Dev backtest (#1134)

This commit is contained in:
Rick
2025-11-28 21:34:27 +08:00
committed by GitHub
parent 64a5734011
commit 7eebb4e218
39 changed files with 9293 additions and 125 deletions

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@@ -50,6 +50,7 @@ export interface DecisionAction {
timestamp: string
success: boolean
error?: string
reasoning?: string
}
export interface AccountSnapshot {
@@ -213,3 +214,136 @@ export interface TraderConfigData {
scan_interval_minutes: number
is_running: boolean
}
// Backtest types
export interface BacktestRunSummary {
symbol_count: number;
decision_tf: string;
processed_bars: number;
progress_pct: number;
equity_last: number;
max_drawdown_pct: number;
liquidated: boolean;
liquidation_note?: string;
}
export interface BacktestRunMetadata {
run_id: string;
label?: string;
user_id?: string;
last_error?: string;
version: number;
state: string;
created_at: string;
updated_at: string;
summary: BacktestRunSummary;
}
export interface BacktestRunsResponse {
total: number;
items: BacktestRunMetadata[];
}
export interface BacktestStatusPayload {
run_id: string;
state: string;
progress_pct: number;
processed_bars: number;
current_time: number;
decision_cycle: number;
equity: number;
unrealized_pnl: number;
realized_pnl: number;
note?: string;
last_error?: string;
last_updated_iso: string;
}
export interface BacktestEquityPoint {
ts: number;
equity: number;
available: number;
pnl: number;
pnl_pct: number;
dd_pct: number;
cycle: number;
}
export interface BacktestTradeEvent {
ts: number;
symbol: string;
action: string;
side?: string;
qty: number;
price: number;
fee: number;
slippage: number;
order_value: number;
realized_pnl: number;
leverage?: number;
cycle: number;
position_after: number;
liquidation: boolean;
note?: string;
}
export interface BacktestMetrics {
total_return_pct: number;
max_drawdown_pct: number;
sharpe_ratio: number;
profit_factor: number;
win_rate: number;
trades: number;
avg_win: number;
avg_loss: number;
best_symbol: string;
worst_symbol: string;
liquidated: boolean;
symbol_stats?: Record<
string,
{
total_trades: number;
winning_trades: number;
losing_trades: number;
total_pnl: number;
avg_pnl: number;
win_rate: number;
}
>;
}
export interface BacktestStartConfig {
run_id?: string;
ai_model_id?: string;
symbols: string[];
timeframes: string[];
decision_timeframe: string;
decision_cadence_nbars: number;
start_ts: number;
end_ts: number;
initial_balance: number;
fee_bps: number;
slippage_bps: number;
fill_policy: string;
prompt_variant?: string;
prompt_template?: string;
custom_prompt?: string;
override_prompt?: boolean;
cache_ai?: boolean;
replay_only?: boolean;
checkpoint_interval_bars?: number;
checkpoint_interval_seconds?: number;
replay_decision_dir?: string;
shared_ai_cache_path?: string;
ai?: {
provider?: string;
model?: string;
key?: string;
secret_key?: string;
base_url?: string;
};
leverage?: {
btc_eth_leverage?: number;
altcoin_leverage?: number;
};
}