Add genetic grain

This commit is contained in:
2025-09-17 17:35:53 +07:00
parent 3e5b215640
commit 900405b3de
7 changed files with 161 additions and 10 deletions

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@@ -1,4 +1,5 @@
using Orleans;
using Orleans.Concurrency;
namespace Managing.Application.Abstractions.Grains;
@@ -15,5 +16,6 @@ public interface IBundleBacktestGrain : IGrainWithGuidKey
/// The RequestId is determined by the grain's primary key
/// </summary>
/// <returns>Task representing the async operation</returns>
[OneWay]
Task ProcessBundleRequestAsync();
}
}

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@@ -0,0 +1,19 @@
using Orleans;
using Orleans.Concurrency;
namespace Managing.Application.Abstractions.Grains;
/// <summary>
/// Orleans grain interface for Genetic Backtest operations.
/// Uses the genetic request ID as the primary key (string).
/// The grain processes a single genetic request identified by its primary key.
/// </summary>
public interface IGeneticBacktestGrain : IGrainWithStringKey
{
/// <summary>
/// Processes the genetic backtest request for this grain's RequestId.
/// The RequestId is determined by the grain's primary key.
/// </summary>
[OneWay]
Task ProcessGeneticRequestAsync();
}

View File

@@ -64,7 +64,7 @@ public class BacktestTradingBotGrain : Grain, IBacktestTradingBotGrain
// Create a fresh TradingBotBase instance for this backtest
var tradingBot = await CreateTradingBotInstance(config);
tradingBot.Account = user.Accounts.First(a => a.Name == config.AccountName);
tradingBot.Account = user.Accounts.First();
var totalCandles = candles.Count;
var currentCandle = 0;

View File

@@ -1,5 +1,6 @@
using System.Text.Json;
using GeneticSharp;
using Managing.Application.Abstractions.Grains;
using Managing.Application.Abstractions.Repositories;
using Managing.Application.Abstractions.Services;
using Managing.Core;
@@ -26,6 +27,7 @@ public class GeneticService : IGeneticService
private readonly ILogger<GeneticService> _logger;
private readonly IMessengerService _messengerService;
private readonly IServiceScopeFactory _serviceScopeFactory;
private readonly IGrainFactory _grainFactory;
// Predefined parameter ranges for each indicator (matching backtestGenetic.tsx)
public static readonly Dictionary<string, (double min, double max)> ParameterRanges = new()
@@ -193,13 +195,15 @@ public class GeneticService : IGeneticService
IBacktester backtester,
ILogger<GeneticService> logger,
IMessengerService messengerService,
IServiceScopeFactory serviceScopeFactory)
IServiceScopeFactory serviceScopeFactory,
IGrainFactory grainFactory)
{
_geneticRepository = geneticRepository;
_backtester = backtester;
_logger = logger;
_messengerService = messengerService;
_serviceScopeFactory = serviceScopeFactory;
_grainFactory = grainFactory;
}
public GeneticRequest CreateGeneticRequest(
@@ -240,6 +244,18 @@ public class GeneticService : IGeneticService
};
_geneticRepository.InsertGeneticRequestForUser(user, geneticRequest);
// Trigger Orleans grain to process this request asynchronously
try
{
var grain = _grainFactory.GetGrain<IGeneticBacktestGrain>(id);
_ = grain.ProcessGeneticRequestAsync();
}
catch (Exception ex)
{
_logger.LogWarning(ex, "Failed to trigger GeneticBacktestGrain for request {RequestId}", id);
}
return geneticRequest;
}
@@ -888,7 +904,7 @@ public class TradingBotFitness : IFitness
// Run backtest using scoped service to avoid DbContext concurrency issues
var lightBacktest = ServiceScopeHelpers.WithScopedService<IBacktester, LightBacktest>(
_serviceScopeFactory,
backtester => backtester.RunTradingBotBacktest(
async backtester => await backtester.RunTradingBotBacktest(
config,
_request.StartDate,
_request.EndDate,
@@ -896,12 +912,9 @@ public class TradingBotFitness : IFitness
true,
false, // Don't include candles
_request.RequestId,
new
{
generation = currentGeneration
}
new GeneticBacktestMetadata(currentGeneration, _request.RequestId)
)
).Result;
).GetAwaiter().GetResult();
// Calculate multi-objective fitness based on backtest results
var fitness = CalculateFitness(lightBacktest, config);
@@ -912,7 +925,7 @@ public class TradingBotFitness : IFitness
{
_logger.LogWarning("Fitness evaluation failed for chromosome: {Message}", ex.Message);
// Return low fitness for failed backtests
return 0.1;
return 0;
}
}

