Add save only for bundle backtest

src/Managing.Api/Controllers/BacktestController.cs

@@ -655,7 +655,7 @@ public class BacktestController : BaseController
                 Name = request.Name
             };
 
-            _backtester.InsertBundleBacktestRequestForUser(user, bundleRequest);
+            await _backtester.InsertBundleBacktestRequestForUserAsync(user, bundleRequest, request.SaveAsTemplate);
             return Ok(bundleRequest);
         }
         catch (Exception ex)

src/Managing.Api/Models/Requests/RunBundleBacktestRequest.cs

@@ -38,4 +38,10 @@ public class RunBundleBacktestRequest
     /// </summary>
     [Required]
     public List<Ticker> TickerVariants { get; set; } = new();
+
+    /// <summary>
+    /// Save only the request as a template
+    /// </summary>
+    [Required]
+    public bool SaveAsTemplate { get; set; } = false;
 }

src/Managing.Application.Abstractions/Services/IBacktester.cs

@@ -84,9 +84,7 @@ namespace Managing.Application.Abstractions.Services
         Task<bool> DeleteBacktestsByRequestIdAsync(Guid requestId);
         Task<int> DeleteBacktestsByFiltersAsync(User user, BacktestsFilter filter);
 
-        // Bundle backtest methods
+        Task InsertBundleBacktestRequestForUserAsync(User user, BundleBacktestRequest bundleRequest, bool saveAsTemplate = false);
-        void InsertBundleBacktestRequestForUser(User user, BundleBacktestRequest bundleRequest);
-        Task InsertBundleBacktestRequestForUserAsync(User user, BundleBacktestRequest bundleRequest);
         IEnumerable<BundleBacktestRequest> GetBundleBacktestRequestsByUser(User user);
         Task<IEnumerable<BundleBacktestRequest>> GetBundleBacktestRequestsByUserAsync(User user);
         BundleBacktestRequest? GetBundleBacktestRequestByIdForUser(User user, Guid id);

src/Managing.Application/Backtests/Backtester.cs

@@ -455,22 +455,16 @@ namespace Managing.Application.Backtests
             return (backtests, totalCount);
         }
 
-        // Bundle backtest methods
+        public async Task InsertBundleBacktestRequestForUserAsync(User user, BundleBacktestRequest bundleRequest, bool saveAsTemplate = false)
-        public void InsertBundleBacktestRequestForUser(User user, BundleBacktestRequest bundleRequest)
-        {
-            _backtestRepository.InsertBundleBacktestRequestForUser(user, bundleRequest);
-
-            // Trigger the BundleBacktestGrain to process this request
-            TriggerBundleBacktestGrain(bundleRequest.RequestId);
-        }
-
-        public async Task InsertBundleBacktestRequestForUserAsync(User user, BundleBacktestRequest bundleRequest)
         {
             await _backtestRepository.InsertBundleBacktestRequestForUserAsync(user, bundleRequest);
 
+            if (!saveAsTemplate)
+            {
                 // Trigger the BundleBacktestGrain to process this request
                 await TriggerBundleBacktestGrainAsync(bundleRequest.RequestId);
             }
+        }
 
         public IEnumerable<BundleBacktestRequest> GetBundleBacktestRequestsByUser(User user)
         {

src/Managing.Application/Grains/PlatformSummaryGrain.cs

@@ -3,7 +3,6 @@ using Managing.Application.Abstractions.Grains;
 using Managing.Application.Abstractions.Services;
 using Managing.Application.Orleans;
 using Managing.Domain.Candles;
-using Managing.Domain.Shared.Helpers;
 using Managing.Domain.Trades;
 using Microsoft.Extensions.Logging;
 using static Managing.Common.Enums;
@@ -174,10 +173,33 @@ public class PlatformSummaryGrain : Grain, IPlatformSummaryGrain, IRemindable
             {
                 if (!position.IsValidForMetrics()) continue;
 
