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Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-01 22:50:38 +01:00
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backtesting_service

Strategy backtesting engine with historical data replay, performance reporting, and results persistence.

Key Types

  • BacktestingServiceImpl -- main gRPC service
  • DataReplayEngine -- historical market data replay
  • PerformanceReporter -- Sharpe, drawdown, win rate metrics

gRPC Endpoints

  • RunBacktest -- submit backtest configuration and strategy
  • GetBacktestResults -- retrieve results for completed backtests
  • ListAvailableStrategies -- list registered strategies
  • GetBacktestReport -- detailed performance report

Configuration

  • GRPC_PORT -- gRPC listen port
  • DATABASE_URL -- PostgreSQL connection string
  • Historical data directory with Parquet tick/OHLCV files

Testing

SQLX_OFFLINE=true cargo test -p backtesting_service --lib