PR: Logging, multiprocessing & pipeline refactor

FeatureEngineering/MarketStructure/trend_regime.py

@@ -85,7 +85,7 @@ def apply(
         if self.vol_required:
             high_vol = (
                 (struct_vol.get(
-                    "bos_bull_struct_vol", pd.Series(False, index=idx)) == "high")
+                "bos_bull_struct_vol", pd.Series(False, index=idx)) == "high")
                 | (struct_vol.get(
                 "bos_bear_struct_vol", pd.Series(False, index=idx)) == "high")
                 | (struct_vol.get(

Strategies/Samplestrategy.py

@@ -1,13 +1,14 @@
 import pandas as pd
 import talib.abstract as ta
 
-from core.backtesting.reporting.core.context import ContextSpec
-from core.backtesting.reporting.core.metrics import ExpectancyMetric, MaxDrawdownMetric
+from core.reporting.core.context import ContextSpec
+from core.reporting.core.metrics import ExpectancyMetric, MaxDrawdownMetric
 from FeatureEngineering.MarketStructure.engine import MarketStructureEngine
 from core.strategy.base import BaseStrategy
 from core.strategy.informatives import informative
 
 class Samplestrategy(BaseStrategy):
+    strategy_name = "Sample Strategy (Report)"
 
     def __init__(
             self,
@@ -28,21 +29,9 @@ def populate_indicators_M30(self, df):
         # --- minimum techniczne
         df["atr"] = ta.ATR(df, 14)
 
-        # --- market structure HTF
-        df = MarketStructureEngine.apply(
-            df,
-            features=[
-                "pivots",
-                "price_action",
-                "follow_through",
-                "structural_vol",
-                "trend_regime",
-            ],
-        )
 
-        # --- bias flags (czytelne na GitHubie)
-        df["bias_long"] = df["trend_regime"] == "trend_up"
-        df["bias_short"] = df["trend_regime"] == "trend_down"
+
+
 
         return df
 
@@ -53,17 +42,7 @@ def populate_indicators(self):
         # --- base indicators
         df["atr"] = ta.ATR(df, 14)
 
-        # --- market structure
-        df = MarketStructureEngine.apply(
-            df,
-            features=[
-                "pivots",
-                "price_action",
-                "follow_through",
-                "structural_vol",
-                "trend_regime",
-            ],
-        )
+
 
         df['low_15'] = df['low'].rolling(15).min()
         df['high_15'] = df['high'].rolling(15).max()
@@ -135,19 +114,17 @@ def populate_entry_trend(self):
             axis=1
         )
 
-        print(df["signal_entry"].notna().sum())
-
         self.df = df
 
 
 
 
         return df
 
-    def build_report_config(self):
+    def build_report_spec(self):
         return (
             super()
-            .build_report_config()
+            .build_report_spec()
             .add_metric(ExpectancyMetric())
             .add_metric(MaxDrawdownMetric())
             .add_context(

backtest_run.py

@@ -3,5 +3,25 @@
 
 
 if __name__ == "__main__":
+    import cProfile
+    import pstats
+    from pathlib import Path
+    from datetime import datetime
+
+    run_path = Path(
+        f"results/run_{datetime.now().strftime('%Y%m%d_%H%M%S')}"
+    )
+    run_path.mkdir(parents=True, exist_ok=True)
+
+    profile_path = run_path / "profile_full.prof"
+
+    profiler = cProfile.Profile()
+    profiler.enable()
+
     BacktestRunner(cfg).run()
 
+    profiler.disable()
+    profiler.dump_stats(profile_path)
+
+    print(f"[PROFILE] saved to {profile_path}")
+

config/backtest.py

@@ -1,17 +1,23 @@
 import logging
+from enum import Enum
+from pathlib import Path
+
+from config.logger_config import LoggerConfig
 
 logging.basicConfig(level=logging.INFO)
 
 # ==================================================
-# DATA
+# DATA SOURCE & TIME
 # ==================================================
 
 MARKET_DATA_PATH = "market_data"
-BACKTEST_DATA_BACKEND = "dukascopy"   # "dukascopy"
+BACKTEST_DATA_BACKEND = "dukascopy"   # "dukascopy", "csv", ...
+
+SERVER_TIMEZONE = "UTC"
 
 TIMERANGE = {
-    "start": "2025-12-15",
-    "end":   "2025-12-31",
+    "start": "2025-01-01",
+    "end":   "2025-12-29",
 }
 
 BACKTEST_MODE = "single"  # "single" | "split"
@@ -22,92 +28,113 @@
     "FINAL": ("2025-12-24", "2025-12-31"),
 }
 
-# Missing data handling metadata (report/UI)
-# Examples:
-# - "Forward-fill OHLC gaps"
-# - "Drop candles with gaps"
-# - "Leave gaps (no fill)"
+# Metadata only (for reports / README)
 MISSING_DATA_HANDLING = "Forward-fill OHLC gaps"
 
-SERVER_TIMEZONE = "UTC"
-
 # ==================================================
-# STRATEGY
+# STRATEGY DEFINITION
 # ==================================================
 
-# If None, report will fall back to STRATEGY_CLASS.
-STRATEGY_NAME = "Sample "
+STRATEGY_CLASS = "Samplestrategyreport"
 
