Add jobs
This commit is contained in:
280
src/Managing.Application/Backtests/BacktestExecutor.cs
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280
src/Managing.Application/Backtests/BacktestExecutor.cs
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using Managing.Application.Abstractions;
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using Managing.Application.Abstractions.Repositories;
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using Managing.Application.Abstractions.Services;
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using Managing.Application.Bots;
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using Managing.Common;
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using Managing.Domain.Backtests;
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using Managing.Domain.Bots;
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using Managing.Domain.Candles;
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using Managing.Domain.Shared.Helpers;
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using Managing.Domain.Users;
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using Microsoft.Extensions.DependencyInjection;
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using Microsoft.Extensions.Logging;
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namespace Managing.Application.Backtests;
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/// <summary>
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/// Service for executing backtests without Orleans dependencies.
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/// Extracted from BacktestTradingBotGrain to be reusable in compute workers.
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/// </summary>
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public class BacktestExecutor
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{
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private readonly ILogger<BacktestExecutor> _logger;
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private readonly IServiceScopeFactory _scopeFactory;
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private readonly IBacktestRepository _backtestRepository;
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private readonly IScenarioService _scenarioService;
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private readonly IAccountService _accountService;
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private readonly IMessengerService _messengerService;
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public BacktestExecutor(
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ILogger<BacktestExecutor> logger,
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IServiceScopeFactory scopeFactory,
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IBacktestRepository backtestRepository,
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IScenarioService scenarioService,
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IAccountService accountService,
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IMessengerService messengerService)
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{
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_logger = logger;
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_scopeFactory = scopeFactory;
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_backtestRepository = backtestRepository;
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_scenarioService = scenarioService;
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_accountService = accountService;
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_messengerService = messengerService;
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}
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/// <summary>
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/// Executes a backtest with the given configuration and candles.
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/// </summary>
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/// <param name="config">The trading bot configuration</param>
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/// <param name="candles">The candles to use for backtesting</param>
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/// <param name="user">The user running the backtest</param>
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/// <param name="save">Whether to save the backtest result</param>
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/// <param name="withCandles">Whether to include candles in the result</param>
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/// <param name="requestId">The request ID to associate with this backtest</param>
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/// <param name="metadata">Additional metadata</param>
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/// <param name="progressCallback">Optional callback for progress updates (0-100)</param>
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/// <returns>The lightweight backtest result</returns>
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public async Task<LightBacktest> ExecuteAsync(
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TradingBotConfig config,
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HashSet<Candle> candles,
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User user,
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bool save = false,
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bool withCandles = false,
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string requestId = null,
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object metadata = null,
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Func<int, Task> progressCallback = null)
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{
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if (candles == null || candles.Count == 0)
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{
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throw new Exception("No candle to backtest");
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}
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// Ensure user has accounts loaded
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if (user.Accounts == null || !user.Accounts.Any())
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{
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user.Accounts = (await _accountService.GetAccountsByUserAsync(user, hideSecrets: true, getBalance: false)).ToList();
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}
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// Create a fresh TradingBotBase instance for this backtest
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var tradingBot = await CreateTradingBotInstance(config);
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tradingBot.Account = user.Accounts.First();
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var totalCandles = candles.Count;
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var currentCandle = 0;
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var lastLoggedPercentage = 0;
