a37b59f29a
Add vibe-kanban
2025-12-31 01:31:54 +07:00
f84524f93a
Update benchmark
2025-12-28 18:28:51 +07:00
4fda65e3c2
Enhance error handling in TradingService by capturing exceptions with Sentry; update TypeScript version in package.json for improved features; modify tsconfig.json to exclude unnecessary directories; add new performance benchmark entries in CSV files for better tracking of telemetry data.
2025-12-20 15:53:16 +07:00
e9b4878ffa
Refactor BacktestExecutor and TradingBotBase for performance optimizations; remove unused SignalCache and pre-calculation logic; implement caching for open position state and streamline signal access with TryGetValue; enhance logging for detailed timing breakdown during backtest execution.
2025-12-20 10:05:07 +07:00
415845ed5a
Refactor BacktestSpotBot signal generation to utilize base implementation for optimizations; update BacktestExecutorTests with revised metrics reflecting recent backtest results; add new performance benchmark entries for improved tracking.
2025-12-19 18:00:37 +07:00
bcb00b9a86
Refactor pagination sorting parameters across multiple controllers and services to use the new SortDirection enum; update related API models and TypeScript definitions for consistency. Fix minor documentation and naming inconsistencies in the Bot and Data controllers.
2025-12-14 20:23:26 +07:00
9f4aa16997
Update benchmark
2025-12-02 00:03:33 +07:00
5bd03259da
Add BacktestSpotBot and update BacktestExecutor for spot trading support
...
- Introduced BacktestSpotBot class to handle backtesting for spot trading scenarios.
- Updated BacktestExecutor to support both BacktestFutures and BacktestSpot trading types.
- Enhanced error handling to provide clearer messages for unsupported trading types.
- Registered new command handlers for OpenSpotPositionRequest and CloseSpotPositionCommand in ApiBootstrap.
- Added unit tests for executing backtests with spot trading configurations, ensuring correct behavior and metrics validation.
2025-12-01 23:41:23 +07:00
Oda
9d536ea49e
Refactoring TradingBotBase.cs + clean architecture ( #38 )
...
* Refactoring TradingBotBase.cs + clean architecture
* Fix basic tests
* Fix tests
* Fix workers
* Fix open positions
* Fix closing position stucking the grain
* Fix comments
* Refactor candle handling to use IReadOnlyList for chronological order preservation across various components
2025-12-01 19:32:06 +07:00
52c11e30c4
Refactor TradingBotBase to manage current balance more effectively. Introduced _currentBalance field to track balance updates during trading operations. Updated wallet balance logic to utilize _currentBalance for consistency. Added new entries to performance benchmark CSV files for recent test runs.
2025-11-17 23:53:53 +07:00
428e36d744
Add todo for backtest performance
2025-11-15 20:53:08 +07:00
49a693b44a
Remove orderBy to improve perfs
2025-11-15 14:17:21 +07:00
bed25e7222
Optimize backtest memory usage by implementing a rolling window for candle storage and update performance benchmarks with new test data.
2025-11-15 13:54:39 +07:00
ac1707c439
Add test for RSI Divergence
2025-11-14 20:02:51 +07:00
2548e9b757
Fix all tests
2025-11-14 04:03:00 +07:00
460a7bd559
Fix realized pnl on backtest save + add tests (not all passing)
2025-11-14 02:38:15 +07:00
17d904c445
Fix test assert
2025-11-13 12:46:55 +07:00
d8f7a73605
Update test
2025-11-13 00:55:14 +07:00
ac711ac420
Update perf files
2025-11-12 22:34:31 +07:00
d94896915c
Fix benchmark tests
2025-11-12 21:04:39 +07:00
583b35d209
Update perf
2025-11-11 14:19:41 +07:00
903413692c
Add precalculated signals list + multi scenario test
2025-11-11 14:05:09 +07:00
e810ab60ce
Improve backtest run
2025-11-11 13:05:48 +07:00
c66f6279a7
perf: benchmark run - 6015.5 candles/sec with full validation passing
2025-11-11 12:42:12 +07:00
fc0ce05359
test: fix ETH backtest assertions with floating point tolerances
2025-11-11 12:41:20 +07:00
fc036bb7de
docs: enhance benchmark command with business logic validation tests
...
- Add 2 ETH-based validation tests to benchmark script
- Validates ExecuteBacktest_With_ETH_FifteenMinutes_Data_Should_Return_LightBacktest
- Validates ExecuteBacktest_With_ETH_FifteenMinutes_Data_Second_File_Should_Return_LightBacktest
- Ensures performance optimizations don't break trading logic
- Update command documentation with comprehensive validation details
- All 3 validation levels must pass for benchmark success
2025-11-11 12:32:56 +07:00
578709d9b7
perf: benchmark run - 5688.8 candles/sec (+31.6% from baseline)
2025-11-11 12:27:53 +07:00
61fdcec902
perf: remove debug logging and optimize rolling window maintenance (+5.0%)
2025-11-11 12:26:44 +07:00
46966cc5d8
perf: optimize TradingBotBase and TradingBox - reduce LINQ overhead and allocations (+31.1%)
2025-11-11 12:21:50 +07:00
1792cd2371
Fix backtest consistency
2025-11-11 12:15:12 +07:00
2a0fbf9bc0
fix: clean up performance CSV with proper numeric telemetry values
2025-11-11 11:37:34 +07:00
567de2e5ee
Add benchmark + fix bundle that should be completed
2025-11-11 11:35:48 +07:00
47911c28f1
perf: update backtest benchmark - 4782.4 candles/sec - major optimization gains
2025-11-11 11:27:09 +07:00
14d101b63e
Add benchmark for backtest on the test
2025-11-11 11:23:30 +07:00
2ca77bc2f9
perf: update backtest benchmark - 3061.1 candles/sec
2025-11-11 11:17:38 +07:00
e5caf1cd0f
perf: update backtest benchmark - 2091.2 candles/sec
2025-11-11 11:16:02 +07:00
b0b757b185
perf: update backtest benchmark - 2244.2 candles/sec
2025-11-11 11:14:24 +07:00
1d70355617
Optimze worker for backtest
2025-11-11 03:59:41 +07:00
7da4e253e8
Fix backtest ex speed
2025-11-11 03:38:03 +07:00
e8e2ec5a43
Add test for executor
2025-11-11 02:15:57 +07:00
