orderflow_backtest/main.py

import logging
import typer
from pathlib import Path
from datetime import datetime, timezone
import subprocess
import time
import threading
from db_interpreter import DBInterpreter
from ohlc_processor import OHLCProcessor
from desktop_app import MainWindow
import sys
from PySide6.QtWidgets import QApplication


def main(instrument: str = typer.Argument(..., help="Instrument to backtest, e.g. BTC-USDT"),
         start_date: str = typer.Argument(..., help="Start date, e.g. 2025-07-01"),
         end_date: str = typer.Argument(..., help="End date, e.g. 2025-08-01"),
         window_seconds: int = typer.Option(60, help="OHLC window size in seconds")):
    """
    Process orderbook data and visualize OHLC charts in real-time.
    """
    logging.basicConfig(level=logging.INFO, format="%(asctime)s %(levelname)s %(message)s")
    
    start_date = datetime.strptime(start_date, "%Y-%m-%d").replace(tzinfo=timezone.utc)
    end_date = datetime.strptime(end_date, "%Y-%m-%d").replace(tzinfo=timezone.utc)

    databases_path = Path("../data/OKX")
    
    if not databases_path.exists():
        logging.error(f"Database path does not exist: {databases_path}")
        return
    
    db_paths = list(databases_path.glob(f"{instrument}*.db"))
    db_paths.sort()
    
    if not db_paths:
        logging.error(f"No database files found for instrument {instrument} in {databases_path}")
        return
    
    logging.info(f"Found {len(db_paths)} database files: {[p.name for p in db_paths]}")

    processor = OHLCProcessor(window_seconds=window_seconds)

    def process_data():
        """Process database data in a separate thread."""
        try:
            for db_path in db_paths:
                db_name_parts = db_path.name.split(".")[0].split("-")
                if len(db_name_parts) < 5:
                    logging.warning(f"Unexpected filename format: {db_path.name}")
                    continue
                    
                db_name = db_name_parts[2:5]
                db_date = datetime.strptime("".join(db_name), "%y%m%d").replace(tzinfo=timezone.utc)

                if db_date < start_date or db_date >= end_date:
                    logging.info(f"Skipping {db_path.name} - outside date range")
                    continue

                logging.info(f"Processing database: {db_path.name}")
                db_interpreter = DBInterpreter(db_path)
                
                batch_count = 0
                for orderbook_update, trades in db_interpreter.stream():
                    batch_count += 1
                    
                    processor.process_trades(trades)
                    processor.update_orderbook(orderbook_update)
                            
            processor.finalize()
            logging.info("Data processing completed")
        except Exception as e:
            logging.error(f"Error in data processing: {e}")

    try:
        app = QApplication(sys.argv)
        desktop_app = MainWindow()
        
        desktop_app.setup_data_processor(processor)
        desktop_app.show()
        
        logging.info("Desktop visualizer started")
        
        data_thread = threading.Thread(target=process_data, daemon=True)
        data_thread.start()
        
        app.exec()
        
    except Exception as e:
        logging.error(f"Failed to start desktop visualizer: {e}")


if __name__ == "__main__":
    typer.run(main)