# Backtesting Service

## Overview

The `backtesting_service` offers an independent and isolated environment for rigorously testing and validating trading strategies against historical market data. It provides a robust platform for simulating trading performance, analyzing strategy efficacy, and generating comprehensive performance reports before live deployment.

## Features

*   **Independent Backtesting Service**: Operates autonomously, allowing for parallel and isolated strategy evaluations.
*   **gRPC API for Backtest Execution**: Exposes a clear API for submitting and managing backtesting jobs.
*   **Strategy Testing and Validation**: Enables comprehensive testing of various trading strategies under different market conditions.
*   **Performance Reporting**: Generates detailed reports including metrics like P&L, Sharpe ratio, drawdown, and win rate.
*   **Data Replay Engine**: Accurately replays historical market data, simulating real-world order book dynamics and trade execution.
*   **Results Persistence**: Stores backtesting results and reports for historical analysis and comparison.

## gRPC API

The `backtesting_service` exposes a gRPC API for initiating and retrieving backtest results. Key endpoints include:
- `RunBacktest` - Submit backtest configuration and strategy
- `GetBacktestResults` - Retrieve results for completed backtests
- `ListAvailableStrategies` - List registered strategies
- `GetBacktestReport` - Get detailed performance report

## Running the service

To run the `backtesting_service` binary:

```bash
cargo run --bin backtesting_service
```

## Data Requirements

The service requires historical market data in Parquet format:
- Data should be stored in the configured data directory
- Supports tick data, order book snapshots, and OHLCV candles
- Data must include instrument, timestamp, and price/quantity fields

## Testing

To run the tests for the `backtesting_service` crate:

```bash
cargo test --package backtesting_service
```

## Documentation

Comprehensive API documentation is available at [docs.rs/backtesting_service](https://docs.rs/backtesting_service).