feat: add versioned DEB bias backtesting

2026-05-27 21:40:26 +08:00
parent 4d22191a2d
commit 8609376c59
20 changed files with 792 additions and 44 deletions
@@ -0,0 +1,70 @@
+#!/usr/bin/env python3
+"""Run versioned DEB backtests from runtime SQLite daily records."""
+
+from __future__ import annotations
+
+import argparse
+import json
+import sys
+from pathlib import Path
+
+ROOT = Path(__file__).resolve().parents[1]
+if str(ROOT) not in sys.path:
+    sys.path.insert(0, str(ROOT))
+
+from src.analysis.deb_evaluation import (  # noqa: E402
+    backtest_deb_versions,
+    flatten_daily_records,
+    write_backtest_report,
+)
+from src.database.runtime_state import DailyRecordRepository, RuntimeStateDB  # noqa: E402
+
+
+def main() -> int:
+    parser = argparse.ArgumentParser(description=__doc__)
+    parser.add_argument("--db", default=str(ROOT / "data" / "polyweather.db"))
+    parser.add_argument(
+        "--output-json",
+        default=str(ROOT / "data" / "deb_backtest_latest.json"),
+    )
+    parser.add_argument(
+        "--output-csv",
+        default=str(ROOT / "data" / "deb_backtest_latest.csv"),
+    )
+    parser.add_argument("--train-lookback-days", type=int, default=30)
+    parser.add_argument("--min-train-samples", type=int, default=2)
+    args = parser.parse_args()
+
+    db = RuntimeStateDB(args.db)
+    daily_records = DailyRecordRepository(db).load_all()
+    history = flatten_daily_records(daily_records)
+    report = backtest_deb_versions(
+        history,
+        train_lookback_days=args.train_lookback_days,
+        min_train_samples=args.min_train_samples,
+    )
+    write_backtest_report(
+        report,
+        json_path=args.output_json,
+        csv_path=args.output_csv,
+    )
+    print(
+        json.dumps(
+            {
+                "schema_version": report.get("schema_version"),
+                "versions": report.get("versions"),
+                "rows": len(report.get("rows") or []),
+                "output_json": args.output_json,
+                "output_csv": args.output_csv,
+            },
+            ensure_ascii=False,
+            indent=2,
+        )
+    )
+    if not report.get("rows"):
+        return 2
+    return 0
+
+
+if __name__ == "__main__":
+    raise SystemExit(main())