"""Backtest engine skeleton for daily bar simulation.""" from __future__ import annotations from dataclasses import dataclass, field from datetime import date from typing import Dict, Iterable, List, Mapping from app.agents.base import AgentContext from app.agents.game import Decision, decide from app.agents.registry import default_agents from app.utils.db import db_session @dataclass class BtConfig: id: str name: str start_date: date end_date: date universe: List[str] params: Dict[str, float] method: str = "nash" @dataclass class PortfolioState: cash: float = 1_000_000.0 holdings: Dict[str, float] = field(default_factory=dict) @dataclass class BacktestResult: nav_series: List[Dict[str, float]] = field(default_factory=list) trades: List[Dict[str, str]] = field(default_factory=list) class BacktestEngine: """Runs the multi-agent game inside a daily event-driven loop.""" def __init__(self, cfg: BtConfig) -> None: self.cfg = cfg self.agents = default_agents() self.weights = {agent.name: 1.0 for agent in self.agents} def load_market_data(self, trade_date: date) -> Mapping[str, Dict[str, float]]: """Load per-stock feature vectors. Replace with real data access.""" _ = trade_date return {} def simulate_day(self, trade_date: date, state: PortfolioState) -> List[Decision]: feature_map = self.load_market_data(trade_date) decisions: List[Decision] = [] for ts_code, features in feature_map.items(): context = AgentContext(ts_code=ts_code, trade_date=trade_date.isoformat(), features=features) decision = decide(context, self.agents, self.weights, method=self.cfg.method) decisions.append(decision) self.record_agent_state(context, decision) # TODO: translate decisions into fills, holdings, and NAV updates. _ = state return decisions def record_agent_state(self, context: AgentContext, decision: Decision) -> None: payload = { "trade_date": context.trade_date, "ts_code": context.ts_code, "action": decision.action.value, "confidence": decision.confidence, } _ = payload # Implementation should persist into agent_utils and bt_trades. def run(self) -> BacktestResult: state = PortfolioState() result = BacktestResult() current = self.cfg.start_date while current <= self.cfg.end_date: decisions = self.simulate_day(current, state) _ = decisions current = date.fromordinal(current.toordinal() + 1) return result def run_backtest(cfg: BtConfig) -> BacktestResult: engine = BacktestEngine(cfg) result = engine.run() with db_session() as conn: _ = conn # Implementation should persist bt_nav, bt_trades, and bt_report rows. return result