public static BacktestTradeModel ToTradeModel(this BacktestTrade trade)
{
if (trade == null)
{
return(null);
}
else
{
var model = new BacktestTradeModel()
{
CommissionUsd = trade.CommissionUsd,
Cross = trade.Cross,
OrderId = trade.OrderId,
OrderOrigin = trade.OrderOrigin,
Price = FormatUtils.FormatRate(trade.Cross, trade.Price),
RealizedPnL = trade.RealizedPnL,
RealizedPnlPips = trade.RealizedPnlPips,
RealizedPnlUsd = trade.RealizedPnlUsd,
Side = trade.Side,
Size = trade.Size / 1000,
SizeUsd = trade.SizeUsd.HasValue ? trade.SizeUsd.Value / 1000 : (double?)null,
Timestamp = trade.Timestamp.ToLocalTime(),
TradeId = trade.TradeId
};
TimeSpan duration;
if (TimeSpan.TryParse(trade.Duration, out duration))
{
model.Duration = duration;
}
return(model);
}
}
public async Task TestPostNewTrade()
{
string controllerEndpoint = "https://localhost:44379/";
TradesConnector connector = TradesConnector.GetConnector(controllerEndpoint);
BacktestTrade trade = new BacktestTrade()
{
Size = 1000,
TradeId = "2",
Timestamp = DateTime.Now,
OrderId = 2,
Price = 1.5,
Side = ExecutionSide.BOUGHT,
Cross = Cross.EURUSD,
CommissionUsd = 15.58,
Duration = "01:50:00",
RealizedPnL = 100,
RealizedPnlPips = 10.0,
RealizedPnlUsd = 100
};
var result = await connector.PostTrade("RegTestJob", trade);
Assert.IsTrue(result.Success, result.Message);
}
internal GenericActionResult HandleNewTrade(string backtestJobName, BacktestTrade trade)
{
if (trade == null)
{
return(new GenericActionResult(false, "Invalid trade object: null"));
}
logger.Debug($"Processing new trade {trade.TradeId}");
return(jobsControllerUtils.AddTrade(backtestJobName, trade));
}
public async Task <GenericActionResult> PostTrade(string backtestJobName, BacktestTrade trade, CancellationToken ct = default(CancellationToken))
{
try
{
ct.ThrowIfCancellationRequested();
if (string.IsNullOrEmpty(backtestJobName))
{
throw new ArgumentNullException(nameof(backtestJobName));
}
if (trade == null)
{
throw new ArgumentNullException(nameof(trade));
}
logger.Info($"About to send POST request to {controllerEndpoint}/api/executions/{backtestJobName}");
return(await controllerEndpoint.AppendPathSegment($"/api/trades/{backtestJobName}").PostJsonAsync(trade, ct).ReceiveJson <GenericActionResult>());
}
catch (OperationCanceledException)
{
string err = "Not posting trade: operation cancelled";
logger.Error(err);
return(new GenericActionResult(false, err));
}
catch (ArgumentNullException ex)
{
string err = $"Not posting new trade: missing or invalid parameter {ex.ParamName}";
logger.Error(err);
return(new GenericActionResult(false, err));
}
catch (Exception ex)
{
string err = "Failed to post new trade";
logger.Error(err, ex);
return(new GenericActionResult(false, $"{err}: {ex.Message}"));
}
}
internal GenericActionResult AddTrade(string jobName, BacktestTrade trade)
{
//BacktestJob job;
//if (activeJobs.TryGetValue(jobName, out job))
//{
// if (!job.Output.Trades.ContainsKey(trade.TradeId))
// job.Output.Trades.Add(trade.TradeId, trade);
// else
// job.Output.Trades[trade.TradeId] = trade;
// activeJobs.AddOrUpdate(jobName, job, (key, oldValue) => job);
// return new GenericActionResult(true, $"Added trade {trade.TradeId} to job {jobName}");
//}
//else
//{
// string err = $"Not adding trade to unknown job {jobName}";
// logger.Error(err);
// return new GenericActionResult(false, err);
//}
return(new GenericActionResult(false, "Disabled"));
}
public GenericActionResult Post(string backtestJobName, [FromBody] BacktestTrade trade)
{
return(utils.HandleNewTrade(backtestJobName, trade));
}
