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