0f7341b158
R1: Extend @safe to catch ValueError->400, simplify routes_backtest
(eliminated 4 copies of duplicated try/except)
R2: Consolidate PROVIDER constant into obb_utils.py (single source)
R3: Add days_ago() helper to obb_utils.py, replace 8+ duplications
R4: Extract Reddit/ApeWisdom into reddit_service.py from finnhub_service
R5: Fix missing top-level import asyncio in finnhub_service
R6: (deferred - sentiment logic extraction is a larger change)
All 561 tests passing.
107 lines
3.3 KiB
Python
107 lines
3.3 KiB
Python
"""Routes for backtesting strategies."""
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from fastapi import APIRouter
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from pydantic import BaseModel, Field
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import backtest_service
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from models import ApiResponse
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from route_utils import safe
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router = APIRouter(prefix="/api/v1/backtest", tags=["backtest"])
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# ---------------------------------------------------------------------------
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# Request models
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# ---------------------------------------------------------------------------
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class BacktestRequest(BaseModel):
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symbol: str = Field(..., min_length=1, max_length=20)
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days: int = Field(default=365, ge=30, le=3650)
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initial_capital: float = Field(default=10000.0, gt=0, le=1_000_000_000)
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class SMARequest(BacktestRequest):
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short_window: int = Field(default=20, ge=5, le=100)
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long_window: int = Field(default=50, ge=10, le=400)
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class RSIRequest(BacktestRequest):
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period: int = Field(default=14, ge=2, le=50)
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oversold: float = Field(default=30.0, ge=1, le=49)
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overbought: float = Field(default=70.0, ge=51, le=99)
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class BuyAndHoldRequest(BacktestRequest):
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pass
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class MomentumRequest(BaseModel):
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symbols: list[str] = Field(..., min_length=2, max_length=20)
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lookback: int = Field(default=60, ge=5, le=252)
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top_n: int = Field(default=2, ge=1)
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rebalance_days: int = Field(default=30, ge=5, le=252)
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days: int = Field(default=365, ge=60, le=3650)
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initial_capital: float = Field(default=10000.0, gt=0)
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# ---------------------------------------------------------------------------
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# Route handlers
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# ---------------------------------------------------------------------------
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@router.post("/sma-crossover", response_model=ApiResponse)
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@safe
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async def sma_crossover(req: SMARequest) -> ApiResponse:
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"""SMA crossover strategy: buy when short SMA crosses above long SMA."""
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result = await backtest_service.backtest_sma_crossover(
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req.symbol,
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short_window=req.short_window,
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long_window=req.long_window,
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days=req.days,
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initial_capital=req.initial_capital,
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)
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return ApiResponse(data=result)
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@router.post("/rsi", response_model=ApiResponse)
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@safe
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async def rsi_strategy(req: RSIRequest) -> ApiResponse:
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"""RSI strategy: buy when RSI < oversold, sell when RSI > overbought."""
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result = await backtest_service.backtest_rsi(
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req.symbol,
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period=req.period,
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oversold=req.oversold,
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overbought=req.overbought,
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days=req.days,
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initial_capital=req.initial_capital,
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)
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return ApiResponse(data=result)
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@router.post("/buy-and-hold", response_model=ApiResponse)
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@safe
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async def buy_and_hold(req: BuyAndHoldRequest) -> ApiResponse:
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"""Buy-and-hold benchmark: buy on day 1, hold through end of period."""
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result = await backtest_service.backtest_buy_and_hold(
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req.symbol,
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days=req.days,
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initial_capital=req.initial_capital,
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)
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return ApiResponse(data=result)
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@router.post("/momentum", response_model=ApiResponse)
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@safe
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async def momentum_strategy(req: MomentumRequest) -> ApiResponse:
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"""Momentum strategy: every rebalance_days pick top_n by lookback return."""
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result = await backtest_service.backtest_momentum(
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symbols=req.symbols,
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lookback=req.lookback,
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top_n=req.top_n,
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rebalance_days=req.rebalance_days,
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days=req.days,
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initial_capital=req.initial_capital,
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)
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return ApiResponse(data=result)
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