Implements issue #7 - Backtest Engine for historical strategy testing.
Changes:
- Created AveCloudClient for fetching klines from AVE Cloud Data API
- Implemented BacktestEngine with condition matching (price_drop, price_rise, volume_spike, price_level)
- Implemented signal generation and portfolio simulation
- Calculates metrics: total_return, win_rate, max_drawdown, sharpe_ratio, total_trades
- Implemented async/background backtest execution via FastAPI BackgroundTasks
- Stores results in backtests table and signals table
- All backtest API endpoints with JWT auth and ownership validation
API Endpoints:
- POST /api/bots/{id}/backtest - Start backtest
- GET /api/bots/{id}/backtest/{run_id} - Get status/results
- GET /api/bots/{id}/backtests - List all backtests
- POST /api/bots/{id}/backtest/{run_id}/stop - Stop running backtest
- Add register endpoint with bcrypt password hashing
- Add login endpoint returning JWT tokens
- Add logout endpoint with token blacklisting
- Add /me endpoint for current user info
- Add rate limiting (5/minute) for login attempts using slowapi
- Add user settings GET and PATCH endpoints
- Create auth middleware via get_current_user dependency
- Add UserSettings and UserSettingsUpdate schemas
Based on IMPLEMENTATION_PLAN.md Section 4 schema, the existing schemas.py
was missing schemas for:
- BotConversationCreate/Response (for bot_conversations table)
- SignalResponse (for signals table)
These were identified as gaps during issue #3 review.
- Added 3 runnable Python scripts for Data REST, Data WebSocket, and Trading APIs
- Expanded research with 7 new sections:
- Extended API documentation with full request/response examples
- Working code examples with CLI commands
- Security guide (API keys, HMAC signing, private key protection)
- Testing strategies (dry-run, paper trading, testnets)
- Troubleshooting guide with error codes
- Competitive analysis vs DexScreener, Moralis, CoinGecko
- Quick reference appendix
Research doc grew from 242 to 906 lines
