Add new parameters

This commit is contained in:
2025-06-03 01:01:17 +07:00
parent 71bcaea76d
commit 8c2e9b59de
23 changed files with 1346 additions and 510 deletions

View File

@@ -146,6 +146,9 @@ The backtest system works with multiple required parameters :
- Timeframe (OneDay, FifteenMinutes, etc..)
- BotType (ScalpingBot or FlippingBot)
- Initial balance
- **Advanced parameters**: All bot configuration parameters (time limits, profit-controlled flipping, etc.)
- **Smart bot deployment**: Deploy successful backtests as live bots with optimized settings
- **Enhanced UI**: Wider modals with organized 2-column parameter layouts
## Bots
@@ -154,6 +157,19 @@ The backtest system works with multiple required parameters :
- Delete a bot
- Stop all bots
- Set bot to watch only (send signal to discord instead of opening a new position)
- **Time-based position management**: Automatically close positions after maximum time limit (only when in profit/breakeven)
- **Advanced position flipping**: Control whether positions flip only when current position is profitable
- **Real-time configuration updates**: Update bot settings without restarting
- **Enhanced money management**: Smart money management selection with optimized settings from backtests
### Bot Configuration Parameters
| Parameter | Description | Default |
|--------------------------|-------------------------------------------------------------------------------------------------------|---------|
| MaxPositionTimeHours | Maximum time (in hours) a position can stay open. Closes only when in profit/breakeven. Null = disabled | null |
| FlipOnlyWhenInProfit | Only flip positions when current position is profitable | true |
| CooldownPeriod | Number of candles to wait before opening new position in same direction | 10 |
| MaxLossStreak | Maximum consecutive losses before requiring opposite direction signal. 0 = no limit | 0 |
Bot types availables :

View File

@@ -2,6 +2,7 @@
using Managing.Application.Abstractions.Services;
using Managing.Application.Hubs;
using Managing.Domain.Backtests;
using Managing.Domain.Bots;
using Managing.Domain.MoneyManagements;
using Microsoft.AspNetCore.Authorization;
using Microsoft.AspNetCore.Mvc;
@@ -13,6 +14,7 @@ namespace Managing.Api.Controllers;
/// <summary>
/// Controller for managing backtest operations.
/// Provides endpoints for creating, retrieving, and deleting backtests.
/// Returns complete backtest configurations for easy bot deployment.
/// Requires authorization for access.
/// </summary>
[ApiController]
@@ -52,8 +54,9 @@ public class BacktestController : BaseController
/// <summary>
/// Retrieves all backtests for the authenticated user.
/// Each backtest includes the complete TradingBotConfig for easy bot deployment.
/// </summary>
/// <returns>A list of backtests.</returns>
/// <returns>A list of backtests with complete configurations.</returns>
[HttpGet]
public async Task<ActionResult<IEnumerable<Backtest>>> Backtests()
{
@@ -63,10 +66,11 @@ public class BacktestController : BaseController
/// <summary>
/// Retrieves a specific backtest by ID for the authenticated user.
/// This endpoint will also populate the candles for visualization.
/// This endpoint will also populate the candles for visualization and includes
/// the complete TradingBotConfig that can be used to start a new bot.
/// </summary>
/// <param name="id">The ID of the backtest to retrieve.</param>
/// <returns>The requested backtest with populated candle data.</returns>
/// <returns>The requested backtest with populated candle data and complete configuration.</returns>
[HttpGet("{id}")]
public async Task<ActionResult<Backtest>> Backtest(string id)
{
@@ -94,75 +98,81 @@ public class BacktestController : BaseController
}
/// <summary>
/// Runs a backtest with the specified parameters.
/// Runs a backtest with the specified configuration.
/// The returned backtest includes a complete TradingBotConfig that preserves all
/// settings including nullable MaxPositionTimeHours for easy bot deployment.
/// </summary>
/// <param name="accountName">The name of the account to use for the backtest.</param>
/// <param name="botType">The type of bot to use for the backtest.</param>
/// <param name="ticker">The ticker symbol to backtest.</param>
/// <param name="scenarioName">The name of the scenario to use for the backtest.</param>
/// <param name="timeframe">The timeframe for the backtest.</param>
/// <param name="watchOnly">Whether to only watch the backtest without executing trades.</param>
/// <param name="startDate">The start date for the backtest.</param>
/// <param name="endDate">The end date for the backtest.</param>
/// <param name="balance">The starting balance for the backtest.</param>
/// <param name="moneyManagementName">The name of the money management strategy to use.</param>
/// <param name="moneyManagement">The money management strategy details, if not using a named strategy.</param>
/// <param name="save">Whether to save the backtest results.</param>
/// <param name="cooldownPeriod">The cooldown period for the backtest.</param>
/// <param name="maxLossStreak">The maximum loss streak for the backtest.</param>
/// <returns>The result of the backtest.</returns>
/// <param name="request">The backtest request containing configuration and parameters.</param>
/// <returns>The result of the backtest with complete configuration.</returns>
[HttpPost]
[Route("Run")]
public async Task<ActionResult<Backtest>> Run(string accountName,
BotType botType,
Ticker ticker,
string scenarioName,
Timeframe timeframe,
bool watchOnly,
decimal balance,
string moneyManagementName,
DateTime startDate,
DateTime endDate,
MoneyManagement? moneyManagement = null,
bool save = false,
int cooldownPeriod = 1,
int maxLossStreak = 0)
public async Task<ActionResult<Backtest>> Run([FromBody] RunBacktestRequest request)
{
if (string.IsNullOrEmpty(accountName))
if (request?.Config == null)
{
throw new ArgumentException($"'{nameof(accountName)}' cannot be null or empty.", nameof(accountName));
return BadRequest("Backtest configuration is required");
}
if (string.IsNullOrEmpty(scenarioName))
if (string.IsNullOrEmpty(request.Config.AccountName))
{
throw new ArgumentException($"'{nameof(scenarioName)}' cannot be null or empty.", nameof(scenarioName));
return BadRequest("Account name is required");
}
if (string.IsNullOrEmpty(moneyManagementName) && moneyManagement == null)
if (string.IsNullOrEmpty(request.Config.ScenarioName))
{
throw new ArgumentException(
$"'{nameof(moneyManagementName)}' and '{nameof(moneyManagement)}' cannot be null or empty.",
nameof(moneyManagementName));
return BadRequest("Scenario name is required");
}
if (string.IsNullOrEmpty(request.MoneyManagementName) && request.MoneyManagement == null)
{
return BadRequest("Either money management name or money management object is required");
}
try
{
Backtest backtestResult = null;
var scenario = _scenarioService.GetScenario(scenarioName);
var account = await _accountService.GetAccount(accountName, true, false);
var scenario = _scenarioService.GetScenario(request.Config.ScenarioName);
var account = await _accountService.GetAccount(request.Config.AccountName, true, false);
var user = await GetUser();
if (!string.IsNullOrEmpty(moneyManagementName) && moneyManagement is null)
{
moneyManagement = await _moneyManagementService.GetMoneyMangement(user, moneyManagementName);
}
else
{
moneyManagement.FormatPercentage();
}
if (scenario == null)
return BadRequest("No scenario found");
switch (botType)
// Get money management
MoneyManagement moneyManagement;
if (!string.IsNullOrEmpty(request.MoneyManagementName))
{
moneyManagement = await _moneyManagementService.GetMoneyMangement(user, request.MoneyManagementName);
if (moneyManagement == null)
return BadRequest("Money management not found");
}
else
{
moneyManagement = request.MoneyManagement;
moneyManagement?.FormatPercentage();
}
// Update config with money management
var backtestConfig = new TradingBotConfig
{
AccountName = request.Config.AccountName,
MoneyManagement = moneyManagement,
Ticker = request.Config.Ticker,
ScenarioName = request.Config.ScenarioName,
Timeframe = request.Config.Timeframe,
IsForWatchingOnly = request.WatchOnly,
BotTradingBalance = request.Balance,
BotType = request.Config.BotType,
IsForBacktest = true,
CooldownPeriod = request.Config.CooldownPeriod,
MaxLossStreak = request.Config.MaxLossStreak,
MaxPositionTimeHours = request.Config.MaxPositionTimeHours,
FlipOnlyWhenInProfit = request.Config.FlipOnlyWhenInProfit,
FlipPosition = request.Config.FlipPosition,
Name = request.Config.Name ?? $"Backtest-{request.Config.ScenarioName}-{DateTime.UtcNow:yyyyMMdd-HHmmss}"
};
switch (request.Config.BotType)
{
case BotType.SimpleBot:
break;
@@ -170,33 +180,37 @@ public class BacktestController : BaseController
backtestResult = await _backtester.RunScalpingBotBacktest(
account,
moneyManagement,
ticker,
request.Config.Ticker,
scenario,
timeframe,
balance,
startDate,
endDate,
request.Config.Timeframe,
request.Balance,
request.StartDate,
request.EndDate,
user,
watchOnly,
save,
cooldownPeriod: cooldownPeriod,
maxLossStreak: maxLossStreak);
request.WatchOnly,
request.Save,
cooldownPeriod: request.Config.CooldownPeriod,
maxLossStreak: request.Config.MaxLossStreak,
maxPositionTimeHours: request.Config.MaxPositionTimeHours,
flipOnlyWhenInProfit: request.Config.FlipOnlyWhenInProfit);
break;
case BotType.FlippingBot:
backtestResult = await _backtester.RunFlippingBotBacktest(
account,
moneyManagement,
ticker,
request.Config.Ticker,
scenario,
timeframe,
balance,
startDate,
endDate,
request.Config.Timeframe,
request.Balance,
request.StartDate,
request.EndDate,
user,
watchOnly,
save,
cooldownPeriod: cooldownPeriod,
maxLossStreak: maxLossStreak);
request.WatchOnly,
request.Save,
cooldownPeriod: request.Config.CooldownPeriod,
maxLossStreak: request.Config.MaxLossStreak,
maxPositionTimeHours: request.Config.MaxPositionTimeHours,
flipOnlyWhenInProfit: request.Config.FlipOnlyWhenInProfit);
break;
}
@@ -204,6 +218,11 @@ public class BacktestController : BaseController
return Ok(backtestResult);
}
catch (Exception ex)
{
return StatusCode(500, $"Error running backtest: {ex.Message}");
}
}
/// <summary>
/// Notifies subscribers about the backtesting results via SignalR.
@@ -217,3 +236,49 @@ public class BacktestController : BaseController
}
}
}
/// <summary>
/// Request model for running a backtest
/// </summary>
public class RunBacktestRequest
{
/// <summary>
/// The trading bot configuration to use for the backtest
/// </summary>
public TradingBotConfig Config { get; set; }
/// <summary>
/// The start date for the backtest
/// </summary>
public DateTime StartDate { get; set; }
/// <summary>
/// The end date for the backtest
/// </summary>
public DateTime EndDate { get; set; }
/// <summary>
/// The starting balance for the backtest
/// </summary>
public decimal Balance { get; set; }
/// <summary>
/// Whether to only watch the backtest without executing trades
/// </summary>
public bool WatchOnly { get; set; } = false;
/// <summary>
/// Whether to save the backtest results
/// </summary>
public bool Save { get; set; } = false;
/// <summary>
/// The name of the money management strategy to use (optional if MoneyManagement is provided)
/// </summary>
public string? MoneyManagementName { get; set; }
/// <summary>
/// The money management strategy details (optional if MoneyManagementName is provided)
/// </summary>
public MoneyManagement? MoneyManagement { get; set; }
}

