managing-apps/src/Managing.Application/Bots/BacktestSpotBot.cs

using Managing.Application.Abstractions;
using Managing.Application.Abstractions.Services;
using Managing.Application.Trading.Commands;
using Managing.Application.Trading.Handlers;
using Managing.Core;
using Managing.Domain.Accounts;
using Managing.Domain.Bots;
using Managing.Domain.Candles;
using Managing.Domain.Indicators;
using Managing.Domain.Shared.Helpers;
using Managing.Domain.Strategies.Base;
using Managing.Domain.Trades;
using Managing.Domain.Users;
using Microsoft.Extensions.DependencyInjection;
using Microsoft.Extensions.Logging;
using Orleans.Streams;
using static Managing.Common.Enums;

namespace Managing.Application.Bots;

public class BacktestSpotBot : TradingBotBase, ITradingBot
{
    public BacktestSpotBot(
        ILogger<TradingBotBase> logger,
        IServiceScopeFactory scopeFactory,
        TradingBotConfig config,
        IStreamProvider? streamProvider = null
    ) : base(logger, scopeFactory, config, streamProvider)
    {
        // Backtest-specific initialization
        Config.TradingType = TradingType.BacktestSpot;
    }

    public override async Task Start(BotStatus previousStatus)
    {
        // Backtest mode: Skip account loading and broker initialization
        // Just log basic startup info
        await LogInformation($"🔬 Backtest Spot Bot Started\n" +
                             $"📊 Testing Setup:\n" +
                             $"🎯 Ticker: `{Config.Ticker}`\n" +
                             $"⏰ Timeframe: `{Config.Timeframe}`\n" +
                             $"🎮 Scenario: `{Config.Scenario?.Name ?? "Unknown"}`\n" +
                             $"💰 Initial Balance: `${Config.BotTradingBalance:F2}`\n" +
                             $"✅ Ready to run spot backtest simulation");
    }

    public override async Task Run()
    {
        // Backtest signal update is handled in BacktestExecutor loop
        // No need to call UpdateSignals() here

        if (!Config.IsForWatchingOnly)
            await ManagePositions();

        UpdateWalletBalances();

        // Backtest logging - simplified, no account dependency
        ExecutionCount++;
        Logger.LogInformation(
            "[BacktestSpot][{BotName}] Execution {ExecutionCount} - LastCandleDate: {LastCandleDate}, Signals: {SignalCount}, Positions: {PositionCount}",
            Config.Name, ExecutionCount, LastCandle?.Date, Signals.Count, Positions.Count);
    }

    protected override async Task<Position> GetInternalPositionForUpdate(Position position)
    {
        // In backtest mode, return the position as-is (no database lookup needed)
        return position;
    }

    protected override async Task UpdatePositionWithBrokerData(Position position, List<Position> brokerPositions)
    {
        // In backtest mode, skip broker synchronization
        return;
    }

    protected override async Task<Candle> GetCurrentCandleForPositionClose(Account account, string ticker)
    {
        // In backtest mode, use LastCandle
        return LastCandle;
    }

    protected override async Task<bool> CanOpenPositionWithBrokerChecks(LightSignal signal)
    {
        // In backtest mode, skip broker position checks
        return await CanOpenPosition(signal);
    }

    protected override async Task LoadAccountAsync()
    {
        // In backtest mode, skip account loading
        return;
    }

    protected override async Task VerifyAndUpdateBalanceAsync()
    {
        // In backtest mode, skip balance verification
        return;
    }

    protected override async Task SendPositionToCopyTradingStream(Position position)
    {
        // In backtest mode, skip copy trading stream
        return;
    }

    protected override async Task NotifyAgentAndPlatformAsync(NotificationEventType eventType, Position position)
    {
        // In backtest mode, skip notifications
        return;
    }

    protected override async Task UpdatePositionInDatabaseAsync(Position position)
    {
        // In backtest mode, skip database updates
        return;
    }

    protected override async Task SendClosedPositionToMessenger(Position position, User user)
    {
        // In backtest mode, skip messenger updates
        return;
    }

