From debccc89678093c8afc900ce5b896103ca6f27d2 Mon Sep 17 00:00:00 2001
From: "google-labs-jules[bot]"
 <161369871+google-labs-jules[bot]@users.noreply.github.com>
Date: Tue, 3 Feb 2026 13:14:30 +0000
Subject: [PATCH 1/2] feat: add CLI arguments for simulation control and output
 accessibility

- Add `argparse` to allow customization of days, cash, price, and volatility.
- Add `--quiet` flag to suppress verbose daily logs.
- Add `--no-color` flag for accessibility and plain text output.
- Refactor `Colors` class to support disabling ANSI codes.
- Ensure profit calculation uses dynamic initial cash value.

Co-authored-by: EiJackGH <172181576+EiJackGH@users.noreply.github.com>
---
 .Jules/palette.md             |  4 ++++
 bitcoin_trading_simulation.py | 34 +++++++++++++++++++++++++++++-----
 2 files changed, 33 insertions(+), 5 deletions(-)

diff --git a/.Jules/palette.md b/.Jules/palette.md
index 5de3a38..3b005ab 100644
--- a/.Jules/palette.md
+++ b/.Jules/palette.md
@@ -1,3 +1,7 @@
 ## 2024-05-22 - Visual Hierarchy in CLI Output
 **Learning:** Adding color-coded indicators (Green/Red) and emojis (💰, 📉) in CLI tools significantly reduces cognitive load when parsing financial data streams. It transforms a wall of text into a scannable narrative.
 **Action:** For data-heavy CLI applications, always implement a semantic color system and visual anchors (icons/emojis) for key events.
+
+## 2024-05-23 - Accessibility & Control in CLI Tools
+**Learning:** Even in CLI environments, users need control over verbosity (`--quiet`) and accessibility settings (`--no-color`). Hardcoded values and unstoppable output streams are bad UX patterns that are easily fixed with standard arguments.
+**Action:** Always include standard flags for controlling output verbosity and ANSI color usage in CLI tools.
diff --git a/bitcoin_trading_simulation.py b/bitcoin_trading_simulation.py
index 82df43f..e2a51f2 100644
--- a/bitcoin_trading_simulation.py
+++ b/bitcoin_trading_simulation.py
@@ -1,3 +1,4 @@
+import argparse
 import numpy as np
 import pandas as pd
 
@@ -9,6 +10,15 @@ class Colors:
     ENDC = '\033[0m'
     BOLD = '\033[1m'
 
+    @classmethod
+    def disable(cls):
+        cls.HEADER = ''
+        cls.BLUE = ''
+        cls.GREEN = ''
+        cls.RED = ''
+        cls.ENDC = ''
+        cls.BOLD = ''
+
 def simulate_bitcoin_prices(days=60, initial_price=50000, volatility=0.02):
     """
     Simulates Bitcoin prices for a given number of days using Geometric Brownian Motion.
@@ -49,7 +59,7 @@ def generate_trading_signals(signals):
     signals['positions'] = signals['signal'].diff().shift(1)
     return signals
 
-def simulate_trading(signals, initial_cash=10000):
+def simulate_trading(signals, initial_cash=10000, quiet=False):
     """
     Simulates trading based on signals and prints a daily ledger.
     """
@@ -81,13 +91,27 @@ def simulate_trading(signals, initial_cash=10000):
                 portfolio.loc[i, 'btc'] = 0
 
         portfolio.loc[i, 'total_value'] = portfolio.loc[i, 'cash'] + portfolio.loc[i, 'btc'] * row['price']
-        print(f"Day {i}: Portfolio Value: ${portfolio.loc[i, 'total_value']:.2f}, Cash: ${portfolio.loc[i, 'cash']:.2f}, BTC: {portfolio.loc[i, 'btc']:.4f}")
+        if not quiet:
+            print(f"Day {i}: Portfolio Value: ${portfolio.loc[i, 'total_value']:.2f}, Cash: ${portfolio.loc[i, 'cash']:.2f}, BTC: {portfolio.loc[i, 'btc']:.4f}")
     
     return portfolio
 
 if __name__ == "__main__":
+    parser = argparse.ArgumentParser(description='Bitcoin Trading Simulation')
+    parser.add_argument('--days', type=int, default=60, help='Number of days to simulate')
+    parser.add_argument('--initial-cash', type=float, default=10000, help='Initial cash in USD')
+    parser.add_argument('--initial-price', type=float, default=50000, help='Initial Bitcoin price in USD')
+    parser.add_argument('--volatility', type=float, default=0.02, help='Volatility of the price')
+    parser.add_argument('--quiet', action='store_true', help='Suppress daily log output')
+    parser.add_argument('--no-color', action='store_true', help='Disable colored output')
+
+    args = parser.parse_args()
+
+    if args.no_color:
+        Colors.disable()
+
     # Simulate prices
-    prices = simulate_bitcoin_prices()
+    prices = simulate_bitcoin_prices(days=args.days, initial_price=args.initial_price, volatility=args.volatility)
     
     # Calculate moving averages
     signals = calculate_moving_averages(prices)
@@ -96,11 +120,11 @@ def simulate_trading(signals, initial_cash=10000):
     signals = generate_trading_signals(signals)
     
     # Simulate trading
-    portfolio = simulate_trading(signals)
+    portfolio = simulate_trading(signals, initial_cash=args.initial_cash, quiet=args.quiet)
     
     # Final portfolio performance
     final_value = portfolio['total_value'].iloc[-1]
-    initial_cash = 10000
+    initial_cash = args.initial_cash
     profit = final_value - initial_cash
     
     # Compare with buy and hold strategy

From fc95d943959bfa1a7b8bfcce2e49542264faffb3 Mon Sep 17 00:00:00 2001
From: "google-labs-jules[bot]"
 <161369871+google-labs-jules[bot]@users.noreply.github.com>
Date: Tue, 3 Feb 2026 13:22:05 +0000
Subject: [PATCH 2/2] fix: linting errors and test discovery

- Fix PEP 8 violations in `bitcoin_trading_simulation.py` (whitespace, blank lines, line length).
- Rename `test.py` to `test_simulation.py` to support standard pytest discovery.
- Update `.gitignore` to exclude `__pycache__` and `*.pyc`.

