#!/usr/bin/env python3 """ PolyEdge — Backtest Runner Usage: python3 run_backtest.py # Default: Jan 2026, $1000 python3 run_backtest.py --month 202512 # Specific month python3 run_backtest.py --bankroll 500 # Custom bankroll python3 run_backtest.py --sweep # Parameter sweep """ import sys import os import argparse import json from datetime import datetime # Add parent dir to path sys.path.insert(0, os.path.dirname(__file__)) from backtest import BacktestEngine from config import INITIAL_BANKROLL DATA_DIR = "/var/www/html/crpytotradingbot/data/monthly" RESULTS_DIR = "/var/www/html/crpytotradingbot/results" def get_monthly_file(month: str) -> str: """Get path to monthly data file.""" return os.path.join(DATA_DIR, f"BTCUSD_{month}.csv") def run_single(month: str, bankroll: float, noise: float = 0.03, max_rows: int = 2000000, save: bool = True) -> dict: """Run a single backtest.""" filepath = get_monthly_file(month) if not os.path.exists(filepath): print(f"ERROR: Data file not found: {filepath}") return {} print(f"\n{'='*60}") print(f"PolyEdge Backtest: {month}") print(f"Bankroll: ${bankroll:,.2f} | Noise: {noise} | Max rows: {max_rows:,}") print(f"{'='*60}") engine = BacktestEngine(bankroll) engine.load_data(filepath, max_rows) stats = engine.run(market_noise=noise) # Print results print(f"\n{'='*60}") print(f"RESULTS") print(f"{'='*60}") print(f" Bankroll: ${bankroll:,.2f} → ${stats['bankroll']:,.2f}") print(f" Net P&L: ${stats['total_pnl']:+,.2f} ({stats['return_pct']:+.2f}%)") print(f" Trades: {stats['total_trades']}") print(f" Win Rate: {stats['win_rate']:.1f}%") print(f" Avg Win: ${stats['avg_win']:.2f}") print(f" Avg Loss: ${stats['avg_loss']:.2f}") print(f" PF: {stats['profit_factor']:.2f}") print(f" Max DD: {stats['max_drawdown_pct']:.1f}%") print(f" Fees: ${stats['total_fees']:.2f}") print(f" Period: {stats.get('start_date', '?')} to {stats.get('end_date', '?')}") if save: engine.save_results(RESULTS_DIR) return stats def run_sweep(): """Run parameter sweep across noise levels and months.""" months = ["202508", "202509", "202510", "202511", "202512", "202601"] noise_levels = [0.02, 0.03, 0.05, 0.08, 0.10] bankroll = 1000 print(f"\n{'='*70}") print(f"PolyEdge PARAMETER SWEEP") print(f"{'='*70}") print(f"Months: {', '.join(months)}") print(f"Noise levels: {noise_levels}") print(f"Bankroll: ${bankroll:,.2f}") results = [] for noise in noise_levels: for month in months: filepath = get_monthly_file(month) if not os.path.exists(filepath): continue engine = BacktestEngine(bankroll) engine.load_data(filepath, max_rows=2000000) stats = engine.run(market_noise=noise) stats['month'] = month stats['noise'] = noise results.append(stats) wr = stats['win_rate'] pnl = stats['total_pnl'] dd = stats['max_drawdown_pct'] trades = stats['total_trades'] print(f" Noise={noise:.2f} Month={month}: {trades} trades, WR={wr:.1f}%, P&L=${pnl:+,.2f}, DD={dd:.1f}%") # Summary table print(f"\n{'='*70}") print(f"SWEEP SUMMARY") print(f"{'='*70}") print(f"{'Noise':>6} {'Month':>7} {'Trades':>7} {'WR%':>6} {'Net P&L':>10} {'DD%':>7} {'PF':>6}") print("-" * 55) for r in results: print(f"{r['noise']:>6.2f} {r['month']:>7} {r['total_trades']:>7} {r['win_rate']:>5.1f}% ${r['total_pnl']:>+9,.2f} {r['max_drawdown_pct']:>6.1f}% {r['profit_factor']:>5.2f}") # Save sweep results with open(os.path.join(RESULTS_DIR, "polyedge_sweep.json"), 'w') as f: json.dump(results, f, indent=2, default=str) print(f"\nSweep saved to {RESULTS_DIR}/polyedge_sweep.json") def run_multimonth(months: list, bankroll: float, noise: float = 0.03): """Run backtest across multiple months with equity carry-forward.""" print(f"\n{'='*60}") print(f"PolyEdge Multi-Month: {' → '.join(months)}") print(f"Start: ${bankroll:,.2f} | Noise: {noise}") print(f"{'='*60}") current_bankroll = bankroll all_stats = [] for month in months: filepath = get_monthly_file(month) if not os.path.exists(filepath): print(f" Skipping {month} (no data)") continue engine = BacktestEngine(current_bankroll) engine.load_data(filepath, max_rows=2000000) stats = engine.run(market_noise=noise) stats['month'] = month stats['start_bankroll'] = current_bankroll print(f" {month}: ${current_bankroll:,.2f} → ${stats['bankroll']:,.2f} ({stats['return_pct']:+.1f}%) | {stats['total_trades']} trades, WR {stats['win_rate']:.1f}%, DD {stats['max_drawdown_pct']:.1f}%") current_bankroll = stats['bankroll'] all_stats.append(stats) if current_bankroll <= 0: print(" ⚠️ BUSTED — stopping") break # Total summary total_return = (current_bankroll / bankroll - 1) * 100 total_trades = sum(s['total_trades'] for s in all_stats) max_dd = max(s['max_drawdown_pct'] for s in all_stats) if all_stats else 0 print(f"\n{'='*60}") print(f"MULTI-MONTH TOTAL") print(f"{'='*60}") print(f" ${bankroll:,.2f} → ${current_bankroll:,.2f} ({total_return:+.2f}%)") print(f" Total trades: {total_trades}") print(f" Max DD: {max_dd:.1f}%") return all_stats if __name__ == "__main__": parser = argparse.ArgumentParser(description="PolyEdge Backtest") parser.add_argument("--month", default="202601", help="Month to test (YYYYMM)") parser.add_argument("--bankroll", type=float, default=INITIAL_BANKROLL) parser.add_argument("--noise", type=float, default=0.03, help="Market noise level") parser.add_argument("--rows", type=int, default=2000000, help="Max tick rows to load") parser.add_argument("--sweep", action="store_true", help="Run parameter sweep") parser.add_argument("--multi", nargs="+", help="Multi-month run (e.g. --multi 202508 202509)") parser.add_argument("--no-save", action="store_true") args = parser.parse_args() if args.sweep: run_sweep() elif args.multi: run_multimonth(args.multi, args.bankroll, args.noise) else: run_single(args.month, args.bankroll, args.noise, args.rows, not args.no_save)