Log exception when backtest failed for no candles
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@@ -133,6 +133,7 @@ public class BundleBacktestWorker : BaseWorker<BundleBacktestWorker>
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_logger.LogError(ex, "Error processing backtest {Index} for bundle request {RequestId}",
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i + 1, bundleRequest.RequestId);
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bundleRequest.FailedBacktests++;
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SentrySdk.CaptureException(ex);
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await backtester.UpdateBundleBacktestRequestAsync(bundleRequest);
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}
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}
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@@ -339,31 +340,38 @@ public class BundleBacktestWorker : BaseWorker<BundleBacktestWorker>
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/// <summary>
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/// Generates individual backtest requests from variant configuration
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/// </summary>
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private async Task<List<RunBacktestRequest>> GenerateBacktestRequestsFromVariants(BundleBacktestRequest bundleRequest)
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private async Task<List<RunBacktestRequest>> GenerateBacktestRequestsFromVariants(
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BundleBacktestRequest bundleRequest)
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{
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try
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{
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// Deserialize the variant configurations
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var universalConfig = JsonSerializer.Deserialize<BundleBacktestUniversalConfig>(bundleRequest.UniversalConfigJson);
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var universalConfig =
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JsonSerializer.Deserialize<BundleBacktestUniversalConfig>(bundleRequest.UniversalConfigJson);
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var dateTimeRanges = JsonSerializer.Deserialize<List<DateTimeRange>>(bundleRequest.DateTimeRangesJson);
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var moneyManagementVariants = JsonSerializer.Deserialize<List<MoneyManagementVariant>>(bundleRequest.MoneyManagementVariantsJson);
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var moneyManagementVariants =
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JsonSerializer.Deserialize<List<MoneyManagementVariant>>(bundleRequest.MoneyManagementVariantsJson);
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var tickerVariants = JsonSerializer.Deserialize<List<Ticker>>(bundleRequest.TickerVariantsJson);
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if (universalConfig == null || dateTimeRanges == null || moneyManagementVariants == null || tickerVariants == null)
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if (universalConfig == null || dateTimeRanges == null || moneyManagementVariants == null ||
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tickerVariants == null)
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{
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_logger.LogError("Failed to deserialize variant configurations for bundle request {RequestId}", bundleRequest.RequestId);
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_logger.LogError("Failed to deserialize variant configurations for bundle request {RequestId}",
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bundleRequest.RequestId);
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return new List<RunBacktestRequest>();
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}
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// Get the first account for the user using AccountService
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using var scope = _serviceProvider.CreateScope();
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var accountService = scope.ServiceProvider.GetRequiredService<IAccountService>();
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var accounts = await accountService.GetAccountsByUserAsync(bundleRequest.User, hideSecrets: true, getBalance: false);
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var accounts =
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await accountService.GetAccountsByUserAsync(bundleRequest.User, hideSecrets: true, getBalance: false);
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var firstAccount = accounts.FirstOrDefault();
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if (firstAccount == null)
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{
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_logger.LogError("No accounts found for user {UserId} in bundle request {RequestId}", bundleRequest.User.Id, bundleRequest.RequestId);
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_logger.LogError("No accounts found for user {UserId} in bundle request {RequestId}",
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bundleRequest.User.Id, bundleRequest.RequestId);
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return new List<RunBacktestRequest>();
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}
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@@ -382,7 +390,8 @@ public class BundleBacktestWorker : BaseWorker<BundleBacktestWorker>
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Timeframe = universalConfig.Timeframe,
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IsForWatchingOnly = universalConfig.IsForWatchingOnly,
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BotTradingBalance = universalConfig.BotTradingBalance,
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Name = $"{universalConfig.BotName}_{ticker}_{dateRange.StartDate:yyyyMMdd}_{dateRange.EndDate:yyyyMMdd}",
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Name =
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$"{universalConfig.BotName}_{ticker}_{dateRange.StartDate:yyyyMMdd}_{dateRange.EndDate:yyyyMMdd}",
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FlipPosition = universalConfig.FlipPosition,
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CooldownPeriod = universalConfig.CooldownPeriod,
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MaxLossStreak = universalConfig.MaxLossStreak,
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@@ -407,15 +416,16 @@ public class BundleBacktestWorker : BaseWorker<BundleBacktestWorker>
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WatchOnly = universalConfig.WatchOnly,
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Save = universalConfig.Save,
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WithCandles = false, // Bundle backtests never return candles
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MoneyManagement = mmVariant.MoneyManagement != null ?
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new MoneyManagement
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MoneyManagement = mmVariant.MoneyManagement != null
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? new MoneyManagement
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{
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Name = mmVariant.MoneyManagement.Name,
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Timeframe = mmVariant.MoneyManagement.Timeframe,
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StopLoss = mmVariant.MoneyManagement.StopLoss,
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TakeProfit = mmVariant.MoneyManagement.TakeProfit,
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Leverage = mmVariant.MoneyManagement.Leverage
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} : null
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}
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: null
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};
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backtestRequests.Add(backtestRequest);
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@@ -427,7 +437,8 @@ public class BundleBacktestWorker : BaseWorker<BundleBacktestWorker>
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}
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catch (Exception ex)
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{
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_logger.LogError(ex, "Error generating backtest requests from variants for bundle request {RequestId}", bundleRequest.RequestId);
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_logger.LogError(ex, "Error generating backtest requests from variants for bundle request {RequestId}",
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bundleRequest.RequestId);
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return new List<RunBacktestRequest>();
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}
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}
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