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_logger.LogInformation("Backtest requested by {UserId} with {TotalCandles} candles for {Ticker} on {Timeframe}",
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user.Id, totalCandles, config.Ticker, config.Timeframe);
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// Initialize wallet balance with first candle
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tradingBot.WalletBalances.Clear();
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tradingBot.WalletBalances.Add(candles.FirstOrDefault()!.Date, config.BotTradingBalance);
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var initialBalance = config.BotTradingBalance;
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var fixedCandles = new HashSet<Candle>();
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var lastProgressUpdate = DateTime.UtcNow;
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const int progressUpdateIntervalMs = 1000; // Update progress every second
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// Process all candles
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foreach (var candle in candles)
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{
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fixedCandles.Add(candle);
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tradingBot.LastCandle = candle;
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// Update signals manually only for backtesting
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await tradingBot.UpdateSignals(fixedCandles);
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await tradingBot.Run();
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currentCandle++;
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// Update progress callback if provided
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var currentPercentage = (currentCandle * 100) / totalCandles;
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var timeSinceLastUpdate = (DateTime.UtcNow - lastProgressUpdate).TotalMilliseconds;
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if (progressCallback != null && (timeSinceLastUpdate >= progressUpdateIntervalMs || currentPercentage >= lastLoggedPercentage + 10))
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{
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try
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{
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await progressCallback(currentPercentage);
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}
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catch (Exception ex)
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{
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_logger.LogWarning(ex, "Error in progress callback");
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}
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lastProgressUpdate = DateTime.UtcNow;
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}
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// Log progress every 10%
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if (currentPercentage >= lastLoggedPercentage + 10)
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{
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lastLoggedPercentage = currentPercentage;
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_logger.LogInformation(
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"Backtest progress: {Percentage}% ({CurrentCandle}/{TotalCandles} candles processed)",
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currentPercentage, currentCandle, totalCandles);
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}
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// Check if wallet balance fell below 10 USDC and break if so
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var currentWalletBalance = tradingBot.WalletBalances.Values.LastOrDefault();
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if (currentWalletBalance < Constants.GMX.Config.MinimumPositionAmount)
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{
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_logger.LogWarning(
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"Backtest stopped early: Wallet balance fell below {MinimumPositionAmount} USDC (Current: {CurrentBalance:F2} USDC) at candle {CurrentCandle}/{TotalCandles} from {CandleDate}",
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Constants.GMX.Config.MinimumPositionAmount, currentWalletBalance, currentCandle, totalCandles,
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candle.Date.ToString("yyyy-MM-dd HH:mm"));
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break;
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}
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}
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_logger.LogInformation("Backtest processing completed. Calculating final results...");
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var finalPnl = tradingBot.GetProfitAndLoss();
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var winRate = tradingBot.GetWinRate();
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var stats = TradingHelpers.GetStatistics(tradingBot.WalletBalances);
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var growthPercentage =
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TradingHelpers.GetGrowthFromInitalBalance(tradingBot.WalletBalances.FirstOrDefault().Value, finalPnl);
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var hodlPercentage = TradingHelpers.GetHodlPercentage(candles.First(), candles.Last());
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var fees = tradingBot.GetTotalFees();
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var scoringParams = new BacktestScoringParams(
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sharpeRatio: (double)stats.SharpeRatio,
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growthPercentage: (double)growthPercentage,
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hodlPercentage: (double)hodlPercentage,
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winRate: winRate,
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totalPnL: (double)finalPnl,
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fees: (double)fees,
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tradeCount: tradingBot.Positions.Count,
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maxDrawdownRecoveryTime: stats.MaxDrawdownRecoveryTime,
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maxDrawdown: stats.MaxDrawdown,
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initialBalance: tradingBot.WalletBalances.FirstOrDefault().Value,
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tradingBalance: config.BotTradingBalance,
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startDate: candles.First().Date,
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endDate: candles.Last().Date,
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timeframe: config.Timeframe,
