foxhunt/services/backtesting_service/examples/wave_comparison.rs

//! Wave Comparison Backtesting Example
//!
//! This example demonstrates how to run comprehensive backtesting to validate
//! performance improvements across Wave A, Wave B, and Wave C.
//!
//! Usage:
//! ```bash
//! cargo run -p backtesting_service --example wave_comparison
//! ```
//!
//! Expected Output:
//! - Console summary with detailed metrics
//! - JSON export: results/wave_comparison_ES.FUT_YYYYMMDD_HHMMSS.json
//! - CSV export: results/wave_comparison_ES.FUT_YYYYMMDD_HHMMSS.csv

use anyhow::Result;
use backtesting_service::repositories::{BacktestingRepositories, DefaultRepositories};
use backtesting_service::wave_comparison::{DateRange, WaveComparisonBacktest};
use chrono::{Duration, Utc};
use std::sync::Arc;
use tracing::{info, Level};
use tracing_subscriber;

#[tokio::main]
async fn main() -> Result<()> {
    // Initialize logging
    tracing_subscriber::fmt().with_max_level(Level::INFO).init();

    info!("🚀 Starting Wave Comparison Backtest");

    // Create repositories (mock for now, will integrate with DBN)
    let repositories = Arc::new(DefaultRepositories::mock());

    // Create backtest engine with $100,000 initial capital
    let backtest = WaveComparisonBacktest::new(repositories, 100_000.0);

    // Define date range: last 30 days
    let date_range = DateRange {
        start: Utc::now() - Duration::days(30),
        end: Utc::now(),
    };

    // Run comparison for ES.FUT (E-mini S&P 500)
    info!("📊 Running comparison for ES.FUT...");
    let results = backtest.run_comparison("ES.FUT", date_range).await?;

    // Print summary to console
    backtest.print_summary(&results);

    // Export results to JSON and CSV
    backtest.export_results(&results)?;

    info!("\n✅ Wave Comparison Backtest Complete!");
    info!("   Check results/ directory for JSON and CSV exports");

    Ok(())
}