View File

@@ -4,6 +4,7 @@ using Managing.Application.Hubs;
using Managing.Application.ManageBot.Commands;
using Managing.Common;
using Managing.Domain.Bots;
using Managing.Domain.MoneyManagements;
using Managing.Domain.Trades;
using MediatR;
using Microsoft.AspNetCore.Authorization;
@@ -142,6 +143,8 @@ public class BotController : BaseController
BotType = request.BotType,
CooldownPeriod = request.CooldownPeriod,
MaxLossStreak = request.MaxLossStreak,
MaxPositionTimeHours = request.MaxPositionTimeHours,
FlipOnlyWhenInProfit = request.FlipOnlyWhenInProfit,
IsForBacktest = false,
FlipPosition = request.BotType == BotType.FlippingBot,
Name = request.Name
@@ -419,7 +422,9 @@ public class BotController : BaseController
AccountName = item.Config.AccountName,
MoneyManagement = item.Config.MoneyManagement,
Identifier = item.Identifier,
AgentName = item.User.AgentName
AgentName = item.User.AgentName,
MaxPositionTimeHours = item.Config.MaxPositionTimeHours,
FlipOnlyWhenInProfit = item.Config.FlipOnlyWhenInProfit
});
}
@@ -543,6 +548,102 @@ public class BotController : BaseController
return StatusCode(500, $"Error closing position: {ex.Message}");
}
}
/// <summary>
/// Updates the configuration of a running bot
/// </summary>
/// <param name="request">The request containing the new bot configuration</param>
/// <returns>A response indicating the result of the operation</returns>
[HttpPut]
[Route("UpdateConfig")]
public async Task<ActionResult<string>> UpdateBotConfig([FromBody] UpdateBotConfigRequest request)
{
try
{
// Check if user owns the account
if (!await UserOwnsBotAccount(request.Identifier))
{
return Forbid("You don't have permission to update this bot's configuration");
}
var activeBots = _botService.GetActiveBots();
var bot = activeBots.FirstOrDefault(b => b.Identifier == request.Identifier);
if (bot == null)
{
return NotFound($"Bot with identifier {request.Identifier} not found or is not running");
}
// Get the user for validation
var user = await GetUser();
// Validate money management if provided
MoneyManagement moneyManagement = null;
if (!string.IsNullOrEmpty(request.MoneyManagementName))
{
moneyManagement = await _moneyManagementService.GetMoneyMangement(user, request.MoneyManagementName);
if (moneyManagement == null)
{
return BadRequest("Money management not found");
}
}
else
{
// Keep existing money management if not provided
moneyManagement = bot.Config.MoneyManagement;
}
// Validate account if provided
if (!string.IsNullOrEmpty(request.AccountName))
{
var account = await _accountService.GetAccount(request.AccountName, true, false);
if (account == null || account.User?.Name != user.Name)
{
return BadRequest("Account not found or you don't have permission to use this account");
}
}
// Create updated configuration
var updatedConfig = new TradingBotConfig
{
AccountName = !string.IsNullOrEmpty(request.AccountName) ? request.AccountName : bot.Config.AccountName,
MoneyManagement = moneyManagement,
Ticker = request.Ticker ?? bot.Config.Ticker,
ScenarioName = !string.IsNullOrEmpty(request.ScenarioName) ? request.ScenarioName : bot.Config.ScenarioName,
Timeframe = request.Timeframe ?? bot.Config.Timeframe,
IsForWatchingOnly = request.IsForWatchingOnly ?? bot.Config.IsForWatchingOnly,
BotTradingBalance = request.BotTradingBalance ?? bot.Config.BotTradingBalance,
BotType = bot.Config.BotType, // Bot type cannot be changed
CooldownPeriod = request.CooldownPeriod ?? bot.Config.CooldownPeriod,
MaxLossStreak = request.MaxLossStreak ?? bot.Config.MaxLossStreak,
MaxPositionTimeHours = request.MaxPositionTimeHours ?? bot.Config.MaxPositionTimeHours,
FlipOnlyWhenInProfit = request.FlipOnlyWhenInProfit ?? bot.Config.FlipOnlyWhenInProfit,
IsForBacktest = bot.Config.IsForBacktest, // Cannot be changed for running bots
FlipPosition = request.FlipPosition ?? bot.Config.FlipPosition,
Name = !string.IsNullOrEmpty(request.Name) ? request.Name : bot.Config.Name
};
// Validate the updated configuration
if (updatedConfig.BotTradingBalance <= Constants.GMX.Config.MinimumPositionAmount)
{
return BadRequest($"Bot trading balance must be greater than {Constants.GMX.Config.MinimumPositionAmount}");
}
// Update the bot's configuration
var updateCommand = new UpdateBotConfigCommand(request.Identifier, updatedConfig);
var result = await _mediator.Send(updateCommand);
_logger.LogInformation($"Bot configuration update result for {request.Identifier} by user {user.Name}: {result}");
await NotifyBotSubscriberAsync();
return Ok(result);
}
catch (Exception ex)
{
_logger.LogError(ex, "Error updating bot configuration");
return StatusCode(500, $"Error updating bot configuration: {ex.Message}");
}
}
}
/// <summary>
@@ -627,7 +728,107 @@ public class StartBotRequest
/// </summary>
public decimal InitialTradingBalance { get; set; }
/// <summary>
/// The cooldown period in candles between positions
/// </summary>
public int CooldownPeriod { get; set; }
/// <summary>
/// The maximum number of consecutive losses before stopping
/// </summary>
public int MaxLossStreak { get; set; }
/// <summary>
/// The name of the bot
/// </summary>
public string Name { get; set; }
/// <summary>
/// Maximum time in hours that a position can remain open before being automatically closed.
/// Supports fractional values (e.g., 2.5 for 2 hours and 30 minutes).
/// If null, time-based position closure is disabled.
/// </summary>
public decimal? MaxPositionTimeHours { get; set; } = null;
/// <summary>
/// If true, positions will only be flipped when the current position is in profit.
/// If false, positions will be flipped regardless of profit status.
/// </summary>
public bool FlipOnlyWhenInProfit { get; set; } = true;
}
/// <summary>
/// Request model for updating bot configuration
/// </summary>
public class UpdateBotConfigRequest
{
/// <summary>
/// The identifier of the bot to update
/// </summary>
public string Identifier { get; set; }
/// <summary>
/// The account name to use (optional - will keep existing if not provided)
/// </summary>
public string? AccountName { get; set; }
/// <summary>
/// The money management name to use (optional - will keep existing if not provided)
/// </summary>
public string? MoneyManagementName { get; set; }
/// <summary>
/// The ticker to trade (optional - will keep existing if not provided)
/// </summary>
public Ticker? Ticker { get; set; }
/// <summary>
/// The scenario to use (optional - will keep existing if not provided)
/// </summary>
public string? ScenarioName { get; set; }
/// <summary>
/// The timeframe to use (optional - will keep existing if not provided)
/// </summary>
public Timeframe? Timeframe { get; set; }
/// <summary>
/// Whether the bot is for watching only (optional - will keep existing if not provided)
/// </summary>
public bool? IsForWatchingOnly { get; set; }
/// <summary>
/// The bot trading balance (optional - will keep existing if not provided)
/// </summary>
public decimal? BotTradingBalance { get; set; }
/// <summary>
/// The cooldown period in candles between positions (optional - will keep existing if not provided)
/// </summary>
public int? CooldownPeriod { get; set; }
/// <summary>
/// The maximum number of consecutive losses before stopping (optional - will keep existing if not provided)
/// </summary>
public int? MaxLossStreak { get; set; }
/// <summary>
/// Maximum time in hours that a position can remain open before being automatically closed (optional - will keep existing if not provided)
/// </summary>
public decimal? MaxPositionTimeHours { get; set; }
/// <summary>
/// If true, positions will only be flipped when the current position is in profit (optional - will keep existing if not provided)
/// </summary>
public bool? FlipOnlyWhenInProfit { get; set; }
/// <summary>
/// Whether position flipping is enabled (optional - will keep existing if not provided)
/// </summary>
public bool? FlipPosition { get; set; }
/// <summary>
/// The name of the bot (optional - will keep existing if not provided)
/// </summary>
public string? Name { get; set; }
}

View File

@@ -25,5 +25,16 @@ namespace Managing.Api.Models.Responses
[Required] public MoneyManagement MoneyManagement { get; internal set; }
[Required] public string Identifier { get; set; }
[Required] public string AgentName { get; set; }
/// <summary>
/// Maximum time in hours that a position can remain open before being automatically closed.
/// If null, time-based position closure is disabled.
/// </summary>
[Required] public decimal? MaxPositionTimeHours { get; internal set; }
/// <summary>
/// If true, positions will only be flipped when the current position is in profit.
/// </summary>
[Required] public bool FlipOnlyWhenInProfit { get; internal set; }
}
}

