feat: add split-safe fundamentals research protocol
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@@ -5,6 +5,7 @@ ROOT="$(git rev-parse --show-toplevel)"
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cd "$ROOT"
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SNAPSHOT="${1:-backtest_snapshots/fundamentals-backtest.sqlite}"
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PROTOCOL="${PROTOCOL:-split-safe}"
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WORKERS="${WORKERS:-$(sysctl -n hw.logicalcpu 2>/dev/null || echo 8)}"
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if [[ "$WORKERS" -gt 1 ]]; then
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WORKERS=$((WORKERS - 1))
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@@ -21,17 +22,34 @@ if [[ ! -f "$SNAPSHOT" ]]; then
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exit 1
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fi
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case "$PROTOCOL" in
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split-safe)
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PREFIX="fundamentals-splitsafe"
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SCORE_CACHE="reports/.cache/fundamentals-splitsafe-scores.pkl"
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;;
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original)
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PREFIX="fundamentals-overlay"
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SCORE_CACHE="reports/.cache/fundamentals-scores.pkl"
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;;
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*)
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echo "Unsupported PROTOCOL: $PROTOCOL (use split-safe or original)" >&2
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exit 1
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;;
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esac
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STAMP="$(date -u +%Y%m%d-%H%M%S)"
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OUT="reports/fundamentals-overlay-${STAMP}.json"
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OUT="reports/${PREFIX}-${STAMP}.json"
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echo "Snapshot: $SNAPSHOT"
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echo "Workers: $WORKERS"
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echo "Protocol: $PROTOCOL"
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echo "Output: $OUT"
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"$PYTHON" scripts/run_fundamentals_research.py "$SNAPSHOT" \
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--protocol "$PROTOCOL" \
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--workers "$WORKERS" \
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--candidate-cache reports/.cache/fundamentals-candidates.pkl \
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--fundamentals-cache reports/.cache/fundamentals-scores.pkl \
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--fundamentals-cache "$SCORE_CACHE" \
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--out "$OUT"
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echo
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