Update

polymarket/run_backtest.py

@@ -0,0 +1,58 @@
+#!/usr/bin/env python3
+"""
+Command-line interface for running Polymarket backtests
+"""
+
+import argparse
+from datetime import datetime
+from strategies.examples import SimpleProbabilityStrategy
+from backtesting.engine import BacktestEngine
+
+
+def parse_args():
+    """Parse command line arguments"""
+    parser = argparse.ArgumentParser(description='Run Polymarket strategy backtest')
+    
+    parser.add_argument('--strategy', type=str, default='SimpleProbability',
+                       help='Strategy name')
+    parser.add_argument('--start', type=str, required=True,
+                       help='Start date (YYYY-MM-DD)')
+    parser.add_argument('--end', type=str, required=True,
+                       help='End date (YYYY-MM-DD)')
+    parser.add_argument('--balance', type=float, default=1000.0,
+                       help='Initial balance in USDC')
+    parser.add_argument('--threshold', type=float, default=0.15,
+                       help='Probability deviation threshold')
+    
+    return parser.parse_args()
+
+
+def main():
+    """Main entry point"""
+    args = parse_args()
+    
+    # Parse dates
+    start_date = datetime.strptime(args.start, '%Y-%m-%d')
+    end_date = datetime.strptime(args.end, '%Y-%m-%d')
+    
+    # Create strategy
+    if args.strategy == 'SimpleProbability':
+        strategy = SimpleProbabilityStrategy(
+            initial_balance=args.balance,
+            threshold=args.threshold
+        )
+    else:
+        raise ValueError(f"Unknown strategy: {args.strategy}")
+    
+    # Create and run backtest
+    engine = BacktestEngine(strategy, start_date, end_date, args.balance)
+    results = engine.run()
+    
+    # Generate report
+    engine.generate_report()
+    
+    return results
+
+
+if __name__ == '__main__':
+    main()