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feat: adds loading bar #33

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74 changes: 44 additions & 30 deletions src/quant_research_starter/backtest/vectorized.py
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Original file line number Diff line number Diff line change
Expand Up @@ -3,7 +3,7 @@
from typing import Dict, Optional

import pandas as pd

from tqdm import tqdm

class VectorizedBacktest:
"""
Expand Down Expand Up @@ -74,40 +74,54 @@ def run(self, weight_scheme: str = "rank") -> Dict:

# Compute daily weights from signals (rebalance only on rebalance dates)
weights_list = []
for date in returns_df.index:
if self._should_rebalance(date, prev_rebalance_date):
# Rebalance: compute new target weights
current_weights = self._calculate_weights(
aligned_signals.loc[date], weight_scheme
)
prev_rebalance_date = date

# Append current weights (maintain between rebalances)
weights_list.append(current_weights)
with tqdm(len(returns_df.index),desc="Backtesting", unit="day") as pbar:
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Copilot AI Nov 6, 2025

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Missing space after comma in function arguments. Should be tqdm(total=len(returns_df.index), desc="Backtesting", unit="day") with a space after the comma following len(returns_df.index).

Suggested change
with tqdm(len(returns_df.index),desc="Backtesting", unit="day") as pbar:
with tqdm(len(returns_df.index), desc="Backtesting", unit="day") as pbar:

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Copilot AI Nov 6, 2025

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The tqdm constructor is called with a positional argument for total, but this should use the total parameter name. Change tqdm(len(returns_df.index),desc="Backtesting", unit="day") to tqdm(total=len(returns_df.index), desc="Backtesting", unit="day").

Suggested change
with tqdm(len(returns_df.index),desc="Backtesting", unit="day") as pbar:
with tqdm(total=len(returns_df.index), desc="Backtesting", unit="day") as pbar:

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for date in returns_df.index:
if self._should_rebalance(date, prev_rebalance_date):
# Rebalance: compute new target weights
current_weights = self._calculate_weights(
aligned_signals.loc[date], weight_scheme
)
prev_rebalance_date = date
pbar.set_postfix(rebalance="✓", refresh=False)
else :
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Incorrect spacing in else : - there should be no space before the colon. Should be else: according to PEP 8.

Suggested change
else :
else:

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pbar.set_postfix(rebalance=" ", refresh=False)

# Append current weights (maintain between rebalances)
weights_list.append(current_weights)
pbar.update(1)

weights = pd.DataFrame(
weights_list, index=returns_df.index, columns=self.prices.columns
).fillna(0.0)

# Previous day weights for PnL calculation
weights_prev = weights.shift(1).fillna(0.0)

# Turnover for transaction costs (L1 change / 2)
turnover = (weights.fillna(0.0) - weights_prev).abs().sum(axis=1) * 0.5
tc_series = turnover * self.transaction_cost

# Strategy returns
strat_ret = (weights_prev * returns_df).sum(axis=1) - tc_series

# Build portfolio value series
portfolio_value = (1 + strat_ret).cumprod() * self.initial_capital
portfolio_value = pd.concat(
[
pd.Series(self.initial_capital, index=[self.prices.index[0]]),
portfolio_value,
]
)
portfolio_value = portfolio_value.reindex(self.prices.index).ffill()
with tqdm(total=4, desc="Calculating performance") as pbar:
# Previous day weights for PnL calculation
pbar.set_description("Calculating weight shifts")
weights_prev = weights.shift(1).fillna(0.0)
pbar.update(1)

# Turnover for transaction costs (L1 change / 2)
pbar.set_description("Calculating transaction costs")
turnover = (weights.fillna(0.0) - weights_prev).abs().sum(axis=1) * 0.5
tc_series = turnover * self.transaction_cost
pbar.update(1)

# Strategy returns
pbar.set_description("Calculating strategy returns")
strat_ret = (weights_prev * returns_df).sum(axis=1) - tc_series
pbar.update(1)

# Build portfolio value series
pbar.set_description("Building portfolio series")
portfolio_value = (1 + strat_ret).cumprod() * self.initial_capital
portfolio_value = pd.concat(
[
pd.Series(self.initial_capital, index=[self.prices.index[0]]),
portfolio_value,
]
)
portfolio_value = portfolio_value.reindex(self.prices.index).ffill()
pbar.update(1)

# Store results
self.positions = weights # interpret as weights positions
Expand Down
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