Gem to mock web requests allowing for backtesting on local machine only.
Add this line to your application's Gemfile:
gem 'oanda_api_v20_backtest'And then execute:
$ bundle
Or install it yourself as:
$ gem install oanda_api_v20_backtest
Copy the candles to a folder named in this way {INSTRUMENT}_{GRANULARITY}. Example ~/Desktop/EUR_USD_M1
Change to a directory where you want to run the candle server from and clone the repository, or just change directory to where the gem is installed.
cd ~/Desktop
git clone git@github.com:kobusjoubert/oanda_api_v20_backtest.git oanda_api_v20_backtest
Change to the repository directory.
cd oanda_api_v20_backtest
Open up a ruby console specifying the path to where the candle folder lives.
CANDLE_PATH=~/Documents/Instruments irb
ENV Options
CANDLE_PATH=~/Documents/Instruments
LEVERAGE=100:1
INITIAL_BALANCE=10_000
MARGIN_CLOSEOUT_ON_INITIAL_BALANCE=true
Start the candle server.
require 'oanda_api_v20_backtest'
DRb.start_service(OandaApiV20Backtest::CandleServer::URI, OandaApiV20Backtest::CandleServer.new(instrument: 'EUR_USD', granularity: 'M1'))
DRb.thread.join
Keys used for backtesting:
backtest:trade:1 = '{}'
backtest:order:1 = '{}'
backtest:transaction:1 = '{}'
backtest:active:trades = []
backtest:active:orders = []
backtest:transactions = []
backtest:last_transaction_id = '1'
backtest:last_backtest_time = unixtime
backtest:margin_closeout_trades = []
backtest:spread:total = '100.00'
backtest:balance = '10000.0000'
After checking out the repo, run bin/setup to install dependencies. Then, run rake spec to run the tests. You can also run bin/console for an interactive prompt that will allow you to experiment.
To install this gem onto your local machine, run bundle exec rake install. To release a new version, update the version number in version.rb, and then run bundle exec rake release, which will create a git tag for the version, push git commits and tags, and push the .gem file to rubygems.org.
Bug reports and pull requests are welcome on GitHub at https://github.com/kobusjoubert/oanda_api_v20_backtest.