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Dev backtest (#1134)
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134
web/src/types.ts
134
web/src/types.ts
@@ -50,6 +50,7 @@ export interface DecisionAction {
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timestamp: string
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success: boolean
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error?: string
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reasoning?: string
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}
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export interface AccountSnapshot {
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@@ -213,3 +214,136 @@ export interface TraderConfigData {
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scan_interval_minutes: number
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is_running: boolean
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}
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// Backtest types
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export interface BacktestRunSummary {
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symbol_count: number;
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decision_tf: string;
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processed_bars: number;
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progress_pct: number;
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equity_last: number;
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max_drawdown_pct: number;
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liquidated: boolean;
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liquidation_note?: string;
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}
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export interface BacktestRunMetadata {
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run_id: string;
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label?: string;
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user_id?: string;
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last_error?: string;
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version: number;
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state: string;
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created_at: string;
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updated_at: string;
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summary: BacktestRunSummary;
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}
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export interface BacktestRunsResponse {
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total: number;
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items: BacktestRunMetadata[];
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}
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export interface BacktestStatusPayload {
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run_id: string;
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state: string;
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progress_pct: number;
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processed_bars: number;
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current_time: number;
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decision_cycle: number;
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equity: number;
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unrealized_pnl: number;
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realized_pnl: number;
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note?: string;
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last_error?: string;
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last_updated_iso: string;
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}
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export interface BacktestEquityPoint {
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ts: number;
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equity: number;
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available: number;
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pnl: number;
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pnl_pct: number;
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dd_pct: number;
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cycle: number;
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}
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export interface BacktestTradeEvent {
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ts: number;
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symbol: string;
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action: string;
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side?: string;
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qty: number;
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price: number;
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fee: number;
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slippage: number;
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order_value: number;
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realized_pnl: number;
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leverage?: number;
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cycle: number;
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position_after: number;
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liquidation: boolean;
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note?: string;
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}
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export interface BacktestMetrics {
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total_return_pct: number;
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max_drawdown_pct: number;
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sharpe_ratio: number;
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profit_factor: number;
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win_rate: number;
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trades: number;
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avg_win: number;
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avg_loss: number;
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best_symbol: string;
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worst_symbol: string;
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liquidated: boolean;
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symbol_stats?: Record<
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string,
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{
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total_trades: number;
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winning_trades: number;
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losing_trades: number;
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total_pnl: number;
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avg_pnl: number;
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win_rate: number;
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}
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>;
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}
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export interface BacktestStartConfig {
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run_id?: string;
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ai_model_id?: string;
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symbols: string[];
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timeframes: string[];
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decision_timeframe: string;
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decision_cadence_nbars: number;
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start_ts: number;
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end_ts: number;
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initial_balance: number;
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fee_bps: number;
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slippage_bps: number;
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fill_policy: string;
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prompt_variant?: string;
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prompt_template?: string;
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custom_prompt?: string;
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override_prompt?: boolean;
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cache_ai?: boolean;
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replay_only?: boolean;
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checkpoint_interval_bars?: number;
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checkpoint_interval_seconds?: number;
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replay_decision_dir?: string;
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shared_ai_cache_path?: string;
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ai?: {
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provider?: string;
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model?: string;
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key?: string;
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secret_key?: string;
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base_url?: string;
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};
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leverage?: {
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btc_eth_leverage?: number;
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altcoin_leverage?: number;
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};
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}
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