foxhunt/src/bin/backtesting_service.rs

//! Standalone Backtesting Service Binary
//!
//! This binary provides a standalone gRPC server for the Backtesting Service,
//! providing strategy testing, performance analysis, and results management.
//!
//! The service listens on port 50052 and provides comprehensive backtesting functionality.

use std::net::SocketAddr;
use std::sync::Arc;
use tokio::signal;
use tonic::transport::Server;
use tracing::{error, info, Level};
use tracing_subscriber::FmtSubscriber;

use core::config::ConfigManager;
use core::types::prelude::*;

// Import proto definitions and service implementations
use tli::proto::trading::backtesting_service_server::BacktestingServiceServer;

#[tokio::main]
async fn main() -> Result<(), Box<dyn std::error::Error>> {
    // Initialize tracing
    let subscriber = FmtSubscriber::builder()
        .with_max_level(Level::INFO)
        .finish();

    tracing::subscriber::set_global_default(subscriber).expect("Setting default subscriber failed");

    info!("Starting Foxhunt Backtesting Service...");

    // Load configuration
    let config_manager = ConfigManager::load_from_environment()
        .map_err(|e| format!("Failed to load configuration: {}", e))?;
    let config_manager = Arc::new(config_manager);

    // Create backtesting service implementation
    let backtesting_service = BacktestingServiceImpl::new(Arc::clone(&config_manager)).await?;

    // Server address
    let addr: SocketAddr = "0.0.0.0:50052".parse()?;
    info!("Backtesting Service listening on {}", addr);

    // Setup graceful shutdown
    let shutdown_signal = async {
        signal::ctrl_c()
            .await
            .expect("Failed to install CTRL+C signal handler");
        info!("Received shutdown signal, stopping Backtesting Service...");
    };

    // Build and start the server
    let server = Server::builder()
        .add_service(BacktestingServiceServer::new(backtesting_service))
        .serve_with_shutdown(addr, shutdown_signal);

    info!("Backtesting Service started successfully on {}", addr);

    if let Err(e) = server.await {
        error!("Backtesting Service failed: {}", e);
        return Err(e.into());
    }

    info!("Backtesting Service stopped gracefully");
    Ok(())
}

/// Backtesting Service Implementation
/// Provides comprehensive strategy testing, performance analysis, and results management
pub struct BacktestingServiceImpl {
    config_manager: Arc<ConfigManager>,
    // Add additional components as needed
}

impl BacktestingServiceImpl {
    pub async fn new(
        config_manager: Arc<ConfigManager>,
    ) -> Result<Self, Box<dyn std::error::Error>> {
        info!("Initializing Backtesting Service components...");

        Ok(BacktestingServiceImpl { config_manager })
    }
}

// Implement the gRPC service trait
#[tonic::async_trait]
impl tli::proto::trading::backtesting_service_server::BacktestingService
    for BacktestingServiceImpl
{
    async fn start_backtest(
        &self,
        request: tonic::Request<tli::proto::trading::StartBacktestRequest>,
    ) -> Result<tonic::Response<tli::proto::trading::StartBacktestResponse>, tonic::Status> {
        let req = request.into_inner();
        info!("Starting backtest for strategy: {}", req.strategy_name);
        info!("  Symbols: {:?}", req.symbols);
        info!("  Initial Capital: ${:.2}", req.initial_capital);
        info!(
            "  Time Range: {} to {}",
            chrono::DateTime::from_timestamp_nanos(req.start_date_unix_nanos).unwrap_or_else(chrono::Utc::now),
            chrono::DateTime::from_timestamp_nanos(req.end_date_unix_nanos).unwrap_or_else(chrono::Utc::now)
        );

        // TODO: Implement actual backtest execution
        let backtest_id = format!("BACKTEST_{}", uuid::Uuid::new_v4());

        let response = tli::proto::trading::StartBacktestResponse {
            success: true,
            backtest_id: backtest_id.clone(),
            message: format!("Backtest {} started successfully", backtest_id),
            estimated_duration_seconds: 300, // 5 minutes estimate
        };