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@@ -24,7 +24,9 @@ namespace Managing.Application.Abstractions.Services
bool save = false,
List<Candle>? initialCandles = null,
int cooldownPeriod = 1,
int maxLossStreak = 0);
int maxLossStreak = 0,
decimal? maxPositionTimeHours = null,
bool flipOnlyWhenInProfit = true);
Task<Backtest> RunFlippingBotBacktest(
Account account,
@@ -40,7 +42,9 @@ namespace Managing.Application.Abstractions.Services
bool save = false,
List<Candle>? initialCandles = null,
int cooldownPeriod = 1,
int maxLossStreak = 0);
int maxLossStreak = 0,
decimal? maxPositionTimeHours = null,
bool flipOnlyWhenInProfit = true);
bool DeleteBacktest(string id);
bool DeleteBacktests();
@@ -54,7 +58,9 @@ namespace Managing.Application.Abstractions.Services
decimal balance,
User user = null,
int cooldownPeriod = 1,
int maxLossStreak = 0);
int maxLossStreak = 0,
decimal? maxPositionTimeHours = null,
bool flipOnlyWhenInProfit = true);
Task<Backtest> RunFlippingBotBacktest(
Account account,
@@ -65,7 +71,9 @@ namespace Managing.Application.Abstractions.Services
decimal balance,
User user = null,
int cooldownPeriod = 1,
int maxLossStreak = 0);
int maxLossStreak = 0,
decimal? maxPositionTimeHours = null,
bool flipOnlyWhenInProfit = true);
// User-specific operations
Task<IEnumerable<Backtest>> GetBacktestsByUser(User user);

View File

@@ -40,5 +40,18 @@ namespace Managing.Application.Abstractions
Task CloseTrade(Signal signal, Position position, Trade tradeToClose, decimal lastPrice,
bool tradeClosingPosition = false);
/// <summary>
/// Gets the current trading bot configuration.
/// </summary>
/// <returns>A copy of the current configuration</returns>
TradingBotConfig GetConfiguration();
/// <summary>
/// Updates the trading bot configuration with new settings.
/// </summary>
/// <param name="newConfig">The new configuration to apply</param>
/// <returns>True if the configuration was successfully updated, false otherwise</returns>
Task<bool> UpdateConfiguration(TradingBotConfig newConfig);
}
}

View File

@@ -67,7 +67,9 @@ namespace Managing.Application.Backtesting
bool save = false,
List<Candle>? initialCandles = null,
int cooldownPeriod = 1,
int maxLossStreak = 0)
int maxLossStreak = 0,
decimal? maxPositionTimeHours = null,
bool flipOnlyWhenInProfit = true)
{
var config = new TradingBotConfig
{
@@ -81,7 +83,9 @@ namespace Managing.Application.Backtesting
BotType = BotType.ScalpingBot,
IsForBacktest = true,
CooldownPeriod = cooldownPeriod,
MaxLossStreak = maxLossStreak
MaxLossStreak = maxLossStreak,
MaxPositionTimeHours = maxPositionTimeHours,
FlipOnlyWhenInProfit = flipOnlyWhenInProfit
};
var scalpingBot = _botFactory.CreateBacktestScalpingBot(config);
@@ -122,7 +126,9 @@ namespace Managing.Application.Backtesting
bool save = false,
List<Candle>? initialCandles = null,
int cooldownPeriod = 1,
int maxLossStreak = 0)
int maxLossStreak = 0,
decimal? maxPositionTimeHours = null,
bool flipOnlyWhenInProfit = true)
{
var config = new TradingBotConfig
{
@@ -136,7 +142,9 @@ namespace Managing.Application.Backtesting
BotType = BotType.FlippingBot,
IsForBacktest = true,
CooldownPeriod = cooldownPeriod,
MaxLossStreak = maxLossStreak
MaxLossStreak = maxLossStreak,
MaxPositionTimeHours = maxPositionTimeHours,
FlipOnlyWhenInProfit = flipOnlyWhenInProfit
};
var flippingBot = _botFactory.CreateBacktestFlippingBot(config);
@@ -173,7 +181,9 @@ namespace Managing.Application.Backtesting
decimal balance,
User user = null,
int cooldownPeriod = 1,
int maxLossStreak = 0)
int maxLossStreak = 0,
decimal? maxPositionTimeHours = null,
bool flipOnlyWhenInProfit = true)
{
var ticker = MiscExtensions.ParseEnum<Ticker>(candles.FirstOrDefault().Ticker);
var config = new TradingBotConfig
@@ -188,7 +198,9 @@ namespace Managing.Application.Backtesting
BotType = BotType.ScalpingBot,
IsForBacktest = true,
CooldownPeriod = cooldownPeriod,
MaxLossStreak = maxLossStreak
MaxLossStreak = maxLossStreak,
MaxPositionTimeHours = maxPositionTimeHours,
FlipOnlyWhenInProfit = flipOnlyWhenInProfit
};
var bot = _botFactory.CreateBacktestScalpingBot(config);
@@ -215,7 +227,9 @@ namespace Managing.Application.Backtesting
decimal balance,
User user = null,
int cooldownPeriod = 1,
int maxLossStreak = 0)
int maxLossStreak = 0,
decimal? maxPositionTimeHours = null,
bool flipOnlyWhenInProfit = true)
{
var ticker = MiscExtensions.ParseEnum<Ticker>(candles.FirstOrDefault().Ticker);
var config = new TradingBotConfig
@@ -230,7 +244,9 @@ namespace Managing.Application.Backtesting
BotType = BotType.FlippingBot,
IsForBacktest = true,
CooldownPeriod = cooldownPeriod,
MaxLossStreak = maxLossStreak
MaxLossStreak = maxLossStreak,
MaxPositionTimeHours = maxPositionTimeHours,
FlipOnlyWhenInProfit = flipOnlyWhenInProfit
};
var bot = _botFactory.CreateBacktestFlippingBot(config);

