyWhenProfitable,
UseSynthApi = runBacktestRequest.Config.UseSynthApi,
UseForPositionSizing = runBacktestRequest.Config.UseForPositionSizing,
UseForSignalFiltering = runBacktestRequest.Config.UseForSignalFiltering,
UseForDynamicStopLoss = runBacktestRequest.Config.UseForDynamicStopLoss
};
// Run the backtest (no user context)
var result = await _backtester.RunTradingBotBacktest(
backtestConfig,
runBacktestRequest.StartDate,
runBacktestRequest.EndDate,
null, // No user context in worker
runBacktestRequest.Save,
runBacktestRequest.WithCandles,
bundleRequest.RequestId // Use bundleRequestId as requestId for traceability
);
_logger.LogInformation("Processed backtest for bundle request {RequestId}", bundleRequest.RequestId);
}
}
}

31
src/Managing.Application/Backtesting/Backtester.cs
View File

@@ -573,5 +573,36 @@ namespace Managing.Application.Backtesting
_backtestRepository.GetBacktestsByUserPaginated(user, page, pageSize, sortBy, sortOrder);
return (backtests, totalCount);
}
// Bundle backtest methods
public void InsertBundleBacktestRequestForUser(User user, BundleBacktestRequest bundleRequest)
{
_backtestRepository.InsertBundleBacktestRequestForUser(user, bundleRequest);
}
public IEnumerable<BundleBacktestRequest> GetBundleBacktestRequestsByUser(User user)
{
return _backtestRepository.GetBundleBacktestRequestsByUser(user);
}
public BundleBacktestRequest? GetBundleBacktestRequestByIdForUser(User user, string id)
{
return _backtestRepository.GetBundleBacktestRequestByIdForUser(user, id);
}
public void UpdateBundleBacktestRequest(BundleBacktestRequest bundleRequest)
{
_backtestRepository.UpdateBundleBacktestRequest(bundleRequest);
}
public void DeleteBundleBacktestRequestByIdForUser(User user, string id)
{
_backtestRepository.DeleteBundleBacktestRequestByIdForUser(user, id);
}
public IEnumerable<BundleBacktestRequest> GetPendingBundleBacktestRequests()
{
return _backtestRepository.GetPendingBundleBacktestRequests();
}
}
}

8
src/Managing.Domain/Backtests/BundleBacktestRequest.cs
View File

@@ -59,6 +59,12 @@ public class BundleBacktestRequest
[Required]
public BundleBacktestRequestStatus Status { get; set; }
/// <summary>
/// Display name for the bundle backtest request
/// </summary>
[Required]
public string Name { get; set; }
/// <summary>
/// The list of backtest requests to execute (serialized as JSON)
/// </summary>
@@ -143,4 +149,4 @@ public enum BundleBacktestRequestStatus
/// Request was cancelled
/// </summary>
Cancelled
}
}

2
src/Managing.Api/Models/Requests/IndicatorRequest.cs → src/Managing.Domain/Backtests/IndicatorRequest.cs
View File

@@ -1,7 +1,7 @@
using System.ComponentModel.DataAnnotations;
using static Managing.Common.Enums;
namespace Managing.Api.Models.Requests;
namespace Managing.Domain.Backtests;
/// <summary>
/// Request model for indicator configuration without user information

2
src/Managing.Api/Models/Requests/MoneyManagementRequest.cs → src/Managing.Domain/Backtests/MoneyManagementRequest.cs
View File

@@ -1,7 +1,7 @@
using System.ComponentModel.DataAnnotations;
using Managing.Common;
namespace Managing.Api.Models.Requests;
namespace Managing.Domain.Backtests;
public class MoneyManagementRequest
{

13
src/Managing.Api/Models/Requests/RunBacktestRequest.cs → src/Managing.Domain/Backtests/RunBacktestRequest.cs
View File

