Cycles/cycles/application.py

"""
Backtesting Application

This module provides the main application class that orchestrates the entire
backtesting workflow. It coordinates configuration management, data loading,
backtest execution, and result output.
"""

import logging
import datetime
import concurrent.futures
from pathlib import Path
from typing import Optional, List, Dict, Any

from cycles.utils.storage import Storage
from cycles.utils.system import SystemUtils
from cycles.utils.config_manager import ConfigManager
from cycles.utils.results_processor import ResultsProcessor
from cycles.utils.backtest_runner import create_timeframe_tasks


class BacktestApplication:
    """
    Main application class for coordinating backtesting workflow.
    
    Orchestrates configuration management, data loading, backtest execution,
    and result output in a clean, modular way.
    """
    
    def __init__(self, config_path: Optional[str] = None):
        """
        Initialize the backtesting application.
        
        Args:
            config_path: Optional path to configuration file
        """
        self.config_manager = ConfigManager(config_path)
        self.storage = Storage(logging=logging)
        self.system_utils = SystemUtils(logging=logging)
        self.results_processor = ResultsProcessor()
        
        self.logger = logging.getLogger(__name__)
        
    def load_data(self):
        """Load market data based on configuration."""
        self.logger.info("Loading market data...")
        
        data_1min = self.storage.load_data(
            'btcusd_1-min_data.csv',
            self.config_manager.start_date,
            self.config_manager.stop_date
        )
        
        self.logger.info(f"Loaded {len(data_1min)} rows of 1-minute data")
        return data_1min
    
    def create_tasks(self, data_1min) -> List:
        """Create backtest tasks from configuration."""
        self.logger.info("Creating backtest tasks...")
        
        tasks = create_timeframe_tasks(
            self.config_manager.timeframes,
            data_1min,
            self.config_manager
        )
        
        self.logger.info(f"Created {len(tasks)} backtest tasks")
        return tasks
    
    def execute_tasks(self, tasks: List, debug: bool = False) -> tuple:
        """
        Execute backtest tasks.
        
        Args:
            tasks: List of TimeframeTask objects
            debug: Whether to run in debug mode (sequential with plotting)
            
        Returns:
            Tuple of (results_rows, trade_rows)
        """
        if debug:
            return self._execute_tasks_debug(tasks)
        else:
            return self._execute_tasks_parallel(tasks)
    
    def _execute_tasks_debug(self, tasks: List) -> tuple:
        """Execute tasks in debug mode (sequential)."""
        self.logger.info("Executing tasks in debug mode (sequential)")
        
        all_results_rows = []
        all_trade_rows = []
        
        for task in tasks:
            self.logger.info(f"Processing timeframe: {task.timeframe}")
            results, trades = task.execute(debug=True)
            
            if results:
                all_results_rows.append(results)
            if trades:
                all_trade_rows.extend(trades)
        
        return all_results_rows, all_trade_rows
    
    def _execute_tasks_parallel(self, tasks: List) -> tuple:
        """Execute tasks in parallel."""
        workers = self.system_utils.get_optimal_workers()
        self.logger.info(f"Executing tasks in parallel with {workers} workers")
        
        all_results_rows = []
        all_trade_rows = []
        
        with concurrent.futures.ProcessPoolExecutor(max_workers=workers) as executor:
            # Submit all tasks
            futures = {
                executor.submit(task.execute, False): task 
                for task in tasks
            }
            
            # Collect results
            for future in concurrent.futures.as_completed(futures):
                task = futures[future]
                try:
                    results, trades = future.result()
                    
                    if results:
                        all_results_rows.append(results)
                    if trades:
                        all_trade_rows.extend(trades)
                        
                    self.logger.info(f"Completed timeframe: {task.timeframe}")
                    
                except Exception as e:
                    self.logger.error(f"Task failed for timeframe {task.timeframe}: {e}")
        
        return all_results_rows, all_trade_rows
    
    def save_results(self, results_rows: List[Dict[str, Any]], trade_rows: List[Dict[str, Any]], 
                    data_1min) -> None:
        """
        Save backtest results to files.
        
        Args:
            results_rows: List of result summary rows
            trade_rows: List of individual trade rows
            data_1min: Original 1-minute data for metadata
        """
        timestamp = datetime.datetime.now().strftime("%Y_%m_%d_%H_%M")
        
        # Create metadata
        metadata_lines = self.results_processor.create_metadata_lines(
            self.config_manager, data_1min
        )
        
        # Save backtest results
        backtest_filename = f"{timestamp}_backtest.csv"
        backtest_fieldnames = [
            "timeframe", "stop_loss_pct", "n_trades", "n_stop_loss", "win_rate",
            "max_drawdown", "avg_trade", "profit_ratio", "final_usd", "total_fees_usd"
        ]
        
        self.storage.write_backtest_results(
            backtest_filename, backtest_fieldnames, results_rows, metadata_lines
        )
        
        # Save trade details
        trades_fieldnames = [
            "entry_time", "exit_time", "entry_price", "exit_price", 
            "profit_pct", "type", "fee_usd"
        ]
        
        self.storage.write_trades(trade_rows, trades_fieldnames)
        
        self.logger.info(f"Results saved to {backtest_filename}")
    
    def run(self, debug: bool = False) -> None:
        """
        Run the complete backtesting workflow.
        
        Args:
            debug: Whether to run in debug mode
        """
        try:
            self.logger.info("Starting backtesting workflow")
            self.logger.info(f"Configuration: {self.config_manager}")
            
            # Load data
            data_1min = self.load_data()
            
            # Create and execute tasks
            tasks = self.create_tasks(data_1min)
            results_rows, trade_rows = self.execute_tasks(tasks, debug)
            
            # Save results
            if results_rows or trade_rows:
                self.save_results(results_rows, trade_rows, data_1min)
                self.logger.info("Backtesting workflow completed successfully")
            else:
                self.logger.warning("No results generated")
                
        except Exception as e:
            self.logger.error(f"Backtesting workflow failed: {e}")
            raise


def setup_logging() -> None:
    """Setup application logging configuration."""
    logging.basicConfig(
        level=logging.INFO,
        format="%(asctime)s [%(levelname)s] %(message)s",
        handlers=[
            logging.FileHandler("backtest.log"),
            logging.StreamHandler()
        ]
    )