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moneyManagement: config.MoneyManagement
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);
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var scoringResult = BacktestScorer.CalculateDetailedScore(scoringParams);
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// Generate requestId if not provided
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var finalRequestId = requestId != null ? Guid.Parse(requestId) : Guid.NewGuid();
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// Create backtest result with conditional candles and indicators values
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var result = new Backtest(config, tradingBot.Positions, tradingBot.Signals,
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withCandles ? candles : new HashSet<Candle>())
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{
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FinalPnl = finalPnl,
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WinRate = winRate,
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GrowthPercentage = growthPercentage,
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HodlPercentage = hodlPercentage,
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Fees = fees,
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WalletBalances = tradingBot.WalletBalances.ToList(),
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Statistics = stats,
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Score = scoringResult.Score,
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ScoreMessage = scoringResult.GenerateSummaryMessage(),
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Id = Guid.NewGuid().ToString(),
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RequestId = finalRequestId,
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Metadata = metadata,
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StartDate = candles.FirstOrDefault()!.OpenTime,
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EndDate = candles.LastOrDefault()!.OpenTime,
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InitialBalance = initialBalance,
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NetPnl = finalPnl - fees,
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};
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if (save && user != null)
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{
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await _backtestRepository.InsertBacktestForUserAsync(user, result);
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}
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// Send notification if backtest meets criteria
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await SendBacktestNotificationIfCriteriaMet(result);
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// Convert Backtest to LightBacktest
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return ConvertToLightBacktest(result);
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}
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/// <summary>
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/// Converts a Backtest to LightBacktest
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/// </summary>
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private LightBacktest ConvertToLightBacktest(Backtest backtest)
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{
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return new LightBacktest
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{
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Id = backtest.Id,
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Config = backtest.Config,
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FinalPnl = backtest.FinalPnl,
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WinRate = backtest.WinRate,
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GrowthPercentage = backtest.GrowthPercentage,
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HodlPercentage = backtest.HodlPercentage,
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StartDate = backtest.StartDate,
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EndDate = backtest.EndDate,
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MaxDrawdown = backtest.Statistics?.MaxDrawdown,
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Fees = backtest.Fees,
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SharpeRatio = (double?)backtest.Statistics?.SharpeRatio,
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Score = backtest.Score,
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ScoreMessage = backtest.ScoreMessage,
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InitialBalance = backtest.InitialBalance,
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NetPnl = backtest.NetPnl
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};
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}
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/// <summary>
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/// Creates a TradingBotBase instance for backtesting
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/// </summary>
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private async Task<TradingBotBase> CreateTradingBotInstance(TradingBotConfig config)
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{
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// Validate configuration for backtesting
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if (config == null)
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{
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throw new InvalidOperationException("Bot configuration is not initialized");
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}
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if (!config.IsForBacktest)
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{
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throw new InvalidOperationException("BacktestExecutor can only be used for backtesting");
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}
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// Create the trading bot instance
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using var scope = _scopeFactory.CreateScope();
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var logger = scope.ServiceProvider.GetRequiredService<ILogger<TradingBotBase>>();
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var tradingBot = new TradingBotBase(logger, _scopeFactory, config);
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return tradingBot;
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}
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/// <summary>
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/// Sends notification if backtest meets criteria
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/// </summary>
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private async Task SendBacktestNotificationIfCriteriaMet(Backtest backtest)
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{
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try
