Add filters and sorting for backtests

This commit is contained in:
2025-10-14 18:06:36 +07:00
parent 49b0f7b696
commit 74adad5834
21 changed files with 4028 additions and 81 deletions

View File

@@ -1,6 +1,7 @@
using System.Text.Json;
using Managing.Api.Models.Requests;
using Managing.Application.Abstractions.Services;
using Managing.Application.Abstractions.Shared;
using Managing.Application.Hubs;
using Managing.Domain.Backtests;
using Managing.Domain.Bots;
@@ -10,6 +11,7 @@ using Managing.Domain.Strategies;
using Microsoft.AspNetCore.Authorization;
using Microsoft.AspNetCore.Mvc;
using Microsoft.AspNetCore.SignalR;
using static Managing.Common.Enums;
using MoneyManagementRequest = Managing.Domain.Backtests.MoneyManagementRequest;
namespace Managing.Api.Controllers;
@@ -231,8 +233,17 @@ public class BacktestController : BaseController
public async Task<ActionResult<PaginatedBacktestsResponse>> GetBacktestsPaginated(
int page = 1,
int pageSize = 50,
string sortBy = "score",
string sortOrder = "desc")
BacktestSortableColumn sortBy = BacktestSortableColumn.Score,
string sortOrder = "desc",
[FromQuery] double? scoreMin = null,
[FromQuery] double? scoreMax = null,
[FromQuery] int? winrateMin = null,
[FromQuery] int? winrateMax = null,
[FromQuery] decimal? maxDrawdownMax = null,
[FromQuery] string? tickers = null,
[FromQuery] string? indicators = null,
[FromQuery] double? durationMinDays = null,
[FromQuery] double? durationMaxDays = null)
{
var user = await GetUser();
@@ -251,8 +262,65 @@ public class BacktestController : BaseController
return BadRequest("Sort order must be 'asc' or 'desc'");
}
// Validate score and winrate ranges [0,100]
if (scoreMin.HasValue && (scoreMin < 0 || scoreMin > 100))
{
return BadRequest("scoreMin must be between 0 and 100");
}
if (scoreMax.HasValue && (scoreMax < 0 || scoreMax > 100))
{
return BadRequest("scoreMax must be between 0 and 100");
}
if (winrateMin.HasValue && (winrateMin < 0 || winrateMin > 100))
{
return BadRequest("winrateMin must be between 0 and 100");
}
if (winrateMax.HasValue && (winrateMax < 0 || winrateMax > 100))
{
return BadRequest("winrateMax must be between 0 and 100");
}
if (scoreMin.HasValue && scoreMax.HasValue && scoreMin > scoreMax)
{
return BadRequest("scoreMin must be less than or equal to scoreMax");
}
if (winrateMin.HasValue && winrateMax.HasValue && winrateMin > winrateMax)
{
return BadRequest("winrateMin must be less than or equal to winrateMax");
}
if (maxDrawdownMax.HasValue && maxDrawdownMax < 0)
{
return BadRequest("maxDrawdownMax must be greater than or equal to 0");
}
// Parse multi-selects if provided (comma-separated). Currently unused until repository wiring.
var tickerList = string.IsNullOrWhiteSpace(tickers)
? Array.Empty<string>()
: tickers.Split(',', StringSplitOptions.RemoveEmptyEntries | StringSplitOptions.TrimEntries);
var indicatorList = string.IsNullOrWhiteSpace(indicators)
? Array.Empty<string>()
: indicators.Split(',', StringSplitOptions.RemoveEmptyEntries | StringSplitOptions.TrimEntries);
var filter = new BacktestsFilter
{
ScoreMin = scoreMin,
ScoreMax = scoreMax,
WinrateMin = winrateMin,
WinrateMax = winrateMax,
MaxDrawdownMax = maxDrawdownMax,
Tickers = tickerList,
Indicators = indicatorList,
DurationMin = durationMinDays.HasValue ? TimeSpan.FromDays(durationMinDays.Value) : (TimeSpan?)null,
DurationMax = durationMaxDays.HasValue ? TimeSpan.FromDays(durationMaxDays.Value) : (TimeSpan?)null
};
var (backtests, totalCount) =
await _backtester.GetBacktestsByUserPaginatedAsync(user, page, pageSize, sortBy, sortOrder);
await _backtester.GetBacktestsByUserPaginatedAsync(
user,
page,
pageSize,
sortBy,
sortOrder,
filter);
var totalPages = (int)Math.Ceiling(totalCount / (double)pageSize);
var response = new PaginatedBacktestsResponse

View File

@@ -1,4 +1,6 @@
using Managing.Domain.Backtests;
using Managing.Application.Abstractions.Shared;
using Managing.Common;
using Managing.Domain.Backtests;
using Managing.Domain.Users;
namespace Managing.Application.Abstractions.Repositories;
@@ -18,11 +20,21 @@ public interface IBacktestRepository
int page,
int pageSize, string sortBy = "score", string sortOrder = "desc");
(IEnumerable<LightBacktest> Backtests, int TotalCount) GetBacktestsByUserPaginated(User user, int page,
int pageSize, string sortBy = "score", string sortOrder = "desc");
(IEnumerable<LightBacktest> Backtests, int TotalCount) GetBacktestsByUserPaginated(
User user,
int page,
int pageSize,
Enums.BacktestSortableColumn sortBy = Enums.BacktestSortableColumn.Score,
string sortOrder = "desc",
BacktestsFilter? filter = null);
Task<(IEnumerable<LightBacktest> Backtests, int TotalCount)> GetBacktestsByUserPaginatedAsync(User user, int page,
int pageSize, string sortBy = "score", string sortOrder = "desc");
Task<(IEnumerable<LightBacktest> Backtests, int TotalCount)> GetBacktestsByUserPaginatedAsync(
User user,
int page,
int pageSize,
Enums.BacktestSortableColumn sortBy = Enums.BacktestSortableColumn.Score,
string sortOrder = "desc",
BacktestsFilter? filter = null);
Task<Backtest> GetBacktestByIdForUserAsync(User user, string id);
Task DeleteBacktestByIdForUserAsync(User user, string id);

