gbBacktester/cli.py at master · greybeard-code/gbBacktester · GitHub

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"""Run a backtest from the command line.

Usage:
    python cli.py strategies\\ema_cross.py --start 2026-06-01 --end 2026-06-17
    python cli.py strategies\\ema_cross.py --symbol MNQ --period 1m --out report.html
"""
from __future__ import annotations

import argparse
from pathlib import Path

from backtester import PropFirmConfig, Backtest
from backtester import metrics, montecarlo, report
from backtester.loader import load_strategy


def main() -> None:
    ap = argparse.ArgumentParser(description="Tick-level futures backtester")
    ap.add_argument("strategy", help="path to a .py file with a Strategy subclass")
    ap.add_argument("--symbol", help="override strategy symbol (e.g. MNQ)")
    ap.add_argument("--period", help="override bar type: time (30s, 1m, 5m), "
                                     "tick (500t), ninZaRenko (r8, r8-4), "
                                     "SaberRenko (s64-16), TBars (tb120)")
    ap.add_argument("--start", help="first day, YYYY-MM-DD or YYYYMMDD")
    ap.add_argument("--end", help="last day, YYYY-MM-DD or YYYYMMDD")
    ap.add_argument("--balance", type=float, default=50_000.0,
                    help="starting balance (default 50000)")
    ap.add_argument("--prop-threshold", "--apex-threshold", dest="prop_threshold",
                    type=float, default=2000.0,
                    help="prop-firm trailing threshold in $, Apex-style "
                         "(default 2000; 0 disables)")
    ap.add_argument("--prop-halt", "--apex-halt", dest="prop_halt",
                    action="store_true",
                    help="stop the backtest when the threshold is breached")
    ap.add_argument("--slippage", type=float, default=0.0,
                    help="extra slippage in ticks on market/stop fills")
    ap.add_argument("--daily-loss-limit", type=float, default=None, metavar="$",
                    help="flatten and stop trading for the day at this loss")
    ap.add_argument("--mc", type=int, default=2000, metavar="N",
                    help="Monte Carlo simulations (default 2000; 0 disables)")
    ap.add_argument("--mc-target", type=float, default=None, metavar="$",
                    help="eval profit target for P(pass before breach), "
                         "e.g. 3000 for a 50K Apex eval")
    ap.add_argument("--out", default=None,
                    help="tearsheet path (default reports\\<strategy>_<symbol>.html)")
    ap.add_argument("--no-report", action="store_true", help="console output only")
    ap.add_argument("--data-root", default=None)
    args = ap.parse_args()

    strat = load_strategy(args.strategy)
    prop = None
    if args.prop_threshold > 0:
        prop = PropFirmConfig(threshold=args.prop_threshold,
                              halt_on_breach=args.prop_halt)

    bt = Backtest(strat, start=args.start, end=args.end, symbol=args.symbol,
                  period=args.period, start_balance=args.balance, prop=prop,
                  slippage_ticks=args.slippage,
                  daily_loss_limit=args.daily_loss_limit,
                  data_root=args.data_root)
    print(f"Running {type(strat).__name__} on {bt.symbol}, "
          f"{bt.barspec.key} bars ...")
    result = bt.run()
    stats = metrics.compute(result)
    print(metrics.format_console(result, stats))

    mc = None
    if args.mc > 0 and len(result.trades) >= 2:
        mc = montecarlo.run(
            result.trades, start_balance=args.balance, n_sims=args.mc,
            prop_threshold=args.prop_threshold if args.prop_threshold > 0 else None,
            profit_target=args.mc_target)
        print()
        print(montecarlo.format_console(mc))

    if not args.no_report:
        out = Path(args.out or (Path("reports")
                                / f"{result.strategy_name}_{result.symbol}.html"))
        path = report.render(result, stats, out, mc=mc)
        csv_path = report.write_trades_csv(
            result, out.with_name(out.stem + "_trades.csv"))
        print(f"\nTearsheet: {path.resolve()}")
        print(f"Trade log: {csv_path.resolve()}")


if __name__ == "__main__":
    main()