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 ✓
467 lines
17 KiB
JavaScript
467 lines
17 KiB
JavaScript
/**
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* dashboard.js — Smart Optimizer Live Dashboard
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* Handles all SocketIO events from the 3-phase pipeline.
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*/
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// ── Chart Setup ───────────────────────────────────────────────────────────────
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const ctx = document.getElementById('scoreChart').getContext('2d');
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const chart = new Chart(ctx, {
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type: 'line',
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data: {
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labels: [],
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datasets: [
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{
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label: 'Session Score',
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data: [],
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borderColor: '#00d4aa',
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backgroundColor: 'rgba(0,212,170,0.08)',
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borderWidth: 2,
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pointRadius: 4,
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pointHoverRadius: 6,
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pointBackgroundColor: ctx => {
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const v = ctx.raw;
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return (v !== null && v > 0) ? '#00d4aa' : '#ef4444';
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},
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tension: 0.35,
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fill: true,
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},
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{
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label: 'Calmar Ratio',
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data: [],
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borderColor: '#7c6dfa',
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borderWidth: 1.5,
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pointRadius: 2,
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borderDash: [4, 3],
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tension: 0.35,
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fill: false,
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}
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]
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},
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options: {
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responsive: true,
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maintainAspectRatio: false,
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animation: { duration: 400 },
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plugins: {
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legend: {
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labels: { color: '#94a3b8', font: { family: 'Inter', size: 11 }, boxWidth: 12 }
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},
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tooltip: {
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backgroundColor: '#141b27',
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borderColor: 'rgba(255,255,255,0.1)',
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borderWidth: 1,
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titleColor: '#e2e8f0',
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bodyColor: '#94a3b8',
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callbacks: {
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label: ctx => {
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if (ctx.dataset.label === 'Session Score') return ` Score: ${(ctx.raw || 0).toFixed(4)}`;
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return ` Calmar: ${(ctx.raw || 0).toFixed(3)}`;
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}
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}
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}
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},
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scales: {
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x: { ticks: { color: '#475569', font: { size: 10 }, maxTicksLimit: 12 }, grid: { color: 'rgba(255,255,255,0.04)' } },
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y: { min: 0, max: 1, ticks: { color: '#475569', font: { size: 10 } }, grid: { color: 'rgba(255,255,255,0.04)' } }
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}
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}
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});
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// ── State ─────────────────────────────────────────────────────────────────────
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let startTs = null;
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let elapsedTimer = null;
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let findingsCount = 0;
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let runCount = 0;
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let bestScore = 0;
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let candCount = 0;
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let totalRuns = 0;
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// ── SocketIO ──────────────────────────────────────────────────────────────────
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const socket = io();
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socket.on('connect', () => addLog('info', '🔗 Connected to optimizer server'));
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socket.on('disconnect', () => addLog('warning', '⚡ Disconnected from server'));
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// Status sync on connect
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socket.on('status_sync', (s) => {
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setStatus(s.state, s.phase);
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if (s.ea_name && s.symbol && s.timeframe) {
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document.getElementById('session-label').textContent =
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`${s.ea_name} · ${s.symbol} · ${s.timeframe}`;
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}
