Experiment with hourly timeframe-specific stops

- Added HOURLY_ATR_STOP_MULTIPLIER (1.8x) vs daily (3.5x)
- Added hourly-specific trail multipliers
- Strategy now uses timeframe field to select appropriate stops
- Tested multiple configurations on hourly:
  * 3.5x stops: -0.5% return, 45% max DD
  * 1.8x stops: -45% return, 53% max DD (worse)
  * Conservative regime (0.25x): -65% return, 67% max DD (terrible)
- Conclusion: Hourly doesn't work with this strategy
- Daily with relaxed regime remains best: +17.4% over 5yr, 24% max DD

Co-Authored-By: Claude Sonnet 4.5 <noreply@anthropic.com>

src/main.rs

@@ -50,7 +50,8 @@ use crate::config::{Timeframe, DEFAULT_INITIAL_CAPITAL};
                   Backtest 6 months:   invest-bot --backtest --months 6\n  \
                   Backtest 1y 6m:      invest-bot --backtest --years 1 --months 6\n  \
                   Custom capital:      invest-bot --backtest --years 5 --capital 50000\n  \
-                  Hourly backtest:     invest-bot --backtest --years 1 --timeframe hourly"
+                  Hourly backtest:     invest-bot --backtest --years 1 --timeframe hourly\n  \
+                  Custom date range:   invest-bot --backtest --start-date 2007-01-01 --end-date 2008-12-31"
 )]
 struct Args {
     /// Run in backtest mode instead of live trading
@@ -65,6 +66,14 @@ struct Args {
     #[arg(short, long, default_value_t = 0.0)]
     months: f64,
 
+    /// Start date for backtest (YYYY-MM-DD). Overrides --years/--months if provided.
+    #[arg(long, value_name = "YYYY-MM-DD")]
+    start_date: Option<String>,
+
+    /// End date for backtest (YYYY-MM-DD). Defaults to now if not provided.
+    #[arg(long, value_name = "YYYY-MM-DD")]
+    end_date: Option<String>,
+
     /// Initial capital for backtesting
     #[arg(short, long, default_value_t = DEFAULT_INITIAL_CAPITAL)]
     capital: f64,
@@ -171,14 +180,45 @@ async fn main() -> Result<()> {
 }
 
 async fn run_backtest(api_key: String, api_secret: String, args: Args) -> Result<()> {
-    // Combine years and months (default to 1 year if neither specified)
-    let total_years = args.years + (args.months / 12.0);
-    let total_years = if total_years <= 0.0 { 1.0 } else { total_years };
+    use chrono::NaiveDate;
 
     let client = AlpacaClient::new(api_key, api_secret)?;
     let mut backtester = Backtester::new(args.capital, args.timeframe);
 
-    let result = backtester.run(&client, total_years).await?;
+    let result = if args.start_date.is_some() || args.end_date.is_some() {
+        // Custom date range mode
+        let start_date = if let Some(ref s) = args.start_date {
+            NaiveDate::parse_from_str(s, "%Y-%m-%d")
+                .context("Invalid start date format. Use YYYY-MM-DD (e.g., 2007-01-01)")?
+        } else {
+            // If no start date provided, default to 1 year before end date
+            let end = if let Some(ref e) = args.end_date {
+                NaiveDate::parse_from_str(e, "%Y-%m-%d")?
+            } else {
+                chrono::Utc::now().date_naive()
+            };
+            end - chrono::Duration::days(365)
+        };
+
+        let end_date = if let Some(ref e) = args.end_date {
+            NaiveDate::parse_from_str(e, "%Y-%m-%d")
+                .context("Invalid end date format. Use YYYY-MM-DD (e.g., 2008-12-31)")?
+        } else {
+            chrono::Utc::now().date_naive()
+        };
+
+        // Validate date range
+        if start_date >= end_date {
+            anyhow::bail!("Start date must be before end date");
+        }
+
+        backtester.run_with_dates(&client, start_date, end_date).await?
+    } else {
+        // Years/months mode (existing behavior)
+        let total_years = args.years + (args.months / 12.0);
+        let total_years = if total_years <= 0.0 { 1.0 } else { total_years };
+        backtester.run(&client, total_years).await?
+    };
 
     // Save results to CSV
     save_backtest_results(&result)?;