Commit Graph

1049 Commits

Author SHA1 Message Date
460a7bd559 Fix realized pnl on backtest save + add tests (not all passing) 2025-11-14 02:38:15 +07:00
1f7d914625 Add cancellation token support to backtest execution and update progress handling 2025-11-13 18:05:55 +07:00
17d904c445 Fix test assert 2025-11-13 12:46:55 +07:00
155fb2b569 Make more backtest parallele and run bundle health only on instance 1 2025-11-13 12:22:23 +07:00
27e2cf0a09 Update config to handle more backtest 2025-11-13 12:08:16 +07:00
2cc6cc5dee Refactor BacktestExecutor to use net PnL calculations consistently across methods. Updated variable names for clarity and ensured final results reflect net profit after fees. Minor adjustment in TradingBotBase to directly access net PnL from position profit and loss. 2025-11-13 11:56:11 +07:00
d8f7a73605 Update test 2025-11-13 00:55:14 +07:00
6d6f70ae00 Fix SLTP for backtests 2025-11-12 23:52:58 +07:00
3b176c290c Update precalculated indicators values 2025-11-12 23:26:12 +07:00
a8f55c80a9 Fix bundle completion 2025-11-12 22:40:58 +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
e0d2111553 Fix positions for backtests 2025-11-12 19:45:30 +07:00
57ba32f31e Add bundle version number on the backtest name 2025-11-12 18:11:39 +07:00
e8a21a03d9 Refactor TradingBotBase to remove unnecessary debug logging and streamline position recovery checks. Improved clarity in position management by eliminating redundant code. 2025-11-12 00:58:33 +07:00
8d97fce41c Refactor TradingBotBase to streamline recovery logic for recently canceled positions. Removed redundant recovery call and added comments for clarity in position management. 2025-11-12 00:50:16 +07:00
2057c233e5 Enhance TradingBotBase with recovery logic for recently canceled positions and improved error handling for Web3Proxy. Updated CheckPositionInExchangeHistory to return error status, ensuring robust position verification and cancellation processes. 2025-11-12 00:41:39 +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
14bc98d52d Fix update bundle 2025-11-11 05:47:57 +07:00
0a676d1fb7 Add the bundle healthcheck worker 2025-11-11 05:31:06 +07:00
8a27155418 Improve a bit workers. bug : Bundle reset after all backtest finish 2025-11-11 05:30:40 +07:00
c6becb032b Improve perf for worker 2025-11-11 04:09:45 +07:00
1d70355617 Optimze worker for backtest 2025-11-11 03:59:41 +07:00
5a4cb670a5 fix executor speed 2025-11-11 03:38:21 +07:00
7da4e253e8 Fix backtest ex speed 2025-11-11 03:38:03 +07:00
4a8c22e52a Update and fix worker 2025-11-11 03:02:24 +07:00
e8e2ec5a43 Add test for executor 2025-11-11 02:15:57 +07:00
d02a07f86b Fix initial balance on the backtest + n8n webhook 2025-11-10 18:37:44 +07:00
b3f3df5fbc Fix privy secrets 2025-11-10 17:57:00 +07:00
fec1c78b3c Update jwt config for sandbox 2025-11-10 17:00:05 +07:00
91c766de86 Add admin endpoint to delete bundle backtest requests and implement related UI functionality + Add job resilient 2025-11-10 12:28:07 +07:00
0861e9a8d2 Add admin page for bundle 2025-11-10 11:50:20 +07:00
ecf07a7863 Fix genetic db connection pool 2025-11-10 02:40:00 +07:00
51a227e27e Improve perf for backtests 2025-11-10 02:15:43 +07:00