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totalRuns = s.total_runs || 0;
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updateRunCount(s.run_count || 0);
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if (s.state === 'running') {
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document.getElementById('progress-wrap').style.display = '';
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document.getElementById('btn-stop').classList.remove('hidden');
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}
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});
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socket.on('status_change', (d) => {
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setStatus(d.state, d.phase);
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if (d.state === 'running') {
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startTs = Date.now();
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startElapsedTimer();
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document.getElementById('progress-wrap').style.display = '';
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document.getElementById('btn-stop').classList.remove('hidden');
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}
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if (d.state === 'idle' || d.state === 'stopping') {
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document.getElementById('btn-stop').classList.add('hidden');
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}
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});
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// Each run completes
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socket.on('run_complete', (d) => {
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updateRunCount((d.run_number != null) ? null : runCount + 1, d);
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// Update metrics
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const profit = d.net_profit || 0;
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el('m-profit').textContent = `$${profit.toFixed(0)}`;
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el('m-profit').className = 'metric-val ' + (profit >= 0 ? 'profit-pos' : 'profit-neg');
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el('m-calmar').textContent = (d.calmar || 0).toFixed(3);
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el('m-pf').textContent = d.profit_factor != null ? (d.profit_factor).toFixed(2) : '—';
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el('m-dd').textContent = d.max_drawdown != null ? `${d.max_drawdown.toFixed(1)}%` : '—';
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el('m-wr').textContent = d.win_rate != null ? `${d.win_rate.toFixed(1)}%` : '—';
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el('m-trades').textContent = d.total_trades != null ? d.total_trades : '—';
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el('current-run-id').textContent = d.run_id || '—';
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// Session score (0–1)
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const score = d.score || 0;
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const scoreStr = score.toFixed(4);
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el('m-score').textContent = d.passing ? scoreStr : 'failing';
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el('score-bar-fill').style.width = `${Math.round(score * 100)}%`;
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// Update best score header
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if (d.passing && score > bestScore) {
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bestScore = score;
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el('hdr-score').textContent = scoreStr;
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}
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// Add to chart
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const label = d.run_id ? d.run_id.slice(-6) : `${runCount}`;
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chart.data.labels.push(label);
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chart.data.datasets[0].data.push(d.passing ? score : 0);
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// Calmar normalized to 0-1 range (cap at 3)
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const calmarNorm = Math.min(Math.max((d.calmar || 0) / 3.0, 0), 1);
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chart.data.datasets[1].data.push(d.passing ? calmarNorm : 0);
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chart.update('none');
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el('chart-badge').textContent = `${chart.data.labels.length} runs`;
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// Progress bar
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if (d.progress_pct != null) {
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el('progress-bar-fill').style.width = `${d.progress_pct}%`;
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}
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if (d.phase) updatePhaseLabel(d.phase, d.run_number, d.total);
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if (d.budget_summary) el('progress-budget').textContent = d.budget_summary;
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// Add to best configs panel if profitable
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if (d.passing) {
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addCandidate(d);
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}
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});
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// Phase start
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socket.on('phase_start', (d) => {
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const labels = { phase1: 'Phase 1: Broad Discovery', phase2: 'Phase 2: Refinement', phase3: 'Phase 3: Validation' };
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el('progress-phase').textContent = labels[d.phase] || d.phase;
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el('progress-count').textContent = `0 / ${d.total || '?'}`;
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setPhaseActive(d.phase);
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if (d.phase === 'phase2') {
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markPhaseDone('phase1');
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el('phase1-results-card').style.display = '';
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}
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if (d.phase === 'phase3') {
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markPhaseDone('phase2');
