Files
foxhunt/services/backtesting_service
jgrusewski 52c3862db9 🔧 Wave 149 Phase 3-4: Service Panic Fix + JWT Debug Logging (Agent 413)
**Issue**: Backtesting service crashing with "transport error"
**Root Cause #3**: blocking_read() called in async context causing panic

## Fixes Applied

### Agent 413: Async/Blocking Conflict Resolution
- **File**: services/backtesting_service/src/service.rs
- **Problem**: `blocking_read()` at line 237 panicked within Tokio runtime
- **Error**: "Cannot block the current thread from within a runtime"
- **Why Hard to Debug**: Panic manifested as gRPC transport error, not panic message
- **Fix**:
  - Line 215: Made validate_backtest_request() async
  - Line 237: Changed `blocking_read()` → `read().await`
  - Line 406: Added `.await` to function call
- **Impact**: Service stability restored, no more transport errors

### Debug Enhancement
- **File**: services/api_gateway/src/auth/interceptor.rs:362
- **Added**: Full token logging for JWT debugging
- **Purpose**: Debugging aid for Wave 149 investigation

## Technical Discovery
**Key Insight**: Async/blocking conflicts cause service crashes that appear as
transport errors at the client level. Always check service logs for panic
backtraces when debugging transport failures.

## Test Results
- Before: 29/49 (59.2%)
- After Phase 3-4: 29/49 (59.2%)
- Service Status: Stable (no more panics)

## Files Modified
- services/backtesting_service/src/service.rs (+3 lines async conversion)
- services/api_gateway/src/auth/interceptor.rs (+1 line debug logging)

Co-authored-by: Wave 149 Agent 413 (Service Panic Fix)
2025-10-12 19:57:54 +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.