algotrade-research/scalping-strategy ? reverse-engineered prompt

Build me a Python project for testing a simple scalping strategy on Vietnamese market data, mainly VN30F1M and VN30.

I want it to read historical CSV data from the data folder, calculate indicators like SMA, RSI, ATR, momentum and acceleration, then run a backtest with long and short entries, stop loss, take profit, partial exits, trailing stops, and dynamic position sizing based on signal strength and volatility. It should also handle the idea that multiple entry fills get averaged into one entry price, and it should produce a clear performance summary plus an equity or PnL chart.

Please also include a separate optimization flow that can search strategy parameters and save the best result. A simple terminal menu or command line entry point for running backtests and optimization would be great. Keep it easy to run locally, and if you need current library details, look up the latest docs online.