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@@ -1,4 +1,6 @@
using Managing.Domain.Backtests;
using Managing.Application.Abstractions.Shared;
using Managing.Common;
using Managing.Domain.Backtests;
using Managing.Domain.Bots;
using Managing.Domain.Candles;
using Managing.Domain.Users;
@@ -64,9 +66,22 @@ namespace Managing.Application.Abstractions.Services
Task<bool> DeleteBacktestByUserAsync(User user, string id);
Task<bool> DeleteBacktestsByIdsForUserAsync(User user, IEnumerable<string> ids);
bool DeleteBacktestsByUser(User user);
(IEnumerable<LightBacktest> Backtests, int TotalCount) GetBacktestsByUserPaginated(
User user,
int page,
int pageSize,
Enums.BacktestSortableColumn sortBy,
string sortOrder = "desc",
BacktestsFilter? filter = null);
Task<(IEnumerable<LightBacktest> Backtests, int TotalCount)> GetBacktestsByUserPaginatedAsync(
User user,
int page,
int pageSize,
Enums.BacktestSortableColumn sortBy,
string sortOrder = "desc",
BacktestsFilter? filter = null);
Task<bool> DeleteBacktestsByRequestIdAsync(Guid requestId);
(IEnumerable<LightBacktest> Backtests, int TotalCount) GetBacktestsByUserPaginated(User user, int page, int pageSize, string sortBy = "score", string sortOrder = "desc");
Task<(IEnumerable<LightBacktest> Backtests, int TotalCount)> GetBacktestsByUserPaginatedAsync(User user, int page, int pageSize, string sortBy = "score", string sortOrder = "desc");
// Bundle backtest methods
void InsertBundleBacktestRequestForUser(User user, BundleBacktestRequest bundleRequest);

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@@ -0,0 +1,16 @@
namespace Managing.Application.Abstractions.Shared;
public class BacktestsFilter
{
public double? ScoreMin { get; set; }
public double? ScoreMax { get; set; }
public int? WinrateMin { get; set; }
public int? WinrateMax { get; set; }
public decimal? MaxDrawdownMax { get; set; }
public IEnumerable<string>? Tickers { get; set; }
public IEnumerable<string>? Indicators { get; set; }
public TimeSpan? DurationMin { get; set; }
public TimeSpan? DurationMax { get; set; }
}

View File

@@ -2,6 +2,7 @@
using Managing.Application.Abstractions.Grains;
using Managing.Application.Abstractions.Repositories;
using Managing.Application.Abstractions.Services;
using Managing.Application.Abstractions.Shared;
using Managing.Application.Hubs;
using Managing.Core;
using Managing.Domain.Accounts;
@@ -415,19 +416,29 @@ namespace Managing.Application.Backtests
}
}
public (IEnumerable<LightBacktest> Backtests, int TotalCount) GetBacktestsByUserPaginated(User user, int page,
int pageSize, string sortBy = "score", string sortOrder = "desc")
public (IEnumerable<LightBacktest> Backtests, int TotalCount) GetBacktestsByUserPaginated(
User user,
int page,
int pageSize,
BacktestSortableColumn sortBy,
string sortOrder = "desc",
BacktestsFilter? filter = null)
{
var (backtests, totalCount) =
_backtestRepository.GetBacktestsByUserPaginated(user, page, pageSize, sortBy, sortOrder);
_backtestRepository.GetBacktestsByUserPaginated(user, page, pageSize, sortBy, sortOrder, filter);
return (backtests, totalCount);
}
public async Task<(IEnumerable<LightBacktest> Backtests, int TotalCount)> GetBacktestsByUserPaginatedAsync(
User user, int page, int pageSize, string sortBy = "score", string sortOrder = "desc")
User user,
int page,
int pageSize,
BacktestSortableColumn sortBy,
string sortOrder = "desc",
BacktestsFilter? filter = null)
{
var (backtests, totalCount) =
await _backtestRepository.GetBacktestsByUserPaginatedAsync(user, page, pageSize, sortBy, sortOrder);
await _backtestRepository.GetBacktestsByUserPaginatedAsync(user, page, pageSize, sortBy, sortOrder, filter);
return (backtests, totalCount);
}

View File

@@ -504,6 +504,25 @@ public static class Enums
TotalBalance
}
/// <summary>
/// Sortable columns for backtests pagination endpoints
/// </summary>
public enum BacktestSortableColumn
{
Score,
FinalPnl,
WinRate,
GrowthPercentage,
HodlPercentage,
Duration,
Timeframe,
IndicatorsCount,
MaxDrawdown,
Fees,
SharpeRatio,
Ticker
}
/// <summary>
/// Event types for agent summary updates
/// </summary>

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@@ -24,4 +24,5 @@ public class LightBacktest
[Id(11)] public double Score { get; set; }
[Id(12)] public string ScoreMessage { get; set; } = string.Empty;
[Id(13)] public object Metadata { get; set; }
[Id(14)] public string Ticker { get; set; } = string.Empty;
}

