🎨 Palette: Improved Quiet Mode UX

.Jules/palette.md

@@ -5,3 +5,7 @@
 ## 2025-02-28 - Structured CLI Reports
 **Learning:** Dense numerical data in CLI output is hard to parse. Using ASCII box-drawing characters and alignment to create a "dashboard" or "invoice" style summary significantly improves readability and perceived quality.
 **Action:** When summarizing simulation or batch job results, always format the final report as a structured table or box rather than a list of print statements.
+
+## 2025-05-15 - Quiet Mode Feedback
+**Learning:** "Quiet" mode should not mean "silent hang". Users need reassurance that long-running processes are active.
+**Action:** When using `--quiet`, suppress detailed logs but display a minimal progress bar or spinner if the session is interactive (`sys.stdout.isatty()`).

bitcoin_trading_simulation.py

@@ -94,21 +94,43 @@ def simulate_trading(signals, initial_cash=10000, quiet=False):
             btc_to_buy = portfolio.loc[i, 'cash'] / row['price']
             portfolio.loc[i, 'btc'] += btc_to_buy
             portfolio.loc[i, 'cash'] -= btc_to_buy * row['price']
-            print(f"{Colors.GREEN}🟢 Day {i}: Buy {btc_to_buy:.4f} BTC at ${row['price']:.2f}{Colors.ENDC}")
+            if not quiet:
+                print(
+                    f"{Colors.GREEN}🟢 Day {i}: Buy {btc_to_buy:.4f} BTC at "
+                    f"${row['price']:.2f}{Colors.ENDC}"
+                )
 
         # Sell signal
         elif row['positions'] == -2.0:
             if portfolio.loc[i, 'btc'] > 0:
                 cash_received = portfolio.loc[i, 'btc'] * row['price']
                 portfolio.loc[i, 'cash'] += cash_received
-                print(f"{Colors.FAIL}🔴 Day {i}: Sell {portfolio.loc[i, 'btc']:.4f} BTC at ${row['price']:.2f}{Colors.ENDC}")
+                if not quiet:
+                    print(
+                        f"{Colors.FAIL}🔴 Day {i}: Sell {portfolio.loc[i, 'btc']:.4f} "
+                        f"BTC at ${row['price']:.2f}{Colors.ENDC}"
+                    )
                 portfolio.loc[i, 'btc'] = 0
 
         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}, "
                   f"Cash: ${portfolio.loc[i, 'cash']:.2f}, BTC: {portfolio.loc[i, 'btc']:.4f}")
+        elif sys.stdout.isatty():
+            total_days = len(signals)
+            percent = (i + 1) / total_days
+            bar_length = 30
+            filled_length = int(bar_length * percent)
+            bar = '█' * filled_length + '-' * (bar_length - filled_length)
+            sys.stdout.write(
+                f'\r{Colors.CYAN}Simulating: [{bar}] {percent:.0%} '
+                f'(Day {i+1}/{total_days}){Colors.ENDC}'
+            )
+            sys.stdout.flush()
+
+    if quiet and sys.stdout.isatty():
+        sys.stdout.write('\n')
 
     return portfolio
 

test_bitcoin_trading.py

@@ -72,3 +72,17 @@ def test_simulation_integration():
     assert 'total_value' in portfolio.columns
     assert 'btc' in portfolio.columns
     assert 'cash' in portfolio.columns
+
+
+def test_simulate_trading_quiet_mode_with_trades(capsys):
+    """Test that quiet mode suppresses trade logs too."""
+    signals = pd.DataFrame(index=range(2))
+    signals['price'] = [100.0, 101.0]
+    # Force a buy signal
+    signals['positions'] = [2.0, 0.0]
+
+    simulate_trading(signals, initial_cash=1000, quiet=True)
+
+    captured = capsys.readouterr()
+    assert "Buy" not in captured.out
+    assert "Sell" not in captured.out