Add new parameters
This commit is contained in:
16
README.md
16
README.md
@@ -146,6 +146,9 @@ The backtest system works with multiple required parameters :
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- Timeframe (OneDay, FifteenMinutes, etc..)
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- BotType (ScalpingBot or FlippingBot)
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- Initial balance
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- **Advanced parameters**: All bot configuration parameters (time limits, profit-controlled flipping, etc.)
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- **Smart bot deployment**: Deploy successful backtests as live bots with optimized settings
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- **Enhanced UI**: Wider modals with organized 2-column parameter layouts
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## Bots
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@@ -154,6 +157,19 @@ The backtest system works with multiple required parameters :
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- Delete a bot
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- Stop all bots
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- Set bot to watch only (send signal to discord instead of opening a new position)
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- **Time-based position management**: Automatically close positions after maximum time limit (only when in profit/breakeven)
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- **Advanced position flipping**: Control whether positions flip only when current position is profitable
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- **Real-time configuration updates**: Update bot settings without restarting
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- **Enhanced money management**: Smart money management selection with optimized settings from backtests
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### Bot Configuration Parameters
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| Parameter | Description | Default |
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|--------------------------|-------------------------------------------------------------------------------------------------------|---------|
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| MaxPositionTimeHours | Maximum time (in hours) a position can stay open. Closes only when in profit/breakeven. Null = disabled | null |
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| FlipOnlyWhenInProfit | Only flip positions when current position is profitable | true |
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| CooldownPeriod | Number of candles to wait before opening new position in same direction | 10 |
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| MaxLossStreak | Maximum consecutive losses before requiring opposite direction signal. 0 = no limit | 0 |
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Bot types availables :
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@@ -2,6 +2,7 @@
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using Managing.Application.Abstractions.Services;
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using Managing.Application.Hubs;
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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 Microsoft.AspNetCore.Authorization;
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using Microsoft.AspNetCore.Mvc;
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@@ -13,6 +14,7 @@ namespace Managing.Api.Controllers;
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/// <summary>
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/// Controller for managing backtest operations.
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/// Provides endpoints for creating, retrieving, and deleting backtests.
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/// Returns complete backtest configurations for easy bot deployment.
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/// Requires authorization for access.
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/// </summary>
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[ApiController]
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@@ -52,8 +54,9 @@ public class BacktestController : BaseController
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/// <summary>
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/// Retrieves all backtests for the authenticated user.
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/// Each backtest includes the complete TradingBotConfig for easy bot deployment.
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/// </summary>
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/// <returns>A list of backtests.</returns>
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/// <returns>A list of backtests with complete configurations.</returns>
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[HttpGet]
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public async Task<ActionResult<IEnumerable<Backtest>>> Backtests()
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{
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@@ -63,10 +66,11 @@ public class BacktestController : BaseController
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/// <summary>
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/// Retrieves a specific backtest by ID for the authenticated user.
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/// This endpoint will also populate the candles for visualization.
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/// This endpoint will also populate the candles for visualization and includes
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/// the complete TradingBotConfig that can be used to start a new bot.
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/// </summary>
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/// <param name="id">The ID of the backtest to retrieve.</param>
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/// <returns>The requested backtest with populated candle data.</returns>
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/// <returns>The requested backtest with populated candle data and complete configuration.</returns>
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[HttpGet("{id}")]
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public async Task<ActionResult<Backtest>> Backtest(string id)
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{
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@@ -94,75 +98,81 @@ public class BacktestController : BaseController
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}
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/// <summary>
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/// Runs a backtest with the specified parameters.
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/// Runs a backtest with the specified configuration.
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/// The returned backtest includes a complete TradingBotConfig that preserves all
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/// settings including nullable MaxPositionTimeHours for easy bot deployment.
