Files
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

381 lines
16 KiB
Python

"""
mt5/runner.py
Robust MT5 Strategy Tester runner with:
1. MT5 process control (kill existing, launch fresh)
2. Pre-run environment validation
3. Historical data readiness wait
4. Actionable error messages
5. Auto-retry on failure (1 retry)
6. Report detection in MT5 native reports folder
"""
from __future__ import annotations
import shutil
import subprocess
import time
import psutil
from pathlib import Path
from typing import Optional, TYPE_CHECKING
import yaml
from loguru import logger
from data.models import RunResult
if TYPE_CHECKING:
from ea.registry import EAProfile
# ── Custom Exceptions ─────────────────────────────────────────────────────────
class MT5TimeoutError(RuntimeError):
pass
class MT5ValidationError(RuntimeError):
pass
# ── MT5Runner ─────────────────────────────────────────────────────────────────
class MT5Runner:
POLL_INTERVAL_S = 5 # seconds between report checks
PROCESS_SETTLE_S = 2 # seconds to wait after process exit
MT5_INIT_WAIT_S = 8 # seconds after launch before testing begins
KILL_WAIT_S = 3 # seconds after killing MT5 before launching fresh
MAX_RETRIES = 1 # retry once on failure
MT5_EXE_NAME = "terminal64.exe"
def __init__(self, config_path: str | Path = "config.yaml"):
with open(config_path) as f:
cfg = yaml.safe_load(f)
self.cfg = cfg
self.terminal_exe = Path(cfg["mt5"]["terminal_exe"])
self.timeout_s = cfg["mt5"]["tester_timeout_seconds"]
self.appdata_path = Path(cfg["mt5"]["appdata_path"])
# MT5 writes reports to the ROOT of the terminal data folder
# (not a 'reports' subfolder) — confirmed by log inspection
self.mt5_reports_dir = self.appdata_path
self.mql5_files_dir = Path(cfg["mt5"].get(
"mql5_files_path",
str(self.appdata_path / "MQL5" / "Files")
))
self.data_wait_s = cfg["mt5"].get("data_readiness_wait_seconds", 10)
# ── Public entry point ────────────────────────────────────────────────────
def run(
self,
run_id: str,
ini_path: Path,
report_dir: Path,
log_csv_search_dir: Optional[Path] = None,
profile: Optional["EAProfile"] = None,
) -> RunResult:
"""
Full execution pipeline with retry.
profile: EAProfile used for validation + TradeLog lookup.
Falls back to config['ea'] if not provided (legacy mode).
"""
report_dir.mkdir(parents=True, exist_ok=True)
report_stem = f"Optimizer_{run_id}"
for attempt in range(1, self.MAX_RETRIES + 2):
is_retry = attempt > 1
if is_retry:
logger.warning(f"[{run_id}] Retry attempt {attempt}...")
try:
# ── Step 1: Kill any running MT5 ─────────────────────────
self._kill_mt5(run_id)
# ── Step 1b: Clear stale reports from previous runs ──────
self._clear_stale_reports(run_id)
# ── Step 2: Pre-run validation ───────────────────────────
self._validate(run_id, profile=profile)
# ── Step 3: Launch fresh MT5 ─────────────────────────────
proc = self._launch_mt5(run_id, ini_path)
# ── Step 4: Wait for MT5 to initialize + data ────────────
logger.info(f"[{run_id}] Waiting {self.MT5_INIT_WAIT_S}s for MT5 to initialize...")
time.sleep(self.MT5_INIT_WAIT_S)
# ── Step 5: Wait for report + TradeLog ───────────────────
result = self._wait_for_report(run_id, proc, report_dir, report_stem)
# ── Step 6: Find TradeLogger CSV ─────────────────────────
result.trade_log_csv = self._find_trade_log(
run_id, log_csv_search_dir, profile=profile
)
logger.success(f"[{run_id}] Run complete. Report: {result.report_xml}")
return result
except MT5ValidationError as e:
logger.error(f"[{run_id}] Validation error: {e}")
return RunResult(run_id=run_id, success=False, error_message=str(e))
except Exception as e:
logger.warning(f"[{run_id}] Attempt {attempt} failed: {e}")
if attempt > self.MAX_RETRIES:
msg = self._diagnose_failure(str(e))
logger.error(f"[{run_id}] All retries exhausted. {msg}")
return RunResult(run_id=run_id, success=False, error_message=msg)
logger.info(f"[{run_id}] Will retry after {self.KILL_WAIT_S}s...")
