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Send notif on good backtest

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This commit is contained in:
cryptooda
2025-07-09 14:15:43 +07:00
parent 32db95967c
commit b2ccd63201
3 changed files with 166 additions and 13 deletions
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53
src/Managing.Application/Backtesting/Backtester.cs
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@@ -26,6 +26,7 @@ namespace Managing.Application.Backtesting
private readonly IBotFactory _botFactory;
private readonly IScenarioService _scenarioService;
private readonly IAccountService _accountService;
private readonly IMessengerService _messengerService;
public Backtester(
IExchangeService exchangeService,
@@ -33,7 +34,8 @@ namespace Managing.Application.Backtesting
IBacktestRepository backtestRepository,
ILogger<Backtester> logger,
IScenarioService scenarioService,
IAccountService accountService)
IAccountService accountService,
IMessengerService messengerService)
{
_exchangeService = exchangeService;
_botFactory = botFactory;
@@ -41,6 +43,7 @@ namespace Managing.Application.Backtesting
_logger = logger;
_scenarioService = scenarioService;
_accountService = accountService;
_messengerService = messengerService;
}
public Backtest RunSimpleBotBacktest(Workflow workflow, bool save = false)
@@ -133,7 +136,7 @@ namespace Managing.Application.Backtesting
tradingBot.User = user;
await tradingBot.LoadAccount();
var result = GetBacktestingResult(config, tradingBot, candles, withCandles);
var result = await GetBacktestingResult(config, tradingBot, candles, user, withCandles);
if (user != null)
{
@@ -170,10 +173,11 @@ namespace Managing.Application.Backtesting
return candles;
}
private Backtest GetBacktestingResult(
private async Task<Backtest> GetBacktestingResult(
TradingBotConfig config,
ITradingBot bot,
List<Candle> candles,
User user = null,
bool withCandles = false)
{
if (candles == null || candles.Count == 0)
@@ -248,7 +252,8 @@ namespace Managing.Application.Backtesting
var score = BacktestScorer.CalculateTotalScore(scoringParams);
// Create backtest result with conditional candles and indicators values
var result = new Backtest(config, bot.Positions, bot.Signals.ToList(), withCandles ? candles : new List<Candle>())
var result = new Backtest(config, bot.Positions, bot.Signals.ToList(),
withCandles ? candles : new List<Candle>())
{
FinalPnl = finalPnl,
WinRate = winRate,
@@ -258,14 +263,52 @@ namespace Managing.Application.Backtesting
WalletBalances = bot.WalletBalances.ToList(),
Statistics = stats,
OptimizedMoneyManagement = optimizedMoneyManagement,
IndicatorsValues = withCandles ? AggregateValues(indicatorsValues, bot.IndicatorsValues) : new Dictionary<IndicatorType, IndicatorsResultBase>(),
IndicatorsValues = withCandles
? AggregateValues(indicatorsValues, bot.IndicatorsValues)
: new Dictionary<IndicatorType, IndicatorsResultBase>(),
Score = score,
Id = Guid.NewGuid().ToString()
};
// Send notification if backtest meets criteria
await SendBacktestNotificationIfCriteriaMet(result);
return result;
}
private async Task SendBacktestNotificationIfCriteriaMet(Backtest backtest)
{
try
{
// Check if backtest meets criteria: score > 85, at least 5 positions, winrate > 65%, risk-reward >= 1.5:1
var score = backtest.Score;
var tradeCount = backtest.Positions?.Count ?? 0;
var winRate = backtest.WinRate;
// Calculate risk-reward ratio from money management settings
var riskRewardRatio = 0.0;
if (backtest.Config.MoneyManagement != null)
{
var stopLoss = (double)backtest.Config.MoneyManagement.StopLoss;
var takeProfit = (double)backtest.Config.MoneyManagement.TakeProfit;
if (stopLoss > 0 && takeProfit > 0)
{
riskRewardRatio = takeProfit / stopLoss;
}
}
if (score > 85 && tradeCount >= 5 && winRate > 65 && riskRewardRatio >= 1.5)
{
await _messengerService.SendBacktestNotification(backtest);
}
}
catch (Exception ex)
{
_logger.LogError(ex, "Failed to send backtest notification for backtest {Id}", backtest.Id);
}
}
private Dictionary<IndicatorType, IndicatorsResultBase> AggregateValues(
Dictionary<IndicatorType, IndicatorsResultBase> indicatorsValues,
Dictionary<IndicatorType, IndicatorsResultBase> botStrategiesValues)