bbgo_origin/doc/topics/strategy-testing.md
2022-12-04 17:56:10 +08:00

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Strategy Testing

A pre-built small backtest data mysql database file is located at data/bbgo_test.sql, which contains 30days BTCUSDT kline data from binance.

for SQLite, it's data/bbgo_test.sqlite3.

You can use this file for environments without networking to test your strategy.

A small backtest data set is synchronized in the database:

  • exchange: binance
  • symbol: BTCUSDT
  • startDate: 2022-06-01
  • endDate: 2022-06-30

The SQL file is added via git-lfs, so you need to install git-lfs first:

git lfs install

Testing with MySQL

To import the SQL file into your MySQL database, you can do:

mysql -uroot -pYOUR_PASSWORD < data/bbgo_test.sql

Setup your database correctly:

DB_DRIVER=mysql
DB_DSN=root:123123@tcp(127.0.0.1:3306)/bbgo

Testing with SQLite3

Create your own sqlite3 database copy in local:

cp -v data/bbgo_test.sqlite3 bbgo_test.sqlite3

Configure the environment variables to use SQLite3:

DB_DRIVER="sqlite3"
DB_DSN="bbgo_test.sqlite3"