time.sleep(self.KILL_WAIT_S)
# ── Step 1: Kill existing MT5 ─────────────────────────────────────────────
def _kill_mt5(self, run_id: str) -> None:
"""Find and terminate any running MT5 processes."""
killed = 0
for proc in psutil.process_iter(["pid", "name", "exe"]):
try:
if proc.info["name"] and self.MT5_EXE_NAME.lower() in proc.info["name"].lower():
logger.info(f"[{run_id}] Closing existing MT5 (PID {proc.pid})...")
proc.terminate()
try:
proc.wait(timeout=5)
except psutil.TimeoutExpired:
proc.kill()
killed += 1
except (psutil.NoSuchProcess, psutil.AccessDenied):
pass
if killed > 0:
logger.info(f"[{run_id}] Closed {killed} MT5 instance(s). Waiting {self.KILL_WAIT_S}s...")
time.sleep(self.KILL_WAIT_S)
else:
logger.debug(f"[{run_id}] No existing MT5 process found.")
# ── Step 2: Pre-run validation ────────────────────────────────────────────
def _validate(self, run_id: str, profile: Optional["EAProfile"] = None) -> None:
"""Validate all required files and directories exist before launch."""
errors = []
if not self.terminal_exe.exists():
errors.append(f"MT5 terminal not found: {self.terminal_exe}")
# EA file: use profile if provided, else fall back to config['ea']
ea_name = profile.ex5_file if profile else self.cfg.get("ea", {}).get("file", "")
symbol = profile.symbol if profile else self.cfg.get("ea", {}).get("symbol", "")
ea_candidates = [
self.appdata_path / "MQL5" / "Experts" / f"{ea_name}.ex5",
self.appdata_path / "MQL5" / "Experts" / ea_name,
]
if not any(p.exists() for p in ea_candidates):
errors.append(
f"EA file not found: {ea_name}.ex5 — "
f"ensure you compiled the EA in MetaEditor before running."
)
if not self.appdata_path.exists():
errors.append(f"MT5 appdata folder not found: {self.appdata_path}")
if not symbol:
errors.append("Symbol not configured (check EAProfile or config.yaml)")
if errors:
for e in errors:
logger.error(f"[{run_id}] Validation: {e}")
raise MT5ValidationError(
"Pre-run validation failed:\n" + "\n".join(f" • {e}" for e in errors)
)
logger.debug(f"[{run_id}] Pre-run validation passed.")
# ── Step 3: Launch MT5 ───────────────────────────────────────────────────
def _launch_mt5(self, run_id: str, ini_path: Path) -> subprocess.Popen:
"""Launch a fresh MT5 instance with the given INI config."""
cmd = [str(self.terminal_exe), f"/config:{ini_path}"]
logger.info(f"[{run_id}] Launching MT5: {' '.join(cmd)}")
proc = subprocess.Popen(
cmd,
stdout=subprocess.DEVNULL,
stderr=subprocess.DEVNULL,
)
logger.debug(f"[{run_id}] MT5 PID: {proc.pid}")
return proc
# ── Step 5: Wait for report ───────────────────────────────────────────────
def _wait_for_report(
self,
run_id: str,
proc: subprocess.Popen,
report_dir: Path,
report_stem: str,
) -> RunResult:
"""
Poll both our local dir and MT5's native reports folder.
MT5 writes the report to <appdata>\\reports\\ using the name from INI Report= field.
"""
elapsed = 0
search_dirs = [report_dir, self.mt5_reports_dir]
while elapsed < self.timeout_s:
# Check for report in all locations
for search in search_dirs:
if not search.exists():
continue
result = self._find_report_files(search, report_stem)
if result:
xml_path, html_path = result
time.sleep(self.PROCESS_SETTLE_S)
# Archive to our local report dir
if xml_path:
report_dir.mkdir(parents=True, exist_ok=True)
dest = report_dir / Path(xml_path).name
if not dest.exists():
shutil.copy2(xml_path, dest)
logger.info(f"[{run_id}] Report found in {search} after {elapsed}s")
return RunResult(
run_id=run_id,
report_xml=xml_path,
report_html=html_path,
success=True,
)
# Check if process already exited
ret = proc.poll()
if ret is not None:
time.sleep(self.PROCESS_SETTLE_S)
# Final check after process exit
for search in search_dirs:
if not search.exists():
continue
result = self._find_report_files(search, report_stem)
if result:
xml_path, html_path = result
return RunResult(
run_id=run_id,
report_xml=xml_path,
report_html=html_path,
success=True,
)
# Process exited but no report — diagnose
if ret != 0:
raise RuntimeError(
f"MT5 exited with error code {ret}. "
f"Possible causes: invalid INI parameters, EA not compiled, "
f"or missing historical data."
