Backtesting Your Algo
This guide walks you through backtesting your algorithmic trading strategies with Datafye. The approach you take depends on whether you're using your own containers or Datafye's managed Algo Container with integrated backtesting engine.
Choose Your Approach
Backtest algos in your own containerized environment by driving the backtest workflow via REST APIs.
Best for:
Developers with existing algo infrastructure
Teams with custom backtesting frameworks
Use cases requiring specific testing methodologies
Maximum control over the backtest process
You'll learn:
Fetching historical tick data via REST API
Resetting environment state between backtests
Starting and controlling tick replay via REST API
Implementing your own backtest logic and metrics
Managing backtest execution programmatically
Scenario: Foundry: Data Cloud Only
Backtest algos using Datafye's managed Backtesting Engine, with parallelized execution, genetic algorithm optimization, and comprehensive scorecarding.
Best for:
Developers using the Datafye Algo Container
Teams wanting integrated backtesting tools
Use cases requiring parameter optimization
Focus on strategy refinement, not infrastructure
You'll learn:
Configuring backtest parameters in algo descriptors
Running single and parallelized backtests
Using genetic algorithm-based parameter optimization
Analyzing performance scorecards
Interpreting backtest results and metrics
Scenario: Foundry: Full Stack
What You'll Need
Before starting, ensure you have:
Foundry environment provisioned - Either Data Cloud Only or Full Stack
Historical data configured - Data provider with sufficient history for backtesting
Algo ready to test - Your trading strategy implemented and deployed
Performance expectations - Metrics you'll use to evaluate success
Key Differences
Workflow
Manual via REST API
Automated by backtesting engine
Control
Complete programmatic control
Declarative configuration
Execution
Single backtest at a time
Parallelized batch execution
Optimization
Build your own
Genetic algorithm built-in
Metrics
Define your own
Comprehensive scorecarding
Infrastructure
You manage
Datafye manages
Related Documentation
The Backtesting Engine - Understand Datafye's backtesting architecture
Scorecarding - Learn about performance metrics
Algo Descriptors - Configure backtest parameters
REST API Reference - API endpoints for own-container backtesting
Foundry Quickstarts - Get started with Foundry environments
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