feat: Smart Autonomous 3-Phase Optimizer — complete redesign
PROBLEM: Old system repeated identical params, all scores flat at 0.2500,
user had zero control over symbol/TF/dates. Not smart, not dynamic.
NEW ARCHITECTURE:
optimizer/ (NEW package)
├── __init__.py
├── session_config.py User choices (EA, symbol, TF, dates, budget, objective)
├── lhs_sampler.py Latin Hypercube Sampling — diverse exploration
├── result_ranker.py Relative scoring (best in session=1.0, worst=0.0)
├── budget.py Time budget tracker
└── pipeline.py 3-phase orchestrator
Phase 1 — Broad Discovery (LHS, 20-26 runs):
Samples FULL parameter space, not just defaults±tiny step
LHS guarantees coverage: all 17 optimizable LEGSTECH params explored
Relative ranking: profitable configs float top, losers score 0
Phase 2 — Refinement (9 runs):
Neighbor search around top 3 configs at ±20% range (not ±0.5 step)
Keeps best of Phase1 vs Phase2 — never regresses
Phase 3 — Validation (5 runs):
OOS backtest on unseen data period
Sensitivity test: nudge params ±20%, detect fragility
Verdict: RECOMMENDED / RISKY / NOT_RELIABLE
Output: Clean downloadable .set file via /download_set/<run_id>
UI REDESIGN:
ui/templates/landing.html New / homepage (was old dashboard)
ui/templates/setup.html New /setup — EA, symbol, TF, dates, budget, objective
ui/templates/dashboard.html Updated /dashboard with:
- 5-step phase indicator
- Real progress bar per run
- Phase 1 results table (top 5 after phase1)
- Verdict banner with download button
- No-profitable-config warning
ui/static/js/dashboard.js Handles 8 new pipeline SocketIO events
app.py New routes: /, /setup, /dashboard
/api/start accepts full SessionConfig JSON
/download_set/<id> serves optimized .set
ea/registry.py +list_all() for setup page dropdown
ui/templates/reports_index.html Back to Dashboard → /dashboard (was /)
ui/static/css/style.css +dot-warn, dot-done, profit-pos/neg, aliases
FIXES:
Score no longer flat 0.2500 (was: absolute thresholds on losing EA)
User now controls: symbol, timeframe, dates, budget, objective
Parameters now span full range (was: tiny step from defaults)
Verdict is actionable: RECOMMENDED / RISKY / NOT_RELIABLE with reason
TESTED:
8/8 pre-flight checks pass
Browser test: landing ✓, setup form ✓, /dashboard ✓,
phase indicator active ✓, /reports ✓, back link ✓
This commit is contained in:
LEGSTECH Optimizer
@@ -1,18 +1,22 @@
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"""
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app.py — MT5 EA Optimizer Web App
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Double-click to launch. Browser opens automatically at http://localhost:5000
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app.py — MT5 Smart EA Optimizer Web App
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Routes:
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/ → Landing page
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/setup → Configure new optimization session
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/dashboard → Live optimization dashboard
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/reports → Past runs browser
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"""
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import sys, os, threading, webbrowser, time
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from pathlib import Path
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# ── Make sure imports resolve from project root ───────────────────────────────
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BASE_DIR = Path(__file__).parent
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sys.path.insert(0, str(BASE_DIR))
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from flask import Flask, render_template, jsonify, request, send_from_directory
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from flask import Flask, render_template, jsonify, request, send_from_directory, redirect
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from flask_socketio import SocketIO, emit
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from optimizer_loop import OptimizerLoop
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from optimizer.pipeline import OptimizationPipeline
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from optimizer.session_config import SessionConfig
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# ── App setup ─────────────────────────────────────────────────────────────────
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app = Flask(__name__,
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@@ -24,76 +28,151 @@ socketio = SocketIO(app, cors_allowed_origins="*", async_mode="threading")
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REPORTS_DIR = BASE_DIR / "Reports"
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REPORTS_DIR.mkdir(exist_ok=True)
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# Global optimizer instance
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optimizer: OptimizerLoop = None
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optimizer_thread: threading.Thread = None
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# Global pipeline instance
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pipeline: OptimizationPipeline = None
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pipeline_thread: threading.Thread = None
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# ── Routes ────────────────────────────────────────────────────────────────────
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@app.route("/")
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def index():
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return render_template("index.html")
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def landing():
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return render_template("landing.html")
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@app.route("/setup")
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def setup():
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"""Setup page: EA selector, dates, budget, objective."""
