Frontend

.gitignore

@@ -120,7 +120,7 @@ celerybeat.pid
 
 # SageMath parsed files
 *.sage.py
-
+mlruns/
 # Environments
 .env
 .venv

README.md

@@ -1,4 +1,14 @@
-# Scalable Crypto Backtesting Infrastructure
+# Scalable Stock and Crypto Backtesting Infrastructure
+
+## Table of Contents
+
+- [Installation](#installation)
+- [Usage](#usage)
+- [Project Structure](#project-structure)
+- [Endpoints](#endpoints)
+- [Kafka Integration](#kafka-integration)
+- [LSTM Integration](#lstm-integration)
+- [License](#license)
 
 ## Overview
 
@@ -56,7 +66,20 @@ pip install -r requirements.txt
 ```
 ## Project Structure
 ```bash
-├── data/
+├── backend/
+│   ├── main.py
+│   ├── models.py
+│   ├── schemas.py
+│   ├── database.py   
+│   ├── auth.py
+│   ├── requirements.txt
+│   ├── README.md
+│   └── scripts
+│       ├── backtesting
+│       ├── init_data.py
+│       ├── kafka_config.py
+│       │   ├── main.py
+│       └── init_db.py
 ├── scripts/
 │   └── download_data.py
 ├── tests/
@@ -66,13 +89,108 @@ pip install -r requirements.txt
 ├── requirements.txt
 └── README.md
 ```
+
+### Set Up Kafka
+
+If you do not have Kafka installed, you can run it using Docker:
+
+docker run -d --name zookeeper -p 2181:2181 zookeeper:3.4.9
+docker run -d --name kafka -p 9092:9092 --link zookeeper wurstmeister/kafka:latest
+
+Alternatively, follow the [Kafka Quickstart](https://kafka.apache.org/quickstart) guide to set up Kafka.
+
+### Configure Environment Variables
+
+Create a `.env` file in the root directory and add the following configurations:
+
+- KAFKA_BROKER_URL=localhost:9092
+- SCENE_TOPIC=scene_parameters
+- RESULT_TOPIC=backtest_results
+
+### Initialize the Database
+
+python -m scripts.init_db
+
+## Backend Usage
+
+### Run the FastAPI Application
+
+uvicorn main:app --reload
+
+### Sending Requests
+
+Use a tool like Postman, Thunder Client, or Curl to interact with the API.
+
+### Endpoints
+
+### Health Check
+
+**GET /health**
+
+### Create Indicator
+
+**POST /indicators/**
+
+```sh
+Body
+{
+  "name": "Simple Moving Average",
+  "symbol": "SMA",
+  "description": "A simple moving average indicator"
+}
+```
+
+### Read Indicators
+
+**GET /indicators/**
+
+### Create Stock
+
+**POST /stocks/**
+
+```sh
+Body
+{
+  "name": "Apple Inc.",
+  "symbol": "AAPL",
+  "description": "Apple Inc. stock"
+}
+```
+
+### Read Stocks
+
+**GET /stocks/**
+
+### Create Scene
+
+**POST /scenes/**
+
+```sh
+Body
+{
+  "period": 20,
+  "indicator_id": 1,
+  "stock_id": 1,
+  "start_date": "2023-01-01",
+  "end_date": "2023-12-31"
+}
+```
+
+### Read Scenes
+
+**GET /scenes/**
+
+### Perform Backtest
+
+**POST /backtests/{scene_id}**
+
+### Read Backtest Results
+
+**GET /backtest_results/**
+
 ## Contributors
 - Abubeker Shamil
-- Addisu Alemu
 - Michael George
-- Sheila Murugi
-
-
 
 ## License
 This project is licensed under the MIT License - see the LICENSE file for details.
@@ -85,4 +203,4 @@ This project is licensed under the MIT License - see the LICENSE file for detail
 - Rehmet
 
 **References:** 
-backtrader, Freqtrade, Vectorbt, Kafka, Airflow, MLflow, CML
+backtrader, Freqtrade, Vectorbt, Kafka, Airflow, MLflow, CML

backend/auth.py

@@ -68,6 +68,7 @@ def get_current_user(db: Session = Depends(database.get_db), token: str = Depend
 
 @router.post("/users/", response_model=schemas.User)
 def create_user(user: schemas.UserCreate, db: Session = Depends(database.get_db)):
