public async Task <ActionResult> GetSignals(string exchange, string coinsToBuy, string strategy, string candleSize = "5")
{
var strategyName = WebUtility.HtmlDecode(strategy);
List <string> coins = new List <string>();
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,
Coin = coinsToBuy,
CandlePeriod = Int32.Parse(candleSize)
};
var candleProvider = new DatabaseCandleProvider();
var items = await candleProvider.GetSignals(backtestOptions, Global.DataStoreBacktest, strategyName);
return(new JsonResult(items));
}
public async Task <bool> Simulation(string coinToBuy, string strategy, string fromDate, string toDate)
{
var candleProvider = new DatabaseCandleProvider();
var globalFullApi = await Global.ExchangeApi.GetFullApi();
await candleProvider.CacheAllData(globalFullApi, Global.Configuration.ExchangeOptions.FirstOrDefault().Exchange);
var currentExchangeOption = Global.Configuration.ExchangeOptions.FirstOrDefault();
var simulationStartingDate = TimeZoneInfo.ConvertTimeToUtc(DateTime.ParseExact(fromDate, "yyyy-MM-ddTHH:mm:ss", System.Globalization.CultureInfo.InvariantCulture));
var simulationEndingDate = TimeZoneInfo.ConvertTimeToUtc(DateTime.ParseExact(toDate, "yyyy-MM-ddTHH:mm:ss", System.Globalization.CultureInfo.InvariantCulture));
var tradeManager = new TradeManager();
currentExchangeOption.SimulationCurrentDate = simulationStartingDate;
while (currentExchangeOption.SimulationCurrentDate <= simulationEndingDate)
{
Global.Logger.Information($"------ SimulationCurrentDate start: {currentExchangeOption.SimulationCurrentDate}");
var watch1 = System.Diagnostics.Stopwatch.StartNew();
await tradeManager.LookForNewTrades(strategy);
await tradeManager.UpdateExistingTrades();
currentExchangeOption.SimulationCurrentDate = currentExchangeOption.SimulationCurrentDate.AddMinutes(5);
watch1.Stop();
Global.Logger.Information($"------SimulationCurrentDate end: {currentExchangeOption.SimulationCurrentDate} in #{watch1.Elapsed.TotalSeconds} seconds");
}
return(true);
}
