public async Task BackTestAllBots()
{
// get user
User user = _dbContext
.Users
.Include(x => x.ApiSettings.Select(y => y.Exchange))
.Include(x => x.MessagingApps)
.Include(x => x.MessagingApps.Select(y => y.MessagingAppSettings))
.Single(x => x.UserId == 1);
// get watches, get coins, get exchange
List <Bot> bots =
_dbContext
.Bots
.Include("User")
.Include("User.ApiSettings")
.Include("User.ApiSettings.Exchange")
.Include("User.MessagingApps")
.Include("User.MessagingApps.MessagingAppSettings")
.Include("Exchange")
.Include("Coin")
.Include("BaseCoin")
.Include("Positions")
.Include("Indicators")
.Include("Indicators.RuleSets")
.Include("Indicators.RuleSets.Rules")
.AsNoTracking()
.Where(x => x.User.UserId == user.UserId)
.Where(x => x.Active)
.ToList();
// get the messaging app if any
if (user.MessagingApps.Any(x => x.Active))
{
var app = user.MessagingApps.First(x => x.Active);
_messagingApp = MessagingAppFactory.GetMessagingApp(app, _logger, _dbContext);
}
int oneMinute = 60;
int fifteenMinute = oneMinute * 15;
int thirtyMinute = oneMinute * 30;
int sixtyMinute = oneMinute * 60;
foreach (Bot bot in bots)
{
IExchangeApi exchangeApi = ExchangeEngine.ExchangeFactory.GetExchangeApi(
(Enumerations.ExchangesEnum)bot.Exchange.ExchangeId,
_mapper.Map <ApiSetting, ExchangeSettings>(
user.ApiSettings.Single(x => x.Exchange.ExchangeId == bot.Exchange.ExchangeId),
new ExchangeSettings()));
/*
* Note from GDAX...
*
* The maximum number of data points for a single request is 200 candles.
* If your selection of start/end time and granularity will result in more than 200 data points, your request will be rejected.
* If you wish to retrieve fine granularity data over a larger time range, you will need to make multiple requests with new start/end ranges.
*
*/
int requiredWeeks = 1;
List <Candle> candles = new List <Candle>();
var requiredHours = 36;
for (int k = requiredHours; k > 0; k--)
{
var fromDate = DateTime.UtcNow.Subtract(TimeSpan.FromMinutes(60 * k));
fromDate = new DateTime(fromDate.Year, fromDate.Month, fromDate.Day, fromDate.Hour, 0, 0); // the start of the hour
var toDate = fromDate.AddHours(1);
toDate = new DateTime(toDate.Year, toDate.Month, toDate.Day, toDate.Hour, 0, 0);
int candleSize = 60 * 5; // 60 second x ?
try
{
candles.AddRange(exchangeApi.GetCandles(bot.BaseCoin, bot.Coin, candleSize, fromDate, toDate));
}
catch (Exception e)
{
_logger.Error(e);
}
if (k % 2 == 0) // only three requests allowed per second on GDAX
{
Thread.Sleep(1000);
}
}
candles = candles.OrderBy(x => x.Timestamp).ToList();
TradeBot tradeBot = new TradeBot(bot, _logger, _dbContext, _mapper, _IndicatorFactoryWrapper, _messagingApp);
_messageDispatcher.AddMessageHandler(tradeBot);
foreach (Candle candle in candles)
{
_messageDispatcher.Dispatch(new CandleMessage
{
Candles = new List <Candle>()
{
candle
},
BaseCoin = bot.BaseCoin,
Coin = bot.Coin
});
}
// close last order in case its open
if (bot.CurrentPosition?.Status == Enumerations.PositionStatusEnum.Bought)
{
Position position =
_dbContext.Positions.Single(x => x.PositionId == bot.CurrentPosition.PositionId);
position.Status = Enumerations.PositionStatusEnum.Sold;
_dbContext.SaveChanges();
}
tradeBot.OnStop();
tradeBot = null;
}
}
private static async void Start(string[] args)
{
// onstart code here
