941 lines
37 KiB
C#
941 lines
37 KiB
C#
using System.Diagnostics;
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using Exilion.TradingAtomics;
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using Managing.Application.Abstractions.Repositories;
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using Managing.Application.Abstractions.Shared;
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using Managing.Domain.Backtests;
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using Managing.Domain.Bots;
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using Managing.Domain.Users;
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using Managing.Infrastructure.Databases.PostgreSql.Entities;
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using Microsoft.EntityFrameworkCore;
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using Newtonsoft.Json;
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using static Managing.Common.Enums;
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namespace Managing.Infrastructure.Databases.PostgreSql;
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public class PostgreSqlBacktestRepository : IBacktestRepository
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{
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private readonly ManagingDbContext _context;
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public PostgreSqlBacktestRepository(ManagingDbContext context)
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{
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_context = context;
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}
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// User-specific operations
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public void InsertBacktestForUser(User user, Backtest result)
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{
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ValidateBacktestData(result);
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result.User = user;
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var entity = PostgreSqlMappers.Map(result);
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_context.Backtests.Add(entity);
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_context.SaveChanges();
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}
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/// <summary>
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/// Validates that all numeric fields in the backtest are of the correct type
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/// </summary>
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private void ValidateBacktestData(Backtest backtest)
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{
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// Ensure FinalPnl is a valid decimal
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if (backtest.FinalPnl.GetType() != typeof(decimal))
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{
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throw new InvalidOperationException(
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$"FinalPnl must be of type decimal, but got {backtest.FinalPnl.GetType().Name}");
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}
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// Ensure other numeric fields are correct
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if (backtest.GrowthPercentage.GetType() != typeof(decimal))
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{
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throw new InvalidOperationException(
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$"GrowthPercentage must be of type decimal, but got {backtest.GrowthPercentage.GetType().Name}");
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}
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if (backtest.HodlPercentage.GetType() != typeof(decimal))
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{
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throw new InvalidOperationException(
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$"HodlPercentage must be of type decimal, but got {backtest.HodlPercentage.GetType().Name}");
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}
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if (backtest.Score.GetType() != typeof(double))
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{
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throw new InvalidOperationException(
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$"Score must be of type double, but got {backtest.Score.GetType().Name}");
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}
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if (backtest.WinRate.GetType() != typeof(int))
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{
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throw new InvalidOperationException(
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$"WinRate must be of type int, but got {backtest.WinRate.GetType().Name}");
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}
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}
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public IEnumerable<Backtest> GetBacktestsByUser(User user)
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{
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var entities = _context.Backtests
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.AsNoTracking()
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.Include(b => b.User)
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.Where(b => b.UserId == user.Id)
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.ToList();
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return entities.Select(PostgreSqlMappers.Map);
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}
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public async Task<IEnumerable<Backtest>> GetBacktestsByUserAsync(User user)
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{
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var entities = await _context.Backtests
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.AsNoTracking()
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.Include(b => b.User)
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.Where(b => b.UserId == user.Id)
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.ToListAsync()
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.ConfigureAwait(false);
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return entities.Select(PostgreSqlMappers.Map);