-                // Calculate volume using the dedicated method
+                // Calculate volume using the same logic as daily snapshots for consistency
-                var positionVolume = TradingHelpers.GetVolumeForPosition(position);
+                // Opening volume is always counted (for positions opened on or before today)
+                var openVolume = position.Open.Price * position.Open.Quantity * position.Open.Leverage;
+                var closingVolume = 0m;
 
-                // Track total volume from ALL positions for debugging
+                // Only include closing volume from trades that are filled
+                if (position.Status == PositionStatus.Finished || position.Status == PositionStatus.Flipped)
+                {
+                    if (position.StopLoss?.Status == TradeStatus.Filled)
+                    {
+                        closingVolume += position.StopLoss.Price * position.StopLoss.Quantity * position.StopLoss.Leverage;
+                    }
+
+                    if (position.TakeProfit1?.Status == TradeStatus.Filled)
+                    {
+                        closingVolume += position.TakeProfit1.Price * position.TakeProfit1.Quantity * position.TakeProfit1.Leverage;
+                    }
+
+                    if (position.TakeProfit2?.Status == TradeStatus.Filled)
+                    {
+                        closingVolume += position.TakeProfit2.Price * position.TakeProfit2.Quantity * position.TakeProfit2.Leverage;
+                    }
+                }
+
+                var positionVolume = openVolume + closingVolume;
+                
+                // Track total volume from ALL positions (this is the true cumulative volume)
                 totalVolumeFromAllPositions += positionVolume;
 
                 // For cumulative volume: only add volume from positions created AFTER last snapshot
@@ -377,10 +399,18 @@ public class PlatformSummaryGrain : Grain, IPlatformSummaryGrain, IRemindable
     {
         _logger.LogInformation("Taking daily snapshot");
 
-        // Add daily snapshot
+        // Before taking today's snapshot, fill any missing snapshots from previous days
+        // This ensures we don't have gaps in the historical data
+        await FillMissingDailySnapshotsAsync();
+
+        // Refresh data to get the latest metrics
+        await RefreshDataAsync();
+
+        // Add daily snapshot for today
+        var today = DateTime.UtcNow.Date;
         var dailySnapshot = new DailySnapshot
         {
-            Date = DateTime.UtcNow.Date,
+            Date = today,
             TotalAgents = _state.State.TotalAgents,
             TotalStrategies = _state.State.TotalActiveStrategies,
             TotalVolume = _state.State.TotalPlatformVolume,
@@ -388,20 +418,33 @@ public class PlatformSummaryGrain : Grain, IPlatformSummaryGrain, IRemindable
             NetPnL = _state.State.NetPnL,
             TotalOpenInterest = _state.State.OpenInterest,
             TotalLifetimePositionCount = _state.State.TotalLifetimePositionCount,
+            TotalPlatformFees = (int)_state.State.TotalPlatformFees,
         };
 
+        // Only add if we don't already have a snapshot for today
+        if (!_state.State.DailySnapshots.Any(s => s.Date.Date == today))
+        {
             _state.State.DailySnapshots.Add(dailySnapshot);
+            _logger.LogInformation("Created daily snapshot for {Date}: Volume={Volume}, PnL={PnL}, Positions={Positions}",
+                today, dailySnapshot.TotalVolume, dailySnapshot.TotalPnL, dailySnapshot.TotalLifetimePositionCount);
+        }
+        else
+        {
+            _logger.LogWarning("Daily snapshot for {Date} already exists, skipping", today);
+        }
 
         // Keep only last 60 days
         var cutoff = DateTime.UtcNow.AddDays(-60);
         _state.State.DailySnapshots.RemoveAll(s => s.Date < cutoff);
 
-        _state.State.LastSnapshot = DateTime.UtcNow;
+        _state.State.LastSnapshot = today;
 
         // Reset the volume updated by events flag daily to allow periodic refresh from strategies
         _state.State.VolumeUpdatedByEvents = false;
 
         await _state.WriteStateAsync();
+
+        _logger.LogInformation("Daily snapshot complete. Total snapshots: {Count}", _state.State.DailySnapshots.Count);
     }
 
     private bool IsDataStale()
@@ -516,27 +559,31 @@ public class PlatformSummaryGrain : Grain, IPlatformSummaryGrain, IRemindable
 