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/// </summary>
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/// <param name="accountName">The name of the account to use for the backtest.</param>
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/// <param name="botType">The type of bot to use for the backtest.</param>
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/// <param name="ticker">The ticker symbol to backtest.</param>
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/// <param name="scenarioName">The name of the scenario to use for the backtest.</param>
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/// <param name="timeframe">The timeframe for the backtest.</param>
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/// <param name="watchOnly">Whether to only watch the backtest without executing trades.</param>
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/// <param name="startDate">The start date for the backtest.</param>
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/// <param name="endDate">The end date for the backtest.</param>
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/// <param name="balance">The starting balance for the backtest.</param>
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/// <param name="moneyManagementName">The name of the money management strategy to use.</param>
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/// <param name="moneyManagement">The money management strategy details, if not using a named strategy.</param>
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/// <param name="save">Whether to save the backtest results.</param>
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/// <param name="cooldownPeriod">The cooldown period for the backtest.</param>
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/// <param name="maxLossStreak">The maximum loss streak for the backtest.</param>
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/// <returns>The result of the backtest.</returns>
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/// <param name="request">The backtest request containing configuration and parameters.</param>
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/// <returns>The result of the backtest with complete configuration.</returns>
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[HttpPost]
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[Route("Run")]
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public async Task<ActionResult<Backtest>> Run(string accountName,
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BotType botType,
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Ticker ticker,
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string scenarioName,
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Timeframe timeframe,
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bool watchOnly,
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decimal balance,
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string moneyManagementName,
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DateTime startDate,
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DateTime endDate,
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MoneyManagement? moneyManagement = null,
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bool save = false,
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int cooldownPeriod = 1,
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int maxLossStreak = 0)
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public async Task<ActionResult<Backtest>> Run([FromBody] RunBacktestRequest request)
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{
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if (string.IsNullOrEmpty(accountName))
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if (request?.Config == null)
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{
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throw new ArgumentException($"'{nameof(accountName)}' cannot be null or empty.", nameof(accountName));
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return BadRequest("Backtest configuration is required");
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}
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if (string.IsNullOrEmpty(scenarioName))
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if (string.IsNullOrEmpty(request.Config.AccountName))
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{
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throw new ArgumentException($"'{nameof(scenarioName)}' cannot be null or empty.", nameof(scenarioName));
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return BadRequest("Account name is required");
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}
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if (string.IsNullOrEmpty(moneyManagementName) && moneyManagement == null)
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if (string.IsNullOrEmpty(request.Config.ScenarioName))
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{
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throw new ArgumentException(
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$"'{nameof(moneyManagementName)}' and '{nameof(moneyManagement)}' cannot be null or empty.",
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nameof(moneyManagementName));
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return BadRequest("Scenario name is required");
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}
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if (string.IsNullOrEmpty(request.MoneyManagementName) && request.MoneyManagement == null)
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{
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return BadRequest("Either money management name or money management object is required");
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}
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try
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{
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Backtest backtestResult = null;
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var scenario = _scenarioService.GetScenario(scenarioName);
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var account = await _accountService.GetAccount(accountName, true, false);
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var scenario = _scenarioService.GetScenario(request.Config.ScenarioName);
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var account = await _accountService.GetAccount(request.Config.AccountName, true, false);
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var user = await GetUser();
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if (!string.IsNullOrEmpty(moneyManagementName) && moneyManagement is null)
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{
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moneyManagement = await _moneyManagementService.GetMoneyMangement(user, moneyManagementName);
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}
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else
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{
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moneyManagement.FormatPercentage();
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}
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if (scenario == null)
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return BadRequest("No scenario found");
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switch (botType)
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// Get money management
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MoneyManagement moneyManagement;
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if (!string.IsNullOrEmpty(request.MoneyManagementName))
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{
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moneyManagement = await _moneyManagementService.GetMoneyMangement(user, request.MoneyManagementName);
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if (moneyManagement == null)
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return BadRequest("Money management not found");
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}
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else
