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fix backtest below 10usdc + update trade

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This commit is contained in:
cryptooda
2025-09-22 23:56:45 +07:00
parent 7c3c0f38ec
commit d13ac9fd21
6 changed files with 83 additions and 5 deletions
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1
src/Managing.Application.Abstractions/Repositories/ITradingRepository.cs
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@@ -33,4 +33,5 @@ public interface ITradingRepository
Task UpdateStrategyAsync(IndicatorBase indicatorBase);
Task<IndicatorBase> GetStrategyByNameUserAsync(string name, User user);
Task<Scenario> GetScenarioByNameUserAsync(string scenarioName, User user);
Task UpdateTradeAsync(Trade trade);
}

1
src/Managing.Application.Abstractions/Services/ITradingService.cs
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@@ -19,6 +19,7 @@ public interface ITradingService
Task<Scenario> GetScenarioByNameAsync(string scenario);
Task InsertPositionAsync(Position position);
Task UpdatePositionAsync(Position position);
Task UpdateTradeAsync(Trade trade);
Task<IndicatorBase> GetIndicatorByNameAsync(string strategy);
Task InsertScenarioAsync(Scenario scenario);
Task InsertIndicatorAsync(IndicatorBase indicatorBase);

4
src/Managing.Application/Bots/Grains/BacktestTradingBotGrain.cs
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@@ -98,8 +98,8 @@ public class BacktestTradingBotGrain : Grain, IBacktestTradingBotGrain
if (currentWalletBalance < Constants.GMX.Config.MinimumPositionAmount)
{
_logger.LogWarning(
"Backtest stopped early: Wallet balance fell below 10 USDC (Current: {CurrentBalance:F2} USDC) at candle {CurrentCandle}/{TotalCandles} from {CandleDate}",
currentWalletBalance, currentCandle, totalCandles, candle.Date.ToString("yyyy-MM-dd HH:mm"));
"Backtest stopped early: Wallet balance fell below {MinimumPositionAmount} USDC (Current: {CurrentBalance:F2} USDC) at candle {CurrentCandle}/{TotalCandles} from {CandleDate}",
Constants.GMX.Config.MinimumPositionAmount, currentWalletBalance, currentCandle, totalCandles, candle.Date.ToString("yyyy-MM-dd HH:mm"));
break;
}
}