@@ -1,6 +1,7 @@
using Managing.Domain.MoneyManagements;
using Managing.Domain.Bots;
using Managing.Domain.MoneyManagements;
namespace Managing.Api.Models.Requests;
namespace Managing.Domain.Backtests;
/// <summary>
/// Request model for running a backtest
@@ -37,6 +38,12 @@ public class RunBacktestRequest
/// </summary>
public bool Save { get; set; } = false;
/// <summary>
/// Whether to include candles and indicators values in the response.
/// Set to false to reduce response size dramatically.
/// </summary>
public bool WithCandles { get; set; } = false;
/// <summary>
/// The name of the money management to use (optional if MoneyManagement is provided)
/// </summary>
@@ -46,4 +53,4 @@ public class RunBacktestRequest
/// The money management details (optional if MoneyManagementName is provided)
/// </summary>
public MoneyManagement? MoneyManagement { get; set; }
}
}

2
src/Managing.Api/Models/Requests/ScenarioRequest.cs → src/Managing.Domain/Backtests/ScenarioRequest.cs
View File

@@ -1,6 +1,6 @@
using System.ComponentModel.DataAnnotations;
namespace Managing.Api.Models.Requests;
namespace Managing.Domain.Backtests;
/// <summary>
/// Request model for scenario configuration without user information

3
src/Managing.Api/Models/Requests/TradingBotConfigRequest.cs → src/Managing.Domain/Bots/TradingBotConfigRequest.cs
View File

@@ -1,7 +1,8 @@
using System.ComponentModel.DataAnnotations;
using Managing.Domain.Backtests;
using static Managing.Common.Enums;
namespace Managing.Api.Models.Requests;
namespace Managing.Domain.Bots;
/// <summary>
/// Simplified trading bot configuration request with only primary properties

59
src/Managing.Infrastructure.Database/BacktestRepository.cs
View File

@@ -314,7 +314,7 @@ public class BacktestRepository : IBacktestRepository
public void InsertBundleBacktestRequestForUser(User user, BundleBacktestRequest bundleRequest)
{
bundleRequest.User = user;
var dto = MapToDto(bundleRequest);
var dto = MongoMappers.Map(bundleRequest);
_bundleBacktestRepository.InsertOne(dto);
}
@@ -324,7 +324,7 @@ public class BacktestRepository : IBacktestRepository
.Where(b => b.User.Name == user.Name)
.ToList();
return bundleRequests.Select(MapToDomain);
return bundleRequests.Select(MongoMappers.Map);
}
public BundleBacktestRequest? GetBundleBacktestRequestByIdForUser(User user, string id)
@@ -333,7 +333,7 @@ public class BacktestRepository : IBacktestRepository
if (bundleRequest != null && bundleRequest.User.Name == user.Name)
{
return MapToDomain(bundleRequest);
return MongoMappers.Map(bundleRequest);
}
return null;
@@ -341,7 +341,7 @@ public class BacktestRepository : IBacktestRepository
public void UpdateBundleBacktestRequest(BundleBacktestRequest bundleRequest)
{
var dto = MapToDto(bundleRequest);
var dto = MongoMappers.Map(bundleRequest);
_bundleBacktestRepository.ReplaceOne(dto);
}
@@ -361,55 +361,6 @@ public class BacktestRepository : IBacktestRepository
.Where(b => b.Status == BundleBacktestRequestStatus.Pending)
.ToList();
return pendingRequests.Select(MapToDomain);
}
/// <summary>
/// Maps a domain model to DTO
/// </summary>
/// <param name="domain">The domain model</param>
/// <returns>The DTO</returns>
private static BundleBacktestRequestDto MapToDto(BundleBacktestRequest domain)
{
return new BundleBacktestRequestDto
{
RequestId = domain.RequestId,
User = MongoMappers.Map(domain.User),
CompletedAt = domain.CompletedAt,
Status = domain.Status,
BacktestRequestsJson = domain.BacktestRequestsJson,
TotalBacktests = domain.TotalBacktests,
CompletedBacktests = domain.CompletedBacktests,
FailedBacktests = domain.FailedBacktests,
ErrorMessage = domain.ErrorMessage,
ProgressInfo = domain.ProgressInfo,
CurrentBacktest = domain.CurrentBacktest,
EstimatedTimeRemainingSeconds = domain.EstimatedTimeRemainingSeconds
};
}
/// <summary>
/// Maps a DTO to domain model
/// </summary>
/// <param name="dto">The DTO</param>
/// <returns>The domain model</returns>
private static BundleBacktestRequest MapToDomain(BundleBacktestRequestDto dto)
{
return new BundleBacktestRequest
{
RequestId = dto.RequestId,
User = MongoMappers.Map(dto.User),
CreatedAt = dto.CreatedAt,
CompletedAt = dto.CompletedAt,
Status = dto.Status,
BacktestRequestsJson = dto.BacktestRequestsJson,
TotalBacktests = dto.TotalBacktests,
CompletedBacktests = dto.CompletedBacktests,
FailedBacktests = dto.FailedBacktests,
ErrorMessage = dto.ErrorMessage,
ProgressInfo = dto.ProgressInfo,
CurrentBacktest = dto.CurrentBacktest,
EstimatedTimeRemainingSeconds = dto.EstimatedTimeRemainingSeconds
};
return pendingRequests.Select(MongoMappers.Map);
}
}

