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Add synthApi (#27)

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* Add synthApi

* Put confidence for Synth proba

* Update the code

* Update readme

* Fix bootstraping

* fix github build

* Update the endpoints for scenario

* Add scenario and update backtest modal

* Update bot modal

* Update interfaces for synth

* add synth to backtest

* Add Kelly criterion and better signal

* Update signal confidence

* update doc

* save leaderboard and prediction

* Update nswag to generate ApiClient in the correct path

* Unify the trading modal

* Save miner and prediction

* Update messaging and block new signal until position not close when flipping off

* Rename strategies to indicators

* Update doc

* Update chart + add signal name

* Fix signal direction

* Update docker webui

* remove crypto npm

* Clean
This commit is contained in:
Oda
2025-07-03 00:13:42 +07:00
committed by GitHub
parent 453806356d
commit a547c4a040
103 changed files with 9916 additions and 810 deletions
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81
src/Managing.Api/Controllers/BacktestController.cs
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@@ -1,9 +1,12 @@
using Managing.Application.Abstractions;
using Managing.Api.Models.Requests;
using Managing.Application.Abstractions;
using Managing.Application.Abstractions.Services;
using Managing.Application.Hubs;
using Managing.Domain.Backtests;
using Managing.Domain.Bots;
using Managing.Domain.MoneyManagements;
using Managing.Domain.Scenarios;
using Managing.Domain.Strategies;
using Microsoft.AspNetCore.Authorization;
using Microsoft.AspNetCore.Mvc;
using Microsoft.AspNetCore.SignalR;
@@ -123,7 +126,7 @@ public class BacktestController : BaseController
return BadRequest("Either scenario name or scenario object is required");
}
if (string.IsNullOrEmpty(request.MoneyManagementName) && request.MoneyManagement == null)
if (string.IsNullOrEmpty(request.Config.MoneyManagementName) && request.Config.MoneyManagement == null)
{
return BadRequest("Either money management name or money management object is required");
}
@@ -136,26 +139,58 @@ public class BacktestController : BaseController
// Get money management
MoneyManagement moneyManagement;
if (!string.IsNullOrEmpty(request.MoneyManagementName))
if (!string.IsNullOrEmpty(request.Config.MoneyManagementName))
{
moneyManagement = await _moneyManagementService.GetMoneyMangement(user, request.MoneyManagementName);
moneyManagement =
await _moneyManagementService.GetMoneyMangement(user, request.Config.MoneyManagementName);
if (moneyManagement == null)
return BadRequest("Money management not found");
}
else
{
moneyManagement = request.MoneyManagement;
moneyManagement = Map(request.Config.MoneyManagement);
moneyManagement?.FormatPercentage();
}
// Update config with money management - TradingBot will handle scenario loading
// Handle scenario - either from ScenarioRequest or ScenarioName
Scenario scenario = null;
if (request.Config.Scenario != null)
{
// Convert ScenarioRequest to Scenario domain object
scenario = new Scenario(request.Config.Scenario.Name, request.Config.Scenario.LoopbackPeriod)
{
User = user
};
// Convert IndicatorRequest objects to Indicator domain objects
foreach (var indicatorRequest in request.Config.Scenario.Indicators)
{
var indicator = new Indicator(indicatorRequest.Name, indicatorRequest.Type)
{
SignalType = indicatorRequest.SignalType,
MinimumHistory = indicatorRequest.MinimumHistory,
Period = indicatorRequest.Period,
FastPeriods = indicatorRequest.FastPeriods,
SlowPeriods = indicatorRequest.SlowPeriods,
SignalPeriods = indicatorRequest.SignalPeriods,
Multiplier = indicatorRequest.Multiplier,
SmoothPeriods = indicatorRequest.SmoothPeriods,
StochPeriods = indicatorRequest.StochPeriods,
CyclePeriods = indicatorRequest.CyclePeriods,
User = user
};
scenario.AddIndicator(indicator);
}
}
// Convert TradingBotConfigRequest to TradingBotConfig for backtest
var backtestConfig = new TradingBotConfig
{
AccountName = request.Config.AccountName,
MoneyManagement = moneyManagement,
Ticker = request.Config.Ticker,
ScenarioName = request.Config.ScenarioName,
Scenario = request.Config.Scenario,
Scenario = scenario, // Use the converted scenario object
Timeframe = request.Config.Timeframe,
IsForWatchingOnly = request.WatchOnly,
BotTradingBalance = request.Balance,
@@ -165,10 +200,14 @@ public class BacktestController : BaseController
MaxLossStreak = request.Config.MaxLossStreak,
MaxPositionTimeHours = request.Config.MaxPositionTimeHours,
FlipOnlyWhenInProfit = request.Config.FlipOnlyWhenInProfit,
FlipPosition = request.Config.FlipPosition,
FlipPosition = request.Config.BotType == BotType.FlippingBot, // Computed based on BotType
Name = request.Config.Name ??
$"Backtest-{request.Config.ScenarioName ?? request.Config.Scenario?.Name ?? "Custom"}-{DateTime.UtcNow:yyyyMMdd-HHmmss}",
CloseEarlyWhenProfitable = request.Config.CloseEarlyWhenProfitable,
UseSynthApi = request.Config.UseSynthApi,
UseForPositionSizing = request.Config.UseForPositionSizing,
UseForSignalFiltering = request.Config.UseForSignalFiltering,
UseForDynamicStopLoss = request.Config.UseForDynamicStopLoss
};
switch (request.Config.BotType)
@@ -208,6 +247,18 @@ public class BacktestController : BaseController
await _hubContext.Clients.All.SendAsync("BacktestsSubscription", backtesting);
}
}
public MoneyManagement Map(MoneyManagementRequest moneyManagementRequest)
{
return new MoneyManagement
{
Name = moneyManagementRequest.Name,
StopLoss = moneyManagementRequest.StopLoss,
TakeProfit = moneyManagementRequest.TakeProfit,
Leverage = moneyManagementRequest.Leverage,
Timeframe = moneyManagementRequest.Timeframe
};
}
}
/// <summary>
@@ -216,9 +267,9 @@ public class BacktestController : BaseController
public class RunBacktestRequest
{
/// <summary>
/// The trading bot configuration to use for the backtest
/// The trading bot configuration request to use for the backtest
/// </summary>
public TradingBotConfig Config { get; set; }
public TradingBotConfigRequest Config { get; set; }
/// <summary>
/// The start date for the backtest
@@ -244,14 +295,4 @@ public class RunBacktestRequest
/// Whether to save the backtest results
/// </summary>
public bool Save { get; set; } = false;
/// <summary>
/// The name of the money management to use (optional if MoneyManagement is provided)
/// </summary>
public string? MoneyManagementName { get; set; }
/// <summary>
/// The money management details (optional if MoneyManagementName is provided)
/// </summary>
public MoneyManagement? MoneyManagement { get; set; }
}