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}
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});
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// Phase 1 complete — show results table
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socket.on('phase1_complete', (d) => {
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el('phase1-results-card').style.display = '';
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el('phase1-badge').textContent = `${d.n_passing}/${d.total_tested} profitable`;
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renderPhase1Table(d.top_results || []);
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addLog('info', `━━ Phase 1 done: ${d.n_passing}/${d.total_tested} profitable configs found. Starting refinement...`);
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});
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// Phase 2 complete
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socket.on('phase2_complete', (d) => {
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addLog('success', `✅ Phase 2 done. Best: ${d.best_run_id} · Profit: $${d.best_profit} · Calmar: ${d.best_calmar}`);
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});
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// No profitable configuration found
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socket.on('no_profitable_config', (d) => {
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el('no-profit-banner').style.display = '';
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el('no-profit-msg').textContent = d.msg || 'No profitable configuration found.';
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el('progress-wrap').style.display = 'none';
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addLog('error', '❌ ' + (d.msg || 'No profitable config found'));
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});
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// Optimization complete — show verdict
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socket.on('optimization_complete', (d) => {
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markPhaseDone('phase3');
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markPhaseDone('done');
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setStatus('idle', 'done');
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stopElapsedTimer();
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el('progress-wrap').style.display = 'none';
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el('btn-stop').classList.add('hidden');
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renderVerdict(d);
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addLog(d.verdict === 'RECOMMENDED' ? 'success' : 'warning',
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`🏁 Optimization complete! ${d.verdict} · `+
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`Profit: $${d.net_profit} · Calmar: ${d.calmar} · Runs: ${d.total_runs} · ${d.elapsed_min}min`
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);
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});
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// Log
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socket.on('log', (d) => addLog(d.level, d.msg));
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// Error
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socket.on('error', (d) => addLog('error', '❌ ' + (d.msg || 'Unknown error')));
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// ── Actions ───────────────────────────────────────────────────────────────────
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function stopOptimizer() {
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fetch('/api/stop', { method: 'POST' }).catch(() => {});
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addLog('warning', '⏹ Stop requested...');
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}
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function clearLog() {
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el('log-feed').innerHTML = '';
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}
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// ── Rendering helpers ─────────────────────────────────────────────────────────
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function renderPhase1Table(results) {
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const tbody = el('phase1-tbody');
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tbody.innerHTML = '';
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results.forEach((r, i) => {
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const tr = document.createElement('tr');
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if (i === 0) tr.className = 'rank-1';
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const profitClass = r.net_profit >= 0 ? 'profit-pos' : 'profit-neg';
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const badge = r.passing
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? `<span class="badge-pass">✓ pass</span>`
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: `<span class="badge-fail">fail</span>`;
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tr.innerHTML = `
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<td>#${r.rank || i+1} ${i === 0 ? '🥇' : ''}</td>
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<td class="${profitClass}">$${(r.net_profit||0).toFixed(0)}</td>
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<td>${(r.calmar||0).toFixed(3)}</td>
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<td>${(r.profit_factor||0).toFixed(2)}</td>
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<td>${(r.win_rate||0).toFixed(1)}%</td>
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<td>${(r.max_drawdown||0).toFixed(1)}%</td>
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<td>${r.total_trades||0}</td>
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<td>${(r.score||0).toFixed(4)}</td>
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`;
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tbody.appendChild(tr);
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});
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}
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function renderVerdict(d) {
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const banner = el('verdict-banner');
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const icons = { RECOMMENDED: '✅', RISKY: '⚠️', NOT_RELIABLE: '❌' };
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const labels = {
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RECOMMENDED: 'Recommended',
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RISKY: 'Risky',
