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Improve workers for backtests

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cryptooda
2025-11-10 01:44:33 +07:00
parent 97f2b8229b
commit 7e52b7a734
18 changed files with 740 additions and 144 deletions
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147
src/Managing.Application/GeneticService.cs
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@@ -1,6 +1,5 @@
using System.Text.Json;
using GeneticSharp;
using Managing.Application.Abstractions.Grains;
using Managing.Application.Abstractions.Repositories;
using Managing.Application.Abstractions.Services;
using Managing.Core;
@@ -28,6 +27,7 @@ public class GeneticService : IGeneticService
private readonly IMessengerService _messengerService;
private readonly IServiceScopeFactory _serviceScopeFactory;
private readonly IGrainFactory _grainFactory;
private readonly IJobRepository _jobRepository;
// Predefined parameter ranges for each indicator (matching backtestGenetic.tsx)
public static readonly Dictionary<string, (double min, double max)> ParameterRanges = new()
@@ -196,7 +196,8 @@ public class GeneticService : IGeneticService
ILogger<GeneticService> logger,
IMessengerService messengerService,
IServiceScopeFactory serviceScopeFactory,
IGrainFactory grainFactory)
IGrainFactory grainFactory,
IJobRepository jobRepository)
{
_geneticRepository = geneticRepository;
_backtester = backtester;
@@ -204,9 +205,10 @@ public class GeneticService : IGeneticService
_messengerService = messengerService;
_serviceScopeFactory = serviceScopeFactory;
_grainFactory = grainFactory;
_jobRepository = jobRepository;
}
public GeneticRequest CreateGeneticRequest(
public async Task<GeneticRequest> CreateGeneticRequestAsync(
User user,
Ticker ticker,
Timeframe timeframe,
@@ -245,15 +247,31 @@ public class GeneticService : IGeneticService
_geneticRepository.InsertGeneticRequestForUser(user, geneticRequest);
// Trigger Orleans grain to process this request asynchronously
// Create a single job for this genetic request that will run until completion
try
{
var grain = _grainFactory.GetGrain<IGeneticBacktestGrain>(id);
_ = grain.ProcessGeneticRequestAsync();
var job = new Job
{
UserId = user.Id,
Status = JobStatus.Pending,
JobType = JobType.Genetic,
Priority = 0,
ConfigJson = "{}", // Not needed for genetic jobs, GeneticRequestId is used
StartDate = startDate,
EndDate = endDate,
GeneticRequestId = id,
RetryCount = 0,
MaxRetries = 3,
IsRetryable = true
};
await _jobRepository.CreateAsync(job);
_logger.LogInformation("Created genetic job {JobId} for genetic request {RequestId}", job.Id, id);
}
catch (Exception ex)
{
_logger.LogWarning(ex, "Failed to trigger GeneticBacktestGrain for request {RequestId}", id);
_logger.LogError(ex, "Failed to create job for genetic request {RequestId}", id);
throw;
}
return geneticRequest;
@@ -365,31 +383,83 @@ public class GeneticService : IGeneticService
var generationCount = 0;
ga.GenerationRan += async (sender, e) =>
{
generationCount = ga.GenerationsNumber;
// Update progress every generation
var bestFitness = ga.BestChromosome?.Fitness ?? 0;
request.CurrentGeneration = generationCount;
request.BestFitnessSoFar = bestFitness;
if (ga.BestChromosome is TradingBotChromosome bestChromosome)
try
{
var genes = bestChromosome.GetGenes();
var geneValues = genes.Select(g =>
generationCount = ga.GenerationsNumber;
// Update progress every generation
var bestFitness = ga.BestChromosome?.Fitness ?? 0;
var bestChromosomeJson = (string?)null;
var bestIndividual = (string?)null;
if (ga.BestChromosome is TradingBotChromosome bestChromosome)
{
if (g.Value is double doubleValue) return doubleValue;
if (g.Value is int intValue) return (double)intValue;
return Convert.ToDouble(g.Value.ToString());
}).ToArray();
