feat: add backtesting functionality with UI and API endpoints
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CI / lint-test-build (push) Successful in 2m31s
- Introduced backtesting page and fragment in the dashboard for running backtests and viewing recent reports. - Implemented backtest run logic with configuration options including event path, starting balances, trade capital, and fee profiles. - Added recent backtest reports storage and retrieval. - Created a new strategy module for statistical arbitrage experiments with validation on configuration parameters. - Updated settings to include parameters for the statistical arbitrage strategy. - Enhanced dashboard controls to support the new strategy mode. - Added unit tests for backtesting functionality and strategy validation. - Updated templates for backtesting UI integration.
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# Current Implementation Snapshot
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This document summarizes the code that exists now, not the original plan.
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## Runtime
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- FastAPI app starts from [src/arbitrade/api/app.py](../../src/arbitrade/api/app.py).
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- Settings come from `pydantic-settings` in [src/arbitrade/config/settings.py](../../src/arbitrade/config/settings.py).
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- DuckDB is initialized and migrated on startup.
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- Runtime recovery persists and restores control state and snapshots.
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## Market Data and Detection
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- Kraken market data is handled by native WS and thin REST code.
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- Incremental triangular detector is implemented in [src/arbitrade/detection/engine.py](../../src/arbitrade/detection/engine.py).
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- Currency graph and cycle indexing live in [src/arbitrade/detection/graph.py](../../src/arbitrade/detection/graph.py).
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## Execution and Risk
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- Multi-leg execution sequencer exists for triangular cycles.
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- Pre-trade validation and trade-limit guards are wired into execution flow.
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- Kill switch and stop conditions are supported.
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## Dashboard
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- Server-rendered dashboard uses FastAPI + Jinja2 + HTMX.
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- Live metrics, overview, controls, charts, and audit fragments are exposed as separate endpoints.
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- Dedicated backtesting page exists at `/dashboard/backtesting`.
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## Backtesting
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- Replay engine lives in [src/arbitrade/backtesting/replay.py](../../src/arbitrade/backtesting/replay.py).
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- Parameter sweep runner lives in [src/arbitrade/backtesting/sweep.py](../../src/arbitrade/backtesting/sweep.py).
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- Backtesting UI runs replay from a JSONL file, stores recent reports in app state, and exposes a recent-reports API.
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- Experimental stat-arb scaffold lives in [src/arbitrade/strategy/stat_arb.py](../../src/arbitrade/strategy/stat_arb.py) and is gated by feature flag.
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## Deployment
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- Dockerfile installs runtime dependencies from `requirements/latest-runtime.in`.
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- CI publishes `git.allucanget.biz/allucanget/arbitrade:latest`.
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- Coolify deploys the prebuilt image and owns runtime env vars and persistent storage.
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## Current Gaps
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- Cross-exchange arbitrage remains deferred.
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- Stat-arb is experimental, not part of default live strategy.
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- Backtesting UI is functional but still a single-run/report workflow, not a full job queue.
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