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NOT_RELIABLE: 'Not Reliable',
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};
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const subs = {
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RECOMMENDED: 'Consistent returns with controlled drawdown. Ready to deploy.',
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RISKY: 'Profitable in-sample but shows signs of fragility or OOS degradation. Use with caution.',
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NOT_RELIABLE: 'Results are inconsistent or not profitable enough. Consider different settings.',
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};
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const profitClass = d.net_profit >= 0 ? 'profit-pos' : 'profit-neg';
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const oos = d.oos_profit != null
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? `<div class="verdict-metric"><div class="verdict-metric-val ${d.oos_profit>=0?'profit-pos':'profit-neg'}" >$${d.oos_profit.toFixed(0)}</div><div class="verdict-metric-lbl">OOS Profit</div></div>`
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: '';
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banner.className = `verdict-banner ${d.verdict}`;
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banner.innerHTML = `
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<div class="verdict-header verdict-${d.verdict}">
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<div class="verdict-icon">${icons[d.verdict] || '?'}</div>
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<div>
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<div class="verdict-title">${labels[d.verdict] || d.verdict}</div>
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<div class="verdict-sub">${subs[d.verdict] || ''}</div>
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</div>
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</div>
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<div class="verdict-metrics">
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<div class="verdict-metric">
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<div class="verdict-metric-val ${profitClass}">$${(d.net_profit||0).toFixed(0)}</div>
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<div class="verdict-metric-lbl">Net Profit</div>
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</div>
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<div class="verdict-metric">
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<div class="verdict-metric-val">${(d.calmar||0).toFixed(2)}</div>
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<div class="verdict-metric-lbl">Calmar</div>
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</div>
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<div class="verdict-metric">
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<div class="verdict-metric-val">${(d.win_rate||0).toFixed(1)}%</div>
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<div class="verdict-metric-lbl">Win Rate</div>
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</div>
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<div class="verdict-metric">
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<div class="verdict-metric-val">${(d.max_drawdown||0).toFixed(1)}%</div>
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<div class="verdict-metric-lbl">Max DD</div>
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</div>
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${oos}
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</div>
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<div class="verdict-actions">
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${d.set_file_url ? `<a href="${d.set_file_url}" class="btn-download" download>⬇ Download .set File</a>` : ''}
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<a href="/reports" class="btn-new-run">📁 View Full Report</a>
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<a href="/setup" class="btn-new-run">⚡ New Optimization</a>
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</div>
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`;
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banner.style.display = '';
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}
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function addCandidate(d) {
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const list = el('candidates-list');
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const empty = list.querySelector('.cand-empty');
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if (empty) empty.remove();
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candCount++;
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el('cand-count').textContent = `${candCount} config${candCount !== 1 ? 's' : ''}`;
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// Keep only top 10
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if (list.children.length >= 10) {
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list.removeChild(list.lastChild);
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}
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const card = document.createElement('div');
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card.className = 'cand-card';
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const profitClass = (d.net_profit||0) >= 0 ? 'profit-pos' : 'profit-neg';
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card.innerHTML = `
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<div class="cand-header">
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<span class="cand-rank">${d.phase?.toUpperCase() || 'RUN'} · Score ${(d.score||0).toFixed(4)}</span>
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<span class="cand-run-id">${d.run_id}</span>
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</div>
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<div class="cand-score-row">
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<div class="cand-metric">
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<div class="cand-metric-lbl">Profit</div>
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<div class="cand-metric-val ${profitClass}">$${(d.net_profit||0).toFixed(0)}</div>
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</div>
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<div class="cand-metric">
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<div class="cand-metric-lbl">Calmar</div>
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<div class="cand-metric-val">${(d.calmar||0).toFixed(3)}</div>
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</div>
