gg

.direnv/bin/nix-direnv-reload

@@ -1,19 +1,19 @@
 #!/usr/bin/env bash
 set -e
-if [[ ! -d "/home/work/Documents/rust/invest-bot" ]]; then
+if [[ ! -d "/home/mrfluffy/Documents/projects/rust/vibe-invest" ]]; then
   echo "Cannot find source directory; Did you move it?"
-  echo "(Looking for "/home/work/Documents/rust/invest-bot")"
+  echo "(Looking for "/home/mrfluffy/Documents/projects/rust/vibe-invest")"
   echo 'Cannot force reload with this script - use "direnv reload" manually and then try again'
   exit 1
 fi
 
 # rebuild the cache forcefully
-_nix_direnv_force_reload=1 direnv exec "/home/work/Documents/rust/invest-bot" true
+_nix_direnv_force_reload=1 direnv exec "/home/mrfluffy/Documents/projects/rust/vibe-invest" true
 
 # Update the mtime for .envrc.
 # This will cause direnv to reload again - but without re-building.
-touch "/home/work/Documents/rust/invest-bot/.envrc"
+touch "/home/mrfluffy/Documents/projects/rust/vibe-invest/.envrc"
 
 # Also update the timestamp of whatever profile_rc we have.
 # This makes sure that we know we are up to date.
-touch -r "/home/work/Documents/rust/invest-bot/.envrc" "/home/work/Documents/rust/invest-bot/.direnv"/*.rc
+touch -r "/home/mrfluffy/Documents/projects/rust/vibe-invest/.envrc" "/home/mrfluffy/Documents/projects/rust/vibe-invest/.direnv"/*.rc

analyze_regime.py

@@ -1,119 +0,0 @@
-#!/usr/bin/env python3
-"""Analyze SPY regime detection during backtest periods."""
-
-import pandas as pd
-import yfinance as yf
-from datetime import datetime, timedelta
-
-def calculate_ema(series, period):
-    """Calculate EMA using pandas."""
-    return series.ewm(span=period, adjust=False).mean()
-
-def determine_regime(price, ema50, ema200):
-    """Replicate the Rust regime detection logic."""
-    if pd.isna(price) or pd.isna(ema50) or pd.isna(ema200):
-        return "Caution"
-
-    # Bear: price below 200 EMA AND 50 EMA below 200 EMA
-    if price < ema200 and ema50 < ema200:
-        return "Bear"
-
-    # Caution: price below 50 EMA
-    if price < ema50:
-        return "Caution"
-
-    # Bull: price above both, 50 above 200
-    if ema50 > ema200:
-        return "Bull"
-
-    # Edge case: price above both but 50 still below 200
-    return "Caution"
-
-def analyze_period(start_date, end_date, period_name):
-    """Analyze SPY regime for a given period."""
-    print(f"\n{'='*70}")
-    print(f"{period_name}: {start_date} to {end_date}")
-    print('='*70)
-
-    # Fetch SPY data with extra warmup for EMA-200
-    warmup_start = (datetime.strptime(start_date, '%Y-%m-%d') - timedelta(days=400)).strftime('%Y-%m-%d')
-    spy = yf.download('SPY', start=warmup_start, end=end_date, progress=False)
-
-    if spy.empty:
-        print(f"ERROR: No SPY data available for {period_name}")
-        return
-
-    # Calculate EMAs
-    spy['EMA50'] = calculate_ema(spy['Close'], 50)
-    spy['EMA200'] = calculate_ema(spy['Close'], 200)
-
-    # Determine regime for each day
-    spy['Regime'] = spy.apply(
-        lambda row: determine_regime(row['Close'], row['EMA50'], row['EMA200']),
-        axis=1
-    )
-
-    # Filter to actual trading period
-    trading_period = spy[start_date:end_date].copy()
-
-    if trading_period.empty:
-        print(f"ERROR: No trading data for {period_name}")
-        return
-
-    # Calculate SPY return
-    spy_start = trading_period['Close'].iloc[0]
-    spy_end = trading_period['Close'].iloc[-1]
-    spy_return = (spy_end - spy_start) / spy_start * 100
-
-    print(f"\nSPY Performance:")
-    print(f"  Start: ${spy_start:.2f}")
-    print(f"  End:   ${spy_end:.2f}")
-    print(f"  Return: {spy_return:+.2f}%")
-
-    # Count regime days
-    regime_counts = trading_period['Regime'].value_counts()
-    total_days = len(trading_period)
-
-    print(f"\nRegime Distribution ({total_days} trading days):")
-    for regime in ['Bull', 'Caution', 'Bear']:
-        count = regime_counts.get(regime, 0)
-        pct = count / total_days * 100
-        print(f"  {regime:8s}: {count:4d} days ({pct:5.1f}%)")
-
-    # Show regime transitions
-    regime_changes = trading_period[trading_period['Regime'] != trading_period['Regime'].shift(1)]
-    if len(regime_changes) > 0:
-        print(f"\nRegime Transitions ({len(regime_changes)} total):")
-        for date, row in regime_changes.head(20).iterrows():
-            print(f"  {date.strftime('%Y-%m-%d')}: {row['Regime']:8s} (SPY: ${row['Close']:.2f}, "
-                  f"EMA50: ${row['EMA50']:.2f}, EMA200: ${row['EMA200']:.2f})")
-        if len(regime_changes) > 20:
-            print(f"  ... and {len(regime_changes) - 20} more transitions")
-
-    # Identify problematic Bear periods during bull markets
-    bear_days = trading_period[trading_period['Regime'] == 'Bear']
-    if len(bear_days) > 0:
-        print(f"\n⚠️  WARNING: {len(bear_days)} days classified as BEAR:")
-        for date, row in bear_days.head(10).iterrows():
-            print(f"  {date.strftime('%Y-%m-%d')}: SPY=${row['Close']:.2f}, "
-                  f"EMA50=${row['EMA50']:.2f}, EMA200=${row['EMA200']:.2f}")
-        if len(bear_days) > 10:
-            print(f"  ... and {len(bear_days) - 10} more Bear days")
-
-    # Show first and last months in detail
-    print(f"\nFirst Month Detail:")
-    first_month = trading_period.head(22)[['Close', 'EMA50', 'EMA200', 'Regime']]
-    for date, row in first_month.iterrows():
-        print(f"  {date.strftime('%Y-%m-%d')}: {row['Regime']:8s} | "
-              f"SPY: ${row['Close']:7.2f} | EMA50: ${row['EMA50']:7.2f} | EMA200: ${row['EMA200']:7.2f}")
-
-if __name__ == '__main__':
-    # Analyze 2023
-    analyze_period('2023-01-01', '2023-12-31', '2023 Backtest')
-
-    # Analyze 2024
-    analyze_period('2024-01-01', '2024-12-31', '2024 Backtest')
-
-    print(f"\n{'='*70}")
-    print("Analysis complete.")
-    print('='*70)

