"""Run legacy dolphin_vbt_real.py champion on same data for direct comparison.""" import sys, time from pathlib import Path sys.path.insert(0, str(Path(__file__).parent.parent)) from dolphin_vbt_real import ( load_all_data, run_full_backtest, Strategy, generate_grid5g_strategies ) print("Loading data...") t0 = time.time() df = load_all_data() print(f" Loaded {len(df)} rows in {time.time()-t0:.1f}s") print(f" Date range: {df['timestamp'].min()} to {df['timestamp'].max()}") print(f" Asset columns: {len([c for c in df.columns if c.endswith('USDT')])}") # Get champion strategy strats = generate_grid5g_strategies() champion = strats['g_cvx3.0_max5'] print(f"\nRunning champion strategy: {champion.name}") print(f" Config: cvx={champion.leverage_convexity}, max_lev={champion.max_leverage}") print(f" vol_filter={champion.vol_filter}, init_cash=25000") result = run_full_backtest(df, champion, init_cash=25000.0, seed=42, verbose=True) print(f"\n=== LEGACY CHAMPION RESULTS ===") print(f"Trades: {result['trades']}") print(f"Wins: {result['wins']}, WR: {result['win_rate']:.1f}%") print(f"PF: {result['profit_factor']:.3f}") print(f"ROI: {result['roi_pct']:.2f}%") print(f"Final capital: ${result['capital']:.2f}") print(f"Fees: {result['total_fees']:.2f}") print(f"TP exits: {result.get('tp_exits', 'N/A')}") print(f"Hold exits: {result.get('hold_exits', 'N/A')}") print(f"Stop exits: {result.get('stop_exits', 'N/A')}") print(f"DC confirmed: {result.get('dc_confirmed', 'N/A')}") print(f"DC contradicted: {result.get('dc_contradicted', 'N/A')}") print(f"DC neutral: {result.get('dc_neutral', 'N/A')}") print(f"Elapsed: {result.get('elapsed_sec', 'N/A'):.1f}s")