    protected override async Task CancelAllOrdersAsync()
    {
        // In backtest mode, no orders to cancel
        return;
    }

    protected override async Task LogInformationAsync(string message)
    {
        // In backtest mode, skip user notifications, just log to system
        if (Config.TradingType == TradingType.BacktestSpot)
            return;

        await base.LogInformationAsync(message);
    }

    protected override async Task LogWarningAsync(string message)
    {
        // In backtest mode, skip user notifications, just log to system
        if (Config.TradingType == TradingType.BacktestSpot)
            return;

        await base.LogWarningAsync(message);
    }

    protected override async Task LogDebugAsync(string message)
    {
        // In backtest mode, skip messenger debug logs
        if (Config.TradingType == TradingType.BacktestSpot)
            return;

        await base.LogDebugAsync(message);
    }

    protected override async Task SendTradeMessageAsync(string message, bool isBadBehavior)
    {
        // In backtest mode, skip trade messages
        return;
    }

    protected override async Task UpdateSignalsCore(IReadOnlyList<Candle> candles,
        Dictionary<IndicatorType, IndicatorsResultBase> preCalculatedIndicatorValues = null)
    {
        // Call base implementation for common optimizations (flip check, cooldown check)
        // This will return early if:
        // - FlipPosition is disabled AND there's an open position
        // - Bot is in cooldown period
        await base.UpdateSignalsCore(candles, preCalculatedIndicatorValues);

        // For backtest, if no candles provided (called from Run()), skip signal generation
        // Signals are generated in BacktestExecutor with rolling window candles
        if (candles == null || candles.Count == 0)
            return;

        if (Config.Scenario == null)
            throw new ArgumentNullException(nameof(Config.Scenario), "Config.Scenario cannot be null");

        // Use TradingBox.GetSignal for backtest with pre-calculated indicators
        var backtestSignal = TradingBox.GetSignal(candles, Config.Scenario, Signals, Config.Scenario.LookbackPeriod,
            preCalculatedIndicatorValues);
        if (backtestSignal == null) return;

        await AddSignal(backtestSignal);
    }

    protected override async Task<bool> CanOpenPosition(LightSignal signal)
    {
        // For spot trading, only LONG signals can open positions
        if (signal.Direction != TradeDirection.Long)
        {
            await LogInformationAsync(
                $"🚫 Short Signal Ignored\nShort signals cannot open positions in spot trading\nSignal: `{signal.Identifier}` will be ignored");
            return false;
        }

        // Backtest-specific logic: only check cooldown and loss streak
        // No broker checks, no synth risk assessment, no startup cycle check needed
        return !await IsInCooldownPeriodAsync() && await CheckLossStreak(signal);
    }

    protected override async Task<Position> HandleFlipPosition(LightSignal signal, Position openedPosition,
        LightSignal previousSignal, decimal lastPrice)
    {
        // For spot trading, SHORT signals should close the open LONG position
        // LONG signals should not flip (they would be same direction)
        if (signal.Direction == TradeDirection.Short && openedPosition.OriginDirection == TradeDirection.Long)
        {
            // SHORT signal closes the open LONG position
            await LogInformationAsync(
                $"🔻 Short Signal - Closing Long Position\nClosing position `{openedPosition.Identifier}` due to SHORT signal\nSignal: `{signal.Identifier}`");
            await CloseTrade(previousSignal, openedPosition, openedPosition.Open, lastPrice, true);
            await SetPositionStatus(previousSignal.Identifier, PositionStatus.Finished);
            SetSignalStatus(signal.Identifier, SignalStatus.Expired);
            return null; // No new position opened for SHORT signals
        }
        else if (signal.Direction == TradeDirection.Long && openedPosition.OriginDirection == TradeDirection.Long)
        {
            // Same direction LONG signal - ignore it
            await LogInformationAsync(
                $"📍 Same Direction Signal\nLONG signal `{signal.Identifier}` ignored\nPosition `{openedPosition.Identifier}` already open for LONG");
            SetSignalStatus(signal.Identifier, SignalStatus.Expired);
            return null;
        }
        else
        {
            // This shouldn't happen in spot trading, but handle it gracefully
            await LogInformationAsync(
                $"⚠️ Unexpected Signal Direction\nSignal: `{signal.Identifier}` Direction: `{signal.Direction}`\nPosition: `{openedPosition.Identifier}` Direction: `{openedPosition.OriginDirection}`\nSignal ignored");
            SetSignalStatus(signal.Identifier, SignalStatus.Expired);
            return null;
        }
    }

