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()