backtest_runner.cpp File Reference

Empirical Validation Binary — Three-Strategy Backtest Runner. More...

#include "srfm/geodesic_strategy.hpp"
#include "srfm/backtest.hpp"
#include "srfm/constants.hpp"
#include <algorithm>
#include <cmath>
#include <cstdlib>
#include <filesystem>
#include <fstream>
#include <iostream>
#include <optional>
#include <sstream>
#include <string>
#include <vector>

Go to the source code of this file.

Classes
struct	RegimeRow
struct	Args

Functions
static std::vector< std::string >	split_csv (const std::string &line)
static std::optional< double >	safe_double (const std::string &s)
static int	find_col (const std::vector< std::string > &hdr, const std::string &name)
static std::optional< std::vector< RegimeRow > >	load_regime_csv (const std::string &path, std::string &err)
static std::pair< std::vector< srfm::backtest::GeodesicBarData >, std::vector< double > >	build_bars (const std::vector< RegimeRow > &rows)
static bool	write_backtest_csv (const std::string &ticker, const srfm::backtest::ExtendedBacktester::TripleComparison &result, const std::string &output_dir, std::string &err)
static std::optional< Args >	parse_args (int argc, char *argv[])
int	main (int argc, char *argv[])

Detailed Description

Empirical Validation Binary — Three-Strategy Backtest Runner.

Binary: backtest_runner

Purpose

Reads a regime CSV (output from regime_validator) and runs all three SRFM strategies (RAW, RELATIVISTIC, GEODESIC_DEVIATION) via ExtendedBacktester. Writes one output row per strategy per ticker:

ticker, strategy, sharpe, sortino, max_drawdown

Also prints a formatted comparison table to stdout.

Usage

backtest_runner –input <regime_csv> –output-dir <dir> [–ticker <name>]

Input Format (regime CSV)

ticker, bar_index, interval_type, next_bar_abs_return, beta, geodesic_deviation

Exit Codes

0 — success 1 — fatal error

Definition in file backtest_runner.cpp.

Function Documentation

build_bars()

static std::pair< std::vector< srfm::backtest::GeodesicBarData >, std::vector< double > > build_bars ( const std::vector< RegimeRow > &  rows )

static

Convert regime rows to GeodesicBarData.

Signal convention: +1 for TIMELIKE (trust causal momentum), −1 for SPACELIKE. Asset return = next_bar_abs_return with sign derived from interval type.

Definition at line 161 of file backtest_runner.cpp.

find_col()

static int find_col ( const std::vector< std::string > &  hdr, const std::string &  name  )

static

Definition at line 73 of file backtest_runner.cpp.

load_regime_csv()

static std::optional< std::vector< RegimeRow > > load_regime_csv ( const std::string &  path, std::string &  err  )

static

Definition at line 93 of file backtest_runner.cpp.

main()

int main	(	int	argc,
		char *	argv[]
	)

Definition at line 263 of file backtest_runner.cpp.

parse_args()

static std::optional< Args > parse_args ( int  argc, char *  argv[]  )

static

Definition at line 243 of file backtest_runner.cpp.

safe_double()

static std::optional< double > safe_double ( const std::string &  s )

static

Definition at line 60 of file backtest_runner.cpp.

split_csv()

static std::vector< std::string > split_csv ( const std::string &  line )

static

Definition at line 44 of file backtest_runner.cpp.

write_backtest_csv()

static bool write_backtest_csv ( const std::string &  ticker, const srfm::backtest::ExtendedBacktester::TripleComparison &  result, const std::string &  output_dir, std::string &  err  )

static

Definition at line 199 of file backtest_runner.cpp.