"""Backtest configuration."""

from __future__ import annotations

from dataclasses import dataclass, field
from datetime import datetime


@dataclass
class BacktestConfig:
    """Configuration for a single backtest run.

    Attributes
    ----------
    start_date:
        Inclusive start of the replay window.
    end_date:
        Inclusive end of the replay window.
    initial_capital:
        Starting cash balance in USD.
    commission_per_trade:
        Fixed commission charged per order (Alpaca is commission-free,
        so the default is 0.0).
    slippage_pct:
        Simulated slippage as a fraction of price (0.001 = 0.1%).
    strategy_weights:
        Mapping of strategy name to weight.  If empty, strategies
        receive equal weight (0.333...).
    max_position_pct:
        Maximum fraction of equity per position (default 5%).
    signal_threshold:
        Minimum combined signal strength to trigger a trade (default 0.3).
    """

    start_date: datetime
    end_date: datetime
    initial_capital: float = 100_000.0
    commission_per_trade: float = 0.0
    slippage_pct: float = 0.001
    strategy_weights: dict[str, float] = field(default_factory=dict)
    max_position_pct: float = 0.05
    signal_threshold: float = 0.3