LEGSTECH Optimizer
47f6012eb2
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 ✓
2 lines
60 B
Python
2 lines
60 B
Python
"""optimizer/ — Smart 3-Phase EA Optimization Pipeline"""
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