79 lines
2.8 KiB
Python
79 lines
2.8 KiB
Python
"""Backtesting API endpoints."""
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from fastapi import APIRouter, HTTPException, Depends, BackgroundTasks
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from typing import Dict, Any
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from sqlalchemy import select
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import uuid
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from ..core.dependencies import get_backtesting_engine, get_strategy_registry
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from ..core.schemas import BacktestRequest, BacktestResponse
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from src.core.database import Strategy, get_database
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router = APIRouter()
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# Store running backtests
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_backtests: Dict[str, Dict[str, Any]] = {}
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@router.post("/run", response_model=BacktestResponse)
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async def run_backtest(
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backtest_data: BacktestRequest,
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background_tasks: BackgroundTasks,
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backtest_engine=Depends(get_backtesting_engine)
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):
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"""Run a backtest."""
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try:
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db = get_database()
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async with db.get_session() as session:
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# Get strategy
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stmt = select(Strategy).where(Strategy.id == backtest_data.strategy_id)
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result = await session.execute(stmt)
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strategy_db = result.scalar_one_or_none()
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if not strategy_db:
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raise HTTPException(status_code=404, detail="Strategy not found")
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# Create strategy instance
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registry = get_strategy_registry()
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strategy_instance = registry.create_instance(
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strategy_id=strategy_db.id,
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name=strategy_db.class_name,
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parameters=strategy_db.parameters,
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timeframes=strategy_db.timeframes or [backtest_data.timeframe]
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)
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if not strategy_instance:
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raise HTTPException(status_code=400, detail="Failed to create strategy instance")
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# Run backtest
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results = backtest_engine.run_backtest(
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strategy=strategy_instance,
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symbol=backtest_data.symbol,
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exchange=backtest_data.exchange,
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timeframe=backtest_data.timeframe,
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start_date=backtest_data.start_date,
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end_date=backtest_data.end_date,
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initial_capital=backtest_data.initial_capital,
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slippage=backtest_data.slippage,
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fee_rate=backtest_data.fee_rate
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)
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if "error" in results:
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raise HTTPException(status_code=400, detail=results["error"])
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return BacktestResponse(
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results=results,
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status="completed"
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)
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except HTTPException:
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raise
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except Exception as e:
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raise HTTPException(status_code=500, detail=str(e))
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@router.get("/results/{backtest_id}")
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async def get_backtest_results(backtest_id: str):
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"""Get backtest results by ID."""
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if backtest_id not in _backtests:
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raise HTTPException(status_code=404, detail="Backtest not found")
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return _backtests[backtest_id]
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