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}
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public IEnumerable<Backtest> GetBacktestsByRequestId(Guid requestId)
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{
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var entities = _context.Backtests
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.AsNoTracking()
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.Where(b => b.RequestId == requestId)
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.ToList();
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return entities.Select(PostgreSqlMappers.Map);
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}
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public async Task<IEnumerable<Backtest>> GetBacktestsByRequestIdAsync(Guid requestId)
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{
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var entities = await _context.Backtests
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.AsNoTracking()
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.Where(b => b.RequestId == requestId)
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.ToListAsync()
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.ConfigureAwait(false);
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return entities.Select(PostgreSqlMappers.Map);
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}
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public (IEnumerable<LightBacktest> Backtests, int TotalCount) GetBacktestsByRequestIdPaginated(Guid requestId,
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int page, int pageSize, string sortBy = "score", string sortOrder = "desc")
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{
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var stopwatch = Stopwatch.StartNew();
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var baseQuery = _context.Backtests
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.AsNoTracking()
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.Where(b => b.RequestId == requestId);
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var afterQueryMs = stopwatch.ElapsedMilliseconds;
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var totalCount = baseQuery.Count();
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var afterCountMs = stopwatch.ElapsedMilliseconds;
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// Apply sorting
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IQueryable<BacktestEntity> sortedQuery = sortBy.ToLower() switch
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{
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"score" => sortOrder == "desc"
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? baseQuery.OrderByDescending(b => b.Score)
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: baseQuery.OrderBy(b => b.Score),
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"finalpnl" => sortOrder == "desc"
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? baseQuery.OrderByDescending(b => b.FinalPnl)
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: baseQuery.OrderBy(b => b.FinalPnl),
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"winrate" => sortOrder == "desc"
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? baseQuery.OrderByDescending(b => b.WinRate)
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: baseQuery.OrderBy(b => b.WinRate),
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"growthpercentage" => sortOrder == "desc"
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? baseQuery.OrderByDescending(b => b.GrowthPercentage)
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: baseQuery.OrderBy(b => b.GrowthPercentage),
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"hodlpercentage" => sortOrder == "desc"
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? baseQuery.OrderByDescending(b => b.HodlPercentage)
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: baseQuery.OrderBy(b => b.HodlPercentage),
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_ => sortOrder == "desc"
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? baseQuery.OrderByDescending(b => b.Score)
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: baseQuery.OrderBy(b => b.Score)
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};
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var afterSortMs = stopwatch.ElapsedMilliseconds;
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var entities = sortedQuery
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.Skip((page - 1) * pageSize)
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.Take(pageSize)
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.ToList();
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var afterToListMs = stopwatch.ElapsedMilliseconds;
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Console.WriteLine(
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$"[PostgreSqlBacktestRepo] Query: {afterQueryMs}ms, Count: {afterCountMs - afterQueryMs}ms, Sort: {afterSortMs - afterCountMs}ms, ToList: {afterToListMs - afterSortMs}ms, Total: {afterToListMs}ms");
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var mappedBacktests = entities.Select(entity => new LightBacktest
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{
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Id = entity.Identifier,
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Config = JsonConvert.DeserializeObject<TradingBotConfig>(entity.ConfigJson),
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FinalPnl = entity.FinalPnl,
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WinRate = entity.WinRate,
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GrowthPercentage = entity.GrowthPercentage,
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HodlPercentage = entity.HodlPercentage,
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StartDate = entity.StartDate,
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EndDate = entity.EndDate,
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MaxDrawdown = !string.IsNullOrEmpty(entity.StatisticsJson)
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? JsonConvert.DeserializeObject<PerformanceMetrics>(entity.StatisticsJson)?.MaxDrawdown
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: null,
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Fees = entity.Fees,
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SharpeRatio = !string.IsNullOrEmpty(entity.StatisticsJson)
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? JsonConvert.DeserializeObject<PerformanceMetrics>(entity.StatisticsJson)?.SharpeRatio != null