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{
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if (backtest.Score > 60)
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{
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await _messengerService.SendBacktestNotification(backtest);
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}
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}
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catch (Exception ex)
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{
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_logger.LogError(ex, "Failed to send backtest notification for backtest {Id}", backtest.Id);
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}
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}
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}
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254
src/Managing.Application/Backtests/BacktestJobService.cs
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254
src/Managing.Application/Backtests/BacktestJobService.cs
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@@ -0,0 +1,254 @@
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using System.Text.Json;
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using Managing.Application.Abstractions.Repositories;
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using Managing.Application.Abstractions.Services;
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using Managing.Domain.Backtests;
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using Managing.Domain.Bots;
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using Managing.Domain.MoneyManagements;
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using Managing.Domain.Scenarios;
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using Managing.Domain.Strategies;
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using Managing.Domain.Users;
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using Microsoft.Extensions.Logging;
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using static Managing.Common.Enums;
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namespace Managing.Application.Backtests;
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/// <summary>
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/// Service for creating and managing backtest jobs in the queue
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/// </summary>
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public class BacktestJobService
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{
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private readonly IBacktestJobRepository _jobRepository;
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private readonly IBacktestRepository _backtestRepository;
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private readonly IKaigenService _kaigenService;
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private readonly ILogger<BacktestJobService> _logger;
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public BacktestJobService(
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IBacktestJobRepository jobRepository,
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IBacktestRepository backtestRepository,
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IKaigenService kaigenService,
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ILogger<BacktestJobService> logger)
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{
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_jobRepository = jobRepository;
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_backtestRepository = backtestRepository;
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_kaigenService = kaigenService;
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_logger = logger;
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}
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/// <summary>
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/// Creates a single backtest job
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/// </summary>
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public async Task<BacktestJob> CreateJobAsync(
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TradingBotConfig config,
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DateTime startDate,
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DateTime endDate,
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User user,
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int priority = 0,
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string requestId = null)
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{
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// Debit user credits before creating job
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string creditRequestId = null;
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try
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{
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creditRequestId = await _kaigenService.DebitUserCreditsAsync(user, 1);
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_logger.LogInformation(
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"Successfully debited credits for user {UserName} with request ID {RequestId}",
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user.Name, creditRequestId);
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}
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catch (Exception ex)
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{
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_logger.LogError(ex, "Failed to debit credits for user {UserName}. Job will not be created.",
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user.Name);
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throw new Exception($"Failed to debit credits: {ex.Message}");
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}
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try
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{
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var job = new BacktestJob
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{
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UserId = user.Id,
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Status = BacktestJobStatus.Pending,
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JobType = JobType.Backtest,
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Priority = priority,
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ConfigJson = JsonSerializer.Serialize(config),
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StartDate = startDate,
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EndDate = endDate,
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BundleRequestId = null, // Single jobs are not part of a bundle
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RequestId = requestId
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};
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var createdJob = await _jobRepository.CreateAsync(job);
