scripts/run_backtest.py

from __future__ import annotations
import argparse
from pathlib import Path
from datetime import datetime
from dotenv import load_dotenv
from app.config import AppConfig, Paths, LLMConfig
from app.dataio import load_data
from app.logging_setup import setup_logging
from app.checkpoint import CheckpointManager
from app.llm import LLMClient
from app.engine import Engine


def parse_args():
    p = argparse.ArgumentParser()
    p.add_argument("--data-dir", type=Path, required=True)
    p.add_argument("--out-dir", type=Path, required=True)
    p.add_argument("--ckpt-dir", type=Path, default=None, help="Directory to store and resume checkpoints (default: <out-dir>/checkpoint)")
    p.add_argument("--start", type=str, default="2023-12-29 15:15")
    p.add_argument("--end", type=str, default="2024-05-01 09:15")
    return p.parse_args()


def main():
    load_dotenv()
    args = parse_args()

    # Determine checkpoint directory (default = out-dir/checkpoint)
    ckpt_dir = args.ckpt_dir or (args.out_dir / "checkpoint")
    ckpt_dir.mkdir(parents=True, exist_ok=True)

    cfg = AppConfig(paths=Paths(args.data_dir, args.out_dir))
    logger = setup_logging(cfg.paths.out_dir / "trade_log.log")
    bundle = load_data(cfg.paths)

    llm_cfg = LLMConfig()
    llm = LLMClient(
        api_key=llm_cfg.api_key,
        model=llm_cfg.model,
        base_url=llm_cfg.base_url,
        temperature=llm_cfg.temperature,
        top_p=llm_cfg.top_p,
    )

    # Create checkpoint manager
    ckpt = CheckpointManager(ckpt_dir)

    # Pass checkpoint manager into engine
    engine = Engine(
        llm=llm,
        logger=logger,
        bundle=bundle,
        out_dir=cfg.paths.out_dir,
        checkpoint=ckpt,
    )

    start = datetime.fromisoformat(args.start)
    end = datetime.fromisoformat(args.end)

    engine.run(start, end)


if __name__ == "__main__":
    main()