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? (double?)JsonConvert.DeserializeObject<PerformanceMetrics>(entity.StatisticsJson).SharpeRatio
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: null
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: null,
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Score = entity.Score,
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ScoreMessage = entity.ScoreMessage ?? string.Empty
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});
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return (mappedBacktests, totalCount);
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}
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public async Task<(IEnumerable<LightBacktest> Backtests, int TotalCount)> GetBacktestsByRequestIdPaginatedAsync(
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Guid requestId, int page, int pageSize, string sortBy = "score", string sortOrder = "desc")
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{
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var stopwatch = Stopwatch.StartNew();
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var baseQuery = _context.Backtests
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.AsNoTracking()
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.Where(b => b.RequestId == requestId);
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var afterQueryMs = stopwatch.ElapsedMilliseconds;
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var totalCount = await baseQuery.CountAsync().ConfigureAwait(false);
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var afterCountMs = stopwatch.ElapsedMilliseconds;
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// Apply sorting
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IQueryable<BacktestEntity> sortedQuery = sortBy.ToLower() switch
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{
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"score" => sortOrder == "desc"
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? baseQuery.OrderByDescending(b => b.Score)
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: baseQuery.OrderBy(b => b.Score),
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"finalpnl" => sortOrder == "desc"
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? baseQuery.OrderByDescending(b => b.FinalPnl)
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: baseQuery.OrderBy(b => b.FinalPnl),
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"winrate" => sortOrder == "desc"
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? baseQuery.OrderByDescending(b => b.WinRate)
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: baseQuery.OrderBy(b => b.WinRate),
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"growthpercentage" => sortOrder == "desc"
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? baseQuery.OrderByDescending(b => b.GrowthPercentage)
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: baseQuery.OrderBy(b => b.GrowthPercentage),
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"hodlpercentage" => sortOrder == "desc"
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? baseQuery.OrderByDescending(b => b.HodlPercentage)
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: baseQuery.OrderBy(b => b.HodlPercentage),
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_ => sortOrder == "desc"
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? baseQuery.OrderByDescending(b => b.Score)
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: baseQuery.OrderBy(b => b.Score)
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};
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var afterSortMs = stopwatch.ElapsedMilliseconds;
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var entities = await sortedQuery
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.Skip((page - 1) * pageSize)
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.Take(pageSize)
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.ToListAsync()
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.ConfigureAwait(false);
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var afterToListMs = stopwatch.ElapsedMilliseconds;
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Console.WriteLine(
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$"[PostgreSqlBacktestRepo] Query: {afterQueryMs}ms, Count: {afterCountMs - afterQueryMs}ms, Sort: {afterSortMs - afterCountMs}ms, ToList: {afterToListMs - afterSortMs}ms, Total: {afterToListMs}ms");
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var mappedBacktests = entities.Select(entity => new LightBacktest
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{
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Id = entity.Identifier,
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Config = JsonConvert.DeserializeObject<TradingBotConfig>(entity.ConfigJson),
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FinalPnl = entity.FinalPnl,
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WinRate = entity.WinRate,
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GrowthPercentage = entity.GrowthPercentage,
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HodlPercentage = entity.HodlPercentage,
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StartDate = entity.StartDate,
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EndDate = entity.EndDate,
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MaxDrawdown = !string.IsNullOrEmpty(entity.StatisticsJson)
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? JsonConvert.DeserializeObject<PerformanceMetrics>(entity.StatisticsJson)?.MaxDrawdown
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: null,
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Fees = entity.Fees,
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SharpeRatio = !string.IsNullOrEmpty(entity.StatisticsJson)
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? JsonConvert.DeserializeObject<PerformanceMetrics>(entity.StatisticsJson)?.SharpeRatio != null
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? (double?)JsonConvert.DeserializeObject<PerformanceMetrics>(entity.StatisticsJson).SharpeRatio
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: null
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: null,
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Score = entity.Score,
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ScoreMessage = entity.ScoreMessage ?? string.Empty
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});