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@@ -0,0 +1,165 @@
using System;
using Microsoft.EntityFrameworkCore.Migrations;
#nullable disable
namespace Managing.Infrastructure.Databases.Migrations
{
/// <inheritdoc />
public partial class BacktestFiltersDenormalization : Migration
{
/// <inheritdoc />
protected override void Up(MigrationBuilder migrationBuilder)
{
migrationBuilder.AddColumn<TimeSpan>(
name: "Duration",
table: "Backtests",
type: "interval",
nullable: false,
defaultValue: new TimeSpan(0, 0, 0, 0, 0));
migrationBuilder.AddColumn<int>(
name: "IndicatorsCount",
table: "Backtests",
type: "integer",
nullable: false,
defaultValue: 0);
migrationBuilder.AddColumn<string>(
name: "IndicatorsCsv",
table: "Backtests",
type: "text",
nullable: false,
defaultValue: "");
migrationBuilder.AddColumn<decimal>(
name: "MaxDrawdown",
table: "Backtests",
type: "numeric(18,8)",
nullable: false,
defaultValue: 0m);
migrationBuilder.AddColumn<TimeSpan>(
name: "MaxDrawdownRecoveryTime",
table: "Backtests",
type: "interval",
nullable: false,
defaultValue: new TimeSpan(0, 0, 0, 0, 0));
migrationBuilder.AddColumn<string>(
name: "Name",
table: "Backtests",
type: "character varying(255)",
maxLength: 255,
nullable: false,
defaultValue: "");
migrationBuilder.AddColumn<decimal>(
name: "SharpeRatio",
table: "Backtests",
type: "numeric(18,8)",
nullable: false,
defaultValue: 0m);
migrationBuilder.AddColumn<string>(
name: "Ticker",
table: "Backtests",
type: "character varying(32)",
maxLength: 32,
nullable: false,
defaultValue: "");
migrationBuilder.AddColumn<int>(
name: "Timeframe",
table: "Backtests",
type: "integer",
nullable: false,
defaultValue: 0);
migrationBuilder.CreateIndex(
name: "IX_Backtests_UserId_IndicatorsCount",
table: "Backtests",
columns: new[] { "UserId", "IndicatorsCount" });
migrationBuilder.CreateIndex(
name: "IX_Backtests_UserId_IndicatorsCsv",
table: "Backtests",
columns: new[] { "UserId", "IndicatorsCsv" });
migrationBuilder.CreateIndex(
name: "IX_Backtests_UserId_Name",
table: "Backtests",
columns: new[] { "UserId", "Name" });
migrationBuilder.CreateIndex(
name: "IX_Backtests_UserId_Ticker",
table: "Backtests",
columns: new[] { "UserId", "Ticker" });
migrationBuilder.CreateIndex(
name: "IX_Backtests_UserId_Timeframe",
table: "Backtests",
columns: new[] { "UserId", "Timeframe" });
}
/// <inheritdoc />
protected override void Down(MigrationBuilder migrationBuilder)
{
migrationBuilder.DropIndex(
name: "IX_Backtests_UserId_IndicatorsCount",
table: "Backtests");
migrationBuilder.DropIndex(
name: "IX_Backtests_UserId_IndicatorsCsv",
table: "Backtests");
migrationBuilder.DropIndex(
name: "IX_Backtests_UserId_Name",
table: "Backtests");
migrationBuilder.DropIndex(
name: "IX_Backtests_UserId_Ticker",
table: "Backtests");
migrationBuilder.DropIndex(
name: "IX_Backtests_UserId_Timeframe",
table: "Backtests");
migrationBuilder.DropColumn(
name: "Duration",
table: "Backtests");
migrationBuilder.DropColumn(
name: "IndicatorsCount",
table: "Backtests");
migrationBuilder.DropColumn(
name: "IndicatorsCsv",
table: "Backtests");
migrationBuilder.DropColumn(
name: "MaxDrawdown",
table: "Backtests");
migrationBuilder.DropColumn(
name: "MaxDrawdownRecoveryTime",
table: "Backtests");
migrationBuilder.DropColumn(
name: "Name",
table: "Backtests");
migrationBuilder.DropColumn(
name: "SharpeRatio",
table: "Backtests");
migrationBuilder.DropColumn(
name: "Ticker",
table: "Backtests");
migrationBuilder.DropColumn(
name: "Timeframe",
table: "Backtests");
}
}
}

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@@ -0,0 +1,36 @@
using Microsoft.EntityFrameworkCore.Migrations;
#nullable disable
namespace Managing.Infrastructure.Databases.Migrations
{
/// <inheritdoc />
public partial class RemoveIndicatorIndexes : Migration
{
/// <inheritdoc />
protected override void Up(MigrationBuilder migrationBuilder)
{
migrationBuilder.DropIndex(
name: "IX_Backtests_UserId_IndicatorsCount",
table: "Backtests");
migrationBuilder.DropIndex(
name: "IX_Backtests_UserId_IndicatorsCsv",
table: "Backtests");
}
/// <inheritdoc />
protected override void Down(MigrationBuilder migrationBuilder)
{
migrationBuilder.CreateIndex(
name: "IX_Backtests_UserId_IndicatorsCount",
table: "Backtests",
columns: new[] { "UserId", "IndicatorsCount" });
migrationBuilder.CreateIndex(
name: "IX_Backtests_UserId_IndicatorsCsv",
table: "Backtests",
columns: new[] { "UserId", "IndicatorsCsv" });
}
}
}

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@@ -157,6 +157,11 @@ namespace Managing.Infrastructure.Databases.Migrations
b.Property<DateTime>("CreatedAt")
.HasColumnType("timestamp with time zone");
b.Property<TimeSpan>("Duration")
.ValueGeneratedOnAdd()
.HasColumnType("interval")
.HasDefaultValue(new TimeSpan(0, 0, 0, 0, 0));
b.Property<DateTime>("EndDate")
.HasColumnType("timestamp with time zone");
@@ -177,6 +182,23 @@ namespace Managing.Infrastructure.Databases.Migrations
.HasMaxLength(255)
.HasColumnType("character varying(255)");
b.Property<int>("IndicatorsCount")
.HasColumnType("integer");
b.Property<string>("IndicatorsCsv")
.IsRequired()
.HasColumnType("text");
b.Property<decimal>("MaxDrawdown")
.ValueGeneratedOnAdd()
.HasColumnType("decimal(18,8)")
.HasDefaultValue(0m);
b.Property<TimeSpan>("MaxDrawdownRecoveryTime")
.ValueGeneratedOnAdd()
.HasColumnType("interval")
.HasDefaultValue(new TimeSpan(0, 0, 0, 0, 0));
b.Property<string>("Metadata")
.HasColumnType("text");
@@ -184,6 +206,11 @@ namespace Managing.Infrastructure.Databases.Migrations
.IsRequired()
.HasColumnType("jsonb");
b.Property<string>("Name")
.IsRequired()
.HasMaxLength(255)
.HasColumnType("character varying(255)");
b.Property<string>("PositionsJson")
.IsRequired()
.HasColumnType("jsonb");
@@ -200,6 +227,11 @@ namespace Managing.Infrastructure.Databases.Migrations
.HasMaxLength(1000)
.HasColumnType("text");
b.Property<decimal>("SharpeRatio")
.ValueGeneratedOnAdd()
.HasColumnType("decimal(18,8)")
.HasDefaultValue(0m);
b.Property<string>("SignalsJson")
.IsRequired()
.HasColumnType("jsonb");
@@ -210,6 +242,14 @@ namespace Managing.Infrastructure.Databases.Migrations
b.Property<string>("StatisticsJson")
.HasColumnType("jsonb");
b.Property<string>("Ticker")
.IsRequired()
.HasMaxLength(32)
.HasColumnType("character varying(32)");
b.Property<int>("Timeframe")
.HasColumnType("integer");
b.Property<DateTime>("UpdatedAt")
.HasColumnType("timestamp with time zone");
@@ -232,8 +272,14 @@ namespace Managing.Infrastructure.Databases.Migrations
b.HasIndex("RequestId", "Score");
b.HasIndex("UserId", "Name");
b.HasIndex("UserId", "Score");
b.HasIndex("UserId", "Ticker");
b.HasIndex("UserId", "Timeframe");
b.ToTable("Backtests");
});

