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Add indicators to backtest and bot (#14)

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* Add indicators to backtest and bot

* Remove
This commit is contained in:
Oda
2025-02-28 00:53:25 +07:00
committed by GitHub
parent e0a8347953
commit c715da8a17
30 changed files with 787 additions and 109 deletions
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60
src/Managing.Domain/Backtests/Backtest.cs
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@@ -4,6 +4,7 @@ using Managing.Domain.MoneyManagements;
using Managing.Domain.Strategies;
using Managing.Domain.Trades;
using System.ComponentModel.DataAnnotations;
using Managing.Domain.Strategies.Base;
using static Managing.Common.Enums;
namespace Managing.Domain.Backtests;
@@ -30,45 +31,30 @@ public class Backtest
AccountName = accountName;
}
[Required]
public string Id { get; set; }
[Required]
public decimal FinalPnl { get; set; }
[Required]
public int WinRate { get; set; }
[Required]
public decimal GrowthPercentage { get; set; }
[Required]
public decimal HodlPercentage { get; set; }
[Required]
public Ticker Ticker { get; }
[Required]
public string Scenario { get; set; }
[Required]
public List<Position> Positions { get; }
[Required]
public List<Signal> Signals { get; }
[Required]
public Timeframe Timeframe { get; }
[Required]
public BotType BotType { get; }
[Required]
public string AccountName { get; }
[Required]
public List<Candle> Candles { get; }
[Required]
public PerformanceMetrics Statistics { get; set; }
[Required]
public decimal Fees { get; set; }
[Required]
public List<KeyValuePair<DateTime, decimal>> WalletBalances { get; set; }
[Required]
public MoneyManagement OptimizedMoneyManagement { get; set; }
[Required]
public MoneyManagement MoneyManagement { get; set; }
[Required] public string Id { get; set; }
[Required] public decimal FinalPnl { get; set; }
[Required] public int WinRate { get; set; }
[Required] public decimal GrowthPercentage { get; set; }
[Required] public decimal HodlPercentage { get; set; }
[Required] public Ticker Ticker { get; }
[Required] public string Scenario { get; set; }
[Required] public List<Position> Positions { get; }
[Required] public List<Signal> Signals { get; }
[Required] public Timeframe Timeframe { get; }
[Required] public BotType BotType { get; }
[Required] public string AccountName { get; }
[Required] public List<Candle> Candles { get; }
[Required] public PerformanceMetrics Statistics { get; set; }
[Required] public decimal Fees { get; set; }
[Required] public List<KeyValuePair<DateTime, decimal>> WalletBalances { get; set; }
[Required] public MoneyManagement OptimizedMoneyManagement { get; set; }
[Required] public MoneyManagement MoneyManagement { get; set; }
public Dictionary<StrategyType, StrategiesResultBase> StrategiesValues { get; set; }
public string GetStringReport()
{
return $"{Ticker} | {Timeframe} | Positions: {Positions.Count} | Winrate: {WinRate}% | Pnl: {FinalPnl:#.##}$ | %Pnl: {GrowthPercentage:#.##}% | %Hodl: {HodlPercentage:#.##}%";
return
$"{Ticker} | {Timeframe} | Positions: {Positions.Count} | Winrate: {WinRate}% | Pnl: {FinalPnl:#.##}$ | %Pnl: {GrowthPercentage:#.##}% | %Hodl: {HodlPercentage:#.##}%";
}
}