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import yaml
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from ea.registry import EARegistry
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try:
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reg = EARegistry(str(BASE_DIR / "config.yaml"))
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eas = reg.list_all()
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default_ea = eas[0].name if eas else "LEGSTECH_EA_V2"
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# Load param list for the first EA (or selected)
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ea_name = request.args.get("ea", default_ea)
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profile = reg.get(ea_name)
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schema = reg.get_schema(profile, apply_optimize_selection=False)
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params = [p for p in schema.all_params() if p.type != "fixed"]
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except Exception as e:
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eas = []
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default_ea = "LEGSTECH_EA_V2"
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params = []
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return render_template("setup.html",
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registered_eas=eas,
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default_ea=default_ea,
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params=params)
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@app.route("/dashboard")
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def dashboard():
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return render_template("dashboard.html")
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# Keep old / redirect for muscle memory
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@app.route("/index")
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def old_index():
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return redirect("/dashboard")
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# ── API ───────────────────────────────────────────────────────────────────────
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@app.route("/api/status")
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def status():
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if optimizer is None:
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return jsonify({"state": "idle", "iteration": 0, "best_score": 0})
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return jsonify(optimizer.get_status())
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if pipeline is None:
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return jsonify({"state": "idle", "run_count": 0, "total_runs": 0,
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"best_score": 0, "phase": "idle"})
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return jsonify(pipeline.get_status())
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@app.route("/api/start", methods=["POST"])
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def start():
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global optimizer, optimizer_thread
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if optimizer and optimizer.running:
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return jsonify({"ok": False, "msg": "Already running"})
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global pipeline, pipeline_thread
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if pipeline and pipeline.running:
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return jsonify({"ok": False, "msg": "Optimization already running"})
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data = request.get_json(silent=True) or {}
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optimizer = OptimizerLoop(
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try:
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session = SessionConfig.from_dict(data)
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session.derive_samples()
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except Exception as e:
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return jsonify({"ok": False, "msg": f"Invalid config: {e}"})
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pipeline = OptimizationPipeline(
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config_path=str(BASE_DIR / "config.yaml"),
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socketio=socketio,
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reports_dir=REPORTS_DIR,
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auto_mode=data.get("auto", True),
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)
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optimizer_thread = threading.Thread(target=optimizer.run, daemon=True)
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optimizer_thread.start()
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return jsonify({"ok": True})
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pipeline.configure(session)
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pipeline_thread = threading.Thread(target=pipeline.run, daemon=True)
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pipeline_thread.start()
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@app.route("/api/pause", methods=["POST"])
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def pause():
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if optimizer:
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optimizer.toggle_pause()
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return jsonify({"ok": True, "paused": optimizer.paused})
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return jsonify({"ok": False})
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return jsonify({"ok": True, "total_runs": session.total_budget_runs})
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@app.route("/api/stop", methods=["POST"])
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def stop():
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if optimizer:
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optimizer.stop()
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return jsonify({"ok": True})
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@app.route("/api/skip", methods=["POST"])
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def skip():
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if optimizer:
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optimizer.skip_hypothesis()
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if pipeline:
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pipeline.stop()
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return jsonify({"ok": True})
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@app.route("/api/history")
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def history():
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if optimizer is None:
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"""Score history for chart — built from pipeline results."""
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if pipeline is None:
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return jsonify([])
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return jsonify(optimizer.score_history)
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results = pipeline.phase1_results + pipeline.phase2_results
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return jsonify([
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{
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"run_id": r.run_id,
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"score": round(r.score, 4),
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"calmar": round(r.calmar, 3),
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"passing": r.passing,
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"phase": r.phase,
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}
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for r in results
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])
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@app.route("/api/ea_params")
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def ea_params():
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"""Return param list for a given EA (used by setup page AJAX)."""
