public static async Task <JArray> GetCacheAge(BacktestOptions backtestOptions, IDataStoreBacktest dataStore)
{
JArray jArrayResult = new JArray();
foreach (var globalSymbol in backtestOptions.Coins)
{
backtestOptions.Coin = globalSymbol;
Candle currentHistoricalDataFirst = await dataStore.GetBacktestFirstCandle(backtestOptions);
Candle currentHistoricalDataLast = await dataStore.GetBacktestLastCandle(backtestOptions);
if (currentHistoricalDataFirst != null && currentHistoricalDataLast != null)
{
JObject currentResult = new JObject();
currentResult["Exchange"] = backtestOptions.Exchange.ToString();
currentResult["Coin"] = globalSymbol;
currentResult["CandlePeriod"] = backtestOptions.CandlePeriod;
currentResult["FirstCandleDate"] = currentHistoricalDataFirst.Timestamp.ToUniversalTime();
currentResult["LastCandleDate"] = currentHistoricalDataLast.Timestamp.ToUniversalTime();
jArrayResult.Add(currentResult);
}
}
return(jArrayResult);
}
public static void GetCacheAgeConsole(BacktestOptions backtestOptions, IDataStoreBacktest dataStore)
{
Console.WriteLine("\tBacktest StartDate: " + Convert.ToDateTime(backtestOptions.StartDate).ToUniversalTime() + " UTC");
if (backtestOptions.EndDate != DateTime.MinValue)
{
Console.WriteLine("\tBacktest EndDate: " + Convert.ToDateTime(backtestOptions.EndDate).ToUniversalTime() + " UTC");
}
else
{
Console.WriteLine("\tBacktest EndDate: " + DateTime.UtcNow + " UTC");
}
Console.WriteLine("");
int dataCount = 0;
foreach (var globalSymbol in backtestOptions.Coins)
{
backtestOptions.Coin = globalSymbol;
Candle currentHistoricalDataFirst = dataStore.GetBacktestFirstCandle(backtestOptions).Result;
Candle currentHistoricalDataLast = dataStore.GetBacktestLastCandle(backtestOptions).Result;
if (currentHistoricalDataFirst != null && currentHistoricalDataLast != null)
{
Console.WriteLine("\tAvailable Cache for " + backtestOptions.Exchange + " " + globalSymbol + " Period: " + backtestOptions.CandlePeriod + "min - from " + currentHistoricalDataFirst.Timestamp.ToUniversalTime() + " until " + currentHistoricalDataLast.Timestamp.ToUniversalTime());
dataCount = dataCount + 1;
}
}
if (dataCount == 0)
{
Console.WriteLine("\tNo data - Please run 4. Refresh candle data first");
}
Console.WriteLine();
}
public static async Task RefreshCandleData(Action <string> callback, BacktestOptions backtestOptions, IDataStoreBacktest dataStore)
{
BaseExchange baseExchangeApi = new BaseExchangeInstance().BaseExchange(backtestOptions.Exchange.ToString());
//var cts = new CancellationTokenSource();
//var parallelOptions = new ParallelOptions();
//parallelOptions.CancellationToken = cts.Token;
//parallelOptions.MaxDegreeOfParallelism = Environment.ProcessorCount;
//Parallel.ForEach(backtestOptions.Coins, parallelOptions, async globalSymbol =>
//{
foreach (string globalSymbol in backtestOptions.Coins)
{
string exchangeSymbol = await baseExchangeApi.GlobalSymbolToExchangeSymbol(globalSymbol);
backtestOptions.Coin = globalSymbol;
string currentlyRunningString = backtestOptions.Exchange + "_" + globalSymbol + "_" + backtestOptions.CandlePeriod;
lock (CurrentlyRunningUpdates)
{
if (CurrentlyRunningUpdates.ContainsKey(currentlyRunningString))
{
callback($"\tUpdate still in process: {backtestOptions.Exchange.ToString()} with Period {backtestOptions.CandlePeriod.ToString()}min for {globalSymbol} from {backtestOptions.StartDate} UTC to {DateTime.UtcNow.RoundDown(TimeSpan.FromMinutes(backtestOptions.CandlePeriod))} UTC");
return;
}
CurrentlyRunningUpdates[currentlyRunningString] = backtestOptions;
