fix: backtest submission shows no results — 4 bugs fixed
- ID mismatch: API generated a throwaway UUID while BacktestReplay generated its own internally. Frontend polled with wrong ID and never found the DB row. Now pre-generate ID in endpoint and pass it to BacktestReplay. - Field name: API returned 'backtest_id' but frontend read 'data.id'. Unified to 'id' everywhere. - No polling: useBacktestResult fired once and never refreshed. Added refetchInterval that polls every 2s while status is running. - Response shape: GET endpoint nested results under 'result' object but frontend expected flat fields. Flattened response to match BacktestResult type. - Added running/failed/completed status indicators in BacktestPanel.
This commit is contained in:
Celes Renata
+36
-40
@@ -14,7 +14,7 @@ from __future__ import annotations
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import logging
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import uuid
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from contextlib import asynccontextmanager
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from datetime import datetime, timezone
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from datetime import date, datetime, timezone
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from typing import Any, Optional
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import asyncpg
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@@ -490,6 +490,8 @@ async def launch_backtest(body: BacktestRequest) -> dict[str, str]:
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"""Launch a backtest run and return its ID.
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Task 32.5: Uses BacktestReplay to run the backtest in a background task.
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The backtest_id is pre-generated and passed to BacktestReplay so the
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frontend can poll for results using the same ID.
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"""
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if engine is None:
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raise HTTPException(503, "Engine not initialised")
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@@ -499,6 +501,8 @@ async def launch_backtest(body: BacktestRequest) -> dict[str, str]:
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from services.trading.backtest_replay import BacktestReplay
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from services.trading.backtester import BacktestConfig
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backtest_id = str(uuid.uuid4())
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bt_config = BacktestConfig(
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start_date=date_type.fromisoformat(body.start_date),
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end_date=date_type.fromisoformat(body.end_date),
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@@ -512,15 +516,12 @@ async def launch_backtest(body: BacktestRequest) -> dict[str, str]:
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async def _run_backtest():
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try:
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await replay.run(bt_config)
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await replay.run(bt_config, backtest_id=backtest_id)
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except Exception:
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logger.exception("Backtest failed")
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asyncio.create_task(_run_backtest())
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# Generate a backtest_id — the replay generates its own, but we return
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# a placeholder immediately. The actual ID is in backtest_runs table.
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backtest_id = str(uuid.uuid4())
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return {"backtest_id": backtest_id, "status": "running"}
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return {"id": backtest_id, "status": "running"}
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@app.get("/api/trading/backtest/{backtest_id}")
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@@ -528,14 +529,12 @@ async def get_backtest(backtest_id: str) -> dict[str, Any]:
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"""Retrieve backtest results from PostgreSQL.
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Task 32.5: Queries backtest_runs and backtest_trades tables.
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Returns a flat object matching the frontend BacktestResult type.
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"""
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if engine is None or engine.pool is None:
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# Fallback for when pool is not available
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return {
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"backtest_id": backtest_id,
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"id": backtest_id,
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"status": "pending",
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"config": None,
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"result": None,
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}
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try:
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@@ -545,25 +544,23 @@ async def get_backtest(backtest_id: str) -> dict[str, Any]:
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)
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if row is None:
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return {
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"backtest_id": backtest_id,
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"id": backtest_id,
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"status": "not_found",
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"config": None,
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"result": None,
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}
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row_dict = dict(row)
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# Convert non-serializable types
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for key, val in row_dict.items():
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if isinstance(val, (datetime,)):
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row_dict[key] = val.isoformat()
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elif hasattr(val, "__str__") and not isinstance(val, (str, int, float, bool, type(None))):
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row_dict[key] = str(val)
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# Parse equity_curve from JSONB
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equity_curve = row_dict.get("equity_curve", [])
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if isinstance(equity_curve, str):
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import json as _json
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equity_curve = _json.loads(equity_curve)
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# Fetch trades
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trades = []
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try:
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trade_rows = await engine.pool.fetch(
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"SELECT * FROM backtest_trades WHERE backtest_id = $1",
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"SELECT * FROM backtest_trades WHERE backtest_id = $1 ORDER BY created_at",
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backtest_id,
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)
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for tr in trade_rows:
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@@ -571,6 +568,8 @@ async def get_backtest(backtest_id: str) -> dict[str, Any]:
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for key, val in trade_dict.items():
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if isinstance(val, (datetime,)):
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trade_dict[key] = val.isoformat()
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elif isinstance(val, date):
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trade_dict[key] = val.isoformat()
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elif hasattr(val, "__str__") and not isinstance(val, (str, int, float, bool, type(None))):
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trade_dict[key] = str(val)
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trades.append(trade_dict)
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@@ -578,32 +577,29 @@ async def get_backtest(backtest_id: str) -> dict[str, Any]:
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pass
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return {
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"backtest_id": backtest_id,
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"id": str(row_dict.get("id", backtest_id)),
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"start_date": str(row_dict.get("start_date", "")),
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"end_date": str(row_dict.get("end_date", "")),
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"initial_capital": row_dict.get("initial_capital"),
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"risk_tier": row_dict.get("risk_tier"),
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"config": row_dict.get("config", {}),
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"total_return": row_dict.get("total_return"),
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"sharpe_ratio": row_dict.get("sharpe_ratio"),
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"max_drawdown": row_dict.get("max_drawdown"),
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"win_rate": row_dict.get("win_rate"),
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"profit_factor": row_dict.get("profit_factor"),
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"trade_count": row_dict.get("trade_count"),
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"equity_curve": equity_curve,
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"trades": trades,
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"status": row_dict.get("status", "unknown"),
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"config": {
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"start_date": str(row_dict.get("start_date", "")),
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"end_date": str(row_dict.get("end_date", "")),
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"initial_capital": row_dict.get("initial_capital"),
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"risk_tier": row_dict.get("risk_tier"),
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},
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"result": {
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"total_return": row_dict.get("total_return"),
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"sharpe_ratio": row_dict.get("sharpe_ratio"),
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"max_drawdown": row_dict.get("max_drawdown"),
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"win_rate": row_dict.get("win_rate"),
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"profit_factor": row_dict.get("profit_factor"),
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"trade_count": row_dict.get("trade_count"),
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"equity_curve": row_dict.get("equity_curve"),
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"trades": trades,
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},
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"completed_at": row_dict["completed_at"].isoformat() if row_dict.get("completed_at") else None,
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"created_at": row_dict["created_at"].isoformat() if row_dict.get("created_at") else None,
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}
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except Exception:
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logger.debug("Could not query backtest results — tables may not exist")
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return {
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"backtest_id": backtest_id,
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"id": backtest_id,
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"status": "pending",
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"config": None,
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"result": None,
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}
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@@ -39,16 +39,18 @@ class BacktestReplay:
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self.pool = pool
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self._perf = PerformanceComputer()
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async def run(self, config: BacktestConfig) -> BacktestResult:
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async def run(self, config: BacktestConfig, backtest_id: str | None = None) -> BacktestResult:
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"""Execute a full backtest replay.
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Args:
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config: Backtest configuration (date range, capital, risk tier).
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backtest_id: Optional pre-generated ID. If not provided, one is generated.
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Returns:
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BacktestResult with metrics, trade log, and equity curve.
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"""
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backtest_id = str(uuid.uuid4())
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if backtest_id is None:
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backtest_id = str(uuid.uuid4())
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try:
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# Fetch historical recommendations
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