docker-configs/backtest/PROJECT_STRUCTURE.md

Enhanced Emotional Damage Strategy - Project Structure

🎯 Quick Start

cd /home/will/docker/backtest/strategy/emotional-damage/
# Edit config.json to modify parameters
python3 run_strategy_with_config.py

📁 Directory Structure

Core Strategy Files

/strategy/emotional-damage/
├── config.json                              # 🔧 Configuration parameters
├── run_strategy_with_config.py              # 🚀 Main strategy runner
├── README_CONFIG.md                         # 📖 Usage documentation  
├── backtest_emotional_damage_enhanced_v2.py # 💎 Enhanced strategy implementation
├── backtest_emotional_damage.py             # 📚 Original strategy (reference)
└── enhanced-emotional-damage.txt            # 📝 Strategy description

Data & Database

/data/
├── stock_data.db                            # 💾 Main SQLite database
├── data_manager.py                          # 🔧 Database management
└── __init__.py

Reports & Results

/reports/                                    # 📊 Generated reports
├── enhanced_strategy_report_*.pdf           # 📈 PDF performance report
├── enhanced_trades_*.csv                    # 📋 Trade history CSV
└── detailed_trades_*.txt                    # 🔍 Detailed trade log

/results/                                    # 💾 Strategy objects  
└── enhanced_strategy_*.pkl                  # 🎯 Serialized strategy

Chat History

/chat_history/                               # 💬 Conversation logs
├── enhanced_strategy_configuration_session.json
├── enhanced_emotional_damage_full_conversation.json
└── ...

Infrastructure

/
├── Dockerfile                               # 🐳 Docker container setup
├── docker-compose.yml                       # 🐳 Docker orchestration
├── requirements.txt                         # 📦 Python dependencies
├── download_data.py                         # 📥 Data download scripts
├── download_qqq_data.py
└── create_fear_greed_index.py               # 🧮 F&G index creation

🎛️ Configuration System

Key Files:

• config.json: All strategy parameters
• run_strategy_with_config.py: Zero-token parameter testing
• README_CONFIG.md: Complete usage guide

Configuration Categories:

1. Strategy Parameters: Capital, thresholds, stop-loss
2. Technical Indicators: RSI, MACD, SMA settings
3. Output Settings: PDF, CSV, console output control
4. Data Settings: Date ranges, ticker filters

📈 Strategy Features

Enhanced Capabilities:

• ✅ Gradual Transitions: 4-step position changes over 4 weeks
• ✅ Technical Filtering: RSI, MACD, SMA with 2/3 requirement
• ✅ Stop-Loss Protection: 15% threshold with automatic QQQ replacement
• ✅ Integer Shares: Realistic whole-share trading
• ✅ Complete Audit Trail: F&G index, cash, portfolio state per trade

Risk Management:

• Stop-Loss: Configurable threshold (default 15%)
• Volatility Filtering: 30-day historical volatility calculation
• Technical Validation: Multiple indicator confirmation
• Gradual Execution: Reduced market impact

🔧 Maintenance

Regular Tasks:

1. Data Updates: Run download scripts periodically
2. Parameter Tuning: Modify config.json and test
3. Report Review: Check /reports/ for latest results
4. Backup: Save important .pkl files from /results/

File Cleanup:

• Old reports are automatically cleaned during major updates
• Keep latest strategy pickle files for analysis
• Chat history preserved for reference

🚀 Usage Examples

Basic Run:

python3 run_strategy_with_config.py

Conservative Strategy:

{
  "fear_threshold": 30,
  "greed_threshold": 70,
  "stop_loss_threshold": 0.10
}

Aggressive Strategy:

{
  "fear_threshold": 20,
  "greed_threshold": 80,
  "required_indicators": 1
}

📊 Output Files

Every run generates:

• PDF Report: Visual performance analysis
• CSV Data: Machine-readable trade history
• Detailed Log: Human-readable trade breakdown
• Strategy Object: For advanced analysis

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Last Updated: 2025-07-18 Status: Production Ready ✅