Remove deprecated modules and files related to the backtesting framework, including backtest.py, cli.py, config.py, data.py, intrabar.py, logging_utils.py, market_costs.py, metrics.py, trade.py, and supertrend indicators. Introduce a new structure for the backtesting engine with improved organization and functionality, including a CLI handler, data manager, and reporting capabilities. Update dependencies in pyproject.toml to support the new architecture.

engine/logging_config.py

@@ -0,0 +1,124 @@
+"""
+Centralized logging configuration for the backtest engine.
+
+Provides colored console output and rotating file logs.
+"""
+
+import logging
+import sys
+from logging.handlers import RotatingFileHandler
+from pathlib import Path
+
+
+# ANSI color codes for terminal output
+class Colors:
+    """ANSI escape codes for colored terminal output."""
+    
+    RESET = "\033[0m"
+    BOLD = "\033[1m"
+    
+    # Log level colors
+    DEBUG = "\033[36m"      # Cyan
+    INFO = "\033[32m"       # Green
+    WARNING = "\033[33m"    # Yellow
+    ERROR = "\033[31m"      # Red
+    CRITICAL = "\033[35m"   # Magenta
+
+
+class ColoredFormatter(logging.Formatter):
+    """
+    Custom formatter that adds colors to log level names in terminal output.
+    """
+    
+    LEVEL_COLORS = {
+        logging.DEBUG: Colors.DEBUG,
+        logging.INFO: Colors.INFO,
+        logging.WARNING: Colors.WARNING,
+        logging.ERROR: Colors.ERROR,
+        logging.CRITICAL: Colors.CRITICAL,
+    }
+    
+    def __init__(self, fmt: str = None, datefmt: str = None):
+        super().__init__(fmt, datefmt)
+    
+    def format(self, record: logging.LogRecord) -> str:
+        # Save original levelname
+        original_levelname = record.levelname
+        
+        # Add color to levelname
+        color = self.LEVEL_COLORS.get(record.levelno, Colors.RESET)
+        record.levelname = f"{color}{record.levelname}{Colors.RESET}"
+        
+        # Format the message
+        result = super().format(record)
+        
+        # Restore original levelname
+        record.levelname = original_levelname
+        
+        return result
+
+
+def setup_logging(
+    log_dir: str = "logs",
+    log_level: int = logging.INFO,
+    console_level: int = logging.INFO,
+    max_bytes: int = 5 * 1024 * 1024,  # 5MB
+    backup_count: int = 3
+) -> None:
+    """
+    Configure logging for the application.
+    
+    Args:
+        log_dir: Directory for log files
+        log_level: File logging level
+        console_level: Console logging level
+        max_bytes: Max size per log file before rotation
+        backup_count: Number of backup files to keep
+    """
+    log_path = Path(log_dir)
+    log_path.mkdir(parents=True, exist_ok=True)
+    
+    # Get root logger
+    root_logger = logging.getLogger()
+    root_logger.setLevel(logging.DEBUG)  # Capture all, handlers filter
+    
+    # Clear existing handlers
+    root_logger.handlers.clear()
+    
+    # Console handler with colors
+    console_handler = logging.StreamHandler(sys.stdout)
+    console_handler.setLevel(console_level)
+    console_fmt = ColoredFormatter(
+        fmt="[%(asctime)s] %(levelname)s - %(message)s",
+        datefmt="%H:%M:%S"
+    )
+    console_handler.setFormatter(console_fmt)
+    root_logger.addHandler(console_handler)
+    
+    # File handler with rotation
+    file_handler = RotatingFileHandler(
+        log_path / "backtest.log",
+        maxBytes=max_bytes,
+        backupCount=backup_count,
+        encoding="utf-8"
+    )
+    file_handler.setLevel(log_level)
+    file_fmt = logging.Formatter(
+        fmt="%(asctime)s - %(name)s - %(levelname)s - %(message)s",
+        datefmt="%Y-%m-%d %H:%M:%S"
+    )
+    file_handler.setFormatter(file_fmt)
+    root_logger.addHandler(file_handler)
+
+
+def get_logger(name: str) -> logging.Logger:
+    """
+    Get a logger instance for the given module name.
+    
+    Args:
+        name: Module name (typically __name__)
+        
+    Returns:
+        Configured logger instance
+    """
+    return logging.getLogger(name)