3
src/Managing.Infrastructure.Database/MongoDb/Collections/BundleBacktestRequestDto.cs
View File

@@ -19,4 +19,5 @@ public class BundleBacktestRequestDto : Document
public string? ProgressInfo { get; set; }
public string? CurrentBacktest { get; set; }
public int? EstimatedTimeRemainingSeconds { get; set; }
}
public string Name { get; set; } = string.Empty;
}

47
src/Managing.Infrastructure.Database/MongoDb/MongoMappers.cs
View File

@@ -1108,4 +1108,51 @@ public static class MongoMappers
}
#endregion
#region BundleBacktestRequests
public static BundleBacktestRequestDto Map(BundleBacktestRequest domain)
{
if (domain == null) return null;
return new BundleBacktestRequestDto
{
RequestId = domain.RequestId,
User = Map(domain.User),
CompletedAt = domain.CompletedAt,
Status = domain.Status,
BacktestRequestsJson = domain.BacktestRequestsJson,
TotalBacktests = domain.TotalBacktests,
CompletedBacktests = domain.CompletedBacktests,
FailedBacktests = domain.FailedBacktests,
ErrorMessage = domain.ErrorMessage,
ProgressInfo = domain.ProgressInfo,
CurrentBacktest = domain.CurrentBacktest,
EstimatedTimeRemainingSeconds = domain.EstimatedTimeRemainingSeconds,
Name = domain.Name
};
}
public static BundleBacktestRequest Map(BundleBacktestRequestDto dto)
{
if (dto == null) return null;
return new BundleBacktestRequest
{
RequestId = dto.RequestId,
User = Map(dto.User),
CreatedAt = dto.CreatedAt,
CompletedAt = dto.CompletedAt,
Status = dto.Status,
BacktestRequestsJson = dto.BacktestRequestsJson,
TotalBacktests = dto.TotalBacktests,
CompletedBacktests = dto.CompletedBacktests,
FailedBacktests = dto.FailedBacktests,
ErrorMessage = dto.ErrorMessage,
ProgressInfo = dto.ProgressInfo,
CurrentBacktest = dto.CurrentBacktest,
EstimatedTimeRemainingSeconds = dto.EstimatedTimeRemainingSeconds,
Name = dto.Name
};
}
#endregion
}

