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