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_logger.LogInformation("Created backtest job {JobId} for user {UserId}", createdJob.Id, user.Id);
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return createdJob;
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}
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catch (Exception ex)
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{
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// If job creation fails, attempt to refund credits
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if (!string.IsNullOrEmpty(creditRequestId))
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{
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try
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{
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var refundSuccess = await _kaigenService.RefundUserCreditsAsync(creditRequestId, user);
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if (refundSuccess)
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{
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_logger.LogInformation(
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"Successfully refunded credits for user {UserName} after job creation failure",
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user.Name);
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}
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}
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catch (Exception refundEx)
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{
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_logger.LogError(refundEx, "Error during refund attempt for user {UserName}", user.Name);
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}
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}
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throw;
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}
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}
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/// <summary>
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/// Creates multiple backtest jobs from bundle variants
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/// </summary>
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public async Task<List<BacktestJob>> CreateBundleJobsAsync(
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BundleBacktestRequest bundleRequest,
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List<RunBacktestRequest> backtestRequests)
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{
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var jobs = new List<BacktestJob>();
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var creditRequestId = (string?)null;
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try
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{
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// Debit credits for all jobs upfront
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var totalJobs = backtestRequests.Count;
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creditRequestId = await _kaigenService.DebitUserCreditsAsync(bundleRequest.User, totalJobs);
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_logger.LogInformation(
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"Successfully debited {TotalJobs} credits for user {UserName} with request ID {RequestId}",
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totalJobs, bundleRequest.User.Name, creditRequestId);
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// Create jobs for each variant
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for (int i = 0; i < backtestRequests.Count; i++)
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{
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var backtestRequest = backtestRequests[i];
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// Map MoneyManagement
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var moneyManagement = backtestRequest.MoneyManagement;
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if (moneyManagement == null && backtestRequest.Config.MoneyManagement != null)
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{
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var mmReq = backtestRequest.Config.MoneyManagement;
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moneyManagement = new MoneyManagement
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{
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Name = mmReq.Name,
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Timeframe = mmReq.Timeframe,
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StopLoss = mmReq.StopLoss,
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TakeProfit = mmReq.TakeProfit,
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Leverage = mmReq.Leverage
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};
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moneyManagement.FormatPercentage();
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}
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// Map Scenario
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LightScenario scenario = null;
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if (backtestRequest.Config.Scenario != null)
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{
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var sReq = backtestRequest.Config.Scenario;
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scenario = new LightScenario(sReq.Name, sReq.LoopbackPeriod)
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{
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Indicators = sReq.Indicators?.Select(ind => new LightIndicator(ind.Name, ind.Type)
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{
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SignalType = ind.SignalType,
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MinimumHistory = ind.MinimumHistory,
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Period = ind.Period,
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FastPeriods = ind.FastPeriods,
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SlowPeriods = ind.SlowPeriods,
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SignalPeriods = ind.SignalPeriods,
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Multiplier = ind.Multiplier,
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SmoothPeriods = ind.SmoothPeriods,
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StochPeriods = ind.StochPeriods,
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CyclePeriods = ind.CyclePeriods
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}).ToList() ?? new List<LightIndicator>()
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};
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}
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// Create TradingBotConfig
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var backtestConfig = new TradingBotConfig
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{
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AccountName = backtestRequest.Config.AccountName,