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<div class="cand-metric">
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<div class="cand-metric-lbl">Win%</div>
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<div class="cand-metric-val">${(d.win_rate||0).toFixed(1)}%</div>
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</div>
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<div class="cand-metric">
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<div class="cand-metric-lbl">DD%</div>
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<div class="cand-metric-val">${(d.max_drawdown||0).toFixed(1)}%</div>
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</div>
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<div class="cand-metric">
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<div class="cand-metric-lbl">Trades</div>
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<div class="cand-metric-val">${d.total_trades||0}</div>
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</div>
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</div>
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`;
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list.insertBefore(card, list.firstChild);
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}
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function addLog(level, msg) {
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const feed = el('log-feed');
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const div = document.createElement('div');
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div.className = `log-line log-${level}`;
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const ts = new Date().toLocaleTimeString('en-GB', { hour12: false });
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div.textContent = `[${ts}] ${msg}`;
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feed.appendChild(div);
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feed.scrollTop = feed.scrollHeight;
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// Max 200 lines
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while (feed.children.length > 200) feed.removeChild(feed.firstChild);
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}
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// ── Phase indicator helpers ───────────────────────────────────────────────────
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function setPhaseActive(phase) {
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const map = { setup: 'phase-setup', phase1: 'phase-phase1', phase2: 'phase-phase2', phase3: 'phase-phase3' };
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const id = map[phase];
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if (!id) return;
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document.querySelectorAll('.phase-step').forEach(s => s.classList.remove('active'));
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const step = el(id);
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if (step) step.classList.add('active');
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}
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function markPhaseDone(phase) {
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const map = { phase1: 'phase-phase1', phase2: 'phase-phase2', phase3: 'phase-phase3', done: 'phase-done' };
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const step = el(map[phase]);
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if (step) { step.classList.remove('active'); step.classList.add('done'); }
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}
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// ── Status helpers ────────────────────────────────────────────────────────────
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function setStatus(state, phase) {
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const dot = el('state-dot');
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const label = el('state-label');
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const states = {
|
||
running: { cls: 'dot-running', label: phase ? `${phase.replace('phase','Phase ')}` : 'Running' },
|
||
stopping: { cls: 'dot-warn', label: 'Stopping...' },
|
||
idle: { cls: 'dot-idle', label: 'Ready' },
|
||
done: { cls: 'dot-done', label: 'Complete' },
|
||
};
|
||
const s = states[state] || states.idle;
|
||
dot.className = `dot ${s.cls}`;
|
||
label.textContent = s.label;
|
||
}
|
||
|
||
function updateRunCount(count, d) {
|
||
if (count !== null) runCount = count;
|
||
else if (d) runCount++;
|
||
el('hdr-iter').textContent = totalRuns > 0 ? `${runCount}/${totalRuns}` : runCount;
|
||
}
|
||
|
||
function updatePhaseLabel(phase, runNum, total) {
|
||
const labels = { phase1: 'Phase 1: Broad Search', phase2: 'Phase 2: Refinement', phase3: 'Phase 3: Validation', phase3_oos: 'Phase 3: OOS Test', phase3_sens: 'Phase 3: Sensitivity' };
|
||
el('progress-phase').textContent = labels[phase] || phase;
|
||
if (runNum != null && total != null) {
|
||
el('progress-count').textContent = `${runNum} / ${total}`;
|
||
el('progress-bar-fill').style.width = `${Math.round(runNum / total * 100)}%`;
|
||
}
|
||
}
|
||
|
||
// ── Elapsed timer ─────────────────────────────────────────────────────────────
|
||
|
||
function startElapsedTimer() {
|
||
if (elapsedTimer) clearInterval(elapsedTimer);
|
||
if (!startTs) startTs = Date.now();
|
||
elapsedTimer = setInterval(() => {
|
||
const secs = Math.floor((Date.now() - startTs) / 1000);
|
||
const mm = Math.floor(secs / 60).toString().padStart(2, '0');
|
||
const ss = (secs % 60).toString().padStart(2, '0');
|
||
el('hdr-elapsed').textContent = `${mm}:${ss}`;
|
||
}, 1000);
|
||
}
|
||
|
||
function stopElapsedTimer() {
|
||
if (elapsedTimer) { clearInterval(elapsedTimer); elapsedTimer = null; }
|
||
}
|
||
|
||
// ── Utility ───────────────────────────────────────────────────────────────────
|
||
|
||
function el(id) { return document.getElementById(id); }
|
||
|
||
// Init: mark Setup phase as active
|
||
setPhaseActive('setup');
|
||
|
||
// Check if run already in progress
|
||
fetch('/api/status').then(r => r.json()).then(s => {
|
||
if (s.state === 'running') {
|
||
setStatus(s.state, s.phase);
|
||
startTs = Date.now() - (s.elapsed_s || 0) * 1000;
|
||
startElapsedTimer();
|
||
totalRuns = s.total_runs || 0;
|
||
updateRunCount(s.run_count || 0, null);
|
||
document.getElementById('progress-wrap').style.display = '';
|
||
document.getElementById('btn-stop').classList.remove('hidden');
|
||
setPhaseActive(s.phase);
|
||
if (s.ea_name) {
|
||
document.getElementById('session-label').textContent =
|
||
`${s.ea_name} · ${s.symbol} · ${s.timeframe}`;
|
||
}
|
||
}
|
||
}).catch(() => {});
|