Initial strategy32 research and live runtime

scripts/run_adverse_regime_engine_search.py

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+from __future__ import annotations
+
+import json
+import sys
+from pathlib import Path
+
+PACKAGE_PARENT = Path(__file__).resolve().parents[2]
+if str(PACKAGE_PARENT) not in sys.path:
+    sys.path.insert(0, str(PACKAGE_PARENT))
+
+from strategy32.research.adverse_regime import run_adverse_regime_search
+
+
+def main() -> None:
+    payload = run_adverse_regime_search(
+        cache_path="/tmp/strategy32_fixed66_bundle.pkl",
+        eval_days=1825,
+        initial_capital=1000.0,
+    )
+    out = Path("/tmp/strategy32_adverse_regime_engine_search.json")
+    out.write_text(json.dumps(payload, indent=2), encoding="utf-8")
+
+    for regime, rows in payload["by_regime"].items():
+        print(regime)
+        for row in rows:
+            print(
+                " ",
+                row["name"],
+                f"ret={float(row['total_return']) * 100:.2f}%",
+                f"sharpe={float(row['sharpe']):.2f}",
+                f"mdd={float(row['max_drawdown']) * 100:.2f}%",
+                f"active={float(row['active_bar_ratio']) * 100:.2f}%",
+                f"rebalance={int(row['rebalance_count'])}",
+            )
+    print(f"wrote {out}")
+
+
+if __name__ == "__main__":
+    main()