Docker
81 lines
3.0 KiB
Python
81 lines
3.0 KiB
Python
"""Command-line entry for the standalone ZMQ backtest bridge."""
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import argparse
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import json
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import os
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import sys
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import uuid
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from .data_feed import CsvBarFeed
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from .engine import BacktestConfig, BacktestEngine
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from .protocol import BacktestBridgeProtocol
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from .zmq_server import ZmqBacktestServer
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def _load_config(path):
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if not path:
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return {}
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with open(os.path.abspath(path), encoding="utf-8") as handle:
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payload = json.load(handle)
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if not isinstance(payload, dict):
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raise ValueError("config JSON must be an object")
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return payload
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def _parser():
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parser = argparse.ArgumentParser(description="Standalone ZMQ backtest bridge")
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parser.add_argument("--data", required=True, help="UTF-8 CSV historical bar file")
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parser.add_argument("--config", default="", help="Optional UTF-8 JSON backtest config")
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parser.add_argument("--run-id", default="", help="Unique run identity")
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parser.add_argument("--output-dir", default="", help="Artifact directory")
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parser.add_argument("--bind", default="tcp://127.0.0.1:16661", help="ZMQ REP bind endpoint")
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parser.add_argument("--default-symbol", default="", help="Used when CSV has no symbol column")
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parser.add_argument("--initial-cash", type=float, default=None)
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parser.add_argument("--slippage-bps", type=float, default=None)
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parser.add_argument("--max-volume-participation", type=float, default=None)
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parser.add_argument("--keep-running", action="store_true", help="Do not stop server after finish")
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return parser
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def build_engine(args):
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payload = _load_config(args.config)
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run_id = str(args.run_id or payload.pop("run_id", "") or ("bt-" + uuid.uuid4().hex[:12]))
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output_dir = args.output_dir or payload.pop("output_dir", "") or os.path.join("backtest_runs", run_id)
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if args.initial_cash is not None:
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payload["initial_cash"] = args.initial_cash
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if args.slippage_bps is not None:
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payload["slippage_bps"] = args.slippage_bps
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if args.max_volume_participation is not None:
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payload["max_volume_participation"] = args.max_volume_participation
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config = BacktestConfig(run_id=run_id, output_dir=output_dir, **payload)
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feed = CsvBarFeed(args.data, default_symbol=args.default_symbol)
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return BacktestEngine(feed, config)
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def main(argv=None):
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args = _parser().parse_args(argv)
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engine = build_engine(args)
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server = ZmqBacktestServer(
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BacktestBridgeProtocol(engine),
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endpoint=args.bind,
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exit_on_finish=not args.keep_running,
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)
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startup = {
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"event": "backtest_bridge_starting",
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"run_id": engine.config.run_id,
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"bind": args.bind,
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"data_hash": engine.feed.data_hash,
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"output_dir": engine.config.output_dir,
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"live_ready": False,
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}
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print(json.dumps(startup, ensure_ascii=False, sort_keys=True), flush=True)
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try:
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server.serve_forever()
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except KeyboardInterrupt:
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server.stop()
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return 0
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if __name__ == "__main__":
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sys.exit(main())
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