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MoneyManagement = moneyManagement != null
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? new LightMoneyManagement
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{
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Name = moneyManagement.Name,
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Timeframe = moneyManagement.Timeframe,
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StopLoss = moneyManagement.StopLoss,
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TakeProfit = moneyManagement.TakeProfit,
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Leverage = moneyManagement.Leverage
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}
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: null,
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Ticker = backtestRequest.Config.Ticker,
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ScenarioName = backtestRequest.Config.ScenarioName,
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Scenario = scenario,
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Timeframe = backtestRequest.Config.Timeframe,
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IsForWatchingOnly = backtestRequest.Config.IsForWatchingOnly,
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BotTradingBalance = backtestRequest.Config.BotTradingBalance,
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IsForBacktest = true,
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CooldownPeriod = backtestRequest.Config.CooldownPeriod ?? 1,
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MaxLossStreak = backtestRequest.Config.MaxLossStreak,
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MaxPositionTimeHours = backtestRequest.Config.MaxPositionTimeHours,
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FlipOnlyWhenInProfit = backtestRequest.Config.FlipOnlyWhenInProfit,
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FlipPosition = backtestRequest.Config.FlipPosition,
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Name = $"{bundleRequest.Name} #{i + 1}",
|
||||
CloseEarlyWhenProfitable = backtestRequest.Config.CloseEarlyWhenProfitable,
|
||||
UseSynthApi = backtestRequest.Config.UseSynthApi,
|
||||
UseForPositionSizing = backtestRequest.Config.UseForPositionSizing,
|
||||
UseForSignalFiltering = backtestRequest.Config.UseForSignalFiltering,
|
||||
UseForDynamicStopLoss = backtestRequest.Config.UseForDynamicStopLoss
|
||||
};
|
||||
|
||||
var job = new BacktestJob
|
||||
{
|
||||
UserId = bundleRequest.User.Id,
|
||||
Status = BacktestJobStatus.Pending,
|
||||
JobType = JobType.Backtest,
|
||||
Priority = 0, // All bundle jobs have same priority
|
||||
ConfigJson = JsonSerializer.Serialize(backtestConfig),
|
||||
StartDate = backtestRequest.StartDate,
|
||||
EndDate = backtestRequest.EndDate,
|
||||
BundleRequestId = bundleRequest.RequestId,
|
||||
RequestId = bundleRequest.RequestId.ToString()
|
||||
};
|
||||
|
||||
var createdJob = await _jobRepository.CreateAsync(job);
|
||||
jobs.Add(createdJob);
|
||||
}
|
||||
|
||||
_logger.LogInformation(
|
||||
"Created {JobCount} backtest jobs for bundle request {BundleRequestId}",
|
||||
jobs.Count, bundleRequest.RequestId);
|
||||
|
||||
return jobs;
|
||||
}
|
||||
catch (Exception ex)
|
||||
{
|
||||
// If job creation fails, attempt to refund credits
|
||||
if (!string.IsNullOrEmpty(creditRequestId))
|
||||
{
|
||||
try
|
||||
{
|
||||
var refundSuccess = await _kaigenService.RefundUserCreditsAsync(creditRequestId, bundleRequest.User);
|
||||
if (refundSuccess)
|
||||
{
|
||||
_logger.LogInformation(
|
||||
"Successfully refunded credits for user {UserName} after bundle job creation failure",
|
||||
bundleRequest.User.Name);
|
||||
}
|
||||
}
|
||||
catch (Exception refundEx)
|
||||
{
|
||||
_logger.LogError(refundEx, "Error during refund attempt for user {UserName}", bundleRequest.User.Name);
|
||||
}
|
||||
}
|
||||
|
||||
throw;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
@@ -1,15 +1,14 @@
|
||||
using Managing.Application.Abstractions;
|
||||
using Managing.Application.Abstractions.Grains;
|
||||
using System.Text.Json;
|
||||
using Managing.Application.Abstractions;
|
||||
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;
|
||||
using Managing.Domain.Backtests;
|
||||
using Managing.Domain.Bots;
|
||||
using Managing.Domain.Candles;
|
||||
using Managing.Domain.Scenarios;
|
||||
using Managing.Domain.MoneyManagements;
|
||||
using Managing.Domain.Users;
|
||||
using Microsoft.AspNetCore.SignalR;
|
||||
using Microsoft.Extensions.DependencyInjection;
|
||||
@@ -30,7 +29,7 @@ namespace Managing.Application.Backtests
|
||||
private readonly IMessengerService _messengerService;
|
||||
private readonly IKaigenService _kaigenService;
|
||||
private readonly IHubContext<BacktestHub> _hubContext;
|
||||
private readonly IGrainFactory _grainFactory;
|
||||
private readonly BacktestJobService _jobService;
|
||||
|
||||
public Backtester(
|
||||
IExchangeService exchangeService,
|
||||
@@ -41,8 +40,8 @@ namespace Managing.Application.Backtests
|
||||
IMessengerService messengerService,
|
||||
IKaigenService kaigenService,
|
||||
IHubContext<BacktestHub> hubContext,
|
||||
IGrainFactory grainFactory,
|
||||
IServiceScopeFactory serviceScopeFactory)
|
||||
IServiceScopeFactory serviceScopeFactory,
|
||||
BacktestJobService jobService)
|
||||
{
|
||||
_exchangeService = exchangeService;
|
||||
_backtestRepository = backtestRepository;
|
||||
@@ -52,23 +51,23 @@ namespace Managing.Application.Backtests
|
||||
_messengerService = messengerService;
|
||||
_kaigenService = kaigenService;
|
||||
_hubContext = hubContext;
|
||||
_grainFactory = grainFactory;
|
||||
_serviceScopeFactory = serviceScopeFactory;
|
||||
_jobService = jobService;
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Runs a trading bot backtest with the specified configuration and date range.
|
||||
/// Automatically handles different bot types based on config.BotType.
|
||||
/// Creates a backtest job and returns immediately (fire-and-forget pattern).
|
||||
/// The job will be processed by compute workers.
|
||||
/// </summary>
|
||||
/// <param name="config">The trading bot configuration (must include Scenario object or ScenarioName)</param>
|
||||
/// <param name="startDate">The start date for the backtest</param>
|
||||
/// <param name="endDate">The end date for the backtest</param>
|
||||
/// <param name="user">The user running the backtest (optional)</param>
|
||||
/// <param name="user">The user running the backtest (required)</param>
|
||||
/// <param name="save">Whether to save the backtest results</param>
|
||||
/// <param name="withCandles">Whether to include candles and indicators values in the response</param>
|
||||
/// <param name="withCandles">Whether to include candles and indicators values in the response (ignored, always false for jobs)</param>
|
||||
/// <param name="requestId">The request ID to associate with this backtest (optional)</param>
|
||||
/// <param name="metadata">Additional metadata to associate with this backtest (optional)</param>
|
||||
/// <returns>The lightweight backtest results</returns>
|
||||