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@@ -36,6 +36,28 @@ public class BacktestEntity
[Column(TypeName = "jsonb")]
public string ConfigJson { get; set; } = string.Empty;
// Denormalized bot/backtest name (e.g., "MyBundleTest #3") for sorting/filtering
[Required]
[MaxLength(255)]
public string Name { get; set; } = string.Empty;
// Denormalized ticker string for fast filtering/sorting
[Required]
[MaxLength(32)]
public string Ticker { get; set; } = string.Empty;
// Stored timeframe as enum numeric value for direct sorting/filtering
[Required]
public int Timeframe { get; set; }
// Comma-separated indicator types for filtering, e.g., "EMA_CROSS,MACD_CROSS"
[Column(TypeName = "text")]
public string IndicatorsCsv { get; set; } = string.Empty;
// Number of indicators used in the scenario for sorting/filtering
[Required]
public int IndicatorsCount { get; set; }
[Required]
[Column(TypeName = "jsonb")]
public string PositionsJson { get; set; } = string.Empty;
@@ -50,6 +72,10 @@ public class BacktestEntity
[Required]
public DateTime EndDate { get; set; }
// Precomputed for filtering: EndDate - StartDate
[Required]
public TimeSpan Duration { get; set; }
[Required]
[Column(TypeName = "jsonb")]
public string MoneyManagementJson { get; set; } = string.Empty;
@@ -63,6 +89,19 @@ public class BacktestEntity
[Column(TypeName = "jsonb")]
public string? StatisticsJson { get; set; }
// Extracted metrics for efficient querying/indexing
[Required]
[Column(TypeName = "decimal(18,8)")]
public decimal SharpeRatio { get; set; }
[Required]
[Column(TypeName = "decimal(18,8)")]
public decimal MaxDrawdown { get; set; }
// PostgreSQL maps TimeSpan to interval
[Required]
public TimeSpan MaxDrawdownRecoveryTime { get; set; }
[Required]
[Column(TypeName = "decimal(18,8)")]
public decimal Fees { get; set; }

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@@ -156,10 +156,19 @@ public class ManagingDbContext : DbContext
entity.Property(e => e.HodlPercentage).HasColumnType("decimal(18,8)");
entity.Property(e => e.Fees).HasColumnType("decimal(18,8)");
entity.Property(e => e.ConfigJson).HasColumnType("jsonb");
entity.Property(e => e.Name).IsRequired().HasMaxLength(255);
entity.Property(e => e.Ticker).HasMaxLength(32);
entity.Property(e => e.Timeframe).IsRequired();
entity.Property(e => e.IndicatorsCsv).HasColumnType("text");
entity.Property(e => e.IndicatorsCount).IsRequired();
entity.Property(e => e.PositionsJson).HasColumnType("jsonb");
entity.Property(e => e.SignalsJson).HasColumnType("jsonb");
entity.Property(e => e.MoneyManagementJson).HasColumnType("jsonb");
entity.Property(e => e.StatisticsJson).HasColumnType("jsonb");
entity.Property(e => e.SharpeRatio).HasColumnType("decimal(18,8)").HasDefaultValue(0m);
entity.Property(e => e.MaxDrawdown).HasColumnType("decimal(18,8)").HasDefaultValue(0m);
entity.Property(e => e.MaxDrawdownRecoveryTime).HasDefaultValue(TimeSpan.Zero);
entity.Property(e => e.Duration).HasDefaultValue(TimeSpan.Zero);
entity.Property(e => e.ScoreMessage).HasMaxLength(1000);
entity.Property(e => e.Metadata).HasColumnType("text");
@@ -177,7 +186,10 @@ public class ManagingDbContext : DbContext
// Composite indexes for efficient pagination and filtering
entity.HasIndex(e => new { e.UserId, e.Score });
entity.HasIndex(e => new { e.UserId, e.Name });
entity.HasIndex(e => new { e.RequestId, e.Score });
entity.HasIndex(e => new { e.UserId, e.Ticker });
entity.HasIndex(e => new { e.UserId, e.Timeframe });
});
// Configure BundleBacktestRequest entity

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

View File

@@ -332,13 +332,22 @@ public static class PostgreSqlMappers
GrowthPercentage = backtest.GrowthPercentage,
HodlPercentage = backtest.HodlPercentage,
ConfigJson = JsonConvert.SerializeObject(backtest.Config),
Name = backtest.Config?.Name ?? string.Empty,
Ticker = backtest.Config?.Ticker.ToString() ?? string.Empty,
Timeframe = (int)backtest.Config.Timeframe,
IndicatorsCsv = string.Join(',', backtest.Config.Scenario.Indicators.Select(i => i.Type.ToString())),
IndicatorsCount = backtest.Config.Scenario.Indicators.Count,
PositionsJson = JsonConvert.SerializeObject(backtest.Positions.Values.ToList()),
SignalsJson = JsonConvert.SerializeObject(backtest.Signals.Values.ToList()),
StartDate = backtest.StartDate,
EndDate = backtest.EndDate,
Duration = backtest.EndDate - backtest.StartDate,
MoneyManagementJson = JsonConvert.SerializeObject(backtest.Config?.MoneyManagement),
UserId = backtest.User?.Id ?? 0,
StatisticsJson = backtest.Statistics != null ? JsonConvert.SerializeObject(backtest.Statistics) : null,
SharpeRatio = backtest.Statistics?.SharpeRatio ?? 0m,
MaxDrawdown = backtest.Statistics?.MaxDrawdown ?? 0m,
MaxDrawdownRecoveryTime = backtest.Statistics?.MaxDrawdownRecoveryTime ?? TimeSpan.Zero,
Fees = backtest.Fees,
Score = backtest.Score,
ScoreMessage = backtest.ScoreMessage ?? string.Empty,
@@ -976,4 +985,13 @@ public static class PostgreSqlMappers
}
#endregion
private static int? ExtractBundleIndex(string name)
{
if (string.IsNullOrWhiteSpace(name)) return null;
var hashIndex = name.LastIndexOf('#');
if (hashIndex < 0 || hashIndex + 1 >= name.Length) return null;
var numberPart = name.Substring(hashIndex + 1).Trim();
return int.TryParse(numberPart, out var n) ? n : (int?)null;
}
}

