Add filters and sorting for backtests
This commit is contained in:
@@ -1,12 +1,14 @@
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using System.Diagnostics;
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using Exilion.TradingAtomics;
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using Managing.Application.Abstractions.Repositories;
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using Managing.Application.Abstractions.Shared;
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using Managing.Domain.Backtests;
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using Managing.Domain.Bots;
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using Managing.Domain.Users;
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using Managing.Infrastructure.Databases.PostgreSql.Entities;
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using Microsoft.EntityFrameworkCore;
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using Newtonsoft.Json;
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using static Managing.Common.Enums;
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namespace Managing.Infrastructure.Databases.PostgreSql;
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@@ -377,8 +379,13 @@ public class PostgreSqlBacktestRepository : IBacktestRepository
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}
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}
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public (IEnumerable<LightBacktest> Backtests, int TotalCount) GetBacktestsByUserPaginated(User user, int page,
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int pageSize, string sortBy = "score", string sortOrder = "desc")
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public (IEnumerable<LightBacktest> Backtests, int TotalCount) GetBacktestsByUserPaginated(
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User user,
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int page,
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int pageSize,
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BacktestSortableColumn sortBy = BacktestSortableColumn.Score,
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string sortOrder = "desc",
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BacktestsFilter? filter = null)
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{
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var stopwatch = Stopwatch.StartNew();
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@@ -386,28 +393,83 @@ public class PostgreSqlBacktestRepository : IBacktestRepository
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.AsNoTracking()
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.Where(b => b.UserId == user.Id);
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if (filter != null)
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{
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if (filter.ScoreMin.HasValue)
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baseQuery = baseQuery.Where(b => b.Score >= filter.ScoreMin.Value);
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if (filter.ScoreMax.HasValue)
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baseQuery = baseQuery.Where(b => b.Score <= filter.ScoreMax.Value);
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if (filter.WinrateMin.HasValue)
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baseQuery = baseQuery.Where(b => b.WinRate >= filter.WinrateMin.Value);
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if (filter.WinrateMax.HasValue)
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baseQuery = baseQuery.Where(b => b.WinRate <= filter.WinrateMax.Value);
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if (filter.MaxDrawdownMax.HasValue)
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baseQuery = baseQuery.Where(b => b.MaxDrawdown <= filter.MaxDrawdownMax.Value);
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if (filter.Tickers != null && filter.Tickers.Any())
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{
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var tickerArray = filter.Tickers.ToArray();
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baseQuery = baseQuery.Where(b => tickerArray.Contains(b.Ticker));
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}
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if (filter.Indicators != null && filter.Indicators.Any())
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{
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foreach (var ind in filter.Indicators)
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{
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var token = "," + ind + ",";
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baseQuery = baseQuery.Where(b => ("," + b.IndicatorsCsv + ",").Contains(token));
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}
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}
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if (filter.DurationMin.HasValue)
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baseQuery = baseQuery.Where(b => b.Duration >= filter.DurationMin.Value);
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if (filter.DurationMax.HasValue)
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baseQuery = baseQuery.Where(b => b.Duration <= filter.DurationMax.Value);
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}
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var afterQueryMs = stopwatch.ElapsedMilliseconds;
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var totalCount = baseQuery.Count();
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var afterCountMs = stopwatch.ElapsedMilliseconds;
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// Apply sorting
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IQueryable<BacktestEntity> sortedQuery = sortBy.ToLower() switch
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IQueryable<BacktestEntity> sortedQuery = sortBy switch
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{
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"score" => sortOrder == "desc"
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BacktestSortableColumn.Score => sortOrder == "desc"
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? baseQuery.OrderByDescending(b => b.Score)
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: baseQuery.OrderBy(b => b.Score),
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"finalpnl" => sortOrder == "desc"
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BacktestSortableColumn.FinalPnl => sortOrder == "desc"
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? baseQuery.OrderByDescending(b => b.FinalPnl)
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: baseQuery.OrderBy(b => b.FinalPnl),
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"winrate" => sortOrder == "desc"
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BacktestSortableColumn.WinRate => sortOrder == "desc"
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? baseQuery.OrderByDescending(b => b.WinRate)
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: baseQuery.OrderBy(b => b.WinRate),
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"growthpercentage" => sortOrder == "desc"
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BacktestSortableColumn.GrowthPercentage => sortOrder == "desc"
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? baseQuery.OrderByDescending(b => b.GrowthPercentage)
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: baseQuery.OrderBy(b => b.GrowthPercentage),
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"hodlpercentage" => sortOrder == "desc"
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BacktestSortableColumn.HodlPercentage => sortOrder == "desc"