request.BestChromosome = JsonSerializer.Serialize(geneValues);
var genes = bestChromosome.GetGenes();
var geneValues = genes.Select(g =>
{
if (g.Value is double doubleValue) return doubleValue;
if (g.Value is int intValue) return (double)intValue;
return Convert.ToDouble(g.Value.ToString());
}).ToArray();
bestChromosomeJson = JsonSerializer.Serialize(geneValues);
bestIndividual = bestChromosome.ToString();
}
// Update ProgressInfo with current generation information
var progressInfo = JsonSerializer.Serialize(new
{
generation = generationCount,
best_fitness = bestFitness,
population_size = request.PopulationSize,
generations = request.Generations,
updated_at = DateTime.UtcNow
});
// Update the domain object for local use
request.CurrentGeneration = generationCount;
request.BestFitnessSoFar = bestFitness;
request.BestChromosome = bestChromosomeJson;
request.BestIndividual = bestIndividual;
request.ProgressInfo = progressInfo;
// Update the database with current generation progress using a new scope
// This prevents DbContext concurrency issues when running in parallel
await ServiceScopeHelpers.WithScopedService<IGeneticService>(
_serviceScopeFactory,
async geneticService =>
{
// Reload the request from the database in the new scope
// Use the user from the original request to get the request by ID
var dbRequest = geneticService.GetGeneticRequestByIdForUser(request.User, request.RequestId);
if (dbRequest != null)
{
// Update the loaded request with current generation data
dbRequest.CurrentGeneration = generationCount;
dbRequest.BestFitnessSoFar = bestFitness;
dbRequest.BestChromosome = bestChromosomeJson;
dbRequest.BestIndividual = bestIndividual;
dbRequest.ProgressInfo = progressInfo;
// Save the update
await geneticService.UpdateGeneticRequestAsync(dbRequest);
}
});
_logger.LogDebug("Updated genetic request {RequestId} at generation {Generation} with fitness {Fitness}",
request.RequestId, generationCount, bestFitness);
// Check for cancellation
if (cancellationToken.IsCancellationRequested)
{
ga.Stop();
}
}
await UpdateGeneticRequestAsync(request);
// Check for cancellation
if (cancellationToken.IsCancellationRequested)
catch (Exception ex)
{
ga.Stop();
_logger.LogError(ex, "Error updating genetic request {RequestId} at generation {Generation}",
request.RequestId, generationCount);
// Don't throw - continue with next generation
}
};
@@ -421,11 +491,27 @@ public class GeneticService : IGeneticService
_logger.LogInformation("Genetic algorithm completed for request {RequestId}. Best fitness: {Fitness}",
request.RequestId, bestFitness);
// Update request with results
// Update request with final results
request.Status = GeneticRequestStatus.Completed;
request.CompletedAt = DateTime.UtcNow;
request.BestFitness = bestFitness;
request.BestIndividual = bestChromosome?.ToString() ?? "unknown";
request.CurrentGeneration = ga.GenerationsNumber;
request.BestFitnessSoFar = bestFitness;
// Update BestChromosome if not already set
if (bestChromosome != null && string.IsNullOrEmpty(request.BestChromosome))
{
var genes = bestChromosome.GetGenes();
var geneValues = genes.Select(g =>
{
if (g.Value is double doubleValue) return doubleValue;
if (g.Value is int intValue) return (double)intValue;
return Convert.ToDouble(g.Value.ToString());
}).ToArray();
request.BestChromosome = JsonSerializer.Serialize(geneValues);
}
request.ProgressInfo = JsonSerializer.Serialize(new
{
generation = ga.GenerationsNumber,
@@ -436,6 +522,9 @@ public class GeneticService : IGeneticService
});
await UpdateGeneticRequestAsync(request);
_logger.LogInformation("Final update completed for genetic request {RequestId}. Generation: {Generation}, Best Fitness: {Fitness}",
request.RequestId, ga.GenerationsNumber, bestFitness);
// Send notification about the completed genetic algorithm
try