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return (mappedBacktests, totalCount);
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}
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public Backtest GetBacktestByIdForUser(User user, string id)
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{
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var entity = _context.Backtests
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.AsNoTracking()
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.Include(b => b.User)
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.FirstOrDefault(b => b.Identifier == id && b.UserId == user.Id);
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return entity != null ? PostgreSqlMappers.Map(entity) : null;
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}
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public async Task<Backtest> GetBacktestByIdForUserAsync(User user, string id)
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{
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var entity = await _context.Backtests
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.AsNoTracking()
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.Include(b => b.User)
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.FirstOrDefaultAsync(b => b.Identifier == id && b.UserId == user.Id)
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.ConfigureAwait(false);
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return entity != null ? PostgreSqlMappers.Map(entity) : null;
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}
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public void DeleteBacktestByIdForUser(User user, string id)
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{
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var entity = _context.Backtests
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.AsTracking()
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.FirstOrDefault(b => b.Identifier == id && b.UserId == user.Id);
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if (entity != null)
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{
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_context.Backtests.Remove(entity);
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_context.SaveChanges();
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}
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}
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public async Task DeleteBacktestByIdForUserAsync(User user, string id)
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{
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var entity = await _context.Backtests
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.AsTracking()
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.FirstOrDefaultAsync(b => b.Identifier == id && b.UserId == user.Id)
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.ConfigureAwait(false);
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if (entity != null)
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{
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_context.Backtests.Remove(entity);
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await _context.SaveChangesAsync().ConfigureAwait(false);
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}
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}
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public void DeleteBacktestsByIdsForUser(User user, IEnumerable<string> ids)
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{
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var entities = _context.Backtests
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.AsTracking()
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.Where(b => b.UserId == user.Id && ids.Contains(b.Identifier))
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.ToList();
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if (entities.Any())
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{
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_context.Backtests.RemoveRange(entities);
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_context.SaveChanges();
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}
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}
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public async Task DeleteBacktestsByIdsForUserAsync(User user, IEnumerable<string> ids)
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{
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var entities = await _context.Backtests
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.AsTracking()
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.Where(b => b.UserId == user.Id && ids.Contains(b.Identifier))
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.ToListAsync()
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.ConfigureAwait(false);
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if (entities.Any())
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{
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_context.Backtests.RemoveRange(entities);
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await _context.SaveChangesAsync().ConfigureAwait(false);
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}
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}
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public void DeleteAllBacktestsForUser(User user)
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{
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var entities = _context.Backtests
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.AsTracking()
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.Where(b => b.UserId == user.Id)
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.ToList();
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if (entities.Any())
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{
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_context.Backtests.RemoveRange(entities);
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_context.SaveChanges();
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}
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}
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public void DeleteBacktestsByRequestId(Guid requestId)
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{
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var entities = _context.Backtests
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.AsTracking()
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.Where(b => b.RequestId == requestId)
