Indicore Backtest Docker
Contents
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:
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
/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
/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/