+    print("The user post is ::::::::: ", user)
     hashed_password = get_password_hash(user.password)
     db_user = models.User(email=user.email, hashed_password=hashed_password, full_name=user.full_name)
     if db.query(models.User).filter(models.User.email == db_user.email).first():

backend/main.py

@@ -147,24 +147,28 @@ def perform_backtest(scene_id: int, db: Session = Depends(get_db)):
     db_scene = db.query(models.Scene).filter(models.Scene.id == scene_id).first()
     if db_scene is None:
         raise HTTPException(status_code=404, detail="Scene not found")
-
-    # Fetch data based on the scene's date range
-    df = fetch_data(db_scene.start_date, db_scene.end_date)
 
-    # Perform backtest
-    metrics = run_backtest({
-        'period': db_scene.period,
-        'indicator_name': db_scene.indicator.name
-    }, df)
+    config = {
+        'initial_cash': 500,
+        'start_date': db_scene.start_date.strftime('%Y-%m-%d'),
+        'end_date': db_scene.end_date.strftime('%Y-%m-%d'),
+        'ticker': db_scene.stock.symbol,
+        'indicator': db_scene.indicator.symbol
+    }
+
+    logger.info(f"Config: {config}")
+
+    metrics = run_backtest(config=config)
+
+    logger.info(f"Metrics: {metrics}")
 
     # Save metrics to database
     backtest_results = []
-    for metric in metrics:
-        db_backtest_result = models.BacktestResult(scene_id=scene_id, **metric)
-        db.add(db_backtest_result)
-        db.commit()
-        db.refresh(db_backtest_result)
-        backtest_results.append(db_backtest_result)
+    db_backtest_result = models.BacktestResult(scene_id=scene_id, **metrics)
+    db.add(db_backtest_result)
+    db.commit()
+    db.refresh(db_backtest_result)
+    backtest_results.append(db_backtest_result)
 
     return backtest_results
 

backend/models.py

@@ -47,6 +47,7 @@ class BacktestResult(Base):
     initial_cash = Column(Float, nullable=False)
     final_value = Column(Float, nullable=False)
     percentage_return = Column(Float)
+    max_drawdown = Column(Float)
     total_trades = Column(Integer)
     winning_trades = Column(Integer)
     losing_trades = Column(Integer)

backend/schemas.py

@@ -82,7 +82,8 @@ class BacktestResultBase(BaseModel):
     total_trades: int
     winning_trades: int
     losing_trades: int
-    sharpe_ratio: float
+    sharpe_ratio: Optional[float] = None
+    max_drawdown: Optional[float] = None
 
 class BacktestResultCreate(BacktestResultBase):
     pass

frontend/src/App.js

@@ -4,6 +4,12 @@ import Navbar from './components/Navbar';
 import BacktestForm from './components/BacktestForm';
 import Signup from './components/Signup';
 import Login from './components/Login';
+import Profile from './components/Profile';
+
+const PrivateRoute = ({ element: Element, ...rest }) => {
+  const token = localStorage.getItem('token');
+  return token ? <Element {...rest} /> : <Navigate to="/login" />;
+};
 
 function App() {
   return (
@@ -15,7 +21,8 @@ function App() {
             <Route path="/" element={<Navigate to="/login" />} />
             <Route path="/signup" element={<Signup />} />
             <Route path="/login" element={<Login />} />
-            <Route path="/backtest" element={<BacktestForm />} />
+            <Route path="/backtest" element={<PrivateRoute element={BacktestForm} />} />
+            <Route path="/profile" element={<PrivateRoute element={Profile} />} />
           </Routes>
         </div>
       </div>