feat: add fundamentals weighting backtest research
This commit is contained in:
@@ -0,0 +1,38 @@
|
||||
#!/usr/bin/env bash
|
||||
set -euo pipefail
|
||||
|
||||
ROOT="$(git rev-parse --show-toplevel)"
|
||||
cd "$ROOT"
|
||||
|
||||
SNAPSHOT="${1:-backtest_snapshots/fundamentals-backtest.sqlite}"
|
||||
WORKERS="${WORKERS:-$(sysctl -n hw.logicalcpu 2>/dev/null || echo 8)}"
|
||||
if [[ "$WORKERS" -gt 1 ]]; then
|
||||
WORKERS=$((WORKERS - 1))
|
||||
fi
|
||||
|
||||
if [[ -x .venv/bin/python ]]; then
|
||||
PYTHON=.venv/bin/python
|
||||
else
|
||||
PYTHON="${PYTHON:-python3}"
|
||||
fi
|
||||
|
||||
if [[ ! -f "$SNAPSHOT" ]]; then
|
||||
echo "Snapshot not found: $SNAPSHOT" >&2
|
||||
exit 1
|
||||
fi
|
||||
|
||||
STAMP="$(date -u +%Y%m%d-%H%M%S)"
|
||||
OUT="reports/fundamentals-overlay-${STAMP}.json"
|
||||
|
||||
echo "Snapshot: $SNAPSHOT"
|
||||
echo "Workers: $WORKERS"
|
||||
echo "Output: $OUT"
|
||||
|
||||
"$PYTHON" scripts/run_fundamentals_research.py "$SNAPSHOT" \
|
||||
--workers "$WORKERS" \
|
||||
--candidate-cache reports/.cache/fundamentals-candidates.pkl \
|
||||
--fundamentals-cache reports/.cache/fundamentals-scores.pkl \
|
||||
--out "$OUT"
|
||||
|
||||
echo
|
||||
echo "Bring this file back for review: ${OUT%.json}.zip"
|
||||
Reference in New Issue
Block a user