feat(backtest): summarize a backtest result, or a decision log by its path

- callers no longer construct TradingMemoryLog to score a run; README and CLI pass the result
This commit is contained in:
Yijia-Xiao
2026-09-24 05:00:36 +00:00
parent 852ffead43
commit dcbff5ea42
5 changed files with 42 additions and 10 deletions
+1 -2
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@@ -325,11 +325,10 @@ One run gives one decision, which cannot tell you whether the system decides wel
```python
from tradingagents.backtest import iter_grid, run_backtest, summarize
from tradingagents.agents.utils.memory import TradingMemoryLog
dates = iter_grid("2026-06-01", "2026-08-01", every_n_days=7)
result = run_backtest(["NVDA", "AAPL"], dates, config, selected_analysts=["market", "news"])
print(summarize(TradingMemoryLog({"memory_log_path": str(result.log_path)})).render())
print(summarize(result).render())
```
From the CLI:
+1 -2
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@@ -1372,7 +1372,6 @@ def backtest(
),
):
"""Score past decisions over a grid of tickers and dates."""
from tradingagents.agents.utils.memory import TradingMemoryLog
try:
dates = iter_grid(start, end, every)
@@ -1395,7 +1394,7 @@ def backtest(
except Exception as exc: # a missing key or an unknown analyst is a setup error
console.print(f"[red]{exc}[/red]")
raise typer.Exit(code=1) from None
console.print(summarize(TradingMemoryLog({"memory_log_path": str(result.log_path)})).render())
console.print(summarize(result).render())
console.print(f"\nRan {result.cells_run} cells, skipped {result.skipped}. Log: {result.log_path}")
for ticker, date, reason in result.failures:
console.print(f"[yellow]failed:[/yellow] {ticker} {date}: {reason}")
+30 -2
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@@ -120,7 +120,7 @@ def _log_with(tmp_path, rows):
log.store_decision(ticker, date, decision)
if outcome is not None:
log.update_with_outcome(ticker, date, outcome[0], outcome[1], 5, "note", "2026-02-01")
return log
return tmp_path / "m.md"
@pytest.mark.unit
@@ -245,4 +245,32 @@ def test_the_window_reported_is_the_one_the_outcomes_used(tmp_path):
log.store_decision("NVDA", "2026-01-05", "**Rating**: Buy\n\nx")
log.update_with_outcome("NVDA", "2026-01-05", 0.1, 0.04, 21, "note", "2026-02-01")
assert "21 trading days" in summarize(log).render()
assert "21 trading days" in summarize(tmp_path / "m.md").render()
@pytest.mark.unit
def test_a_backtest_result_is_summarized_directly(tmp_path):
"""The result names its own log, so a caller never builds the log to score it."""
from tradingagents.backtest import BacktestResult
path = _log_with(tmp_path, [("NVDA", "2026-01-05", "Rating: Buy\n\nx", (0.10, 0.04))])
assert summarize(BacktestResult(run_id="r", log_path=path)).resolved == 1
@pytest.mark.unit
def test_a_log_path_that_does_not_exist_is_an_error_not_an_empty_summary(tmp_path):
missing = tmp_path / "no-such-dir" / "m.md"
with pytest.raises(FileNotFoundError):
summarize(missing)
assert not missing.parent.exists()
@pytest.mark.unit
def test_a_result_whose_cells_all_failed_summarizes_as_empty(tmp_path):
from tradingagents.backtest import BacktestResult
result = BacktestResult(run_id="r", log_path=tmp_path / "never-written.md")
assert summarize(result).resolved == 0
+1 -1
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@@ -98,7 +98,7 @@ def test_an_unscored_decision_is_left_out_of_the_backtest_figures(tmp_path):
log.store_decision("AAPL", "2026-01-05", REFUSAL)
log.update_with_outcome("AAPL", "2026-01-05", 0.1, 0.04, 5, "note", "2026-02-01")
summary = summarize(log)
summary = summarize(tmp_path / "m.md")
assert set(summary.by_rating) == {"Buy"}
+9 -3
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@@ -175,9 +175,15 @@ def run_backtest(
return result
def summarize(memory_log: TradingMemoryLog) -> BacktestSummary:
"""Score the settled decisions in a log, by rating."""
entries = memory_log.load_entries()
def summarize(source: BacktestResult | str | Path) -> BacktestSummary:
"""Score the settled decisions of a backtest, or of a decision log at a path, by rating."""
if isinstance(source, BacktestResult):
path = source.log_path # a run whose cells all failed wrote no log: nothing to score
elif Path(source).is_file():
path = Path(source)
else:
raise FileNotFoundError(f"no decision log at {source}")
entries = TradingMemoryLog({"memory_log_path": str(path)}).load_entries()
# A decision with no readable rating has no direction, so it can neither
# count for nor against the system; it is reported as unscored instead.
resolved = [(e, _alpha(e)) for e in entries