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Fix positions for backtests

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This commit is contained in:
cryptooda
2025-11-12 19:45:30 +07:00
parent 57ba32f31e
commit e0d2111553
4 changed files with 33 additions and 88 deletions
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37
src/Managing.Application/Bots/TradingBotBase.cs
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@@ -263,7 +263,8 @@ public class TradingBotBase : ITradingBot
await UpdateSignals(candles, null);
}
public async Task UpdateSignals(HashSet<Candle> candles, Dictionary<DateTime, LightSignal> preCalculatedSignals = null)
public async Task UpdateSignals(HashSet<Candle> candles,
Dictionary<DateTime, LightSignal> preCalculatedSignals = null)
{
// Skip indicator checking if flipping is disabled and there's an open position
// This prevents unnecessary indicator calculations when we can't act on signals anyway
@@ -283,27 +284,10 @@ public class TradingBotBase : ITradingBot
if (Config.IsForBacktest)
{
LightSignal backtestSignal;
if (preCalculatedSignals != null && LastCandle != null && preCalculatedSignals.TryGetValue(LastCandle.Date, out backtestSignal))
{
// Use pre-calculated signal - fast path
if (backtestSignal == null) return;
await AddSignal(backtestSignal);
}
else if (candles != null)
{
// Fallback to original calculation if no pre-calculated signals available
backtestSignal = TradingBox.GetSignal(candles, Config.Scenario, Signals, Config.Scenario.LoopbackPeriod,
PreCalculatedIndicatorValues);
if (backtestSignal == null) return;
await AddSignal(backtestSignal);
}
else
{
// No candles provided - skip signal update
return;
}
var backtestSignal = TradingBox.GetSignal(candles, Config.Scenario, Signals, Config.Scenario.LoopbackPeriod,
PreCalculatedIndicatorValues);
if (backtestSignal == null) return;
await AddSignal(backtestSignal);
}
else
{
@@ -601,7 +585,8 @@ public class TradingBotBase : ITradingBot
$"Checking position history before marking as closed...");
// Verify in exchange history before assuming it's closed
var (existsInHistory, hadWeb3ProxyError) = await CheckPositionInExchangeHistory(positionForSignal);
var (existsInHistory, hadWeb3ProxyError) =
await CheckPositionInExchangeHistory(positionForSignal);
if (hadWeb3ProxyError)
{
@@ -781,7 +766,8 @@ public class TradingBotBase : ITradingBot
// Position might be canceled by the broker
// Check if position exists in exchange history with PnL before canceling
var (positionFoundInHistory, hadWeb3ProxyError) = await CheckPositionInExchangeHistory(positionForSignal);
var (positionFoundInHistory, hadWeb3ProxyError) =
await CheckPositionInExchangeHistory(positionForSignal);
if (hadWeb3ProxyError)
{
@@ -3087,7 +3073,8 @@ public class TradingBotBase : ITradingBot
}
catch (Exception ex)
{
Logger.LogError(ex, "Error during position recovery for position {PositionId}", positionForSignal.Identifier);
Logger.LogError(ex, "Error during position recovery for position {PositionId}",
positionForSignal.Identifier);
await LogWarning($"Position recovery failed due to exception: {ex.Message}");
return false;
}