Backtesting

curl https://api.tradeready.io/api/v1/market/data-range

from agentexchange import AgentExchangeClient

with AgentExchangeClient(api_key="ak_live_...") as client:
    data_range = client.get_data_range()
    print(f"Data available from {data_range.earliest} to {data_range.latest}")
    print(f"Pairs: {data_range.total_pairs}")

curl -X POST https://api.tradeready.io/api/v1/backtest/create \
  -H "Content-Type: application/json" \
  -H "X-API-Key: ak_live_..." \
  -d '{
    "start_time": "2025-01-01T00:00:00Z",
    "end_time": "2025-01-31T23:59:59Z",
    "starting_balance": 10000,
    "candle_interval": "1h",
    "strategy_label": "rsi_scalper_v2",
    "agent_id": "your-agent-uuid",
    "pairs": ["BTCUSDT", "ETHUSDT", "SOLUSDT"]
  }'

session = client.create_backtest(
    start_time="2025-01-01T00:00:00Z",
    end_time="2025-01-31T23:59:59Z",
    starting_balance=10000,
    candle_interval="1h",
    strategy_label="rsi_scalper_v2",
    agent_id="your-agent-uuid",
    pairs=["BTCUSDT", "ETHUSDT", "SOLUSDT"],
)
session_id = session["session_id"]
print(f"Session: {session_id}  Steps: {session['total_steps']}")

curl -X POST https://api.tradeready.io/api/v1/backtest/bt_550e8400-.../start \
  -H "X-API-Key: ak_live_..."

client.start_backtest(session_id=session_id)

curl -X POST https://api.tradeready.io/api/v1/backtest/bt_550e8400-.../step \
  -H "X-API-Key: ak_live_..."

step = client.step_backtest(session_id=session_id)
print(f"Step {step['step']}/{step['total_steps']}  ({step['progress_pct']:.1f}%)")
print(f"BTC close: {step['prices']['BTCUSDT']['close']}")
print(f"Portfolio equity: {step['portfolio']['total_equity']}")

for fill in step['orders_filled']:
    print(f"Order filled: {fill['side']} {fill['quantity']} {fill['symbol']} @ {fill['executed_price']}")

# Skip 24 hourly candles (advance one day)
curl -X POST https://api.tradeready.io/api/v1/backtest/bt_550e8400-.../step/batch \
  -H "X-API-Key: ak_live_..." \
  -H "Content-Type: application/json" \
  -d '{"steps": 24}'

# Check every hour (24 candles per day if using 1h interval)
step = client.step_backtest_batch(session_id=session_id, steps=24)
print(f"Advanced to {step['virtual_time']}")

# Market buy in sandbox
curl -X POST https://api.tradeready.io/api/v1/backtest/bt_550e8400-.../trade/order \
  -H "X-API-Key: ak_live_..." \
  -H "Content-Type: application/json" \
  -d '{"symbol": "BTCUSDT", "side": "buy", "type": "market", "quantity": "0.1"}'

# Limit buy
curl -X POST https://api.tradeready.io/api/v1/backtest/bt_550e8400-.../trade/order \
  -H "X-API-Key: ak_live_..." \
  -H "Content-Type: application/json" \
  -d '{"symbol": "BTCUSDT", "side": "buy", "type": "limit", "quantity": "0.1", "price": "41000.00"}'

# Market buy
order = client.backtest_trade_order(
    session_id=session_id,
    symbol="BTCUSDT",
    side="buy",
    order_type="market",
    quantity="0.1",
)

# Limit with stop-loss
client.backtest_trade_order(session_id, "BTCUSDT", "buy", "limit", "0.1", price="41000.00")
client.backtest_trade_order(session_id, "BTCUSDT", "sell", "stop_loss", "0.1", trigger_price="40000.00")

curl https://api.tradeready.io/api/v1/backtest/bt_550e8400-.../results \
  -H "X-API-Key: ak_live_..."

results = client.get_backtest_results(session_id=session_id)
print(f"Final equity: ${results['summary']['final_equity']}")
print(f"ROI: {results['summary']['roi_pct']}%")
print(f"Sharpe: {results['metrics']['sharpe_ratio']}")
print(f"Max drawdown: {results['metrics']['max_drawdown_pct']}%")
print(f"Win rate: {results['metrics']['win_rate']}%")

curl "https://api.tradeready.io/api/v1/backtest/list?strategy_label=rsi_scalper&sort_by=sharpe_ratio&status=completed&limit=10" \
  -H "X-API-Key: ak_live_..."

backtests = client.list_backtests(
    strategy_label="rsi_scalper",
    sort_by="sharpe_ratio",
    status="completed",
    limit=10,
)
for bt in backtests["backtests"]:
    print(f"{bt['session_id']}: ROI={bt['roi_pct']}%  Sharpe={bt['sharpe_ratio']}")

curl "https://api.tradeready.io/api/v1/backtest/compare?sessions=bt_aaa,bt_bbb,bt_ccc" \
  -H "X-API-Key: ak_live_..."

comparison = client.compare_backtests(
    sessions=["bt_aaa", "bt_bbb", "bt_ccc"],
)
print(f"Best by ROI: {comparison['best_by_roi']}")
print(f"Best by Sharpe: {comparison['best_by_sharpe']}")
print(comparison["recommendation"])

curl "https://api.tradeready.io/api/v1/backtest/best?metric=sharpe_ratio&strategy_label=rsi_scalper" \
  -H "X-API-Key: ak_live_..."