View File

@@ -22,6 +22,7 @@
"@privy-io/wagmi": "^1.0.3",
"@tailwindcss/typography": "^0.5.0",
"@tanstack/react-query": "^5.67.1",
"@tanstack/react-table": "^8.21.3",
"@wagmi/chains": "^0.2.9",
"@wagmi/connectors": "^5.7.3",
"@wagmi/core": "^2.17.0",

View File

@@ -5,7 +5,7 @@ import {useExpanded, useFilters, usePagination, useSortBy, useTable,} from 'reac
import useApiUrlStore from '../../../app/store/apiStore'
import useBacktestStore from '../../../app/store/backtestStore'
import type {Backtest, LightBacktestResponse} from '../../../generated/ManagingApi'
import {BacktestClient} from '../../../generated/ManagingApi'
import {BacktestClient, BacktestSortableColumn, IndicatorType} from '../../../generated/ManagingApi'
import {ConfigDisplayModal, IndicatorsDisplay, SelectColumnFilter} from '../../mollecules'
import {UnifiedTradingModal} from '../index'
import Toast from '../../mollecules/Toast/Toast'
@@ -72,15 +72,15 @@ const ServerSortableTable = ({
</p>
<span className="relative">
{(() => {
// Map backend field names to column IDs for comparison
const backendToColumnMapping: { [key: string]: string } = {
'score': 'score',
'finalpnl': 'finalPnl',
'winrate': 'winRate',
'growthpercentage': 'growthPercentage',
'hodlpercentage': 'hodlPercentage',
// Map enum sortable fields to table column ids
const enumToColumnMapping: { [key in BacktestSortableColumn]?: string } = {
[BacktestSortableColumn.Score]: 'score',
[BacktestSortableColumn.FinalPnl]: 'finalPnl',
[BacktestSortableColumn.WinRate]: 'winRate',
[BacktestSortableColumn.GrowthPercentage]: 'growthPercentage',
[BacktestSortableColumn.HodlPercentage]: 'hodlPercentage',
};
const columnId = backendToColumnMapping[currentSort?.sortBy || ''] || currentSort?.sortBy;
const columnId = enumToColumnMapping[currentSort?.sortBy as BacktestSortableColumn] || currentSort?.sortBy;
return currentSort?.sortBy && columnId === column.id ? (
currentSort.sortOrder === 'desc' ? (
@@ -133,14 +133,36 @@ interface BacktestTableProps {
list: LightBacktestResponse[] | undefined
isFetching?: boolean
displaySummary?: boolean
onSortChange?: (sortBy: string, sortOrder: 'asc' | 'desc') => void
currentSort?: { sortBy: string; sortOrder: 'asc' | 'desc' }
onSortChange?: (sortBy: BacktestSortableColumn, sortOrder: 'asc' | 'desc') => void
currentSort?: { sortBy: BacktestSortableColumn; sortOrder: 'asc' | 'desc' }
onBacktestDeleted?: () => void // Callback when a backtest is deleted
onFiltersChange?: (filters: {
scoreMin?: number | null
scoreMax?: number | null
winrateMin?: number | null
winrateMax?: number | null
maxDrawdownMax?: number | null
tickers?: string[] | null
indicators?: string[] | null
durationMinDays?: number | null
durationMaxDays?: number | null
}) => void
filters?: {
scoreMin?: number | null
scoreMax?: number | null
winrateMin?: number | null
winrateMax?: number | null
maxDrawdownMax?: number | null
tickers?: string[] | null
indicators?: string[] | null
durationMinDays?: number | null
durationMaxDays?: number | null
}
}
const BacktestTable: React.FC<BacktestTableProps> = ({list, isFetching, onSortChange, currentSort, onBacktestDeleted}) => {
const BacktestTable: React.FC<BacktestTableProps> = ({list, isFetching, onSortChange, currentSort, onBacktestDeleted, onFiltersChange, filters}) => {
const [rows, setRows] = useState<LightBacktestResponse[]>([])
const {apiUrl} = useApiUrlStore()
const {removeBacktest} = useBacktestStore()
@@ -157,20 +179,75 @@ const BacktestTable: React.FC<BacktestTableProps> = ({list, isFetching, onSortCh
const [showConfigDisplayModal, setShowConfigDisplayModal] = useState(false)
const [selectedBacktestForConfigView, setSelectedBacktestForConfigView] = useState<Backtest | null>(null)
// Filters sidebar state
const [isFilterOpen, setIsFilterOpen] = useState(false)
const [scoreMin, setScoreMin] = useState<number>(0)
const [scoreMax, setScoreMax] = useState<number>(100)
const [winMin, setWinMin] = useState<number>(0)
const [winMax, setWinMax] = useState<number>(100)
const [maxDrawdownMax, setMaxDrawdownMax] = useState<number | ''>('')
const [tickersInput, setTickersInput] = useState<string>('')
const [selectedIndicators, setSelectedIndicators] = useState<string[]>([])
const [durationMinDays, setDurationMinDays] = useState<number | null>(null)
const [durationMaxDays, setDurationMaxDays] = useState<number | null>(null)
const applyFilters = () => {
if (!onFiltersChange) return
onFiltersChange({
scoreMin,
scoreMax,
winrateMin: winMin,
winrateMax: winMax,
maxDrawdownMax: maxDrawdownMax === '' ? null : Number(maxDrawdownMax),
tickers: tickersInput ? tickersInput.split(',').map(s => s.trim()).filter(Boolean) : null,
indicators: selectedIndicators.length ? selectedIndicators : null,
durationMinDays,
durationMaxDays,
})
setIsFilterOpen(false)
}
const clearDuration = () => {
setDurationMinDays(null)
setDurationMaxDays(null)
}
const toggleIndicator = (name: string) => {
setSelectedIndicators(prev => prev.includes(name)
? prev.filter(i => i !== name)
: [...prev, name])
}
const clearIndicators = () => setSelectedIndicators([])
// Sync incoming filters prop to local sidebar state
useEffect(() => {
if (!filters) return
if (typeof filters.scoreMin === 'number') setScoreMin(filters.scoreMin)
if (typeof filters.scoreMax === 'number') setScoreMax(filters.scoreMax)
if (typeof filters.winrateMin === 'number') setWinMin(filters.winrateMin)
if (typeof filters.winrateMax === 'number') setWinMax(filters.winrateMax)
if (typeof filters.maxDrawdownMax === 'number') setMaxDrawdownMax(filters.maxDrawdownMax)
setTickersInput(filters.tickers && filters.tickers.length ? filters.tickers.join(',') : '')
setSelectedIndicators(filters.indicators ? [...filters.indicators] : [])
setDurationMinDays(filters.durationMinDays ?? null)
