feat: port leaderboard visualization from proposals and maintain robust execution logic

main.py

@@ -6,6 +6,7 @@ os.environ['PYTHONUNBUFFERED'] = '1'
 
 import time
 import logging
+import logging.handlers
 import pytz
 import threading
 import csv
@@ -19,16 +20,29 @@ from src.execution.manager import ExecutionManager
 from scripts.find_isa_candidates import find_best_isa_tickers
 from scripts.backtest import backtest_ticker
 
+# Aggressive flush handler to ensure logs are physically written to disk
+class HardFlushHandler(logging.handlers.WatchedFileHandler):
+    def emit(self, record):
+        super().emit(record)
+        # Flush the internal stream buffer
+        self.flush()
+        # Force the OS to write the bits to the physical drive
+        if self.stream and not self.stream.closed:
+            try:
+                os.fsync(self.stream.fileno())
+            except (OSError, ValueError):
+                pass
+
 # Ensure logs directory exists
 os.makedirs("logs", exist_ok=True)
 log_filename = datetime.now().strftime("logs/bot_%Y-%m-%d.log")
 
-# Simple, robust logging setup
+# Robust logging setup
 logging.basicConfig(
     level=logging.INFO, 
     format='%(asctime)s [%(threadName)s] %(levelname)s - %(message)s',
     handlers=[
-        logging.FileHandler(log_filename, mode='a'),
+        HardFlushHandler(log_filename, mode='a'),
         logging.StreamHandler(sys.stdout)
     ]
 )
@@ -37,6 +51,11 @@ logger = logging.getLogger(__name__)
 def flush_logs():
     for handler in logging.getLogger().handlers:
         handler.flush()
+        if hasattr(handler, 'stream') and handler.stream and not handler.stream.closed:
+            try:
+                os.fsync(handler.stream.fileno())
+            except:
+                pass
 
 
 PNL_FILE = "pnl_tracking.csv"
@@ -74,17 +93,13 @@ def calculate_r_multiple(direction, entry_price, exit_price, stop_loss):
         risk = stop_loss - entry_price
         return (entry_price - exit_price) / risk if risk != 0 else 0
 
-def run_ticker_lifecycle(client, yf_ticker, t212_ticker, tz, num_tickers):
-    """Handles the full strategy lifecycle for a single ticker in its own thread, then exits."""
+def run_ticker_lifecycle(client, yf_ticker, t212_ticker, tz):
+    """Handles the full strategy lifecycle for a single ticker."""
     strategy = TouchTurnStrategy(yf_ticker)
     execution = ExecutionManager(client)
     
     logger.info(f"Bot thread started for {yf_ticker} ({t212_ticker}).")
     
-    # Initialize variables outside the retry loop to prevent UnboundLocalError
-    risk_share = 12.50 / num_tickers
-    capital_share = 250.0 / num_tickers
-    
     try:
         now = datetime.now(tz)
         target_entry_time = now.replace(hour=9, minute=45, second=0, microsecond=0)
@@ -116,22 +131,41 @@ def run_ticker_lifecycle(client, yf_ticker, t212_ticker, tz, num_tickers):
                 params = strategy.get_trade_params()
                 params['ticker'] = t212_ticker
                 
-                # Anti-thundering-herd: Random jitter to prevent 429s from parallel threads
-                # Use a larger range (1-10s) to better stagger independent threads
+                # Check for ISA short restriction
+                isa_mode = os.getenv("ISA_MODE", "False").lower() == "true"
+                from src.strategy.inverse_mapping import INVERSE_TICKER_MAP
+                
+                can_trade = True
+                if isa_mode and params['direction'] == "SELL":
+                    base_ticker = yf_ticker.split('_')[0]
+                    if base_ticker not in INVERSE_TICKER_MAP:
+                        logger.warning(f"ISA Mode: Bypassing {yf_ticker} Short (No ETP). Capital will be reallocated.")
+                        can_trade = False
+                
+                if not can_trade:
+                    return
+
+                # Anti-thundering-herd jitter
                 time.sleep(random.uniform(1.0, 10.0))
                 
-                # Fetch Account Balance to calculate risk with backoff
+                # Fetch Account Balance and DYNAMICALLY partition
                 for attempt in range(3):
                     try:
                         account_info = client.get_account_info()
                         actual_balance = float(account_info.get('totalValue', 5000.0))
                         virtual_balance = max(0, actual_balance - 4750.0)
                         
-                        # Risk 5% of this adjusted virtual balance
-                        risk_share = (virtual_balance * 0.05) / num_tickers
-                        capital_share = virtual_balance / num_tickers
+                        # Count actively trading threads
+                        num_active = 0
+                        for t in threading.enumerate():
+                            if t.name.startswith("Bot-") and t.is_alive():
+                                num_active += 1
                         
-                        logger.info(f"Account: {actual_balance:.2f} | Virtual: {virtual_balance:.2f} | Share: {capital_share:.2f}")
+                        num_active = max(1, num_active) # Safety
+                        risk_share = (virtual_balance * 0.05) / num_active
+                        capital_share = virtual_balance / num_active
+                        
+                        logger.info(f"Active Trades: {num_active} | Virtual: {virtual_balance:.2f} | Share: {capital_share:.2f} | Risk: {risk_share:.2f}")
                         break 
                     except Exception as e:
                         if '429' in str(e):
@@ -233,7 +267,8 @@ def main():
         logger.error("No candidates found. Exiting.")
         return
 
-    logger.info("Running Backtests on candidates to find current winners...")
+    logger.info("Running Backtests on top 10 candidates to find the current 'Edge'...")
+    all_results = []
     profitable_tickers = []
     
     for _, row in candidates_df.head(10).iterrows():
@@ -241,12 +276,30 @@ def main():
         t212_t = row['T212_Ticker']
         
         res = backtest_ticker(yf_t, quiet=True)
-        if res and res['Net PnL (R)'] > 0:
-            profitable_tickers.append({
-                'yf': yf_t,
-                't212': t212_t,
-                'pnl': res['Net PnL (R)']
-            })
+        if res:
+            all_results.append(res)
+            if res['Net PnL (R)'] > 0:
+                profitable_tickers.append({
+                    'yf': yf_t,
+                    't212': t212_t,
+                    'pnl': res['Net PnL (R)']
+                })
+
+    # Print Leaderboard for transparency
+    if all_results:
+        from prettytable import PrettyTable
+        results_df = pd.DataFrame(all_results)
+        results_df = results_df.sort_values(by="Net PnL (R)", ascending=False).reset_index(drop=True)
+        
+        print("\n" + "="*80)
+        print("🚀 MORNING BACKTEST LEADERBOARD (LAST ~60 DAYS) 🚀")
+        print("="*80)
+        table = PrettyTable()
+        table.field_names = results_df.columns
+        for _, r in results_df.iterrows():
+            table.add_row(r.tolist())
+        print(table)
+        print("\n")
 
     profitable_tickers.sort(key=lambda x: x['pnl'], reverse=True)
     final_watchlist = profitable_tickers[:3]
@@ -258,11 +311,10 @@ def main():
     logger.info(f"Final Watchlist for today: {[t['yf'] for t in final_watchlist]}")
 
     threads = []
-    num_active = len(final_watchlist)
     for ticker_info in final_watchlist:
         t = threading.Thread(
             target=run_ticker_lifecycle, 
-            args=(client, ticker_info['yf'], ticker_info['t212'], tz, num_active),
+            args=(client, ticker_info['yf'], ticker_info['t212'], tz),
             name=f"Bot-{ticker_info['yf']}"
         )
         t.start()