public ActionResult BacktesterResults(string exchange, string coinsToBuy, string baseCurrency, string candleSize = "5", string strategy = "all")
{
JObject strategies = new JObject();
List <string> coins = new List <string>();
if (String.IsNullOrEmpty(coinsToBuy))
{
IExchangeAPI api = ExchangeAPI.GetExchangeAPI(exchange.ToLower());
var exchangeCoins = api.GetSymbolsMetadataAsync().Result.Where(m => m.BaseCurrency == baseCurrency);
foreach (var coin in exchangeCoins)
{
coins.Add(api.ExchangeSymbolToGlobalSymbol(coin.MarketName));
}
}
else
{
Char delimiter = ',';
String[] coinsToBuyArray = coinsToBuy.Split(delimiter);
foreach (var coin in coinsToBuyArray)
{
coins.Add(coin.ToUpper());
}
}
var backtestOptions = new BacktestOptions
{
DataFolder = Global.DataPath,
Exchange = (Exchange)Enum.Parse(typeof(Exchange), exchange, true),
Coins = coins,
CandlePeriod = Int32.Parse(candleSize)
};
var cts = new CancellationTokenSource();
var parallelOptions = new ParallelOptions
{
CancellationToken = cts.Token,
MaxDegreeOfParallelism = Environment.ProcessorCount
};
Parallel.ForEach(BacktestFunctions.GetTradingStrategies(), parallelOptions, async tradingStrategy =>
{
if (strategy != "all")
{
var base64EncodedBytes = Convert.FromBase64String(strategy);
if (tradingStrategy.Name != Encoding.UTF8.GetString(base64EncodedBytes))
{
return;
}
}
var result = await BacktestFunctions.BackTestJson(tradingStrategy, backtestOptions, Global.DataStoreBacktest);
foreach (var item in result)
{
await Runtime.GlobalHubBacktest.Clients.All.SendAsync("Send", JsonConvert.SerializeObject(item));
}
});
return(new JsonResult(strategies));
}
public ActionResult BacktesterStrategy()
{
JObject strategies = new JObject();
foreach (var strategy in BacktestFunctions.GetTradingStrategies())
{
strategies[strategy.Name] = new JObject
{
["Name"] = strategy.Name,
["ClassName"] = strategy.ToString().Replace("MachinaTrader.Strategies.", ""),
["IdealPeriod"] = strategy.IdealPeriod.ToString(),
["MinimumAmountOfCandles"] = strategy.MinimumAmountOfCandles.ToString()
};
}
return(new JsonResult(strategies));
}
public ActionResult BacktesterResults(string exchange, string coinsToBuy, string baseCurrency, bool saveSignals, decimal startingWallet, decimal tradeAmount, DateTime?from = null, DateTime?to = null, string candleSize = "5", string strategy = "all")
{
var strategies = new JObject();
var coins = new List <string>();
if (String.IsNullOrEmpty(coinsToBuy))
{
IExchangeAPI api = ExchangeAPI.GetExchangeAPI(exchange);
var exchangeCoins = api.GetSymbolsMetadataAsync().Result.Where(m => m.BaseCurrency == baseCurrency);
foreach (var coin in exchangeCoins)
{
coins.Add(api.ExchangeSymbolToGlobalSymbol(coin.MarketName));
}
}
else
{
Char delimiter = ',';
String[] coinsToBuyArray = coinsToBuy.Split(delimiter);
foreach (var coin in coinsToBuyArray)
{
coins.Add(coin.ToUpper());
}
}
var backtestOptions = new BacktestOptions
{
DataFolder = Global.DataPath,
Exchange = (Exchange)Enum.Parse(typeof(Exchange), exchange, true),
Coins = coins,
CandlePeriod = Int32.Parse(candleSize)
};
if (from.HasValue)
{
backtestOptions.StartDate = from.Value;
}
if (to.HasValue)
{
backtestOptions.EndDate = to.Value;
backtestOptions.EndDate = backtestOptions.EndDate.AddDays(1).AddMinutes(-1);
}
if (tradeAmount == 0m)
{
tradeAmount = backtestOptions.StakeAmount;
}
if (startingWallet == 0m)
{
startingWallet = backtestOptions.StartingWallet;
}
var cts = new CancellationTokenSource();
var parallelOptions = new ParallelOptions
{
CancellationToken = cts.Token,
MaxDegreeOfParallelism = Environment.ProcessorCount
};
Parallel.ForEach(BacktestFunctions.GetTradingStrategies(), parallelOptions, async tradingStrategy =>
{
if (strategy != "all")
{
var base64EncodedBytes = Convert.FromBase64String(strategy);
if (tradingStrategy.Name != Encoding.UTF8.GetString(base64EncodedBytes))
{
return;
}
}
var result = await BacktestFunctions.BackTestJson(tradingStrategy, backtestOptions, Global.DataStoreBacktest, baseCurrency, saveSignals, startingWallet, tradeAmount);
for (int i = 0; i < result.Count(); i++)
{
if (i == 0)
{
await Runtime.GlobalHubBacktest.Clients.All.SendAsync("SendSummary", JsonConvert.SerializeObject(result[i]));
}
else
{
await Runtime.GlobalHubBacktest.Clients.All.SendAsync("Send", JsonConvert.SerializeObject(result[i]));
}
}
});
return(new JsonResult(strategies));
}