)
else:
raise RuntimeError(
"MT5 exited without generating a report. "
"Possible causes: Symbol data not downloaded, "
"invalid date range, or EA failed to initialize."
)
time.sleep(self.POLL_INTERVAL_S)
elapsed += self.POLL_INTERVAL_S
if elapsed % 30 == 0:
logger.info(f"[{run_id}] Still waiting for report... {elapsed}/{self.timeout_s}s")
raise MT5TimeoutError(
f"No report after {self.timeout_s}s. "
f"MT5 may be stuck or the test is taking too long. "
f"Consider reducing the test date range or using OHLC M1 model."
)
def _clear_stale_reports(self, run_id: str) -> None:
"""Remove stale Optimizer_* reports from MT5 appdata root to avoid false-positive detection."""
try:
import glob
# Only delete files NOT matching the current run_id
for pattern in ["*.htm", "*.xml", "*.html"]:
for f in self.mt5_reports_dir.glob(f"Optimizer_*{pattern[-3:]}"):
if run_id not in f.name:
try:
f.unlink()
logger.debug(f"[{run_id}] Cleared stale report: {f.name}")
except Exception:
pass
except Exception as e:
logger.debug(f"[{run_id}] Could not clear stale reports: {e}")
def _find_report_files(
self, search_dir: Path, report_stem: str
) -> Optional[tuple[Optional[str], Optional[str]]]:
"""Search for report XML/HTML files by stem prefix."""
xml_list = sorted(
list(search_dir.glob(f"{report_stem}*.xml")) +
list(search_dir.glob(f"{report_stem}*.XML")),
key=lambda p: p.stat().st_mtime, reverse=True
)
htm_list = sorted(
list(search_dir.glob(f"{report_stem}*.htm")) +
list(search_dir.glob(f"{report_stem}*.html")) +
list(search_dir.glob(f"{report_stem}*.HTM")),
key=lambda p: p.stat().st_mtime, reverse=True
)
if xml_list or htm_list:
return (
str(xml_list[0]) if xml_list else None,
str(htm_list[0]) if htm_list else None,
)
return None
# ── TradeLogger CSV lookup ────────────────────────────────────────────────
def _find_trade_log(
self, run_id: str, search_dir: Optional[Path],
profile: Optional["EAProfile"] = None,
) -> Optional[Path]:
"""Find the TradeLogger CSV written by the EA during the backtest."""
# Use profile if available, else fall back to config['ea']
ea_cfg = self.cfg.get("ea", {})
ea_name = profile.ex5_file if profile else ea_cfg.get("file", "")
symbol = profile.symbol if profile else ea_cfg.get("symbol", "")
if not ea_name or not symbol:
return None
candidates = [
self.mql5_files_dir / f"{ea_name}_{symbol}_TradeLog.csv",
]
if search_dir:
candidates.append(search_dir / f"{ea_name}_{symbol}_TradeLog.csv")
for path in candidates:
if path.exists():
logger.debug(f"[{run_id}] TradeLog found: {path}")
return path
logger.debug(f"[{run_id}] TradeLog CSV not found (fallback to report-only mode).")
return None
# ── Error diagnosis ───────────────────────────────────────────────────────
def _diagnose_failure(self, error_msg: str) -> str:
"""Convert technical errors to actionable user-facing messages."""
msg = error_msg.lower()
if "exit" in msg and "cleanly" in msg:
return (
"MT5 started but did not produce a report.\n"
"✦ Check that XAUUSD historical data is downloaded in MT5\n"
"✦ Ensure the date range (2022-2023) has data available\n"
"✦ Verify the EA compiled successfully in MetaEditor"
)
if "timeout" in msg:
return (
f"MT5 tester timed out after {self.timeout_s}s.\n"
"✦ Try a shorter date range in config.yaml\n"
"✦ Switch tester_model to 4 (OHLC M1) for faster runs"
)
if "validation" in msg or "not found" in msg:
return error_msg
return (
f"MT5 run failed: {error_msg}\n"
"✦ Ensure MT5 is fully closed before starting the optimizer\n"
"✦ Check config.yaml paths are correct"
)