Yaojia Wang
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5c7a0ee4c0
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feat: add backtesting engine with 4 strategies (TDD)
Strategies:
- POST /backtest/sma-crossover - SMA crossover (short/long window)
- POST /backtest/rsi - RSI oversold/overbought signals
- POST /backtest/buy-and-hold - passive benchmark
- POST /backtest/momentum - multi-symbol momentum rotation
Returns: total_return, annualized_return, sharpe_ratio, max_drawdown,
win_rate, total_trades, equity_curve (last 20 points)
Implementation: pure pandas/numpy, no external backtesting libs.
Shared _compute_metrics helper across all strategies.
79 new tests (46 service unit + 33 route integration).
All 391 tests passing.
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2026-03-19 22:35:00 +01:00 |
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