31
src/Managing.Application/Bots/TradingBotBase.cs
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@@ -420,6 +420,12 @@ public class TradingBotBase : ITradingBot
if (!internalPosition.Status.Equals(PositionStatus.New))
{
internalPosition.Status = PositionStatus.Filled;
// Update Open trade status when position becomes Filled
if (internalPosition.Open != null)
{
internalPosition.Open.SetStatus(TradeStatus.Filled);
}
}
}
}
@@ -431,7 +437,8 @@ public class TradingBotBase : ITradingBot
if (orders.Any())
{
if (orders.Count() >= 3)
var ordersCount = orders.Count();
if (ordersCount >= 3)
{
var currentTime = Config.IsForBacktest ? LastCandle?.Date ?? DateTime.UtcNow : DateTime.UtcNow;
var timeSinceRequest = currentTime - positionForSignal.Open.Date;
@@ -467,7 +474,7 @@ public class TradingBotBase : ITradingBot
$"⏳ **Waiting for Orders**\nPosition has `{orders.Count()}` open orders\nElapsed: `{timeSinceRequest.TotalMinutes:F1}min`\nWaiting `{remainingMinutes:F1}min` more before canceling");
}
}
else if (orders.Count() == 2 && Positions[internalPosition.Identifier].Status == PositionStatus.New)
else if (ordersCount == 2)
{
// Check if position is already open on broker with 2 orders
await LogInformation(
@@ -488,7 +495,6 @@ public class TradingBotBase : ITradingBot
UpdatePositionPnl(positionForSignal.Identifier, brokerPosition.ProfitAndLoss.Realized);
await SetPositionStatus(signal.Identifier, PositionStatus.Filled);
// Notify platform summary about the executed trade
await NotifyAgentAndPlatformGrainAsync(AgentSummaryEventType.PositionOpened,
$"Position found on broker with 2 orders: {internalPosition.Identifier}", internalPosition);
@@ -1118,6 +1124,7 @@ public class TradingBotBase : ITradingBot
{
closingPrice = position.StopLoss.Price;
position.StopLoss.SetDate(currentCandle.Date);
position.StopLoss.SetStatus(TradeStatus.Filled);
Logger.LogInformation(
$"🛑 **Stop Loss Execution Confirmed**\n" +
@@ -1129,6 +1136,7 @@ public class TradingBotBase : ITradingBot
{
closingPrice = position.TakeProfit1.Price;
position.TakeProfit1.SetDate(currentCandle.Date);
position.TakeProfit1.SetStatus(TradeStatus.Filled);
Logger.LogInformation(
$"🎯 **Take Profit Execution Confirmed**\n" +
@@ -1154,10 +1162,12 @@ public class TradingBotBase : ITradingBot
if (isManualCloseProfitable)
{
position.TakeProfit1.SetDate(currentCandle.Date);
position.TakeProfit1.SetStatus(TradeStatus.Filled);
}
else
{
position.StopLoss.SetDate(currentCandle.Date);
position.StopLoss.SetStatus(TradeStatus.Filled);
}
Logger.LogInformation(
@@ -1193,6 +1203,15 @@ public class TradingBotBase : ITradingBot
await SetPositionStatus(position.SignalIdentifier, PositionStatus.Finished);
// Update position in database with all trade changes
if (!Config.IsForBacktest)
{
await ServiceScopeHelpers.WithScopedService<ITradingService>(_scopeFactory, async tradingService =>
{
await tradingService.UpdatePositionAsync(position);
});
}
// Update the last position closing time for cooldown period tracking
LastPositionClosingTime = Config.IsForBacktest ? currentCandle.Date : DateTime.UtcNow;
@@ -1299,6 +1318,12 @@ public class TradingBotBase : ITradingBot
Positions.Values.First(p => p.SignalIdentifier == signalIdentifier).Status = positionStatus;
await LogInformation(
$"📊 **Position Status Change**\nPosition: `{signalIdentifier}`\nStatus: `{position.Status}` → `{positionStatus}`");
// Update Open trade status when position becomes Filled
if (positionStatus == PositionStatus.Filled && position.Open != null)
{
position.Open.SetStatus(TradeStatus.Filled);
}
}
SetSignalStatus(signalIdentifier,

5
src/Managing.Application/Trading/TradingService.cs
View File

@@ -184,6 +184,11 @@ public class TradingService : ITradingService
await _tradingRepository.UpdatePositionAsync(position);
}
public async Task UpdateTradeAsync(Trade trade)
{
await _tradingRepository.UpdateTradeAsync(trade);
}
public async Task<IEnumerable<Position>> GetPositionsAsync()
{
var positions = new List<Position>();

46
src/Managing.Infrastructure.Database/PostgreSql/PostgreSqlTradingRepository.cs
View File

@@ -402,6 +402,52 @@ public class PostgreSqlTradingRepository : ITradingRepository
: null;
entity.UpdatedAt = DateTime.UtcNow;
// Update related trades
if (position.Open != null)
{
await UpdateTradeAsync(position.Open);
}
if (position.StopLoss != null)
{
await UpdateTradeAsync(position.StopLoss);
}
if (position.TakeProfit1 != null)
{
await UpdateTradeAsync(position.TakeProfit1);
}
if (position.TakeProfit2 != null)
{
await UpdateTradeAsync(position.TakeProfit2);
}
await _context.SaveChangesAsync();
}
}
public async Task UpdateTradeAsync(Trade trade)
{
var entity = _context.Trades
.AsTracking()
.FirstOrDefault(t => t.ExchangeOrderId == trade.ExchangeOrderId);
if (entity != null)
{
entity.Date = trade.Date;
entity.Direction = trade.Direction;
entity.Status = trade.Status;
entity.TradeType = trade.TradeType;
entity.Ticker = trade.Ticker;
entity.Fee = trade.Fee;
entity.Quantity = trade.Quantity;
entity.Price = trade.Price;
entity.Leverage = trade.Leverage;
entity.ExchangeOrderId = trade.ExchangeOrderId;
entity.Message = trade.Message;
entity.UpdatedAt = DateTime.UtcNow;
await _context.SaveChangesAsync();
}
}