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{
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moneyManagement = request.MoneyManagement;
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moneyManagement?.FormatPercentage();
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}
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// Update config with money management
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var backtestConfig = new TradingBotConfig
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{
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AccountName = request.Config.AccountName,
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MoneyManagement = moneyManagement,
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Ticker = request.Config.Ticker,
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ScenarioName = request.Config.ScenarioName,
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Timeframe = request.Config.Timeframe,
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IsForWatchingOnly = request.WatchOnly,
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BotTradingBalance = request.Balance,
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BotType = request.Config.BotType,
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IsForBacktest = true,
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CooldownPeriod = request.Config.CooldownPeriod,
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MaxLossStreak = request.Config.MaxLossStreak,
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MaxPositionTimeHours = request.Config.MaxPositionTimeHours,
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FlipOnlyWhenInProfit = request.Config.FlipOnlyWhenInProfit,
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FlipPosition = request.Config.FlipPosition,
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Name = request.Config.Name ?? $"Backtest-{request.Config.ScenarioName}-{DateTime.UtcNow:yyyyMMdd-HHmmss}"
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};
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switch (request.Config.BotType)
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{
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case BotType.SimpleBot:
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break;
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@@ -170,33 +180,37 @@ public class BacktestController : BaseController
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backtestResult = await _backtester.RunScalpingBotBacktest(
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account,
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moneyManagement,
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ticker,
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request.Config.Ticker,
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scenario,
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timeframe,
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balance,
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startDate,
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endDate,
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request.Config.Timeframe,
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request.Balance,
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request.StartDate,
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request.EndDate,
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user,
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watchOnly,
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save,
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cooldownPeriod: cooldownPeriod,
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maxLossStreak: maxLossStreak);
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request.WatchOnly,
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request.Save,
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cooldownPeriod: request.Config.CooldownPeriod,
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maxLossStreak: request.Config.MaxLossStreak,
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maxPositionTimeHours: request.Config.MaxPositionTimeHours,
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flipOnlyWhenInProfit: request.Config.FlipOnlyWhenInProfit);
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break;
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case BotType.FlippingBot:
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backtestResult = await _backtester.RunFlippingBotBacktest(
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account,
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moneyManagement,
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ticker,
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request.Config.Ticker,
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scenario,
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timeframe,
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balance,
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startDate,
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endDate,
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request.Config.Timeframe,
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request.Balance,
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request.StartDate,
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request.EndDate,
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user,
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watchOnly,
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save,
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cooldownPeriod: cooldownPeriod,
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maxLossStreak: maxLossStreak);
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request.WatchOnly,
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request.Save,
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cooldownPeriod: request.Config.CooldownPeriod,
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maxLossStreak: request.Config.MaxLossStreak,
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maxPositionTimeHours: request.Config.MaxPositionTimeHours,
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flipOnlyWhenInProfit: request.Config.FlipOnlyWhenInProfit);
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break;
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}
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@@ -204,6 +218,11 @@ public class BacktestController : BaseController
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return Ok(backtestResult);
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}
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catch (Exception ex)
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{
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return StatusCode(500, $"Error running backtest: {ex.Message}");
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}
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}
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/// <summary>
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/// Notifies subscribers about the backtesting results via SignalR.
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@@ -217,3 +236,49 @@ public class BacktestController : BaseController
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}
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}
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}
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/// <summary>
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/// Request model for running a backtest
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/// </summary>
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public class RunBacktestRequest
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{
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/// <summary>
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/// The trading bot configuration to use for the backtest
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/// </summary>
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public TradingBotConfig Config { get; set; }
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/// <summary>
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/// The start date for the backtest
