run.sh

#!/usr/bin/env bash
set -euo pipefail

if [[ "${1:-}" == "-h" || "${1:-}" == "--help" ]]; then
  cat <<'EOF'
Usage:
  MODEL=deepseek-v3.1 RUN_PREFIX=DEEPSEEK_V3_1 ./run.sh
  ./run.sh deepseek-v3.1 DEEPSEEK_V3_1

Environment:
  START=2025-03-01
  END=2026-02-28
  PROFILE=qingyuntop
  WORKDIR=repo|stockbench
  RUN_PREFIX=<base run name without dates>
  NEWS_ENABLED=true|false
  DATA_MODE=offline_only|auto
  CACHE_MODE=llm_write_only|full|off
  WANDB_MODE=offline|online|disabled
EOF
  exit 0
fi

ROOT="$(cd "$(dirname "${BASH_SOURCE[0]}")" && pwd)"

MODEL="${1:-${MODEL:-}}"
RUN_PREFIX="${2:-${RUN_PREFIX:-}}"
START="${START:-2025-03-01}"
END="${END:-2026-02-28}"
PROFILE="${PROFILE:-qingyuntop}"
WORKDIR="${WORKDIR:-repo}"
NEWS_ENABLED="${NEWS_ENABLED:-true}"
DATA_MODE="${DATA_MODE:-offline_only}"
CACHE_MODE="${CACHE_MODE:-llm_write_only}"

if [[ -z "$MODEL" ]]; then
  echo "[ERROR] MODEL is required. Example: MODEL=deepseek-v3.1 ./run.sh" >&2
  exit 2
fi

if [[ "$WORKDIR" == "stockbench" ]]; then
  cd "$ROOT/stockbench"
elif [[ "$WORKDIR" == "repo" ]]; then
  cd "$ROOT"
else
  echo "[ERROR] WORKDIR must be repo or stockbench, got: $WORKDIR" >&2
  exit 2
fi

# Use local W&B logging by default. Set WANDB_MODE=online to upload.
export WANDB_MODE="${WANDB_MODE:-offline}"

python - "$ROOT" "$START" "$END" "$PROFILE" "$MODEL" "$RUN_PREFIX" "$NEWS_ENABLED" "$DATA_MODE" "$CACHE_MODE" <<'PY'
from __future__ import annotations

import os
import re
import sys
from pathlib import Path

import yaml

root = Path(sys.argv[1])
start = sys.argv[2]
end = sys.argv[3]
profile = sys.argv[4]
model = sys.argv[5]
run_prefix = sys.argv[6].strip()
news_enabled_text = sys.argv[7].strip().lower()
data_mode = sys.argv[8]
cache_mode = sys.argv[9]

sys.path.insert(0, str(root / "stockbench"))

from stockbench.backtest.pipeline import run_backtest
from stockbench.backtest.strategies.llm_decision import Strategy as LlmDecision
from stockbench.core.data_hub import set_data_mode


def parse_bool(text: str) -> bool:
    return text not in {"false", "0", "no", "none", "off"}


def slug(text: str) -> str:
    return re.sub(r"[^A-Za-z0-9]+", "_", text).strip("_").upper()


cfg_path = root / "stockbench" / "config.yaml"
with cfg_path.open("r", encoding="utf-8") as handle:
    cfg = yaml.safe_load(handle)

cfg.setdefault("data", {})["mode"] = data_mode
cfg.setdefault("cache", {})["mode"] = cache_mode
cfg.setdefault("news", {})["enabled"] = parse_bool(news_enabled_text)
set_data_mode(data_mode)

profiles = cfg.get("llm_profiles", {})
if profile not in profiles:
    raise SystemExit(f"Unknown profile {profile!r}. Available: {sorted(profiles)}")

cfg["llm"] = profiles[profile]
cfg["llm"]["model"] = model
cfg["llm"]["backtest_report_model"] = model
if "fundamental_filter_model" in cfg["llm"]:
    cfg["llm"]["fundamental_filter_model"] = model
if "decision_agent_model" in cfg["llm"]:
    cfg["llm"]["decision_agent_model"] = model

prefix = run_prefix or slug(model)
run_id_base = f"{prefix}_{start}_{end}".replace("-", "")

symbols = cfg.get("symbols_universe", [])
print(
    f"[INFO] cwd={Path.cwd()} profile={profile} model={model} "
    f"run_id_base={run_id_base} symbols={len(symbols)}"
)

strategy = LlmDecision(cfg)
result = run_backtest(cfg, strategy, start, end, symbols, run_id=run_id_base)

metrics = result.get("metrics", {})
print("\n=== Results ===")
print(f"  run_id      : {Path(str(result.get('output_dir', ''))).name}")
print(f"  cum_return  : {metrics.get('cum_return', 0):.6f}")
print(f"  max_drawdown: {metrics.get('max_drawdown', 0):.6f}")
print(f"  sharpe      : {metrics.get('sharpe', 0):.6f}")
print(f"  sortino     : {metrics.get('sortino', 0):.6f}")
print(f"  trades_count: {metrics.get('trades_count', 0)}")
print(f"  output_dir  : {result.get('output_dir', 'N/A')}")
PY