""" Main evaluation script to run backtesting and generate results. Evaluates TradingAgents against baseline strategies for a single ticker. """ import argparse import sys from pathlib import Path from datetime import datetime import pandas as pd import json # Add parent directory to path sys.path.insert(0, str(Path(__file__).parent.parent)) from evaluation_long_short.baseline_strategies import get_all_baseline_strategies from evaluation_long_short.backtest import BacktestEngine, TradingAgentsBacktester, load_stock_data, standardize_single_ticker from evaluation_long_short.metrics import calculate_all_metrics, create_comparison_table, print_metrics from evaluation_long_short.visualize import plot_cumulative_returns_from_results from tradingagents.graph.trading_graph import TradingAgentsGraph from tradingagents.default_config import DEFAULT_CONFIG def is_debugging() -> bool: try: import debugpy return debugpy.is_client_connected() except Exception: return False def save_strategy_actions_to_json( portfolio: pd.DataFrame, strategy_name: str, ticker: str, start_date: str, end_date: str, output_dir: str ) -> None: """ Save daily actions from a strategy to a JSON file. Args: portfolio: Portfolio DataFrame with action, position, close, etc. strategy_name: Name of the strategy ticker: Stock ticker symbol start_date: Start date of backtest end_date: End date of backtest output_dir: Directory to save the JSON file """ out = Path(output_dir) / ticker / strategy_name out.mkdir(parents=True, exist_ok=True) # Build actions list with relevant daily info actions = [] for date, row in portfolio.iterrows(): date_str = date.strftime("%Y-%m-%d") action_record = { "date": date_str, "action": int(row["action"]) if pd.notna(row["action"]) else 0, # 1=BUY, 0=HOLD, -1=SELL "position": int(row["position"]) if pd.notna(row["position"]) else 0, # 1=long, 0=flat "close_price": float(row["close"]) if pd.notna(row["close"]) else None, "portfolio_value": float(row["portfolio_value"]) if pd.notna(row["portfolio_value"]) else None, "strategy_return": float(row["strategy_return"]) if pd.notna(row["strategy_return"]) else 0.0, "cumulative_return": float(row["cumulative_return"]) if pd.notna(row["cumulative_return"]) else 1.0 } actions.append(action_record) # Save to JSON fp = out / f"actions_{start_date}_to_{end_date}.json" with open(fp, "w") as f: json.dump({ "strategy": strategy_name, "ticker": ticker, "start_date": start_date, "end_date": end_date, "total_days": len(actions), "actions": actions }, f, indent=2) print(f" ✓ Saved {strategy_name} actions to: {fp}") def run_evaluation( ticker: str, start_date: str, end_date: str, initial_capital: float = 100000, include_tradingagents: bool = True, output_dir: str = None, config: dict = None ): """ Run complete evaluation: baselines + TradingAgents for a single ticker. """ print(f"\n{'='*80}") print(f"EVALUATION: {ticker} from {start_date} to {end_date}") print(f"Initial Capital: ${initial_capital:,.2f}") print(f"{'='*80}\n") # Output dir if output_dir is None: output_dir = f"eval_results/{ticker}/{datetime.now().strftime('%Y%m%d_%H%M%S')}" out = Path(output_dir) out.mkdir(parents=True, exist_ok=True) # Load data print("\n" + "="*80) print("STEP 1: Loading Stock Data") print("="*80) data = load_stock_data(ticker, start_date, end_date) data = standardize_single_ticker(data, ticker) # Backtest engine engine = BacktestEngine(data, initial_capital) # Baselines print("\n" + "="*80) print("STEP 2: Running Baseline Strategies") print("="*80) baselines = get_all_baseline_strategies(initial_capital) for name, strategy in baselines.items(): try: print(f"\nRunning {name}...", end=" ") portfolio = engine.run_strategy(strategy, start_date, end_date) print("✓ Complete") # Save actions to JSON save_strategy_actions_to_json(portfolio, name, ticker, start_date, end_date, output_dir) except Exception as e: print(f"✗ Failed: {e}") # TradingAgents if include_tradingagents: print("\n" + "="*80) print("STEP 3: Running TradingAgents") print("="*80) try: cfg = (config or DEFAULT_CONFIG).copy() # Fast eval defaults (you can override from CLI) cfg["deep_think_llm"] = cfg.get("deep_think_llm", "o4-mini") cfg["quick_think_llm"] = cfg.get("quick_think_llm", "gpt-4o-mini") cfg["max_debate_rounds"] = cfg.get("max_debate_rounds", 