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? baseQuery.OrderByDescending(b => b.HodlPercentage)
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: baseQuery.OrderBy(b => b.HodlPercentage),
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BacktestSortableColumn.Duration => sortOrder == "desc"
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? baseQuery.OrderByDescending(b => b.Duration)
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: baseQuery.OrderBy(b => b.Duration),
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BacktestSortableColumn.Timeframe => sortOrder == "desc"
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? baseQuery.OrderByDescending(b => b.Timeframe)
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: baseQuery.OrderBy(b => b.Timeframe),
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BacktestSortableColumn.IndicatorsCount => sortOrder == "desc"
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? baseQuery.OrderByDescending(b => b.IndicatorsCount)
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: baseQuery.OrderBy(b => b.IndicatorsCount),
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BacktestSortableColumn.MaxDrawdown => sortOrder == "desc"
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? baseQuery.OrderByDescending(b => b.MaxDrawdown)
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: baseQuery.OrderBy(b => b.MaxDrawdown),
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BacktestSortableColumn.Fees => sortOrder == "desc"
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? baseQuery.OrderByDescending(b => b.Fees)
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: baseQuery.OrderBy(b => b.Fees),
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BacktestSortableColumn.SharpeRatio => sortOrder == "desc"
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? baseQuery.OrderByDescending(b => b.SharpeRatio)
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: baseQuery.OrderBy(b => b.SharpeRatio),
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BacktestSortableColumn.Ticker => sortOrder == "desc"
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? baseQuery.OrderByDescending(b => b.Ticker)
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: baseQuery.OrderBy(b => b.Ticker),
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_ => sortOrder == "desc"
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? baseQuery.OrderByDescending(b => b.Score)
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: baseQuery.OrderBy(b => b.Score)
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@@ -427,21 +489,16 @@ public class PostgreSqlBacktestRepository : IBacktestRepository
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{
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Id = entity.Identifier,
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Config = JsonConvert.DeserializeObject<TradingBotConfig>(entity.ConfigJson),
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Ticker = entity.Ticker,
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FinalPnl = entity.FinalPnl,
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WinRate = entity.WinRate,
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GrowthPercentage = entity.GrowthPercentage,
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HodlPercentage = entity.HodlPercentage,
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StartDate = entity.StartDate,
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EndDate = entity.EndDate,
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MaxDrawdown = !string.IsNullOrEmpty(entity.StatisticsJson)
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? JsonConvert.DeserializeObject<PerformanceMetrics>(entity.StatisticsJson)?.MaxDrawdown
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: null,
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MaxDrawdown = entity.MaxDrawdown,
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Fees = entity.Fees,
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SharpeRatio = !string.IsNullOrEmpty(entity.StatisticsJson)
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? JsonConvert.DeserializeObject<PerformanceMetrics>(entity.StatisticsJson)?.SharpeRatio != null
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? (double?)JsonConvert.DeserializeObject<PerformanceMetrics>(entity.StatisticsJson).SharpeRatio
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: null
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: null,
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SharpeRatio = (double?)entity.SharpeRatio,
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Score = entity.Score,
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ScoreMessage = entity.ScoreMessage ?? string.Empty
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});
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@@ -450,36 +507,95 @@ public class PostgreSqlBacktestRepository : IBacktestRepository
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}
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public async Task<(IEnumerable<LightBacktest> Backtests, int TotalCount)> GetBacktestsByUserPaginatedAsync(
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User user, int page, int pageSize, string sortBy = "score", string sortOrder = "desc")
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User user,
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int page,
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int pageSize,
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BacktestSortableColumn sortBy = BacktestSortableColumn.Score,
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string sortOrder = "desc",
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BacktestsFilter? filter = null)
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{
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var stopwatch = Stopwatch.StartNew();
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var baseQuery = _context.Backtests
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.AsNoTracking()
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.Where(b => b.UserId == user.Id);
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if (filter != null)
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{
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if (filter.ScoreMin.HasValue)
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baseQuery = baseQuery.Where(b => b.Score >= filter.ScoreMin.Value);
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if (filter.ScoreMax.HasValue)
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baseQuery = baseQuery.Where(b => b.Score <= filter.ScoreMax.Value);
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if (filter.WinrateMin.HasValue)
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baseQuery = baseQuery.Where(b => b.WinRate >= filter.WinrateMin.Value);
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if (filter.WinrateMax.HasValue)
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baseQuery = baseQuery.Where(b => b.WinRate <= filter.WinrateMax.Value);
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if (filter.MaxDrawdownMax.HasValue)
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baseQuery = baseQuery.Where(b => b.MaxDrawdown <= filter.MaxDrawdownMax.Value);
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if (filter.Tickers != null && filter.Tickers.Any())
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{
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var tickerArray = filter.Tickers.ToArray();
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baseQuery = baseQuery.Where(b => tickerArray.Contains(b.Ticker));
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}