             // Get all positions to calculate missing snapshots
             var positions = await _tradingService.GetAllDatabasePositionsAsync();
-
-            if (!positions.Any())
-            {
-                _logger.LogInformation("No positions found, skipping gap filling");
-                return;
-            }
-
-            // Find the date range we need to cover
-            var earliestPositionDate = positions.Min(p => p.Date).Date;
-            var latestPositionDate = positions.Max(p => p.Date).Date;
             var today = DateTime.UtcNow.Date;
 
             // Determine the start date for gap filling
-            var startDate = _state.State.DailySnapshots.Any()
+            DateTime startDate;
-                ? _state.State.DailySnapshots.Max(s => s.Date).AddDays(1)
+            if (_state.State.DailySnapshots.Any())
-                : earliestPositionDate;
+            {
+                startDate = _state.State.DailySnapshots.Max(s => s.Date).Date.AddDays(1);
+            }
+            else if (positions.Any())
+            {
+                // Start from the first position date
+                startDate = positions.Min(p => p.Date).Date;
+            }
+            else
+            {
+                // No positions and no snapshots - start from today
+                _logger.LogInformation("No positions and no snapshots found, starting from today");
+                startDate = today;
+            }
 
-            // Don't go beyond today
+            // IMPORTANT: Fill snapshots up to TODAY (not just up to latest position date)
-            var endDate = today > latestPositionDate ? today : latestPositionDate;
+            // This ensures we have daily snapshots even for days with no trading activity
+            var endDate = today;
 
-            _logger.LogInformation("Gap filling from {StartDate} to {EndDate}", startDate, endDate);
+            _logger.LogInformation("Gap filling from {StartDate} to {EndDate} (today)", startDate, endDate);
 
             var missingDates = new List<DateTime>();
             for (var date = startDate; date <= endDate; date = date.AddDays(1))
@@ -558,9 +605,8 @@ public class PlatformSummaryGrain : Grain, IPlatformSummaryGrain, IRemindable
             // Calculate and add missing snapshots
             foreach (var missingDate in missingDates)
             {
-                var snapshot =
+                var validPositions = positions.Where(p => p.IsValidForMetrics()).ToList();
-                    await CalculateDailySnapshotFromPositionsAsync(positions.Where(p => p.IsValidForMetrics()).ToList(),
+                var snapshot = await CalculateDailySnapshotFromPositionsAsync(validPositions, missingDate);
-                        missingDate);
                 _state.State.DailySnapshots.Add(snapshot);
 
                 _logger.LogInformation(
@@ -596,7 +642,7 @@ public class PlatformSummaryGrain : Grain, IPlatformSummaryGrain, IRemindable
     private async Task<DailySnapshot> CalculateDailySnapshotFromPositionsAsync(List<Position> positions,
         DateTime targetDate)
     {
-        // Calculate CUMULATIVE metrics: sum of ALL volume/PnL from positions opened on or before target date
+        // Calculate CUMULATIVE metrics: sum of ALL volume/PnL from positions with activity on or before target date
         var totalVolume = 0m;
         var totalFees = 0m;
         var totalPnL = 0m;
@@ -625,28 +671,55 @@ public class PlatformSummaryGrain : Grain, IPlatformSummaryGrain, IRemindable
             var closingVolume = 0m;
 
             // ClosingVolume = Sum of all filled closing trades (SL, TP1, TP2) that happened on or before target date
+            // IMPORTANT: Only count closing volume from trades that were filled on or BEFORE the target date
             if (position.Status == PositionStatus.Finished || position.Status == PositionStatus.Flipped)
             {
                 // Stop Loss volume (if filled and on or before target date)
                 if (position.StopLoss?.Status == TradeStatus.Filled && position.StopLoss.Date.Date <= targetDate)
                 {
                     closingVolume += position.StopLoss.Price * position.StopLoss.Quantity * position.StopLoss.Leverage;
+                    _logger.LogDebug("Position {PositionId}: Including SL closing volume {Volume} (filled on {Date})",
+                        position.Identifier, position.StopLoss.Price * position.StopLoss.Quantity * position.StopLoss.Leverage, position.StopLoss.Date.Date);
+                }
+                else if (position.StopLoss?.Status == TradeStatus.Filled)
+                {
+                    _logger.LogDebug("Position {PositionId}: Excluding SL closing volume (filled on {Date} > target {TargetDate})",
+                        position.Identifier, position.StopLoss.Date.Date, targetDate);
                 }
 
