public async Task DeleteBacktestCandles(BacktestOptions backtestOptions)
{
LiteCollection <CandleAdapter> candleCollection = DataStoreBacktest.GetInstance(GetDatabase(backtestOptions)).GetTable <CandleAdapter>("Candle_" + backtestOptions.CandlePeriod);
candleCollection.EnsureIndex("Timestamp");
candleCollection.Delete(Query.Between("Timestamp", backtestOptions.StartDate, backtestOptions.EndDate, true, true));
}
public async Task SaveBacktestCandlesBulk(List <Candle> candles, BacktestOptions backtestOptions)
{
var items = Mapping.Mapper.Map <List <CandleAdapter> >(candles);
LiteCollection <CandleAdapter> candleCollection = DataStoreBacktest.GetInstance(GetDatabase(backtestOptions)).GetTable <CandleAdapter>("Candle_" + backtestOptions.CandlePeriod);
candleCollection.EnsureIndex("Timestamp");
candleCollection.InsertBulk(items);
}
public static DataStoreBacktest GetInstance(string databasePath)
{
if (!DatabaseInstances.ContainsKey(databasePath))
{
DatabaseInstances[databasePath] = new DataStoreBacktest(databasePath);
}
return(DatabaseInstances[databasePath]);
}
public static DataStoreBacktest GetInstance(string databaseName)
{
if (!_instance.ContainsKey(databaseName))
{
_instance["databaseName"] = new DataStoreBacktest(databaseName);
}
return(_instance["databaseName"]);
}
public async Task <Candle> GetBacktestLastCandle(BacktestOptions backtestOptions)
{
IMongoCollection <CandleAdapter> candleCollection = DataStoreBacktest.GetInstance(MongoDbBaseName + backtestOptions.CandlePeriod).GetTable <CandleAdapter>(backtestOptions.Exchange + "_" + backtestOptions.Coin);
CandleAdapter lastCandle = await candleCollection.Find(_ => true).SortByDescending(e => e.Timestamp).Limit(1).FirstOrDefaultAsync();
var items = Mapping.Mapper.Map <Candle>(lastCandle);
return(items);
}
public async Task <List <TradeSignal> > GetBacktestSignalsByStrategy(BacktestOptions backtestOptions, string strategy)
{
var itemCollection = DataStoreBacktest.GetInstance(GetDatabase(backtestOptions)).GetTable <TradeSignalAdapter>("Signals_" + backtestOptions.CandlePeriod);
itemCollection.EnsureIndex("StrategyName");
var items = itemCollection.Find(Query.Where("StrategyName", s => s.AsString == strategy), Query.Descending).ToList();
var result = Mapping.Mapper.Map <List <TradeSignal> >(items);
return(result);
}
public async Task <Candle> GetBacktestFirstCandle(BacktestOptions backtestOptions)
{
LiteCollection <CandleAdapter> candleCollection = DataStoreBacktest.GetInstance(GetDatabase(backtestOptions)).GetTable <CandleAdapter>("Candle_" + backtestOptions.CandlePeriod);
candleCollection.EnsureIndex("Timestamp");
CandleAdapter lastCandle = candleCollection.Find(Query.All("Timestamp"), limit: 1).FirstOrDefault();
var items = Mapping.Mapper.Map <Candle>(lastCandle);
return(items);
}
public async Task <List <TradeSignal> > GetBacktestSignalsByStrategy(BacktestOptions backtestOptions, string strategy)
{
IMongoCollection <TradeSignalAdapter> itemCollection = DataStoreBacktest.GetInstance("Signals_" + MongoDbBaseName + backtestOptions.CandlePeriod).GetTable <TradeSignalAdapter>(backtestOptions.Exchange + "_" + backtestOptions.Coin);
var items = await itemCollection.Find(entry => entry.StrategyName == strategy).ToListAsync();
#warning TODO: Sort operation used more than the maximum 33554432 bytes of RAM. Add an index, or specify a smaller limit=> temporarly order by LINQ
var result = Mapping.Mapper.Map <List <TradeSignal> >(items).OrderBy(c => c.Timestamp).ToList();
return(result);
}
public async Task SaveBacktestCandlesBulkCheckExisting(List <Candle> candles, BacktestOptions backtestOptions)
{
var items = Mapping.Mapper.Map <List <CandleAdapter> >(candles);
LiteCollection <CandleAdapter> candleCollection = DataStoreBacktest.GetInstance(GetDatabase(backtestOptions)).GetTable <CandleAdapter>("Candle_" + backtestOptions.CandlePeriod); foreach (var item in items)
{
var checkData = candleCollection.FindOne(x => x.Timestamp == item.Timestamp);
if (checkData == null)
{
candleCollection.Insert(item);
}
}
}
public async Task SaveBacktestCandle(Candle candle, BacktestOptions backtestOptions)
{
var item = Mapping.Mapper.Map <CandleAdapter>(candle);
LiteCollection <CandleAdapter> candleCollection = DataStoreBacktest.GetInstance(GetDatabase(backtestOptions)).GetTable <CandleAdapter>("Candle_" + backtestOptions.CandlePeriod);
candleCollection.EnsureIndex("Timestamp");
var newCandle = candleCollection.FindOne(x => x.Timestamp == item.Timestamp);
if (newCandle == null)
{
candleCollection.Insert(item);
}
}
public async Task <List <Candle> > GetBacktestCandlesBetweenTime(BacktestOptions backtestOptions)
{
var results = new List <Candle>();
