Files
jgrusewski f58d4890ff fix(services): add validation-mod ml feature to trading + backtesting
ml::validation is gated behind validation-mod, but dqn/config.rs:177
references crate::validation::RegimeMetrics unconditionally. Both
services pull in dqn::config via the trainer pipeline, so they need
the gate opened to compile. Cheaper than refactoring 700+ refs.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-02 18:20:59 +02:00
..

backtesting_service

Strategy backtesting engine with historical data replay, performance reporting, and results persistence.

Key Types

  • BacktestingServiceImpl -- main gRPC service
  • DataReplayEngine -- historical market data replay
  • PerformanceReporter -- Sharpe, drawdown, win rate metrics

gRPC Endpoints

  • RunBacktest -- submit backtest configuration and strategy
  • GetBacktestResults -- retrieve results for completed backtests
  • ListAvailableStrategies -- list registered strategies
  • GetBacktestReport -- detailed performance report

Configuration

  • GRPC_PORT -- gRPC listen port
  • DATABASE_URL -- PostgreSQL connection string
  • Historical data directory with Parquet tick/OHLCV files

Testing

SQLX_OFFLINE=true cargo test -p backtesting_service --lib