@gainium/backtester

A professional TypeScript backtesting engine for trading strategies, supporting DCA (Dollar Cost Averaging), Grid, and Hedge trading strategies with comprehensive performance analysis.

Features

• 🚀 High-Performance Backtesting - Optimized for speed and accuracy
• 📈 Multiple Strategy Types - DCA, Grid, and Hedge trading strategies
• 📊 Comprehensive Analysis - Financial metrics, performance ratios, and risk analysis
• 🔧 TypeScript Support - Full type safety with comprehensive type definitions
• 📦 Modular Architecture - Easy to extend and customize
• 🧪 Technical Indicators - Integration with @gainium/indicators library

Installation

npm install @gainium/backtester

Quick Start

DCA Strategy Backtesting

import DCABacktesting from '@gainium/backtester/dist/dca'
import { DCABotSettings, ExchangeIntervals } from '@gainium/backtester/dist/types'

const settings: DCABotSettings = {
  // Your DCA strategy configuration
  interval: ExchangeIntervals.fiveM,
  // ... other settings
}

const backtester = new DCABacktesting(settings)

// Run backtest with your candle data
const results = await backtester.test(candleData)
console.log('Backtest Results:', results)

Grid Strategy Backtesting

import GridBacktesting from '@gainium/backtester/dist/grid'

const gridBacktester = new GridBacktesting({
  // Grid strategy configuration
  interval: ExchangeIntervals.oneM,
  // ... other settings
})

const results = await gridBacktester.test(candleData)

Hedge Strategy Backtesting

import HedgeBacktesting from '@gainium/backtester/dist/hedge'

const hedgeBacktester = new HedgeBacktesting({
  longSettings: { /* DCA settings for long side */ },
  shortSettings: { /* DCA settings for short side */ },
  sharedSettings: { /* Hedge-specific settings */ }
})

const results = await hedgeBacktester.test({
  long: longCandleData,
  short: shortCandleData
})

Strategy Types

DCA (Dollar Cost Averaging)

• Time-based or indicator-based entry conditions
• Multiple safety order levels
• Dynamic position sizing
• Take profit and stop loss management

Grid Trading

• Price range-based grid setup
• Automatic buy/sell orders at grid levels
• Profit taking on grid completion
• Configurable grid spacing and levels

Hedge Trading

• Combined long and short DCA strategies
• Risk management across both sides
• Correlation-based position sizing
• Advanced portfolio analysis

API Documentation

Core Classes

• DCABacktesting - DCA strategy backtesting engine
• GridBacktesting - Grid strategy backtesting engine
• HedgeBacktesting - Hedge strategy backtesting engine
• Backtesting - Base class for all backtesting engines

Result Types

• DCABacktestingResult - Comprehensive DCA backtest results
• GridBacktestingResult - Grid strategy performance metrics
• HedgeBacktestingResult - Hedge strategy analysis

Project Structure

src/
├── index.ts          # Main exports
├── types.ts          # Type definitions
├── dca/             # DCA backtesting implementation
├── grid/            # Grid backtesting implementation
├── hedge/           # Hedge backtesting implementation
└── helper/          # Utility functions

Requirements

• Node.js 16+
• TypeScript 4.5+
• @gainium/indicators (peer dependency)

Version History

See CHANGELOG.md for detailed version history and release notes.

License

Private - Gainium Trading Platform

Support

For support and documentation, visit the Gainium platform or contact the development team.