Phase 5 plan replay backtest

scripts/run_backtest.py

@@ -12,6 +12,7 @@ if str(ROOT) not in sys.path:
 
 from src.services.backtest import (
     BACKTEST_MODE_ENTRY_THEN_OUTCOME,
+    BACKTEST_SUBJECT_PLAN_REPLAY,
     BacktestCostConfig,
     BacktestQualityGate,
     BacktestReplayConfig,
@@ -55,6 +56,26 @@ def build_backtest_mode_from_env(env=None) -> str:
     return value or BACKTEST_MODE_ENTRY_THEN_OUTCOME
 
 
+def build_backtest_subject_type_from_env(env=None) -> str:
+    env = os.environ if env is None else env
+    value = str(env.get("BACKTEST_SUBJECT_TYPE") or "").strip()
+    return value or BACKTEST_SUBJECT_PLAN_REPLAY
+
+
+def build_backtest_trading_plan_id_from_env(env=None) -> Optional[int]:
+    env = os.environ if env is None else env
+    value = env.get("BACKTEST_TRADING_PLAN_ID")
+    if value is None or value == "":
+        return None
+    return int(value)
+
+
+def build_backtest_candidate_model_code_from_env(env=None) -> Optional[str]:
+    env = os.environ if env is None else env
+    value = str(env.get("BACKTEST_CANDIDATE_MODEL_CODE") or "").strip()
+    return value or None
+
+
 def build_replay_config_from_env(env=None) -> BacktestReplayConfig:
     env = os.environ if env is None else env
     defaults = BacktestReplayConfig()
@@ -85,6 +106,9 @@ def run_backtest_once(
     require_quality_gate: bool = False,
     output_json: bool = False,
     backtest_mode: str = BACKTEST_MODE_ENTRY_THEN_OUTCOME,
+    subject_type: str = BACKTEST_SUBJECT_PLAN_REPLAY,
+    trading_plan_id: Optional[int] = None,
+    candidate_model_code: Optional[str] = None,
     replay_config: Optional[BacktestReplayConfig] = None,
     timeframe_set: Optional[dict] = None,
 ) -> int:
@@ -93,16 +117,26 @@ def run_backtest_once(
         limit=limit,
         cost_config=cost_config,
         quality_gate=quality_gate,
+        subject_type=subject_type,
+        trading_plan_id=trading_plan_id,
+        candidate_model_code=candidate_model_code,
         mode=backtest_mode,
         replay_config=replay_config,
         timeframe_set=timeframe_set,
     )
-    summary = summarize_backtest_outcomes(outcomes)
-    quality_gate_result = evaluate_backtest_quality(summary, gate=quality_gate)
+    summary = summarize_backtest_outcomes(outcomes, subject_type=subject_type)
+    quality_gate_result = evaluate_backtest_quality(
+        summary,
+        gate=quality_gate,
+        sample_basis="executed" if subject_type == BACKTEST_SUBJECT_PLAN_REPLAY else "total_plus_executed",
+    )
     payload = {
         "passed": not require_quality_gate or quality_gate_result["passed"],
         "backtest_run_id": run_id,
         "result_count": len(outcomes),
+        "subject_type": subject_type,
+        "trading_plan_id": trading_plan_id,
+        "candidate_model_code": candidate_model_code,
         "timeframe_set": timeframe_set,
         "summary": summary,
         "quality_gate": quality_gate_result,
@@ -133,6 +167,9 @@ def main(env=None) -> int:
             require_quality_gate=build_require_quality_gate_from_env(env=env),
             output_json=output_json,
             backtest_mode=build_backtest_mode_from_env(env=env),
+            subject_type=build_backtest_subject_type_from_env(env=env),
+            trading_plan_id=build_backtest_trading_plan_id_from_env(env=env),
+            candidate_model_code=build_backtest_candidate_model_code_from_env(env=env),
             replay_config=build_replay_config_from_env(env=env),
             timeframe_set=build_backtest_timeframe_set_from_env(env=env),
         )