feat: add selectable daily backtest cadence

scripts/run_backtest_snapshot.py

@@ -32,7 +32,10 @@ def _parse_args() -> argparse.Namespace:
     parser.add_argument(
         "--out",
         default=None,
-        help="JSON report path. Defaults to reports/backtest-<timestamp>.json.",
+        help=(
+            "JSON report path. Defaults to "
+            "reports/backtest-<cadence>-<timestamp>.json."
+        ),
     )
     parser.add_argument(
         "--workers",
@@ -55,6 +58,15 @@ def _parse_args() -> argparse.Namespace:
             "structural_sr is a comparison-only chart-S/R model."
         ),
     )
+    parser.add_argument(
+        "--cadence",
+        choices=("weekly", "daily"),
+        default="weekly",
+        help=(
+            "Entry replay cadence. Weekly is the resource-safe production default; "
+            "daily performs roughly five times as many setup evaluations."
+        ),
+    )
     parser.add_argument(
         "--holdout-split",
         default=None,
@@ -63,9 +75,9 @@ def _parse_args() -> argparse.Namespace:
     return parser.parse_args()
 
 
-def _default_output_path() -> Path:
+def _default_output_path(cadence: str) -> Path:
     stamp = datetime.now().strftime("%Y%m%d-%H%M%S")
-    return Path("reports") / f"backtest-{stamp}.json"
+    return Path("reports") / f"backtest-{cadence}-{stamp}.json"
 
 
 def _pct(value: Any) -> str:
@@ -93,6 +105,7 @@ def _print_summary(report: dict) -> None:
 
     print("")
     print("Backtest summary")
+    print(f"  entry cadence: {(report.get('params') or {}).get('entry_cadence', 'weekly')}")
     print(f"  candidates: {report.get('candidates')}")
     print(f"  qualified: {report.get('qualified')}")
     print(f"  all setups net avg R: {_r(all_setups.get('net_avg_r'))}")
@@ -183,7 +196,7 @@ async def _main() -> None:
     if args.workers is not None:
         settings.backtest_workers = args.workers
 
-    output = Path(args.out) if args.out else _default_output_path()
+    output = Path(args.out) if args.out else _default_output_path(args.cadence)
     output.parent.mkdir(parents=True, exist_ok=True)
 
     engine = create_async_engine(_sqlite_url(snapshot), pool_pre_ping=True)
@@ -208,6 +221,7 @@ async def _main() -> None:
                 db,
                 progress_cb=progress,
                 target_model=args.target_model,
+                cadence=args.cadence,
             )
     finally:
         await engine.dispose()