zwitschi
38e1d64437
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.
143 lines
4.3 KiB
HTML
143 lines
4.3 KiB
HTML
<div id="backtesting-shell" class="panel">
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<div
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class="grid"
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style="grid-template-columns: repeat(auto-fit, minmax(280px, 1fr))"
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>
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<article class="card">
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<div class="label">Run Status</div>
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<div class="value">{{ status }}</div>
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<div class="meta">{{ message }}</div>
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</article>
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<article class="card">
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<div class="label">Latest Report</div>
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{% if latest_report %}
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<div class="meta">Run at {{ latest_report.run_at }}</div>
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<div class="meta">Events: {{ latest_report.events_path }}</div>
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<div class="meta">
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Processed: {{ latest_report.report.processed_events }}
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</div>
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<div class="meta">
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Opportunities: {{ latest_report.report.opportunities_seen }}
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</div>
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<div class="meta">Trades: {{ latest_report.report.trades_executed }}</div>
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<div class="meta">
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Realized P&L: {{
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'%.4f'|format(latest_report.report.realized_pnl_usd) }} USD
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</div>
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<div class="meta">
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Max drawdown: {{ '%.4f'|format(latest_report.report.max_drawdown_usd) }}
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USD
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</div>
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{% else %}
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<div class="meta">No runs yet.</div>
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{% endif %}
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</article>
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</div>
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<article class="card" style="margin-top: 16px">
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<div class="label">Run Backtest</div>
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<form
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class="form-grid"
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hx-post="{{ run_endpoint }}"
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hx-target="#backtesting-shell"
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hx-swap="outerHTML"
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>
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<label class="field">
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<span>Replay events path (JSONL)</span>
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<input
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name="events_path"
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type="text"
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value="{{ events_path }}"
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placeholder="data/replay.jsonl"
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/>
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</label>
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<label class="field">
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<span>Starting balances</span>
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<input
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name="starting_balances"
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type="text"
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value="{{ starting_balances }}"
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placeholder="USD=1000.0,BTC=0.0"
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/>
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</label>
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<label class="field">
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<span>Trade capital</span>
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<input
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name="trade_capital"
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type="number"
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min="0"
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step="0.01"
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value="{{ trade_capital }}"
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/>
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</label>
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<label class="field">
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<span>Min profit threshold</span>
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<input
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name="min_profit_threshold"
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type="number"
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min="0"
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step="0.0001"
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value="{{ min_profit_threshold }}"
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/>
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</label>
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<label class="field">
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<span>Fee profile</span>
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<select name="fee_profile">
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{% set sel = "selected" if fee_profile == "standard" else "" %}
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<option value="standard" {{ sel }}>standard</option>
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{% set sel = "selected" if fee_profile == "maker_heavy" else "" %}
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<option value="maker_heavy" {{ sel }}>maker_heavy</option>
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{% set sel = "selected" if fee_profile == "taker_heavy" else "" %}
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<option value="taker_heavy" {{ sel }}>taker_heavy</option>
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{% set sel = "selected" if fee_profile == "custom" else "" %}
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<option value="custom" {{ sel }}>custom</option>
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</select>
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</label>
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<label class="field">
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<span>Custom fee rate (if fee profile = custom)</span>
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<input
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name="custom_fee_rate"
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type="number"
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min="0"
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step="0.0001"
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value="{{ custom_fee_rate }}"
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/>
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</label>
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<label class="field">
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<span>Slippage (bps)</span>
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<input
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name="slippage_bps"
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type="number"
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min="0"
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step="0.1"
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value="{{ slippage_bps }}"
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/>
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</label>
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<label class="field">
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<span>Execution latency (ms)</span>
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<input
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name="execution_latency_ms"
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type="number"
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min="0"
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step="0.1"
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value="{{ execution_latency_ms }}"
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/>
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</label>
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<button type="submit" class="button">Run backtest</button>
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</form>
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</article>
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<article class="card" style="margin-top: 16px">
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<div class="label">Recent Runs</div>
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{% if recent_reports %} {% for item in recent_reports %}
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<div class="meta">
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{{ item.run_at }} | {{ item.events_path }} | trades={{
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item.report.trades_executed }} | pnl={{
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'%.4f'|format(item.report.realized_pnl_usd) }} USD
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</div>
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{% endfor %} {% else %}
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<div class="meta">No recent reports yet.</div>
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{% endif %}
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</article>
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</div>
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