CI/CD Refactoring

.env/local.env.example

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+operatingEnvironment=backtesting
+symbolFolder=tickdata
+symbols="BTCUSD"
+scalingFactor="BTCUSD,0.1;ETHUSD,0.1;JPNIDX225,1;SPNIDX35,1;FRAIDX40,1;DEUIDX40,1;AUSIDX200,1;USAIDXTECH,1;USAIDX500,1;USAIDX30,1;EURIDX600,1;GBRIDX100,1;EURUSD,10000;GBPUSD,10000;NZDUSD,10000;AUDUSD,10000;USDJPY,100;USDCAD,10000;USDCHF,10000"
+accountEquity=1000
+maximumDrawndownPercentage=50
+strategy=RandomStrategy
+reportingEnabled=false
+runID=debugger
+s3Bucket=
+s3Path=
+yearsStart=
+yearsEnd=
+runIteration=0
+stopDistanceInPips=0
+limitDistanceInPips=0
+tradingSize=0
+consoleLog=true
+systemLog=true
+doNotCleanUpDataFolder=false
+instanceCount=0
+elasticUser=elastic
+kineticStopLoss=0
+kineticLimit=0
+randomStrategyAmountOfHHLL=10
+elasticPassword=
+elasticEndpoint=
+elasticCloudID=

.github/workflows/codeql-analysis.yml

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+# For most projects, this workflow file will not need changing; you simply need
+# to commit it to your repository.
+#
+# You may wish to alter this file to override the set of languages analyzed,
+# or to provide custom queries or build logic.
+#
+# ******** NOTE ********
+# We have attempted to detect the languages in your repository. Please check
+# the `language` matrix defined below to confirm you have the correct set of
+# supported CodeQL languages.
+#
+name: "CodeQL"
+
+on:
+ push:
+ branches: [ main ]
+ pull_request:
+ # The branches below must be a subset of the branches above
+ branches: [ main ]
+
+jobs:
+ analyze:
+ name: Analyze
+ runs-on: ubuntu-latest
+ permissions:
+ actions: read
+ contents: read
+ security-events: write
+
+ strategy:
+ fail-fast: false
+ matrix:
+ language: [ 'csharp' ]
+ # CodeQL supports [ 'cpp', 'csharp', 'go', 'java', 'javascript', 'python', 'ruby' ]
+ # Learn more about CodeQL language support at https://git.io/codeql-language-support
+
+ steps:
+
+ - uses: actions/setup-dotnet@v1
+ with:
+ dotnet-version: 8.0.x
+
+ - name: Checkout repository
+ uses: actions/checkout@v2
+
+ # Initializes the CodeQL tools for scanning.
+ - name: Initialize CodeQL
+ uses: github/codeql-action/init@v1
+ with:
+ languages: ${{ matrix.language }}
+ # If you wish to specify custom queries, you can do so here or in a config file.
+ # By default, queries listed here will override any specified in a config file.
+ # Prefix the list here with "+" to use these queries and those in the config file.
+ # queries: ./path/to/local/query, your-org/your-repo/queries@main
+
+ # Autobuild attempts to build any compiled languages (C/C++, C#, or Java).
+ # If this step fails, then you should remove it and run the build manually (see below)
+ - name: Autobuild
+ uses: github/codeql-action/autobuild@v1
+
+ # ℹ️ Command-line programs to run using the OS shell.
+ # 📚 https://git.io/JvXDl
+
+ # ✏️ If the Autobuild fails above, remove it and uncomment the following three lines
+ # and modify them (or add more) to build your code if your project
+ # uses a compiled language
+
+# - name: build
+# run: dotnet build
+
+
+ - name: Perform CodeQL Analysis
+ uses: github/codeql-action/analyze@v1

.github/workflows/sonar.yml

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+name: Sonar
+on:
+ push:
+ branches:
+ - main
+ pull_request:
+ types: [opened, synchronize, reopened]
+jobs:
+ build:
+ name: Build
+ runs-on: windows-latest
+ steps:
+ - uses: actions/setup-java@v4
+ with:
+ distribution: 'zulu' # See 'Supported distributions' for available options
+ java-version: '21'
+ - uses: actions/setup-dotnet@v1
+ with:
+ dotnet-version: 8.0.x
+ - uses: actions/checkout@v2
+ with:
+ fetch-depth: 0 # Shallow clones should be disabled for a better relevancy of analysis
+ - name: Cache SonarCloud packages
+ uses: actions/cache@v1
+ with:
+ path: ~\.sonar\cache
+ key: ${{ runner.os }}-sonar
+ restore-keys: ${{ runner.os }}-sonar
+ - name: Cache SonarCloud scanner
+ id: cache-sonar-scanner
+ uses: actions/cache@v1
+ with:
+ path: .\.sonar\scanner
+ key: ${{ runner.os }}-sonar-scanner
+ restore-keys: ${{ runner.os }}-sonar-scanner
+ - name: Install SonarCloud scanner
+ if: steps.cache-sonar-scanner.outputs.cache-hit != 'true'
+ shell: powershell
+ run: |
+ New-Item -Path .\.sonar\scanner -ItemType Directory
+ dotnet tool update dotnet-sonarscanner --tool-path .\.sonar\scanner
+ - name: Test
+ run: dotnet test /p:CollectCoverage=true /p:CoverletOutputFormat=opencover
+ - name: Begin
+ env:
+ GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }} # Needed to get PR information, if any
+ SONAR_TOKEN: ${{ secrets.SONAR_TOKEN }}
+ shell: powershell
+ run: .\.sonar\scanner\dotnet-sonarscanner begin /k:"mccaffers_backtesting-engine" /o:"mccaffers" /d:sonar.login="${{ secrets.SONAR_TOKEN }}" /d:sonar.host.url="https://sonarcloud.io" /d:sonar.cs.opencover.reportsPaths="./tests/coverage.opencover.xml" 
+ - name: Build
+ run: dotnet build 
+ - name: Sonar End
+ env:
+ GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }} # Needed to get PR information, if any
+ SONAR_TOKEN: ${{ secrets.SONAR_TOKEN }}
+ shell: powershell
+ run: .\.sonar\scanner\dotnet-sonarscanner end /d:sonar.login="${{ secrets.SONAR_TOKEN }}"

