Trading Strategy Backtesting API

Overview

This project provides a FastAPI-based backend for backtesting trading strategies using historical market data. The application includes modules for data ingestion, backtesting, and result visualization, with a focus on Bollinger Bands-based strategies.

Runnig:- https://backtestfastapi-production.up.railway.app/docs#

To test use [BTCUSDT,ADAUSDT,ETHUSDT] only as symbols

Features

1. Data Ingestion:

   • Fetch historical market data from Binance.
   • Save and load data locally for future use.

2. Backtesting:

   • Execute a Bollinger Bands-based trading strategy.
   • Analyze trades, calculate profits, and generate results.

3. Visualization:

   • Plot Bollinger Bands with close price data.
   • Save results and graphs for easy access.

4. Static File Hosting:

   • Host backtest results and plots via the /static endpoint.

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API Endpoints

Root Endpoint

• GET /
  • Description: Verify that the API is running.
  • Response: { "message": "Welcome to the Trading Strategy Backtesting API" }

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Data Ingestion

Fetch and Save Data

• POST /data/fetch/
  • Request Body:

    {
      "symbols": ["BTCUSDT", "ETHUSDT"],
      "start_date": "2023-01-01",
      "end_date": "2023-12-31",
      "interval": "1d"
    }

  • Description: Fetch historical data for specified symbols and save it locally.
  • Response: { "message": "Data for BTCUSDT, ETHUSDT saved successfully." }

Load Data

• GET /data/load/
  • Query Parameters:
    • symbol (e.g., BTCUSDT)
  • Description: Load saved data for a given symbol.
  • Response: JSON representation of the loaded data.

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Backtesting

Run Backtest

• POST /backtest/run/
  • Query Parameters:
    • symbol (e.g., BTCUSDT)
    • rolling_window (default: 20)
    • price_deviation (default: 0.03)
  • Description: Run a backtest for the specified symbol using Bollinger Bands.
  • Response:

    {
      "message": "Backtest completed for BTCUSDT.",
      "graph_url": "https://your-deployment-url/static/BTCUSDT_bollinger_bands.png"
    }

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Static Files

• GET /static/{filename}
  • Description: Serve backtest results and graphs stored in the results directory.

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Getting Started

Prerequisites

• Python 3.9 or higher
• Virtual environment manager (e.g., venv)

Installation

1. Clone the repository:

   git clone https://github.com/your-repo/trading_strategy_backtest.git
   cd trading_strategy_backtest
   

2. Create and activate a virtual environment:

   python -m venv venv
   source venv/bin/activate  # On Windows: venv\Scripts\activate

3.Install dependencies:

  pip install -r requirements.txt

4. Running the Application

   uvicorn app.main:app --reload
   

Notes

Due to Binance API throwing a 451 Client Error when accessed from certain regions, the required CSV files have been manually uploaded to the data directory for this project. If you run the application locally in a region where Binance API access is unrestricted, the API will function as expected and fetch the data dynamically. Copy code