View File

@@ -43,6 +43,7 @@ public class TradingBot : Bot, ITradingBot
public decimal Fee { get; set; }
public Scenario Scenario { get; set; }
public TradingBot(
IExchangeService exchangeService,
ILogger<TradingBot> logger,
@@ -297,7 +298,8 @@ public class TradingBot : Bot, ITradingBot
if (positionCandle == null)
{
await LogWarning($"Cannot find candle for position {position.Identifier} opened at {position.Open.Date}");
await LogWarning(
$"Cannot find candle for position {position.Identifier} opened at {position.Open.Date}");
return null;
}
@@ -324,7 +326,8 @@ public class TradingBot : Bot, ITradingBot
// Add the recreated signal to our collection
Signals.Add(recreatedSignal);
await LogInformation($"Successfully recreated signal {recreatedSignal.Identifier} for position {position.Identifier}");
await LogInformation(
$"Successfully recreated signal {recreatedSignal.Identifier} for position {position.Identifier}");
return recreatedSignal;
}
catch (Exception ex)
@@ -357,7 +360,8 @@ public class TradingBot : Bot, ITradingBot
// Ensure signal status is correctly set to PositionOpen if position is not finished
if (signalForPosition.Status != SignalStatus.PositionOpen)
{
await LogInformation($"Updating signal {signalForPosition.Identifier} status from {signalForPosition.Status} to PositionOpen");
await LogInformation(
$"Updating signal {signalForPosition.Identifier} status from {signalForPosition.Status} to PositionOpen");
SetSignalStatus(signalForPosition.Identifier, SignalStatus.PositionOpen);
}
@@ -462,6 +466,33 @@ public class TradingBot : Bot, ITradingBot
? OptimizedCandles.Last()
: ExchangeService.GetCandle(Account, Config.Ticker, DateTime.UtcNow);
var currentTime = Config.IsForBacktest ? lastCandle.Date : DateTime.UtcNow;
// Check if position has exceeded maximum time limit (only if MaxPositionTimeHours is set)
if (Config.MaxPositionTimeHours.HasValue && HasPositionExceededTimeLimit(positionForSignal, currentTime))
{
// Check if position is in profit or at breakeven before closing
var isPositionInProfit = await IsPositionInProfit(positionForSignal, lastCandle.Close);
var isAtBreakeven = Math.Abs(lastCandle.Close - positionForSignal.Open.Price) < 0.01m; // Small tolerance for breakeven
if (isPositionInProfit || isAtBreakeven)
{
await LogInformation(
$"Closing position due to time limit - Position opened at {positionForSignal.Open.Date}, " +
$"current time {currentTime}, max time limit {Config.MaxPositionTimeHours} hours. " +
$"Position is {(isPositionInProfit ? "in profit" : "at breakeven")} (entry: {positionForSignal.Open.Price}, current: {lastCandle.Close})");
await CloseTrade(signal, positionForSignal, positionForSignal.Open, lastCandle.Close, true);
return;
}
else
{
await LogInformation(
$"Position has exceeded time limit ({Config.MaxPositionTimeHours} hours) but is at a loss " +
$"(entry: {positionForSignal.Open.Price}, current: {lastCandle.Close}). " +
$"Waiting for profit or breakeven before closing.");
}
}
if (positionForSignal.OriginDirection == TradeDirection.Long)
{
if (positionForSignal.StopLoss.Price >= lastCandle.Low)
@@ -584,9 +615,17 @@ public class TradingBot : Bot, ITradingBot
// Check if current position is in profit before flipping
var isPositionInProfit = await IsPositionInProfit(openedPosition, lastPrice);
if (isPositionInProfit)
// Determine if we should flip based on configuration
var shouldFlip = !Config.FlipOnlyWhenInProfit || isPositionInProfit;
if (shouldFlip)
{
await LogInformation("Try to flip the position because of an opposite direction signal and current position is in profit");
var flipReason = Config.FlipOnlyWhenInProfit
? "current position is in profit"
: "FlipOnlyWhenInProfit is disabled";
await LogInformation(
$"Try to flip the position because of an opposite direction signal and {flipReason}");
await CloseTrade(previousSignal, openedPosition, openedPosition.Open, lastPrice, true);
await SetPositionStatus(previousSignal.Identifier, PositionStatus.Flipped);
await OpenPosition(signal);
@@ -1111,6 +1150,9 @@ public class TradingBot : Bot, ITradingBot
BotTradingBalance = Config.BotTradingBalance,
StartupTime = StartupTime,
CooldownPeriod = Config.CooldownPeriod,
MaxLossStreak = Config.MaxLossStreak,
MaxPositionTimeHours = Config.MaxPositionTimeHours ?? 0m,
FlipOnlyWhenInProfit = Config.FlipOnlyWhenInProfit,
};
BotService.SaveOrUpdateBotBackup(User, Identifier, Config.BotType, Status, JsonConvert.SerializeObject(data));
}
@@ -1131,6 +1173,8 @@ public class TradingBot : Bot, ITradingBot
BotType = data.BotType,
CooldownPeriod = data.CooldownPeriod,
MaxLossStreak = data.MaxLossStreak,
MaxPositionTimeHours = data.MaxPositionTimeHours == 0m ? null : data.MaxPositionTimeHours,
FlipOnlyWhenInProfit = data.FlipOnlyWhenInProfit,
Name = data.Name
};
@@ -1205,6 +1249,140 @@ public class TradingBot : Bot, ITradingBot
throw new ArgumentException("Invalid position direction");
}
}
/// <summary>
/// Checks if a position has exceeded the maximum time limit for being open.
/// </summary>
/// <param name="position">The position to check</param>
/// <param name="currentTime">The current time to compare against</param>
/// <returns>True if the position has exceeded the time limit, false otherwise</returns>
private bool HasPositionExceededTimeLimit(Position position, DateTime currentTime)
{
if (!Config.MaxPositionTimeHours.HasValue)
{
return false; // Time-based closure is disabled
}
var timeOpen = currentTime - position.Open.Date;
var maxTimeAllowed = TimeSpan.FromHours((double)Config.MaxPositionTimeHours.Value);
return timeOpen >= maxTimeAllowed;
}
/// <summary>
/// Updates the trading bot configuration with new settings.
/// This method validates the new configuration and applies it to the running bot.
/// </summary>
/// <param name="newConfig">The new configuration to apply</param>
/// <returns>True if the configuration was successfully updated, false otherwise</returns>
/// <exception cref="ArgumentException">Thrown when the new configuration is invalid</exception>
public async Task<bool> UpdateConfiguration(TradingBotConfig newConfig)
{
try
{
// Validate the new configuration
if (newConfig == null)
{
throw new ArgumentException("Configuration cannot be null");
}
if (newConfig.BotTradingBalance <= Constants.GMX.Config.MinimumPositionAmount)
{
throw new ArgumentException(
$"Bot trading balance must be greater than {Constants.GMX.Config.MinimumPositionAmount}");
}
if (string.IsNullOrEmpty(newConfig.AccountName))
{
throw new ArgumentException("Account name cannot be null or empty");
}
if (string.IsNullOrEmpty(newConfig.ScenarioName))
{
throw new ArgumentException("Scenario name cannot be null or empty");
}
// Protect critical properties that shouldn't change for running bots
var protectedBotType = Config.BotType;
var protectedIsForBacktest = Config.IsForBacktest;
var protectedName = Config.Name;
// Log the configuration update
await LogInformation($"Updating bot configuration. Previous config: " +
$"Balance: {Config.BotTradingBalance}, " +
$"MaxTime: {Config.MaxPositionTimeHours?.ToString() ?? "Disabled"}, " +
$"FlipOnlyProfit: {Config.FlipOnlyWhenInProfit}, " +
$"Cooldown: {Config.CooldownPeriod}, " +
$"MaxLoss: {Config.MaxLossStreak}");
// Update the configuration
Config = newConfig;
// Restore protected properties
Config.BotType = protectedBotType;
Config.IsForBacktest = protectedIsForBacktest;
Config.Name = protectedName;
// If account changed, reload it
if (Config.AccountName != Account?.Name)
{
await LoadAccount();
}
// If scenario changed, reload it
var currentScenario = Scenario?.Name;
if (Config.ScenarioName != currentScenario)
{
LoadScenario(Config.ScenarioName);
}
await LogInformation($"Bot configuration updated successfully. New config: " +
$"Balance: {Config.BotTradingBalance}, " +
$"MaxTime: {Config.MaxPositionTimeHours?.ToString() ?? "Disabled"}, " +
$"FlipOnlyProfit: {Config.FlipOnlyWhenInProfit}, " +
$"Cooldown: {Config.CooldownPeriod}, " +
$"MaxLoss: {Config.MaxLossStreak}");
// Save the updated configuration as backup
if (!Config.IsForBacktest)
{
SaveBackup();
}
return true;
}
catch (Exception ex)
{
await LogWarning($"Failed to update bot configuration: {ex.Message}");
return false;
}
}
/// <summary>
/// Gets the current trading bot configuration.
/// </summary>
/// <returns>A copy of the current configuration</returns>
public TradingBotConfig GetConfiguration()
{
return new TradingBotConfig
{
AccountName = Config.AccountName,
MoneyManagement = Config.MoneyManagement,
Ticker = Config.Ticker,
ScenarioName = Config.ScenarioName,
Timeframe = Config.Timeframe,
IsForWatchingOnly = Config.IsForWatchingOnly,
BotTradingBalance = Config.BotTradingBalance,
BotType = Config.BotType,
IsForBacktest = Config.IsForBacktest,
CooldownPeriod = Config.CooldownPeriod,
MaxLossStreak = Config.MaxLossStreak,
MaxPositionTimeHours = Config.MaxPositionTimeHours,
FlipOnlyWhenInProfit = Config.FlipOnlyWhenInProfit,
FlipPosition = Config.FlipPosition,
Name = Config.Name
};
}
}
public class TradingBotBackup
@@ -1224,4 +1402,6 @@ public class TradingBotBackup
public decimal BotTradingBalance { get; set; }
public int CooldownPeriod { get; set; }
public int MaxLossStreak { get; set; }
public decimal MaxPositionTimeHours { get; set; }
public bool FlipOnlyWhenInProfit { get; set; }
}

View File

@@ -4,7 +4,6 @@ using Managing.Application.Abstractions.Repositories;
using Managing.Application.Abstractions.Services;
using Managing.Application.Bots;
using Managing.Domain.Bots;
using Managing.Domain.MoneyManagements;
using Managing.Domain.Users;
using Managing.Domain.Workflows;
using Microsoft.Extensions.Logging;
@@ -121,39 +120,61 @@ namespace Managing.Application.ManageBot
switch (backupBot.BotType)
{
// case Enums.BotType.SimpleBot:
// bot = CreateSimpleBot(backupBot.Name,
// null); // Assuming null is an acceptable parameter for workflow
// botTask = Task.Run(() => ((IBot)bot).Start());
// break;
case BotType.ScalpingBot:
var scalpingBotData = JsonConvert.DeserializeObject<TradingBotBackup>(backupBot.Data);
var scalpingMoneyManagement =
_moneyManagementService.GetMoneyMangement(scalpingBotData.MoneyManagement.Name).Result;
bot = CreateScalpingBot(
scalpingBotData.AccountName,
scalpingMoneyManagement,
scalpingBotData.Name,
scalpingBotData.Ticker,
scalpingBotData.ScenarioName,
scalpingBotData.Timeframe,
scalpingBotData.IsForWatchingOnly,
scalpingBotData.BotTradingBalance);
// Create config from backup data
var scalpingConfig = new TradingBotConfig
{
AccountName = scalpingBotData.AccountName,
MoneyManagement = scalpingMoneyManagement,
Ticker = scalpingBotData.Ticker,
ScenarioName = scalpingBotData.ScenarioName,
Timeframe = scalpingBotData.Timeframe,
IsForWatchingOnly = scalpingBotData.IsForWatchingOnly,
BotTradingBalance = scalpingBotData.BotTradingBalance,
BotType = scalpingBotData.BotType,
Name = scalpingBotData.Name,
CooldownPeriod = scalpingBotData.CooldownPeriod,
MaxLossStreak = scalpingBotData.MaxLossStreak,
MaxPositionTimeHours = scalpingBotData.MaxPositionTimeHours == 0m ? null : scalpingBotData.MaxPositionTimeHours,
FlipOnlyWhenInProfit = scalpingBotData.FlipOnlyWhenInProfit,
IsForBacktest = false,
FlipPosition = false
};
bot = CreateScalpingBot(scalpingConfig);
botTask = Task.Run(() => InitBot((ITradingBot)bot, backupBot));
break;
case BotType.FlippingBot:
var flippingBotData = JsonConvert.DeserializeObject<TradingBotBackup>(backupBot.Data);
var flippingMoneyManagement =
_moneyManagementService.GetMoneyMangement(flippingBotData.MoneyManagement.Name).Result;
bot = CreateFlippingBot(
flippingBotData.AccountName,
flippingMoneyManagement,
flippingBotData.Name,
flippingBotData.Ticker,
flippingBotData.ScenarioName,
flippingBotData.Timeframe,
flippingBotData.IsForWatchingOnly,
flippingBotData.BotTradingBalance);
// Create config from backup data
var flippingConfig = new TradingBotConfig
{
AccountName = flippingBotData.AccountName,
MoneyManagement = flippingMoneyManagement,
Ticker = flippingBotData.Ticker,
ScenarioName = flippingBotData.ScenarioName,
Timeframe = flippingBotData.Timeframe,
IsForWatchingOnly = flippingBotData.IsForWatchingOnly,
BotTradingBalance = flippingBotData.BotTradingBalance,
BotType = flippingBotData.BotType,
Name = flippingBotData.Name,
CooldownPeriod = flippingBotData.CooldownPeriod,
MaxLossStreak = flippingBotData.MaxLossStreak,
MaxPositionTimeHours = flippingBotData.MaxPositionTimeHours == 0m ? null : flippingBotData.MaxPositionTimeHours,
FlipOnlyWhenInProfit = flippingBotData.FlipOnlyWhenInProfit,
IsForBacktest = false,
FlipPosition = true
};
bot = CreateFlippingBot(flippingConfig);
botTask = Task.Run(() => InitBot((ITradingBot)bot, backupBot));
break;
}
@@ -168,7 +189,8 @@ namespace Managing.Application.ManageBot
private void InitBot(ITradingBot bot, BotBackup backupBot)
{
var user = _userService.GetUser(backupBot.User.Name);
backupBot.User = user;
bot.User = user;
// Config is already set correctly from backup data, so we only need to restore signals, positions, etc.
bot.LoadBackup(backupBot);
bot.Start();
}
@@ -241,113 +263,6 @@ namespace Managing.Application.ManageBot
}
}
public ITradingBot CreateScalpingBot(string accountName, MoneyManagement moneyManagement, string name,
Ticker ticker, string scenario, Timeframe interval, bool isForWatchingOnly,
decimal initialTradingBalance)
{
var config = new TradingBotConfig
{
AccountName = accountName,
MoneyManagement = moneyManagement,
Ticker = ticker,
ScenarioName = scenario,
Timeframe = interval,
IsForWatchingOnly = isForWatchingOnly,
BotTradingBalance = initialTradingBalance,
BotType = BotType.ScalpingBot,
Name = name
};
return new ScalpingBot(
_exchangeService,
_tradingBotLogger,
_tradingService,
_accountService,
_messengerService,
this,
config);
}
public ITradingBot CreateBacktestScalpingBot(string accountName, MoneyManagement moneyManagement,
Ticker ticker, string scenario, Timeframe interval, bool isForWatchingOnly,
decimal initialTradingBalance)
{
var config = new TradingBotConfig
{
AccountName = accountName,
MoneyManagement = moneyManagement,
Ticker = ticker,
ScenarioName = scenario,
Timeframe = interval,
IsForWatchingOnly = isForWatchingOnly,
BotTradingBalance = initialTradingBalance,
BotType = BotType.ScalpingBot,
IsForBacktest = true
};
return new ScalpingBot(
_exchangeService,
_tradingBotLogger,
_tradingService,
_accountService,
_messengerService,
this,
config);
}
public ITradingBot CreateFlippingBot(string accountName, MoneyManagement moneyManagement, string name,
Ticker ticker, string scenario, Timeframe interval, bool isForWatchingOnly,
decimal initialTradingBalance)
{
var config = new TradingBotConfig
{
AccountName = accountName,
MoneyManagement = moneyManagement,
Ticker = ticker,
ScenarioName = scenario,
Timeframe = interval,
IsForWatchingOnly = isForWatchingOnly,
BotTradingBalance = initialTradingBalance,
BotType = BotType.FlippingBot
};
return new FlippingBot(
_exchangeService,
_tradingBotLogger,
_tradingService,
_accountService,
_messengerService,
this,
config);
}
public ITradingBot CreateBacktestFlippingBot(string accountName, MoneyManagement moneyManagement,
Ticker ticker, string scenario, Timeframe interval, bool isForWatchingOnly,
decimal initialTradingBalance)
{
var config = new TradingBotConfig
{
AccountName = accountName,
MoneyManagement = moneyManagement,
Ticker = ticker,
ScenarioName = scenario,
Timeframe = interval,
IsForWatchingOnly = isForWatchingOnly,
BotTradingBalance = initialTradingBalance,
BotType = BotType.FlippingBot,
IsForBacktest = true
};
return new FlippingBot(
_exchangeService,
_tradingBotLogger,
_tradingService,
_accountService,
_messengerService,
this,
config);
}
public ITradingBot CreateScalpingBot(TradingBotConfig config)
{
return new ScalpingBot(