src/backtester.rs

@@ -22,7 +22,7 @@ use crate::config::{
     EQUITY_CURVE_SMA_PERIOD,
     REGIME_SPY_SYMBOL, REGIME_EMA_SHORT, REGIME_EMA_LONG,
     REGIME_CAUTION_SIZE_FACTOR, REGIME_CAUTION_THRESHOLD_BUMP,
-    HOURLY_REGIME_CAUTION_SIZE_FACTOR, HOURLY_REGIME_CAUTION_THRESHOLD_BUMP,
+    HOURLY_REGIME_CAUTION_SIZE_FACTOR, HOURLY_REGIME_CAUTION_THRESHOLD_BUMP, ALLOW_LONGS_IN_BEAR_MARKET,
 };
 use crate::indicators::{calculate_all_indicators, calculate_ema, determine_market_regime, generate_signal};
 use crate::strategy::Strategy;
@@ -725,7 +725,7 @@ impl Backtester {
                         REGIME_CAUTION_SIZE_FACTOR
                     }
                 },
-                MarketRegime::Bear => 0.0, // No new longs
+                MarketRegime::Bear => if ALLOW_LONGS_IN_BEAR_MARKET { 1.0 } else { 0.0 },
             };
 
             // Log regime changes (only on transitions)
@@ -801,7 +801,6 @@ impl Backtester {
             }
 
             // Phase 2: Process buys (only for top momentum stocks)
-            // In Bear regime, skip the entire buy phase (no new longs).
             if regime.allows_new_longs() {
                 // In Caution regime, raise the buy threshold to require stronger signals
                 // Use timeframe-specific parameters: hourly needs high bump, daily needs low bump
@@ -1170,7 +1169,7 @@ impl Backtester {
             let regime_size_factor = match regime {
                 MarketRegime::Bull => 1.0,
                 MarketRegime::Caution => REGIME_CAUTION_SIZE_FACTOR,
-                MarketRegime::Bear => 0.0,
+                MarketRegime::Bear => if ALLOW_LONGS_IN_BEAR_MARKET { 1.0 } else { 0.0 },
             };
 
             if day_num % 100 == 0 {

src/config.rs

@@ -116,6 +116,10 @@ pub const HOURLY_REGIME_CAUTION_SIZE_FACTOR: f64 = 0.25;
 /// Hourly needs high bump (3.0) to avoid whipsaws.
 pub const HOURLY_REGIME_CAUTION_THRESHOLD_BUMP: f64 = 3.0;
 
+/// If true, the bot is allowed to open new long positions during a Bear market regime.
+/// This is a master switch for testing/debugging purposes.
+pub const ALLOW_LONGS_IN_BEAR_MARKET: bool = false;
+
 // ═══════════════════════════════════════════════════════════════════════
 // Scaled Drawdown Circuit Breaker
 // ═══════════════════════════════════════════════════════════════════════

src/types.rs

@@ -1,5 +1,6 @@
 //! Data types and structures for the trading bot.
 
+use crate::config::ALLOW_LONGS_IN_BEAR_MARKET;
 use chrono::{DateTime, Utc};
 use serde::{Deserialize, Serialize};
 
@@ -27,7 +28,10 @@ impl MarketRegime {
 
     /// Whether new long entries are permitted in this regime.
     pub fn allows_new_longs(&self) -> bool {
-        !matches!(self, MarketRegime::Bear)
+        match self {
+            MarketRegime::Bear => ALLOW_LONGS_IN_BEAR_MARKET,
+            _ => true,
+        }
     }
 }