#!/usr/bin/env python3 """Run the offline backtest on a historical data file. Usage: python scripts/run_backtest.py --data data/BTCUSDT_2021-05-19.parquet """ import argparse import logging import sys from pathlib import Path # Insert the ml directory at the FRONT of sys.path so we import the local # package (with all submodules: data/, features/, models/, eval/, alert/) # rather than any pip-installed version that might be incomplete. ML_DIR = Path(__file__).resolve().parent.parent / "ml" sys.path.insert(0, str(ML_DIR)) # Also add the project root so 'flash_crash_watchdog' resolves PROJECT_ROOT = Path(__file__).resolve().parent.parent sys.path.insert(0, str(PROJECT_ROOT)) from flash_crash_watchdog.cascade import DetectionCascade from flash_crash_watchdog.data.historical_loader import load_parquet from flash_crash_watchdog.eval.backtest import run_backtest def main() -> int: parser = argparse.ArgumentParser(description="Run offline backtest") parser.add_argument("--data", required=True, help="Parquet or CSV file") parser.add_argument("--config", default="configs/pipeline.yml") parser.add_argument("--output", default="results/backtest_results.json") args = parser.parse_args() logging.basicConfig(level=logging.INFO, format="%(asctime)s %(levelname)s %(message)s") df = load_parquet(args.data) cascade = DetectionCascade.from_config(args.config) results = run_backtest(cascade, df) results.print_summary() output_path = Path(args.output) output_path.parent.mkdir(parents=True, exist_ok=True) results.save(output_path) return 0 if __name__ == "__main__": raise SystemExit(main())