nofx/backtest/runner_metrics.go

package backtest

import (
	"fmt"
	"sort"
	"time"

	"nofx/logger"
	"nofx/store"
)

func (r *Runner) persistMetadata() {
	state := r.snapshotState()
	meta := r.buildMetadata(state, r.Status())
	meta.CreatedAt = r.createdAt
	if err := SaveRunMetadata(meta); err != nil {
		logger.Infof("failed to save run metadata for %s: %v", r.cfg.RunID, err)
	} else {
		if err := updateRunIndex(meta, &r.cfg); err != nil {
			logger.Infof("failed to update index for %s: %v", r.cfg.RunID, err)
		}
	}
}

func (r *Runner) logDecision(record *store.DecisionRecord) error {
	if record == nil {
		return nil
	}
	persistDecisionRecord(r.cfg.RunID, record)
	return nil
}

func (r *Runner) persistMetrics(force bool) {
	if r.cfg.RunID == "" {
		return
	}

	if !force && !r.lastMetricsWrite.IsZero() {
		if time.Since(r.lastMetricsWrite) < metricsWriteInterval {
			return
		}
	}

	state := r.snapshotState()
	metrics, err := CalculateMetrics(r.cfg.RunID, &r.cfg, &state)
	if err != nil {
		logger.Infof("failed to compute metrics for %s: %v", r.cfg.RunID, err)
		return
	}
	if metrics == nil {
		return
	}
	if err := PersistMetrics(r.cfg.RunID, metrics); err != nil {
		logger.Infof("failed to persist metrics for %s: %v", r.cfg.RunID, err)
		return
	}
	r.lastMetricsWrite = time.Now()
}

func (r *Runner) buildMetadata(state BacktestState, runState RunState) *RunMetadata {
	if state.Liquidated && runState != RunStateLiquidated {
		runState = RunStateLiquidated
	}

	progress := progressPercent(state, r.cfg)

	summary := RunSummary{
		SymbolCount:     len(r.cfg.Symbols),
		DecisionTF:      r.cfg.DecisionTimeframe,
		ProcessedBars:   state.BarIndex,
		ProgressPct:     progress,
		EquityLast:      state.Equity,
		MaxDrawdownPct:  state.MaxDrawdownPct,
		Liquidated:      state.Liquidated,
		LiquidationNote: state.LiquidationNote,
	}

	meta := &RunMetadata{
		RunID:     r.cfg.RunID,
		UserID:    r.cfg.UserID,
		State:     runState,
		LastError: r.lastErrorString(),
		Summary:   summary,
	}

	return meta
}

func progressPercent(state BacktestState, cfg BacktestConfig) float64 {
	duration := cfg.Duration()
	if duration <= 0 {
		return 0
	}
	if state.BarTimestamp == 0 {
		return 0
	}

	start := time.Unix(cfg.StartTS, 0)
	end := time.Unix(cfg.EndTS, 0)
	current := time.UnixMilli(state.BarTimestamp)

	if !current.After(start) {
		return 0
	}
	if current.After(end) {
		return 100
	}

	elapsed := current.Sub(start)
	pct := float64(elapsed) / float64(duration) * 100
	if pct > 100 {
		pct = 100
	}
	if pct < 0 {
		pct = 0
	}
	return pct
}

func (r *Runner) maybeCheckpoint() error {
	state := r.snapshotState()
	shouldCheckpoint := false

	if r.cfg.CheckpointIntervalBars > 0 && state.BarIndex > 0 && state.BarIndex%r.cfg.CheckpointIntervalBars == 0 {
		shouldCheckpoint = true
	}

	interval := time.Duration(r.cfg.CheckpointIntervalSeconds) * time.Second
	if interval <= 0 {
		interval = 2 * time.Second
	}
	if time.Since(r.lastCheckpoint) >= interval {
		shouldCheckpoint = true
	}

	if !shouldCheckpoint {
		return nil
	}

	if err := r.saveCheckpoint(state); err != nil {
		return err
	}

	return nil
}

func (r *Runner) snapshotForCheckpoint(state BacktestState) []PositionSnapshot {
	res := make([]PositionSnapshot, 0, len(state.Positions))
	for _, pos := range state.Positions {
		res = append(res, pos)
	}
	sort.Slice(res, func(i, j int) bool {
		if res[i].Symbol == res[j].Symbol {
			return res[i].Side < res[j].Side
		}
		return res[i].Symbol < res[j].Symbol
	})
	return res
}

func (r *Runner) buildCheckpointFromState(state BacktestState) *Checkpoint {
	return &Checkpoint{
		BarIndex:        state.BarIndex,
		BarTimestamp:    state.BarTimestamp,
		Cash:            state.Cash,
		Equity:          state.Equity,
		UnrealizedPnL:   state.UnrealizedPnL,
		RealizedPnL:     state.RealizedPnL,
		Positions:       r.snapshotForCheckpoint(state),
		DecisionCycle:   state.DecisionCycle,
		Liquidated:      state.Liquidated,
		LiquidationNote: state.LiquidationNote,
		MaxEquity:       state.MaxEquity,
		MinEquity:       state.MinEquity,
		MaxDrawdownPct:  state.MaxDrawdownPct,
		AICacheRef:      r.cachePath,
	}
}

func (r *Runner) saveCheckpoint(state BacktestState) error {
	ckpt := r.buildCheckpointFromState(state)
	if ckpt == nil {
		return nil
	}
	if err := SaveCheckpoint(r.cfg.RunID, ckpt); err != nil {
		return err
	}
	r.lastCheckpoint = time.Now()
	return nil
}

func (r *Runner) forceCheckpoint() {
	state := r.snapshotState()
	if err := r.saveCheckpoint(state); err != nil {
		logger.Infof("failed to save checkpoint for %s: %v", r.cfg.RunID, err)
	}
}

func (r *Runner) RestoreFromCheckpoint() error {
	ckpt, err := LoadCheckpoint(r.cfg.RunID)
	if err != nil {
		return err
	}
	return r.applyCheckpoint(ckpt)
}

func (r *Runner) applyCheckpoint(ckpt *Checkpoint) error {
	if ckpt == nil {
		return fmt.Errorf("checkpoint is nil")
	}
	r.account.RestoreFromSnapshots(ckpt.Cash, ckpt.RealizedPnL, ckpt.Positions)
	r.stateMu.Lock()
	defer r.stateMu.Unlock()
	r.state.BarIndex = ckpt.BarIndex
	r.state.BarTimestamp = ckpt.BarTimestamp
	r.state.Cash = ckpt.Cash
	r.state.Equity = ckpt.Equity
	r.state.UnrealizedPnL = ckpt.UnrealizedPnL
	r.state.RealizedPnL = ckpt.RealizedPnL
	r.state.DecisionCycle = ckpt.DecisionCycle
	r.state.Liquidated = ckpt.Liquidated
	r.state.LiquidationNote = ckpt.LiquidationNote
	r.state.MaxEquity = ckpt.MaxEquity
	r.state.MinEquity = ckpt.MinEquity
	r.state.MaxDrawdownPct = ckpt.MaxDrawdownPct
	r.state.Positions = snapshotsToMap(ckpt.Positions)
	r.state.LastUpdate = time.Now().UTC()
	r.lastCheckpoint = time.Now()
	return nil
}

func snapshotsToMap(snaps []PositionSnapshot) map[string]PositionSnapshot {
	positions := make(map[string]PositionSnapshot, len(snaps))
	for _, snap := range snaps {
		key := fmt.Sprintf("%s:%s", snap.Symbol, snap.Side)
		positions[key] = snap
	}
	return positions
}