6093eac7bf
Wave 64-65 cleanup: Proto regeneration and build system updates from Tonic 0.12→0.14 upgrade Files updated: - Cargo.lock: Dependency resolution for Tonic 0.14.2 - All build.rs: Updated for tonic-prost-build - Proto files: Regenerated with tonic-prost 0.14 - Examples/tests: Updated for new gRPC API 🤖 Generated with [Claude Code](https://claude.com/claude-code) Co-Authored-By: Claude <noreply@anthropic.com>
50 lines
2.1 KiB
Markdown
50 lines
2.1 KiB
Markdown
# Backtesting Service
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## Overview
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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.
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## Features
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* **Independent Backtesting Service**: Operates autonomously, allowing for parallel and isolated strategy evaluations.
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* **gRPC API for Backtest Execution**: Exposes a clear API for submitting and managing backtesting jobs.
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* **Strategy Testing and Validation**: Enables comprehensive testing of various trading strategies under different market conditions.
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* **Performance Reporting**: Generates detailed reports including metrics like P&L, Sharpe ratio, drawdown, and win rate.
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* **Data Replay Engine**: Accurately replays historical market data, simulating real-world order book dynamics and trade execution.
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* **Results Persistence**: Stores backtesting results and reports for historical analysis and comparison.
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## gRPC API
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The `backtesting_service` exposes a gRPC API for initiating and retrieving backtest results. Key endpoints include:
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- `RunBacktest` - Submit backtest configuration and strategy
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- `GetBacktestResults` - Retrieve results for completed backtests
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- `ListAvailableStrategies` - List registered strategies
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- `GetBacktestReport` - Get detailed performance report
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## Running the service
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To run the `backtesting_service` binary:
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```bash
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cargo run --bin backtesting_service
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```
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## Data Requirements
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The service requires historical market data in Parquet format:
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- Data should be stored in the configured data directory
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- Supports tick data, order book snapshots, and OHLCV candles
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- Data must include instrument, timestamp, and price/quantity fields
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## Testing
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To run the tests for the `backtesting_service` crate:
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```bash
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cargo test --package backtesting_service
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```
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## Documentation
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Comprehensive API documentation is available at [docs.rs/backtesting_service](https://docs.rs/backtesting_service).
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