main cleanup

main_backtest.py

@@ -0,0 +1,187 @@
+#!/usr/bin/env python3
+"""
+Backtesting & Bulk Training
+
+Main entry point for:
+- Historical data backtesting
+- Fast sliding-window training
+- Model performance evaluation
+- Checkpoint management
+
+Usage:
+    python main_backtest.py --start YYYY-MM-DD --end YYYY-MM-DD [--symbol SYMBOL] [--window HOURS]
+    
+Examples:
+    # Run 30-day backtest with default settings
+    python main_backtest.py --start 2024-01-01 --end 2024-01-31
+    
+    # Custom symbol and window size
+    python main_backtest.py --start 2024-01-01 --end 2024-12-31 --symbol BTC/USDT --window 48
+    
+    # Resume from checkpoint
+    python main_backtest.py --start 2024-01-01 --end 2024-12-31 --resume
+"""
+
+import os
+import sys
+import logging
+import argparse
+from datetime import datetime
+from pathlib import Path
+
+# Add project root to path
+sys.path.insert(0, os.path.dirname(os.path.abspath(__file__)))
+
+# Import training runner
+try:
+    from training_runner import UnifiedTrainingRunner
+    from core.config import setup_logging
+except ImportError as e:
+    print(f"Error importing modules: {e}")
+    sys.exit(1)
+
+logger = logging.getLogger(__name__)
+
+
+def validate_date(date_str: str) -> datetime:
+    """Validate and parse date string"""
+    try:
+        return datetime.strptime(date_str, '%Y-%m-%d')
+    except ValueError:
+        raise argparse.ArgumentTypeError(f"Invalid date format: {date_str}. Use YYYY-MM-DD")
+
+
+def main():
+    """Main entry point for backtesting"""
+    parser = argparse.ArgumentParser(
+        description='Backtesting & Bulk Training System',
+        formatter_class=argparse.RawDescriptionHelpFormatter,
+        epilog="""
+Examples:
+  # 30-day backtest
+  python main_backtest.py --start 2024-01-01 --end 2024-01-31
+  
+  # Year-long training with custom parameters
+  python main_backtest.py --start 2024-01-01 --end 2024-12-31 --symbol BTC/USDT --window 48
+  
+  # Fast backtest with smaller window
+  python main_backtest.py --start 2024-12-01 --end 2024-12-31 --window 12 --step 6
+        """
+    )
+    
+    # Required arguments
+    parser.add_argument(
+        '--start',
+        type=str,
+        required=True,
+        help='Start date for backtesting (YYYY-MM-DD)'
+    )
+    parser.add_argument(
+        '--end',
+        type=str,
+        required=True,
+        help='End date for backtesting (YYYY-MM-DD)'
+    )
+    
+    # Optional arguments
+    parser.add_argument(
+        '--symbol',
+        type=str,
+        default='ETH/USDT',
+        help='Trading symbol (default: ETH/USDT)'
+    )
+    parser.add_argument(
+        '--window',
+        type=int,
+        default=24,
+        help='Sliding window size in hours (default: 24)'
+    )
+    parser.add_argument(
+        '--step',
+        type=int,
+        default=1,
+        help='Window step size in hours (default: 1)'
+    )
+    parser.add_argument(
+        '--resume',
+        action='store_true',
+        help='Resume from last checkpoint'
+    )
+    parser.add_argument(
+        '--save-interval',
+        type=int,
+        default=2,
+        help='Checkpoint save interval in hours (default: 2)'
+    )
+    
+    args = parser.parse_args()
+    
+    # Validate dates
+    try:
+        start_date = validate_date(args.start)
+        end_date = validate_date(args.end)
+    except argparse.ArgumentTypeError as e:
+        parser.error(str(e))
+    
+    if start_date >= end_date:
+        parser.error("Start date must be before end date")
+    
+    # Calculate duration
+    duration_days = (end_date - start_date).days
+    
+    # Setup logging
+    try:
+        setup_logging()
+        logger.info("=" * 80)
+        logger.info("BACKTESTING & BULK TRAINING SYSTEM")
+        logger.info("=" * 80)
+        logger.info(f"Symbol: {args.symbol}")
+        logger.info(f"Period: {args.start} to {args.end} ({duration_days} days)")
+        logger.info(f"Window: {args.window}h, Step: {args.step}h")
+        logger.info(f"Checkpoint Interval: {args.save_interval}h")
+        logger.info(f"Resume from checkpoint: {'YES' if args.resume else 'NO'}")
+        logger.info("=" * 80)
+    except Exception as e:
+        print(f"Error setting up logging: {e}")
+    
+    # Ensure logs directory exists
+    Path('logs').mkdir(exist_ok=True)
+    
+    try:
+        # Create training runner in backtest mode
+        logger.info("Initializing backtest training runner...")
+        runner = UnifiedTrainingRunner(
+            mode='backtest',
+            symbol=args.symbol
+        )
+        
+        # Update configuration
+        runner.config['backtest']['window_size_hours'] = args.window
+        runner.config['backtest']['step_size_hours'] = args.step
+        runner.config['backtest']['save_interval_hours'] = args.save_interval
+        
+        # Run backtest training
+        logger.info("Starting backtest training...")
+        runner.run_backtest_training(
+            start_date=start_date,
+            end_date=end_date
+        )
+        
+        logger.info("=" * 80)
+        logger.info("BACKTEST TRAINING COMPLETE")
+        logger.info("=" * 80)
+        
+    except KeyboardInterrupt:
+        logger.info("Backtest interrupted by user")
+        sys.exit(0)
+    except Exception as e:
+        logger.error(f"Error during backtest: {e}")
+        import traceback
+        logger.error(traceback.format_exc())
+        sys.exit(1)
+    finally:
+        logger.info("Backtest runner shutdown complete")
+
+
+if __name__ == '__main__':
+    main()