Indicore Backtest Docker

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backtest-docker

Overview

This is a containerized version of Console Backtester and Optimizer applications.

So, instead of setting up the apps locally, a user can deploy the docker image in some cloud and run backstesting/optimization via REST interface.

The repo contains an info about docker image and REST protocol to run backtesting and trading strategies optimization.

The main docker image is based on Centos-6 and Openjdk-8 and also contains [Indicore Backtest Utils](http://fxcodebase.com/wiki/index.php/Indicore_Backtest_Utils).

The image contains a webserver exposing a REST API to use the functionality of Backtest Utils.

Also there is a Windows image with the same functionality to be run under Windows 10 within native mode.

Installation

The images are available at Docker Hub:

To get the image locally:

docker pull gehtsoft/indicore-backtest

The simpliest way to run the container on a local machine is:

docker run -p 4000:80 gehtsoft/indicore-backtest

This command runs the container with http port mapped to local 4000.

The REST API will be available at:

http://<HOST_ADDRESS>:4000

There are options to run the image in public clouds:

Amazon

Google

Microsoft

REST API

Indicators

Add a custom indicator

POST: /indicator/add

Example: curl -X POST -F "src=@data/ATR_pips_Indicator.lua" $BACKTEST_DOCKER_ADDRESS/indicator/add

Delete a custom indicator

DELETE: /indicator/delete

Example: curl -X DELETE -H "Content-type: application/json" -d '{"name":"ATR_pips_Indicator.lua"}' $BACKTEST_DOCKER_ADDRESS/indicator/delete

List custom indicators

GET: /indicator/list

Example: curl -X GET $BACKTEST_DOCKER_ADDRESS/indicator/list

Strategies

Add a custom strategy

/strategy/add

Example: curl -X POST -F "src=@data/MA_Crossover_Strategy.lua" $BACKTEST_DOCKER_ADDRESS/strategy/add

Delete a custom strategy

/strategy/delete

Example: curl -X DELETE -H "Content-type: application/json" -d '{"name":"MA_Crossover_Strategy.lua"}' $BACKTEST_DOCKER_ADDRESS/strategy/delete

List custom strategy

/strategy/list

Example: curl -X GET $BACKTEST_DOCKER_ADDRESS/strategy/list

Data files

Add a custom file

/data/add

Example: curl -X POST -F "src=@data/test_data.csv" $BACKTEST_DOCKER_ADDRESS/data/add

Delete a custom file

/data/delete

Example: curl -X DELETE -H "Content-type: application/json" -d '{"name":"test_data.csv"}' $BACKTEST_DOCKER_ADDRESS/data/delete

List custom files

/data/list

Example: curl -X GET $BACKTEST_DOCKER_ADDRESS/data/list

Backtester

Run backtesting

/bt/run

Example: curl -F "name=bt001" -F "src=@data/bt_ma.bpj" $BACKTEST_DOCKER_ADDRESS/bt/run

Delete backtesting and all related data

/bt/<bt_id>/delete

Example: curl -X DELETE $BACKTEST_DOCKER_ADDRESS/bt/bt001/delete

Get backtesting project file

/bt/<bt_id>/input

Example: curl -X GET $BACKTEST_DOCKER_ADDRESS/bt/bt001/input/

Get backtesting output

/bt/<bt_id>/output

Example: curl -X GET $BACKTEST_DOCKER_ADDRESS/bt/bt001/output/

Get backtesting final statistics

/bt/<bt_id>/stat

Example: curl -X GET $BACKTEST_DOCKER_ADDRESS/bt/bt001/stat/

Get backtesting log

/bt/<bt_id>/log

Example: curl -X GET $BACKTEST_DOCKER_ADDRESS/bt/bt001/log/

Optimizer

Run optimizer

/opt/run

Example: curl -F "name=opt001" -F "src=@data/opt_ma.opj" $BACKTEST_DOCKER_ADDRESS/opt/run

Delete optimizer run and all related data

/opt/<opt_id>/delete

Example: curl -X DELETE $BACKTEST_DOCKER_ADDRESS/opt/opt001/delete

Get optimizer project file

/opt/<opt_id>/input

Example: curl -X GET $BACKTEST_DOCKER_ADDRESS/opt/opt001/input/

Get optimizer output

/opt/<opt_id>/output

Example: curl -X GET $BACKTEST_DOCKER_ADDRESS/opt/opt001/output/

Get optimizer log

/opt/<opt_id>/log

Example: curl -X GET $BACKTEST_DOCKER_ADDRESS/opt/opt001/log/

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