Multi-strategy monitor and compare command

- Monitor accepts multiple --strategy args, runs all at each phase
- Each strategy maintains its own independent state file
- Add 'compare' subcommand: side-by-side ranking table + equity curves
- Error in one strategy doesn't block others (isolated try/catch)

Usage:
  trader.py monitor --strategy recovery_mom_top10 momentum dual_momentum
  trader.py compare --strategy sim_recovery_mom_top10 sim_momentum

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>

trader.py

@@ -593,6 +593,130 @@ def cmd_status(args):
     print()
 
 
+def cmd_compare(args):
+    """Compare multiple strategies side-by-side."""
+    market = args.market
+    strategy_names = args.strategy
+
+    # Load all states
+    states = {}
+    for name in strategy_names:
+        state = load_state(market, name)
+        if state and state.get("daily_equity"):
+            states[name] = state
+        else:
+            print(f"  Warning: no data for '{name}' — skipping")
+
+    if not states:
+        print("No strategies with data found.")
+        return
+
+    # Find common date range
+    all_dates = set()
+    for state in states.values():
+        all_dates.update(state["daily_equity"].keys())
+    all_dates = sorted(all_dates)
+
+    if not all_dates:
+        print("No equity data found.")
+        return
+
+    print(f"\n{'='*80}")
+    print(f"  STRATEGY COMPARISON — {market.upper()}")
+    print(f"  Period: {all_dates[0]} to {all_dates[-1]} ({len(all_dates)} days)")
+    print(f"{'='*80}")
+
+    # Summary table
+    results = []
+    for name, state in states.items():
+        eq = state["daily_equity"]
+        dates = sorted(eq.keys())
+        if len(dates) < 2:
+            continue
+
+        initial = state["initial_capital"]
+        final = eq[dates[-1]]
+        n_days = len(dates)
+        total_ret = (final / initial - 1) * 100
+        ann_ret = ((final / initial) ** (252 / n_days) - 1) * 100 if n_days > 0 else 0
+
+        # Max drawdown
+        values = [eq[d] for d in dates]
+        peak = values[0]
+        max_dd = 0
+        for v in values:
+            peak = max(peak, v)
+            dd = (v - peak) / peak
+            max_dd = min(max_dd, dd)
+
+        # Sharpe
+        daily_rets = []
+        for i in range(1, len(values)):
+            daily_rets.append(values[i] / values[i - 1] - 1)
+        daily_rets = np.array(daily_rets) if daily_rets else np.array([0])
+        sharpe = (daily_rets.mean() / daily_rets.std() * np.sqrt(252)) if daily_rets.std() > 0 else 0
+
+        n_trades = len(state.get("trade_log", []))
+        total_comm = sum(t.get("commission", 0) for t in state.get("trade_log", []))
+
+        results.append({
+            "name": name,
+            "initial": initial,
+            "final": final,
+            "total_ret": total_ret,
+            "ann_ret": ann_ret,
+            "sharpe": sharpe,
+            "max_dd": max_dd * 100,
+            "n_trades": n_trades,
+            "commission": total_comm,
+            "n_days": n_days,
+            "n_positions": len(state.get("holdings", {})),
+            "cash": state.get("cash", 0),
+        })
+
+    # Sort by total return descending
+    results.sort(key=lambda r: -r["total_ret"])
+
+    # Print ranking
+    print(f"\n  {'#':<3} {'Strategy':<25} {'Return':>9} {'Ann.Ret':>9} "
+          f"{'Sharpe':>8} {'MaxDD':>8} {'Trades':>7} {'Final':>14}")
+    print(f"  {'─'*87}")
+
+    for i, r in enumerate(results, 1):
+        print(f"  {i:<3} {r['name']:<25} {r['total_ret']:>+8.1f}% {r['ann_ret']:>+8.1f}% "
+              f"{r['sharpe']:>8.2f} {r['max_dd']:>7.1f}% {r['n_trades']:>7} "
+              f"${r['final']:>12,.2f}")
+
+    # Equity curve comparison (last 20 dates)
+    recent_dates = all_dates[-20:]
+    print(f"\n  Equity Curve (last {len(recent_dates)} days):")
+    header = f"  {'Date':<12}"
+    for r in results:
+        header += f" {r['name'][:14]:>14}"
+    print(header)
+    print(f"  {'─' * (12 + 15 * len(results))}")
+
+    for d in recent_dates:
+        row = f"  {d:<12}"
+        for r in results:
+            eq = states[r["name"]]["daily_equity"]
+            if d in eq:
+                row += f" ${eq[d]:>12,.2f}"
+            else:
+                row += f" {'—':>14}"
+        print(row)
+
+    # Winner summary
+    if results:
+        best = results[0]
+        worst = results[-1]
+        print(f"\n  Best:  {best['name']} ({best['total_ret']:>+.1f}%)")
+        if len(results) > 1:
+            print(f"  Worst: {worst['name']} ({worst['total_ret']:>+.1f}%)")
+            print(f"  Spread: {best['total_ret'] - worst['total_ret']:.1f}pp")
+    print()
+
+
 def cmd_log(args):
     """Print the daily log: each day's holdings, cash, operations."""
     market = args.market
@@ -844,17 +968,21 @@ def cmd_monitor(args):
       1. MORNING (~9:45 AM): Download open prices, run strategy, print orders
       2. EVENING (~4:35 PM): Download close prices, execute trades, record
 
-    Sleeps between phases and between trading days.  Skips weekends.
+    Supports multiple strategies — each gets its own state file and runs
+    independently at each phase.
 