184
src/Managing.WebApp/src/generated/ManagingApi.ts
View File

@@ -716,6 +716,163 @@ export class BacktestClient extends AuthorizedApiBase {
return Promise.resolve<Backtest>(null as any);
}
backtest_RunBundle(name: string | null | undefined, requests: RunBacktestRequest[]): Promise<BundleBacktestRequest> {
let url_ = this.baseUrl + "/Backtest/Bundle?";
if (name !== undefined && name !== null)
url_ += "name=" + encodeURIComponent("" + name) + "&";
url_ = url_.replace(/[?&]$/, "");
const content_ = JSON.stringify(requests);
let options_: RequestInit = {
body: content_,
method: "POST",
headers: {
"Content-Type": "application/json",
"Accept": "application/json"
}
};
return this.transformOptions(options_).then(transformedOptions_ => {
return this.http.fetch(url_, transformedOptions_);
}).then((_response: Response) => {
return this.processBacktest_RunBundle(_response);
});
}
protected processBacktest_RunBundle(response: Response): Promise<BundleBacktestRequest> {
const status = response.status;
let _headers: any = {}; if (response.headers && response.headers.forEach) { response.headers.forEach((v: any, k: any) => _headers[k] = v); };
if (status === 200) {
return response.text().then((_responseText) => {
let result200: any = null;
result200 = _responseText === "" ? null : JSON.parse(_responseText, this.jsonParseReviver) as BundleBacktestRequest;
return result200;
});
} else if (status !== 200 && status !== 204) {
return response.text().then((_responseText) => {
return throwException("An unexpected server error occurred.", status, _responseText, _headers);
});
}
return Promise.resolve<BundleBacktestRequest>(null as any);
}
backtest_GetBundleBacktestRequests(): Promise<BundleBacktestRequest[]> {
let url_ = this.baseUrl + "/Backtest/Bundle";
url_ = url_.replace(/[?&]$/, "");
let options_: RequestInit = {
method: "GET",
headers: {
"Accept": "application/json"
}
};
return this.transformOptions(options_).then(transformedOptions_ => {
return this.http.fetch(url_, transformedOptions_);
}).then((_response: Response) => {
return this.processBacktest_GetBundleBacktestRequests(_response);
});
}
protected processBacktest_GetBundleBacktestRequests(response: Response): Promise<BundleBacktestRequest[]> {
const status = response.status;
let _headers: any = {}; if (response.headers && response.headers.forEach) { response.headers.forEach((v: any, k: any) => _headers[k] = v); };
if (status === 200) {
return response.text().then((_responseText) => {
let result200: any = null;
result200 = _responseText === "" ? null : JSON.parse(_responseText, this.jsonParseReviver) as BundleBacktestRequest[];
return result200;
});
} else if (status !== 200 && status !== 204) {
return response.text().then((_responseText) => {
return throwException("An unexpected server error occurred.", status, _responseText, _headers);
});
}
return Promise.resolve<BundleBacktestRequest[]>(null as any);
}
backtest_GetBundleBacktestRequest(id: string): Promise<BundleBacktestRequest> {
let url_ = this.baseUrl + "/Backtest/Bundle/{id}";
if (id === undefined || id === null)
throw new Error("The parameter 'id' must be defined.");
url_ = url_.replace("{id}", encodeURIComponent("" + id));
url_ = url_.replace(/[?&]$/, "");
let options_: RequestInit = {
method: "GET",
headers: {
"Accept": "application/json"
}
};
return this.transformOptions(options_).then(transformedOptions_ => {
return this.http.fetch(url_, transformedOptions_);
}).then((_response: Response) => {
return this.processBacktest_GetBundleBacktestRequest(_response);
});
}
protected processBacktest_GetBundleBacktestRequest(response: Response): Promise<BundleBacktestRequest> {
const status = response.status;
let _headers: any = {}; if (response.headers && response.headers.forEach) { response.headers.forEach((v: any, k: any) => _headers[k] = v); };
if (status === 200) {
return response.text().then((_responseText) => {
let result200: any = null;
result200 = _responseText === "" ? null : JSON.parse(_responseText, this.jsonParseReviver) as BundleBacktestRequest;
