fawceqbt - Quantopian Backtesting Services
##Development Quickstart Navigate to your mongodb installation and start your db server: ./bin/mongodb
Install the necessary python libraries: easy_install tornado pymongo
Create a development database with sample data, will create one qbt user: python qbt_data_bootstrap.py --user_email=... --password=...
To run the qbt against a local mongodb instance, navigate to the source dir and run python qbt_server.py --mongodb_dbname=qbt
To see all the available options: python qbt_server.py --help or python qbt_data_bootstrap.py --help
qbt uses tornado to accept synchronous requests for backtesting sessions. The client of a backtesting session first invokes the backtest endpoint: http://serverip/backtest?startdate=<>&enddate=<>...
qbt will respond with a json object describing the session:
- backtest id, to be referenced in all further requests
- zeromq connection information for the event stream
A backtesting session is comprised of:
- REST endpoint to request orders
- an event stream delivered via zeromq
Pre-requisites
You need to have the tornado and pymongo eggs installed: easy_install tornado pymongo
You need to have mongodb installed and running. Find your system at http://www.mongodb.org/downloads and set it up.
Database and Collections expected in MongoDB
QBT requires a running mongodb instance with a few collections:
- user collection. See handlers.BaseHandler and handlers.LoginHandler for code using this collection. Documents must have:
- email - standard email address
- salt - sha256 hex of: datetime.utcnow()--password
- encrypted_password - an sha256 hex digest of: salt--password
- _id - standard issue mongodb primary key