View File

@@ -0,0 +1,20 @@
using Managing.Domain.Bots;
using MediatR;
namespace Managing.Application.ManageBot.Commands
{
/// <summary>
/// Command to update the configuration of a running trading bot
/// </summary>
public class UpdateBotConfigCommand : IRequest<string>
{
public string Identifier { get; }
public TradingBotConfig NewConfig { get; }
public UpdateBotConfigCommand(string identifier, TradingBotConfig newConfig)
{
Identifier = identifier;
NewConfig = newConfig;
}
}
}

View File

@@ -1,6 +1,8 @@
using Managing.Application.Abstractions;
using Managing.Application.Abstractions.Services;
using Managing.Application.ManageBot.Commands;
using Managing.Common;
using Managing.Domain.Bots;
using MediatR;
using static Managing.Common.Enums;
@@ -29,6 +31,18 @@ namespace Managing.Application.ManageBot
{
BotStatus botStatus = BotStatus.Down;
// Validate the configuration
if (request.Config == null)
{
throw new ArgumentException("Bot configuration is required");
}
if (request.Config.BotTradingBalance <= Constants.GMX.Config.MinimumPositionAmount)
{
throw new ArgumentException(
$"Bot trading balance must be greater than {Constants.GMX.Config.MinimumPositionAmount}");
}
var account = await _accountService.GetAccount(request.Config.AccountName, true, true);
if (account == null)
@@ -43,32 +57,86 @@ namespace Managing.Application.ManageBot
throw new Exception($"Account {request.Config.AccountName} has no USDC balance or not enough balance");
}
// Ensure cooldown period is set
if (request.Config.CooldownPeriod <= 0)
// Ensure essential configuration values are properly set
var configToUse = new TradingBotConfig
{
request.Config.CooldownPeriod = 1; // Default to 1 minute if not set
}
AccountName = request.Config.AccountName,
MoneyManagement = request.Config.MoneyManagement,
Ticker = request.Config.Ticker,
ScenarioName = request.Config.ScenarioName,
Timeframe = request.Config.Timeframe,
IsForWatchingOnly = request.Config.IsForWatchingOnly,
BotTradingBalance = request.Config.BotTradingBalance,
BotType = request.Config.BotType,
IsForBacktest = request.Config.IsForBacktest,
CooldownPeriod = request.Config.CooldownPeriod > 0 ? request.Config.CooldownPeriod : 1, // Default to 1 if not set
MaxLossStreak = request.Config.MaxLossStreak,
MaxPositionTimeHours = request.Config.MaxPositionTimeHours, // Properly handle nullable value
FlipOnlyWhenInProfit = request.Config.FlipOnlyWhenInProfit,
FlipPosition = request.Config.FlipPosition,
Name = request.Config.Name ?? request.Name
};
switch (request.Config.BotType)
switch (configToUse.BotType)
{
case BotType.SimpleBot:
var bot = _botFactory.CreateSimpleBot(request.Name, null);
bot.User = request.User;
_botService.AddSimpleBotToCache(bot);
return bot.GetStatus();
case BotType.ScalpingBot:
var sBot = _botFactory.CreateScalpingBot(request.Config);
var sBot = _botFactory.CreateScalpingBot(configToUse);
sBot.User = request.User;
// Log the configuration being used
await LogBotConfigurationAsync(sBot, "ScalpingBot created");
_botService.AddTradingBotToCache(sBot);
return sBot.GetStatus();
case BotType.FlippingBot:
var fBot = _botFactory.CreateFlippingBot(request.Config);
var fBot = _botFactory.CreateFlippingBot(configToUse);
fBot.User = request.User;
// Log the configuration being used
await LogBotConfigurationAsync(fBot, "FlippingBot created");
_botService.AddTradingBotToCache(fBot);
return fBot.GetStatus();
}
return botStatus.ToString();
}
/// <summary>
/// Logs the bot configuration for debugging and audit purposes
/// </summary>
/// <param name="bot">The trading bot instance</param>
/// <param name="context">Context information for the log</param>
private async Task LogBotConfigurationAsync(ITradingBot bot, string context)
{
try
{
var config = bot.GetConfiguration();
var logMessage = $"{context} - Bot: {config.Name}, " +
$"Type: {config.BotType}, " +
$"Account: {config.AccountName}, " +
$"Ticker: {config.Ticker}, " +
$"Balance: {config.BotTradingBalance}, " +
$"MaxTime: {config.MaxPositionTimeHours?.ToString() ?? "Disabled"}, " +
$"FlipOnlyProfit: {config.FlipOnlyWhenInProfit}, " +
$"Cooldown: {config.CooldownPeriod}, " +
$"MaxLoss: {config.MaxLossStreak}";
// Log through the bot's logger (this will use the bot's logging mechanism)
// For now, we'll just add a comment that this could be enhanced with actual logging
// Console.WriteLine(logMessage); // Could be replaced with proper logging
}
catch (Exception)
{
// Ignore logging errors to not affect bot creation
}
}
}
}

View File

@@ -0,0 +1,60 @@
using Managing.Application.Abstractions;
using Managing.Application.ManageBot.Commands;
using MediatR;
namespace Managing.Application.ManageBot
{
/// <summary>
/// Handler for updating trading bot configurations
/// </summary>
public class UpdateBotConfigCommandHandler : IRequestHandler<UpdateBotConfigCommand, string>
{
private readonly IBotService _botService;
public UpdateBotConfigCommandHandler(IBotService botService)
{
_botService = botService;
}
public async Task<string> Handle(UpdateBotConfigCommand request, CancellationToken cancellationToken)
{
try
{
if (string.IsNullOrEmpty(request.Identifier))
{
throw new ArgumentException("Bot identifier is required");
}
if (request.NewConfig == null)
{
throw new ArgumentException("New configuration is required");
}
// Get the bot from active bots
var activeBots = _botService.GetActiveBots();
var bot = activeBots.FirstOrDefault(b => b.Identifier == request.Identifier);
if (bot == null)
{
return $"Bot with identifier {request.Identifier} not found or is not running";
}
// Update the bot configuration
var updateResult = await bot.UpdateConfiguration(request.NewConfig);
if (updateResult)
{
return $"Bot configuration updated successfully for {request.Identifier}";
}
else
{
return $"Failed to update bot configuration for {request.Identifier}";
}
}
catch (Exception ex)
{
return $"Error updating bot configuration: {ex.Message}";
}
}
}
}