        Ok(tonic::Response::new(response))
    }

    async fn get_backtest_status(
        &self,
        request: tonic::Request<tli::proto::trading::GetBacktestStatusRequest>,
    ) -> Result<tonic::Response<tli::proto::trading::GetBacktestStatusResponse>, tonic::Status>
    {
        let req = request.into_inner();
        info!("Getting backtest status for: {}", req.backtest_id);

        // TODO: Implement actual backtest status lookup
        let response = tli::proto::trading::GetBacktestStatusResponse {
            backtest_id: req.backtest_id,
            status: tli::proto::trading::BacktestStatus::Running.into(),
            progress_percentage: 65.0,
            current_date: "2024-01-15".to_string(),
            trades_executed: 195,
            current_pnl: 1250.0,
            started_at_unix_nanos: chrono::Utc::now().timestamp_nanos_opt().unwrap_or(0),
            completed_at_unix_nanos: None,
            error_message: None,
        };

        Ok(tonic::Response::new(response))
    }

    async fn get_backtest_results(
        &self,
        request: tonic::Request<tli::proto::trading::GetBacktestResultsRequest>,
    ) -> Result<tonic::Response<tli::proto::trading::GetBacktestResultsResponse>, tonic::Status>
    {
        let req = request.into_inner();
        info!("Getting backtest results for: {}", req.backtest_id);

        // TODO: Implement actual backtest results retrieval
        let metrics = tli::proto::trading::BacktestMetrics {
            total_return: 0.125,     // 12.5% return
            annualized_return: 0.18, // 18% annualized
            sharpe_ratio: 1.45,
            sortino_ratio: 1.35,
            max_drawdown: 0.08, // 8% max drawdown (positive value)
            volatility: 0.145, // 14.5% volatility
            win_rate: 0.62,      // 62% win rate
            profit_factor: 1.8,
            total_trades: 1247,
            winning_trades: 773,
            losing_trades: 474,
            avg_win: 150.0,
            avg_loss: -85.0,
            largest_win: 450.0,
            largest_loss: -320.0,
            calmar_ratio: 1.25,
            backtest_duration_nanos: chrono::Duration::days(30).num_nanoseconds().unwrap_or(0),
        };

        let response = tli::proto::trading::GetBacktestResultsResponse {
            backtest_id: req.backtest_id,
            metrics: Some(metrics),
            trades: vec![], // Empty for now, TODO: implement actual trades
            equity_curve: vec![], // Empty for now, TODO: implement actual curve
            drawdown_periods: vec![], // Empty for now, TODO: implement actual periods
        };

        Ok(tonic::Response::new(response))
    }

    async fn list_backtests(
        &self,
        _request: tonic::Request<tli::proto::trading::ListBacktestsRequest>,
    ) -> Result<tonic::Response<tli::proto::trading::ListBacktestsResponse>, tonic::Status> {
        info!("Listing historical backtests");

