84 lines
3.0 KiB
Python
84 lines
3.0 KiB
Python
from pathlib import Path
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import json
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import os
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import sys
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from typing import Optional
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from sqlalchemy.exc import SQLAlchemyError
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ROOT = Path(__file__).resolve().parents[1]
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os.environ.setdefault("DATABASE_URL", "postgresql+psycopg://user:pass@localhost:5432/ai_ict_test")
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if str(ROOT) not in sys.path:
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sys.path.insert(0, str(ROOT))
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from scripts.run_backtest import (
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build_backtest_timeframe_set_from_env,
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build_backtest_mode_from_env,
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build_cost_config_from_env,
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build_replay_config_from_env,
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build_quality_gate_from_env,
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build_require_quality_gate_from_env,
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)
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from scripts.run_execution import build_account_risk_state_from_env
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from scripts.run_signals import build_signal_evidence_keys_from_env
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from src.main import run_closed_loop
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def main(env=None) -> int:
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env = os.environ if env is None else env
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output_json = _get_bool(env, "PIPELINE_OUTPUT_JSON", False)
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try:
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timeframe_set = build_backtest_timeframe_set_from_env(env=env)
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result = run_closed_loop(
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instrument_id=1,
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timeframe=timeframe_set["trigger_tf"],
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bias_tf=timeframe_set["bias_tf"],
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setup_tf=timeframe_set["setup_tf"],
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trigger_tf=timeframe_set["trigger_tf"],
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backtest_limit=100,
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run_execution=True,
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backtest_cost_config=build_cost_config_from_env(env=env),
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backtest_quality_gate=build_quality_gate_from_env(env=env),
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backtest_mode=build_backtest_mode_from_env(env=env),
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backtest_replay_config=build_replay_config_from_env(env=env),
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signal_required_evidence_keys=build_signal_evidence_keys_from_env(env=env),
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execution_account_state=build_account_risk_state_from_env(env=env),
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)
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except SQLAlchemyError as exc:
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if output_json:
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print(
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json.dumps(
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{"passed": False, "error_type": exc.__class__.__name__, "error": str(exc)},
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default=str,
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ensure_ascii=False,
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sort_keys=True,
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)
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)
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else:
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print(f"Database unavailable for pipeline sample: {exc.__class__.__name__}")
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return 2
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print(json.dumps(result, default=str, ensure_ascii=False, indent=2))
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quality_gate = _extract_quality_gate(result)
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if build_require_quality_gate_from_env(env=env) and (not quality_gate or quality_gate.get("passed") is not True):
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return 2
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return 0
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def _extract_quality_gate(result: dict) -> Optional[dict]:
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if result.get("backtest_quality_gate"):
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return result["backtest_quality_gate"]
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latest_backtest = result.get("latest_backtest") or {}
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summary = latest_backtest.get("summary") or {}
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return summary.get("quality_gate")
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def _get_bool(env, key: str, default: bool) -> bool:
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value = env.get(key)
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if value is None or value == "":
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return default
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return str(value).strip().lower() in {"1", "true", "yes", "on"}
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if __name__ == "__main__":
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raise SystemExit(main())
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