tika
4df8d53b1a
Full-stack trading bot with: - FastAPI backend with ICT strategy (Order Block + Liquidity Sweep detection) - Backtester engine with rolling window, spread simulation, and performance metrics - Hybrid market data service (yfinance + TwelveData with rate limiting + SQLite cache) - Simulated exchange for paper trading - React/TypeScript frontend with TradingView lightweight-charts v5 - Live dashboard with candlestick chart, OHLC legend, trade markers - Backtest page with configurable parameters, equity curve, and trade table - WebSocket support for real-time updates - Bot runner with asyncio loop for automated trading Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
33 lines
1.5 KiB
Python
33 lines
1.5 KiB
Python
from datetime import datetime
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from typing import Optional
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from sqlalchemy import Float, Integer, String, DateTime, JSON
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from sqlalchemy.orm import Mapped, mapped_column
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from app.core.database import Base
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class BacktestResult(Base):
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__tablename__ = "backtest_results"
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id: Mapped[int] = mapped_column(Integer, primary_key=True, autoincrement=True)
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instrument: Mapped[str] = mapped_column(String(20))
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granularity: Mapped[str] = mapped_column(String(10))
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start_date: Mapped[datetime] = mapped_column(DateTime)
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end_date: Mapped[datetime] = mapped_column(DateTime)
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initial_balance: Mapped[float] = mapped_column(Float, default=10000.0)
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final_balance: Mapped[float] = mapped_column(Float)
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total_pnl: Mapped[float] = mapped_column(Float)
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total_trades: Mapped[int] = mapped_column(Integer)
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winning_trades: Mapped[int] = mapped_column(Integer)
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losing_trades: Mapped[int] = mapped_column(Integer)
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win_rate: Mapped[float] = mapped_column(Float)
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max_drawdown: Mapped[float] = mapped_column(Float)
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sharpe_ratio: Mapped[Optional[float]] = mapped_column(Float, nullable=True)
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expectancy: Mapped[float] = mapped_column(Float)
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# Courbe d'équité [{time, balance}] stockée en JSON
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equity_curve: Mapped[Optional[dict]] = mapped_column(JSON, nullable=True)
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# Paramètres de la stratégie utilisés
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strategy_params: Mapped[Optional[dict]] = mapped_column(JSON, nullable=True)
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created_at: Mapped[datetime] = mapped_column(DateTime, default=datetime.utcnow)
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