    protected override async Task<Position> ExecuteOpenPosition(LightSignal signal, decimal lastPrice)
    {
        // Backtest-specific position opening: no balance verification, no exchange calls
        // Only LONG signals should reach here (SHORT signals are filtered out earlier)
        if (signal.Direction != TradeDirection.Long)
        {
            throw new InvalidOperationException(
                $"Only LONG signals can open positions in spot trading. Received: {signal.Direction}");
        }

        if (Account == null || Account.User == null)
        {
            throw new InvalidOperationException("Account and Account.User must be set before opening a position");
        }

        var command = new OpenSpotPositionRequest(
            Config.AccountName,
            Config.MoneyManagement,
            signal.Direction,
            Config.Ticker,
            PositionInitiator.Bot,
            signal.Date,
            Account.User,
            Config.BotTradingBalance,
            isForPaperTrading: true, // Backtest is always paper trading
            lastPrice,
            signalIdentifier: signal.Identifier,
            initiatorIdentifier: Identifier,
            tradingType: Config.TradingType);

        var position = await ServiceScopeHelpers
            .WithScopedServices<IExchangeService, IAccountService, ITradingService, Position>(
                _scopeFactory,
                async (exchangeService, accountService, tradingService) =>
                {
                    return await new OpenSpotPositionCommandHandler(exchangeService, accountService, tradingService)
                        .Handle(command);
                });

        return position;
    }

    public override async Task CloseTrade(LightSignal signal, Position position, Trade tradeToClose, decimal lastPrice,
        bool tradeClosingPosition = false, bool forceMarketClose = false)
    {
        await LogInformationAsync(
            $"🔧 Closing {position.OriginDirection} Spot Trade\nTicker: `{Config.Ticker}`\nPrice: `${lastPrice}`\n📋 Type: `{tradeToClose.TradeType}`\n📊 Quantity: `{tradeToClose.Quantity:F5}`");

        // Backtest-specific: no exchange quantity check, no grace period, direct close
        var command = new CloseSpotPositionCommand(position, position.AccountId, lastPrice);
        try
        {
            Position closedPosition = null;
            await ServiceScopeHelpers.WithScopedServices<IExchangeService, IAccountService, ITradingService>(
                _scopeFactory, async (exchangeService, accountService, tradingService) =>
                {
                    closedPosition =
                        await new CloseSpotPositionCommandHandler(exchangeService, accountService, tradingService)
                            .Handle(command);
                });

            if (closedPosition.Status == PositionStatus.Finished || closedPosition.Status == PositionStatus.Flipped)
            {
                if (tradeClosingPosition)
                {
                    await SetPositionStatus(signal.Identifier, PositionStatus.Finished);
                }

                await HandleClosedPosition(closedPosition, forceMarketClose ? lastPrice : (decimal?)null,
                    forceMarketClose);
            }
            else
            {
                throw new Exception($"Wrong position status : {closedPosition.Status}");
            }
        }
        catch (Exception ex)
        {
            await LogWarningAsync($"Position {signal.Identifier} not closed : {ex.Message}");

            if (position.Status == PositionStatus.Canceled || position.Status == PositionStatus.Rejected)
            {
                // Trade close on exchange => Should close trade manually
                await SetPositionStatus(signal.Identifier, PositionStatus.Finished);
                // Ensure trade dates are properly updated even for canceled/rejected positions
                await HandleClosedPosition(position, forceMarketClose ? lastPrice : (decimal?)null,
                    forceMarketClose);
            }
        }
    }
}