managing-apps/src/Managing.Application.Tests/BacktestTests.cs

using Managing.Application.Abstractions;
using Managing.Application.Abstractions.Repositories;
using Managing.Application.Abstractions.Services;
using Managing.Application.Bots;
using Managing.Application.Bots.Grains;
using Managing.Core;
using Managing.Domain.Accounts;
using Managing.Domain.Bots;
using Managing.Domain.Candles;
using Managing.Domain.Scenarios;
using Managing.Domain.Strategies;
using Managing.Domain.Users;
using Microsoft.Extensions.DependencyInjection;
using Microsoft.Extensions.Logging;
using Moq;
using Newtonsoft.Json;
using Xunit;
using static Managing.Common.Enums;

namespace Managing.Application.Tests;

public class BacktestTests : BaseTests
{
    private readonly BacktestTradingBotGrain _backtestGrain;
    private readonly Mock<IServiceScopeFactory> _scopeFactory;
    private readonly User _testUser;

    public BacktestTests() : base()
    {
        // Setup mock dependencies for BacktestTradingBotGrain
        var backtestRepository = new Mock<IBacktestRepository>().Object;
        var grainLogger = new Mock<ILogger<BacktestTradingBotGrain>>().Object;
        
        // Setup service scope factory to return ALL TradingBotBase dependencies
        _scopeFactory = new Mock<IServiceScopeFactory>();
        var mockScope = new Mock<IServiceScope>();
        var mockServiceProvider = new Mock<IServiceProvider>();
        
        // Setup TradingBotBase logger
        var tradingBotLogger = TradingBaseTests.CreateTradingBotLogger();
        mockServiceProvider.Setup(x => x.GetService(typeof(ILogger<TradingBotBase>)))
            .Returns(tradingBotLogger);
        
        // Setup all services that TradingBotBase might need
        mockServiceProvider.Setup(x => x.GetService(typeof(IExchangeService)))
            .Returns(_exchangeService);
        
        mockServiceProvider.Setup(x => x.GetService(typeof(IAccountService)))
            .Returns(_accountService.Object);
        
        mockServiceProvider.Setup(x => x.GetService(typeof(ITradingService)))
            .Returns(_tradingService.Object);
        
        mockServiceProvider.Setup(x => x.GetService(typeof(IMoneyManagementService)))
            .Returns(_moneyManagementService.Object);
        
        // Setup additional services that might be needed
        var mockBotService = new Mock<IBotService>();
        mockServiceProvider.Setup(x => x.GetService(typeof(IBotService)))
            .Returns(mockBotService.Object);
        
        var mockMessengerService = new Mock<IMessengerService>();
        mockServiceProvider.Setup(x => x.GetService(typeof(IMessengerService)))
            .Returns(mockMessengerService.Object);
        
        mockScope.Setup(x => x.ServiceProvider).Returns(mockServiceProvider.Object);
        _scopeFactory.Setup(x => x.CreateScope()).Returns(mockScope.Object);
        
        // Create test user with account
        _testUser = new User
        {
            Id = 1,
            Name = "Test User",
            Accounts = new List<Account> { _account }
        };
        
        // Create BacktestTradingBotGrain instance directly
        _backtestGrain = new BacktestTradingBotGrain(grainLogger, _scopeFactory.Object, backtestRepository);
    }

    /// <summary>
    /// Helper test to fetch candles from ExchangeService and save them to Data folder.
    /// This test is useful for generating or updating test data files.
    /// Skip this test in normal test runs by commenting out the [Fact] attribute.
    /// </summary>
    [Fact(Skip = "Run manually to generate test data")]
    public async Task GenerateTestData_FetchAndSaveETHCandles()
    {
        // Arrange
        var ticker = Ticker.ETH;
        var timeframe = Timeframe.FifteenMinutes;
        var daysBack = -10; // Fetch last 30 days of data
        var startDate = DateTime.UtcNow.AddDays(daysBack);
        var endDate = DateTime.UtcNow;

        // Act - Fetch candles from exchange
        var candles = await _exchangeService.GetCandles(_account, ticker, startDate, timeframe);
        Assert.NotNull(candles);
        Assert.NotEmpty(candles);

        // Convert to list and sort by date
        var candleList = candles.OrderBy(c => c.Date).ToList();

        // Serialize to JSON
        var json = JsonConvert.SerializeObject(candleList, Formatting.Indented);

        // Determine the output path - save to source Data folder, not bin folder
        // Navigate from bin folder to source: bin/Debug/net8.0 -> ../../..
        var assemblyLocation = typeof(BacktestTests).Assembly.Location;
        var binDirectory = Path.GetDirectoryName(assemblyLocation);
        var projectDirectory = Path.GetFullPath(Path.Combine(binDirectory, "..", "..", ".."));
        var dataDirectory = Path.Combine(projectDirectory, "Data");

        // Ensure Data directory exists
        if (!Directory.Exists(dataDirectory))
        {
            Directory.CreateDirectory(dataDirectory);
        }

        var fileName = $"{ticker}-{timeframe}-candles.json";
        var filePath = Path.Combine(dataDirectory, fileName);

        // Save to file
        File.WriteAllText(filePath, json);