.gitignore

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+*.swp
+*.*~
+project.lock.json
+.DS_Store
+*.pyc
+nupkg/
+
+# Rider
+.idea
+
+# User-specific files
+*.suo
+*.user
+*.userosscache
+*.sln.docstates
+
+# Build results
+[Dd]ebug/
+[Dd]ebugPublic/
+[Rr]elease/
+[Rr]eleases/
+x64/
+x86/
+build/
+bld/
+[Bb]in/
+[Oo]bj/
+[Oo]ut/
+msbuild.log
+msbuild.err
+msbuild.wrn
+
+# Visual Studio 2015
+.vs/
+
+.env/local.env
+.env/aws.env
+engine.zip
+tickdata/
+scripts/data.sh
+src/ui/src/libs/
+scripts/backtestings/data.sh
+src/strategies/private

.vscode/launch.json

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+{
+ "version": "0.2.0",
+
+ "configurations": [
+ {
+ "name": "Chrome",
+ "type": "chrome",
+ "request": "attach",
+ "url": "https://localhost:3000", // create-react-app's default port 3000
+ "port": 9222,
+ "webRoot": "${workspaceFolder}/src/ui",
+ "preLaunchTask": "npm: start" // Add prelaunch Task npm: start (defined in tasks.json)
+ },
+ {
+ "name": "Trade via Console",
+ "type": "coreclr",
+ "request": "launch",
+ "preLaunchTask": "build",
+ "program": "${workspaceFolder}/src/backtesting/bin/Debug/net8.0/backtesting-engine.dll",
+ "cwd": "${workspaceFolder}",
+ "console": "internalConsole",
+ "stopAtEntry": false,
+ "envFile": "${workspaceFolder}/.env/local.env"
+ },
+ {
+ "name": "Trade via Web",
+ "type": "coreclr",
+ "request": "launch",
+ "preLaunchTask": "build",
+ "program": "${workspaceFolder}/src/backtesting/bin/Debug/net8.0/backtesting-engine.dll",
+ "args": ["web"],
+ "cwd": "${workspaceFolder}",
+ "console": "internalConsole",
+ "stopAtEntry": false,
+ "envFile": "${workspaceFolder}/.env/local.env"
+ },
+ {
+ "name": ".NET Core Attach",
+ "type": "coreclr",
+ "request": "attach"
+ }
+ ]
+}

.vscode/tasks.json

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+{
+ "version": "2.0.0",
+ "tasks": [
+ {
+ "label": "build",
+ "command": "dotnet",
+ "type": "process",
+ "args": [
+ "build",
+ "${workspaceFolder}/backtesting-engine.sln",
+ "/property:GenerateFullPaths=true",
+ "/consoleloggerparameters:NoSummary;ForceNoAlign"
+ ],
+ "problemMatcher": "$msCompile"
+ },
+ {
+ "label": "publish",
+ "command": "dotnet",
+ "type": "process",
+ "args": [
+ "publish",
+ "${workspaceFolder}/backtesting-engine.sln",
+ "/property:GenerateFullPaths=true",
+ "/consoleloggerparameters:NoSummary;ForceNoAlign"
+ ],
+ "problemMatcher": "$msCompile"
+ },
+ {
+ "label": "watch",
+ "command": "dotnet",
+ "type": "process",
+ "args": [
+ "watch",
+ "run",
+ "--project",
+ "${workspaceFolder}/backtesting-engine.sln"
+ ],
+ "problemMatcher": "$msCompile"
+ },
+ {
+ "type": "npm",
+ "script": "start",
+ "group": {
+ "kind": "test",
+ "isDefault": true
+ },
+ "isBackground": true, // This prevents the launch.json to wait for the completion of the task
+ "problemMatcher": {
+ "owner": "custom", // This is not needed but, required by the problemMatcher Object
+ "pattern": {
+ "regexp": "^$" // This is not needed but, required by the problemMatcher Object
+ },
+ "background": {
+ "activeOnStart": true,
+ "beginsPattern": "Compiling...", // Signals the begin of the Task
+ "endsPattern": "Compiled .*" // Signals that now the initialization of the task is complete
+ }
+ },
+ "options": { 
+ "cwd": "${workspaceFolder}/src/ui" 
+ }
+ }
+ ]
+}

LICENSE.md

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+MIT License
+
+Copyright (c) 2023 Ryan McCaffery
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.