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126 lines
4.9 KiB
Python
126 lines
4.9 KiB
Python
"""Direct backtest subprocess runner.
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Invoked by the web server as a subprocess:
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python -m apps.web.direct_runner TASK_ID CONFIG_PATH CAPITAL START_DATE END_DATE RESULT_FILE [--parking PRESET] [--idle-alpha PRESET] [--form4-sleeve PRESET] [--ownership-sleeve PRESET] [--risk-off-sleeve PRESET] [--non-core-allocator-v2-mode MODE]
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Runs run_backtest_session_sync() and saves the result JSON to RESULT_FILE.
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Exits 0 on success, non-zero on failure.
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"""
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from __future__ import annotations
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import datetime as dt
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import json
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import sys
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from pathlib import Path
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def _json_default(obj):
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if isinstance(obj, (dt.date, dt.datetime)):
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return obj.isoformat()
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raise TypeError(f"Object of type {type(obj)} is not JSON serializable")
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def main():
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if len(sys.argv) < 7:
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print(
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"Usage: direct_runner TASK_ID CONFIG_PATH CAPITAL START_DATE END_DATE RESULT_FILE [--parking PRESET] [--idle-alpha PRESET] [--form4-sleeve PRESET] [--ownership-sleeve PRESET] [--risk-off-sleeve PRESET] [--non-core-allocator-v2-mode MODE]",
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file=sys.stderr,
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)
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sys.exit(2)
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task_id = sys.argv[1]
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config_path = sys.argv[2]
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capital = float(sys.argv[3])
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start_date = dt.date.fromisoformat(sys.argv[4])
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end_date = dt.date.fromisoformat(sys.argv[5])
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result_file = Path(sys.argv[6])
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# Optional flags
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parking_preset = None
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idle_alpha_preset = None
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form4_sleeve_preset = None
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ownership_sleeve_preset = None
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risk_off_alpha_sleeve_preset = None
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non_core_allocator_v2_mode = None
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snapshot_id_override = None
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fixed_capital = False
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daily_budget_reset = False
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remaining = sys.argv[7:]
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i = 0
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while i < len(remaining):
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if remaining[i] == "--parking" and i + 1 < len(remaining):
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parking_preset = remaining[i + 1]
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i += 2
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elif remaining[i] == "--idle-alpha" and i + 1 < len(remaining):
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idle_alpha_preset = remaining[i + 1]
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i += 2
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elif remaining[i] == "--form4-sleeve" and i + 1 < len(remaining):
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form4_sleeve_preset = remaining[i + 1]
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i += 2
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elif remaining[i] == "--ownership-sleeve" and i + 1 < len(remaining):
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ownership_sleeve_preset = remaining[i + 1]
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i += 2
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elif remaining[i] == "--risk-off-sleeve" and i + 1 < len(remaining):
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risk_off_alpha_sleeve_preset = remaining[i + 1]
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i += 2
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elif remaining[i] == "--non-core-allocator-v2-mode" and i + 1 < len(remaining):
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non_core_allocator_v2_mode = remaining[i + 1]
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i += 2
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elif remaining[i] == "--snapshot-id" and i + 1 < len(remaining):
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snapshot_id_override = remaining[i + 1]
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i += 2
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elif remaining[i] == "--fixed-capital":
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fixed_capital = True
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i += 1
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elif remaining[i] == "--daily-budget-reset":
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daily_budget_reset = True
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i += 1
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else:
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i += 1
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print(f"[direct] {task_id} · {Path(config_path).stem} · {start_date}→{end_date}" +
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(f" · parking={parking_preset}" if parking_preset else "") +
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(f" · idle_alpha={idle_alpha_preset}" if idle_alpha_preset else "") +
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(f" · form4={form4_sleeve_preset}" if form4_sleeve_preset else "") +
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(f" · ownership={ownership_sleeve_preset}" if ownership_sleeve_preset else "") +
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(f" · risk_off={risk_off_alpha_sleeve_preset}" if risk_off_alpha_sleeve_preset else "") +
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(f" · ncav2={non_core_allocator_v2_mode}" if non_core_allocator_v2_mode else "") +
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(f" · snapshot={snapshot_id_override}" if snapshot_id_override else "") +
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(" · fixed_capital" if fixed_capital else "") +
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(" · daily_budget_reset" if daily_budget_reset else ""))
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sys.stdout.flush()
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from apps.paper_trader.backtest_sim import run_backtest_session_sync
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result = run_backtest_session_sync(
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session_name=Path(config_path).stem,
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config_path=config_path,
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initial_equity=capital,
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start_date=start_date,
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end_date=end_date,
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parking_preset=parking_preset,
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idle_alpha_preset=idle_alpha_preset,
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form4_sleeve_preset=form4_sleeve_preset,
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ownership_sleeve_preset=ownership_sleeve_preset,
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risk_off_alpha_sleeve_preset=risk_off_alpha_sleeve_preset,
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non_core_allocator_v2_mode=non_core_allocator_v2_mode,
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snapshot_id_override=snapshot_id_override,
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fixed_capital_sizing=fixed_capital,
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daily_budget_reset=daily_budget_reset,
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)
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result_file.parent.mkdir(parents=True, exist_ok=True)
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result_file.write_text(json.dumps(result, default=_json_default, indent=2))
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s = result.get("summary", {})
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print(
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f"[direct] done · return={s.get('return_pct', 0):+.2f}% "
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f"trades={s.get('trade_count', 0)} "
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f"sharpe={s.get('sharpe', 0):.2f}"
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)
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sys.stdout.flush()
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if __name__ == "__main__":
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main()
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