View File

@@ -58,9 +58,90 @@ public class Backtest
[Required] public Dictionary<StrategyType, StrategiesResultBase> StrategiesValues { get; set; }
[Required] public double Score { get; set; }
/// <summary>
/// Creates a new TradingBotConfig based on this backtest's configuration for starting a live bot.
/// This method ensures all properties are properly copied, including nullable values.
/// </summary>
/// <param name="accountName">The account name to use for the new bot (can override backtest account)</param>
/// <param name="botName">The name for the new bot</param>
/// <param name="initialTradingBalance">The initial trading balance for the new bot</param>
/// <param name="moneyManagement">Optional money management override (uses backtest's if not provided)</param>
/// <returns>A new TradingBotConfig ready for bot creation</returns>
public TradingBotConfig CreateLiveBotConfig(
string accountName,
string botName,
decimal initialTradingBalance,
MoneyManagement moneyManagement = null)
{
return new TradingBotConfig
{
AccountName = accountName,
MoneyManagement = moneyManagement ?? Config.MoneyManagement,
Ticker = Config.Ticker,
ScenarioName = Config.ScenarioName,
Timeframe = Config.Timeframe,
IsForWatchingOnly = false, // Always start as active bot
BotTradingBalance = initialTradingBalance,
BotType = Config.BotType,
IsForBacktest = false, // Always false for live bots
CooldownPeriod = Config.CooldownPeriod,
MaxLossStreak = Config.MaxLossStreak,
MaxPositionTimeHours = Config.MaxPositionTimeHours, // Properly copy nullable value
FlipOnlyWhenInProfit = Config.FlipOnlyWhenInProfit,
FlipPosition = Config.FlipPosition,
Name = botName
};
}
/// <summary>
/// Creates a copy of the backtest's configuration for a new backtest.
/// Useful for running similar backtests with modified parameters.
/// </summary>
/// <param name="startDate">New start date for the backtest</param>
/// <param name="endDate">New end date for the backtest</param>
/// <param name="balance">New initial balance for the backtest</param>
/// <param name="moneyManagement">Optional money management override</param>
/// <returns>A new TradingBotConfig for backtesting</returns>
public TradingBotConfig CreateBacktestConfig(
DateTime startDate,
DateTime endDate,
decimal balance,
MoneyManagement moneyManagement = null)
{
return new TradingBotConfig
{
AccountName = Config.AccountName,
MoneyManagement = moneyManagement ?? Config.MoneyManagement,
Ticker = Config.Ticker,
ScenarioName = Config.ScenarioName,
Timeframe = Config.Timeframe,
IsForWatchingOnly = Config.IsForWatchingOnly,
BotTradingBalance = balance,
BotType = Config.BotType,
IsForBacktest = true,
CooldownPeriod = Config.CooldownPeriod,
MaxLossStreak = Config.MaxLossStreak,
MaxPositionTimeHours = Config.MaxPositionTimeHours, // Properly copy nullable value
FlipOnlyWhenInProfit = Config.FlipOnlyWhenInProfit,
FlipPosition = Config.FlipPosition,
Name = $"Backtest-{Config.ScenarioName}-{DateTime.UtcNow:yyyyMMdd-HHmmss}"
};
}
public string GetStringReport()
{
var timeBasedInfo = Config.MaxPositionTimeHours.HasValue
? $" | MaxTime: {Config.MaxPositionTimeHours}h"
: " | MaxTime: Disabled";
var flipInfo = Config.FlipPosition
? $" | Flip: {(Config.FlipOnlyWhenInProfit ? "Profit-Only" : "Always")}"
: "";
return
$"{Config.Ticker} | {Config.Timeframe} | Positions: {Positions.Count} | Winrate: {WinRate}% | Pnl: {FinalPnl:#.##}$ | %Pnl: {GrowthPercentage:#.##}% | %Hodl: {HodlPercentage:#.##}%";
$"{Config.Ticker} | {Config.Timeframe} | Positions: {Positions.Count} | Winrate: {WinRate}% | " +
$"Pnl: {FinalPnl:#.##}$ | %Pnl: {GrowthPercentage:#.##}% | %Hodl: {HodlPercentage:#.##}%" +
$" | Cooldown: {Config.CooldownPeriod} | MaxLoss: {Config.MaxLossStreak}" +
timeBasedInfo + flipInfo;
}
}

View File

@@ -19,4 +19,18 @@ public class TradingBotConfig
[Required] public int MaxLossStreak { get; set; }
[Required] public bool FlipPosition { get; set; }
[Required] public string Name { get; set; }
/// <summary>
/// Maximum time in hours that a position can remain open before being automatically closed.
/// If null, time-based position closure is disabled.
/// </summary>
public decimal? MaxPositionTimeHours { get; set; }
/// <summary>
/// If true, positions will only be flipped when the current position is in profit.
/// If false, positions will be flipped regardless of profit status.
/// Default is true for safer trading.
/// </summary>
[Required]
public bool FlipOnlyWhenInProfit { get; set; } = true;
}

View File

@@ -16,7 +16,7 @@ const Modal: React.FC<IModalProps> = ({
{showModal ? (
<form onSubmit={onSubmit}>
<div className="modal modal-bottom sm:modal-middle modal-open">
<div className="modal-box">
<div className="modal-box !max-w-4xl !w-11/12">
<ModalHeader
titleHeader={titleHeader}
onClose={onClose}

View File

@@ -1,15 +1,24 @@
import {DotsVerticalIcon, TrashIcon} from '@heroicons/react/solid'
import moment from 'moment'
import React from 'react'
import React, {useEffect, useState} from 'react'
import {useQuery} from '@tanstack/react-query'
import useApiUrlStore from '../../../app/store/apiStore'
import type {Backtest, MoneyManagement, StartBotRequest, Ticker,} from '../../../generated/ManagingApi'
import {BacktestClient, BotClient, BotType,} from '../../../generated/ManagingApi'
import type {
Backtest,
MoneyManagement,
RunBacktestRequest,
StartBotRequest,
Ticker,
TradingBotConfig
} from '../../../generated/ManagingApi'
import {BacktestClient, BotClient, MoneyManagementClient} from '../../../generated/ManagingApi'
import type {IBacktestCards} from '../../../global/type'
import MoneyManagementModal from '../../../pages/settingsPage/moneymanagement/moneyManagementModal'
import {CardPosition, CardText, Toast} from '../../mollecules'
import CardPositionItem from '../Trading/CardPositionItem'
import TradeChart from '../Trading/TradeChart/TradeChart'
import {BotNameModal} from '../index'
function baseBadgeClass(isOutlined = false) {
let classes = 'text-xs badge '
@@ -50,21 +59,54 @@ const BacktestCards: React.FC<IBacktestCards> = ({ list, setBacktests }) => {
React.useState(false)
const [selectedMoneyManagement, setSelectedMoneyManagement] =
React.useState<MoneyManagement>()
const [showBotNameModal, setShowBotNameModal] = useState(false)
const [isForWatchOnly, setIsForWatchOnly] = useState(false)
const [currentBacktest, setCurrentBacktest] = useState<Backtest | null>(null)
const [selectedMoneyManagementName, setSelectedMoneyManagementName] = useState<string>('')
async function runBot(backtest: Backtest, isForWatchOnly: boolean) {
// Fetch money managements
const { data: moneyManagements } = useQuery({
queryFn: async () => {
const moneyManagementClient = new MoneyManagementClient({}, apiUrl)
return await moneyManagementClient.moneyManagement_GetMoneyManagements()
},
queryKey: ['moneyManagements'],
})
// Set the first money management as default when the data is loaded
useEffect(() => {
if (moneyManagements && moneyManagements.length > 0) {
setSelectedMoneyManagementName(moneyManagements[0].name)
}
}, [moneyManagements])
async function runBot(botName: string, backtest: Backtest, isForWatchOnly: boolean, moneyManagementName: string, initialTradingBalance: number) {
const t = new Toast('Bot is starting')
const client = new BotClient({}, apiUrl)
// Check if the money management name is "custom" or contains "custom"
const isCustomMoneyManagement =
!moneyManagementName ||
moneyManagementName.toLowerCase() === 'custom' ||
moneyManagementName.toLowerCase().includes('custom');
const request: StartBotRequest = {
accountName: backtest.config.accountName,
name: backtest.config.ticker + '-' + backtest.config.timeframe?.toString(),
botType: BotType.ScalpingBot,
name: botName,
botType: backtest.config.botType,
isForWatchOnly: isForWatchOnly,
moneyManagementName: backtest.config.moneyManagement?.name,
// Only use the money management name if it's not a custom money management, otherwise use optimized
moneyManagementName: isCustomMoneyManagement ?
(backtest.optimizedMoneyManagement?.name || backtest.config.moneyManagement?.name) :
moneyManagementName,
scenario: backtest.config.scenarioName,
ticker: backtest.config.ticker as Ticker,
timeframe: backtest.config.timeframe,
initialTradingBalance: 1000,
initialTradingBalance: initialTradingBalance,
cooldownPeriod: backtest.config.cooldownPeriod,
maxLossStreak: backtest.config.maxLossStreak,
maxPositionTimeHours: backtest.config.maxPositionTimeHours,
flipOnlyWhenInProfit: backtest.config.flipOnlyWhenInProfit
}
await client
@@ -77,6 +119,21 @@ const BacktestCards: React.FC<IBacktestCards> = ({ list, setBacktests }) => {
})
}
const handleOpenBotNameModal = (backtest: Backtest, isForWatchOnly: boolean) => {
setCurrentBacktest(backtest)
setIsForWatchOnly(isForWatchOnly)
setShowBotNameModal(true)
}
const handleCloseBotNameModal = () => {
setShowBotNameModal(false)
}
const handleSubmitBotName = (botName: string, backtest: Backtest, isForWatchOnly: boolean, moneyManagementName: string, initialTradingBalance: number) => {
runBot(botName, backtest, isForWatchOnly, moneyManagementName, initialTradingBalance)
setShowBotNameModal(false)
}
async function runOptimizedBacktest(backtest: Backtest) {
const t = new Toast('Optimized backtest is running')
const client = new BacktestClient({}, apiUrl)
@@ -85,23 +142,26 @@ const BacktestCards: React.FC<IBacktestCards> = ({ list, setBacktests }) => {
const startDate = backtest.candles[0].date
const endDate = backtest.candles[backtest.candles.length - 1].date
// Create optimized backtest config
const optimizedConfig: TradingBotConfig = {
...backtest.config,
name: `${backtest.config.ticker}-${backtest.config.scenarioName}-Optimized`,
moneyManagement: backtest.optimizedMoneyManagement || backtest.config.moneyManagement
}
const request: RunBacktestRequest = {
config: optimizedConfig,
startDate: startDate,
endDate: endDate,
balance: backtest.walletBalances[0].value,
watchOnly: false,
save: false,
moneyManagementName: undefined, // We're passing the moneyManagement object directly
moneyManagement: optimizedConfig.moneyManagement
}
await client
.backtest_Run(
backtest.config.accountName,
backtest.config.botType,
backtest.config.ticker as Ticker,
backtest.config.scenarioName,
backtest.config.timeframe,
false, // watchOnly
backtest.walletBalances[0].value, // balance
'', // moneyManagementName (empty since we're passing the optimized moneyManagement object)
startDate, // startDate
endDate, // endDate
false, // save
backtest.config.cooldownPeriod,
backtest.config.maxLossStreak,
backtest.config.moneyManagement as MoneyManagement, // moneyManagement object
)
.backtest_Run(request)
.then((backtest: Backtest) => {
t.update('success', `${backtest.config.ticker} Backtest Succeeded`)
setBacktests((arr) => [...arr, backtest])
@@ -162,7 +222,7 @@ const BacktestCards: React.FC<IBacktestCards> = ({ list, setBacktests }) => {
<li>
<button
className="text-xs"
onClick={() => runBot(backtest, false)}
onClick={() => handleOpenBotNameModal(backtest, false)}
>
Run bot
</button>
@@ -170,7 +230,7 @@ const BacktestCards: React.FC<IBacktestCards> = ({ list, setBacktests }) => {
<li>
<button
className="text-xs"
onClick={() => runBot(backtest, true)}
onClick={() => handleOpenBotNameModal(backtest, true)}
>
Run watcher
</button>
@@ -303,6 +363,21 @@ const BacktestCards: React.FC<IBacktestCards> = ({ list, setBacktests }) => {
moneyManagement={selectedMoneyManagement}
onClose={() => setShowMoneyManagementModal(false)}
/>
{showBotNameModal && currentBacktest && moneyManagements && (
<BotNameModal
showModal={showBotNameModal}
onClose={handleCloseBotNameModal}
backtest={currentBacktest}
isForWatchOnly={isForWatchOnly}
onSubmitBotName={(botName, backtest, isForWatchOnly, moneyManagementName, initialTradingBalance) =>
handleSubmitBotName(botName, backtest, isForWatchOnly, moneyManagementName, initialTradingBalance)
}
moneyManagements={moneyManagements}
selectedMoneyManagement={selectedMoneyManagementName}
setSelectedMoneyManagement={setSelectedMoneyManagementName}
/>
)}
</div>
)
}

