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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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53
src/Managing.Application/Backtesting/Backtester.cs
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@@ -183,19 +183,44 @@ namespace Managing.Application.Backtesting
throw new Exception("No candle to backtest");
}
var totalCandles = candles.Count;
var currentCandle = 0;
var lastLoggedPercentage = 0;
_logger.LogInformation("Starting backtest with {TotalCandles} candles for {Ticker} on {Timeframe}",
totalCandles, config.Ticker, config.Timeframe);
bot.WalletBalances.Add(candles.FirstOrDefault().Date, config.BotTradingBalance);
foreach (var candle in candles)
{
bot.OptimizedCandles.Enqueue(candle);
bot.Candles.Add(candle);
bot.Run();
currentCandle++;
// Log progress every 10% or every 1000 candles, whichever comes first
var currentPercentage = (int)((double)currentCandle / totalCandles * 100);
var shouldLog = currentPercentage >= lastLoggedPercentage + 10 ||
currentCandle % 1000 == 0 ||
currentCandle == totalCandles;
if (shouldLog && currentPercentage > lastLoggedPercentage)
{
_logger.LogInformation(
"Backtest progress: {CurrentCandle}/{TotalCandles} ({Percentage}%) - Processing candle from {CandleDate}",
currentCandle, totalCandles, currentPercentage, candle.Date.ToString("yyyy-MM-dd HH:mm"));
lastLoggedPercentage = currentPercentage;
}
}
bot.Candles = new HashSet<Candle>(candles);
bot.UpdateIndicatorsValues();
_logger.LogInformation("Backtest processing completed. Calculating final results...");
var strategies = _scenarioService.GetStrategies();
var strategiesValues = GetStrategiesValues(strategies, candles);
bot.Candles = new HashSet<Candle>(candles);
// bot.UpdateIndicatorsValues();
var indicatorsValues = GetIndicatorsValues(bot.Config.Scenario.Indicators, candles);
var finalPnl = bot.GetProfitAndLoss();
var winRate = bot.GetWinRate();
@@ -230,7 +255,7 @@ namespace Managing.Application.Backtesting
WalletBalances = bot.WalletBalances.ToList(),
Statistics = stats,
OptimizedMoneyManagement = optimizedMoneyManagement,
StrategiesValues = AggregateValues(strategiesValues, bot.IndicatorsValues),
IndicatorsValues = AggregateValues(indicatorsValues, bot.IndicatorsValues),
Score = score
};
@@ -238,14 +263,14 @@ namespace Managing.Application.Backtesting
}
private Dictionary<IndicatorType, IndicatorsResultBase> AggregateValues(
Dictionary<IndicatorType, IndicatorsResultBase> strategiesValues,
Dictionary<IndicatorType, IndicatorsResultBase> indicatorsValues,
Dictionary<IndicatorType, IndicatorsResultBase> botStrategiesValues)
{
// Foreach strategy type, only retrieve the values where the strategy is not present already in the bot
// Then, add the values to the bot values
var result = new Dictionary<IndicatorType, IndicatorsResultBase>();
foreach (var strategy in strategiesValues)
foreach (var indicator in indicatorsValues)
{
// if (!botStrategiesValues.ContainsKey(strategy.Key))
// {
@@ -255,29 +280,29 @@ namespace Managing.Application.Backtesting
// result[strategy.Key] = botStrategiesValues[strategy.Key];
// }
result[strategy.Key] = strategy.Value;
result[indicator.Key] = indicator.Value;
}
return result;
}
private Dictionary<IndicatorType, IndicatorsResultBase> GetStrategiesValues(IEnumerable<Indicator> strategies,
private Dictionary<IndicatorType, IndicatorsResultBase> GetIndicatorsValues(List<Indicator> indicators,
List<Candle> candles)
{
var strategiesValues = new Dictionary<IndicatorType, IndicatorsResultBase>();
var indicatorsValues = new Dictionary<IndicatorType, IndicatorsResultBase>();
var fixedCandles = new FixedSizeQueue<Candle>(10000);
foreach (var candle in candles)
{
fixedCandles.Enqueue(candle);
}
foreach (var strategy in strategies)
foreach (var indicator in indicators)
{
try
{
var s = ScenarioHelpers.BuildIndicator(strategy, 10000);
var s = ScenarioHelpers.BuildIndicator(indicator, 10000);
s.Candles = fixedCandles;
strategiesValues[strategy.Type] = s.GetStrategyValues();
indicatorsValues[indicator.Type] = s.GetIndicatorValues();
}
catch (Exception e)
{
@@ -285,7 +310,7 @@ namespace Managing.Application.Backtesting
}
}
return strategiesValues;
return indicatorsValues;
}
public bool DeleteBacktest(string id)