- Make candle-core CUDA features optional (not hardcoded) in ml/Cargo.toml - Add CUDARC_CUDA_VERSION=13000 to skip nvcc detection in Dockerfiles - Add CUDA_COMPUTE_CAP=86 to skip nvidia-smi GPU detection - Remove invalid --features cuda from ml_training_service build FIXES: - Trading Service: nvidia-smi failed (candle-kernels build) - Backtesting Service: nvidia-smi failed (candle-kernels build) - ML Training Service: Wrong feature flag (cuda doesn't exist on service) IMPACT: - Services build without CUDA toolchain requirements - CUDA still available at runtime via nvidia/cuda base images - GPU auto-detected by candle when running with --gpus all BUILD RESULTS: - API Gateway: ✅ 119MB - Trading Service: ✅ 119MB (3m 36s build) - Backtesting Service: ✅ 120MB (3m 31s build) - ML Training Service: 🟡 IN PROGRESS (CUDA base image ~1.6GB) Wave 121 - Docker CUDA Build Fixes
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 strategyGetBacktestResults- Retrieve results for completed backtestsListAvailableStrategies- List registered strategiesGetBacktestReport- Get detailed performance report
Running the service
To run the backtesting_service binary:
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:
cargo test --package backtesting_service
Documentation
Comprehensive API documentation is available at docs.rs/backtesting_service.