        // Output information
        Console.WriteLine($"✅ Successfully saved {candleList.Count} candles");
        Console.WriteLine($"📁 File Location: {filePath}");
        Console.WriteLine($"📂 Data Directory: {dataDirectory}");
        Console.WriteLine(
            $"📊 Date Range: {candleList.First().Date:yyyy-MM-dd HH:mm:ss} to {candleList.Last().Date:yyyy-MM-dd HH:mm:ss}");
        Console.WriteLine($"📈 Price Range: ${candleList.Min(c => c.Low):F2} - ${candleList.Max(c => c.High):F2}");

        // Assert
        Assert.True(File.Exists(filePath), $"File should exist at {filePath}");

        // Verify we can read it back
        var readBack = FileHelpers.ReadJson<List<Candle>>($"Data/{fileName}");
        Assert.NotNull(readBack);
        Assert.Equal(candleList.Count, readBack.Count);
    }


    /// <summary>
    /// Main backtest test that verifies consistent behavior of TradingBotBase.
    /// Note: Run GenerateTestData_FetchAndSaveETHCandles first if the data file doesn't exist.
    /// After the first run, update the assertions with the actual expected values to ensure
    /// future changes to TradingBotBase don't break the backtest behavior.
    /// </summary>
    [Fact]
    public async Task ETH_FifteenMinutes_Backtest_Should_Return_Consistent_Results()
    {
        // Arrange
        var candles = FileHelpers.ReadJson<List<Candle>>("Data/ETH-FifteenMinutes-candles.json");
        Assert.NotNull(candles);
        Assert.NotEmpty(candles);

        var scenario = new Scenario("ETH_BacktestScenario");
        var rsiDivIndicator = ScenarioHelpers.BuildIndicator(IndicatorType.RsiDivergence, "RsiDiv", period: 14);
        scenario.Indicators = new List<IndicatorBase> { (IndicatorBase)rsiDivIndicator };
        scenario.LoopbackPeriod = 15;

        var config = new TradingBotConfig
        {
            AccountName = _account.Name,
            MoneyManagement = MoneyManagement,
            Ticker = Ticker.ETH,
            Scenario = LightScenario.FromScenario(scenario),
            Timeframe = Timeframe.FifteenMinutes,
            IsForWatchingOnly = false,
            BotTradingBalance = 1000,
            IsForBacktest = true,
            CooldownPeriod = 1,
            MaxLossStreak = 0,
            FlipPosition = false,
            Name = "ETH_FifteenMinutes_Test",
            FlipOnlyWhenInProfit = true,
            MaxPositionTimeHours = null,
            CloseEarlyWhenProfitable = false
        };

        // Act - Call BacktestTradingBotGrain directly (no Orleans needed)
        var backtestResult = await _backtestGrain.RunBacktestAsync(
            config, 
            candles.ToHashSet(), 
            _testUser, 
            save: false, 
            withCandles: false);

        // Output the result to console for review
        var json = JsonConvert.SerializeObject(new
        {
            backtestResult.FinalPnl,
            backtestResult.WinRate,
            backtestResult.GrowthPercentage,
            backtestResult.HodlPercentage,
            backtestResult.Fees,
            backtestResult.NetPnl,
            backtestResult.MaxDrawdown,
            backtestResult.SharpeRatio,
            backtestResult.Score,
            backtestResult.InitialBalance,
            StartDate = backtestResult.StartDate.ToString("yyyy-MM-dd HH:mm:ss"),
            EndDate = backtestResult.EndDate.ToString("yyyy-MM-dd HH:mm:ss")
        }, Formatting.Indented);

        Console.WriteLine("Backtest Results:");
        Console.WriteLine(json);

        // Assert - Verify consistent backtest behavior
        // These values ensure that changes to TradingBotBase don't break the backtest logic
        Assert.NotNull(backtestResult);
        
        // Financial metrics - using decimal precision
        Assert.Equal(-106.56m, Math.Round(backtestResult.FinalPnl, 2));
        Assert.Equal(-187.36m, Math.Round(backtestResult.NetPnl, 2));
        Assert.Equal(80.80m, Math.Round(backtestResult.Fees, 2));
        Assert.Equal(1000.0m, backtestResult.InitialBalance);
        
        // Performance metrics
        Assert.Equal(31, backtestResult.WinRate);
        Assert.Equal(-10.66m, Math.Round(backtestResult.GrowthPercentage, 2));
        Assert.Equal(-0.67m, Math.Round(backtestResult.HodlPercentage, 2));
        
        // Risk metrics
        Assert.Equal(247.62m, Math.Round(backtestResult.MaxDrawdown.Value, 2));
        Assert.Equal(-0.021, Math.Round(backtestResult.SharpeRatio.Value, 3));
        Assert.Equal(0.0, backtestResult.Score);
        
        // Date range validation
        Assert.Equal(new DateTime(2025, 10, 14, 12, 0, 0), backtestResult.StartDate);
        Assert.Equal(new DateTime(2025, 10, 24, 11, 45, 0), backtestResult.EndDate);
        
        // Additional validation - strategy didn't outperform HODL
        Assert.True(backtestResult.GrowthPercentage < backtestResult.HodlPercentage, 
            "Strategy underperformed HODL as expected for this test scenario");
    }
}