Features: - AI-powered signal generation with multi-factor analysis - Fundamental news aggregation from multiple sources - Technical analysis with 6+ indicators - VectorDB integration for semantic search - Backtesting engine with performance metrics - Demo/paper trading mode - Real-time WebSocket updates - Comprehensive dashboard UI Built for Mantle Turing Test Hackathon - AI Trading track - AI Alpha & Data track
125 lines
3.2 KiB
TypeScript
125 lines
3.2 KiB
TypeScript
/**
|
|
* Backtest API Routes for Mantle AI Trading Bot
|
|
*/
|
|
|
|
import { NextRequest, NextResponse } from 'next/server';
|
|
import { backtestEngine } from '@/lib/trading/backtest/backtest-engine';
|
|
import { db } from '@/lib/db';
|
|
|
|
// GET /api/trading/backtest - Get backtest sessions
|
|
export async function GET(request: NextRequest) {
|
|
try {
|
|
const sessions = await db.backtestSession.findMany({
|
|
orderBy: { createdAt: 'desc' },
|
|
include: { results: true }
|
|
});
|
|
|
|
return NextResponse.json({ success: true, data: sessions });
|
|
} catch (error) {
|
|
console.error('Error fetching backtest sessions:', error);
|
|
return NextResponse.json(
|
|
{ success: false, error: 'Failed to fetch backtest sessions' },
|
|
{ status: 500 }
|
|
);
|
|
}
|
|
}
|
|
|
|
// POST /api/trading/backtest - Run backtest
|
|
export async function POST(request: NextRequest) {
|
|
try {
|
|
const body = await request.json();
|
|
const {
|
|
name,
|
|
symbol,
|
|
startDate,
|
|
endDate,
|
|
initialCapital = 10000,
|
|
riskPerTrade = 0.02,
|
|
fees = 0.001,
|
|
slippage = 0.001
|
|
} = body;
|
|
|
|
if (!symbol || !startDate || !endDate) {
|
|
return NextResponse.json(
|
|
{ success: false, error: 'Symbol, startDate, and endDate are required' },
|
|
{ status: 400 }
|
|
);
|
|
}
|
|
|
|
// Create session record
|
|
const session = await db.backtestSession.create({
|
|
data: {
|
|
name: name || `Backtest ${symbol}`,
|
|
symbol,
|
|
startDate: new Date(startDate),
|
|
endDate: new Date(endDate),
|
|
initialCapital,
|
|
status: 'RUNNING'
|
|
}
|
|
});
|
|
|
|
// Run backtest asynchronously
|
|
const result = await backtestEngine.runBacktest({
|
|
name: session.name,
|
|
symbol,
|
|
startDate: new Date(startDate),
|
|
endDate: new Date(endDate),
|
|
initialCapital,
|
|
strategy: 'default',
|
|
parameters: { riskPerTrade },
|
|
fees,
|
|
slippage
|
|
});
|
|
|
|
// Update session with results
|
|
const updatedSession = await db.backtestSession.update({
|
|
where: { id: session.id },
|
|
data: {
|
|
status: result.status,
|
|
finalCapital: result.finalCapital,
|
|
totalTrades: result.totalTrades,
|
|
winRate: result.winRate,
|
|
maxDrawdown: result.maxDrawdown,
|
|
sharpeRatio: result.sharpeRatio
|
|
}
|
|
});
|
|
|
|
// Save results
|
|
for (const trade of result.results) {
|
|
await db.backtestResult.create({
|
|
data: {
|
|
sessionId: session.id,
|
|
symbol: trade.symbol,
|
|
action: trade.action,
|
|
entryPrice: trade.entryPrice,
|
|
exitPrice: trade.exitPrice,
|
|
quantity: trade.quantity,
|
|
pnl: trade.pnl,
|
|
pnlPercent: trade.pnlPercent,
|
|
executedAt: trade.executedAt,
|
|
closedAt: trade.closedAt,
|
|
notes: trade.notes
|
|
}
|
|
});
|
|
}
|
|
|
|
// Generate report
|
|
const report = backtestEngine.generateReport(result);
|
|
|
|
return NextResponse.json({
|
|
success: true,
|
|
data: {
|
|
session: updatedSession,
|
|
results: result,
|
|
report
|
|
}
|
|
});
|
|
} catch (error) {
|
|
console.error('Error running backtest:', error);
|
|
return NextResponse.json(
|
|
{ success: false, error: 'Failed to run backtest' },
|
|
{ status: 500 }
|
|
);
|
|
}
|
|
}
|