/// <inheritdoc />
public override void Execute(BacktestDaemonState state)
{
var config = new TemplateAlgorithmConfiguration(new[] { _pair }, 60);
var container = state.ExchangeFactory.BuildBacktestingContainer <TemplateAlgorithm>(config);
var timer = (BacktestTimerProvider)container.TimerProvider;
timer.SetCurrentTime(DateTimeOffset.FromUnixTimeMilliseconds(_epoch));
var candles = container.DataProvider.GetCandles(_pair, _n);
Console.WriteLine(_indicator(candles));
}
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)}, " +
$"the database stops at {DateTimeOffset.FromUnixTimeMilliseconds(end)}");
}
end = args.EndEpoch;
}
state.EndTimeStamp = end;
}
/// <inheritdoc/>
public override void Execute(BacktestDaemonState state)
{
var allCommands = Reflections.GetAllSubtypes(typeof(BacktestCommand));
// Get a list of tuples -> [(name(s), args, description)]
var overview = allCommands
.Select(
c => (string.Join(", ", c.GetCustomAttributes(true)
.OfType <CommandName>().Select(x => x.Value)),
string.Join(",", c.GetCustomAttribute <CommandArguments>().Values),
c.GetCustomAttribute <CommandDescription>().Value));
var table = new ConsoleTable("command", "arguments", "description");
foreach (var(names, args, description) in overview)
{
table.AddRow(names, args, description);
}
table.Write(Format.MarkDown);
}
/// <inheritdoc/>
public override void Execute(BacktestDaemonState state)
{
var startStr = DateTimeOffset
.FromUnixTimeMilliseconds(BacktestDaemonService.Instance.State.BeginTimeStamp)
.ToString(CultureInfo.InvariantCulture);
var endStr = DateTimeOffset
.FromUnixTimeMilliseconds(BacktestDaemonService.Instance.State.EndTimeStamp)
.ToString(CultureInfo.InvariantCulture);
Configuration.Configuration.Instance.EnabledAlgorithm.ChangeAlgorithmConfiguration(_algo, _configuration);
Console.WriteLine($"Starting backtest for {_algo.Name} from {startStr} to {endStr}");
Console.WriteLine($"Configured Candle Width: {Configuration.Configuration.Instance.EnabledAlgorithm.AlgorithmConfiguration.CandleWidth}m");
// Set custom id or increment.
state.CurrentBacktestID = _args.ID == -1
? state.CurrentBacktestID + 1
: _args.ID;
state.CurrentBacktestConfigurationPath = _args.ConfigurationPath;
// Reset the allocation for a new run.
state.AllocationManager.SetInitialConfiguration(Configuration.Configuration.Instance.EnabledAlgorithm
.Allocation);
// Backtests are run synchronously by design.
var result = state.AlgorithmService.StartAlgorithm(_algo, _configuration);
if (result.Success || result.Message == ResponseObject.OutOfFunds.Message)
{
// Notify third party applications that the backtest with their id has finished.
Console.WriteLine($"BACKTEST_FINISHED={BacktestDaemonService.Instance.State.CurrentBacktestID}");
}
else
{
Console.WriteLine($"Algorithm Execution failed -> {result.Message}");
Console.WriteLine($"BACKTEST_FAILED={BacktestDaemonService.Instance.State.CurrentBacktestID}");
}
}
#pragma warning restore CA1801
/// <summary>
/// Execute the command.
/// </summary>
/// <param name="state">The state of the backtest daemon.</param>
public abstract void Execute(BacktestDaemonState state);
/// <inheritdoc/>
public override void Execute(BacktestDaemonState state)
{
Program.ExitProgramWithCode(ExitCode.UserShutdown);
}