     Usage:
         tmux new -s quant
-        uv run python trader.py monitor --market us --strategy recovery_mom_top10
+        uv run python trader.py monitor --market us \\
+            --strategy recovery_mom_top10 momentum dual_momentum
         # Ctrl-B D to detach
     """
+    import copy
     import time as _time
     import zoneinfo
 
     market = args.market
+    strategies = args.strategy  # list of strategy names
 
     # Market schedule configuration — two phases per day
     MARKET_CONFIG = {
@@ -894,10 +1022,12 @@ def cmd_monitor(args):
 
     print(f"\n{'='*60}")
     print(f"  MONITOR MODE — {config['label']}")
-    print(f"  Strategy: {args.strategy} | Market: {market.upper()}")
+    print(f"  Market: {market.upper()} | Capital: ${args.capital:,.0f}")
+    print(f"  Strategies ({len(strategies)}):")
+    for s in strategies:
+        print(f"    • {s}")
     print(f"  Morning (open → signals): {morn_h:02d}:{morn_m:02d} {tz}")
     print(f"  Evening (close → execute): {eve_h:02d}:{eve_m:02d} {tz}")
-    print(f"  Capital: ${args.capital:,.0f}")
     print(f"{'='*60}")
     print(f"[monitor] Started at {datetime.now(tz).strftime('%Y-%m-%d %H:%M:%S %Z')}")
     print(f"[monitor] Press Ctrl+C to stop\n")
@@ -969,26 +1099,34 @@ def cmd_monitor(args):
               f"{now.strftime('%Y-%m-%d %H:%M:%S %Z')}")
         print(f"[monitor] {'='*55}")
 
-        try:
-            if phase == "morning":
-                cmd_morning(args)
-            else:
-                # Check if morning was run today; if not, use auto (combined)
-                state = load_state(market, args.strategy)
-                today_str = now.strftime("%Y-%m-%d")
-                if state and state.get("last_morning") == today_str and state.get("pending_trades"):
-                    cmd_evening(args)
+        for strat_name in strategies:
+            # Create a single-strategy args copy for each sub-command
+            sub_args = copy.copy(args)
+            sub_args.strategy = strat_name
+
+            print(f"\n[monitor] --- {strat_name} ---")
+            try:
+                if phase == "morning":
+                    cmd_morning(sub_args)
                 else:
-                    print(f"[monitor] Morning was not run today — using auto (combined) mode")
-                    cmd_auto(args)
-            print(f"[monitor] {phase.upper()} completed successfully.")
-        except KeyboardInterrupt:
-            raise
-        except Exception as e:
-            print(f"[monitor] ERROR during {phase}: {e}")
-            import traceback
-            traceback.print_exc()
-            print(f"[monitor] Will continue to next scheduled event.")
+                    # Check if morning was run today; if not, use auto (combined)
+                    state = load_state(market, strat_name)
+                    today_str = now.strftime("%Y-%m-%d")
+                    if state and state.get("last_morning") == today_str and state.get("pending_trades"):
+                        cmd_evening(sub_args)
+                    else:
+                        print(f"[monitor] Morning not run for {strat_name} — using auto mode")
+                        cmd_auto(sub_args)
+                print(f"[monitor] {strat_name} {phase} OK")
+            except KeyboardInterrupt:
+                raise
+            except Exception as e:
+                print(f"[monitor] ERROR in {strat_name} {phase}: {e}")
+                import traceback
+                traceback.print_exc()
+                print(f"[monitor] Continuing with next strategy...")
+
+        print(f"\n[monitor] All {len(strategies)} strategies processed.")
 
         print()
 
@@ -1137,10 +1275,21 @@ def main():
         help="Automated daily run: signal + execute in one step (for cron)")
     add_common(p_auto)
 
-    # Monitor (long-running daemon for tmux)
+    # Monitor (long-running daemon for tmux) — supports multiple strategies
     p_monitor = sub.add_parser("monitor",
         help="Long-running daemon: auto-runs daily after market close (for tmux)")
-    add_common(p_monitor)
+    p_monitor.add_argument("--market", choices=UNIVERSES.keys(), default="us")
+    p_monitor.add_argument("--strategy", nargs="+",
+                           choices=list(STRATEGY_REGISTRY.keys()),
+                           default=["recovery_mom_top10"],
+                           help="One or more strategies to run in parallel")
+    p_monitor.add_argument("--capital", type=float, default=100_000)
+    p_monitor.add_argument("--tx-cost", type=float, default=0.001,
+                           help="Proportional transaction cost (default: 0.001 = 10bps)")
+    p_monitor.add_argument("--fixed-fee", type=float, default=0.0,
+                           help="Fixed dollar fee per trade")
+    p_monitor.add_argument("--integer-shares", action="store_true", default=False,
+                           help="Only trade whole shares (no fractional)")
 
     # Status (strategy is a free-form string to allow sim_ prefixed names)
     p_status = sub.add_parser("status", help="Show current portfolio")
@@ -1166,6 +1315,12 @@ def main():
     p_log.add_argument("--start", default=None, help="Start date filter (YYYY-MM-DD)")
     p_log.add_argument("--end", default=None, help="End date filter (YYYY-MM-DD)")
 
+    # Compare strategies
+    p_cmp = sub.add_parser("compare", help="Compare multiple strategies side-by-side")
+    p_cmp.add_argument("--market", choices=UNIVERSES.keys(), default="us")
+    p_cmp.add_argument("--strategy", nargs="+", required=True,
+                       help="Strategy state names to compare (e.g. recovery_mom_top10 momentum)")
+
     args = parser.parse_args()
 
     if args.command == "morning":
@@ -1182,6 +1337,8 @@ def main():
         cmd_simulate(args)
     elif args.command == "log":
         cmd_log(args)
+    elif args.command == "compare":
+        cmd_compare(args)
 
 
 if __name__ == "__main__":