Add real historical backtesting with Hyperliquid mainnet candle data

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backtests/historical_runner.py: Fetches real 1h candles from Hyperliquid
mainnet API (candleSnapshot endpoint). Runs all 7 strategies against
actual BTC price history (721 candles, 30 days, $63,024→$63,605).
Each strategy's signal logic operates on real OHLCV data with
configurable fee tiers. Saves to backtests/results/historical/.

Results on 30d BTC data at VIP0:
  Mean Reversion: +93.87% net (Sharpe 0.94)
  Order Book Imbalance: +54.31% net (Sharpe 1.03)
  Avellaneda-Stoikov: -1.02% net (Sharpe -0.13)
  Iceberg Detection: -33.20% net
  Momentum Breakout: -54.72% net

Server: Added /api/backtests/historical (list) and
/api/backtest/historical/{name} (full data) endpoints.

Dashboard: Added "Historical" tab with "Real Data" badge. Cards show
coin + mainnet source. Click opens the same detail panel with fee
tier dropdown and equity chart.

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This commit is contained in:

ramseshk

2026-08-04 07:29:51 +00:00

parent 0c0d2124ad

commit 1bf54b4c00

19 changed files with 44522 additions and 11 deletions

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