Initial public release

hydra/api/backtest.py

@@ -0,0 +1,61 @@
+# hydra/api/backtest.py
+from dataclasses import asdict
+from fastapi import APIRouter, Depends, HTTPException
+from pydantic import BaseModel
+from hydra.api.auth import verify_api_key
+from hydra.backtest.runner import BacktestRunner
+from hydra.indicator.calculator import IndicatorCalculator
+from hydra.regime.detector import RegimeDetector
+from hydra.strategy.signal import SignalGenerator
+
+router = APIRouter(prefix="/backtest")
+_store = None
+
+
+def set_store_for_backtest(store) -> None:
+    global _store
+    _store = store
+
+
+class BacktestRequest(BaseModel):
+    market: str
+    symbol: str
+    timeframe: str
+    since: int
+    until: int
+    initial_capital: float = 10000.0
+    trade_amount_usd: float = 100.0
+    commission_pct: float = 0.001
+
+
+@router.post("/run")
+async def run_backtest(
+    req: BacktestRequest,
+    _: str = Depends(verify_api_key),
+):
+    if _store is None:
+        raise HTTPException(status_code=503, detail="Store not initialized")
+    if req.since >= req.until:
+        raise HTTPException(status_code=400, detail="since must be less than until")
+
+    runner = BacktestRunner(
+        store=_store,
+        calculator=IndicatorCalculator(),
+        detector=RegimeDetector(),
+        generator=SignalGenerator(),
+        initial_capital=req.initial_capital,
+        trade_amount_usd=req.trade_amount_usd,
+        commission_pct=req.commission_pct,
+    )
+    try:
+        result = await runner.run(
+            market=req.market,
+            symbol=req.symbol,
+            timeframe=req.timeframe,
+            since=req.since,
+            until=req.until,
+        )
+    except ValueError as e:
+        raise HTTPException(status_code=400, detail=str(e))
+
+    return asdict(result)