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)
- Configure
- Calculate buy/sell and process profits
- Also calculate returns with a simple hold and wait for strategy