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
71 lines
2.4 KiB
Python
71 lines
2.4 KiB
Python
import httpx
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from typing import List, Dict, Any, Optional
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from datetime import datetime
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class AveCloudClient:
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BASE_URL = "https://prod.ave-api.com"
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def __init__(self, api_key: str, plan: str = "free"):
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self.api_key = api_key
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self.plan = plan
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def _headers(self) -> Dict[str, str]:
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return {"X-API-KEY": self.api_key}
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async def get_klines(
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self,
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token_id: str,
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interval: str = "1h",
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limit: int = 100,
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start_time: Optional[int] = None,
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end_time: Optional[int] = None,
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) -> List[Dict[str, Any]]:
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url = f"{self.BASE_URL}/v2/klines/token/{token_id}"
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params = {"interval": interval, "limit": limit}
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if start_time:
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params["start_time"] = start_time
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if end_time:
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params["end_time"] = end_time
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async with httpx.AsyncClient() as client:
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response = await client.get(
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url, headers=self._headers(), params=params, timeout=30.0
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)
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response.raise_for_status()
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data = response.json()
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if data.get("status") == 200:
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return data.get("data", [])
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raise Exception(f"Failed to fetch klines: {data}")
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async def get_token_price(self, token_id: str) -> Optional[Dict[str, Any]]:
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url = f"{self.BASE_URL}/v2/tokens/price"
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async with httpx.AsyncClient() as client:
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response = await client.post(
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url,
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headers=self._headers(),
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json={"token_ids": [token_id]},
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timeout=30.0,
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)
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response.raise_for_status()
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data = response.json()
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if data.get("status") == 200:
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prices = data.get("data", {})
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return prices.get(token_id)
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return None
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async def get_batch_prices(self, token_ids: List[str]) -> Dict[str, Dict[str, Any]]:
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url = f"{self.BASE_URL}/v2/tokens/price"
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async with httpx.AsyncClient() as client:
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response = await client.post(
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url,
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headers=self._headers(),
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json={"token_ids": token_ids},
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timeout=30.0,
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)
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response.raise_for_status()
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data = response.json()
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if data.get("status") == 200:
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return data.get("data", {})
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return {}
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