Commit Graph
2 Commits
Author SHA1 Message Date
LEGSTECH Optimizer 47f6012eb2 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 ✓
2026-04-13 21:14:47 +00:00
LEGSTECH Optimizer d5a8973c05 feat(step1): Universal EA Schema Layer — replaces param_manifest.yaml
NEW FILES:
  ea/__init__.py          - EA module package
  ea/schema.py            - ParameterDef + ParameterSchema (replaces YAML manifest)
  ea/set_parser.py        - Parse ANY MT5 .set file → ParameterSchema
  ea/registry.py          - EAProfile + EARegistry (ea_registry.yaml)
  ea_registry.yaml        - LEGSTECH_EA_V2 pre-registered with automation overrides

MODIFIED:
  mt5/ini_builder.py      - Accepts ParameterSchema OR legacy manifest_path
  mt5/runner.py           - Accepts optional EAProfile for EA-agnostic validation
  config.yaml             - Removed hardcoded ea: block; added ea_registry path

KEY DESIGN:
  - .set file IS the manifest: value|min|max|step auto-detects float/int/bool/enum/fixed
  - automation_overrides in EAProfile forces headless-safe values (InpShowPanel=0)
  - Phase A optimization INI: Optimization=2 (genetic), ranges from schema
  - Phase B single backtest: Optimization=0 (unchanged behavior)
  - LEGSTECH advanced mode: fully backwards compatible via legacy manifest fallback
  - runner.py still works for legacy callers (no EAProfile needed)

TESTED:
  - 49/49 LEGSTECH params parsed correctly
  - InpShowPanel=0 automation override applied
  - INI output correct for both Phase A (Optimization=2) and Phase B (Optimization=0)
  - All imports pass
2026-04-13 19:55:16 +00:00