Stock Backtest Repository

This repository implements a production-ready backtesting module used to simulate trading strategies on historical stock data. It is part of the larger stock data ecosystem and supports:

• Clean integration with RabbitMQ for message input/output
• Pluggable strategy logic for signal generation and execution
• Paper trading and data enrichment
• Retry logic and metrics support

Features

• 🧠 Strategy computation or ML model-based decision logic
• 📈 Optional database and message output support
• 🧪 Full testability and configurable dry-run mode
• 📊 Prometheus metrics instrumentation
• 🔁 Retry support via tenacity
• 🔐 Vault-based secure configuration

Structure

.
├── src/
│   └── app/
│       ├── config.py
│       ├── main.py
│       ├── processor.py
│       └── utils/
│           ├── setup_logger.py
│           └── ...
├── tests/
├── requirements.in
├── requirements.txt
└── Makefile

Setup

# Install dependencies
pip install -r requirements.txt

# Run the processor (main entrypoint)
python -m app.main

Development

# Format and lint
make lint

# Type check
make typecheck

# Run tests
make test

Notes

• Messages are consumed from RabbitMQ or SQS depending on configuration.
• Outputs are routed via output_handler.py.
• Add new strategy logic under processor.py.