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(feat) update pages
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cardosofede
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pages/backtesting/create/README.md
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pages/backtesting/create/README.md
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# Backtesting Creation
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The Backtesting Creation page enables you to design, configure, and launch backtests for various trading strategies using historical market data.
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## Features
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### 🎯 Strategy Configuration
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- **Pre-built Strategy Templates**: Choose from popular strategies like PMM, XEMM, Grid, and Bollinger Bands
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- **Custom Parameter Settings**: Fine-tune strategy parameters including spreads, order amounts, and risk limits
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- **Multi-Exchange Support**: Backtest strategies across different exchanges and trading pairs
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- **Position Mode Selection**: Test strategies in ONE-WAY or HEDGE position modes
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### 📅 Backtest Setup
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- **Historical Data Selection**: Choose date ranges for backtesting with available market data
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- **Timeframe Configuration**: Select candle intervals (1m, 5m, 15m, 1h, 1d)
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- **Initial Portfolio Settings**: Set starting balances for base and quote currencies
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- **Fee Structure**: Configure maker/taker fees to match real trading conditions
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### 🚀 Execution Options
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- **Single Backtest**: Run individual backtests with specific configurations
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- **Batch Testing**: Queue multiple backtests with different parameters
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- **Optimization Mode**: Automatically test parameter ranges to find optimal settings
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- **Real-time Progress**: Monitor backtest execution with live progress updates
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## Usage Instructions
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### 1. Select Strategy
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- Choose a strategy type from the dropdown menu
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- Review the strategy description and requirements
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- Load a saved configuration or start with defaults
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### 2. Configure Parameters
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- **Trading Pair**: Select the market to backtest (e.g., BTC-USDT)
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- **Date Range**: Set start and end dates for historical data
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- **Strategy Parameters**: Adjust strategy-specific settings
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- Spread percentages
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- Order amounts and levels
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- Risk management thresholds
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- Refresh intervals
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### 3. Set Initial Conditions
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- **Starting Balance**: Define initial holdings in base and quote currencies
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- **Leverage**: Set leverage for perpetual/futures markets (1x for spot)
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- **Fees**: Input maker and taker fee percentages
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### 4. Launch Backtest
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- Review all settings in the configuration summary
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- Click "Run Backtest" to start execution
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- Monitor progress in the status panel
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- Access results in the Analyze page once complete
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## Technical Notes
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### Data Requirements
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- Historical candle data must be available for the selected date range
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- Order book snapshots are simulated based on historical spreads
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- Trade data is used for volume-weighted calculations
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### Execution Engine
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- **Event-Driven Simulation**: Tick-by-tick processing of market events
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- **Order Matching**: Realistic order filling based on historical liquidity
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- **Latency Simulation**: Configurable delays to model real-world conditions
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### Performance Optimization
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- Backtests run on the backend server for optimal performance
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- Large date ranges are processed in chunks to prevent memory issues
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- Results are streamed to the UI as they become available
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## Component Structure
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```
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create/
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├── create.py # Main page application
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├── components/
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│ ├── strategy_selector.py # Strategy selection interface
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│ ├── parameter_form.py # Dynamic parameter input forms
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│ └── backtest_launcher.py # Backtest execution controls
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└── configs/
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├── strategy_defaults.py # Default configurations
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└── validation.py # Parameter validation rules
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```
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## Supported Strategies
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### Market Making
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- **Pure Market Making (PMM)**: Continuous bid/ask placement around mid-price
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- **Cross-Exchange Market Making (XEMM)**: Arbitrage between exchanges
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- **Perpetual Market Making**: Strategies for perpetual futures
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### Directional
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- **Bollinger Bands**: Mean reversion based on volatility bands
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- **MACD + Bollinger**: Combined momentum and volatility signals
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- **SuperTrend**: Trend-following with dynamic stops
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### Grid Trading
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- **Grid Strike**: Fixed-interval grid with customizable ranges
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- **Dynamic Grid**: Adaptive grid based on market volatility
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## Error Handling
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The creation page handles various error scenarios:
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- **Invalid Parameters**: Real-time validation with helpful error messages
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- **Insufficient Data**: Clear warnings when historical data is missing
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- **Configuration Conflicts**: Automatic detection of incompatible settings
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- **Server Errors**: Graceful fallbacks with retry options
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0
pages/backtesting/create/__init__.py
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0
pages/backtesting/create/__init__.py
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pages/backtesting/create/create.py
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pages/backtesting/create/create.py
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from types import SimpleNamespace
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import streamlit as st
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from streamlit_elements import elements, mui
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from frontend.components.controllers_file_explorer import ControllersFileExplorer
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from frontend.components.dashboard import Dashboard
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from frontend.components.directional_strategy_creation_card import DirectionalStrategyCreationCard
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from frontend.components.editor import Editor
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from frontend.st_utils import initialize_st_page
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initialize_st_page(title="Create", icon="️⚔️")
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# TODO:
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# * Add videos explaining how to the triple barrier method works and how the backtesting is designed,
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# link to video of how to create a strategy, etc in a toggle.
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# * Add functionality to start strategy creation from scratch or by duplicating an existing one
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if "ds_board" not in st.session_state:
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board = Dashboard()
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ds_board = SimpleNamespace(
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dashboard=board,
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create_strategy_card=DirectionalStrategyCreationCard(board, 0, 0, 12, 1),
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file_explorer=ControllersFileExplorer(board, 0, 2, 3, 7),
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editor=Editor(board, 4, 2, 9, 7),
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)
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st.session_state.ds_board = ds_board
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else:
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ds_board = st.session_state.ds_board
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# Add new tabs
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for tab_name, content in ds_board.file_explorer.tabs.items():
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if tab_name not in ds_board.editor.tabs:
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ds_board.editor.add_tab(tab_name, content["content"], content["language"])
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# Remove deleted tabs
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for tab_name in list(ds_board.editor.tabs.keys()):
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if tab_name not in ds_board.file_explorer.tabs:
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ds_board.editor.remove_tab(tab_name)
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with elements("directional_strategies"):
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with mui.Paper(elevation=3, style={"padding": "2rem"}, spacing=[2, 2], container=True):
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with ds_board.dashboard():
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ds_board.create_strategy_card()
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ds_board.file_explorer()
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ds_board.editor()
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