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.ToList();
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if (entities.Any())
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{
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_context.Backtests.RemoveRange(entities);
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_context.SaveChanges();
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}
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}
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public async Task DeleteBacktestsByRequestIdAsync(Guid requestId)
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{
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var entities = await _context.Backtests
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.AsTracking()
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.Where(b => b.RequestId == requestId)
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.ToListAsync()
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.ConfigureAwait(false);
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if (entities.Any())
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{
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_context.Backtests.RemoveRange(entities);
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await _context.SaveChangesAsync().ConfigureAwait(false);
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}
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}
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public async Task<int> DeleteBacktestsByFiltersAsync(User user, BacktestsFilter filter)
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{
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var baseQuery = _context.Backtests
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.AsTracking()
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.Where(b => b.UserId == user.Id);
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if (filter != null)
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{
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if (!string.IsNullOrWhiteSpace(filter.NameContains))
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{
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var nameLike = $"%{filter.NameContains.Trim()}%";
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baseQuery = baseQuery.Where(b => EF.Functions.ILike(b.Name, nameLike));
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}
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if (filter.ScoreMin.HasValue)
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baseQuery = baseQuery.Where(b => b.Score >= filter.ScoreMin.Value);
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if (filter.ScoreMax.HasValue)
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baseQuery = baseQuery.Where(b => b.Score <= filter.ScoreMax.Value);
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if (filter.WinrateMin.HasValue)
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baseQuery = baseQuery.Where(b => b.WinRate >= filter.WinrateMin.Value);
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if (filter.WinrateMax.HasValue)
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baseQuery = baseQuery.Where(b => b.WinRate <= filter.WinrateMax.Value);
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if (filter.MaxDrawdownMax.HasValue)
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baseQuery = baseQuery.Where(b => b.MaxDrawdown <= filter.MaxDrawdownMax.Value);
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if (filter.Tickers != null && filter.Tickers.Any())
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{
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var tickerArray = filter.Tickers.ToArray();
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baseQuery = baseQuery.Where(b => tickerArray.Contains(b.Ticker));
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}
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if (filter.Indicators != null && filter.Indicators.Any())
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{
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foreach (var ind in filter.Indicators)
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{
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var token = "," + ind + ",";
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baseQuery = baseQuery.Where(b => ("," + b.IndicatorsCsv + ",").Contains(token));
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}
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}
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if (filter.DurationMin.HasValue)
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baseQuery = baseQuery.Where(b => b.Duration >= filter.DurationMin.Value);
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if (filter.DurationMax.HasValue)
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baseQuery = baseQuery.Where(b => b.Duration <= filter.DurationMax.Value);
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}
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var entities = await baseQuery.ToListAsync().ConfigureAwait(false);
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var count = entities.Count;
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if (count > 0)
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{
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_context.Backtests.RemoveRange(entities);
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await _context.SaveChangesAsync().ConfigureAwait(false);
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}
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return count;
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}
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|
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public (IEnumerable<LightBacktest> Backtests, int TotalCount) GetBacktestsByUserPaginated(
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User user,
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int page,
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int pageSize,
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BacktestSortableColumn sortBy = BacktestSortableColumn.Score,
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string sortOrder = "desc",
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BacktestsFilter? filter = null)
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{
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var stopwatch = Stopwatch.StartNew();
|
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|
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var baseQuery = _context.Backtests
