public async Task <GenericActionResult> PostNewUnrealizedPnlSerie(BacktestUnrealizedPnlSerie pnlSerie, CancellationToken ct = default(CancellationToken))
{
try
{
ct.ThrowIfCancellationRequested();
if (pnlSerie == null)
{
throw new ArgumentNullException(nameof(pnlSerie));
}
logger.Info($"About to send POST request to {controllerEndpoint}/api/unrpnls");
return(await controllerEndpoint.AppendPathSegment("/api/unrpnls").PostJsonAsync(pnlSerie, ct).ReceiveJson <GenericActionResult>());
}
catch (OperationCanceledException)
{
string err = "Not posting new unrealized PnL serie: operation cancelled";
logger.Error(err);
return(new GenericActionResult(false, err));
}
catch (ArgumentNullException ex)
{
string err = $"Not posting new unrealized PnL serie: missing or invalid parameter {ex.ParamName}";
logger.Error(err);
return(new GenericActionResult(false, err));
}
catch (Exception ex)
{
string err = "Failed to post new unrealized PnL serie";
logger.Error(err, ex);
return(new GenericActionResult(false, $"{err}: {ex.Message}"));
}
}
public async Task TestPostNewUnrealizedPnLSerie()
{
string controllerEndpoint = "https://localhost:44379/";
UnrealizedPnlSeriesConnector connector = UnrealizedPnlSeriesConnector.GetConnector(controllerEndpoint);
try
{
string jobGroupId = Guid.NewGuid().ToString();
string tradeDescription = "Trade 1";
var serie = new BacktestUnrealizedPnlSerie()
{
JobGroupId = jobGroupId,
Points = new List <BacktestUnrealizedPnlPoint>()
{
new BacktestUnrealizedPnlPoint()
{
TimeInSeconds = 0, UnrealizedPnlInPips = 1.5
},
new BacktestUnrealizedPnlPoint()
{
TimeInSeconds = 1, UnrealizedPnlInPips = 2.5
},
new BacktestUnrealizedPnlPoint()
{
TimeInSeconds = 2, UnrealizedPnlInPips = 3.5
},
new BacktestUnrealizedPnlPoint()
{
TimeInSeconds = 3, UnrealizedPnlInPips = 4.5
},
new BacktestUnrealizedPnlPoint()
{
TimeInSeconds = 4, UnrealizedPnlInPips = 5.5
},
},
TradeDescription = tradeDescription
};
var result = await connector.PostNewUnrealizedPnlSerie(serie);
Assert.IsTrue(result.Success, result.Message);
}
catch (Exception ex)
{
Assert.Fail(ex.Message);
}
}
internal async Task <GenericActionResult> HandleNewUnrealizedPnlSerie(BacktestUnrealizedPnlSerie pnlSerie)
{
try
{
if (pnlSerie == null)
{
throw new ArgumentNullException(nameof(pnlSerie));
}
if (pnlSerie.Points.IsNullOrEmpty())
{
return(new GenericActionResult(false, "Unrealized PnL serie is empty"));
}
logger.Info($"Received new unrealized PnL serie of {pnlSerie.Points.Count} points for job group {pnlSerie.JobGroupId} (trade {pnlSerie.TradeDescription})");
var result = await actioner.Insert(pnlSerie);
if (!result.Success)
{
return(result);
}
else
{
return(new GenericActionResult(true, $"Successfully added new unrealized PnL serie for job group {pnlSerie.JobGroupId}"));
}
}
catch (ArgumentNullException ex)
{
string err = $"Not processing unrealized PnL serie: missing or invalid parameter {ex.ParamName}";
logger.Error(err);
return(new GenericActionResult(false, $"{err}: {ex.Message}"));
}
catch (Exception ex)
{
string err = "Failed to process unrealized PnL serie";
logger.Error(err);
return(new GenericActionResult(false, $"{err}: {ex.Message}"));
}
}
public async Task <GenericActionResult> Post([FromBody] BacktestUnrealizedPnlSerie pnlSerie)
{
return(await utils.HandleNewUnrealizedPnlSerie(pnlSerie));
}
public static BacktestUnrealizedPnlSerieModel ToBacktestUnrealizedPnlSerieModel(this BacktestUnrealizedPnlSerie serie, DateTimeOffset?timestamp = null)
{
if (serie == null)
{
return(null);
}
return(new BacktestUnrealizedPnlSerieModel()
{
Points = serie.Points.ToBacktestUnrealizedPnlPointModels(),
Timestamp = timestamp,
TradeCloseOrigin = serie.TradeCloseOrigin,
TradeDescription = serie.TradeDescription
});
}