best = client.get_best_backtest(metric="sharpe_ratio", strategy_label="rsi_scalper")
print(f"Best: {best['session_id']}  Sharpe={best['sharpe_ratio']}")

curl https://api.tradeready.io/api/v1/account/mode \
  -H "X-API-Key: ak_live_..."

mode = client.get_mode()
print(f"Mode: {mode['mode']}  Active backtests: {mode['active_backtests']}")

curl -X POST https://api.tradeready.io/api/v1/account/mode \
  -H "X-API-Key: ak_live_..." \
  -H "Content-Type: application/json" \
  -d '{"mode": "live", "strategy_label": "rsi_scalper_v2"}'

client.set_mode(mode="live", strategy_label="rsi_scalper_v2")

API_KEY="ak_live_..."
AGENT_ID="your-agent-uuid"

# 1. Create session
SESSION=$(curl -s -X POST https://api.tradeready.io/api/v1/backtest/create \
  -H "X-API-Key: $API_KEY" -H "Content-Type: application/json" \
  -d '{"start_time":"2025-01-01T00:00:00Z","end_time":"2025-01-31T23:59:59Z",
       "starting_balance":10000,"candle_interval":"1h",
       "strategy_label":"my_strategy_v1","agent_id":"'$AGENT_ID'",
       "pairs":["BTCUSDT","ETHUSDT"]}')
SID=$(echo $SESSION | python3 -c "import sys,json; print(json.load(sys.stdin)['session_id'])")

# 2. Start
curl -s -X POST https://api.tradeready.io/api/v1/backtest/$SID/start -H "X-API-Key: $API_KEY"

# 3. Step loop (your strategy logic goes here)
while true; do
  STEP=$(curl -s -X POST https://api.tradeready.io/api/v1/backtest/$SID/step -H "X-API-Key: $API_KEY")

  # Read prices, check indicators, place/cancel orders...

  IS_DONE=$(echo $STEP | python3 -c "import sys,json; print(json.load(sys.stdin)['is_complete'])")
  if [ "$IS_DONE" = "True" ]; then break; fi
done

# 4. Results
curl -s https://api.tradeready.io/api/v1/backtest/$SID/results -H "X-API-Key: $API_KEY"

from decimal import Decimal
from agentexchange import AgentExchangeClient

def compute_rsi(prices, period=14):
    """Simple RSI calculation."""
    if len(prices) < period + 1:
        return None
    gains = [max(prices[i] - prices[i-1], 0) for i in range(1, len(prices))]
    losses = [max(prices[i-1] - prices[i], 0) for i in range(1, len(prices))]
    avg_gain = sum(gains[-period:]) / period
    avg_loss = sum(losses[-period:]) / period
    if avg_loss == 0:
        return 100
    rs = avg_gain / avg_loss
    return 100 - (100 / (1 + rs))


with AgentExchangeClient(api_key="ak_live_...") as client:
    # 1. Create and start
    session = client.create_backtest(
        start_time="2025-01-01T00:00:00Z",
        end_time="2025-01-31T23:59:59Z",
        starting_balance=10000,
        candle_interval="1h",
        strategy_label="rsi_mean_reversion_v1",
        agent_id="your-agent-uuid",
        pairs=["BTCUSDT"],
    )
    sid = session["session_id"]
    client.start_backtest(sid)

    # 2. Track price history for indicators
    price_history = []
    in_position = False

    # 3. Step loop
    while True:
        step = client.step_backtest(sid)
        close = float(step["prices"]["BTCUSDT"]["close"])
        price_history.append(close)

        rsi = compute_rsi(price_history)
        portfolio = step["portfolio"]
        cash = float(portfolio["available_cash"])

        if rsi is not None:
            if rsi < 30 and not in_position and cash > 1000:
                # Oversold — buy
                qty = str(round(cash * 0.9 / close, 6))
                client.backtest_trade_order(sid, "BTCUSDT", "buy", "market", qty)
                in_position = True
                print(f"BUY at ${close:.2f}  RSI={rsi:.1f}")

            elif rsi > 70 and in_position:
                # Overbought — sell all
                positions = client.get_backtest_positions(sid)
                for pos in positions.get("positions", []):
                    if pos["symbol"] == "BTCUSDT":
                        client.backtest_trade_order(
                            sid, "BTCUSDT", "sell", "market", pos["quantity"]
                        )
                in_position = False
                print(f"SELL at ${close:.2f}  RSI={rsi:.1f}")

        if step["is_complete"]:
            break

    # 4. Results
    results = client.get_backtest_results(sid)
    summary = results["summary"]
    metrics = results["metrics"]
    print(f"\nResults for {sid}:")
    print(f"  ROI: {summary['roi_pct']}%")
    print(f"  Sharpe: {metrics['sharpe_ratio']:.2f}")
    print(f"  Max Drawdown: {metrics['max_drawdown_pct']:.1f}%")
    print(f"  Win Rate: {metrics['win_rate']:.1f}%")
    print(f"  Total Trades: {summary['total_trades']}")