Remove candle from backtest

This commit is contained in:
2025-07-08 23:36:21 +07:00
parent 3439f13156
commit 9c01dce461
13 changed files with 367 additions and 68 deletions

View File

@@ -1,11 +1,14 @@
using Managing.Application.Abstractions.Repositories;
using Managing.Application.Abstractions.Services;
using Managing.Core.FixedSizedQueue;
using Managing.Domain.Accounts;
using Managing.Domain.Bots;
using Managing.Domain.Candles;
using Managing.Domain.Scenarios;
using Managing.Domain.Shared.Helpers;
using Managing.Domain.Statistics;
using Managing.Domain.Strategies;
using Managing.Domain.Strategies.Base;
using Managing.Domain.Synth.Models;
using Managing.Domain.Trades;
using Managing.Infrastructure.Evm.Models.Privy;
@@ -423,4 +426,50 @@ public class TradingService : ITradingService
return await _synthPredictionService.MonitorPositionRiskAsync(ticker, direction, currentPrice, liquidationPrice,
positionIdentifier, botConfig);
}
/// <summary>
/// Calculates indicators values for a given scenario and candles.
/// </summary>
/// <param name="scenario">The scenario containing indicators.</param>
/// <param name="candles">The candles to calculate indicators for.</param>
/// <returns>A dictionary of indicator types to their calculated values.</returns>
public async Task<Dictionary<IndicatorType, IndicatorsResultBase>> CalculateIndicatorsValuesAsync(
Scenario scenario,
List<Candle> candles)
{
var indicatorsValues = new Dictionary<IndicatorType, IndicatorsResultBase>();
if (scenario?.Indicators == null || scenario.Indicators.Count == 0)
{
return indicatorsValues;
}
// Convert candles to FixedSizeQueue for indicators
var fixedCandles = new FixedSizeQueue<Candle>(10000);
foreach (var candle in candles)
{
fixedCandles.Enqueue(candle);
}
// Build indicators from scenario
foreach (var indicator in scenario.Indicators)
{
try
{
// Build the indicator using ScenarioHelpers
var builtIndicator = ScenarioHelpers.BuildIndicator(indicator, 10000);
builtIndicator.Candles = fixedCandles;
indicatorsValues[indicator.Type] = builtIndicator.GetIndicatorValues();
}
catch (Exception ex)
{
// Log the error but continue with other indicators
_logger.LogError(ex, "Error calculating indicator {IndicatorName}: {ErrorMessage}",
indicator.Name, ex.Message);
}
}
return indicatorsValues;
}
}