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/// </summary>
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public DateTime StartDate { get; set; }
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/// <summary>
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/// The end date for the backtest
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/// </summary>
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public DateTime EndDate { get; set; }
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/// <summary>
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/// The starting balance for the backtest
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/// </summary>
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public decimal Balance { get; set; }
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/// <summary>
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/// Whether to only watch the backtest without executing trades
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/// </summary>
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public bool WatchOnly { get; set; } = false;
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/// <summary>
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/// Whether to save the backtest results
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/// </summary>
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public bool Save { get; set; } = false;
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/// <summary>
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/// The name of the money management strategy to use (optional if MoneyManagement is provided)
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/// </summary>
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public string? MoneyManagementName { get; set; }
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/// <summary>
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/// The money management strategy details (optional if MoneyManagementName is provided)
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/// </summary>
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public MoneyManagement? MoneyManagement { get; set; }
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}
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@@ -4,6 +4,7 @@ using Managing.Application.Hubs;
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using Managing.Application.ManageBot.Commands;
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using Managing.Common;
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using Managing.Domain.Bots;
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using Managing.Domain.MoneyManagements;
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using Managing.Domain.Trades;
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using MediatR;
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using Microsoft.AspNetCore.Authorization;
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@@ -142,6 +143,8 @@ public class BotController : BaseController
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BotType = request.BotType,
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CooldownPeriod = request.CooldownPeriod,
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MaxLossStreak = request.MaxLossStreak,
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MaxPositionTimeHours = request.MaxPositionTimeHours,
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FlipOnlyWhenInProfit = request.FlipOnlyWhenInProfit,
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IsForBacktest = false,
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FlipPosition = request.BotType == BotType.FlippingBot,
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Name = request.Name
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@@ -419,7 +422,9 @@ public class BotController : BaseController
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AccountName = item.Config.AccountName,
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MoneyManagement = item.Config.MoneyManagement,
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Identifier = item.Identifier,
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AgentName = item.User.AgentName
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AgentName = item.User.AgentName,
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MaxPositionTimeHours = item.Config.MaxPositionTimeHours,
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FlipOnlyWhenInProfit = item.Config.FlipOnlyWhenInProfit
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});
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}
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@@ -543,6 +548,102 @@ public class BotController : BaseController
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return StatusCode(500, $"Error closing position: {ex.Message}");
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}
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}
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/// <summary>
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/// Updates the configuration of a running bot
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/// </summary>
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/// <param name="request">The request containing the new bot configuration</param>
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/// <returns>A response indicating the result of the operation</returns>
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[HttpPut]
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[Route("UpdateConfig")]
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public async Task<ActionResult<string>> UpdateBotConfig([FromBody] UpdateBotConfigRequest request)
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{
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try
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{
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// Check if user owns the account
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if (!await UserOwnsBotAccount(request.Identifier))
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{
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return Forbid("You don't have permission to update this bot's configuration");
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}
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var activeBots = _botService.GetActiveBots();
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var bot = activeBots.FirstOrDefault(b => b.Identifier == request.Identifier);
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if (bot == null)
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{
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return NotFound($"Bot with identifier {request.Identifier} not found or is not running");
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}
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// Get the user for validation
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var user = await GetUser();
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// Validate money management if provided
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MoneyManagement moneyManagement = null;
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if (!string.IsNullOrEmpty(request.MoneyManagementName))
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{
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moneyManagement = await _moneyManagementService.GetMoneyMangement(user, request.MoneyManagementName);
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if (moneyManagement == null)
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{
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return BadRequest("Money management not found");
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}
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}
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else
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{
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// Keep existing money management if not provided
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moneyManagement = bot.Config.MoneyManagement;
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}
