Commit Graph

404 Commits

Author SHA1 Message Date
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
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
567de2e5ee Add benchmark + fix bundle that should be completed 2025-11-11 11:35:48 +07:00
14d101b63e Add benchmark for backtest on the test 2025-11-11 11:23:30 +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
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
b3f3df5fbc Fix privy secrets 2025-11-10 17:57:00 +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
7e52b7a734 Improve workers for backtests 2025-11-10 01:44:33 +07:00
b1cd01bf9b Fix backtest count 2025-11-09 14:00:36 +07:00
7e08e63dd1 Add genetic backtest to worker 2025-11-09 03:32:08 +07:00
7dba29c66f Add jobs 2025-11-09 02:08:31 +07:00
60cd0816f4 Add log on check if admin 2025-11-08 02:21:44 +07:00
ca705d5b76 Make isAdmin async 2025-11-08 02:08:19 +07:00
e0795677e4 Add whitelisting and admin 2025-11-07 23:46:48 +07:00
21110cd771 Add whitelisting service + update the jwt valid audience 2025-11-07 19:38:33 +07:00
2dc34f07d8 Add yield for orleans + 1min to 2h timeout for grain message + more exception send to sentry 2025-11-07 12:40:24 +07:00
c183a71bd0 Log exception when backtest failed for no candles 2025-11-05 17:27:48 +07:00
5afddb895e Add async for saving backtests 2025-11-05 16:58:46 +07:00
db6e06ad5d Do not check signal if position open and flipping is off 2025-11-05 10:56:07 +07:00
1079f38ed7 Add exception for webhook + add gracefull time before market decrease 2025-11-05 10:54:14 +07:00
60035ca299 Fix pnl calculation when force closed 2025-11-03 19:26:48 +07:00
b8c6f05805 Update managing api security 2025-11-01 18:01:08 +07:00
ce43bbf31f Remove debug for position updated 2025-10-27 11:05:15 +07:00
abd5eb675c Re-update internal balance before opening position 2025-10-27 10:25:45 +07:00
f816b8de50 Update fetch borkerPosition in bot + better HandleClosePosition + Add debug channel to receive all debug 2025-10-25 18:35:51 +07:00
38e6998ff3 Add test to check if backtest behavior changed 2025-10-24 19:08:10 +07:00
fc4369a008 Add start and enddate when fetching the position history 2025-10-24 18:00:23 +07:00
554cac7d89 Check direction of the position before updating the broker position 2025-10-24 02:41:40 +07:00
6bfefc91c8 Deserialized variant for bundle backtest 2025-10-23 12:31:30 +07:00
6ffe9ae9c4 Add error handling for GMX positions 2025-10-21 17:56:09 +07:00
af08462e59 Add save only for bundle backtest 2025-10-21 16:38:51 +07:00
79f07af899 Fix get Balance 2025-10-20 16:20:36 +07:00
f24938114d Fix position count 2025-10-18 14:02:08 +07:00
76b5036703 Fix volume over time 2025-10-18 13:48:12 +07:00
8170052fd7 Update open price when position filled to match more the reality 2025-10-17 16:52:30 +07:00
3f1b5f09e0 Update the gmx for the execution fees 2025-10-17 00:49:20 +07:00
d6122aeb27 Fix backtests and indicators 2025-10-16 20:06:47 +07:00
472c507801 Add netpnl and initialBalance to backtests 2025-10-16 17:19:22 +07:00