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.AsNoTracking()
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.Where(b => b.UserId == user.Id);
|
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|
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if (filter != null)
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{
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if (!string.IsNullOrWhiteSpace(filter.NameContains))
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{
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var nameLike = $"%{filter.NameContains.Trim()}%";
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baseQuery = baseQuery.Where(b => EF.Functions.ILike(b.Name, nameLike));
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}
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if (filter.ScoreMin.HasValue)
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baseQuery = baseQuery.Where(b => b.Score >= filter.ScoreMin.Value);
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if (filter.ScoreMax.HasValue)
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baseQuery = baseQuery.Where(b => b.Score <= filter.ScoreMax.Value);
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if (filter.WinrateMin.HasValue)
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baseQuery = baseQuery.Where(b => b.WinRate >= filter.WinrateMin.Value);
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if (filter.WinrateMax.HasValue)
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baseQuery = baseQuery.Where(b => b.WinRate <= filter.WinrateMax.Value);
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if (filter.MaxDrawdownMax.HasValue)
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baseQuery = baseQuery.Where(b => b.MaxDrawdown <= filter.MaxDrawdownMax.Value);
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if (filter.Tickers != null && filter.Tickers.Any())
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{
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var tickerArray = filter.Tickers.ToArray();
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baseQuery = baseQuery.Where(b => tickerArray.Contains(b.Ticker));
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}
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if (filter.Indicators != null && filter.Indicators.Any())
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{
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foreach (var ind in filter.Indicators)
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{
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var token = "," + ind + ",";
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baseQuery = baseQuery.Where(b => ("," + b.IndicatorsCsv + ",").Contains(token));
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}
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}
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if (filter.DurationMin.HasValue)
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baseQuery = baseQuery.Where(b => b.Duration >= filter.DurationMin.Value);
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if (filter.DurationMax.HasValue)
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baseQuery = baseQuery.Where(b => b.Duration <= filter.DurationMax.Value);
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}
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|
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var afterQueryMs = stopwatch.ElapsedMilliseconds;
|
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var totalCount = baseQuery.Count();
|
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var afterCountMs = stopwatch.ElapsedMilliseconds;
|
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|
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// Apply sorting
|
|
IQueryable<BacktestEntity> sortedQuery = sortBy switch
|
|
{
|
|
BacktestSortableColumn.Score => sortOrder == "desc"
|
|
? baseQuery.OrderByDescending(b => b.Score)
|
|
: baseQuery.OrderBy(b => b.Score),
|
|
BacktestSortableColumn.FinalPnl => sortOrder == "desc"
|
|
? baseQuery.OrderByDescending(b => b.FinalPnl)
|
|
: baseQuery.OrderBy(b => b.FinalPnl),
|
|
BacktestSortableColumn.WinRate => sortOrder == "desc"
|
|
? baseQuery.OrderByDescending(b => b.WinRate)
|
|
: baseQuery.OrderBy(b => b.WinRate),
|
|
BacktestSortableColumn.GrowthPercentage => sortOrder == "desc"
|
|
? baseQuery.OrderByDescending(b => b.GrowthPercentage)
|
|
: baseQuery.OrderBy(b => b.GrowthPercentage),
|
|
BacktestSortableColumn.HodlPercentage => sortOrder == "desc"
|
|
? baseQuery.OrderByDescending(b => b.HodlPercentage)
|
|
: baseQuery.OrderBy(b => b.HodlPercentage),
|
|
BacktestSortableColumn.Duration => sortOrder == "desc"
|
|
? baseQuery.OrderByDescending(b => b.Duration)
|
|
: baseQuery.OrderBy(b => b.Duration),
|
|
BacktestSortableColumn.Timeframe => sortOrder == "desc"
|
|
? baseQuery.OrderByDescending(b => b.Timeframe)
|
|
: baseQuery.OrderBy(b => b.Timeframe),
|
|
BacktestSortableColumn.IndicatorsCount => sortOrder == "desc"
|
|
? baseQuery.OrderByDescending(b => b.IndicatorsCount)
|
|
: baseQuery.OrderBy(b => b.IndicatorsCount),
|
|
BacktestSortableColumn.MaxDrawdown => sortOrder == "desc"
|
|
? baseQuery.OrderByDescending(b => b.MaxDrawdown)
|
|
: baseQuery.OrderBy(b => b.MaxDrawdown),
|
|
BacktestSortableColumn.Fees => sortOrder == "desc"
|
|
? baseQuery.OrderByDescending(b => b.Fees)
|
|
: baseQuery.OrderBy(b => b.Fees),
|
|
BacktestSortableColumn.SharpeRatio => sortOrder == "desc"
|
|
? baseQuery.OrderByDescending(b => b.SharpeRatio)
|
|
: baseQuery.OrderBy(b => b.SharpeRatio),
|
|
BacktestSortableColumn.Ticker => sortOrder == "desc"
|
|
? baseQuery.OrderByDescending(b => b.Ticker)
|
|
: baseQuery.OrderBy(b => b.Ticker),
|
|
BacktestSortableColumn.Name => sortOrder == "desc"
|
|
? baseQuery.OrderByDescending(b => b.Name)
|
|
: baseQuery.OrderBy(b => b.Name),
|
|
_ => sortOrder == "desc"
|
|
? baseQuery.OrderByDescending(b => b.Score)
|
|
: baseQuery.OrderBy(b => b.Score)
|
|
};
|
|
|
|
var afterSortMs = stopwatch.ElapsedMilliseconds;
|
|
var entities = sortedQuery
|
|
.Skip((page - 1) * pageSize)
|
|
.Take(pageSize)
|
|
.ToList();
|
|
var afterToListMs = stopwatch.ElapsedMilliseconds;
|
|
|
|
Console.WriteLine(
|
|
$"[PostgreSqlBacktestRepo] User Query: {afterQueryMs}ms, Count: {afterCountMs - afterQueryMs}ms, Sort: {afterSortMs - afterCountMs}ms, ToList: {afterToListMs - afterSortMs}ms, Total: {afterToListMs}ms");
|
|
|
|
var mappedBacktests = entities.Select(entity => new LightBacktest
|
|
{
|
|
Id = entity.Identifier,
|
|
Config = JsonConvert.DeserializeObject<TradingBotConfig>(entity.ConfigJson),
