DOLPHIN/nautilus_dolphin/run_nd_backtest_full.py

"""
FULL NAUTILUS BACKTEST EXECUTION
================================

Runs complete Nautilus-Dolphin backtest with itest_v7 tight_3_3 configuration.
Generates actual trades for trade-by-trade comparison.

Usage:
    python run_nd_backtest_full.py [--timeout TIMEOUT_MINUTES]
"""

import argparse
import sys
import json
from pathlib import Path
from datetime import datetime

# Maximum timeout for critical backtest
DEFAULT_TIMEOUT_MINUTES = 60  # 1 hour default


def main():
    """Main entry point."""
    parser = argparse.ArgumentParser(
        description='Run full Nautilus-Dolphin backtest'
    )
    parser.add_argument(
        '--timeout', '-t',
        type=int,
        default=DEFAULT_TIMEOUT_MINUTES,
        help=f'Timeout in minutes (default: {DEFAULT_TIMEOUT_MINUTES})'
    )
    parser.add_argument(
        '--output', '-o',
        default='backtest_results',
        help='Output directory (default: backtest_results)'
    )
    
    args = parser.parse_args()
    
    print("=" * 80)
    print("NAUTILUS-DOLPHIN FULL BACKTEST EXECUTION")
    print("=" * 80)
    print(f"Start Time: {datetime.now().isoformat()}")
    print(f"Timeout: {args.timeout} minutes")
    print(f"Output: {args.output}")
    print()
    
    # Import backtest engine
    try:
        from nautilus_dolphin.nautilus.backtest_engine import (
            NDBacktestEngine,
            run_nd_backtest
        )
        print("[OK] Backtest engine imported")
    except ImportError as e:
        print(f"[FAIL] Failed to import backtest engine: {e}")
        sys.exit(1)
    
    # Configuration matching itest_v7 tight_3_3
    config = {
        'venue': 'BINANCE_FUTURES',
        'environment': 'BACKTEST',
        'trader_id': 'DOLPHIN-BACKTEST-001',
        'strategy': {
            'venue': 'BINANCE_FUTURES',
            'max_leverage': 2.5,
            'min_leverage': 0.5,
            'leverage_convexity': 3.0,
            'capital_fraction': 0.15,
            'max_hold_bars': 120,
            'tp_bps': 99,
            'irp_alignment_min': 0.45,
            'momentum_magnitude_min': 0.000075,
            'excluded_assets': ['TUSDUSDT', 'USDCUSDT'],
            'acb_enabled': True,
            'max_concurrent_positions': 10,
            'daily_loss_limit_pct': 10.0,
        },
        'data_catalog': {
            'eigenvalues_dir': '../eigenvalues',
            'catalog_path': 'nautilus_dolphin/catalog',
            'start_date': '2025-12-31',
            'end_date': '2026-02-14',
            'assets': [
                'BTCUSDT', 'ETHUSDT', 'ADAUSDT', 'SOLUSDT', 'DOTUSDT',
                'AVAXUSDT', 'MATICUSDT', 'LINKUSDT', 'UNIUSDT', 'ATOMUSDT'
            ],
        },
    }
    
    print("Configuration:")
    print(f"  Strategy: tight_3_3 (from itest_v7)")
    print(f"  Max Leverage: {config['strategy']['max_leverage']}x")
    print(f"  Capital Fraction: {config['strategy']['capital_fraction']}")
    print(f"  Max Hold Bars: {config['strategy']['max_hold_bars']}")
    print(f"  Date Range: {config['data_catalog']['start_date']} to {config['data_catalog']['end_date']}")
    print()
    
    # Run backtest
    try:
        print("Initializing backtest engine...")
        engine = NDBacktestEngine(config, args.output)
        
        print("Running backtest (this may take several minutes)...")
        print("Processing ~255,000 scans from eigenvalue data...")
        print()
        
        results = engine.run_backtest()
        
        print()
        print("=" * 80)
        print("BACKTEST COMPLETE")
        print("=" * 80)
        print(f"End Time: {datetime.now().isoformat()}")
        print()
        print(f"Status: {results.get('status', 'unknown')}")
        print(f"Trades Generated: {len(results.get('trades', []))}")
        print()
        
        # Save results
        output_path = Path(args.output)
        results_file = output_path / 'nd_backtest_full.json'
        with open(results_file, 'w') as f:
            json.dump(results, f, indent=2, default=str)
        
        print(f"Results saved: {results_file}")
        print()
        print("Next Steps:")
        print("  1. Run trade comparison: pytest tests/test_trade_by_trade_validation.py -v")
        print("  2. View detailed results:", results_file)
        
        return 0
        
    except Exception as e:
        print()
        print("=" * 80)
        print("BACKTEST FAILED")
        print("=" * 80)
        print(f"Error: {e}")
        import traceback
        traceback.print_exc()
        return 1


if __name__ == '__main__':
    sys.exit(main())