This is very much a work in progress and not yet ready for use. It was very quickly spammed out over a few days, and then semi-abandoned due to a priority change.
As such there are no unit tests, and little documentation.
The project is essentially a php backtesting extension for ccxt library.
It works with a BacktestExchange class which implements a CCXT Exchange interface,
(who's usual job would be to communicate with a real exchange (Bitfinex, Binance etc).
Instead of communicating with a real exchange, our BacktestExchange acts as a
fake exchange, calculating the results of orders etc itself.
In order to do this, we hand it data (ohlcv) from real markets, give it some wallets with some funds and then fire orders at it just like we would a real CCXT Exchange.
First thing to do is to create Markets and populate them with OLHCV data. Next create Wallet(s) and give some money. Next create BacktestingExchange and provide it with Markets and Wallets.
We can create orders in the same method we would in ccxt
$exchange->createOrder().
Calling increment() on BacktestingExchange will move time forwards by 1 OLHCV bar
in every market.
The orders will then be checked, and adjusted based on new price, and funds in
wallets re-calculated.
It's worth noting that for now we need to use camelCase methods and not
snake_case. snake_case methods will call the methods on the parent ccxt Exchange
class that BacktestingExchange extends and as such not actually work.
See test/test.php
At the moment BacktestExchange has two jobs...
One to implement a ccxt/Exchange.
Two to actually act as a 'fake' exchange.
These should be seperated, so that Exchanges public interface matches that of a ccxt/Exchange.
We can then add a BacktestExchange::getFakeExchange() method, allowing us to
access historical data for charting/debugging etc, while preventing
accidentally using none ccxt methods in our actual backtests.