Co-authored-by: EiJackGH <172181576+EiJackGH@users.noreply.github.com>
---
 .gitignore                    |  4 ++++
 bitcoin_trading_simulation.py | 25 ++++++++++++++++---------
 test.py => test_simulation.py |  0
 3 files changed, 20 insertions(+), 9 deletions(-)
 rename test.py => test_simulation.py (100%)

diff --git a/.gitignore b/.gitignore
index d4fb281..907591b 100644
--- a/.gitignore
+++ b/.gitignore
@@ -39,3 +39,7 @@
 
 # debug information files
 *.dwo
+
+# Python
+__pycache__/
+*.pyc
diff --git a/bitcoin_trading_simulation.py b/bitcoin_trading_simulation.py
index e2a51f2..6910e48 100644
--- a/bitcoin_trading_simulation.py
+++ b/bitcoin_trading_simulation.py
@@ -2,6 +2,7 @@
 import numpy as np
 import pandas as pd
 
+
 class Colors:
     HEADER = '\033[95m'
     BLUE = '\033[94m'
@@ -19,6 +20,7 @@ def disable(cls):
         cls.ENDC = ''
         cls.BOLD = ''
 
+
 def simulate_bitcoin_prices(days=60, initial_price=50000, volatility=0.02):
     """
     Simulates Bitcoin prices for a given number of days using Geometric Brownian Motion.
@@ -33,6 +35,7 @@ def simulate_bitcoin_prices(days=60, initial_price=50000, volatility=0.02):
         prices.append(prices[-1] + price_change)
     return pd.Series(prices, name='Price')
 
+
 def calculate_moving_averages(prices, short_window=7, long_window=30):
     """
     Calculates short and long moving averages for a given price series.
@@ -43,6 +46,7 @@ def calculate_moving_averages(prices, short_window=7, long_window=30):
     signals['long_mavg'] = prices.rolling(window=long_window, min_periods=1, center=False).mean()
     return signals
 
+
 def generate_trading_signals(signals):
     """
     Generates trading signals based on the Golden Cross strategy.
@@ -54,11 +58,12 @@ def generate_trading_signals(signals):
     signals.loc[signals['short_mavg'] > signals['long_mavg'], 'signal'] = 1.0
     # A Death Cross (sell signal)
     signals.loc[signals['short_mavg'] < signals['long_mavg'], 'signal'] = -1.0
-    
+
     # We create 'positions' to represent the trading action: 1 for buy, -1 for sell, 0 for hold
     signals['positions'] = signals['signal'].diff().shift(1)
     return signals
 
+
 def simulate_trading(signals, initial_cash=10000, quiet=False):
     """
     Simulates trading based on signals and prints a daily ledger.
@@ -92,10 +97,12 @@ def simulate_trading(signals, initial_cash=10000, quiet=False):
 
         portfolio.loc[i, 'total_value'] = portfolio.loc[i, 'cash'] + portfolio.loc[i, 'btc'] * row['price']
         if not quiet:
-            print(f"Day {i}: Portfolio Value: ${portfolio.loc[i, 'total_value']:.2f}, Cash: ${portfolio.loc[i, 'cash']:.2f}, BTC: {portfolio.loc[i, 'btc']:.4f}")
-    
+            print(f"Day {i}: Portfolio Value: ${portfolio.loc[i, 'total_value']:.2f}, "
+                  f"Cash: ${portfolio.loc[i, 'cash']:.2f}, BTC: {portfolio.loc[i, 'btc']:.4f}")
+
     return portfolio
 
+
 if __name__ == "__main__":
     parser = argparse.ArgumentParser(description='Bitcoin Trading Simulation')
     parser.add_argument('--days', type=int, default=60, help='Number of days to simulate')
@@ -112,25 +119,25 @@ def simulate_trading(signals, initial_cash=10000, quiet=False):
 
     # Simulate prices
     prices = simulate_bitcoin_prices(days=args.days, initial_price=args.initial_price, volatility=args.volatility)
-    
+
     # Calculate moving averages
     signals = calculate_moving_averages(prices)
-    
+
     # Generate trading signals
     signals = generate_trading_signals(signals)
-    
+
     # Simulate trading
     portfolio = simulate_trading(signals, initial_cash=args.initial_cash, quiet=args.quiet)
-    
+
     # Final portfolio performance
     final_value = portfolio['total_value'].iloc[-1]
     initial_cash = args.initial_cash
     profit = final_value - initial_cash
-    
+
     # Compare with buy and hold strategy
     buy_and_hold_btc = initial_cash / prices.iloc[0]
     buy_and_hold_value = buy_and_hold_btc * prices.iloc[-1]
-    
+
     print(f"\n{Colors.HEADER}{Colors.BOLD}------ Final Portfolio Performance ------{Colors.ENDC}")
     print(f"Initial Cash: ${initial_cash:.2f}")
     print(f"Final Portfolio Value: ${final_value:.2f}")
diff --git a/test.py b/test_simulation.py
similarity index 100%
rename from test.py
rename to test_simulation.py