trading_bot_v4/scripts/distributed_v9_advanced_worker.py

#!/usr/bin/env python3
"""
Distributed v9 advanced parameter sweep for cluster execution.

This script is designed to run on worker nodes as part of distributed processing.
The coordinator will split the 800K+ configurations into chunks and distribute
them across the cluster.

Expected per-worker throughput: ~300-500 configs/hour
Total runtime: 40-80 hours on 2-worker cluster
"""

import argparse
import sys
from pathlib import Path

# Add project root to path
project_root = Path(__file__).parent.parent
sys.path.insert(0, str(project_root))

import pandas as pd
from tqdm import tqdm

from backtester.data_loader import load_data
from backtester.indicators.money_line_v9 import MoneyLineV9Inputs, money_line_v9_signals
from backtester.simulator import simulate_money_line


def test_config(params):
    """Test a single configuration."""
    # Load data once (cached)
    df = load_data("solusdt_5m.csv")
    
    # Create inputs with parameters
    inputs = MoneyLineV9Inputs(
        # Basic optimized params (FIXED from previous sweep)
        confirm_bars=0,
        flip_threshold_percent=0.5,
        cooldown_bars=3,
        adx_min=21,
        long_pos_max=75,
        short_pos_min=20,
        vol_min=1.0,
        
        # ADVANCED OPTIMIZATION PARAMETERS:
        atr_period=params['atr_period'],
        multiplier=params['multiplier'],
        adx_length=params['adx_length'],
        rsi_length=params['rsi_length'],
        rsi_long_min=params['rsi_long_min'],
        rsi_long_max=params['rsi_long_max'],
        rsi_short_min=params['rsi_short_min'],
        rsi_short_max=params['rsi_short_max'],
        vol_max=params['vol_max'],
        entry_buffer_atr=params['entry_buffer_atr'],
        use_heikin_ashi=params['use_heikin_ashi'],
        use_ma_gap_filter=params['use_ma_gap_filter'],
        ma_gap_long_min=params['ma_gap_long_min'],
        ma_gap_short_max=params['ma_gap_short_max'],
    )
    
    try:
        # Generate signals
        signals = money_line_v9_signals(df, inputs)
        
        # Simulate trades
        results = simulate_money_line(df, signals)
        
        return {
            'atr_period': params['atr_period'],
            'multiplier': params['multiplier'],
            'adx_length': params['adx_length'],
            'rsi_length': params['rsi_length'],
            'rsi_long_min': params['rsi_long_min'],
            'rsi_long_max': params['rsi_long_max'],
            'rsi_short_min': params['rsi_short_min'],
            'rsi_short_max': params['rsi_short_max'],
            'vol_max': params['vol_max'],
            'entry_buffer_atr': params['entry_buffer_atr'],
            'use_heikin_ashi': params['use_heikin_ashi'],
            'use_ma_gap_filter': params['use_ma_gap_filter'],
            'ma_gap_long_min': params['ma_gap_long_min'],
            'ma_gap_short_max': params['ma_gap_short_max'],
            'pnl': results['total_pnl'],
            'win_rate': results['win_rate'],
            'profit_factor': results['profit_factor'],
            'max_drawdown': results['max_drawdown'],
            'total_trades': results['total_trades'],
        }
    except Exception as e:
        print(f"Error testing config: {e}")
        return {
            'atr_period': params['atr_period'],
            'multiplier': params['multiplier'],
            'pnl': 0,
            'win_rate': 0,
            'profit_factor': 0,
            'max_drawdown': 0,
            'total_trades': 0,
        }


def process_chunk(chunk_file: str, output_file: str):
    """
    Process a chunk of parameter configurations.
    
    Args:
        chunk_file: CSV file with parameter combinations to test
        output_file: CSV file to save results
    """
    print(f"Loading chunk: {chunk_file}")
    chunk_df = pd.read_csv(chunk_file)
    print(f"Chunk size: {len(chunk_df)} configurations")
    print()
    
    results = []
    
    for idx, row in tqdm(chunk_df.iterrows(), total=len(chunk_df), desc="Testing configs"):
        params = row.to_dict()
        result = test_config(params)
        results.append(result)
    
    # Save results
    results_df = pd.DataFrame(results)
    results_df.to_csv(output_file, index=False)
    print(f"\nResults saved to: {output_file}")
    
    # Print summary
    print()
    print("=" * 80)
    print("CHUNK COMPLETE")
    print("=" * 80)
    print()
    print(f"Configurations tested: {len(results_df)}")
    print(f"Best PnL: ${results_df['pnl'].max():.2f}")
    print(f"Mean PnL: ${results_df['pnl'].mean():.2f}")
    print(f"Configurations with trades: {(results_df['total_trades'] > 0).sum()}")
    print()


def main():
    parser = argparse.ArgumentParser(description="Process v9 advanced sweep chunk")
    parser.add_argument("chunk_file", help="Input CSV file with parameter combinations")
    parser.add_argument("output_file", help="Output CSV file for results")
    
    args = parser.parse_args()
    
    print("=" * 80)
    print("v9 ADVANCED SWEEP - CHUNK PROCESSOR")
    print("=" * 80)
    print()
    
    process_chunk(args.chunk_file, args.output_file)


if __name__ == "__main__":
    main()