Backtesting Trading Strategies

# Backtesting Configuration
# Copy to settings.yaml and customize

# Data source settings
data:
  provider: yfinance    # Options: yfinance, coingecko
  cache_dir: ./data     # Where to cache downloaded data
  default_interval: 1d  # Default bar interval

# Backtest execution settings
backtest:
  default_capital: 10000   # Starting capital in USD
  commission: 0.001        # Commission per trade (0.1%)
  slippage: 0.0005         # Slippage per trade (0.05%)

# Risk management (optional)
risk:
  max_position_size: 0.95  # Max % of capital per position
  stop_loss: null          # Fixed stop loss % (null = disabled)
  take_profit: null        # Fixed take profit % (null = disabled)

# Report generation
reporting:
  output_dir: ./reports    # Where to save results
  save_trades: true        # Save trade log CSV
  save_equity: true        # Save equity curve CSV
  save_chart: true         # Generate equity chart PNG

# Strategy defaults (can be overridden via --params)
strategies:
  sma_crossover:
    fast_period: 20
    slow_period: 50

  ema_crossover:
    fast_period: 12
    slow_period: 26

  rsi_reversal:
    period: 14
    overbought: 70
    oversold: 30

  macd:
    fast: 12
    slow: 26
    signal: 9

  bollinger_bands:
    period: 20
    std_dev: 2.0

  breakout:
    lookback: 20
    threshold: 0.0

  mean_reversion:
    period: 20
    z_threshold: 2.0

  momentum:
    period: 14
    threshold: 5.0


# Error Handling Reference

## Data Fetching Errors

### No Data Returned
```
Error: No data returned for {symbol}
```
**Causes:**
- Invalid symbol format (use `BTC-USD` not `BTC/USD`)
- Symbol not available on data provider
- Date range has no trading data

**Solutions:**
```bash
# Check valid symbol format for Yahoo Finance
python -c "import yfinance as yf; print(yf.Ticker('BTC-USD').info.get('symbol'))"

# Try CoinGecko for crypto
python scripts/fetch_data.py --symbol BTC --source coingecko
```

### Insufficient Data
```
Error: Insufficient data. Got {n} bars, need at least 50.
```
**Cause:** Date range too short or strategy lookback period exceeds data length.

**Solution:** Extend the period or reduce strategy lookback:
```bash
python scripts/backtest.py --strategy sma_crossover --period 1y  # More data
```

### yfinance Not Installed
```
yfinance not installed. Install with: pip install yfinance pandas
```
**Solution:**
```bash
pip install yfinance pandas numpy matplotlib
```

## Strategy Errors

### Unknown Strategy
```
ValueError: Unknown strategy: {name}. Available: [...]
```
**Solution:** Use `--list` to see available strategies:
```bash
python scripts/backtest.py --list
```

### Invalid Parameters JSON
```
json.decoder.JSONDecodeError: ...
```
**Cause:** Malformed JSON in `--params` argument.

**Solution:** Ensure proper JSON format:
```bash
# Correct
--params '{"fast_period": 20, "slow_period": 50}'

# Wrong (single quotes inside)
--params "{'fast_period': 20}"
```

### Strategy Lookback Exceeded
```
Signal generation failed: insufficient data for lookback period
```
**Cause:** Strategy needs more historical bars than available.

**Solution:** Fetch more data or use shorter lookback:
```bash
python scripts/fetch_data.py --symbol BTC-USD --period 2y
```

## Calculation Errors

### Division by Zero in Metrics
```
RuntimeWarning: divide by zero encountered
```
**Cause:** No trades generated, or all trades were losses.

**Solution:** This is informational. Check if strategy generates signals:
- Too few signals = parameters may be too restrictive
- No winning trades = strategy may not suit the asset/timeframe

### NaN in Results
```
Sharpe Ratio: nan
```
**Cause:** Zero variance in returns (e.g., all flat periods).

**Solution:** Use longer test period or more volatile asset.

## File/Directory Errors

### Permission Denied
```
PermissionError: [Errno 13] Permission denied: 'reports/...'
```
**Solution:**
```bash
chmod -R u+w /path/to/backtester/reports/
```

### Missing Directory
```
FileNotFoundError: [Errno 2] No su