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| 1 | +# app/routes/backtest.py |
| 2 | +from flask import Blueprint, render_template, request, jsonify |
| 3 | +from flask_login import login_required |
| 4 | + |
| 5 | +from scripts.database import get_available_tickers |
| 6 | +from scripts import strategies |
| 7 | +from scripts.config import DEFAULT_STRATEGY_PARAMS |
| 8 | +from scripts.backtest import run_backtest |
| 9 | + |
| 10 | +backtest_bp = Blueprint('backtest', __name__) |
| 11 | + |
| 12 | +@backtest_bp.route('/') |
| 13 | +@login_required |
| 14 | +def index(): |
| 15 | + """Pagina per eseguire backtest""" |
| 16 | + try: |
| 17 | + # Strategie disponibili |
| 18 | + strategy_functions = [] |
| 19 | + for name in dir(strategies): |
| 20 | + if not name.startswith('_') and callable(getattr(strategies, name)): |
| 21 | + strategy_functions.append(name) |
| 22 | + |
| 23 | + tickers = get_available_tickers() |
| 24 | + |
| 25 | + return render_template("backtest/index.html", |
| 26 | + strategies=strategy_functions, |
| 27 | + tickers=tickers, |
| 28 | + default_params=DEFAULT_STRATEGY_PARAMS) |
| 29 | + |
| 30 | + except Exception as e: |
| 31 | + return render_template("backtest/index.html", error=str(e)) |
| 32 | + |
| 33 | +@backtest_bp.route('/run', methods=['POST']) |
| 34 | +@login_required |
| 35 | +def run_backtest_route(): |
| 36 | + """Esegue backtest di una strategia""" |
| 37 | + try: |
| 38 | + strategy_name = request.form.get('strategy') |
| 39 | + start_date = request.form.get('start_date') |
| 40 | + end_date = request.form.get('end_date') |
| 41 | + selected_tickers = request.form.getlist('tickers') |
| 42 | + initial_capital = float(request.form.get('initial_capital', 100000)) |
| 43 | + |
| 44 | + if not all([strategy_name, start_date, end_date, selected_tickers]): |
| 45 | + return jsonify({'error': 'All fields are required'}), 400 |
| 46 | + |
| 47 | + # Carica strategia |
| 48 | + strategy_fn = getattr(strategies, strategy_name) |
| 49 | + |
| 50 | + # Parametri custom |
| 51 | + params = DEFAULT_STRATEGY_PARAMS.get(strategy_name, {}).copy() |
| 52 | + for key, default_value in params.items(): |
| 53 | + form_value = request.form.get(f'param_{key}') |
| 54 | + if form_value: |
| 55 | + if isinstance(default_value, int): |
| 56 | + params[key] = int(form_value) |
| 57 | + elif isinstance(default_value, float): |
| 58 | + params[key] = float(form_value) |
| 59 | + |
| 60 | + # Esegui backtest |
| 61 | + results = run_backtest( |
| 62 | + strategy_fn=strategy_fn, |
| 63 | + start_date=start_date, |
| 64 | + end_date=end_date, |
| 65 | + tickers=selected_tickers, |
| 66 | + initial_capital=initial_capital, |
| 67 | + **params |
| 68 | + ) |
| 69 | + |
| 70 | + # Prepara dati per visualizzazione |
| 71 | + portfolio_history = results['portfolio_history'].to_dict('records') |
| 72 | + trades_history = results['trades_history'].to_dict('records') |
| 73 | + |
| 74 | + return jsonify({ |
| 75 | + 'success': True, |
| 76 | + 'results': results['portfolio_metrics'], |
| 77 | + 'trade_metrics': results['trade_metrics'], |
| 78 | + 'portfolio_history': portfolio_history, |
| 79 | + 'trades_history': trades_history, |
| 80 | + 'strategy': strategy_name, |
| 81 | + 'period': f"{start_date} to {end_date}" |
| 82 | + }) |
| 83 | + |
| 84 | + except Exception as e: |
| 85 | + return jsonify({'error': str(e)}), 400 |
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