1) cfg["max_risk_discuss_rounds"] = cfg.get("max_risk_discuss_rounds", 1) # Deterministic-ish decoding for reproducibility cfg.setdefault("llm_params", {}).update({"temperature": 0.7, "top_p": 1.0, "seed": 42}) print(f"\nInitializing TradingAgents...") print(f" Deep Thinking LLM: {cfg['deep_think_llm']}") print(f" Quick Thinking LLM: {cfg['quick_think_llm']}") print(f" Debate Rounds: {cfg['max_debate_rounds']}") graph = TradingAgentsGraph( selected_analysts=["news"], # selected_analysts=["market", "social", "news", "fundamentals"], debug=False, config=cfg ) ta_backtester = TradingAgentsBacktester(graph, initial_capital, output_dir) ta_portfolio = ta_backtester.backtest(ticker, start_date, end_date, data) engine.results["TradingAgents"] = ta_portfolio print("\n✓ TradingAgents backtest complete") # Save TradingAgents actions to JSON (in consistent format with baselines) save_strategy_actions_to_json(ta_portfolio, "TradingAgents", ticker, start_date, end_date, output_dir) except Exception as e: print(f"\n✗ TradingAgents failed: {e}") import traceback traceback.print_exc() # Metrics print("\n" + "="*80) print("STEP 4: Calculating Performance Metrics") print("="*80) all_metrics = {} for name, portfolio in engine.results.items(): metrics = calculate_all_metrics(portfolio) all_metrics[name] = metrics print_metrics(metrics, name) # Generate cumulative returns comparison plot print("\n" + "="*80) print("STEP 5: Generating Comparison Plot") print("="*80) try: comparison_plot_path = str(out / ticker / "strategy_comparison.png") plot_cumulative_returns_from_results( results_dir=str(out / ticker), ticker=ticker, output_path=comparison_plot_path ) # Also save as PDF pdf_path = comparison_plot_path.replace('.png', '.pdf') plot_cumulative_returns_from_results( results_dir=str(out / ticker), ticker=ticker, output_path=pdf_path ) print(f"\n✓ Comparison plot saved to:") print(f" - {comparison_plot_path}") print(f" - {pdf_path}") except Exception as e: print(f"\n✗ Failed to generate comparison plot: {e}") import traceback traceback.print_exc() print("\n" + "="*80) print("EVALUATION COMPLETE") print("="*80) print(f"\nResults saved to: {out}") print(f"\nDaily actions JSON files saved for:") for name in engine.results.keys(): print(f" ✓ {name}") return engine.results, all_metrics def main(): parser = argparse.ArgumentParser(description="Run TradingAgents evaluation with baseline comparisons") parser.add_argument("--ticker", type=str, help="Stock ticker symbol (e.g., AAPL)") parser.add_argument("--start-date", type=str, required=True, help="Start date (YYYY-MM-DD)") parser.add_argument("--end-date", type=str, required=True, help="End date (YYYY-MM-DD)") parser.add_argument("--capital", type=float, default=100000, help="Initial capital (default: 100000)") parser.add_argument("--skip-tradingagents", action="store_true", help="Skip TradingAgents evaluation") parser.add_argument("--output-dir", type=str, default=None, help="Output directory for results") parser.add_argument("--deep-llm", type=str, default="o4-mini", help="Deep thinking LLM model") parser.add_argument("--quick-llm", type=str, default="gpt-4o-mini", help="Quick thinking LLM model") parser.add_argument("--debate-rounds", type=int, default=1, help="Number of debate rounds (default: 1)") # Used for debugging if is_debugging(): config = DEFAULT_CONFIG.copy() config.update({ "deep_think_llm": "o4-mini", "quick_think_llm": "gpt-4o-mini", "max_debate_rounds": 1, "max_risk_discuss_rounds": 1, "llm_params": {"temperature": 0.7, "top_p": 1.0, "seed": 42}, }) run_evaluation( ticker="AAPL", start_date="2024-01-01", end_date="2024-01-10", initial_capital=1000, include_tradingagents=True, output_dir="./evaluation_long_short/results", config=config ) return # Build config args = parser.parse_args() config = DEFAULT_CONFIG.copy() config["deep_think_llm"] = args.deep_llm config["quick_think_llm"] = args.quick_llm config["max_debate_rounds"] = args.debate_rounds config["max_risk_discuss_rounds"] = args.debate_rounds config.setdefault("llm_params", {}).update({"temperature": 0, "top_p": 1.0, "seed": 42}) run_evaluation( ticker=args.ticker, start_date=args.start_date, end_date=args.end_date, initial_capital=args.capital, include_tradingagents=not args.skip_tradingagents, output_dir=args.output_dir, config=config ) if __name__ == "__main__": main()