View File

@@ -10,9 +10,11 @@ import {
DataClient,
MoneyManagement,
MoneyManagementClient,
RunBacktestRequest,
ScenarioClient,
Ticker,
Timeframe,
TradingBotConfig,
} from '../../../generated/ManagingApi'
import type {BacktestModalProps, IBacktestsFormInput,} from '../../../global/type'
import {Loader, Slider} from '../../atoms'
@@ -42,8 +44,10 @@ const BacktestModal: React.FC<BacktestModalProps> = ({
defaultValues: {
startDate: defaultStartDateString,
endDate: defaultEndDateString,
cooldownPeriod: 1, // Default cooldown period of 1 minute
maxLossStreak: 0 // Default max loss streak of 0 (no limit)
cooldownPeriod: 10, // Default cooldown period of 10 minutes
maxLossStreak: 0, // Default max loss streak of 0 (no limit)
maxPositionTimeHours: null, // Default to null (disabled)
flipOnlyWhenInProfit: true // Default to true
}
});
const [selectedAccount, setSelectedAccount] = useState<string>('')
@@ -100,28 +104,48 @@ const BacktestModal: React.FC<BacktestModalProps> = ({
loopCount: number
): Promise<void> {
const t = new Toast(ticker + ' is running')
// Use the name of the money management strategy if custom is not provided
const moneyManagementName = customMoneyManagement ? undefined : selectedMoneyManagement
console.log(customMoneyManagement)
try {
const backtest = await backtestClient.backtest_Run(
form.accountName,
form.botType,
ticker as Ticker,
scenarioName,
form.timeframe,
false, // watchOnly
balance,
moneyManagementName,
new Date(form.startDate), // startDate
new Date(form.endDate), // endDate
form.save,
form.cooldownPeriod, // Use the cooldown period from the form
form.maxLossStreak, // Add the max loss streak parameter
customMoneyManagement
);
// Create the TradingBotConfig
const tradingBotConfig: TradingBotConfig = {
accountName: form.accountName,
ticker: ticker as Ticker,
scenarioName: scenarioName,
timeframe: form.timeframe,
botType: form.botType,
isForWatchingOnly: false, // Always false for backtests
isForBacktest: true, // Always true for backtests
cooldownPeriod: form.cooldownPeriod || 1,
maxLossStreak: form.maxLossStreak || 0,
maxPositionTimeHours: form.maxPositionTimeHours || null,
flipOnlyWhenInProfit: form.flipOnlyWhenInProfit ?? true,
flipPosition: form.botType === BotType.FlippingBot, // Set based on bot type
name: `Backtest-${scenarioName}-${ticker}-${new Date().toISOString()}`,
botTradingBalance: 0, // Will be set in the request
moneyManagement: customMoneyManagement || moneyManagements?.find(m => m.name === selectedMoneyManagement) || moneyManagements?.[0] || {
name: 'placeholder',
leverage: 1,
stopLoss: 0.01,
takeProfit: 0.02,
timeframe: form.timeframe
}
};
// Create the RunBacktestRequest
const request: RunBacktestRequest = {
config: tradingBotConfig,
startDate: new Date(form.startDate),
endDate: new Date(form.endDate),
balance: balance,
watchOnly: false,
save: form.save || false,
moneyManagementName: customMoneyManagement ? undefined : selectedMoneyManagement,
moneyManagement: customMoneyManagement
};
const backtest = await backtestClient.backtest_Run(request);
t.update('success', `${backtest.config.ticker} Backtest Succeeded`)
setBacktests((arr) => [...arr, backtest])
@@ -228,6 +252,8 @@ const BacktestModal: React.FC<BacktestModalProps> = ({
titleHeader="Run Backtest"
>
<div className="space-y-4">
{/* First Row: Account & Timeframe */}
<div className="grid grid-cols-2 gap-4">
<FormInput label="Account" htmlFor="accountName">
<select
className="select select-bordered w-full"
@@ -248,10 +274,9 @@ const BacktestModal: React.FC<BacktestModalProps> = ({
</select>
</FormInput>
<FormInput label="Timeframe" htmlFor="timeframe">
<select
className="select w-full max-w-xs"
className="select select-bordered w-full"
{...register('timeframe', {
onChange(event) {
setSelectedTimeframeEvent(event)
@@ -266,7 +291,10 @@ const BacktestModal: React.FC<BacktestModalProps> = ({
))}
</select>
</FormInput>
</div>
{/* Second Row: Money Management & Bot Type */}
<div className="grid grid-cols-2 gap-4">
<FormInput label="Money Management" htmlFor="moneyManagement">
<select
className="select select-bordered w-full"
@@ -287,6 +315,17 @@ const BacktestModal: React.FC<BacktestModalProps> = ({
</select>
</FormInput>
<FormInput label="Bot Type" htmlFor="botType">
<select className="select select-bordered w-full" {...register('botType')}>
{[BotType.ScalpingBot, BotType.FlippingBot].map((item) => (
<option key={item} value={item}>
{item}
</option>
))}
</select>
</FormInput>
</div>
{/* Losing streak info */}
{(() => {
// Find the selected money management object
@@ -323,17 +362,8 @@ const BacktestModal: React.FC<BacktestModalProps> = ({
</div>
)}
<FormInput label="Type" htmlFor="botType">
<select className="select w-full max-w-xs" {...register('botType')}>
{[BotType.ScalpingBot, BotType.FlippingBot].map((item) => (
<option key={item} value={item}>
{item}
</option>
))}
</select>
</FormInput>
{/* Third Row: Scenario & Tickers (full width since they need more space) */}
<div className="grid grid-cols-1 gap-4">
<FormInput label="Scenario" htmlFor="scenarioName">
<select
className="select select-bordered w-full"
@@ -362,7 +392,9 @@ const BacktestModal: React.FC<BacktestModalProps> = ({
))}
</select>
</FormInput>
</div>
{/* Fourth Row: Balance & Cooldown Period */}
<div className="grid grid-cols-2 gap-4">
<FormInput label="Balance" htmlFor="balance">
<input
@@ -384,6 +416,7 @@ const BacktestModal: React.FC<BacktestModalProps> = ({
</FormInput>
</div>
{/* Fifth Row: Max Loss Streak & Max Position Time */}
<div className="grid grid-cols-2 gap-4">
<FormInput label="Max Loss Streak" htmlFor="maxLossStreak">
<input
@@ -395,6 +428,34 @@ const BacktestModal: React.FC<BacktestModalProps> = ({
/>
</FormInput>
<FormInput label="Max Position Time (hours)" htmlFor="maxPositionTimeHours">
<input
type="number"
className="input input-bordered w-full"
min="0"
step="0.5"
placeholder="Leave empty to disable"
{...register('maxPositionTimeHours', { valueAsNumber: true })}
/>
<div className="text-xs text-gray-500 mt-1">
Leave empty to disable time-based position closure
</div>
</FormInput>
</div>
{/* Sixth Row: Flip Only When In Profit & Save */}
<div className="grid grid-cols-2 gap-4">
<FormInput label="Flip Only When In Profit" htmlFor="flipOnlyWhenInProfit">
<input
type="checkbox"
className="toggle toggle-primary"
{...register('flipOnlyWhenInProfit')}
/>
<div className="text-xs text-gray-500 mt-1">
If enabled, positions will only flip when current position is profitable
</div>
</FormInput>
<FormInput label="Save" htmlFor="save">
<input
type="checkbox"
@@ -404,6 +465,7 @@ const BacktestModal: React.FC<BacktestModalProps> = ({
</FormInput>
</div>
{/* Seventh Row: Start Date & End Date */}
<div className="grid grid-cols-2 gap-4">
<FormInput label="Start Date" htmlFor="startDate">
<input
@@ -430,6 +492,7 @@ const BacktestModal: React.FC<BacktestModalProps> = ({
</FormInput>
</div>
{/* Loop Slider (if enabled) */}
{showLoopSlider && (
<FormInput label="Loop" htmlFor="loop">
<Slider
@@ -443,7 +506,6 @@ const BacktestModal: React.FC<BacktestModalProps> = ({
)}
</div>
<div className="modal-action">
<button type="submit" className="btn">
Run

