python3 -m venv .venv
source .venv/bin/activate
pip install -r requirements.txtSet Alpaca credentials (paper keys are fine):
export ALPACA_API_KEY="your_key"
export ALPACA_API_SECRET="your_secret"All new workflows run through main.py.
python3 main.py backtest \
--symbol SPY \
--start 2025-10-01 \
--end 2026-01-15Outputs go to backtest_results/ by default:
per_window_metrics.csvtrades.csv(if any)predictions.csv(if any)
python3 main.py optimize \
--symbol SPY \
--start 2025-10-01 \
--end 2026-01-15 \
--trials 50Outputs go to optuna_results/ by default.
python3 main.py paper \
--symbol SPY \
--train-days 60 \
--sleep 15Paper trades are logged to paper_results/paper_trades.csv.
These older scripts still exist but are no longer the primary workflow:
python3 optimize.py --date 2026-01-26 --symbols SPY --strategy strategy_momentum
python3 backtest.py --strategy strategy_momentum --date 2025-01-15 --symbols AAPL,MSFT