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FXDavidandClaude Sonnet 4.6
3490441649
- Add MIT LICENSE - Anonymize broker path in config.example.yaml; add slippage_points + risk_per_trade - Fix encoding ansi→cp1252 in signals.py (cross-platform safe) - Fix install.py silently ignoring pip errors - Cap get_ohlcv at 2000 bars; add ping tool; clarify HTML report UX in descriptions - Escape symbol/timeframe in HTML report to prevent malformed output - Move run_*.py to scripts/; move example CSVs to examples/ - Update .gitignore to block accidental CSV commits from root - README: Python 3.9+ requirement, Chart.js internet note, new sections for examples/ and scripts/ Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
43 lines
1.3 KiB
Python
43 lines
1.3 KiB
Python
from core.optimize_exits import optimize_exits
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import time
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t0 = time.time()
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r = optimize_exits()
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print(f"took {round(time.time()-t0,1)}s")
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print("train:", r["train_period"].replace("→", "to"))
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print("test :", r["test_period"].replace("→", "to"))
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print("cost/trade (price):", r["cost_price_per_trade"])
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print()
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rrs = sorted(set(g["RR"] for g in r["grid"]))
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ms = sorted(set(g["M"] for g in r["grid"]))
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print("=== TRAIN: expectancy (R per trade) — rows=SL mult, cols=RR ===")
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header = "SL\\RR".ljust(7) + "".join(f"{rr:>8}" for rr in rrs)
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print(header)
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for M in ms:
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row = f"{M:>6} "
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for rr in rrs:
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g = next(x for x in r["grid"] if x["M"] == M and x["RR"] == rr)
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row += f"{g['expectancy']:>8.3f}"
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print(row)
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print()
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print("=== TRAIN: net R — rows=SL mult, cols=RR ===")
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print(header)
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for M in ms:
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row = f"{M:>6} "
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for rr in rrs:
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g = next(x for x in r["grid"] if x["M"] == M and x["RR"] == rr)
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row += f"{g['net_r']:>8.0f}"
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print(row)
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def show(label, d):
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print(f"\n{label}: M={d['M']} RR={d['RR']} | trades={d['trades']} "
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f"WR={d['win_rate']}% PF={d['profit_factor']} "
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f"exp={d['expectancy']}R net={d['net_r']}R maxDD={d['max_dd_r']}R")
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show("TRAIN BEST", r["train_best"])
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show(" -> on LOCKED TEST", r["test_result"])
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show("BASELINE 2.5/3.5 on TEST", r["baseline_on_test"])
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