return result200;
});
} else if (status !== 200 && status !== 204) {
return response.text().then((_responseText) => {
return throwException("An unexpected server error occurred.", status, _responseText, _headers);
});
}
return Promise.resolve<BundleBacktestRequest>(null as any);
}
backtest_DeleteBundleBacktestRequest(id: string): Promise<FileResponse> {
let url_ = this.baseUrl + "/Backtest/Bundle/{id}";
if (id === undefined || id === null)
throw new Error("The parameter 'id' must be defined.");
url_ = url_.replace("{id}", encodeURIComponent("" + id));
url_ = url_.replace(/[?&]$/, "");
let options_: RequestInit = {
method: "DELETE",
headers: {
"Accept": "application/octet-stream"
}
};
return this.transformOptions(options_).then(transformedOptions_ => {
return this.http.fetch(url_, transformedOptions_);
}).then((_response: Response) => {
return this.processBacktest_DeleteBundleBacktestRequest(_response);
});
}
protected processBacktest_DeleteBundleBacktestRequest(response: Response): Promise<FileResponse> {
const status = response.status;
let _headers: any = {}; if (response.headers && response.headers.forEach) { response.headers.forEach((v: any, k: any) => _headers[k] = v); };
if (status === 200 || status === 206) {
const contentDisposition = response.headers ? response.headers.get("content-disposition") : undefined;
let fileNameMatch = contentDisposition ? /filename\*=(?:(\\?['"])(.*?)\1|(?:[^\s]+'.*?')?([^;\n]*))/g.exec(contentDisposition) : undefined;
let fileName = fileNameMatch && fileNameMatch.length > 1 ? fileNameMatch[3] || fileNameMatch[2] : undefined;
if (fileName) {
fileName = decodeURIComponent(fileName);
} else {
fileNameMatch = contentDisposition ? /filename="?([^"]*?)"?(;|$)/g.exec(contentDisposition) : undefined;
fileName = fileNameMatch && fileNameMatch.length > 1 ? fileNameMatch[1] : undefined;
}
return response.blob().then(blob => { return { fileName: fileName, data: blob, status: status, headers: _headers }; });
} else if (status !== 200 && status !== 204) {
return response.text().then((_responseText) => {
return throwException("An unexpected server error occurred.", status, _responseText, _headers);
});
}
return Promise.resolve<FileResponse>(null as any);
}
backtest_RunGenetic(request: RunGeneticRequest): Promise<GeneticRequest> {
let url_ = this.baseUrl + "/Backtest/Genetic";
url_ = url_.replace(/[?&]$/, "");
@@ -3880,6 +4037,33 @@ export interface MoneyManagementRequest {
leverage: number;
}
export interface BundleBacktestRequest {
requestId: string;
user: User;
createdAt: Date;
completedAt?: Date | null;
status: BundleBacktestRequestStatus;
name: string;
backtestRequestsJson: string;
results?: Backtest[] | null;
totalBacktests: number;
completedBacktests: number;
failedBacktests: number;
progressPercentage?: number;
errorMessage?: string | null;
progressInfo?: string | null;
currentBacktest?: string | null;
estimatedTimeRemainingSeconds?: number | null;
}
export enum BundleBacktestRequestStatus {
Pending = "Pending",
Running = "Running",
Completed = "Completed",
Failed = "Failed",
Cancelled = "Cancelled",
}
export interface GeneticRequest {
requestId: string;
user: User;

27
src/Managing.WebApp/src/generated/ManagingApiTypes.ts
View File

@@ -686,6 +686,33 @@ export interface MoneyManagementRequest {
leverage: number;
}
export interface BundleBacktestRequest {
requestId: string;
user: User;
createdAt: Date;
completedAt?: Date | null;
status: BundleBacktestRequestStatus;
name: string;
backtestRequestsJson: string;
results?: Backtest[] | null;
totalBacktests: number;
completedBacktests: number;
failedBacktests: number;
progressPercentage?: number;
errorMessage?: string | null;
progressInfo?: string | null;
currentBacktest?: string | null;
estimatedTimeRemainingSeconds?: number | null;
}
export enum BundleBacktestRequestStatus {
Pending = "Pending",
Running = "Running",
Completed = "Completed",
Failed = "Failed",
Cancelled = "Cancelled",
}
export interface GeneticRequest {
requestId: string;
user: User;