zhutoutoutousan
126 lines
4.4 KiB
Python
126 lines
4.4 KiB
Python
"""
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Backtest API Routes
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"""
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from flask import Blueprint, jsonify, request
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from flask_socketio import emit
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from datetime import datetime, timedelta
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import threading
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import time
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import numpy as np
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backtest_bp = Blueprint('backtest', __name__)
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# Global state
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backtest_running = False
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backtest_results = None
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socketio = None # Will be set by app
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def set_socketio(sio):
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"""Set SocketIO instance"""
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global socketio
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socketio = sio
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@backtest_bp.route('/backtest/run', methods=['POST'])
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def run_backtest():
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"""Run backtest"""
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global backtest_running, backtest_results
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if backtest_running:
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return jsonify({'error': 'Backtest already running'}), 400
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try:
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data = request.json
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start_date = data.get('start_date')
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end_date = data.get('end_date')
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initial_balance = float(data.get('initial_balance', 1000.0))
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threshold = float(data.get('threshold', 0.15))
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min_confidence = float(data.get('min_confidence', 0.7))
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start = datetime.strptime(start_date, '%Y-%m-%d')
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end = datetime.strptime(end_date, '%Y-%m-%d')
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def run_backtest_thread():
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global backtest_running, backtest_results
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backtest_running = True
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def log_message(msg, msg_type='info'):
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if socketio:
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socketio.emit('backtest_log', {
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'message': msg,
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'type': msg_type,
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'timestamp': datetime.now().strftime('%H:%M:%S')
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})
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time.sleep(0.01)
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try:
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log_message(f"Starting backtest from {start.date()} to {end.date()}", 'info')
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log_message(f"Initial Balance: ${initial_balance:.2f}", 'info')
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from polymarket.backtesting.engine import BacktestEngine
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from polymarket.strategies.examples import SimpleProbabilityStrategy
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strategy = SimpleProbabilityStrategy(
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initial_balance=initial_balance,
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threshold=threshold,
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min_confidence=min_confidence
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)
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log_message("Strategy initialized: SimpleProbabilityStrategy", 'success')
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engine = BacktestEngine(strategy, start, end, initial_balance)
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log_message("Fetching markets...", 'info')
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markets = engine.fetch_historical_markets()
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if not markets:
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log_message("ERROR: No markets found", 'error')
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raise ValueError("No markets found for backtesting")
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log_message(f"Found {len(markets)} markets to backtest", 'success')
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# Run backtest (simplified - full implementation in simple_app.py)
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# This is a placeholder - full implementation should be moved here
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log_message("Backtest simulation running...", 'info')
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# Emit completion
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if socketio:
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socketio.emit('backtest_complete', {
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'total_return': 0.0,
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'total_trades': 0,
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'win_rate': 0.0,
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'sharpe_ratio': 0.0,
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'max_drawdown': 0.0,
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'final_equity': initial_balance,
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'equity_curve': [],
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'net_profit': 0.0
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})
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except Exception as e:
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import traceback
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error_msg = f"{str(e)}\n{traceback.format_exc()}"
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print(f"Backtest error: {error_msg}")
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if socketio:
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socketio.emit('backtest_error', {'error': str(e)})
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finally:
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backtest_running = False
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thread = threading.Thread(target=run_backtest_thread, daemon=True)
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thread.start()
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return jsonify({'status': 'started', 'message': 'Backtest running...'})
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except Exception as e:
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return jsonify({'error': str(e)}), 500
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@backtest_bp.route('/backtest/status')
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def get_backtest_status():
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"""Get backtest status"""
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return jsonify({
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'running': backtest_running,
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'results': backtest_results
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})
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