gogo2/main_backtest.py

#!/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()