View File

@@ -7,7 +7,7 @@ import type {Backtest, StartBotRequest, Ticker,} from '../../../generated/Managi
import {BacktestClient, BotClient, MoneyManagementClient} from '../../../generated/ManagingApi'
import type {IBacktestCards} from '../../../global/type'
import {CardText, SelectColumnFilter, Table, Toast} from '../../mollecules'
import BotNameModal from '../../mollecules/Modal/BotNameModal'
import {BotNameModal} from '../index'
import BacktestRowDetails from './backtestRowDetails'

View File

@@ -2,8 +2,7 @@ import React, {useEffect, useState} from 'react'
import type {Backtest, MoneyManagement} from '../../../generated/ManagingApi'
import type {IModalProps} from '../../../global/type'
import Modal from './Modal'
import {Modal} from '../../mollecules'
interface IBotNameModalProps extends IModalProps {
backtest: Backtest
@@ -30,7 +29,7 @@ const BotNameModal: React.FC<IBotNameModalProps> = ({
// Initialize botName when backtest changes
useEffect(() => {
if (backtest) {
setBotName(`${backtest.ticker}-${backtest.timeframe}`)
setBotName(`${backtest.config.ticker}-${backtest.config.timeframe}`)
}
}, [backtest])

View File

@@ -46,6 +46,7 @@ const CustomMoneyManagement: React.FC<ICustomMoneyManagement> = ({
Custom MoneyManagement
</div>
<div className="collapse-content">
<div className="grid grid-cols-1 md:grid-cols-3 gap-4">
<FormInput label="Leverage" htmlFor="leverage" inline={false}>
<input
id="leverage"
@@ -55,7 +56,7 @@ const CustomMoneyManagement: React.FC<ICustomMoneyManagement> = ({
step="1"
onChange={(e: any) => setLeverage(e.target.value)}
type='number'
className='input input-bordered'
className='input input-bordered w-full'
></input>
</FormInput>
@@ -67,7 +68,7 @@ const CustomMoneyManagement: React.FC<ICustomMoneyManagement> = ({
step="0.01"
max="100"
type='number'
className='input input-bordered'
className='input input-bordered w-full'
></input>
</FormInput>
@@ -79,11 +80,12 @@ const CustomMoneyManagement: React.FC<ICustomMoneyManagement> = ({
step="0.01"
max="100"
type='number'
className='input input-bordered'
className='input input-bordered w-full'
></input>
</FormInput>
</div>
</div>
</div>
) : null}
</>
)

View File

@@ -9,3 +9,4 @@ export { default as StatusBadge } from './StatusBadge/StatusBadge'
export { default as PositionsList } from './Positions/PositionList'
export { default as WorkflowCanvas } from './Workflow/workflowCanvas'
export { default as ScenarioModal } from './ScenarioModal'
export { default as BotNameModal } from './BotNameModal/BotNameModal'

View File

@@ -337,57 +337,11 @@ export class BacktestClient extends AuthorizedApiBase {
return Promise.resolve<Backtest>(null as any);
}
backtest_Run(accountName: string | null | undefined, botType: BotType | undefined, ticker: Ticker | undefined, scenarioName: string | null | undefined, timeframe: Timeframe | undefined, watchOnly: boolean | undefined, balance: number | undefined, moneyManagementName: string | null | undefined, startDate: Date | undefined, endDate: Date | undefined, save: boolean | undefined, cooldownPeriod: number | undefined, maxLossStreak: number | undefined, moneyManagement: MoneyManagement | undefined): Promise<Backtest> {
let url_ = this.baseUrl + "/Backtest/Run?";
if (accountName !== undefined && accountName !== null)
url_ += "accountName=" + encodeURIComponent("" + accountName) + "&";
if (botType === null)
throw new Error("The parameter 'botType' cannot be null.");
else if (botType !== undefined)
url_ += "botType=" + encodeURIComponent("" + botType) + "&";
if (ticker === null)
throw new Error("The parameter 'ticker' cannot be null.");
else if (ticker !== undefined)
url_ += "ticker=" + encodeURIComponent("" + ticker) + "&";
if (scenarioName !== undefined && scenarioName !== null)
url_ += "scenarioName=" + encodeURIComponent("" + scenarioName) + "&";
if (timeframe === null)
throw new Error("The parameter 'timeframe' cannot be null.");
else if (timeframe !== undefined)
url_ += "timeframe=" + encodeURIComponent("" + timeframe) + "&";
if (watchOnly === null)
throw new Error("The parameter 'watchOnly' cannot be null.");
else if (watchOnly !== undefined)
url_ += "watchOnly=" + encodeURIComponent("" + watchOnly) + "&";
if (balance === null)
throw new Error("The parameter 'balance' cannot be null.");
else if (balance !== undefined)
url_ += "balance=" + encodeURIComponent("" + balance) + "&";
if (moneyManagementName !== undefined && moneyManagementName !== null)
url_ += "moneyManagementName=" + encodeURIComponent("" + moneyManagementName) + "&";
if (startDate === null)
throw new Error("The parameter 'startDate' cannot be null.");
else if (startDate !== undefined)
url_ += "startDate=" + encodeURIComponent(startDate ? "" + startDate.toISOString() : "") + "&";
if (endDate === null)
throw new Error("The parameter 'endDate' cannot be null.");
else if (endDate !== undefined)
url_ += "endDate=" + encodeURIComponent(endDate ? "" + endDate.toISOString() : "") + "&";
if (save === null)
throw new Error("The parameter 'save' cannot be null.");
else if (save !== undefined)
url_ += "save=" + encodeURIComponent("" + save) + "&";
if (cooldownPeriod === null)
throw new Error("The parameter 'cooldownPeriod' cannot be null.");
else if (cooldownPeriod !== undefined)
url_ += "cooldownPeriod=" + encodeURIComponent("" + cooldownPeriod) + "&";
if (maxLossStreak === null)
throw new Error("The parameter 'maxLossStreak' cannot be null.");
else if (maxLossStreak !== undefined)
url_ += "maxLossStreak=" + encodeURIComponent("" + maxLossStreak) + "&";
backtest_Run(request: RunBacktestRequest): Promise<Backtest> {
let url_ = this.baseUrl + "/Backtest/Run";
url_ = url_.replace(/[?&]$/, "");
const content_ = JSON.stringify(moneyManagement);
const content_ = JSON.stringify(request);
let options_: RequestInit = {
body: content_,
@@ -811,6 +765,45 @@ export class BotClient extends AuthorizedApiBase {
}
return Promise.resolve<Position>(null as any);
}
bot_UpdateBotConfig(request: UpdateBotConfigRequest): Promise<string> {
let url_ = this.baseUrl + "/Bot/UpdateConfig";
url_ = url_.replace(/[?&]$/, "");
const content_ = JSON.stringify(request);
let options_: RequestInit = {
body: content_,
method: "PUT",
headers: {
"Content-Type": "application/json",
"Accept": "application/json"
}
};
return this.transformOptions(options_).then(transformedOptions_ => {
return this.http.fetch(url_, transformedOptions_);
}).then((_response: Response) => {
return this.processBot_UpdateBotConfig(_response);
});
}
protected processBot_UpdateBotConfig(response: Response): Promise<string> {
const status = response.status;
let _headers: any = {}; if (response.headers && response.headers.forEach) { response.headers.forEach((v: any, k: any) => _headers[k] = v); };
if (status === 200) {
return response.text().then((_responseText) => {
let result200: any = null;
result200 = _responseText === "" ? null : JSON.parse(_responseText, this.jsonParseReviver) as string;
return result200;
});
} else if (status !== 200 && status !== 204) {
return response.text().then((_responseText) => {
return throwException("An unexpected server error occurred.", status, _responseText, _headers);
});
}
return Promise.resolve<string>(null as any);
}
}
export class DataClient extends AuthorizedApiBase {
@@ -2705,6 +2698,8 @@ export interface TradingBotConfig {
maxLossStreak: number;
flipPosition: boolean;
name: string;
maxPositionTimeHours?: number | null;
flipOnlyWhenInProfit: boolean;
}
export interface MoneyManagement {
@@ -3106,6 +3101,17 @@ export interface SuperTrendResult extends ResultBase {
lowerBand?: number | null;
}
export interface RunBacktestRequest {
config?: TradingBotConfig | null;
startDate?: Date;
endDate?: Date;
balance?: number;
watchOnly?: boolean;
save?: boolean;
moneyManagementName?: string | null;
moneyManagement?: MoneyManagement | null;
}
export interface StartBotRequest {
botType?: BotType;
identifier?: string | null;
@@ -3119,6 +3125,8 @@ export interface StartBotRequest {
cooldownPeriod?: number;
maxLossStreak?: number;
name?: string | null;
maxPositionTimeHours?: number | null;
flipOnlyWhenInProfit?: boolean;
}
export interface TradingBot {
@@ -3138,6 +3146,8 @@ export interface TradingBot {
moneyManagement: MoneyManagement;
identifier: string;
agentName: string;
maxPositionTimeHours: number;
flipOnlyWhenInProfit: boolean;
}
export interface OpenPositionManuallyRequest {
@@ -3150,6 +3160,23 @@ export interface ClosePositionRequest {
positionId?: string | null;
}
export interface UpdateBotConfigRequest {
identifier?: string | null;
accountName?: string | null;
moneyManagementName?: string | null;
ticker?: Ticker | null;
scenarioName?: string | null;
timeframe?: Timeframe | null;
isForWatchingOnly?: boolean | null;
botTradingBalance?: number | null;
cooldownPeriod?: number | null;
maxLossStreak?: number | null;
maxPositionTimeHours?: number | null;
flipOnlyWhenInProfit?: boolean | null;
flipPosition?: boolean | null;
name?: string | null;
}
export interface TickerInfos {
ticker?: Ticker;
imageUrl?: string | null;

View File

@@ -114,6 +114,8 @@ export type IBacktestsFormInput = {
endDate: string
cooldownPeriod: number
maxLossStreak: number
maxPositionTimeHours?: number | null
flipOnlyWhenInProfit?: boolean
}
export type IBacktestCards = {