private async Task ExecuteStrategy(StrategyContext strategyContext, CancellationToken token)
{
while (!token.IsCancellationRequested)
{
_logger.LogInformation("Getting candles...");
var candles = (await _binanceApi.GetCandles(strategyContext.Market, strategyContext.Interval, 25)).ToList();
await _strategy.Execute(candles);
await Task.Delay(TimeSpan.FromMinutes(30), token);
}
}
private async Task RunTestAsync(string market, string candleSize, string strategyName)
{
var candles = (await _api.GetCandles(market, candleSize, 1000)).ToList();
var strategy = _strategyFactory.GetStrategy(strategyName);
await strategy.Execute(candles);
var sb = new StringBuilder();
if (strategy.Trades.Any())
{
decimal totalProfit = strategy.Trades.Last(t => t.Direction == TradeDirection.Sell).VolumeEur;
sb.AppendLine($"Start-End Date:{candles.First().OpenDate} - {candles.Last().OpenDate} {(candles.First().OpenDate - candles.Last().OpenDate).Days} days");
sb.AppendLine($"InitialInvestment: {strategy.InitialInvestment}");
sb.AppendLine($"Pnl: {totalProfit.Round(2)} ({MathExtensions.PercentageDifference(strategy.InitialInvestment, totalProfit)}%)");
sb.AppendLine($"Trades: ");
for (int i = 0; i < strategy.Trades.Count; i++)
{
var p = strategy.Trades[i];
if (p.Direction == TradeDirection.Buy)
{
var percentage = i > 0 ? MathExtensions.PercentageDifference(strategy.Trades[i - 1].Volume, p.Volume) : 0;
sb.AppendLine($"{p.TradeDate}: {p.Direction} >> {Math.Round(p.VolumeEur, 2)}EUR * {p.Price.Round(2)} = {p.Volume.Round(2)}??? ({percentage.Round(2)}%)");
}
if (p.Direction == TradeDirection.Sell)
{
var percentage = i > 0 ? MathExtensions.PercentageDifference(strategy.Trades[i - 1].VolumeEur, p.VolumeEur) : 0;
sb.AppendLine($"{p.TradeDate}: {p.Direction} >> {strategy.Trades[i - 1].Volume.Round(2)}??? @ {p.Price.Round(2)} = {Math.Round(p.VolumeEur, 2)}EUR ({percentage.Round(2)}%)");
}
}
}
else
{
sb.AppendLine("No trades executed");
}
await _telegram.SendMessageAsync(sb.ToString());
}
