main.py

def main():
    if DEEPSEEK_API_KEY.strip() == "PASTE_YOUR_DEEPSEEK_KEY_HERE":
        print("WARNING: You have not set your DeepSeek API key. LLM curve will fail.")
        print("Edit DEEPSEEK_API_KEY at the top of this script.\n")

    print(f"Loading {SYMBOL} from {START} to today ...")
    df = load_data()
    df_feat = add_features(df)

    oos_start = pd.to_datetime(OOS_START)
    if not (df_feat.index > oos_start).any():
        raise RuntimeError("OOS_START is outside your data range.")

    # --- Regime labels ---
    print("\nComputing Non‑LLM regimes (KMeans fit pre‑2023) ...")
    reg_non = label_regimes_kmeans(df_feat)

    reg_llm = None
    try:
        print("\nComputing LLM regimes (DeepSeek, cached) ...")
        reg_llm = label_regimes_llm(df_feat)
    except Exception as e:
        print("\nLLM regimes failed (check API key / connectivity).")
        print("Error:", str(e))
        reg_llm = None

    # --- Walk-forward OOS equity curves (monthly optimization) ---
    print("\nRunning walk-forward optimization (Non‑LLM regimes) ...")
    eq_non, params_non = walk_forward_oos(df_feat, reg_non)
    params_non.to_csv("wfo_params_non_llm.csv", index=False)

    eq_llm = None
    params_llm = None
    if reg_llm is not None:
        print("\nRunning walk-forward optimization (LLM regimes) ...")
        eq_llm, params_llm = walk_forward_oos(df_feat, reg_llm)
        params_llm.to_csv("wfo_params_llm.csv", index=False)

    # --- Metrics (OOS 2023+) ---
    non_m = qs_metrics(eq_non)
    llm_m = qs_metrics(eq_llm) if eq_llm is not None else None
    print_metrics_table(non_m, llm_m)

    # --- Plot (single plot, two curves) ---
    plt.figure()
    plt.plot(eq_non.index, eq_non.values, label="Non‑LLM (KMeans) + monthly WFO")
    if eq_llm is not None:
        plt.plot(eq_llm.index, eq_llm.values, label="LLM (DeepSeek) + monthly WFO")
    plt.title(f"{SYMBOL}: OOS Equity Curves (from {OOS_START})")
    plt.xlabel("Date")
    plt.ylabel("Equity (rebased)")
    plt.legend()
    plt.xticks(rotation=45)
    plt.tight_layout()
    plt.show()

    # --- Save equity curves ---
    eq_non.to_csv("equity_non_llm_oos_wfo.csv")
    print("\nSaved: equity_non_llm_oos_wfo.csv, wfo_params_non_llm.csv")
    if eq_llm is not None:
        eq_llm.to_csv("equity_llm_oos_wfo.csv")
        print("Saved: equity_llm_oos_wfo.csv, wfo_params_llm.csv")


if __name__ == "__main__":
    main()