[Backend] Backtest Engine - Historical Data Replay #18

shoko · 2026-04-08T11:39:33+02:00

shoko commented

2026-04-08 11:39:33 +02:00

Summary

Implement backtest engine for historical strategy testing as described in issue #7.

Changes Made

New files:

src/backend/app/services/backtest/ave_client.py - AVE Cloud API client for fetching klines, token prices, batch prices

Modified files:

src/backend/app/services/backtest/engine.py - Full BacktestEngine implementation:
- Condition matching logic (price_drop, price_rise, volume_spike, price_level)
- Signal generation on condition match
- Portfolio simulation with buy/sell execution
- Metrics calculation: total_return, win_rate, max_drawdown, sharpe_ratio, total_trades
src/backend/app/api/backtest.py - Backtest API endpoints:
- POST /api/bots/{id}/backtest - Start backtest (async, background execution)
- GET /api/bots/{id}/backtest/{run_id} - Get backtest status/results
- GET /api/bots/{id}/backtests - List all backtests for bot
- POST /api/bots/{id}/backtest/{run_id}/stop - Stop running backtest
- JWT authentication and ownership validation on all endpoints

Features Implemented

AVE Cloud Data API Integration - Fetch historical klines from prod.ave-api.com
Condition Matching - Supports price_drop, price_rise, volume_spike, price_level conditions
Portfolio Simulation - Simulates trades based on strategy actions (buy/sell)
Metrics Calculation:
- total_return %
- win_rate %
- total_trades
- max_drawdown %
- sharpe_ratio
Async/Background Execution - Backtests run in background without blocking
Results Persistence - Backtest results stored in backtests table, signals in signals table

Dependencies

Depends on issue #6 (Chat Interface + CrewAI) which was merged in PR #17

Fixes #7

## Summary Implement backtest engine for historical strategy testing as described in issue #7. ### Changes Made **New files:** - `src/backend/app/services/backtest/ave_client.py` - AVE Cloud API client for fetching klines, token prices, batch prices **Modified files:** - `src/backend/app/services/backtest/engine.py` - Full BacktestEngine implementation: - Condition matching logic (price_drop, price_rise, volume_spike, price_level) - Signal generation on condition match - Portfolio simulation with buy/sell execution - Metrics calculation: total_return, win_rate, max_drawdown, sharpe_ratio, total_trades - `src/backend/app/api/backtest.py` - Backtest API endpoints: - POST /api/bots/{id}/backtest - Start backtest (async, background execution) - GET /api/bots/{id}/backtest/{run_id} - Get backtest status/results - GET /api/bots/{id}/backtests - List all backtests for bot - POST /api/bots/{id}/backtest/{run_id}/stop - Stop running backtest - JWT authentication and ownership validation on all endpoints ### Features Implemented 1. **AVE Cloud Data API Integration** - Fetch historical klines from prod.ave-api.com 2. **Condition Matching** - Supports price_drop, price_rise, volume_spike, price_level conditions 3. **Portfolio Simulation** - Simulates trades based on strategy actions (buy/sell) 4. **Metrics Calculation**: - total_return % - win_rate % - total_trades - max_drawdown % - sharpe_ratio 5. **Async/Background Execution** - Backtests run in background without blocking 6. **Results Persistence** - Backtest results stored in backtests table, signals in signals table ### Dependencies - Depends on issue #6 (Chat Interface + CrewAI) which was merged in PR #17 ## Related Issue Fixes #7

shoko added 1 commit 2026-04-08 11:39:33 +02:00

Implement Backtest Engine - Historical Data Replay a461005015

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

han approved these changes 2026-04-08 13:21:04 +02:00

han left a comment

First-time contributor

lgtm

shoko merged commit 0fb16f06e4 into main

2026-04-08 13:21:57 +02:00

shoko referenced this issue from a commit

2026-04-08 13:21:58 +02:00

Merge pull request '[Backend] Backtest Engine - Historical Data Replay' (#18) from fix/issue-7 into main

shoko referenced this issue from a commit

2026-04-08 13:25:56 +02:00

feat: implement Simulate Engine for real-time signal detection