-# Optional short description (used in BacktestConfigSection)
+STRATEGY_NAME = "Sample Strategy"
 STRATEGY_DESCRIPTION = "Sample strategy for dashboard showcase"
 
-# Strategy class locator (string used by your loader)
-STRATEGY_CLASS = "Samplestrategyreport"
 STARTUP_CANDLE_COUNT = 600
 
 SYMBOLS = [
     "XAUUSD",
+    "EURUSD"
 ]
 
 TIMEFRAME = "M1"
 
-
 # ==================================================
-# EXECUTION (SIMULATED)
+# EXECUTION MODEL (SIMULATED)
 # ==================================================
 
 INITIAL_BALANCE = 10_000
 
-# Slippage assumed in "pips" for FX-like instruments in current convention.
-SLIPPAGE = 0.1
-
-# Optional: separate slippage for entry/exit (metadata now; logic later)
-SLIPPAGE_ENTRY = None  # if None -> use SLIPPAGE
-SLIPPAGE_EXIT = None   # if None -> use SLIPPAGE
-
 MAX_RISK_PER_TRADE = 0.005
 
-# Execution delay metadata (not implemented yet)
-# Could be "None", "1 bar", "200ms", etc.
-EXECUTION_DELAY = "None"
+# Slippage (metadata + future logic)
+SLIPPAGE = 0.1
+SLIPPAGE_ENTRY = None  # if None -> SLIPPAGE
+SLIPPAGE_EXIT = None   # if None -> SLIPPAGE
+
+# Execution / order semantics (metadata for now)
+EXECUTION_DELAY = "None"  # e.g. "1 bar", "200ms"
 
-# Order types (metadata now; logic later)
-# Use: "market" | "limit"
-ENTRY_ORDER_TYPE_DEFAULT = "market"
+ENTRY_ORDER_TYPE_DEFAULT = "market"   # "market" | "limit"
 EXIT_ORDER_TYPE_DEFAULT = "limit"
 TP_ORDER_TYPE_DEFAULT = "limit"
 
+EXIT_OVERRIDES_DESC = (
+    "SL/BE/EOD treated as market exits; "
+    "TP exits treated as limit (strategy-dependent)."
+)
 
-# explanation for report (avoid wrong claims)
-EXIT_OVERRIDES_DESC = "SL/BE/EOD treated as market exits; TP exits treated as limit (strategy-dependent)."
+SPREAD_MODEL = "fixed_cost_overlay"  # or "bid_ask_simulation"
 
-# Spread model metadata:
-# - "fixed_cost_overlay" (current reality: compute spread_usd_* from per-instrument fixed spreads)
-# - "bid_ask_simulation" (future: actual bid/ask price simulation in fills)
-SPREAD_MODEL = "fixed_cost_overlay"
+# ==================================================
+# CAPITAL & RISK MODEL (REPORTING / FUTURE)
+# ==================================================
+
+POSITION_SIZING_MODEL = "Risk-based sizing (position_sizer)"
 
+LEVERAGE = "1x"
 
+MAX_CONCURRENT_POSITIONS = None  # None = unlimited (diagnostic)
 
+CAPITAL_FLOOR = None  # e.g. 5000
 
 # ==================================================
-# CAPITAL MODEL (REPORT / FUTURE CONTROLS)
+# REPORTING & ANALYTICS
 # ==================================================
 
-# Position sizing model label for report
-POSITION_SIZING_MODEL = "Risk-based sizing (position_sizer)"
+# Enable / disable reporting entirely
+ENABLE_REPORT = True
 
-# (FUTURE  IDEA)Leverage is metadata unless you  model margin / leverage constraints
-LEVERAGE = "1x"
+# ---- STDOUT rendering control ----
+class StdoutMode(str, Enum):
+    OFF = "off"
+    CONSOLE = "console"
+    FILE = "file"
+    BOTH = "both"
+
+REPORT_STDOUT_MODE = StdoutMode.OFF
 
-# (FUTURE  IDEA) Concurrency
-MAX_CONCURRENT_POSITIONS = None  # None => Unlimited (diagnostic)
+# Used only if FILE or BOTH
+REPORT_STDOUT_FILE = "results/stdout_report.txt"
 
-# (FUTURE  IDEA) Kill-switch / capital floor
-CAPITAL_FLOOR = None  # e.g. 5000, or None
+# ---- Dashboard / persistence ----
+GENERATE_DASHBOARD = True
+PERSIST_REPORT = True
+
+# Fail if no trades (research safety)
+REPORT_FAIL_ON_EMPTY = True
 
 # ==================================================
-# OUTPUT / UI
+# RUNTIME / DEBUG
 # ==================================================
 
-SAVE_TRADES_CSV = False
-PLOT_ONLY = False
+PLOT_ONLY = False          # Skip backtest, just plots
+SAVE_TRADES_CSV = False   # Legacy / debug only
+
+from config.logger_config import LoggerConfig
+
+LOGGER_CONFIG = LoggerConfig(
+    stdout=True,
+    file=True,
+    timing=True,
+    profiling=False,
+    log_dir=Path("results/logs"),
+)
+
+PROFILING = True
+
+USE_MULTIPROCESSING_STRATEGIES = False
+USE_MULTIPROCESSING_BACKTESTS = True
+
+MAX_WORKERS_STRATEGIES = None     # None = os.cpu_count()
+MAX_WORKERS_BACKTESTS = None