Area: backend · Effort: XL
What: Build a backtesting engine that simulates a vault strategy against historical price and yield data to show projected past performance.
Why: Backtesting is the industry standard for evaluating strategy quality. Vault operators and sophisticated depositors expect to see historical simulations before committing capital.
Acceptance Criteria:
POST /vaults/:id/backtest accepts a date range and strategy parameters- Engine replays historical APY, TVL, and price data for the specified period
- Results include: simulated return, maximum drawdown, Sharpe ratio, volatility
- Backtest runs asynchronously; results are emailed when ready
Hints:
backend/src/analytics/backtesting.service.ts- Store historical data in a
market_data_history table (fetched from CoinGecko or Pyth)
- Run via Bull background job with a 10-minute timeout
Area: backend · Effort: XL
What: Build a backtesting engine that simulates a vault strategy against historical price and yield data to show projected past performance.
Why: Backtesting is the industry standard for evaluating strategy quality. Vault operators and sophisticated depositors expect to see historical simulations before committing capital.
Acceptance Criteria:
POST /vaults/:id/backtestaccepts a date range and strategy parametersHints:
backend/src/analytics/backtesting.service.tsmarket_data_historytable (fetched from CoinGecko or Pyth)