}
DateTime startDate = Convert.ToDateTime(backtestOptions.StartDate).ToUniversalTime();
DateTime endDate = DateTime.UtcNow;
bool databaseExists = true;
// Delete an existing file if this is no update
if (!backtestOptions.UpdateCandles)
{
dataStore.DeleteBacktestDatabase(backtestOptions).RunSynchronously();
callback($"\tRecreate database: {backtestOptions.Exchange.ToString()} with Period {backtestOptions.CandlePeriod.ToString()}min for {globalSymbol} {startDate.ToUniversalTime()} to {endDate.RoundDown(TimeSpan.FromMinutes(backtestOptions.CandlePeriod))} UTC");
}
else
{
//candleCollection.EnsureIndex("Timestamp");
Candle databaseLastCandle = await dataStore.GetBacktestLastCandle(backtestOptions);
if (databaseLastCandle != null)
{
startDate = databaseLastCandle.Timestamp.ToUniversalTime();
callback($"\tUpdate database: {backtestOptions.Exchange.ToString()} with Period {backtestOptions.CandlePeriod.ToString()}min for {globalSymbol} {startDate.ToUniversalTime()} to {endDate.RoundDown(TimeSpan.FromMinutes(backtestOptions.CandlePeriod))} UTC");
}
else
{
callback($"\tCreate database: {backtestOptions.Exchange.ToString()} with Period {backtestOptions.CandlePeriod.ToString()}min for {globalSymbol} {startDate.ToUniversalTime()} to {endDate.RoundDown(TimeSpan.FromMinutes(backtestOptions.CandlePeriod))} UTC");
databaseExists = false;
}
}
if (startDate == endDate.RoundDown(TimeSpan.FromMinutes(backtestOptions.CandlePeriod)))
{
callback($"\tAlready up to date: {backtestOptions.Exchange.ToString()} with Period {backtestOptions.CandlePeriod.ToString()}min for {globalSymbol} {startDate.ToUniversalTime()} to {endDate.RoundDown(TimeSpan.FromMinutes(backtestOptions.CandlePeriod))} UTC");
lock (CurrentlyRunningUpdates)
{
CurrentlyRunningUpdates.Remove(currentlyRunningString);
}
return;
}
// Get these in batches of 500 because they're limited in the API.
while (startDate < endDate.RoundDown(TimeSpan.FromMinutes(backtestOptions.CandlePeriod)))
{
try
{
//List<Candle> candles = await baseExchangeApi.GetChunkTickerHistory(exchangeSymbol, backtestOptions.CandlePeriod.FromMinutesEquivalent(), startDate, endDate.RoundDown(TimeSpan.FromMinutes(backtestOptions.CandlePeriod)));
List <Candle> candles = await baseExchangeApi.GetTickerHistory(exchangeSymbol,
backtestOptions.CandlePeriod.FromMinutesEquivalent(),
startDate,
endDate.RoundDown(TimeSpan.FromMinutes(backtestOptions.CandlePeriod)));
if (candles.Count == 0 || candles.Last().Timestamp.ToUniversalTime() == startDate)
{
callback($"\tNo update: {backtestOptions.Exchange.ToString()} with Period {backtestOptions.CandlePeriod.ToString()}min for {globalSymbol} {startDate.ToUniversalTime()} to {endDate.RoundDown(TimeSpan.FromMinutes(backtestOptions.CandlePeriod))} UTC");
break;
}
startDate = candles.Last().Timestamp.ToUniversalTime();
if (!databaseExists)
{
await dataStore.SaveBacktestCandlesBulk(candles, backtestOptions);
databaseExists = true;
}
else
{
await dataStore.SaveBacktestCandlesBulkCheckExisting(candles, backtestOptions);
}
callback($"\tUpdated: {backtestOptions.Exchange.ToString()} with Period {backtestOptions.CandlePeriod.ToString()}min for {globalSymbol} {startDate.ToUniversalTime()} to {endDate.RoundDown(TimeSpan.FromMinutes(backtestOptions.CandlePeriod))} UTC");
}
catch (Exception e)
{
callback($"\tError while updating: {backtestOptions.Exchange.ToString()} {globalSymbol}: {e.Message}");
break;
}
}
lock (CurrentlyRunningUpdates)
{
CurrentlyRunningUpdates.Remove(currentlyRunningString);
}
}
}