setDurationMaxDays(filters.durationMaxDays ?? null)
}, [filters])
// Handle sort change
const handleSortChange = (columnId: string, sortOrder: 'asc' | 'desc') => {
if (!onSortChange) return;
// Map column IDs to backend field names
const sortByMapping: { [key: string]: string } = {
'score': 'score',
'finalPnl': 'finalpnl',
'winRate': 'winrate',
'growthPercentage': 'growthpercentage',
'hodlPercentage': 'hodlpercentage',
// Map column IDs to BacktestSortableColumn enum
const sortByMapping: { [key: string]: BacktestSortableColumn } = {
'score': BacktestSortableColumn.Score,
'finalPnl': BacktestSortableColumn.FinalPnl,
'winRate': BacktestSortableColumn.WinRate,
'growthPercentage': BacktestSortableColumn.GrowthPercentage,
'hodlPercentage': BacktestSortableColumn.HodlPercentage,
};
const backendSortBy = sortByMapping[columnId] || 'score';
const backendSortBy = sortByMapping[columnId] || BacktestSortableColumn.Score;
onSortChange(backendSortBy, sortOrder);
};
@@ -486,6 +563,11 @@ const BacktestTable: React.FC<BacktestTableProps> = ({list, isFetching, onSortCh
</div>
) : (
<>
{/* Filters toggle button */}
<div className="flex w-full justify-end">
<button className="btn btn-sm btn-outline" onClick={() => setIsFilterOpen(true)}>Filters</button>
</div>
<ServerSortableTable
columns={columns}
data={rows}
@@ -498,6 +580,100 @@ const BacktestTable: React.FC<BacktestTableProps> = ({list, isFetching, onSortCh
currentSort={currentSort}
/>
{/* Right sidebar filter panel */}
{isFilterOpen && (
<>
<div className="fixed inset-0 bg-black/30" onClick={() => setIsFilterOpen(false)}></div>
<div className="fixed right-0 top-0 h-full w-96 bg-base-200 shadow-xl p-4 overflow-y-auto">
<div className="flex items-center justify-between mb-4">
<h3 className="text-lg font-semibold">Filters</h3>
<button className="btn btn-ghost btn-sm" onClick={() => setIsFilterOpen(false)}></button>
</div>
{/* Score range */}
<div className="mb-6">
<div className="mb-2 font-medium">Score between</div>
<div className="flex gap-2 items-center">
<input type="number" min={0} max={100} className="input input-bordered input-sm w-20" value={scoreMin} onChange={e => setScoreMin(Math.min(100, Math.max(0, Number(e.target.value))))} />
<span>to</span>
<input type="number" min={0} max={100} className="input input-bordered input-sm w-20" value={scoreMax} onChange={e => setScoreMax(Math.min(100, Math.max(0, Number(e.target.value))))} />
</div>
</div>
{/* Tickers */}
<div className="mb-6">
<div className="mb-2 font-medium">Tickers</div>
<input
type="text"
placeholder="e.g. BTC, ETH, SOL"
className="input input-bordered input-sm w-full"
value={tickersInput}
onChange={e => setTickersInput(e.target.value)}
/>
</div>
{/* Max Drawdown */}
<div className="mb-6">
<div className="mb-2 font-medium">Max Drawdown (max)</div>
<input type="number" className="input input-bordered input-sm w-full" placeholder="Put the max amount" value={maxDrawdownMax} onChange={e => {
const v = e.target.value
if (v === '') setMaxDrawdownMax('')
else setMaxDrawdownMax(Number(v))
}} />
</div>
{/* Indicators (enum selection) */}
<div className="mb-6">
<div className="mb-2 font-medium flex items-center justify-between">
<span>Indicators</span>
{selectedIndicators.length > 0 && (
<button className="btn btn-ghost btn-xs" onClick={clearIndicators}>Clear</button>
)}
</div>
<div className="flex flex-wrap gap-2">
{Object.values(IndicatorType).map((ind) => (
<button
key={ind as string}
className={`btn btn-xs ${selectedIndicators.includes(ind as string) ? 'btn-primary' : 'btn-outline'}`}
onClick={() => toggleIndicator(ind as string)}
>
{ind as string}
</button>
))}
</div>
</div>
{/* Winrate */}
<div className="mb-6">
<div className="mb-2 font-medium">Winrate between</div>
<div className="flex gap-2 items-center">
<input type="number" min={0} max={100} className="input input-bordered input-sm w-20" value={winMin} onChange={e => setWinMin(Math.min(100, Math.max(0, Number(e.target.value))))} />
<span>to</span>
<input type="number" min={0} max={100} className="input input-bordered input-sm w-20" value={winMax} onChange={e => setWinMax(Math.min(100, Math.max(0, Number(e.target.value))))} />
</div>
</div>
{/* Duration */}
<div className="mb-6">
<div className="mb-2 font-medium">Duration</div>
<div className="flex flex-wrap gap-2">
<button className={`btn btn-xs ${durationMaxDays === 30 && durationMinDays === 0 ? 'btn-primary' : 'btn-outline'}`} onClick={() => { setDurationMinDays(0); setDurationMaxDays(30); }}>Up to 1 month</button>
<button className={`btn btn-xs ${durationMinDays === 30 && durationMaxDays === 60 ? 'btn-primary' : 'btn-outline'}`} onClick={() => { setDurationMinDays(30); setDurationMaxDays(60); }}>1-2 months</button>
<button className={`btn btn-xs ${durationMinDays === 90 && durationMaxDays === 150 ? 'btn-primary' : 'btn-outline'}`} onClick={() => { setDurationMinDays(90); setDurationMaxDays(150); }}>3-5 months</button>
<button className={`btn btn-xs ${durationMinDays === 180 && durationMaxDays === 330 ? 'btn-primary' : 'btn-outline'}`} onClick={() => { setDurationMinDays(180); setDurationMaxDays(330); }}>6-11 months</button>
<button className={`btn btn-xs ${durationMinDays === 365 && durationMaxDays === null ? 'btn-primary' : 'btn-outline'}`} onClick={() => { setDurationMinDays(365); setDurationMaxDays(null); }}>1 year or more</button>
<button className="btn btn-xs btn-ghost" onClick={clearDuration}>Clear</button>
</div>
</div>
<div className="flex gap-2 justify-end">
<button className="btn btn-ghost btn-sm" onClick={() => setIsFilterOpen(false)}>Cancel</button>
<button className="btn btn-primary btn-sm" onClick={applyFilters}>Apply</button>
</div>
</div>
</>
)}
{/* Bot Configuration Modal */}
{selectedBacktest && (
<UnifiedTradingModal

