1b6b64a75e
Issue #1: Fixed Dockerfile path errors in ALL variants - Main Dockerfiles already fixed by Agent 94 - Fixed 6 additional Dockerfile.dev and Dockerfile.production variants - Root cause: docker-compose.override.yml uses .dev variants - Changed: COPY crates/config -> COPY config (9 total files) Issue #2: Added BENZINGA_API_KEY environment variable - docker-compose.yml: Added fallback to demo_key_please_replace - Backtesting Service can now start without blocking on missing API key Issue #3: Added default CMD to ML Training Service - services/ml_training_service/Dockerfile: Added CMD ["serve"] - Container now starts service instead of showing help menu All 3 Agent 96 blockers resolved. Ready for full deployment test. Wave 125 Phase 3B - Deployment Blockers Complete
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.