1 files changed, 73 insertions, 6 deletions
diff --git a/cli/src/trading_cli/commands/backtest.py b/cli/src/trading_cli/commands/backtest.py
index b9e3c1b..01fe092 100644
--- a/cli/src/trading_cli/commands/backtest.py
+++ b/cli/src/trading_cli/commands/backtest.py
@@ -102,9 +102,76 @@ def run(strategy, symbol, timeframe, balance, output_format, file_path):
     asyncio.run(_run())
 
 
-@backtest.command()
-@click.option("--id", "backtest_id", required=True, help="Backtest run ID")
-def report(backtest_id):
-    """Show a backtest report by ID."""
-    click.echo(f"Showing backtest report for ID: {backtest_id}...")
-    click.echo("(Not yet implemented - requires stored backtest results)")
+@backtest.command("walk-forward")
+@click.option("--strategy", required=True, help="Strategy name")
+@click.option("--symbol", required=True, help="Trading symbol")
+@click.option("--timeframe", default="1h", show_default=True, help="Candle timeframe")
+@click.option("--balance", default=10000.0, show_default=True, help="Initial balance")
+@click.option("--windows", default=5, show_default=True, help="Number of walk-forward windows")
+def walk_forward(strategy, symbol, timeframe, balance, windows):
+    """Run walk-forward analysis to detect overfitting."""
+    try:
+        from strategy_engine.plugin_loader import load_strategies
+        from backtester.walk_forward import WalkForwardEngine
+        from shared.db import Database
+        from shared.config import Settings
+        from shared.models import Candle
+    except ImportError as e:
+        click.echo(f"Error: Could not import required modules: {e}", err=True)
+        sys.exit(1)
+
+    strategies_dir = _ROOT / "services" / "strategy-engine" / "strategies"
+    strategies = load_strategies(strategies_dir)
+    matched = [s for s in strategies if s.name == strategy]
+    if not matched:
+        click.echo(f"Error: Strategy '{strategy}' not found.", err=True)
+        sys.exit(1)
+
+    strategy_cls = type(matched[0])
+
+    async def _run():
+        settings = Settings()
+        db = Database(settings.database_url)
+        await db.connect()
+        try:
+            rows = await db.get_candles(symbol, timeframe, limit=2000)
+            if not rows:
+                click.echo(f"Error: No candles found for {symbol} {timeframe}", err=True)
+                sys.exit(1)
+
+            candles = [
+                Candle(
+                    symbol=r["symbol"],
+                    timeframe=r["timeframe"],
+                    open_time=r["open_time"],
+                    open=r["open"],
+                    high=r["high"],
+                    low=r["low"],
+                    close=r["close"],
+                    volume=r["volume"],
+                )
+                for r in reversed(rows)
+            ]
+
+            param_grid = [{}]  # Default params — extend as needed
+            engine = WalkForwardEngine(
+                strategy_factory=strategy_cls,
+                param_grid=param_grid,
+                initial_balance=Decimal(str(balance)),
+                num_windows=windows,
+            )
+            result = engine.run(candles)
+
+            click.echo(f"Walk-Forward Analysis: {result.strategy_name}")
+            click.echo(f"Windows: {result.num_windows}")
+            click.echo(f"In-sample profit: {result.in_sample_profit_pct:.2f}%")
+            click.echo(f"Out-of-sample profit: {result.out_of_sample_profit_pct:.2f}%")
+            click.echo(f"Efficiency ratio: {result.efficiency_ratio:.2f}")
+            if result.efficiency_ratio > 0.5:
+                click.echo("-> Strategy appears robust (ratio > 0.5)")
+            else:
+                click.echo("-> WARNING: Possible overfitting (ratio < 0.5)")
+        finally:
+            await db.close()
+
+    asyncio.run(_run())