IMongoCollection <CandleAdapter> candleCollection = DataStoreBacktest.GetInstance(MongoDbBaseName + backtestOptions.CandlePeriod).GetTable <CandleAdapter>(backtestOptions.Exchange + "_" + backtestOptions.Coin);
List <CandleAdapter> candles = await candleCollection.Find(entry => entry.Timestamp >= backtestOptions.StartDate && entry.Timestamp <= backtestOptions.EndDate).ToListAsync();
#warning TODO: Sort operation used more than the maximum 33554432 bytes of RAM. Add an index, or specify a smaller limit=> temporarly order by LINQ
results = Mapping.Mapper.Map <List <Candle> >(candles).OrderBy(c => c.Timestamp).ToList();
return(results);
}
public async Task SaveBacktestTradeSignalsBulk(List <TradeSignal> signals, BacktestOptions backtestOptions)
{
var items = Mapping.Mapper.Map <List <TradeSignalAdapter> >(signals);
IMongoCollection <TradeSignalAdapter> itemCollection = DataStoreBacktest.GetInstance("Signals_" + MongoDbBaseName + backtestOptions.CandlePeriod).GetTable <TradeSignalAdapter>(backtestOptions.Exchange + "_" + backtestOptions.Coin);
foreach (var item in items)
{
await itemCollection.DeleteManyAsync(i => i.StrategyName == item.StrategyName);
}
await itemCollection.InsertManyAsync(items);
}
public async Task SaveBacktestCandle(Candle candle, BacktestOptions backtestOptions)
{
var item = Mapping.Mapper.Map <CandleAdapter>(candle);
IMongoCollection <CandleAdapter> candleCollection = DataStoreBacktest.GetInstance(MongoDbBaseName + backtestOptions.CandlePeriod).GetTable <CandleAdapter>(backtestOptions.Exchange + "_" + backtestOptions.Coin);
FindOptions <CandleAdapter> marketCandleFindOptions = new FindOptions <CandleAdapter> {
Limit = 1
};
IAsyncCursor <CandleAdapter> checkData = await candleCollection.FindAsync(x => x.Timestamp == item.Timestamp, marketCandleFindOptions);
if (await checkData.FirstOrDefaultAsync() == null)
{
await candleCollection.InsertOneAsync(item);
}
}
public async Task <List <Candle> > GetBacktestCandlesBetweenTime(BacktestOptions backtestOptions)
{
try
{
LiteCollection <CandleAdapter> candleCollection = DataStoreBacktest.GetInstance(GetDatabase(backtestOptions)).GetTable <CandleAdapter>("Candle_" + backtestOptions.CandlePeriod);
candleCollection.EnsureIndex("Timestamp");
List <CandleAdapter> candles = candleCollection.Find(Query.Between("Timestamp", backtestOptions.StartDate, backtestOptions.EndDate), Query.Ascending).ToList();
var items = Mapping.Mapper.Map <List <Candle> >(candles);
return(items);
}
catch (Exception ex)
{
Global.Logger.Error(ex.ToString());
throw;
}
}
public async Task SaveBacktestTradeSignalsBulk(List <TradeSignal> signals, BacktestOptions backtestOptions)
{
var items = Mapping.Mapper.Map <List <TradeSignalAdapter> >(signals);
LiteCollection <TradeSignalAdapter> itemCollection = DataStoreBacktest.GetInstance(GetDatabase(backtestOptions)).GetTable <TradeSignalAdapter>("Signals_" + backtestOptions.CandlePeriod);
foreach (var item in items)
{
itemCollection.Delete(i => i.StrategyName == item.StrategyName);
}
// TradeSignalAdapter lastCandle = itemCollection.Find(Query.All("Timestamp", Query.Descending), limit: 1).FirstOrDefault();
itemCollection.EnsureIndex("Timestamp");
itemCollection.InsertBulk(items);
}
public async Task SaveBacktestCandlesBulkCheckExisting(List <Candle> candles, BacktestOptions backtestOptions)
{
var items = Mapping.Mapper.Map <List <CandleAdapter> >(candles);
IMongoCollection <CandleAdapter> candleCollection = DataStoreBacktest.GetInstance(MongoDbBaseName + backtestOptions.CandlePeriod).GetTable <CandleAdapter>(backtestOptions.Exchange + "_" + backtestOptions.Coin);
FindOptions <CandleAdapter> marketCandleFindOptions = new FindOptions <CandleAdapter> {
Limit = 1
};
foreach (var item in items)
{
IAsyncCursor <CandleAdapter> checkData = await candleCollection.FindAsync(x => x.Timestamp.Equals(item.Timestamp), marketCandleFindOptions);
if (await checkData.FirstOrDefaultAsync() == null)
{
await candleCollection.InsertOneAsync(item);
}
}
}
public async Task SaveBacktestCandlesBulk(List <Candle> candles, BacktestOptions backtestOptions)
{
var items = Mapping.Mapper.Map <List <CandleAdapter> >(candles);
IMongoCollection <CandleAdapter> candleCollection = DataStoreBacktest.GetInstance(MongoDbBaseName + backtestOptions.CandlePeriod).GetTable <CandleAdapter>(backtestOptions.Exchange + "_" + backtestOptions.Coin);
await candleCollection.InsertManyAsync(items);
}
public async Task DeleteBacktestCandles(BacktestOptions backtestOptions)
{
IMongoCollection <CandleAdapter> candleCollection = DataStoreBacktest.GetInstance(MongoDbBaseName + backtestOptions.CandlePeriod).GetTable <CandleAdapter>(backtestOptions.Exchange + "_" + backtestOptions.Coin);
await candleCollection.DeleteManyAsync(entry => entry.Timestamp >= backtestOptions.StartDate && entry.Timestamp <= backtestOptions.EndDate);
}
