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Backtest JS: Quick Start

Enhance your trading strategies with Backtest, the leading CLI tool crafted for trading developers. Leverage the power of TypeScript (or JavaScript) to backtest your strategies with unmatched precision, efficiency, and flexibility.

Why this

This repository has been created to provide a starting point for those who want to start using Backtest. This will allow you to explore the capabilities of Backtest and start developing your trading strategies quickly.

Instructions

Clone this repo and start writing your strategies immediately:

  git clone git@github.com:backtestjs/quick-start.git backtest-test
  cd backtest-test
  npm install

If you intend to use this repository as a starting point for your project rather than just to explore Backtest, it's recommended to disconnect from the current repository to work independently with git. If needed, you can replace it with your own repository.

Follow these steps to achieve this:

  1. Remove the current repository to work independently: git remote remove origin
  2. Attach to your new repository: git remote add origin <your-git-url>
  3. Verify that the remote has changed: git remote -v

This will allow you to manage your project's version control locally and replace it with your own repository if necessary.

Initial Setup

When you run the project for the first time, you need to set up the database. Follow these steps:

  1. Validate your Prisma schemas: npx prisma validate
  2. Generate the Prisma client: npx prisma generate
  3. Create the database: npx prisma db push

These commands ensure that your project is properly configured and ready to use.

Note: If you are not familiar with Prisma and the commands above, you can use npm run align-db to align the schema with the database.

npm run align-db

Run this project

Start strategic backtesting with a single command:

  npm run dev # main.ts
  npm run start # dist/main.js

Project Structure

This section will provide an overview of the project's structure. Understanding the layout of the project will help you navigate and use this project more effectively.

The project is organized as follows:

  • .env: This file contains environment variables. Please, refer to below section about the .env file.

  • main.ts: This is the entry point of the project. Here you can found an example of how to use Backtest. Please, refer to Backtest Documentation for more information.

  • strategies: This directory contains the source code for the strategies. Each strategy is a separate file that implements the logic for a specific trading strategy.

  • db: This directory is used to store the SQLite database file. Remember to change .env DATABASE_URL variable to point to this file. Use absolute path.

File .env

The .env file is used to store environment variables. This file is not committed to the repository, so you can use it to store sensitive information.

The DATABASE_URL variable must be inserted with the path to the target file. By default, SQLite is used, so it's not necessary to have an external database. For example, an absolute path like DATABASE_URL=file:/Users/backtesjs/quick-start/db/backtest.db is valid.

DATABASE_URL=file:/Users/backtesjs/quick-start/db/backtest.db
FRAMEWORK_LOG_LEVEL=ERROR # trace, debug, info, error (default)

Some useful commands

npm install install all dependencies

npm link @backtest/framework link the local version of the framework package (useful for development)

npm install --include=dev prisma install prisma cli (useful for manage SQLite database)

npm install @backtest/framework install the latest version of the framework package (useful for production)

npx prisma validate validate your Prisma schema

npx prisma generate generate Prisma Client (required if you change your Prisma schema or your database url)

npx prisma db push push your Prisma schema to your database