private void ConfigureTimestampEdges(BacktestDaemonState state, StartBacktestCommandArguments args)
{
var(begin, end) = DatabaseUtilities.Instance.GetTimeStampEdges(_configuration.TradingPairs);
if (args.BeginEpoch != 0)
{
if (args.BeginEpoch < 0)
{
throw new InvalidCommandException(
$"Cannot set begin epoch to {DateTimeOffset.FromUnixTimeMilliseconds(args.BeginEpoch)}, " +
$"the database starts at {DateTimeOffset.FromUnixTimeMilliseconds(begin)}");
}
if (args.BeginEpoch < begin)
{
throw new InvalidCommandException("begin_epoch was smaller than database start.");
}
if (args.BeginEpoch < begin + TimeSpan.FromDays(14).TotalMilliseconds)
{
Console.WriteLine($"WARNING: Custom Begin Epoch is close to the beginning of the data, be careful" +
$"not to read to far into the past.");
}
state.BeginTimeStamp = args.BeginEpoch;
}
else
{
state.BeginTimeStamp = begin + (long)TimeSpan.FromDays(14).TotalMilliseconds;
}
if (args.EndEpoch != 0)
{
if (args.EndEpoch > end)
{
throw new InvalidCommandException(
$"Cannot set end epoch to {DateTimeOffset.FromUnixTimeMilliseconds(args.EndEpoch)}, " +
$"the database stops at {DateTimeOffset.FromUnixTimeMilliseconds(end)}");
}
end = args.EndEpoch;
}
state.EndTimeStamp = end;
}
/// <summary>
/// Initializes a new instance of the <see cref="StartBacktestCommand"/> class.
/// </summary>
/// <param name="inputs">inputs.</param>
public StartBacktestCommand(string[] inputs)
: base(inputs)
{
Parser parser = new Parser(x => x.HelpWriter = null);
parser.ParseArguments <StartBacktestCommandArguments>(inputs)
.WithNotParsed(_ => throw new InvalidCommandException("invalid arguments, use help to get more info"))
.WithParsed(x => _args = x);
// Check if the input type is a valid algorithm
_algo = Reflections.GetAllImplementations(typeof(IBaseAlgorithm))
.FirstOrDefault(x => x.Name == _args.AlgorithmName)
?? throw new InvalidCommandException($"{_args.AlgorithmName} is not a known algorithm");
// Retrieve the settings type
var settingsType = Reflections.GetAllSubtypes(typeof(AlgorithmConfiguration))
.FirstOrDefault(s => Reflections.AlgorithmMatchesConfiguration(_algo, s))
?? throw new InvalidCommandException(
$"{_args.AlgorithmName} does not have a configuration object and cannot be started.");
// Optionally load with custom path.
if (!_args.Inline)
{
_args.ConfigurationPath = _args.ConfigurationPath ?? _args.AlgorithmName + ".yaml";
try
{
_configuration = ConfigurationLoader.LoadConfiguration(settingsType, _args.ConfigurationPath);
}
catch (Exception e)
{
throw new InvalidCommandException(e.Message);
}
}
else
{
_configuration = BacktestDaemonService.GetConfigurationFromUser(settingsType);
}
DatabaseUtilities.Instance.ValidateCandleWidth(_configuration.TradingPairs, Configuration.Configuration.Instance.CandleWidth);
ConfigureTimestampEdges(BacktestDaemonService.Instance.State, _args);
Program.CommandLineArgs.BacktestOutputPath = _args.OutputPath;
}