* 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
58 lines
1.8 KiB
C#
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;
|
|
}
|
|
} |