Files
managing-apps/src/Managing.Domain/Backtests/BacktestScoringParams.cs
Oda 422fecea7b Postgres (#30)
* Add postgres

* Migrate users

* Migrate geneticRequest

* Try to fix Concurrent call

* Fix asyncawait

* Fix async and concurrent

* Migrate backtests

* Add cache for user by address

* Fix backtest migration

* Fix not open connection

* Fix backtest command error

* Fix concurrent

* Fix all concurrency

* Migrate TradingRepo

* Fix scenarios

* Migrate statistic repo

* Save botbackup

* Add settings et moneymanagement

* Add bot postgres

* fix a bit more backups

* Fix bot model

* Fix loading backup

* Remove cache market for read positions

* Add workers to postgre

* Fix workers api

* Reduce get Accounts for workers

* Migrate synth to postgre

* Fix backtest saved

* Remove mongodb

* botservice decorrelation

* Fix tradingbot scope call

* fix tradingbot

* fix concurrent

* Fix scope for genetics

* Fix account over requesting

* Fix bundle backtest worker

* fix a lot of things

* fix tab backtest

* Remove optimized moneymanagement

* Add light signal to not use User and too much property

* Make money management lighter

* insert indicators to awaitable

* Migrate add strategies to await

* Refactor scenario and indicator retrieval to use asynchronous methods throughout the application

* add more async await

* Add services

* Fix and clean

* Fix bot a bit

* Fix bot and add message for cooldown

* Remove fees

* Add script to deploy db

* Update dfeeploy script

* fix script

* Add idempotent script and backup

* finish script migration

* Fix did user and agent name on start bot
2025-07-27 20:42:17 +07:00

58 lines
1.8 KiB
C#

using static Managing.Common.Enums;
namespace Managing.Domain.Backtests;
public class BacktestScoringParams
{
public double SharpeRatio { get; }
public double GrowthPercentage { get; }
public double HodlPercentage { get; }
public double WinRate { get; }
public double TotalPnL { get; }
public double Fees { get; }
public int TradeCount { get; }
public TimeSpan MaxDrawdownRecoveryTime { get; }
// New properties for enhanced scoring
public decimal MaxDrawdown { get; }
public decimal InitialBalance { get; }
public decimal TradingBalance { get; }
public DateTime StartDate { get; }
public DateTime EndDate { get; }
public Timeframe Timeframe { get; }
public LightMoneyManagement MoneyManagement { get; }
public BacktestScoringParams(
double sharpeRatio,
double growthPercentage,
double hodlPercentage,
double winRate,
double totalPnL,
double fees,
int tradeCount,
TimeSpan maxDrawdownRecoveryTime,
decimal maxDrawdown = 0,
decimal initialBalance = 0,
decimal tradingBalance = 0,
DateTime startDate = default,
DateTime endDate = default,
Timeframe timeframe = Timeframe.OneHour,
LightMoneyManagement moneyManagement = null)
{
SharpeRatio = sharpeRatio;
GrowthPercentage = growthPercentage;
HodlPercentage = hodlPercentage;
WinRate = winRate;
TotalPnL = totalPnL;
Fees = fees;
TradeCount = tradeCount;
MaxDrawdownRecoveryTime = maxDrawdownRecoveryTime;
MaxDrawdown = maxDrawdown;
InitialBalance = initialBalance;
TradingBalance = tradingBalance;
StartDate = startDate;
EndDate = endDate;
Timeframe = timeframe;
MoneyManagement = moneyManagement;
}
}