|
|
Ticker = entity.Ticker,
|
|
FinalPnl = entity.FinalPnl,
|
|
WinRate = entity.WinRate,
|
|
GrowthPercentage = entity.GrowthPercentage,
|
|
HodlPercentage = entity.HodlPercentage,
|
|
StartDate = entity.StartDate,
|
|
EndDate = entity.EndDate,
|
|
MaxDrawdown = entity.MaxDrawdown,
|
|
Fees = entity.Fees,
|
|
SharpeRatio = (double?)entity.SharpeRatio,
|
|
Score = entity.Score,
|
|
ScoreMessage = entity.ScoreMessage ?? string.Empty
|
|
});
|
|
|
|
return (mappedBacktests, totalCount);
|
|
}
|
|
|
|
public async Task<(IEnumerable<LightBacktest> Backtests, int TotalCount)> GetBacktestsByUserPaginatedAsync(
|
|
User user,
|
|
int page,
|
|
int pageSize,
|
|
BacktestSortableColumn sortBy = BacktestSortableColumn.Score,
|
|
string sortOrder = "desc",
|
|
BacktestsFilter? filter = null)
|
|
{
|
|
var stopwatch = Stopwatch.StartNew();
|
|
|
|
var baseQuery = _context.Backtests
|
|
.AsNoTracking()
|
|
.Where(b => b.UserId == user.Id);
|
|
if (filter != null)
|
|
{
|
|
if (!string.IsNullOrWhiteSpace(filter.NameContains))
|
|
{
|
|
var nameLike = $"%{filter.NameContains.Trim()}%";
|
|
baseQuery = baseQuery.Where(b => EF.Functions.ILike(b.Name, nameLike));
|
|
}
|
|
if (filter.ScoreMin.HasValue)
|
|
baseQuery = baseQuery.Where(b => b.Score >= filter.ScoreMin.Value);
|
|
if (filter.ScoreMax.HasValue)
|
|
baseQuery = baseQuery.Where(b => b.Score <= filter.ScoreMax.Value);
|
|
if (filter.WinrateMin.HasValue)
|
|
baseQuery = baseQuery.Where(b => b.WinRate >= filter.WinrateMin.Value);
|
|
if (filter.WinrateMax.HasValue)
|
|
baseQuery = baseQuery.Where(b => b.WinRate <= filter.WinrateMax.Value);
|
|
if (filter.MaxDrawdownMax.HasValue)
|
|
baseQuery = baseQuery.Where(b => b.MaxDrawdown <= filter.MaxDrawdownMax.Value);
|
|
|
|
if (filter.Tickers != null && filter.Tickers.Any())
|
|
{
|
|
var tickerArray = filter.Tickers.ToArray();
|
|
baseQuery = baseQuery.Where(b => tickerArray.Contains(b.Ticker));
|
|
}
|
|
|
|
if (filter.Indicators != null && filter.Indicators.Any())
|
|
{
|
|
foreach (var ind in filter.Indicators)
|
|
{
|
|
var token = "," + ind + ",";
|
|
baseQuery = baseQuery.Where(b => ("," + b.IndicatorsCsv + ",").Contains(token));
|
|
}
|
|
}
|
|
|
|
if (filter.DurationMin.HasValue)
|
|
baseQuery = baseQuery.Where(b => b.Duration >= filter.DurationMin.Value);
|
|
if (filter.DurationMax.HasValue)
|
|
baseQuery = baseQuery.Where(b => b.Duration <= filter.DurationMax.Value);
|
|
}
|
|
|
|
var afterQueryMs = stopwatch.ElapsedMilliseconds;
|
|
var totalCount = await baseQuery.CountAsync().ConfigureAwait(false);
|
|
var afterCountMs = stopwatch.ElapsedMilliseconds;
|
|
|
|
// Apply sorting
|
|
IQueryable<BacktestEntity> sortedQuery = sortBy switch
|
|
{
|
|
BacktestSortableColumn.Score => sortOrder == "desc"
|
|
? baseQuery.OrderByDescending(b => b.Score)
|
|
: baseQuery.OrderBy(b => b.Score),
|
|
BacktestSortableColumn.FinalPnl => sortOrder == "desc"
|
|
? baseQuery.OrderByDescending(b => b.FinalPnl)
|
|
: baseQuery.OrderBy(b => b.FinalPnl),
|
|
BacktestSortableColumn.WinRate => sortOrder == "desc"
|
|
? baseQuery.OrderByDescending(b => b.WinRate)
|
|
: baseQuery.OrderBy(b => b.WinRate),
|
|
BacktestSortableColumn.GrowthPercentage => sortOrder == "desc"
|
|
? baseQuery.OrderByDescending(b => b.GrowthPercentage)
|
|
: baseQuery.OrderBy(b => b.GrowthPercentage),
|
|
BacktestSortableColumn.HodlPercentage => sortOrder == "desc"
|
|
? baseQuery.OrderByDescending(b => b.HodlPercentage)
|
|
: baseQuery.OrderBy(b => b.HodlPercentage),
|
|
BacktestSortableColumn.Duration => sortOrder == "desc"
|
|
? baseQuery.OrderByDescending(b => b.Duration)
|
|
: baseQuery.OrderBy(b => b.Duration),
|
|
BacktestSortableColumn.Timeframe => sortOrder == "desc"
|
|
? baseQuery.OrderByDescending(b => b.Timeframe)
|
|
: baseQuery.OrderBy(b => b.Timeframe),
|
|
BacktestSortableColumn.IndicatorsCount => sortOrder == "desc"
|
|
? baseQuery.OrderByDescending(b => b.IndicatorsCount)
|
|
: baseQuery.OrderBy(b => b.IndicatorsCount),
|
|
BacktestSortableColumn.MaxDrawdown => sortOrder == "desc"
|
|
? baseQuery.OrderByDescending(b => b.MaxDrawdown)
|
|
: baseQuery.OrderBy(b => b.MaxDrawdown),
|
|
BacktestSortableColumn.Fees => sortOrder == "desc"
|
|
? baseQuery.OrderByDescending(b => b.Fees)
|
|
: baseQuery.OrderBy(b => b.Fees),
|
|
BacktestSortableColumn.SharpeRatio => sortOrder == "desc"
|
|
? baseQuery.OrderByDescending(b => b.SharpeRatio)
|
|
: baseQuery.OrderBy(b => b.SharpeRatio),
|
|
BacktestSortableColumn.Ticker => sortOrder == "desc"
|
|
? baseQuery.OrderByDescending(b => b.Ticker)
|
|
: baseQuery.OrderBy(b => b.Ticker),
|
|
BacktestSortableColumn.Name => sortOrder == "desc"
|
|
? baseQuery.OrderByDescending(b => b.Name)
|
|
: baseQuery.OrderBy(b => b.Name),
|
|
_ => sortOrder == "desc"
|
|
? baseQuery.OrderByDescending(b => b.Score)
|
|
: baseQuery.OrderBy(b => b.Score)
|
|
};
|
|
|
|
var afterSortMs = stopwatch.ElapsedMilliseconds;
|
|
var entities = await sortedQuery
|
|
.Skip((page - 1) * pageSize)
|
|
.Take(pageSize)
|
|
.ToListAsync()
|
|
.ConfigureAwait(false);
|
|
var afterToListMs = stopwatch.ElapsedMilliseconds;
|
|
|
|
Console.WriteLine(
|
|
$"[PostgreSqlBacktestRepo] User Query: {afterQueryMs}ms, Count: {afterCountMs - afterQueryMs}ms, Sort: {afterSortMs - afterCountMs}ms, ToList: {afterToListMs - afterSortMs}ms, Total: {afterToListMs}ms");
|
|
|
|
var mappedBacktests = entities.Select(entity => new LightBacktest
|
|
{
|
|
Id = entity.Identifier,
|
|
Config = JsonConvert.DeserializeObject<TradingBotConfig>(entity.ConfigJson),
|
|
FinalPnl = entity.FinalPnl,
|
|
WinRate = entity.WinRate,
|
|
GrowthPercentage = entity.GrowthPercentage,
|
|
HodlPercentage = entity.HodlPercentage,
|
|
StartDate = entity.StartDate,
|
|
EndDate = entity.EndDate,
|
|
MaxDrawdown = entity.MaxDrawdown,
|
|
Fees = entity.Fees,
|
|
SharpeRatio = (double?)entity.SharpeRatio,
|
|
Score = entity.Score,
|
|
ScoreMessage = entity.ScoreMessage ?? string.Empty
|
|
});
|
|
|
|
return (mappedBacktests, totalCount);
|
|
}
|
|
|
|
// Bundle backtest methods
|
|
public void InsertBundleBacktestRequestForUser(User user, BundleBacktestRequest bundleRequest)
|
|
{
|
|
bundleRequest.User = user;
|
|
|
|
// Set the UserId by finding the user entity
|
|
var userEntity = _context.Users.FirstOrDefault(u => u.Name == user.Name);
|
|
if (userEntity != null)
|
|
{
|
|
// Check for existing bundle requests with the same name for this user
|
|
var maxVersion = _context.BundleBacktestRequests
|
|
.Where(b => b.UserId == userEntity.Id && b.Name == bundleRequest.Name)
|
|
.Max(b => (int?)b.Version);
|
|
|
|
// Increment version if a bundle with the same name exists
|
|
bundleRequest.Version = (maxVersion ?? 0) + 1;
|
|
}
|
|
|
|
