TradingAgents/docs/modules/backtest.md

323 lines
8.4 KiB
Markdown

# Backtest Module
The backtest module provides comprehensive historical strategy replay with realistic slippage and commission modeling, results analysis, and report generation.
## Overview
```
tradingagents/backtest/
__init__.py # Public API exports
backtest_engine.py # Core backtest engine
results_analyzer.py # Metrics and trade analysis
report_generator.py # PDF/HTML/JSON/Markdown reports
```
## Quick Start
```python
from tradingagents.backtest import (
BacktestEngine,
BacktestConfig,
ResultsAnalyzer,
ReportGenerator,
OHLCV,
Signal,
OrderSide,
PercentageSlippage,
PercentageCommission,
)
from decimal import Decimal
from datetime import datetime
# Configure backtest
config = BacktestConfig(
initial_capital=Decimal("100000"),
slippage_model=PercentageSlippage(Decimal("0.1")), # 0.1% slippage
commission_model=PercentageCommission(Decimal("0.1")), # 0.1% commission
)
# Create engine
engine = BacktestEngine(config)
# Prepare price data
price_data = {
"AAPL": [
OHLCV(datetime(2023, 1, 3), 130, 132, 129, 131, 1000000),
OHLCV(datetime(2023, 1, 4), 131, 135, 130, 134, 1200000),
OHLCV(datetime(2023, 1, 5), 134, 136, 133, 135, 1100000),
],
}
# Define signals
signals = [
Signal(datetime(2023, 1, 3), "AAPL", OrderSide.BUY, Decimal("100")),
Signal(datetime(2023, 1, 5), "AAPL", OrderSide.SELL, Decimal("100")),
]
# Run backtest
result = engine.run(price_data, signals)
# Analyze results
analyzer = ResultsAnalyzer()
analysis = analyzer.analyze(result)
# Generate report
generator = ReportGenerator()
report = generator.generate(result, analysis)
```
## Backtest Engine
### BacktestConfig
Configuration for backtest execution:
| Field | Type | Default | Description |
|-------|------|---------|-------------|
| `initial_capital` | `Decimal` | Required | Starting capital |
| `slippage_model` | `SlippageModel` | `NoSlippage()` | Slippage model |
| `commission_model` | `CommissionModel` | `NoCommission()` | Commission model |
| `allow_fractional` | `bool` | `True` | Allow fractional shares |
| `margin_enabled` | `bool` | `False` | Enable margin trading |
### Slippage Models
Built-in slippage models:
```python
from tradingagents.backtest import (
NoSlippage, # No slippage
FixedSlippage, # Fixed amount per share
PercentageSlippage, # Percentage of price
VolumeSlippage, # Volume-impact model
)
# Fixed: $0.01 per share
slippage = FixedSlippage(Decimal("0.01"))
# Percentage: 0.1% of price
slippage = PercentageSlippage(Decimal("0.1"))
# Volume impact: 0.1% per 1% of daily volume
slippage = VolumeSlippage(
base_impact=Decimal("0.1"),
volume_factor=Decimal("0.01"),
)
```
### Commission Models
Built-in commission models:
```python
from tradingagents.backtest import (
NoCommission, # No commission
FixedCommission, # Fixed per trade
PerShareCommission, # Per share
PercentageCommission, # Percentage of value
TieredCommission, # Tiered by trade value
)
# Fixed: $5 per trade
commission = FixedCommission(Decimal("5"))
# Per share: $0.005 per share, min $1, max $10
commission = PerShareCommission(
per_share=Decimal("0.005"),
minimum=Decimal("1"),
maximum=Decimal("10"),
)
# Percentage: 0.1% of trade value
commission = PercentageCommission(Decimal("0.1"))
# Tiered: Different rates by trade size
commission = TieredCommission(tiers=[
(Decimal("10000"), Decimal("0.2")), # 0.2% for trades < $10k
(Decimal("100000"), Decimal("0.1")), # 0.1% for trades < $100k
(None, Decimal("0.05")), # 0.05% for larger trades
])
```
### BacktestResult
The result contains:
- `initial_capital`: Starting capital
- `final_value`: Ending portfolio value
- `total_return`: Total return percentage
- `total_trades`: Number of trades executed
- `winning_trades`: Number of profitable trades
- `losing_trades`: Number of losing trades
- `win_rate`: Win rate percentage
- `profit_factor`: Gross profit / gross loss
- `max_drawdown`: Maximum drawdown percentage
- `sharpe_ratio`: Sharpe ratio
- `sortino_ratio`: Sortino ratio
- `trades`: List of BacktestTrade records
- `snapshots`: List of BacktestSnapshot records