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@@ -0,0 +1,90 @@
using Managing.Application.Abstractions.Grains;
using Managing.Application.Abstractions.Services;
using Managing.Core;
using Managing.Domain.Accounts;
using Managing.Domain.Backtests;
using Microsoft.Extensions.DependencyInjection;
using Microsoft.Extensions.Logging;
using Orleans.Concurrency;
namespace Managing.Application.Grains;
/// <summary>
/// Stateless worker grain for processing genetic backtest requests.
/// Uses the genetic request ID (string) as the primary key.
/// </summary>
[StatelessWorker]
public class GeneticBacktestGrain : Grain, IGeneticBacktestGrain
{
private readonly ILogger<GeneticBacktestGrain> _logger;
private readonly IServiceScopeFactory _scopeFactory;
public GeneticBacktestGrain(
ILogger<GeneticBacktestGrain> logger,
IServiceScopeFactory scopeFactory)
{
_logger = logger;
_scopeFactory = scopeFactory;
}
public async Task ProcessGeneticRequestAsync()
{
var requestId = this.GetPrimaryKeyString();
try
{
using var scope = _scopeFactory.CreateScope();
var geneticService = scope.ServiceProvider.GetRequiredService<IGeneticService>();
// Load the request by status lists and filter by ID (Pending first, then Failed for retries)
var pending = await geneticService.GetGeneticRequestsAsync(GeneticRequestStatus.Pending);
var failed = await geneticService.GetGeneticRequestsAsync(GeneticRequestStatus.Failed);
var request = pending.Concat(failed).FirstOrDefault(r => r.RequestId == requestId);
if (request == null)
{
_logger.LogWarning("[GeneticBacktestGrain] Request {RequestId} not found among pending/failed.",
requestId);
return;
}
// Mark running
request.Status = GeneticRequestStatus.Running;
await geneticService.UpdateGeneticRequestAsync(request);
request.User.Accounts = await ServiceScopeHelpers.WithScopedService<IAccountService, List<Account>>(_scopeFactory,
async accountService => (await accountService.GetAccountsByUserAsync(request.User)).ToList());
// Run GA
var result = await geneticService.RunGeneticAlgorithm(request, CancellationToken.None);
// Update final state
request.Status = GeneticRequestStatus.Completed;
request.CompletedAt = DateTime.UtcNow;
request.BestFitness = result.BestFitness;
request.BestIndividual = result.BestIndividual;
request.ProgressInfo = result.ProgressInfo;
await geneticService.UpdateGeneticRequestAsync(request);
_logger.LogInformation("[GeneticBacktestGrain] Completed request {RequestId}", requestId);
}
catch (Exception ex)
{
_logger.LogError(ex, "[GeneticBacktestGrain] Error processing request {RequestId}", requestId);
try
{
using var scope = _scopeFactory.CreateScope();
var geneticService = scope.ServiceProvider.GetRequiredService<IGeneticService>();
var running = await geneticService.GetGeneticRequestsAsync(GeneticRequestStatus.Running);
var req = running.FirstOrDefault(r => r.RequestId == requestId) ?? new GeneticRequest(requestId);
req.Status = GeneticRequestStatus.Failed;
req.ErrorMessage = ex.Message;
req.CompletedAt = DateTime.UtcNow;
await geneticService.UpdateGeneticRequestAsync(req);
}
catch
{
}
}
}
}

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@@ -0,0 +1,26 @@
using Orleans;
namespace Managing.Domain.Backtests;
/// <summary>
/// Metadata class for genetic algorithm backtests.
/// This class is designed to be Orleans-serializable.
/// </summary>
[GenerateSerializer]
public class GeneticBacktestMetadata
{
[Id(0)] public int Generation { get; set; }
[Id(1)] public string RequestId { get; set; } = string.Empty;
[Id(2)] public DateTime CreatedAt { get; set; } = DateTime.UtcNow;
public GeneticBacktestMetadata()
{
}
public GeneticBacktestMetadata(int generation, string requestId = null)
{
Generation = generation;
RequestId = requestId ?? string.Empty;
CreatedAt = DateTime.UtcNow;
}
}

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@@ -23,4 +23,5 @@ public class LightBacktest
[Id(10)] public double? SharpeRatio { get; set; }
[Id(11)] public double Score { get; set; }
[Id(12)] public string ScoreMessage { get; set; } = string.Empty;
[Id(13)] public object Metadata { get; set; }
}