Strategy Simulation
import { TrezaClient } from '@treza/sdk'
const client = new TrezaClient({
apiKey: process.env.TREZA_API_KEY,
})
// Backtest a simple moving average strategy on historical SOL/USDC data
const task = {
taskName: '0xbacktest_sma_01', // strategy logic for simulation
inputs: {
pair: 'SOL/USDC',
fromDate: '2024-05-01',
toDate: '2024-06-01',
params: {
shortWindow: 10,
longWindow: 30,
},
simulate: true, // flag Treza to run in backtest mode
},
mode: 'simulate',
}
async function runBacktest() {
const result = await client.submitTask(task)
console.log('Backtest Results:', result.performanceMetrics)
}
runBacktest()Last updated