skayn-trading-sdk/src/interfaces/IBacktestEngine.js

Professional Bitcoin trading strategy backtesting framework with institutional-grade architecture

/**
 * Backtest Engine Interface
 * Defines contract for backtesting implementations
 */
class IBacktestEngine {
  /**
   * Initialize the backtest engine
   * @param {Object} config - Backtest configuration
   */
  async initialize(config = {}) {
    throw new Error('IBacktestEngine.initialize() must be implemented');
  }

  /**
   * Set the strategy to backtest
   * @param {Object} strategy - Strategy instance
   */
  setStrategy(strategy) {
    throw new Error('IBacktestEngine.setStrategy() must be implemented');
  }

  /**
   * Run a backtest
   * @param {Object} config - Backtest configuration
   * @returns {Promise<Object>} Backtest results
   */
  async runBacktest(config = {}) {
    throw new Error('IBacktestEngine.runBacktest() must be implemented');
  }

  /**
   * Get backtest performance metrics
   * @param {Array} trades - Array of completed trades
   * @returns {Promise<Object>} Performance metrics
   */
  async calculatePerformanceMetrics(trades) {
    throw new Error('IBacktestEngine.calculatePerformanceMetrics() must be implemented');
  }

  /**
   * Get backtest engine metadata
   * @returns {Object} Engine information
   */
  getBacktestEngineMetadata() {
    return {
      name: 'Unknown Backtest Engine',
      version: '1.0.0',
      description: 'Base backtest engine interface'
    };
  }

  /**
   * Cleanup resources
   */
  async cleanup() {
    // Optional cleanup - override if needed
  }
}

module.exports = IBacktestEngine;