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// Validate account if provided
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if (!string.IsNullOrEmpty(request.AccountName))
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{
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var account = await _accountService.GetAccount(request.AccountName, true, false);
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if (account == null || account.User?.Name != user.Name)
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{
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return BadRequest("Account not found or you don't have permission to use this account");
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}
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}
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// Create updated configuration
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var updatedConfig = new TradingBotConfig
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{
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AccountName = !string.IsNullOrEmpty(request.AccountName) ? request.AccountName : bot.Config.AccountName,
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MoneyManagement = moneyManagement,
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Ticker = request.Ticker ?? bot.Config.Ticker,
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ScenarioName = !string.IsNullOrEmpty(request.ScenarioName) ? request.ScenarioName : bot.Config.ScenarioName,
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Timeframe = request.Timeframe ?? bot.Config.Timeframe,
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IsForWatchingOnly = request.IsForWatchingOnly ?? bot.Config.IsForWatchingOnly,
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BotTradingBalance = request.BotTradingBalance ?? bot.Config.BotTradingBalance,
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BotType = bot.Config.BotType, // Bot type cannot be changed
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CooldownPeriod = request.CooldownPeriod ?? bot.Config.CooldownPeriod,
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MaxLossStreak = request.MaxLossStreak ?? bot.Config.MaxLossStreak,
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MaxPositionTimeHours = request.MaxPositionTimeHours ?? bot.Config.MaxPositionTimeHours,
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FlipOnlyWhenInProfit = request.FlipOnlyWhenInProfit ?? bot.Config.FlipOnlyWhenInProfit,
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IsForBacktest = bot.Config.IsForBacktest, // Cannot be changed for running bots
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FlipPosition = request.FlipPosition ?? bot.Config.FlipPosition,
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Name = !string.IsNullOrEmpty(request.Name) ? request.Name : bot.Config.Name
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};
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// Validate the updated configuration
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if (updatedConfig.BotTradingBalance <= Constants.GMX.Config.MinimumPositionAmount)
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{
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return BadRequest($"Bot trading balance must be greater than {Constants.GMX.Config.MinimumPositionAmount}");
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}
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// Update the bot's configuration
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var updateCommand = new UpdateBotConfigCommand(request.Identifier, updatedConfig);
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var result = await _mediator.Send(updateCommand);
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_logger.LogInformation($"Bot configuration update result for {request.Identifier} by user {user.Name}: {result}");
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await NotifyBotSubscriberAsync();
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return Ok(result);
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}
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catch (Exception ex)
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{
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_logger.LogError(ex, "Error updating bot configuration");
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return StatusCode(500, $"Error updating bot configuration: {ex.Message}");
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}
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}
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}
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/// <summary>
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||||
@@ -627,7 +728,107 @@ public class StartBotRequest
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/// </summary>
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||||
public decimal InitialTradingBalance { get; set; }
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||||
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||||
/// <summary>
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||||
/// The cooldown period in candles between positions
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||||
/// </summary>
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||||
public int CooldownPeriod { get; set; }
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||||
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||||
/// <summary>
|
||||
/// The maximum number of consecutive losses before stopping
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||||
/// </summary>
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||||
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; }
|
||||
}
|
||||
@@ -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; }
|
||||
}
|
||||
}
|
||||
@@ -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);
|
||||
|
||||
@@ -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);
|
||||
}
|
||||
}
|
||||
@@ -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);
|
||||
|
||||
@@ -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; }
|
||||
}
|
||||
@@ -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(
|
||||
|
||||
@@ -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;
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -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
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -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}";
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -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;
|
||||
}
|
||||
}
|
||||
@@ -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;
|
||||
}
|
||||
@@ -1,6 +1,6 @@
|
||||
import React from 'react'
|
||||
|
||||
import type { IModalProps } from '../../../global/type'
|
||||
import type {IModalProps} from '../../../global/type'
|
||||
|
||||
import ModalHeader from './ModalHeader'
|
||||
|
||||
@@ -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}
|
||||
|
||||
@@ -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 '
|
||||
@@ -50,33 +59,81 @@ 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
|
||||
.bot_Start(request)
|
||||
.then((botStatus: string) => {
|
||||
t.update('info', 'Bot status :' + botStatus)
|
||||
t.update('info', 'Bot status: ' + botStatus)
|
||||
})
|
||||
.catch((err) => {
|
||||
t.update('error', 'Error :' + err)
|
||||
t.update('error', 'Error: ' + err)
|
||||
})
|
||||
}
|
||||
|
||||
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>
|
||||
)
|
||||
}
|
||||
|
||||
@@ -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
|
||||
|
||||
@@ -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'
|
||||
|
||||
|
||||
@@ -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])
|
||||
|
||||
@@ -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}
|
||||
</>
|
||||
)
|
||||
|
||||
@@ -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'
|
||||
|
||||
@@ -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;
|
||||
|
||||
@@ -114,6 +114,8 @@ export type IBacktestsFormInput = {
|
||||
endDate: string
|
||||
cooldownPeriod: number
|
||||
maxLossStreak: number
|
||||
maxPositionTimeHours?: number | null
|
||||
flipOnlyWhenInProfit?: boolean
|
||||
}
|
||||
|
||||
export type IBacktestCards = {
|
||||
|
||||
Reference in New Issue
Block a user