feat(parse_optimizer_report): analyze MT5 optimization XML reports
New script skills/mql5/scripts/parse_optimizer_report.py reads the SpreadsheetML export from MT5 Strategy Tester optimization (one row per parameter pass, plus a <DocumentProperties> environment card). Companion to parse_tester_report.py. --analyze adds: - Strategy environment card (EA / Symbol / Period / date range from Title; deposit / leverage / server / MT5 build from DocumentProperties) - Orthogonality check (actual passes vs expected cartesian product) - Parameter effect ranking (effect_ratio = spread / global std) and dead-parameter detection (per-group mean range < 1% of max) - Dead boolean parameter detection (bit-for-bit identical true/false groups across all key metrics) - Duplicate metric vector counting (>30% usually means a dead param) - Top-5 best passes by Profit / Profit Factor / Recovery Factor / Custom - Trade count distribution with daily rate and correlations vs profit and drawdown (overtrading / undertrading detection) SKILL.md adds a new 'Optimization Report Analysis' subsection under the Backtesting chapter covering environment card, orthogonality, dead parameter / boolean parameter / duplicate detection, multi- criteria best-pass selection, parameter effect ranking, trade count diagnostics, and a reporting template. Validated against jobs/246753/ReportOptimizer-*.xml (OneShotGold, XAUUSD H4, 432 passes): correctly identifies InpUseNewsFilter as a dead boolean parameter (true/false identical on Profit/PF/RF/Trades, 189 of 432 metric-vector duplicate groups), reports the trade/profit overtrading signal (corr -0.56), and ranks best passes. Adds pandas dependency (used for groupby/aggregate/corr on the pass table; the script falls back to dict-list output if needed).
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{ url = "https://mirrors.aliyun.com/pypi/packages/18/67/36e9267722cc04a6b9f15c7f3441c2363321a3ea07da7ae0c0707beb2a9c/typing_extensions-4.15.0-py3-none-any.whl", hash = "sha256:f0fa19c6845758ab08074a0cfa8b7aecb71c999ca73d62883bc25cc018c4e548" },
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "tzdata"
|
||||
version = "2026.2"
|
||||
source = { registry = "https://mirrors.aliyun.com/pypi/simple" }
|
||||
sdist = { url = "https://mirrors.aliyun.com/pypi/packages/ba/19/1b9b0e29f30c6d35cb345486df41110984ea67ae69dddbc0e8a100999493/tzdata-2026.2.tar.gz", hash = "sha256:9173fde7d80d9018e02a662e168e5a2d04f87c41ea174b139fbef642eda62d10" }
|
||||
wheels = [
|
||||
{ url = "https://mirrors.aliyun.com/pypi/packages/ce/e4/dccd7f47c4b64213ac01ef921a1337ee6e30e8c6466046018326977efd95/tzdata-2026.2-py2.py3-none-any.whl", hash = "sha256:bbe9af844f658da81a5f95019480da3a89415801f6cc966806612cc7169bffe7" },
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "urllib3"
|
||||
version = "2.7.0"
|
||||
|
||||
Reference in New Issue
Block a user