TradingAgents/evaluation_long_short/run_evaluation.py

384 lines
16 KiB
Python

"""
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 clear_chromadb_collections():
"""Clear any existing ChromaDB collections to avoid conflicts"""
try:
import chromadb
from chromadb.config import Settings
client = chromadb.Client(Settings(allow_reset=True))
client.reset()
print("[CLEANUP] ChromaDB collections cleared")
except Exception as e:
print(f"[CLEANUP] Warning: Could not clear ChromaDB: {e}")
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():
# Handle both datetime and string dates
if isinstance(date, str):
date_str = date
else:
date_str = date.strftime("%Y-%m-%d")
# Handle different column names from different backtesting methods
# Baselines use: action, position, close
# TradingAgents use: action, shares, close_price
action_record = {
"date": date_str,
"action": int(row["action"]) if "action" in row and pd.notna(row["action"]) else 0,
"position": int(row.get("position", 1 if row.get("shares", 0) > 0 else (-1 if row.get("shares", 0) < 0 else 0))),
"close_price": float(row.get("close_price") or row.get("close")) if ("close_price" in row or "close" in row) 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
}
# Add shares if available (TradingAgents specific)
if "shares" in row:
action_record["shares"] = float(row["shares"])
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,
include_dapt: bool = True,
dapt_adapter_path: str = None,
output_dir: str = None,
config: dict = None
):
"""
Run complete evaluation: baselines + TradingAgents (original + DAPT variant) for a single ticker.
Args:
ticker: Stock ticker symbol
start_date: Start date for evaluation
end_date: End date for evaluation
initial_capital: Initial capital for backtesting
include_tradingagents: Whether to include original TradingAgents
include_dapt: Whether to include DAPT-enhanced TradingAgents
dapt_adapter_path: Path to DAPT adapter (required if include_dapt=True)
output_dir: Output directory for results
config: Base configuration dictionary
"""
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 - Original
if include_tradingagents:
print("\n" + "="*80)
print("STEP 3: Running TradingAgents (Original)")
print("="*80)
try:
# Clear any existing ChromaDB collections
clear_chromadb_collections()
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})
# Disable ALL fine-tuned models for original TradingAgents
cfg["use_dapt_sentiment"] = False
cfg["use_sft_sentiment"] = False
print(f"\nInitializing TradingAgents (Original)...")
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']}")
print(f" DAPT Sentiment: {cfg.get('use_dapt_sentiment', False)}")
print(f" SFT Sentiment: {cfg.get('use_sft_sentiment', False)}")
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 (Original) 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 (Original) failed: {e}")
import traceback
traceback.print_exc()
# TradingAgents - DAPT Enhanced
if include_dapt:
print("\n" + "="*80)
print("STEP 4: Running TradingAgents (DAPT-Enhanced)")
print("="*80)
try:
# Clear any existing ChromaDB collections
clear_chromadb_collections()
if dapt_adapter_path is None:
# Default to the path from test_dapt.py
dapt_adapter_path = "D:/Quanliang/PhD_courses/CS769-TradingAgents/llama3_8b_dapt_transcripts_lora"
print(f" Using default DAPT adapter path: {dapt_adapter_path}")
cfg_dapt = (config or DEFAULT_CONFIG).copy()
# Fast eval defaults (you can override from CLI)
cfg_dapt["deep_think_llm"] = cfg_dapt.get("deep_think_llm", "o4-mini")
cfg_dapt["quick_think_llm"] = cfg_dapt.get("quick_think_llm", "gpt-4o-mini")
cfg_dapt["max_debate_rounds"] = cfg_dapt.get("max_debate_rounds", 1)
cfg_dapt["max_risk_discuss_rounds"] = cfg_dapt.get("max_risk_discuss_rounds", 1)
# Deterministic-ish decoding for reproducibility
cfg_dapt.setdefault("llm_params", {}).update({"temperature": 0.7, "top_p": 1.0, "seed": 42})
# Enable BOTH DAPT and SFT for complete fine-tuned pipeline
cfg_dapt["use_dapt_sentiment"] = True
cfg_dapt["dapt_adapter_path"] = dapt_adapter_path
cfg_dapt["use_sft_sentiment"] = True # Enable SFT for news sentiment
cfg_dapt["sft_adapter_path"] = cfg_dapt.get("sft_adapter_path", "D:/Quanliang/PhD_courses/CS769-TradingAgents/dapt_sft_adapters_e4_60_20_20")
cfg_dapt["llm_provider"] = cfg_dapt.get("llm_provider", "openai") # provider for other agents
print(f"\nInitializing TradingAgents (DAPT-Enhanced)...")
print(f" Deep Thinking LLM: {cfg_dapt['deep_think_llm']}")
print(f" Quick Thinking LLM: {cfg_dapt['quick_think_llm']}")
print(f" Debate Rounds: {cfg_dapt['max_debate_rounds']}")
print(f" DAPT Sentiment: {cfg_dapt['use_dapt_sentiment']}")
print(f" DAPT Adapter Path: {cfg_dapt['dapt_adapter_path']}")
print(f" SFT Sentiment: {cfg_dapt['use_sft_sentiment']}")
print(f" SFT Adapter Path: {cfg_dapt['sft_adapter_path']}")
graph_dapt = TradingAgentsGraph(
# selected_analysts=["news"],
selected_analysts=["market", "social", "news", "fundamentals"],
debug=False,
config=cfg_dapt
)
ta_dapt_backtester = TradingAgentsBacktester(graph_dapt, initial_capital, output_dir)
ta_dapt_portfolio = ta_dapt_backtester.backtest(ticker, start_date, end_date, data)
engine.results["TradingAgents_DAPT"] = ta_dapt_portfolio
print("\n✓ TradingAgents (DAPT-Enhanced) backtest complete")
# Save TradingAgents_DAPT actions to JSON
save_strategy_actions_to_json(ta_dapt_portfolio, "TradingAgents_DAPT", ticker, start_date, end_date, output_dir)
except Exception as e:
print(f"\n✗ TradingAgents (DAPT-Enhanced) failed: {e}")
import traceback
traceback.print_exc()
# Metrics
print("\n" + "="*80)
print("STEP 5: 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 6: 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 original TradingAgents evaluation")
parser.add_argument("--skip-dapt", action="store_true", help="Skip DAPT-enhanced TradingAgents evaluation")
parser.add_argument("--dapt-adapter-path", type=str, default=None, help="Path to DAPT adapter (default: llama3_8b_dapt_transcripts_lora in workspace)")
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,
include_dapt=True,
dapt_adapter_path="D:/Quanliang/PhD_courses/CS769-TradingAgents/llama3_8b_dapt_transcripts_lora",
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,
include_dapt=not args.skip_dapt,
dapt_adapter_path=args.dapt_adapter_path,
output_dir=args.output_dir,
config=config
)
if __name__ == "__main__":
main()