View File

@@ -665,7 +665,7 @@ export class BacktestClient extends AuthorizedApiBase {
return Promise.resolve<PaginatedBacktestsResponse>(null as any);
}
backtest_GetBacktestsPaginated(page: number | undefined, pageSize: number | undefined, sortBy: string | null | undefined, sortOrder: string | null | undefined): Promise<PaginatedBacktestsResponse> {
backtest_GetBacktestsPaginated(page: number | undefined, pageSize: number | undefined, sortBy: BacktestSortableColumn | undefined, sortOrder: string | null | undefined, scoreMin: number | null | undefined, scoreMax: number | null | undefined, winrateMin: number | null | undefined, winrateMax: number | null | undefined, maxDrawdownMax: number | null | undefined, tickers: string | null | undefined, indicators: string | null | undefined, durationMinDays: number | null | undefined, durationMaxDays: number | null | undefined): Promise<PaginatedBacktestsResponse> {
let url_ = this.baseUrl + "/Backtest/Paginated?";
if (page === null)
throw new Error("The parameter 'page' cannot be null.");
@@ -675,10 +675,30 @@ export class BacktestClient extends AuthorizedApiBase {
throw new Error("The parameter 'pageSize' cannot be null.");
else if (pageSize !== undefined)
url_ += "pageSize=" + encodeURIComponent("" + pageSize) + "&";
if (sortBy !== undefined && sortBy !== null)
if (sortBy === null)
throw new Error("The parameter 'sortBy' cannot be null.");
else if (sortBy !== undefined)
url_ += "sortBy=" + encodeURIComponent("" + sortBy) + "&";
if (sortOrder !== undefined && sortOrder !== null)
url_ += "sortOrder=" + encodeURIComponent("" + sortOrder) + "&";
if (scoreMin !== undefined && scoreMin !== null)
url_ += "scoreMin=" + encodeURIComponent("" + scoreMin) + "&";
if (scoreMax !== undefined && scoreMax !== null)
url_ += "scoreMax=" + encodeURIComponent("" + scoreMax) + "&";
if (winrateMin !== undefined && winrateMin !== null)
url_ += "winrateMin=" + encodeURIComponent("" + winrateMin) + "&";
if (winrateMax !== undefined && winrateMax !== null)
url_ += "winrateMax=" + encodeURIComponent("" + winrateMax) + "&";
if (maxDrawdownMax !== undefined && maxDrawdownMax !== null)
url_ += "maxDrawdownMax=" + encodeURIComponent("" + maxDrawdownMax) + "&";
if (tickers !== undefined && tickers !== null)
url_ += "tickers=" + encodeURIComponent("" + tickers) + "&";
if (indicators !== undefined && indicators !== null)
url_ += "indicators=" + encodeURIComponent("" + indicators) + "&";
if (durationMinDays !== undefined && durationMinDays !== null)
url_ += "durationMinDays=" + encodeURIComponent("" + durationMinDays) + "&";
if (durationMaxDays !== undefined && durationMaxDays !== null)
url_ += "durationMaxDays=" + encodeURIComponent("" + durationMaxDays) + "&";
url_ = url_.replace(/[?&]$/, "");
let options_: RequestInit = {
@@ -4275,6 +4295,21 @@ export interface LightBacktestResponse {
scoreMessage: string;
}
export enum BacktestSortableColumn {
Score = "Score",
FinalPnl = "FinalPnl",
WinRate = "WinRate",
GrowthPercentage = "GrowthPercentage",
HodlPercentage = "HodlPercentage",
Duration = "Duration",
Timeframe = "Timeframe",
IndicatorsCount = "IndicatorsCount",
MaxDrawdown = "MaxDrawdown",
Fees = "Fees",
SharpeRatio = "SharpeRatio",
Ticker = "Ticker",
}
export interface LightBacktest {
id?: string | null;
config?: TradingBotConfig | null;
@@ -4290,6 +4325,7 @@ export interface LightBacktest {
score?: number;
scoreMessage?: string | null;
metadata?: any | null;
ticker?: string | null;
}
export interface RunBacktestRequest {
@@ -4305,7 +4341,7 @@ export interface RunBacktestRequest {
}
export interface TradingBotConfigRequest {
accountName: string;
accountName?: string | null;
ticker: Ticker;
timeframe: Timeframe;
isForWatchingOnly: boolean;

View File

@@ -532,6 +532,21 @@ export interface LightBacktestResponse {
scoreMessage: string;
}
export enum BacktestSortableColumn {
Score = "Score",
FinalPnl = "FinalPnl",
WinRate = "WinRate",
GrowthPercentage = "GrowthPercentage",
HodlPercentage = "HodlPercentage",
Duration = "Duration",
Timeframe = "Timeframe",
IndicatorsCount = "IndicatorsCount",
MaxDrawdown = "MaxDrawdown",
Fees = "Fees",
SharpeRatio = "SharpeRatio",
Ticker = "Ticker",
}
export interface LightBacktest {
id?: string | null;
config?: TradingBotConfig | null;
@@ -547,6 +562,7 @@ export interface LightBacktest {
score?: number;
scoreMessage?: string | null;
metadata?: any | null;
ticker?: string | null;
}
export interface RunBacktestRequest {
@@ -562,7 +578,7 @@ export interface RunBacktestRequest {
}
export interface TradingBotConfigRequest {
accountName: string;
accountName?: string | null;
ticker: Ticker;
timeframe: Timeframe;
isForWatchingOnly: boolean;
@@ -656,7 +672,6 @@ export interface RunBundleBacktestRequest {
}
export interface BundleBacktestUniversalConfig {
accountName: string;
timeframe: Timeframe;
isForWatchingOnly: boolean;
botTradingBalance: number;