        // TODO: Implement actual backtest listing from storage
        let backtests = vec![
            tli::proto::trading::BacktestSummary {
                backtest_id: "BACKTEST_001".to_string(),
                strategy_name: "MeanReversion_v1".to_string(),
                symbols: vec!["AAPL".to_string(), "MSFT".to_string()],
                status: tli::proto::trading::BacktestStatus::Completed.into(),
                total_return: 0.085,
                sharpe_ratio: 1.23,
                max_drawdown: 0.06, // Positive value
                created_at_unix_nanos: (chrono::Utc::now() - chrono::Duration::days(2))
                    .timestamp_nanos_opt()
                    .unwrap_or(0),
                start_date_unix_nanos: (chrono::Utc::now() - chrono::Duration::days(30))
                    .timestamp_nanos_opt()
                    .unwrap_or(0),
                end_date_unix_nanos: (chrono::Utc::now() - chrono::Duration::days(1))
                    .timestamp_nanos_opt()
                    .unwrap_or(0),
                description: "Mean reversion strategy test on tech stocks".to_string(),
            },
            tli::proto::trading::BacktestSummary {
                backtest_id: "BACKTEST_002".to_string(),
                strategy_name: "TrendFollowing_v2".to_string(),
                symbols: vec!["SPY".to_string(), "QQQ".to_string()],
                status: tli::proto::trading::BacktestStatus::Completed.into(),
                total_return: 0.142,
                sharpe_ratio: 1.67,
                max_drawdown: 0.04, // Positive value
                created_at_unix_nanos: (chrono::Utc::now() - chrono::Duration::days(32))
                    .timestamp_nanos_opt()
                    .unwrap_or(0),
                start_date_unix_nanos: (chrono::Utc::now() - chrono::Duration::days(60))
                    .timestamp_nanos_opt()
                    .unwrap_or(0),
                end_date_unix_nanos: (chrono::Utc::now() - chrono::Duration::days(31))
                    .timestamp_nanos_opt()
                    .unwrap_or(0),
                description: "Trend following strategy test on ETFs".to_string(),
            },
        ];

        let response = tli::proto::trading::ListBacktestsResponse {
            backtests,
            total_count: 2,
        };

        Ok(tonic::Response::new(response))
    }

    // Stream method for backtest progress
    type SubscribeBacktestProgressStream = tokio_stream::wrappers::ReceiverStream<
        Result<tli::proto::trading::BacktestProgressEvent, tonic::Status>,
    >;

    async fn subscribe_backtest_progress(
        &self,
        request: tonic::Request<tli::proto::trading::SubscribeBacktestProgressRequest>,
    ) -> Result<tonic::Response<Self::SubscribeBacktestProgressStream>, tonic::Status> {
        let req = request.into_inner();
        info!("Subscribing to backtest progress for: {}", req.backtest_id);

        let (tx, rx) = tokio::sync::mpsc::channel(100);
        let backtest_id = req.backtest_id.clone();

        // TODO: Implement actual backtest progress streaming
        tokio::spawn(async move {
            let mut progress = 0.0;
            let mut interval = tokio::time::interval(tokio::time::Duration::from_secs(2));

            while progress < 100.0 {
                interval.tick().await;
                progress += 5.0; // Simulate 5% progress every 2 seconds

                let event = tli::proto::trading::BacktestProgressEvent {
                    backtest_id: backtest_id.clone(),
                    progress_percentage: progress,
                    current_date: "2024-01-15".to_string(),
                    trades_executed: (progress * 12.47) as u64, // Simulate trade count
                    current_pnl: progress * 25.0, // Simulate P&L growth
                    current_equity: 100000.0 + (progress * 125.0), // Simulate portfolio growth
                    status: if progress >= 100.0 {
                        tli::proto::trading::BacktestStatus::Completed.into()
                    } else {
                        tli::proto::trading::BacktestStatus::Running.into()
                    },
                    timestamp_unix_nanos: chrono::Utc::now().timestamp_nanos_opt().unwrap_or(0),
                };

                if tx.send(Ok(event)).await.is_err() {
                    break;
                }

                if progress >= 100.0 {
                    break;
                }
            }
        });

        Ok(tonic::Response::new(
            tokio_stream::wrappers::ReceiverStream::new(rx),
        ))
    }

    async fn stop_backtest(
        &self,
        request: tonic::Request<tli::proto::trading::StopBacktestRequest>,
    ) -> Result<tonic::Response<tli::proto::trading::StopBacktestResponse>, tonic::Status> {
        let req = request.into_inner();
        info!("Stopping backtest: {}", req.backtest_id);

        // TODO: Implement actual backtest stopping logic
        let response = tli::proto::trading::StopBacktestResponse {
            success: true,
            message: format!("Backtest {} stopped successfully", req.backtest_id),
            results_saved: req.save_partial_results,
        };

        Ok(tonic::Response::new(response))
    }
}