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Natnael Masresha Zerihun

Scalable Crypto Backtesting Infrastructure

10 Academy · 2022 · Academic project · Individual

A pipeline for testing trading strategies against historical crypto data using backtrader, with Kafka, Airflow, and a Flask service around it.

  • backtrader
  • Kafka
  • Airflow
  • Flask

Overview

Infrastructure for running trading-strategy backtests at scale: strategy runs orchestrated through Airflow, results streamed through Kafka, and a web service for submitting scenarios and reading results.

Media

Architecture diagram of the backtesting platform
Pipeline architecture: scene, backtest, and ML engines behind the API, streaming results through Kafka into RDS, orchestrated by Airflow.
Candlestick chart with moving averages
Candlestick view of a backtest window (ETH/BTC, 120 days) with moving averages.
Line chart comparing actual and predicted BTC prices
LSTM price prediction against actual values on the test window.

Resources