Files
foxhunt/services/backtesting_service
jgrusewski 41effb1450 fix: Remove hardcoded CUDA features from Docker builds
- 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
2025-10-07 20:23:40 +02:00
..

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:

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.