rose-research-backtester 0.1.0

Institutional-grade backtesting framework with advanced validation

MCP Auto-Sync System

Installation Instructions

1. First install required packages:

pip install -r requirements.txt

2. Configure ports in main.py to use port 3000 for local development
3. Make sure no other processes are using port 3000 before starting

Deployment on DigitalOcean

1. Create a new DigitalOcean Droplet
2. Configure your domain and SSL certificates
3. Set up environment variables in your deployment environment
4. Deploy using Docker or direct installation

Running the Project

1. Once deployed, make sure the dependencies from requirements.txt are installed
2. Start the project
3. Your app will be available at your configured domain

System Components

• Real-Time Git Sync: Changes saved in Windsurf are automatically committed and pushed
• Security: HMAC-SHA256 signed commits using MCP_VAULT secret
• DigitalOcean Integration: Direct deployment from GitHub without Docker

Recent Updates

• Fixed port binding issues by standardizing on port 3000
• Improved Redis connection handling and shutdown process
• Added health check endpoint to monitor Redis connectivity

Configuration

• MCP_VAULT: Required for HMAC-SHA256 signed commits
• REDIS_URL: Optional, defaults to "redis://redis-mcp:6380"
• PORT: Fixed to 3000 for local development

Environment Setup

Make sure to set these environment variables in your deployment environment:

1. Set the following environment variables:
   • REDIS_URL: Your Redis connection URL (optional)
   • MCP_VAULT: Your secure vault key for HMAC-SHA256 signing

Features

• FastAPI Backend: Running on port 3000
• Real-Time Updates: WebSocket support for live data
• Auto-Cleanup: Automatic cleanup of old results
• CORS Enabled: Frontend can connect from any origin
• Validation Features:
  • Walk-Forward Analysis: Anchored and rolling window validation
  • Monte Carlo Simulation: Multiple path generation methods
  • Validation Metrics: Sharpe & Sortino ratios, Maximum drawdown, Win rate & profit factor, Ulcer index, Pain ratio, Calmar ratio

Troubleshooting

• If port 3000 is in use, stop other processes using: lsof -i :3000
• Check Redis connectivity using the /health endpoint
• Verify HMAC-SHA256 signatures in commit logs
• If the app doesn't start, check the deployment logs for error messages
• Make sure all required environment variables are set
• Check that port 3000 is properly exposed in the deployment configuration

Last Updated: 2025-02-07