/// <returns>A lightweight backtest response with job ID (result will be available later via GetJobStatus)</returns>
|
||||
public async Task<LightBacktestResponse> RunTradingBotBacktest(
|
||||
TradingBotConfig config,
|
||||
DateTime startDate,
|
||||
@@ -79,59 +78,33 @@ namespace Managing.Application.Backtests
|
||||
string requestId = null,
|
||||
object metadata = null)
|
||||
{
|
||||
string creditRequestId = null;
|
||||
|
||||
// Debit user credits before starting the backtest
|
||||
if (user != null)
|
||||
if (user == null)
|
||||
{
|
||||
try
|
||||
{
|
||||
creditRequestId = await _kaigenService.DebitUserCreditsAsync(user, 1);
|
||||
_logger.LogInformation(
|
||||
"Successfully debited credits for user {UserName} with request ID {RequestId}",
|
||||
user.Name, creditRequestId);
|
||||
}
|
||||
catch (Exception ex)
|
||||
{
|
||||
_logger.LogError(ex, "Failed to debit credits for user {UserName}. Backtest will not proceed.",
|
||||
user.Name);
|
||||
throw new Exception($"Failed to debit credits: {ex.Message}");
|
||||
}
|
||||
throw new ArgumentNullException(nameof(user), "User is required for job-based backtests");
|
||||
}
|
||||
|
||||
try
|
||||
{
|
||||
var candles = await GetCandles(config.Ticker, config.Timeframe, startDate, endDate);
|
||||
return await RunBacktestWithCandles(config, candles, user, save, withCandles, requestId, metadata);
|
||||
}
|
||||
catch (Exception ex)
|
||||
{
|
||||
// If backtest fails and we debited credits, attempt to refund
|
||||
if (user != null && !string.IsNullOrEmpty(creditRequestId))
|
||||
{
|
||||
try
|
||||
{
|
||||
var refundSuccess = await _kaigenService.RefundUserCreditsAsync(creditRequestId, user);
|
||||
if (refundSuccess)
|
||||
{
|
||||
_logger.LogError(
|
||||
"Successfully refunded credits for user {UserName} after backtest failure: {message}",
|
||||
user.Name, ex.Message);
|
||||
}
|
||||
else
|
||||
{
|
||||
_logger.LogError("Failed to refund credits for user {UserName} after backtest failure",
|
||||
user.Name);
|
||||
}
|
||||
}
|
||||
catch (Exception refundEx)
|
||||
{
|
||||
_logger.LogError(refundEx, "Error during refund attempt for user {UserName}", user.Name);
|
||||
}
|
||||
}
|
||||
// Create a job instead of running synchronously
|
||||
var job = await _jobService.CreateJobAsync(
|
||||
config,
|
||||
startDate,
|
||||
endDate,
|
||||
user,
|
||||
priority: 0,
|
||||
requestId: requestId);
|
||||
|
||||
throw;
|
||||
}
|
||||
_logger.LogInformation(
|
||||
"Created backtest job {JobId} for user {UserId}. Job will be processed by compute workers.",
|
||||
job.Id, user.Id);
|
||||
|
||||
// Return a placeholder response with job ID
|
||||
// The actual result will be available via GetJobStatus endpoint
|
||||
return new LightBacktestResponse
|
||||
{
|
||||
Id = job.Id.ToString(),
|
||||
Config = config,
|
||||
Score = 0, // Placeholder, actual score will be available when job completes
|
||||
ScoreMessage = $"Job {job.Id} is queued for processing"
|
||||
};
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
@@ -153,67 +126,21 @@ namespace Managing.Application.Backtests
|
||||
string requestId = null,
|
||||
object metadata = null)
|
||||
{
|
||||
return await RunBacktestWithCandles(config, candles, user, false, withCandles, requestId, metadata);
|
||||
// This overload is deprecated - use the date range overload which creates a job
|
||||
// For backward compatibility, create a job with the provided candles date range
|
||||
if (user == null)
|
||||
{
|
||||
throw new ArgumentNullException(nameof(user), "User is required");
|
||||
}
|
||||
|
||||
var startDate = candles.Min(c => c.Date);
|
||||
var endDate = candles.Max(c => c.Date);
|
||||
|
||||
return await RunTradingBotBacktest(config, startDate, endDate, user, false, withCandles, requestId, metadata);
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Core backtesting logic - handles the actual backtest execution with pre-loaded candles
|
||||
/// </summary>
|
||||
private async Task<LightBacktestResponse> RunBacktestWithCandles(
|
||||
TradingBotConfig config,
|
||||
HashSet<Candle> candles,
|
||||
User user = null,
|
||||
bool save = false,
|
||||
bool withCandles = false,
|
||||
string requestId = null,
|
||||
object metadata = null)
|
||||
{
|
||||
// Ensure this is a backtest configuration
|
||||
if (!config.IsForBacktest)
|
||||
{
|
||||
throw new InvalidOperationException("Backtest configuration must have IsForBacktest set to true");
|
||||
}
|
||||
|
||||
// Validate that scenario and indicators are properly loaded
|
||||
if (config.Scenario == null && string.IsNullOrEmpty(config.ScenarioName))
|
||||
{
|
||||
throw new InvalidOperationException(
|
||||
"Backtest configuration must include either Scenario object or ScenarioName");
|
||||
}
|
||||
|
||||
if (config.Scenario == null && !string.IsNullOrEmpty(config.ScenarioName))
|
||||
{
|
||||
var fullScenario = await _scenarioService.GetScenarioByNameAndUserAsync(config.ScenarioName, user);
|
||||
config.Scenario = LightScenario.FromScenario(fullScenario);
|
||||
}
|
||||
|
||||
// Create a clean copy of the config to avoid Orleans serialization issues
|
||||
var cleanConfig = CreateCleanConfigForOrleans(config);
|
||||
|
||||
// Create Orleans grain for backtesting
|
||||
var backtestGrain = _grainFactory.GetGrain<IBacktestTradingBotGrain>(Guid.NewGuid());
|
||||
|
||||
// Run the backtest using the Orleans grain
|
||||
var result = await backtestGrain.RunBacktestAsync(cleanConfig, candles, user, save, withCandles, requestId,
|
||||
metadata);
|
||||
|
||||
// Increment backtest count for the user if user is provided
|
||||
if (user != null)
|
||||
{
|
||||
try
|
||||
{
|
||||
await ServiceScopeHelpers.WithScopedService<IAgentService>(_serviceScopeFactory,
|
||||
async (agentService) => await agentService.IncrementBacktestCountAsync(user.Id));
|
||||
}
|
||||
catch (Exception ex)
|
||||
{
|
||||
_logger.LogError(ex, "Failed to increment backtest count for user {UserId}", user.Id);
|
||||
// Don't throw here as the backtest was successful, just log the error
|
||||
}
|
||||
}
|
||||
|
||||
return result;
|
||||
}
|
||||
// Removed RunBacktestWithCandles - backtests now run via compute workers
|
||||
// This method is kept for backward compatibility but should not be called directly
|
||||
|
||||
private async Task<HashSet<Candle>> GetCandles(Ticker ticker, Timeframe timeframe,
|
||||
DateTime startDate, DateTime endDate)
|
||||
@@ -229,16 +156,7 @@ namespace Managing.Application.Backtests
|
||||
}
|
||||
|
||||
|
||||
/// <summary>
|
||||
/// Creates a clean copy of the trading bot config for Orleans serialization
|
||||
/// Uses LightScenario and LightIndicator to avoid FixedSizeQueue serialization issues
|
||||
/// </summary>
|
||||
private TradingBotConfig CreateCleanConfigForOrleans(TradingBotConfig originalConfig)
|
||||
{
|
||||
// Since we're now using LightScenario in TradingBotConfig, we can just return the original config
|
||||
// The conversion to LightScenario is already done when loading the scenario
|
||||
return originalConfig;
|
||||
}
|
||||
// Removed CreateCleanConfigForOrleans - no longer needed with job queue approach
|
||||
|
||||
private async Task SendBacktestNotificationIfCriteriaMet(Backtest backtest)
