Airflow

Dockerfile.backend

@@ -0,0 +1,33 @@
+# Use the official Python base image
+FROM python:3.9-slim
+
+# Set the working directory in the container
+WORKDIR /app
+
+# Copy the requirements file into the container
+COPY requirements.txt .
+
+# Install the required Python packages
+RUN pip install --no-cache-dir -r requirements.txt
+
+# Copy the entire backend project into the container
+COPY ./backend .
+
+# Expose the port that FastAPI runs on
+EXPOSE 8000
+
+# Set environment variables for the FastAPI app
+ENV PYTHONUNBUFFERED=1
+
+ENV BINANCE_API_KEY="FN6iy8IhLMbDR3kVEYp1ZqsN6lj0fZXFRQaRZeJsWuLz6Is7DkVvyb70fwPGDY3B"
+ENV DATABASE_URL="postgresql://trading_db_av2v_user:210M6MA9QKEEgVdiasnUdMQDBNN417oy@dpg-cpqojbqj1k6c73bkqq3g-a.oregon-postgres.render.com/trading_db_av2v"
+ENV PYCOPG_DATABASE_URL = "postgresql+psycopg2://trading_db_av2v_user:210M6MA9QKEEgVdiasnUdMQDBNN417oy@dpg-cpqojbqj1k6c73bkqq3g-a.oregon-postgres.render.com/trading_db_av2v"
+ENV DB_USERNAME='group3'
+ENV DB_PASSWORD='group3@week9'
+ENV DB_HOST='g3.10academy.org'
+ENV DB_PORT=5432
+ENV DB_DATABASE='backtest'
+ENV AWS_DATABASE_URL="postgresql+psycopg2://group3:group3%[email protected]/backtest"
+
+# Run the FastAPI app with Uvicorn
+CMD ["uvicorn", "main:app", "--host", "0.0.0.0", "--port", "8000"]

Dockerfile.frontend

@@ -0,0 +1,29 @@
+# Use the official Node.js image as the base image
+FROM node:16-alpine
+
+# Set the working directory inside the container
+WORKDIR /app
+
+# Copy package.json and package-lock.json to the working directory
+COPY ./frontend/package*.json ./
+
+# Install the dependencies
+RUN npm install
+
+# Copy the rest of the application code to the working directory
+COPY ./frontend .
+
+# Build the React application
+RUN npm run build
+
+# Use the official Nginx image to serve the React application
+FROM nginx:alpine
+
+# Copy the built React application from the previous stage
+COPY --from=0 /app/build /usr/share/nginx/html
+
+# Expose port 80
+EXPOSE 80
+
+# Start Nginx when the container starts
+CMD ["nginx", "-g", "daemon off;"]

