mirror of
https://github.com/xavierchuan/FX-ML-Trading-Engine.git
synced 2026-07-28 10:37:44 +00:00
xiaochuan
102 lines
3.0 KiB
Python
102 lines
3.0 KiB
Python
#!/usr/bin/env python3
|
|
"""
|
|
Validate a backtest result folder produced by run_once/grid/batch.
|
|
|
|
Checks:
|
|
- summary.json / metrics.json exist
|
|
- core KPI fields present and not None
|
|
- data report metadata available + referenced file存在（可选）
|
|
"""
|
|
|
|
from __future__ import annotations
|
|
|
|
import argparse
|
|
import json
|
|
import sys
|
|
from pathlib import Path
|
|
from typing import List
|
|
|
|
BASE_DIR = Path(__file__).resolve().parents[1]
|
|
|
|
REQUIRED_FILES = ["summary.json", "metrics.json"]
|
|
KPI_KEYS = [
|
|
"final_equity",
|
|
"ann_return",
|
|
"ann_vol",
|
|
"sharpe",
|
|
"sortino",
|
|
"calmar",
|
|
"max_drawdown",
|
|
"max_drawdown_duration_bars",
|
|
"recovery_time_bars",
|
|
]
|
|
|
|
|
|
def parse_args() -> argparse.Namespace:
|
|
parser = argparse.ArgumentParser(description="Validate contents of a results/<run_id> directory.")
|
|
parser.add_argument("path", help="Path to results/<run_id> directory.")
|
|
parser.add_argument(
|
|
"--require-data-report",
|
|
action="store_true",
|
|
help="Fail if data_report metadata or referenced file is missing.",
|
|
)
|
|
return parser.parse_args()
|
|
|
|
|
|
def load_json(path: Path):
|
|
with path.open("r", encoding="utf-8") as fh:
|
|
return json.load(fh)
|
|
|
|
|
|
def main() -> None:
|
|
args = parse_args()
|
|
run_path = Path(args.path).expanduser().resolve()
|
|
if not run_path.exists():
|
|
print(f"[ERROR] Run directory not found: {run_path}", file=sys.stderr)
|
|
sys.exit(1)
|
|
|
|
errors: List[str] = []
|
|
|
|
files = {}
|
|
for name in REQUIRED_FILES:
|
|
file_path = run_path / name
|
|
if not file_path.exists():
|
|
errors.append(f"Missing required file: {file_path}")
|
|
else:
|
|
files[name] = load_json(file_path)
|
|
|
|
summary = files.get("summary.json") or {}
|
|
metrics = files.get("metrics.json") or summary.get("metrics") or {}
|
|
|
|
for key in KPI_KEYS:
|
|
if key not in metrics or metrics[key] is None:
|
|
errors.append(f"Metric '{key}' missing or null in metrics.json")
|
|
|
|
if args.require_data_report:
|
|
data_meta = summary.get("data_report")
|
|
if not data_meta:
|
|
errors.append("data_report metadata missing in summary.json")
|
|
else:
|
|
if data_meta.get("severity") is None:
|
|
errors.append("data_report.severity missing in summary.json")
|
|
report_path = metrics.get("data_report")
|
|
if not report_path:
|
|
errors.append("metrics.data_report missing (expected relative path to JSON)")
|
|
else:
|
|
report_path_obj = Path(report_path)
|
|
report_full = report_path_obj if report_path_obj.is_absolute() else (BASE_DIR / report_path_obj).resolve()
|
|
if not report_full.exists():
|
|
errors.append(f"Referenced data report not found: {report_path}")
|
|
|
|
if errors:
|
|
print("[FAIL] Result validation failed:")
|
|
for err in errors:
|
|
print(f" - {err}")
|
|
sys.exit(1)
|
|
|
|
print(f"[OK] Result folder {run_path.name} passed validation.")
|
|
|
|
|
|
if __name__ == "__main__":
|
|
main()
|