                 // Take Profit 1 volume (if filled and on or before target date)
                 if (position.TakeProfit1?.Status == TradeStatus.Filled && position.TakeProfit1.Date.Date <= targetDate)
                 {
                     closingVolume += position.TakeProfit1.Price * position.TakeProfit1.Quantity * position.TakeProfit1.Leverage;
+                    _logger.LogDebug("Position {PositionId}: Including TP1 closing volume {Volume} (filled on {Date})",
+                        position.Identifier, position.TakeProfit1.Price * position.TakeProfit1.Quantity * position.TakeProfit1.Leverage, position.TakeProfit1.Date.Date);
+                }
+                else if (position.TakeProfit1?.Status == TradeStatus.Filled)
+                {
+                    _logger.LogDebug("Position {PositionId}: Excluding TP1 closing volume (filled on {Date} > target {TargetDate})",
+                        position.Identifier, position.TakeProfit1.Date.Date, targetDate);
                 }
 
                 // Take Profit 2 volume (if filled and on or before target date)
                 if (position.TakeProfit2?.Status == TradeStatus.Filled && position.TakeProfit2.Date.Date <= targetDate)
                 {
                     closingVolume += position.TakeProfit2.Price * position.TakeProfit2.Quantity * position.TakeProfit2.Leverage;
+                    _logger.LogDebug("Position {PositionId}: Including TP2 closing volume {Volume} (filled on {Date})",
+                        position.Identifier, position.TakeProfit2.Price * position.TakeProfit2.Quantity * position.TakeProfit2.Leverage, position.TakeProfit2.Date.Date);
                 }
+                else if (position.TakeProfit2?.Status == TradeStatus.Filled)
+                {
+                    _logger.LogDebug("Position {PositionId}: Excluding TP2 closing volume (filled on {Date} > target {TargetDate})",
+                        position.Identifier, position.TakeProfit2.Date.Date, targetDate);
+                }
+            }
+            // For positions that are still open, no closing volume yet
+            else if (position.IsOpen())
+            {
+                _logger.LogDebug("Position {PositionId}: Still open, no closing volume", position.Identifier);
             }
 
-            // Total volume for this position = opening + closing
+            // Total volume for this position = opening + closing (only what happened by target date)
             var positionVolume = openVolume + closingVolume;
             totalVolume += positionVolume;
 

src/Managing.WebApp/src/generated/ManagingApi.ts

@@ -4501,6 +4501,7 @@ export interface RunBundleBacktestRequest {
     dateTimeRanges: DateTimeRange[];
     moneyManagementVariants: MoneyManagementVariant[];
     tickerVariants: Ticker[];
+    saveAsTemplate: boolean;
 }
 
 export interface BundleBacktestUniversalConfig {
@@ -4693,6 +4694,7 @@ export interface UpdateBotConfigRequest {
 export interface TickerInfos {
     ticker?: Ticker;
     imageUrl?: string | null;
+    name?: string | null;
 }
 
 export interface SpotlightOverview {

src/Managing.WebApp/src/generated/ManagingApiTypes.ts

@@ -676,6 +676,7 @@ export interface RunBundleBacktestRequest {
     dateTimeRanges: DateTimeRange[];
     moneyManagementVariants: MoneyManagementVariant[];
     tickerVariants: Ticker[];
+    saveAsTemplate: boolean;
 }
 
 export interface BundleBacktestUniversalConfig {
@@ -868,6 +869,7 @@ export interface UpdateBotConfigRequest {
 export interface TickerInfos {
     ticker?: Ticker;
     imageUrl?: string | null;
+    name?: string | null;
 }
 
 export interface SpotlightOverview {