# Backtesting Implementation Summary

## Completed Tasks

### 1. Database Schema Validation ✓
- Created `backend/scripts/validateSchema.js` script
- Validates all required tables exist
- Checks indexes on critical tables
- Verifies PRIMARY KEY constraints
- Checks for data type inconsistencies
- Can be run with: `node backend/scripts/validateSchema.js`

### 2. Historical Data Pull Configuration ✓
- Updated `yahhooscript.py`:
  - Changed `LOOKBACK_DAYS_INTRADAY` from `1` to `30` (1 month)
  - Enhanced `run_intraday_batched()` function to automatically select interval:
    - 1-7 days: Uses 1-minute intervals
    - 8-60 days: Uses 5-minute intervals (handles 30-day requirement)
    - >60 days: Uses 15-minute intervals
- Handles Yahoo Finance limitations gracefully

### 3. Enhanced Backtester ✓
- Created `backend/src/services/performanceMetrics.js` with:
  - Sharpe ratio calculation
  - Maximum drawdown tracking
  - Win/loss streak calculation
  - Session-based performance (PRE/RTH/POST)
  - Best/worst performing symbols
  - Equity curve generation
- Updated `backend/src/services/backtester.js`:
  - Integrated new performance metrics
  - Enhanced price lookup with daily data fallback
  - Improved error handling for missing data

### 4. Backtest API Endpoints ✓
- Enhanced `backend/src/routes/backtest.js` with:
  - `POST /api/backtest/run` - Run single backtest
  - `POST /api/backtest/batch` - Run multiple backtests
  - `GET /api/backtest/results/:id` - Get backtest results by ID
  - `POST /api/backtest/compare` - Compare multiple strategies side-by-side
- Added strategy scoring for ranking
- Maintained backward compatibility with existing endpoints

## Usage

### Running Schema Validation
```bash
cd backend
node scripts/validateSchema.js
```

### Pulling Historical Data
```bash
# Pull data for all symbols (30 days, 5-minute intervals)
python yahhooscript.py

# Pull data for a single symbol
python yahhooscript.py --only AAPL
```

### Running Backtests via API

**Single Backtest:**
```bash
curl -X POST http://localhost:3010/api/backtest/run \
  -H "Content-Type: application/json" \
  -d '{
    "pattern": {
      "minRocketScore": 5.0,
      "requireTapeAlignment": true,
      "session": "RTH"
    },
    "options": {
      "lookbackDays": 30,
      "exitStrategy": "target_stop",
      "targetPct": 1.5,
      "stopPct": 1.5
    }
  }'
```

**Compare Strategies:**
```bash
curl -X POST http://localhost:3010/api/backtest/compare \
  -H "Content-Type: application/json" \
  -d '{
    "strategies": [
      {
        "name": "High Score RTH",
        "pattern": { "rocketScoreMin": 5, "session": "RTH" }
      },
      {
        "name": "Tape Aligned",
        "pattern": { "rocketScoreMin": 3, "tapeAligned": true }
      }
    ],
    "options": {
      "lookbackDays": 30
    }
  }'
```

## New Metrics Available

The enhanced backtester now provides:
- **Sharpe Ratio**: Risk-adjusted return metric
- **Maximum Drawdown**: Largest peak-to-trough decline
- **Win/Loss Streaks**: Consecutive wins and losses
- **Session Performance**: Separate metrics for PRE/RTH/POST sessions
- **Symbol Performance**: Best and worst performing symbols
- **Equity Curve**: Portfolio value over time

## Testing

### Quick Test Commands

```bash
# Validate database schema
cd backend
npm run validate-schema

# Test backtester functionality
npm run test-backtester

# Pull historical data (single symbol for testing)
python yahhooscript.py --only AAPL

# Pull full universe (30 days)
python yahhooscript.py
```

See `TESTING_GUIDE.md` for detailed testing instructions.

## Next Steps

1. **Run Schema Validation**: `npm run validate-schema` in backend directory
2. **Pull Historical Data**: Run `python yahhooscript.py --only AAPL` to test, then full universe
3. **Test Backtesting**: Run `npm run test-backtester` or use API endpoints
4. **Monitor Performance**: Check that queries perform well with 30 days of data
5. **Review Results**: Analyze backtest results and refine trading patterns

## Notes

- Yahoo Finance provides 1-minute data for last 7 days only
- For 30-day lookback, the script automatically uses 5-minute intervals
- The backtester falls back to daily data if intraday data is unavailable
- All API endpoints maintain backward compatibility

