karanpratapsingh / HyperTrade

Ready to deploy, distributed cryptocurrency trading bot

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Backtesting

karanpratapsingh opened this issue · comments

Description

This would be a helpful feature to test our strategies.

Implementation Plan

  • Create a new dashboard page that accepts Symbol and Duration (start/end date)
  • Create an event Event::BackTest
  • Get the symbol's historical data for the time period and send it to strategy svc for processing
  • Add a new method to the strategy
    • Configure asyncio to add multiple subscriptions (Strategy service)
  • Calculate buy/sell and process profits
  • Also calculate returns with a simple hold and wait for strategy