2569718930@qq.com
71 lines
2.0 KiB
Python
71 lines
2.0 KiB
Python
#!/usr/bin/env python3
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"""Run versioned DEB backtests from runtime SQLite daily records."""
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from __future__ import annotations
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import argparse
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import json
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import sys
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from pathlib import Path
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ROOT = Path(__file__).resolve().parents[1]
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if str(ROOT) not in sys.path:
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sys.path.insert(0, str(ROOT))
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from src.analysis.deb_evaluation import ( # noqa: E402
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backtest_deb_versions,
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flatten_daily_records,
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write_backtest_report,
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)
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from src.database.runtime_state import DailyRecordRepository, RuntimeStateDB # noqa: E402
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def main() -> int:
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parser = argparse.ArgumentParser(description=__doc__)
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parser.add_argument("--db", default=str(ROOT / "data" / "polyweather.db"))
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parser.add_argument(
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"--output-json",
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default=str(ROOT / "data" / "deb_backtest_latest.json"),
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)
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parser.add_argument(
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"--output-csv",
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default=str(ROOT / "data" / "deb_backtest_latest.csv"),
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)
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parser.add_argument("--train-lookback-days", type=int, default=30)
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parser.add_argument("--min-train-samples", type=int, default=2)
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args = parser.parse_args()
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db = RuntimeStateDB(args.db)
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daily_records = DailyRecordRepository(db).load_all()
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history = flatten_daily_records(daily_records)
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report = backtest_deb_versions(
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history,
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train_lookback_days=args.train_lookback_days,
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min_train_samples=args.min_train_samples,
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)
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write_backtest_report(
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report,
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json_path=args.output_json,
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csv_path=args.output_csv,
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)
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print(
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json.dumps(
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{
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"schema_version": report.get("schema_version"),
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"versions": report.get("versions"),
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"rows": len(report.get("rows") or []),
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"output_json": args.output_json,
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"output_csv": args.output_csv,
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},
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ensure_ascii=False,
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indent=2,
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)
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)
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if not report.get("rows"):
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return 2
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return 0
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if __name__ == "__main__":
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raise SystemExit(main())
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