airflow/docker-compose.yml

@@ -0,0 +1,113 @@
+version: '3'
+services:
+  postgres:
+    image: postgres:13
+    environment:
+      POSTGRES_USER: airflow
+      POSTGRES_PASSWORD: airflow
+      POSTGRES_DB: airflow
+    volumes:
+      - postgres-db-volume:/var/lib/postgresql/data
+    networks:
+      - airflow-network
+
+  redis:
+    image: redis:6
+    networks:
+      - airflow-network
+
+  airflow-webserver:
+    image: apache/airflow:2.1.2
+    depends_on:
+      - postgres
+      - redis
+    environment:
+      AIRFLOW__CORE__EXECUTOR: CeleryExecutor
+      AIRFLOW__CORE__SQL_ALCHEMY_CONN: postgresql+psycopg2://airflow:airflow@postgres/airflow
+      AIRFLOW__CELERY__RESULT_BACKEND: db+postgresql://airflow:airflow@postgres/airflow
+      AIRFLOW__CELERY__BROKER_URL: redis://redis:6379/0
+      AIRFLOW__CORE__FERNET_KEY: aFERNET_KEY  # Replace with generated key
+      AIRFLOW__CORE__DAGS_ARE_PAUSED_AT_CREATION: 'false'
+      AIRFLOW__CORE__LOAD_EXAMPLES: 'true'
+      AIRFLOW__API__AUTH_BACKEND: airflow.api.auth.backend.basic_auth
+    volumes:
+      - ./dags:/opt/airflow/dags
+      - ./logs:/opt/airflow/logs
+      - ./plugins:/opt/airflow/plugins
+    ports:
+      - "8080:8080"
+    command: webserver
+    networks:
+      - airflow-network
+
+  airflow-scheduler:
+    image: apache/airflow:2.1.2
+    depends_on:
+      - postgres
+      - redis
+    environment:
+      AIRFLOW__CORE__EXECUTOR: CeleryExecutor
+      AIRFLOW__CORE__SQL_ALCHEMY_CONN: postgresql+psycopg2://airflow:airflow@postgres/airflow
+      AIRFLOW__CELERY__RESULT_BACKEND: db+postgresql://airflow:airflow@postgres/airflow
+      AIRFLOW__CELERY__BROKER_URL: redis://redis:6379/0
+      AIRFLOW__CORE__FERNET_KEY: aFERNET_KEY  # Replace with generated key
+      AIRFLOW__CORE__DAGS_ARE_PAUSED_AT_CREATION: 'false'
+      AIRFLOW__CORE__LOAD_EXAMPLES: 'true'
+      AIRFLOW__API__AUTH_BACKEND: airflow.api.auth.backend.basic_auth
+    volumes:
+      - ./dags:/opt/airflow/dags
+      - ./logs:/opt/airflow/logs
+      - ./plugins:/opt/airflow/plugins
+    command: scheduler
+    networks:
+      - airflow-network
+
+  airflow-worker:
+    image: apache/airflow:2.1.2
+    depends_on:
+      - postgres
+      - redis
+    environment:
+      AIRFLOW__CORE__EXECUTOR: CeleryExecutor
+      AIRFLOW__CORE__SQL_ALCHEMY_CONN: postgresql+psycopg2://airflow:airflow@postgres/airflow
+      AIRFLOW__CELERY__RESULT_BACKEND: db+postgresql://airflow:airflow@postgres/airflow
+      AIRFLOW__CELERY__BROKER_URL: redis://redis:6379/0
+      AIRFLOW__CORE__FERNET_KEY: aFERNET_KEY  # Replace with generated key
+      AIRFLOW__CORE__DAGS_ARE_PAUSED_AT_CREATION: 'false'
+      AIRFLOW__CORE__LOAD_EXAMPLES: 'true'
+      AIRFLOW__API__AUTH_BACKEND: airflow.api.auth.backend.basic_auth
+    volumes:
+      - ./dags:/opt/airflow/dags
+      - ./logs:/opt/airflow/logs
+      - ./plugins:/opt/airflow/plugins
+    command: celery worker
+    networks:
+      - airflow-network
+
+  airflow-init:
+    image: apache/airflow:2.1.2
+    depends_on:
+      - postgres
+      - redis
+    environment:
+      AIRFLOW__CORE__EXECUTOR: CeleryExecutor
+      AIRFLOW__CORE__SQL_ALCHEMY_CONN: postgresql+psycopg2://airflow:airflow@postgres/airflow
+      AIRFLOW__CELERY__RESULT_BACKEND: db+postgresql://airflow:airflow@postgres/airflow
+      AIRFLOW__CELERY__BROKER_URL: redis://redis:6379/0
+      AIRFLOW__CORE__FERNET_KEY: aFERNET_KEY  # Replace with generated key
+      AIRFLOW__CORE__DAGS_ARE_PAUSED_AT_CREATION: 'false'
+      AIRFLOW__CORE__LOAD_EXAMPLES: 'true'
+      AIRFLOW__API__AUTH_BACKEND: airflow.api.auth.backend.basic_auth
+    volumes:
+      - ./dags:/opt/airflow/dags
+      - ./logs:/opt/airflow/logs
+      - ./plugins:/opt/airflow/plugins
+    command: ["bash", "-c", "airflow db init && airflow users create --username admin --firstname FIRST_NAME --lastname LAST_NAME --role Admin --email [email protected] --password admin"]
+    networks:
+      - airflow-network
+
+networks:
+  airflow-network:
+
+volumes:
+  postgres-db-volume:

requirements.txt

@@ -12,4 +12,5 @@ mlflow
 passlib
 python-jose
 kafka-python
-tensorflow
+tensorflow
+apache-airflow

scripts/backtesting/main.py

@@ -68,7 +68,7 @@ def run_backtest(config):
         mlflow.log_param("indicator", indicator)
 
         final_value = cerebro.broker.getvalue()
-        sharpe_ratio = strat.analyzers.sharperatio.get_analysis()['sharperatio']
+        sharpe_ratio = strat.analyzers.sharperatio.get_analysis()['sharperatio'] or 0
         metrics_analyzer = strat.analyzers.getbyname('MetricsAnalyzer')
         metrics = metrics_analyzer.get_analysis()
         percentage_return = metrics['return']