_dbContext = new CryptoBotDbContext();
_logger = LogManager.GetCurrentClassLogger();
_messageDispatcher = new MessageDispatcher();
_indicatorFactoryWrapper = new IndicatorFactoryWrapper();
SetupMapping();
// get user
User user = _dbContext
.Users
.Include(x => x.ApiSettings.Select(y => y.Exchange))
.Include(x => x.MessagingApps)
.Include(x => x.MessagingApps.Select(y => y.MessagingAppSettings))
.Single(x => x.UserId == 1);
// get watches, get coins, get exchange
List <Bot> bots =
_dbContext
.Bots
.Include("User")
.Include("User.ApiSettings")
.Include("User.ApiSettings.Exchange")
.Include("User.MessagingApps")
.Include("User.MessagingApps.MessagingAppSettings")
.Include("Exchange")
.Include("Coin")
.Include("BaseCoin")
.Include("Positions")
.Include("Indicators")
.Include("Indicators.RuleSets")
.Include("Indicators.RuleSets.Rules")
.AsNoTracking()
.Where(x => x.User.UserId == user.UserId)
.Where(x => x.Active)
.ToList();
var activeBots = bots.Where(x => x.Active).ToList();
// get the messaging app if any
if (user.MessagingApps.Any(x => x.Active))
{
var app = user.MessagingApps.First(x => x.Active);
_messagingApp = MessagingAppFactory.GetMessagingApp(app, _logger, _dbContext);
_messagingApp.SendMessage("CryptoBot starting..");
}
foreach (var bot in activeBots)
{
var tradeBot = new TradeBot(bot, _logger, _dbContext, _mapper, _indicatorFactoryWrapper, _messagingApp);
var exchangeApi = ExchangeEngine.ExchangeFactory.GetExchangeApi(
(Enumerations.ExchangesEnum)bot.Exchange.ExchangeId,
_mapper.Map <ApiSetting, ExchangeSettings>(
user.ApiSettings.Single(x => x.Exchange.ExchangeId == bot.Exchange.ExchangeId),
new ExchangeSettings()));
var candles = new List <Candle>();
var requiredHours = 48;
for (int k = requiredHours; k > 0; k--)
{
var fromDate = DateTime.UtcNow.Subtract(TimeSpan.FromMinutes(60 * k));
fromDate = new DateTime(fromDate.Year, fromDate.Month, fromDate.Day, fromDate.Hour, 0, 0); // the start of the hour
var toDate = fromDate.AddHours(1);
toDate = new DateTime(toDate.Year, toDate.Month, toDate.Day, toDate.Hour, 0, 0);
int candleSize = 60 * 5; // 60 second x ?
try
{
candles.AddRange(exchangeApi.GetCandles(bot.BaseCoin, bot.Coin, candleSize, fromDate, toDate));
}
catch (Exception e)
{
_logger.Error(e);
}
if (k % 2 == 0) // only three requests allowed per second on GDAX
{
Thread.Sleep(1000);
}
}
candles = candles.OrderBy(x => x.Timestamp).ToList();
// ***** VERY IMPORTANT *****
// When candles are preloaded into the bot they do not go through any indicator rules.
// When the bot starts, it could be starting 10 mins after the hour and it could go asleep unless we tell it to check the last candle.
//
// If we do not run the last candle through the indicators then no indicator logic will run until the next hour and we could be missing a move.
// When we preload, we will not add the last two candles. When the scheduler starts, it asks for the last two candles.
// So, we will allow it to pass these into the bot which will mean it will pass them through the indicators and take any action it might need to.
tradeBot.PreLoadCandles(candles.Take(candles.Count() - 1).ToList());
_messageDispatcher.AddMessageHandler(tradeBot);
tradeBot.Start();
_messagingApp.SendMessage($"{bot.Name} started");
}
AddSchedulerForEachActiveBotExchange(activeBots, user);
Console.ReadLine();
}