src/models/backtest_results.py

from dataclasses import dataclass
from datetime import datetime
from typing import List, Dict, Optional
import pandas as pd

@dataclass
class EnhancedBacktestResult:
    # Performance metrics
    total_return: float
    sharpe_ratio: float
    max_drawdown: float
    win_rate: float
    
    # Time series data
    equity_curve: pd.Series
    positions: pd.DataFrame
    trades: pd.DataFrame
    
    # Additional metrics
    annual_return: Optional[float] = None
    volatility: Optional[float] = None
    sortino_ratio: Optional[float] = None
    calmar_ratio: Optional[float] = None
    
    # Risk metrics
    var_95: Optional[float] = None
    expected_shortfall: Optional[float] = None
    
    # Trading metrics
    total_trades: Optional[int] = None
    profitable_trades: Optional[int] = None
    avg_trade_duration: Optional[float] = None
    
    # Additional data
    metadata: Optional[Dict] = None
    
    def __post_init__(self):
        # Convert pandas objects if they're passed as dictionaries
        if isinstance(self.equity_curve, dict):
            self.equity_curve = pd.Series(self.equity_curve)
        if isinstance(self.positions, dict):
            self.positions = pd.DataFrame(self.positions)
        if isinstance(self.trades, dict):
            self.trades = pd.DataFrame(self.trades)