private static void BackTest(ITradingStrategy strategy)
{
var runner = new BackTestRunner();
var results = runner.RunSingleStrategy(strategy, CoinsToBacktest, StakeAmount);
Console.WriteLine();
Console.WriteLine($"\t=============== BACKTESTING REPORT {strategy.Name.ToUpper()} ===============");
Console.WriteLine();
WriteColoredLine($"\tNote: Profit is based on trading with 0.1 BTC each trade.", ConsoleColor.Cyan);
Console.WriteLine();
// Prints the results for each coin for this strategy.
if (results.Count > 0)
{
Console.WriteLine(results
.OrderByDescending(x => x.SuccessRate)
.ToList()
.ToStringTable <BackTestResult>(new string[] { "Market", "# Trades", "# Profitable", "Success Rate", "BTC Profit", "Profit %", "Avg. Duration", "Period" },
(x) => x.Market,
(x) => x.AmountOfTrades,
(x) => x.AmountOfProfitableTrades,
(x) => $"{x.SuccessRate:0.00}%",
(x) => $"{x.TotalProfit:0.00000000}",
(x) => $"{x.TotalProfitPercentage:0.00}%",
(x) => $"{(x.AverageDuration):0.00} hours",
(x) => $"{x.DataPeriod} days"));
}
else
{
WriteColoredLine("\tNo backtests results found...", ConsoleColor.Red);
}
WriteSeparator();
}
private static void Init()
{
var builder = new ConfigurationBuilder().SetBasePath(Directory.GetCurrentDirectory()).AddJsonFile("appsettings.json", optional: true);
Configuration = builder.Build();
var exchangeOptions = Configuration.Get <ExchangeOptions>();
var backtestOptions = Configuration.Get <BacktestOptions>();
StakeAmount = backtestOptions.StakeAmount;
CoinsToBacktest = backtestOptions.Coins;
_backTester = new BackTestRunner();
_dataRefresher = new DataRefresher(exchangeOptions);
}
private static void BackTestAll()
{
var runner = new BackTestRunner();
Console.WriteLine();
Console.WriteLine($"\t=============== BACKTESTING REPORT ===============");
Console.WriteLine();
WriteColoredLine($"\tNote: Profit is based on trading with 0.1 BTC each trade.", ConsoleColor.Cyan);
Console.WriteLine();
var results = new List <BackTestStrategyResult>();
foreach (var item in GetTradingStrategies())
{
var stratResult = new BackTestStrategyResult()
{
Strategy = item.Name
};
stratResult.Results.AddRange(runner.RunSingleStrategy(item, CoinsToBacktest, StakeAmount));
results.Add(stratResult);
}
// Prints the results for each coin for this strategy.
if (results.Count > 0)
{
Console.WriteLine(results
.OrderByDescending(x => x.SuccessRate)
.ToList()
.ToStringTable <BackTestStrategyResult>(new string[] { "Strategy", "# Trades", "# Profitable", "Success Rate", "BTC Profit", "Profit %", "Avg. Duration", "Max. Period" },
(x) => x.Strategy,
(x) => x.AmountOfTrades,
(x) => x.AmountOfProfitableTrades,
(x) => $"{x.SuccessRate:0.00}%",
(x) => $"{x.TotalProfit:0.00000000}",
(x) => $"{x.TotalProfitPercentage:0.00}%",
(x) => $"{(x.AverageDuration):0.00} hours",
(x) => $"{x.DataPeriod} days"));
}
else
{
WriteColoredLine("\tNo backtests results found...", ConsoleColor.Red);
}
WriteSeparator();
}