var entity = PostgreSqlMappers.Map(bundleRequest);
|
|
if (userEntity != null)
|
|
{
|
|
entity.UserId = userEntity.Id;
|
|
}
|
|
|
|
_context.BundleBacktestRequests.Add(entity);
|
|
_context.SaveChanges();
|
|
}
|
|
|
|
public async Task InsertBundleBacktestRequestForUserAsync(User user, BundleBacktestRequest bundleRequest)
|
|
{
|
|
bundleRequest.User = user;
|
|
|
|
// Set the UserId by finding the user entity
|
|
var userEntity = await _context.Users.FirstOrDefaultAsync(u => u.Name == user.Name);
|
|
if (userEntity != null)
|
|
{
|
|
// Check for existing bundle requests with the same name for this user
|
|
var maxVersion = await _context.BundleBacktestRequests
|
|
.Where(b => b.UserId == userEntity.Id && b.Name == bundleRequest.Name)
|
|
.MaxAsync(b => (int?)b.Version);
|
|
|
|
// Increment version if a bundle with the same name exists
|
|
bundleRequest.Version = (maxVersion ?? 0) + 1;
|
|
}
|
|
|
|
var entity = PostgreSqlMappers.Map(bundleRequest);
|
|
if (userEntity != null)
|
|
{
|
|
entity.UserId = userEntity.Id;
|
|
}
|
|
|
|
await _context.BundleBacktestRequests.AddAsync(entity);
|
|
await _context.SaveChangesAsync();
|
|
}
|
|
|
|
public IEnumerable<BundleBacktestRequest> GetBundleBacktestRequestsByUser(User user)
|
|
{
|
|
var entities = _context.BundleBacktestRequests
|
|
.AsNoTracking()
|
|
.Include(b => b.User)
|
|
.Where(b => b.UserId == user.Id)
|
|
.OrderByDescending(b => b.CreatedAt)
|
|
.ToList();
|
|
|
|
return entities.Select(PostgreSqlMappers.Map);
|
|
}
|
|
|
|
public async Task<IEnumerable<BundleBacktestRequest>> GetBundleBacktestRequestsByUserAsync(User user)
|
|
{
|
|
var entities = await _context.BundleBacktestRequests
|
|
.AsNoTracking()
|
|
.Include(b => b.User)
|
|
.Where(b => b.UserId == user.Id)
|
|
.OrderByDescending(b => b.CreatedAt)
|
|
.ToListAsync()
|
|
.ConfigureAwait(false);
|
|
|
|
return entities.Select(PostgreSqlMappers.Map);
|
|
}
|
|
|
|
public BundleBacktestRequest? GetBundleBacktestRequestByIdForUser(User user, Guid id)
|
|
{
|
|
var entity = _context.BundleBacktestRequests
|
|
.AsNoTracking()
|
|
.Include(b => b.User)
|
|
.FirstOrDefault(b => b.RequestId == id && b.UserId == user.Id);
|
|
|
|
return entity != null ? PostgreSqlMappers.Map(entity) : null;
|
|
}
|
|
|
|
public async Task<BundleBacktestRequest?> GetBundleBacktestRequestByIdForUserAsync(User user, Guid id)
|
|
{
|
|
var entity = await _context.BundleBacktestRequests
|
|
.AsNoTracking()
|
|
.Include(b => b.User)
|
|
.FirstOrDefaultAsync(b => b.RequestId == id && b.UserId == user.Id)
|
|
.ConfigureAwait(false);
|
|
|
|
return entity != null ? PostgreSqlMappers.Map(entity) : null;
|
|
}
|
|
|
|
public void UpdateBundleBacktestRequest(BundleBacktestRequest bundleRequest)
|
|
{
|
|
var entity = _context.BundleBacktestRequests
|
|
.AsTracking()
|
|
.FirstOrDefault(b => b.RequestId == bundleRequest.RequestId);
|
|
|
|
if (entity != null)
|
|
{
|
|
// Update the entity properties
|
|
entity.Status = bundleRequest.Status;
|
|
entity.CompletedAt = bundleRequest.CompletedAt;
|
|
entity.CompletedBacktests = bundleRequest.CompletedBacktests;
|
|
entity.FailedBacktests = bundleRequest.FailedBacktests;
|
|
entity.ErrorMessage = bundleRequest.ErrorMessage;
|
|
entity.ProgressInfo = bundleRequest.ProgressInfo;
|
|
entity.CurrentBacktest = bundleRequest.CurrentBacktest;
|
|
entity.EstimatedTimeRemainingSeconds = bundleRequest.EstimatedTimeRemainingSeconds;
|
|
entity.Version = bundleRequest.Version; // Preserve the version
|
|
entity.UpdatedAt = DateTime.UtcNow;
|
|
|
|
// Serialize Results to JSON
|
|
if (bundleRequest.Results != null && bundleRequest.Results.Any())
|
|
{
|
|
try
|
|
{
|
|
entity.ResultsJson = JsonConvert.SerializeObject(bundleRequest.Results);
|
|
}
|
|
catch
|
|
{
|
|
entity.ResultsJson = "[]";
|
|
}
|
|
}
|
|
else
|
|
{
|
|
entity.ResultsJson = "[]";
|
|
}
|
|
|
|
_context.SaveChanges();
|
|
}
|
|
}
|
|
|
|
public async Task UpdateBundleBacktestRequestAsync(BundleBacktestRequest bundleRequest)
|
|
{
|
|
var entity = await _context.BundleBacktestRequests
|
|
.AsTracking()
|
|
.FirstOrDefaultAsync(b => b.RequestId == bundleRequest.RequestId)
|
|
.ConfigureAwait(false);
|
|
|
|
if (entity != null)
|
|
{
|
|
// Update the entity properties
|
|
entity.Status = bundleRequest.Status;
|
|
entity.CompletedAt = bundleRequest.CompletedAt;
|
|
entity.CompletedBacktests = bundleRequest.CompletedBacktests;
|
|
entity.FailedBacktests = bundleRequest.FailedBacktests;
|
|
entity.ErrorMessage = bundleRequest.ErrorMessage;
|
|
entity.ProgressInfo = bundleRequest.ProgressInfo;
|
|
entity.CurrentBacktest = bundleRequest.CurrentBacktest;
|
|
entity.EstimatedTimeRemainingSeconds = bundleRequest.EstimatedTimeRemainingSeconds;
|
|
entity.Version = bundleRequest.Version; // Preserve the version
|
|
entity.UpdatedAt = DateTime.UtcNow;
|
|
|
|
// Serialize Results to JSON
|
|
if (bundleRequest.Results != null && bundleRequest.Results.Any())
|
|
{
|
|
try
|
|
{
|
|
entity.ResultsJson = JsonConvert.SerializeObject(bundleRequest.Results);
|
|
}
|
|
catch
|
|
{
|
|
entity.ResultsJson = "[]";
|
|
}
|
|
}
|
|
else
|
|
{
|
|
entity.ResultsJson = "[]";
|
|
}
|
|
|
|
await _context.SaveChangesAsync().ConfigureAwait(false);
|
|
}
|
|
}
|
|
|
|
public void DeleteBundleBacktestRequestByIdForUser(User user, Guid id)
|
|
{
|
|
var entity = _context.BundleBacktestRequests
|
|
.AsTracking()
|
|
.FirstOrDefault(b => b.RequestId == id && b.UserId == user.Id);
|
|
|
|
if (entity != null)
|
|
{
|
|
_context.BundleBacktestRequests.Remove(entity);
|
|
_context.SaveChanges();
|
|
}
|
|
}
|
|
|
|
public async Task DeleteBundleBacktestRequestByIdForUserAsync(User user, Guid id)
|
|
{
|
|
var entity = await _context.BundleBacktestRequests
|
|
.AsTracking()
|
|
.FirstOrDefaultAsync(b => b.RequestId == id && b.UserId == user.Id)
|
|
.ConfigureAwait(false);
|
|
|
|
if (entity != null)
|
|
{
|
|
_context.BundleBacktestRequests.Remove(entity);
|
|
await _context.SaveChangesAsync().ConfigureAwait(false);
|
|
}
|
|
}
|
|
|
|
public IEnumerable<BundleBacktestRequest> GetBundleBacktestRequestsByStatus(BundleBacktestRequestStatus status)
|
|
{
|
|
var entities = _context.BundleBacktestRequests
|
|
.AsNoTracking()
|
|
.Include(b => b.User)
|
|
.Where(b => b.Status == status)
|
|
.ToList();
|
|
|
|
return entities.Select(PostgreSqlMappers.Map);
|
|
}
|
|
|
|
public async Task<IEnumerable<BundleBacktestRequest>> GetBundleBacktestRequestsByStatusAsync(BundleBacktestRequestStatus status)
|
|
{
|
|
var entities = await _context.BundleBacktestRequests
|
|
.AsNoTracking()
|
|
.Include(b => b.User)
|
|
.Where(b => b.Status == status)
|
|
.ToListAsync()
|
|
.ConfigureAwait(false);
|
|
|
|
return entities.Select(PostgreSqlMappers.Map);
|
|
}
|
|
} |