|
||||
{
|
||||
@@ -464,8 +382,121 @@ namespace Managing.Application.Backtests
|
||||
|
||||
if (!saveAsTemplate)
|
||||
{
|
||||
// Trigger the BundleBacktestGrain to process this request
|
||||
await TriggerBundleBacktestGrainAsync(bundleRequest.RequestId);
|
||||
// Generate backtest requests from variants (same logic as BundleBacktestGrain)
|
||||
var backtestRequests = await GenerateBacktestRequestsFromVariants(bundleRequest);
|
||||
|
||||
if (backtestRequests != null && backtestRequests.Any())
|
||||
{
|
||||
// Create jobs for all variants
|
||||
await _jobService.CreateBundleJobsAsync(bundleRequest, backtestRequests);
|
||||
|
||||
_logger.LogInformation(
|
||||
"Created {JobCount} backtest jobs for bundle request {BundleRequestId}",
|
||||
backtestRequests.Count, bundleRequest.RequestId);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Generates individual backtest requests from variant configuration
|
||||
/// </summary>
|
||||
private async Task<List<RunBacktestRequest>> GenerateBacktestRequestsFromVariants(
|
||||
BundleBacktestRequest bundleRequest)
|
||||
{
|
||||
try
|
||||
{
|
||||
// Deserialize the variant configurations
|
||||
var universalConfig =
|
||||
JsonSerializer.Deserialize<BundleBacktestUniversalConfig>(bundleRequest.UniversalConfigJson);
|
||||
var dateTimeRanges = JsonSerializer.Deserialize<List<DateTimeRange>>(bundleRequest.DateTimeRangesJson);
|
||||
var moneyManagementVariants =
|
||||
JsonSerializer.Deserialize<List<MoneyManagementVariant>>(bundleRequest.MoneyManagementVariantsJson);
|
||||
var tickerVariants = JsonSerializer.Deserialize<List<Ticker>>(bundleRequest.TickerVariantsJson);
|
||||
|
||||
if (universalConfig == null || dateTimeRanges == null || moneyManagementVariants == null ||
|
||||
tickerVariants == null)
|
||||
{
|
||||
_logger.LogError("Failed to deserialize variant configurations for bundle request {RequestId}",
|
||||
bundleRequest.RequestId);
|
||||
return new List<RunBacktestRequest>();
|
||||
}
|
||||
|
||||
// Get the first account for the user
|
||||
var accounts = await _accountService.GetAccountsByUserAsync(bundleRequest.User, hideSecrets: true, getBalance: false);
|
||||
var firstAccount = accounts.FirstOrDefault();
|
||||
|
||||
if (firstAccount == null)
|
||||
{
|
||||
_logger.LogError("No accounts found for user {UserId} in bundle request {RequestId}",
|
||||
bundleRequest.User.Id, bundleRequest.RequestId);
|
||||
return new List<RunBacktestRequest>();
|
||||
}
|
||||
|
||||
var backtestRequests = new List<RunBacktestRequest>();
|
||||
|
||||
foreach (var dateRange in dateTimeRanges)
|
||||
{
|
||||
foreach (var mmVariant in moneyManagementVariants)
|
||||
{
|
||||
foreach (var ticker in tickerVariants)
|
||||
{
|
||||
var config = new TradingBotConfigRequest
|
||||
{
|
||||
AccountName = firstAccount.Name,
|
||||
Ticker = ticker,
|
||||
Timeframe = universalConfig.Timeframe,
|
||||
IsForWatchingOnly = universalConfig.IsForWatchingOnly,
|
||||
BotTradingBalance = universalConfig.BotTradingBalance,
|
||||
Name =
|
||||
$"{universalConfig.BotName}_{ticker}_{dateRange.StartDate:yyyyMMdd}_{dateRange.EndDate:yyyyMMdd}",
|
||||
FlipPosition = universalConfig.FlipPosition,
|
||||
CooldownPeriod = universalConfig.CooldownPeriod,
|
||||
MaxLossStreak = universalConfig.MaxLossStreak,
|
||||
Scenario = universalConfig.Scenario,
|
||||
ScenarioName = universalConfig.ScenarioName,
|
||||
MoneyManagement = mmVariant.MoneyManagement,
|
||||
MaxPositionTimeHours = universalConfig.MaxPositionTimeHours,
|
||||
CloseEarlyWhenProfitable = universalConfig.CloseEarlyWhenProfitable,
|
||||
FlipOnlyWhenInProfit = universalConfig.FlipOnlyWhenInProfit,
|
||||
UseSynthApi = universalConfig.UseSynthApi,
|
||||
UseForPositionSizing = universalConfig.UseForPositionSizing,
|
||||
UseForSignalFiltering = universalConfig.UseForSignalFiltering,
|
||||
UseForDynamicStopLoss = universalConfig.UseForDynamicStopLoss
|
||||
};
|
||||
|
||||
var backtestRequest = new RunBacktestRequest
|
||||
{
|
||||
Config = config,
|
||||
StartDate = dateRange.StartDate,
|
||||
EndDate = dateRange.EndDate,
|
||||
Balance = universalConfig.BotTradingBalance,
|
||||
WatchOnly = universalConfig.WatchOnly,
|
||||
Save = universalConfig.Save,
|
||||
WithCandles = false,
|
||||
MoneyManagement = mmVariant.MoneyManagement != null
|
||||
? new MoneyManagement
|
||||
{
|
||||
Name = mmVariant.MoneyManagement.Name,
|
||||
Timeframe = mmVariant.MoneyManagement.Timeframe,
|
||||
StopLoss = mmVariant.MoneyManagement.StopLoss,
|
||||
TakeProfit = mmVariant.MoneyManagement.TakeProfit,
|
||||
Leverage = mmVariant.MoneyManagement.Leverage
|
||||
}
|
||||
: null
|
||||
};
|
||||
|
||||
backtestRequests.Add(backtestRequest);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
return backtestRequests;
|
||||
}
|
||||
catch (Exception ex)
|
||||
{
|
||||
_logger.LogError(ex, "Error generating backtest requests from variants for bundle request {RequestId}",
|
||||
bundleRequest.RequestId);
|
||||
return new List<RunBacktestRequest>();
|
||||
}
|
||||
}
|
||||
|
||||
@@ -530,64 +561,6 @@ namespace Managing.Application.Backtests
|
||||
await _hubContext.Clients.Group($"bundle-{requestId}").SendAsync("BundleBacktestUpdate", response);
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Triggers the BundleBacktestGrain to process a bundle request synchronously (fire and forget)
|
||||
/// </summary>
|
||||
private void TriggerBundleBacktestGrain(Guid bundleRequestId)
|
||||
{
|
||||
try
|
||||
{
|
||||
var bundleBacktestGrain = _grainFactory.GetGrain<IBundleBacktestGrain>(bundleRequestId);
|
||||
|
||||
// Fire and forget - don't await
|
||||
_ = Task.Run(async () =>
|
||||
{
|
||||
try
|
||||
{
|
||||
await bundleBacktestGrain.ProcessBundleRequestAsync();
|
||||
}
|
||||
catch (Exception ex)
|
||||
{
|
||||
_logger.LogError(ex, "Error triggering BundleBacktestGrain for request {RequestId}",
|
||||
bundleRequestId);
|
||||
}
|
||||
});
|
||||
}
|
||||
catch (Exception ex)
|
||||
{
|
||||
_logger.LogError(ex, "Error in TriggerBundleBacktestGrain for request {RequestId}", bundleRequestId);
|
||||
}
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Triggers the BundleBacktestGrain to process a bundle request asynchronously
|
||||
/// </summary>
|
||||
private Task TriggerBundleBacktestGrainAsync(Guid bundleRequestId)
|
||||
{
|
||||
try
|
||||
{
|
||||
var bundleBacktestGrain = _grainFactory.GetGrain<IBundleBacktestGrain>(bundleRequestId);
|
||||
|
||||
// Fire and forget - don't await the actual processing
|
||||
return Task.Run(async () =>
|
||||
{
|
||||
try
|
||||
{
|
||||
await bundleBacktestGrain.ProcessBundleRequestAsync();
|
||||
}
|
||||
catch (Exception ex)
|
||||
{
|
||||
_logger.LogError(ex, "Error triggering BundleBacktestGrain for request {RequestId}",
|
||||
bundleRequestId);
|
||||
}
|
||||
});
|
||||
}
|
||||
catch (Exception ex)
|
||||
{
|
||||
_logger.LogError(ex, "Error in TriggerBundleBacktestGrainAsync for request {RequestId}",
|
||||
bundleRequestId);
|
||||
return Task.CompletedTask;
|
||||
}
|
||||
}
|
||||
// Removed TriggerBundleBacktestGrain methods - bundle backtests now use job queue
|
||||
}
|
||||
}
|
||||
Reference in New Issue
Block a user