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https://github.com/777r1NTR/FX-QUANT-SCAN.git
synced 2026-07-27 17:37:46 +00:00
St.jess777
61 lines
2.3 KiB
Python
61 lines
2.3 KiB
Python
# core/runner.py
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import os
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import pandas as pd
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from core.strategy_engine import run_strategy_on_ticker, plot_equity_curve
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from core.metrics import compute_fx_metrics
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from data.local_loader import load_local_csv
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def run_all_strategies(tickers: list[str], strategy_registry: dict,
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start_date: str, end_date: str,
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atr_mult: float = 1.5, max_bars: int = 20,
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export: bool = True) -> pd.DataFrame:
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all_results = []
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os.makedirs("reports", exist_ok=True)
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for strategy_name, strategy_func in strategy_registry.items():
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print(f"\n[🚀] Running strategy: {strategy_name}")
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for ticker in tickers:
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print(f" → Ticker: {ticker}")
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df = load_local_csv(ticker, start_date=start_date, end_date=end_date)
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if df.empty:
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print(f"[⚠️] No data for {ticker}, skipping.")
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continue
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trade_log, metrics = run_strategy_on_ticker(
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df, strategy_func, strategy_name + f"_{ticker}",
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atr_mult=atr_mult, max_bars=max_bars
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)
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if trade_log.empty or not metrics:
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continue
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metrics['Strategy_Ticker'] = f"{strategy_name}_{ticker}"
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all_results.append(metrics)
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if export:
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outpath = f"reports/strategy_report_{strategy_name.lower()}_{ticker.lower()}.xlsx"
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chart_path = f"reports/strategy_report_{strategy_name.lower()}_{ticker.lower()}_equity_curve.png"
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plot_equity_curve(trade_log, strategy_name, chart_path)
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with pd.ExcelWriter(outpath, engine='xlsxwriter') as writer:
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trade_log.to_excel(writer, sheet_name='Trades', index=False)
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pd.DataFrame([metrics]).to_excel(writer, sheet_name='Metrics', index=False)
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worksheet = writer.book.add_worksheet('EquityCurve')
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writer.sheets['EquityCurve'] = worksheet
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worksheet.insert_image('B2', chart_path)
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print(f"[💾] Exported report: {outpath}")
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summary_df = pd.DataFrame(all_results)
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if export and not summary_df.empty:
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summary_path = "reports/strategy_summary.xlsx"
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summary_df.to_excel(summary_path, index=False)
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print(f"[📊] Summary exported to {summary_path}")
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return summary_df
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