trading-algorithm-backtesting-system

README

Trading Algorithm Backtesting System

This project is designed to backtest and evaluate multiple trading algorithms. It allows for a competitive environment where up to 500 trading algorithms can compete based on their performance in generating correct buy/sell signals leading to profits.

Key Features

• Backtest trading algorithms with historical data
• Evaluate performance based on correct buy/sell signals
• Manual competition triggering mechanism
• Toggleable logging for data printing and optional file saving
• Local deployment with Docker, scalable to Kubernetes

Project Structure

1. Data Fetching Service: Fetch historical market data.
2. Algorithm Management: Manage and execute trading algorithms.
3. Backtesting Engine: Run backtests on the algorithms.
4. Competition Controller: Manage the competitive environment for algorithms.
5. Logging Service: Handle logging of backtesting results.
6. Deployment Setup: Set up local and Kubernetes deployments.
7. Monitoring and Metrics: Monitor system performance and metrics.

Getting Started

Instructions to set up and run the project will be added soon.