73 lines
2.7 KiB
Markdown
73 lines
2.7 KiB
Markdown
# Backtesting and Replay v1 (Frontend)
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## Scope
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The dashboard provides a non-technical backtest runner and replay viewer for precomputed backtest results.
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Replay controls are UI-only and never re-execute strategy logic.
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## Feature Flags
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- Build-time gate (optional):
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- `VITE_BACKTEST_ENABLED=true` enables backtest UI code paths.
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- If omitted, UI defaults to enabled.
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- Runtime gates (authoritative, from backend `/api/config`):
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- `ENABLE_BACKTEST` (master switch)
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- `BACKTEST_CUSTOMER_ENABLED` (customer access switch)
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Backtest UI entry points:
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- Strategy Wizard final step (`Run Backtest`)
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- My Strategies cards (backtest icon)
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- Dedicated `Backtesting` tab (profile selector + runner)
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Backtesting tab modes:
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- `Single Run`: run one profile at a time and inspect full replay/dashboard output.
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- `Compare Strategies`: select multiple profiles, run same replay window, and view ranked summary metrics with drill-down details.
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Access behavior:
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- Admin users can access when `ENABLE_BACKTEST=true`.
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- Non-admin users can access only when both flags are true.
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- In admin `Preview as Customer` mode, customer rules are applied.
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## User Flow
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- Configure symbols, timeframe, UTC date range, and source:
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- CSV
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- JSON / Replay JSON
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- Kraken historical source (read-only backend fetch)
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- Submit to `POST /api/backtest/run`.
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- View deterministic result payload: window metadata, assumptions, timeline, trades, and diagnostics.
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## Replay Controls (UI-Only)
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- `Play`
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- `Pause`
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- `Step`
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- Speed: `1x`, `5x`, `20x`, `Instant`
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Replay syncing behavior:
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- Cursor timestamp advances through precomputed timeline points.
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- Equity and drawdown charts show a synced cursor marker.
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- Trades table highlights and auto-scrolls active trade rows.
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- Insight text updates per timestamp (for example: no trade due to failed rule).
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## Time-Window Semantics in UI
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- Window is shown explicitly as `from -> to (UTC)`.
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- Copy communicates that simulation is historical and read-only.
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- End-of-window policy from backend is visible:
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- `OPEN_AT_END` (default)
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- `FORCE_CLOSE`
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- `OPEN_AT_END` positions are displayed in a dedicated panel.
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## Safety Messaging
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UI explicitly states:
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- No real or paper orders are placed.
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- Backtests are deterministic simulations and not live guarantees.
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## Localhost Enable/Test
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1. Start backend and frontend dev servers.
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2. Sign in as admin and open `Config` tab.
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3. In `Backtest Access Control`:
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- Turn on `Enable Backtest Globally`.
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- Optionally turn on `Enable Backtest For Customers`.
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- Click `Save Backtest Flags`.
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4. Open `Strategy Wizard` or `My Strategies` and run a backtest.
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5. Optional validation:
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- Turn customer flag off and use `Preview as Customer`.
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- Confirm backtest entry points disappear and API run calls are blocked for non-admin views.
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