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ea_name = request.args.get("ea", "")
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try:
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from ea.registry import EARegistry
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reg = EARegistry(str(BASE_DIR / "config.yaml"))
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profile = reg.get(ea_name)
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schema = reg.get_schema(profile, apply_optimize_selection=False)
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return jsonify([
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{"name": p.name, "type": p.type,
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"range": p.range_label, "optimize": p.optimize}
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for p in schema.all_params() if p.type != "fixed"
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])
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except Exception as e:
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return jsonify({"error": str(e)}), 400
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@app.route("/download_set/<run_id>")
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def download_set(run_id):
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"""Serve the optimized .set file for download."""
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run_dir = REPORTS_DIR / run_id
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set_files = list(run_dir.glob("*.set")) if run_dir.exists() else []
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if not set_files:
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return "No .set file found", 404
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return send_from_directory(run_dir, set_files[0].name, as_attachment=True)
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# ── Reports routes (unchanged) ────────────────────────────────────────────────
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@app.route("/reports")
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@app.route("/reports/")
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def reports_index():
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"""Reports browser page — fixes the 404 on the Reports button."""
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import json, re
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runs = []
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for run_dir in sorted(REPORTS_DIR.iterdir(), reverse=True) if REPORTS_DIR.exists() else []:
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@@ -102,12 +181,10 @@ def reports_index():
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summary = run_dir / "summary.json"
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if summary.exists():
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try:
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txt = summary.read_text(encoding="utf-8")
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# Fix legacy NaN values (invalid JSON) written before the fix
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txt = re.sub(r'\bNaN\b', 'null', txt)
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txt = re.sub(r'\bInfinity\b', 'null', txt)
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txt = summary.read_text(encoding="utf-8")
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txt = re.sub(r'\bNaN\b', 'null', txt)
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txt = re.sub(r'\bInfinity\b', 'null', txt)
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data = json.loads(txt)
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# Replace None scores with 0 for display
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data["score"] = data.get("score") or 0
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data["score_delta"] = data.get("score_delta") or 0
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runs.append(data)
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@@ -118,7 +195,6 @@ def reports_index():
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@app.route("/reports/<path:filename>")
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def reports_file(filename):
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"""Serve individual report files (HTML, CSV, JSON)."""
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return send_from_directory(REPORTS_DIR, filename)
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@@ -133,9 +209,9 @@ def runs_list():
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summary = run_dir / "summary.json"
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if summary.exists():
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try:
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txt = summary.read_text(encoding="utf-8")
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txt = re.sub(r'\bNaN\b', 'null', txt)
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txt = re.sub(r'\bInfinity\b', 'null', txt)
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txt = summary.read_text(encoding="utf-8")
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txt = re.sub(r'\bNaN\b', 'null', txt)
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txt = re.sub(r'\bInfinity\b', 'null', txt)
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data = json.loads(txt)
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data["score"] = data.get("score") or 0
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data["score_delta"] = data.get("score_delta") or 0
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@@ -145,12 +221,12 @@ def runs_list():
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return jsonify(runs[:50])
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# ── SocketIO events ───────────────────────────────────────────────────────────
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# ── SocketIO ──────────────────────────────────────────────────────────────────
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@socketio.on("connect")
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def on_connect():
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if optimizer:
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emit("status_sync", optimizer.get_status())
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if pipeline:
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emit("status_sync", pipeline.get_status())
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# ── Launch ────────────────────────────────────────────────────────────────────
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@@ -162,7 +238,7 @@ def open_browser():
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if __name__ == "__main__":
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print("=" * 60)
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print(" MT5 EA Optimizer — Starting...")
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print(" MT5 Smart EA Optimizer — Starting...")
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print(" Opening browser at http://localhost:5000")
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print("=" * 60)
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threading.Thread(target=open_browser, daemon=True).start()
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