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if (filter.Indicators != null && filter.Indicators.Any())
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{
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foreach (var ind in filter.Indicators)
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{
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var token = "," + ind + ",";
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baseQuery = baseQuery.Where(b => ("," + b.IndicatorsCsv + ",").Contains(token));
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}
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}
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if (filter.DurationMin.HasValue)
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baseQuery = baseQuery.Where(b => b.Duration >= filter.DurationMin.Value);
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if (filter.DurationMax.HasValue)
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baseQuery = baseQuery.Where(b => b.Duration <= filter.DurationMax.Value);
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}
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var afterQueryMs = stopwatch.ElapsedMilliseconds;
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var totalCount = await baseQuery.CountAsync().ConfigureAwait(false);
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var afterCountMs = stopwatch.ElapsedMilliseconds;
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// Apply sorting
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IQueryable<BacktestEntity> sortedQuery = sortBy.ToLower() switch
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IQueryable<BacktestEntity> sortedQuery = sortBy switch
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{
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"score" => sortOrder == "desc"
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BacktestSortableColumn.Score => sortOrder == "desc"
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? baseQuery.OrderByDescending(b => b.Score)
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: baseQuery.OrderBy(b => b.Score),
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"finalpnl" => sortOrder == "desc"
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BacktestSortableColumn.FinalPnl => sortOrder == "desc"
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? baseQuery.OrderByDescending(b => b.FinalPnl)
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: baseQuery.OrderBy(b => b.FinalPnl),
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"winrate" => sortOrder == "desc"
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BacktestSortableColumn.WinRate => sortOrder == "desc"
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? baseQuery.OrderByDescending(b => b.WinRate)
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: baseQuery.OrderBy(b => b.WinRate),
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"growthpercentage" => sortOrder == "desc"
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BacktestSortableColumn.GrowthPercentage => sortOrder == "desc"
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? baseQuery.OrderByDescending(b => b.GrowthPercentage)
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: baseQuery.OrderBy(b => b.GrowthPercentage),
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"hodlpercentage" => sortOrder == "desc"
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BacktestSortableColumn.HodlPercentage => sortOrder == "desc"
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? baseQuery.OrderByDescending(b => b.HodlPercentage)
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: baseQuery.OrderBy(b => b.HodlPercentage),
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BacktestSortableColumn.Duration => sortOrder == "desc"
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? baseQuery.OrderByDescending(b => b.Duration)
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: baseQuery.OrderBy(b => b.Duration),
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BacktestSortableColumn.Timeframe => sortOrder == "desc"
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? baseQuery.OrderByDescending(b => b.Timeframe)
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: baseQuery.OrderBy(b => b.Timeframe),
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BacktestSortableColumn.IndicatorsCount => sortOrder == "desc"
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? baseQuery.OrderByDescending(b => b.IndicatorsCount)
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: baseQuery.OrderBy(b => b.IndicatorsCount),
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BacktestSortableColumn.MaxDrawdown => sortOrder == "desc"
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? baseQuery.OrderByDescending(b => b.MaxDrawdown)
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: baseQuery.OrderBy(b => b.MaxDrawdown),
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BacktestSortableColumn.Fees => sortOrder == "desc"
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? baseQuery.OrderByDescending(b => b.Fees)
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: baseQuery.OrderBy(b => b.Fees),
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BacktestSortableColumn.SharpeRatio => sortOrder == "desc"
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? baseQuery.OrderByDescending(b => b.SharpeRatio)
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: baseQuery.OrderBy(b => b.SharpeRatio),
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BacktestSortableColumn.Ticker => sortOrder == "desc"
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? baseQuery.OrderByDescending(b => b.Ticker)
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: baseQuery.OrderBy(b => b.Ticker),
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_ => sortOrder == "desc"
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? baseQuery.OrderByDescending(b => b.Score)
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: baseQuery.OrderBy(b => b.Score)
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@@ -506,15 +622,9 @@ public class PostgreSqlBacktestRepository : IBacktestRepository
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HodlPercentage = entity.HodlPercentage,
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StartDate = entity.StartDate,
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EndDate = entity.EndDate,
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MaxDrawdown = !string.IsNullOrEmpty(entity.StatisticsJson)
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? JsonConvert.DeserializeObject<PerformanceMetrics>(entity.StatisticsJson)?.MaxDrawdown
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: null,
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MaxDrawdown = entity.MaxDrawdown,
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Fees = entity.Fees,
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SharpeRatio = !string.IsNullOrEmpty(entity.StatisticsJson)
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? JsonConvert.DeserializeObject<PerformanceMetrics>(entity.StatisticsJson)?.SharpeRatio != null
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? (double?)JsonConvert.DeserializeObject<PerformanceMetrics>(entity.StatisticsJson).SharpeRatio
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: null
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: null,
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SharpeRatio = (double?)entity.SharpeRatio,
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Score = entity.Score,
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ScoreMessage = entity.ScoreMessage ?? string.Empty
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});
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