feat: add backtesting functionality with UI and API endpoints
CI / lint-test-build (push) Successful in 2m31s
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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@@ -53,3 +53,20 @@ def test_valid_security_configuration_passes() -> None:
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)
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assert settings.kraken_api_key_permissions == "query,trade"
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def test_stat_arb_entry_zscore_must_exceed_exit_zscore() -> None:
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with pytest.raises(ValidationError):
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Settings(
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_env_file=None,
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STRATEGY_STAT_ARB_ENTRY_ZSCORE="0.5",
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STRATEGY_STAT_ARB_EXIT_ZSCORE="0.5",
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)
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def test_stat_arb_lookback_window_must_be_at_least_two() -> None:
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with pytest.raises(ValidationError):
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Settings(
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_env_file=None,
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STRATEGY_STAT_ARB_LOOKBACK_WINDOW="1",
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)
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