Initial strategy32 research and live runtime

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2026-03-16 20:18:41 -07:00
commit c165a9add7
42 changed files with 10750 additions and 0 deletions

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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.hybrid_regime import run_hybrid_backtest
def main() -> None:
payload = run_hybrid_backtest()
out = Path("/tmp/strategy32_hybrid_regime_backtest.json")
out.write_text(json.dumps(payload, indent=2), encoding="utf-8")
for label, metrics in payload["results"].items():
print(
label,
f"ret={float(metrics['total_return']) * 100:.2f}%",
f"ann={float(metrics['annualized_return']) * 100:.2f}%",
f"sharpe={float(metrics['sharpe']):.2f}",
f"mdd={float(metrics['max_drawdown']) * 100:.2f}%",
)
print(f"wrote {out}")
if __name__ == "__main__":
main()