## Results Analyzer
### AnalysisResult
Comprehensive analysis output:
```python
analyzer = ResultsAnalyzer()
analysis = analyzer.analyze(result)
# Risk metrics
print(f"Sharpe: {analysis.risk_metrics.sharpe_ratio}")
print(f"Sortino: {analysis.risk_metrics.sortino_ratio}")
print(f"Calmar: {analysis.risk_metrics.calmar_ratio}")
print(f"VaR (95%): {analysis.risk_metrics.var_95}")
print(f"CVaR (95%): {analysis.risk_metrics.cvar_95}")
# Trade statistics
print(f"Win rate: {analysis.trade_statistics.win_rate}%")
print(f"Profit factor: {analysis.trade_statistics.profit_factor}")
print(f"Max win streak: {analysis.trade_statistics.max_win_streak}")
print(f"Average trade: {analysis.trade_statistics.avg_trade}")
# Drawdown analysis
print(f"Max drawdown: {analysis.drawdown_analysis.max_drawdown}%")
print(f"Recovery time: {analysis.drawdown_analysis.max_drawdown_duration} days")
# Monthly performance
for breakdown in analysis.monthly_performance:
print(f"{breakdown.period}: {breakdown.return_pct}%")
```
### RiskMetrics
| Metric | Description |
|--------|-------------|
| `sharpe_ratio` | Risk-adjusted return (vs risk-free rate) |
| `sortino_ratio` | Downside risk-adjusted return |
| `calmar_ratio` | Return / max drawdown |
| `var_95` | 5% worst-case daily loss |
| `cvar_95` | Average of 5% worst days |
| `ulcer_index` | Depth and duration of drawdowns |
| `max_drawdown` | Maximum peak-to-trough decline |
| `max_drawdown_duration` | Longest drawdown period (days) |
| `recovery_factor` | Total return / max drawdown |
### TradeStatistics
| Metric | Description |
|--------|-------------|
| `total_trades` | Total number of trades |
| `win_rate` | Percentage of winning trades |
| `profit_factor` | Gross profit / gross loss |
| `max_win` | Largest winning trade |
| `max_loss` | Largest losing trade |
| `avg_trade` | Average trade P&L |
| `median_trade` | Median trade P&L |
| `max_win_streak` | Longest winning streak |
| `max_loss_streak` | Longest losing streak |
| `avg_holding_period` | Average trade duration |
## Report Generator
### ReportConfig
Configure report output:
```python
from tradingagents.backtest import (
ReportGenerator,
ReportConfig,
ReportFormat,
ReportSection,
)
config = ReportConfig(
format=ReportFormat.HTML,
sections=[
ReportSection.SUMMARY,
ReportSection.TRADES,
ReportSection.PERFORMANCE,
ReportSection.RISK,
ReportSection.CHARTS,
],
include_charts=True,
color_scheme={
"primary": "#2196F3",
"positive": "#4CAF50",
"negative": "#F44336",
},
)
generator = ReportGenerator(config)
report = generator.generate(result, analysis)
```
### Output Formats
| Format | Description |
|--------|-------------|
| `HTML` | Interactive HTML with embedded CSS |
| `PDF` | PDF document (requires WeasyPrint) |
| `JSON` | Structured JSON data |
| `MARKDOWN` | Plain Markdown text |
### Report Sections
| Section | Content |
|---------|---------|
| `SUMMARY` | High-level metrics overview |
| `TRADES` | Individual trade records |
| `PERFORMANCE` | Monthly/yearly returns |
| `RISK` | Risk metrics and analysis |
| `CHARTS` | Equity curves, drawdown charts |
| `POSITIONS` | Position history |
### Charts
Built-in SVG charts:
- **Equity Curve**: Portfolio value over time
- **Drawdown Chart**: Underwater equity chart
- **Monthly Returns Heatmap**: Color-coded monthly returns
```python
# Get chart data
charts = generator.generate_charts(result, analysis)
equity_svg = charts["equity_curve"]
drawdown_svg = charts["drawdown"]
heatmap_svg = charts["monthly_heatmap"]
```
## Factory Functions
Convenience functions for common configurations:
```python
from tradingagents.backtest import (
create_backtest_engine,
create_results_analyzer,
create_report_generator,
)
# Create engine with common settings
engine = create_backtest_engine(
initial_capital=100000,
slippage_pct=0.1,
commission_pct=0.1,
)
# Create analyzer
analyzer = create_results_analyzer()
# Create report generator
generator = create_report_generator(format="html")
```
## See Also
- [Results Analyzer API](../api/results-analyzer.md)
- [Report Generator API](../api/report-generator.md)
- [Backtesting Guide](../guides/backtesting.md)