# AGENTS.md

This file provides guidance to Codex (Codex.ai/code) when working with code in this repository.

## What this repo is

A **manual Excel-first backtesting journal** for blackbox trading signals (M2D strategy primarily). There is no live data ingestion, no broker integration, no vision pipeline — the user types each trade into `data/backtest.xlsx` and Excel formulas compute everything else. The Python codebase is one script that regenerates the workbook template.

The project was recently rebooted (commit `0179217`) — an earlier vision/screenshot extraction pipeline was removed in favor of this manual Excel approach. Do not reintroduce vision/OCR/auto-extraction features unless explicitly asked.

Documentation and UI strings are in **Romanian**; keep them Romanian when editing.

## Commands

```powershell
pip install openpyxl                       # one-time
python scripts/generate_template.py        # regenerate data/backtest.xlsx
```

No test suite, linter, or build step exists. The only "build" is regenerating the Excel.

**Destructive caveat**: `generate_template.py` **overwrites `data/backtest.xlsx` with no prompt**. The user's logged trades live in that file. Before running it (or asking the user to), confirm they have a backup or that the file is empty/sample-only.

## Architecture

Three artifacts work together; understand all three before editing any:

### 1. `scripts/generate_template.py` — the only code

Builds a 3-sheet workbook via openpyxl:

- **Config** sheet — editable params (Account Size, Risk %) and dropdown source lists.
- **Trades** sheet — `MAX_ROWS=500` pre-populated rows. Yellow cells = user input (date, time, strategy, indicator, TF, direction, SL/TP %, outcome). Blue cells = derived via formula (Zi, Sesiune, then per-strategy `R_*`, `$_*`, `Bal_*`). Grey cells = helper columns (`Win_*`, `Peak_*`, `DD_*`) consumed by Dashboard.
- **Dashboard** sheet — reads from Trades ranges via `SUMIF`/`AVERAGEIF`/`COUNTIF`; renders metrics table, glossary, per-Session/Strategy/Indicator/Direction breakdowns, and a 5-line equity-curve chart.

Column-name → letter mapping is held in the `COL` dict, built from `TRADES_HEADERS = INPUT_HEADERS + DERIVED_HEADERS + HELPER_HEADERS`. **Never hardcode column letters** — adding/reordering a header shifts every letter. Always look up via `COL["..."]`.

### 2. The 5 management strategies — core domain concept

Every trade is simulated through 5 management overlays in parallel. Keys (`STRAT_KEYS`) and their R-multiple formula builders (`R_FN`) must stay in sync:

| Key | Label | Formula entry point |
|---|---|---|
| `tp0only` | TP0 only | `_f_r_tp0only` |
| `tp1only` | TP1 only | `_f_r_tp1only` |
| `tp2only` | TP2 only | `_f_r_tp2only` |
| `hybrid_be` | Hybrid + BE | `_f_r_hybrid_be` |
| `hybrid_nobe` | Hybrid no BE | `_f_r_hybrid_nobe` |

For each strategy and each trade row, six columns are emitted: `R_*`, `$_*`, `Bal_*`, `Win_*`, `Peak_*`, `DD_*`. Adding a 6th strategy means: append to `STRAT_KEYS` + `STRAT_LABELS`, add an `_f_r_<key>` formula, register it in `R_FN`, and the rest (Trades columns, Dashboard table column, equity-curve series) flows automatically. The R-multiple formulas encode trader assumptions — the truth table is documented in `README.md` and `STOPPING_RULE.md`; changing one is a strategy decision, not a refactor.

### 3. Session derivation (M2D-specific)

The `Sesiune` column is computed by `_f_session` from `Data` + `Ora RO` (Romanian time) using nested IFs encoding the M2D session windows (A1/A2/A3/B/C/D/Other). The buckets and times come from `strategie_M2D.md`. If asked to add a new session bucket, edit `_f_session` and `SESSIONS` together — Dashboard's PER SESIUNE breakdown iterates over `SESSIONS`.

## Decision gates — `STOPPING_RULE.md`

`STOPPING_RULE.md` is a **signed document** (the user committed it as a commitment). It defines GO LIVE / EXTEND / ABANDON thresholds: `N≥40`, `WR≥55%`, `Expectancy≥+0.20R`. Treat these numbers as fixed unless the user explicitly asks to renegotiate them — do not "improve" them in passing.

## Reference docs

- `strategie_M2D.md` — M2D setup rules (color-coded dot bands on TF mare/mic, SL/TP placement, session filters).
- `calendar_evenimente.yaml` — manual news calendar (FOMC/NFP/CPI). Read-only context; not parsed by code.
- `README.md` — user-facing workflow + R-multiple truth table.

## Working in this repo

- The user is **Marius**, a discretionary trader doing his own backtest, not an engineer building a product. Prefer minimal, legible changes to the Excel template over abstractions. The audience is one person logging trades, not a team.
- When changing formulas in `generate_template.py`, regenerate the workbook and inspect at least one row's outputs before declaring done — a formula typo silently breaks the entire downstream Dashboard.
- The git user is `Marius` on branch `master` (not `main`); PRs are not the workflow here, direct commits to `master` are.
