#!/bin/bash
# Walk-forward IchimokuHyper : pour chaque fold, hyperopt sur train -> backtest OOS sur test.
set -eo pipefail
cd /Users/jerem/Documents/projects/perso/MidasBot
CFG=/freqtrade/user_data/config_ich.json
DC="docker compose run --rm --no-deps freqtrade"

# Paires train|test (train 6 mois glissant, test 2 mois OOS), 2024-06 -> 2026-06
FOLDS=(
  "20240601-20241201|20241201-20250201"
  "20240801-20250201|20250201-20250401"
  "20241001-20250401|20250401-20250601"
  "20241201-20250601|20250601-20250801"
  "20250201-20250801|20250801-20251001"
  "20250401-20251001|20251001-20251201"
  "20250601-20251201|20251201-20260201"
  "20250801-20260201|20260201-20260401"
  "20251001-20260401|20260401-20260623"
)

echo "FOLD | TEST_PERIOD | OOS_GAIN%"
for f in "${FOLDS[@]}"; do
  tr="${f%%|*}"; te="${f##*|}"
  $DC hyperopt --config $CFG --strategy IchimokuHyper \
    --hyperopt-loss ProfitDrawDownHyperOptLoss --spaces buy roi stoploss trailing \
    --timeframe 1h --timerange "$tr" --epochs 80 -j 4 > /tmp/wf_ho.log 2>&1
  g=$($DC backtesting --config $CFG --strategy IchimokuHyper \
    --timeframe 1h --timerange "$te" 2>&1 \
    | grep -iE 'Total profit %' | head -1 | grep -oE '[-0-9.]+%' | head -1)
  echo "$tr | $te | $g"
done
echo "WALKFORWARD_DONE"