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Fixes for bots running (#22)

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* Fixes for bots running

* Up botmanager

* Add cooldown

* Refact can open position

* Add cooldown Period and MaxLossStreak

* Add agentName

* Add env variable for botManager

* Always enable Botmanager

* Fix bot handle

* Fix get positions

* Add Ticker url

* Dont start stopped bot

* fix
This commit is contained in:
Oda
2025-05-09 17:40:31 +02:00
committed by GitHub
parent a8eb0aaf02
commit 7c38c27b4a
54 changed files with 5164 additions and 641 deletions
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135
src/Managing.Application/Backtesting/Backtester.cs
View File

@@ -1,6 +1,7 @@
using Managing.Application.Abstractions;
using Managing.Application.Abstractions.Repositories;
using Managing.Application.Abstractions.Services;
using Managing.Application.Bots;
using Managing.Core;
using Managing.Core.FixedSizedQueue;
using Managing.Domain.Accounts;
@@ -64,10 +65,26 @@ namespace Managing.Application.Backtesting
User user = null,
bool isForWatchingOnly = false,
bool save = false,
List<Candle> initialCandles = null)
List<Candle>? initialCandles = null,
decimal cooldownPeriod = 1,
int maxLossStreak = 0)
{
var scalpingBot = _botFactory.CreateBacktestScalpingBot(account.Name, moneyManagement, ticker, "scenario",
timeframe, isForWatchingOnly, balance);
var config = new TradingBotConfig
{
AccountName = account.Name,
MoneyManagement = moneyManagement,
Ticker = ticker,
ScenarioName = scenario.Name,
Timeframe = timeframe,
IsForWatchingOnly = isForWatchingOnly,
BotTradingBalance = balance,
BotType = BotType.ScalpingBot,
IsForBacktest = true,
CooldownPeriod = cooldownPeriod,
MaxLossStreak = maxLossStreak
};
var scalpingBot = _botFactory.CreateBacktestScalpingBot(config);
scalpingBot.LoadScenario(scenario.Name);
await scalpingBot.LoadAccount();
var candles = initialCandles ?? GetCandles(account, ticker, timeframe, startDate, endDate);
@@ -91,21 +108,6 @@ namespace Managing.Application.Backtesting
return result;
}
private List<Candle> GetCandles(Account account, Ticker ticker, Timeframe timeframe,
DateTime startDate, DateTime endDate)
{
List<Candle> candles;
// Use specific date range
candles = _exchangeService.GetCandlesInflux(account.Exchange, ticker,
startDate, timeframe, endDate).Result;
if (candles == null || candles.Count == 0)
throw new Exception($"No candles for {ticker} on {account.Exchange}");
return candles;
}
public async Task<Backtest> RunFlippingBotBacktest(
Account account,
MoneyManagement moneyManagement,
@@ -118,10 +120,26 @@ namespace Managing.Application.Backtesting
User user = null,
bool isForWatchingOnly = false,
bool save = false,
List<Candle> initialCandles = null)
List<Candle>? initialCandles = null,
decimal cooldownPeriod = 1,
int maxLossStreak = 0)
{
var flippingBot = _botFactory.CreateBacktestFlippingBot(account.Name, moneyManagement, ticker, "scenario",
timeframe, false, balance);
var config = new TradingBotConfig
{
AccountName = account.Name,
MoneyManagement = moneyManagement,
Ticker = ticker,
ScenarioName = scenario.Name,
Timeframe = timeframe,
IsForWatchingOnly = isForWatchingOnly,
BotTradingBalance = balance,
BotType = BotType.FlippingBot,
IsForBacktest = true,
CooldownPeriod = cooldownPeriod,
MaxLossStreak = maxLossStreak
};
var flippingBot = _botFactory.CreateBacktestFlippingBot(config);
flippingBot.LoadScenario(scenario.Name);
await flippingBot.LoadAccount();
@@ -146,13 +164,34 @@ namespace Managing.Application.Backtesting
return result;
}
public async Task<Backtest> RunScalpingBotBacktest(Account account, MoneyManagement moneyManagement,
public async Task<Backtest> RunScalpingBotBacktest(
Account account,
MoneyManagement moneyManagement,
Scenario scenario,
Timeframe timeframe, List<Candle> candles, decimal balance, User user = null)
Timeframe timeframe,
List<Candle> candles,
decimal balance,
User user = null,
decimal cooldownPeriod = 1,
int maxLossStreak = 0)
{
var ticker = MiscExtensions.ParseEnum<Ticker>(candles.FirstOrDefault().Ticker);
var bot = _botFactory.CreateBacktestScalpingBot(account.Name, moneyManagement, ticker, "scenario",
timeframe, false, balance);
var config = new TradingBotConfig
{
AccountName = account.Name,
MoneyManagement = moneyManagement,
Ticker = ticker,
ScenarioName = scenario.Name,
Timeframe = timeframe,
IsForWatchingOnly = false,
BotTradingBalance = balance,
BotType = BotType.ScalpingBot,
IsForBacktest = true,
CooldownPeriod = cooldownPeriod,
MaxLossStreak = maxLossStreak
};
var bot = _botFactory.CreateBacktestScalpingBot(config);
bot.LoadScenario(scenario.Name);
await bot.LoadAccount();
@@ -167,13 +206,34 @@ namespace Managing.Application.Backtesting
return result;
}
public async Task<Backtest> RunFlippingBotBacktest(Account account, MoneyManagement moneyManagement,
public async Task<Backtest> RunFlippingBotBacktest(
Account account,
MoneyManagement moneyManagement,
Scenario scenario,
Timeframe timeframe, List<Candle> candles, decimal balance, User user = null)
Timeframe timeframe,
List<Candle> candles,
decimal balance,
User user = null,
decimal cooldownPeriod = 1,
int maxLossStreak = 0)
{
var ticker = MiscExtensions.ParseEnum<Ticker>(candles.FirstOrDefault().Ticker);
var bot = _botFactory.CreateBacktestFlippingBot(account.Name, moneyManagement, ticker, "scenario",
timeframe, false, balance);
var config = new TradingBotConfig
{
AccountName = account.Name,
MoneyManagement = moneyManagement,
Ticker = ticker,
ScenarioName = scenario.Name,
Timeframe = timeframe,
IsForWatchingOnly = false,
BotTradingBalance = balance,
BotType = BotType.FlippingBot,
IsForBacktest = true,
CooldownPeriod = cooldownPeriod,
MaxLossStreak = maxLossStreak
};
var bot = _botFactory.CreateBacktestFlippingBot(config);
bot.LoadScenario(scenario.Name);
await bot.LoadAccount();
@@ -188,6 +248,21 @@ namespace Managing.Application.Backtesting
return result;
}
private List<Candle> GetCandles(Account account, Ticker ticker, Timeframe timeframe,
DateTime startDate, DateTime endDate)
{
List<Candle> candles;
// Use specific date range
candles = _exchangeService.GetCandlesInflux(account.Exchange, ticker,
startDate, timeframe, endDate).Result;
if (candles == null || candles.Count == 0)
throw new Exception($"No candles for {ticker} on {account.Exchange}");
return candles;
}
private Backtest GetBacktestingResult(
Ticker ticker,
Scenario scenario,
@@ -239,7 +314,7 @@ namespace Managing.Application.Backtesting
var score = BacktestScorer.CalculateTotalScore(scoringParams);
var result = new Backtest(ticker, scenario.Name, bot.Positions, bot.Signals.ToList(), timeframe, candles,
bot.BotType, account.Name)
bot.Config.BotType, account.Name)
{
FinalPnl = finalPnl,
WinRate = winRate,