private async Task <PairRate> CreateExchangeRate(KeyValuePair <string, ExchangeTicker> ticker)
{
if (notFoundSymbols.TryGetValue(ticker.Key, out _))
{
return(null);
}
try
{
var tickerName = await _ExchangeAPI.ExchangeMarketSymbolToGlobalMarketSymbolAsync(ticker.Key);
if (!CurrencyPair.TryParse(tickerName, out var pair))
{
notFoundSymbols.TryAdd(ticker.Key, ticker.Key);
return(null);
}
if (ReverseCurrencyPair)
{
pair = new CurrencyPair(pair.Right, pair.Left);
}
return(new PairRate(pair, new BidAsk(ticker.Value.Bid, ticker.Value.Ask)));
}
catch (ArgumentException)
{
notFoundSymbols.TryAdd(ticker.Key, ticker.Key);
return(null);
}
}
public async Task <Tuple <DateTime, DateTime> > CacheAllData(ExchangeAPI api, Exchange exchange)
{
Global.Logger.Information($"Starting CacheAllData");
var watch1 = System.Diagnostics.Stopwatch.StartNew();
var exchangeCoins = api.GetMarketSymbolsMetadataAsync().Result.Where(m => m.BaseCurrency == Global.Configuration.TradeOptions.QuoteCurrency);
// If there are items on the only trade list remove the rest
if (Global.Configuration.TradeOptions.OnlyTradeList.Count > 0)
{
exchangeCoins = exchangeCoins.Where(m => Global.Configuration.TradeOptions.OnlyTradeList.Any(c => c.Contains(m.MarketSymbol))).ToList();
}
var currentExchangeOption = Global.Configuration.ExchangeOptions.FirstOrDefault();
IExchangeAPI realExchange = ExchangeAPI.GetExchangeAPI(api.Name);
var returns = new Tuple <DateTime, DateTime>(DateTime.MinValue, DateTime.MinValue);
foreach (var coin in exchangeCoins)
{
var symbol = coin.MarketSymbol;
if (realExchange is ExchangeBinanceAPI)
{
symbol = await api.ExchangeMarketSymbolToGlobalMarketSymbolAsync(symbol);
}
var backtestOptions = new BacktestOptions
{
DataFolder = Global.DataPath,
Exchange = exchange,
Coin = symbol,
CandlePeriod = Int32.Parse(currentExchangeOption.SimulationCandleSize)
};
var key1 = api.Name + backtestOptions.Coin + backtestOptions.CandlePeriod;
var data1 = Global.AppCache.Get <List <Candle> >(key1);
if (data1 != null)
{
returns = new Tuple <DateTime, DateTime>(data1.First().Timestamp, data1.Last().Timestamp);
continue;
}
Candle databaseFirstCandle = Global.DataStoreBacktest.GetBacktestFirstCandle(backtestOptions).Result;
Candle databaseLastCandle = Global.DataStoreBacktest.GetBacktestLastCandle(backtestOptions).Result;
if (databaseFirstCandle == null || databaseLastCandle == null)
{
continue;
}
backtestOptions.StartDate = databaseFirstCandle.Timestamp;
backtestOptions.EndDate = databaseLastCandle.Timestamp;
var candleProvider = new DatabaseCandleProvider();
var _candle15 = candleProvider.GetCandles(backtestOptions, Global.DataStoreBacktest).Result;
_candle15 = await _candle15.FillCandleGaps((Period)Enum.Parse(typeof(Period), backtestOptions.CandlePeriod.ToString(), true));
Global.AppCache.Remove(backtestOptions.Coin + backtestOptions.CandlePeriod);
Global.AppCache.Add(api.Name + backtestOptions.Coin + backtestOptions.CandlePeriod, _candle15, new MemoryCacheEntryOptions());
Global.Logger.Information($" Cached {key1}");
backtestOptions.CandlePeriod = 1;
var key2 = api.Name + backtestOptions.Coin + backtestOptions.CandlePeriod;
if (Global.AppCache.Get <List <Candle> >(key2) != null)
{
continue;
}
Candle database1FirstCandle = Global.DataStoreBacktest.GetBacktestFirstCandle(backtestOptions).Result;
Candle database1LastCandle = Global.DataStoreBacktest.GetBacktestLastCandle(backtestOptions).Result;
if (database1FirstCandle == null || database1LastCandle == null)
{
continue;
}
backtestOptions.StartDate = database1FirstCandle.Timestamp;
backtestOptions.EndDate = database1LastCandle.Timestamp;
var _candle1 = candleProvider.GetCandles(backtestOptions, Global.DataStoreBacktest).Result;
_candle1 = await _candle1.FillCandleGaps((Period)Enum.Parse(typeof(Period), backtestOptions.CandlePeriod.ToString(), true));
Global.AppCache.Remove(backtestOptions.Coin + backtestOptions.CandlePeriod);
Global.AppCache.Add(api.Name + backtestOptions.Coin + backtestOptions.CandlePeriod, _candle1, new MemoryCacheEntryOptions());
Global.Logger.Information($" Cached {key2}");
returns = new Tuple <DateTime, DateTime>(backtestOptions.StartDate, backtestOptions.EndDate);
}
watch1.Stop();
Global.Logger.Warning($"Ended CacheAllData in #{watch1.Elapsed.TotalSeconds} seconds");
return(returns);
}