View File

@@ -8,7 +8,7 @@ import {Loader, Slider} from '../../components/atoms'
import {Modal, Toast} from '../../components/mollecules'
import {BacktestTable, UnifiedTradingModal} from '../../components/organism'
import type {LightBacktestResponse} from '../../generated/ManagingApi'
import {BacktestClient} from '../../generated/ManagingApi'
import {BacktestClient, BacktestSortableColumn} from '../../generated/ManagingApi'
const PAGE_SIZE = 50
@@ -21,11 +21,24 @@ const BacktestScanner: React.FC = () => {
score: 50
})
const [currentPage, setCurrentPage] = useState(1)
const [currentSort, setCurrentSort] = useState<{ sortBy: string; sortOrder: 'asc' | 'desc' }>({
sortBy: 'score',
const [currentSort, setCurrentSort] = useState<{ sortBy: BacktestSortableColumn; sortOrder: 'asc' | 'desc' }>({
sortBy: BacktestSortableColumn.Score,
sortOrder: 'desc'
})
// Filters state coming from BacktestTable sidebar
const [filters, setFilters] = useState<{
scoreMin?: number | null
scoreMax?: number | null
winrateMin?: number | null
winrateMax?: number | null
maxDrawdownMax?: number | null
tickers?: string[] | null
indicators?: string[] | null
durationMinDays?: number | null
durationMaxDays?: number | null
}>({})
const { apiUrl } = useApiUrlStore()
const queryClient = useQueryClient()
const backtestClient = new BacktestClient({}, apiUrl)
@@ -37,13 +50,22 @@ const BacktestScanner: React.FC = () => {
error,
refetch
} = useQuery({
queryKey: ['backtests', currentPage, currentSort.sortBy, currentSort.sortOrder],
queryKey: ['backtests', currentPage, currentSort.sortBy, currentSort.sortOrder, filters],
queryFn: async () => {
const response = await backtestClient.backtest_GetBacktestsPaginated(
currentPage,
PAGE_SIZE,
currentSort.sortBy,
currentSort.sortOrder
currentPage,
PAGE_SIZE,
currentSort.sortBy,
currentSort.sortOrder,
filters.scoreMin ?? null,
filters.scoreMax ?? null,
filters.winrateMin ?? null,
filters.winrateMax ?? null,
filters.maxDrawdownMax ?? null,
(filters.tickers && filters.tickers.length ? filters.tickers.join(',') : null),
(filters.indicators && filters.indicators.length ? filters.indicators.join(',') : null),
filters.durationMinDays ?? null,
filters.durationMaxDays ?? null,
)
return {
backtests: (response.backtests as LightBacktestResponse[]) || [],
@@ -176,11 +198,27 @@ const BacktestScanner: React.FC = () => {
}
// Sorting handler
const handleSortChange = (sortBy: string, sortOrder: 'asc' | 'desc') => {
const handleSortChange = (sortBy: BacktestSortableColumn, sortOrder: 'asc' | 'desc') => {
setCurrentSort({ sortBy, sortOrder })
setCurrentPage(1)
}
// Filters handler from BacktestTable
const handleFiltersChange = (newFilters: {
scoreMin?: number | null
scoreMax?: number | null
winrateMin?: number | null
winrateMax?: number | null
maxDrawdownMax?: number | null
tickers?: string[] | null
indicators?: string[] | null
durationMinDays?: number | null
durationMaxDays?: number | null
}) => {
setFilters(newFilters)
setCurrentPage(1)
}
// Pagination handler
const handlePageChange = (newPage: number) => {
if (newPage < 1 || (totalPages && newPage > totalPages)) return
@@ -207,11 +245,56 @@ const BacktestScanner: React.FC = () => {
</button>
</div>
{/* Selected filters summary */}
<div className="mt-2 mb-2">
{(
(filters.scoreMin !== undefined && filters.scoreMin !== null) ||
(filters.scoreMax !== undefined && filters.scoreMax !== null) ||
(filters.winrateMin !== undefined && filters.winrateMin !== null) ||
(filters.winrateMax !== undefined && filters.winrateMax !== null) ||
(filters.maxDrawdownMax !== undefined && filters.maxDrawdownMax !== null) ||
(filters.tickers && filters.tickers.length) ||
(filters.indicators && filters.indicators.length) ||
(filters.durationMinDays !== undefined && filters.durationMinDays !== null) ||
(filters.durationMaxDays !== undefined && filters.durationMaxDays !== null)
) ? (
<div className="flex flex-wrap gap-2 items-center">
<span className="text-sm opacity-70 mr-1">Active filters:</span>
{filters.scoreMin !== undefined && filters.scoreMin !== null && (
<div className="badge badge-outline">Score {filters.scoreMin}</div>
)}
{filters.scoreMax !== undefined && filters.scoreMax !== null && (
<div className="badge badge-outline">Score {filters.scoreMax}</div>
)}
{filters.winrateMin !== undefined && filters.winrateMin !== null && (
<div className="badge badge-outline">Winrate {filters.winrateMin}%</div>
)}
{filters.winrateMax !== undefined && filters.winrateMax !== null && (
<div className="badge badge-outline">Winrate {filters.winrateMax}%</div>
)}
{filters.maxDrawdownMax !== undefined && filters.maxDrawdownMax !== null && (
<div className="badge badge-outline">Max DD {filters.maxDrawdownMax}</div>
)}
{filters.tickers && filters.tickers.length > 0 && (
<div className="badge badge-outline">Tickers: {filters.tickers.join(', ')}</div>
)}
{filters.indicators && filters.indicators.length > 0 && (
<div className="badge badge-outline">Indicators: {filters.indicators.join(', ')}</div>
)}
{(filters.durationMinDays !== undefined && filters.durationMinDays !== null) || (filters.durationMaxDays !== undefined && filters.durationMaxDays !== null) ? (
<div className="badge badge-outline">Duration: {filters.durationMinDays ?? 0}{filters.durationMaxDays ?? '∞'} days</div>
) : null}
</div>
) : null}
</div>
<BacktestTable
list={backtests as LightBacktestResponse[]} // Cast to any for backward compatibility
isFetching={isLoading}
onSortChange={handleSortChange}
currentSort={currentSort}
filters={filters}
onFiltersChange={handleFiltersChange}
onBacktestDeleted={() => {
// Invalidate backtest queries when a backtest is deleted
queryClient.invalidateQueries({ queryKey: ['backtests'] })