Backtest #3
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| name: Backtest | |
| permissions: | |
| contents: read # Default read-only (elevated permissions granted per-job) | |
| on: | |
| workflow_dispatch: # Manual trigger | |
| inputs: | |
| symbol: | |
| description: 'Trading pair symbol' | |
| required: true | |
| default: 'BTCUSDT' | |
| timeframe: | |
| description: 'Timeframe' | |
| required: true | |
| default: '1h' | |
| lookback: | |
| description: 'Lookback days' | |
| required: true | |
| default: '90' | |
| schedule: | |
| - cron: '0 0 * * 0' # Weekly on Sunday at midnight | |
| concurrency: | |
| group: backtest-${{ github.event.inputs.symbol || 'BTCUSDT' }} | |
| cancel-in-progress: true | |
| jobs: | |
| backtest: | |
| runs-on: ubuntu-latest | |
| timeout-minutes: 30 | |
| environment: testnet # Require approval for testnet API access | |
| permissions: | |
| contents: read # Checkout code | |
| actions: write # Upload artifacts | |
| steps: | |
| - uses: actions/checkout@11bd71901bbe5b1630ceea73d27597364c9af683 # v4.2.2 | |
| - name: Set up Python | |
| uses: actions/setup-python@0b93645e9fea7318ecaed2b359559ac225c90a20 # v5 | |
| with: | |
| python-version: '3.12' | |
| cache: 'pip' | |
| - name: Install dependencies (with retry) | |
| uses: nick-fields/retry@ce71cc2ab81d554ebbe88c79ab5975992d79ba08 # v3 | |
| with: | |
| timeout_minutes: 5 | |
| max_attempts: 3 | |
| retry_wait_seconds: 30 | |
| command: | | |
| python -m pip install --upgrade pip | |
| pip install -r requirements.txt | |
| - name: Run backtest | |
| env: | |
| BINANCE_TESTNET_API_KEY: ${{ secrets.BINANCE_TESTNET_API_KEY }} | |
| BINANCE_TESTNET_API_SECRET: ${{ secrets.BINANCE_TESTNET_API_SECRET }} | |
| TZ: ${{ vars.TZ || 'Europe/Paris' }} | |
| run: | | |
| python -m src.backtest.run_backtest \ | |
| --symbol ${{ github.event.inputs.symbol || 'BTCUSDT' }} \ | |
| --timeframe ${{ github.event.inputs.timeframe || '1h' }} \ | |
| --lookback ${{ github.event.inputs.lookback || '90' }} | |
| - name: Upload backtest artifacts | |
| uses: actions/upload-artifact@6f51ac03b9356f520e9adb1b1b7802705f340c2b # v4.5.0 | |
| with: | |
| name: backtest-results-${{ github.run_number }} | |
| path: artifacts/backtest/*.csv | |
| retention-days: 30 |