feat(parse_tester_report): replace gap_days_to_end with idle_time (HH:MM:SS)
- Remove gap_days_to_end and last_trade_close from analyze_report output - Add idle_time: total backtest duration minus all position holding times (includes flat time before first trade and after last trade) - Add format_duration() helper for timedelta -> HH:MM:SS formatting - Parse both start/end dates from period string for accurate calculation - Update print_report() to display idle_time in Holding Times section - main() now always computes analyze data for text report - Update AGENTS.md: add scripts docs, jobs/resources dirs, verification method
This commit is contained in:
ZhijuCen
@@ -18,6 +18,8 @@ mql5-skills/
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├── LICENSE # MIT license
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├── README.md # Public readme
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├── pyproject.toml # uv project config
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├── .python-version # Pins Python 3.14
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├── uv.lock # Locked dependencies
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├── sitemaps/ # Source sitemaps from mql5.com
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│ ├── sitemap_book_en.xml # 581 URLs → programming book
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│ └── sitemap_docs_en.xml # 4135 URLs → API reference docs
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@@ -26,10 +28,14 @@ mql5-skills/
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│ └── docs/ # 4135 .html files
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├── scripts/ # Extraction scripts (Python)
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│ └── extract.py # Main extraction: XML → HTML → Markdown
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├── resources/ # Static resources
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│ └── random-user-agents.csv
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├── skills/
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│ └── mql5/ # The MQL5 development skill
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│ ├── SKILL.md # Skill definition (agentskills.io spec)
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│ ├── scripts/
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│ │ ├── mql5_helper.py # Compile/deploy/status via Wine
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│ │ ├── parse_tester_report.py # Backtest report parser + analysis
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│ │ └── verify_sl_tp_formulas.py # SL/TP risk formula verification
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│ └── references/
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│ ├── book/ # Programming book markdown (from sitemap_book_en.xml)
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@@ -47,6 +53,11 @@ mql5-skills/
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│ └── symbol-spec/ # Broker symbol specifications (CSV)
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│ ├── specs-XAUUSD.csv
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│ └── specs-USDJPY.csv
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├── jobs/ # Backtest job folders
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│ ├── 250013-job.md # Job specification
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│ └── ReportTester-250013/
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│ ├── ReportTester-600xxxxx.html # MT5 Strategy Tester HTML report
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│ └── ReportTester-600xxxxx*.png # Screenshots (equity, holding, MFE/MAE)
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└── docs-dev/ # Development documentation
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├── extraction.md # Extraction workflow and script design
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├── naming.md # Folder/file naming conventions
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@@ -62,6 +73,40 @@ Per agentskills.io spec:
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- Optional dirs: `scripts/`, `references/`, `assets/`
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- Focus areas: positions, orders, indicators, ticks, bars
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## Scripts
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### parse_tester_report.py
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Parses MT5 Strategy Tester HTML reports. Supports three output modes:
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```
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# Text report (default)
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python skills/mql5/scripts/parse_tester_report.py <report.html>
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# JSON dump (raw parsed data)
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python skills/mql5/scripts/parse_tester_report.py <report.html> --json
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# JSON with trade analysis (--analyze includes idle_time, monthly breakdown, etc.)
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python skills/mql5/scripts/parse_tester_report.py <report.html> --analyze
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```
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Key analysis fields: `idle_time` (HH:MM:SS flat duration across backtest period),
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`win_loss_ratio`, `breakeven_win_rate`, `monthly`, `reentries`, `lot_pattern`.
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### mql5_helper.py
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MT5 development helper for compile/deploy/status via Wine:
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```
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python skills/mql5/scripts/mql5_helper.py compile FILE.mq5
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python skills/mql5/scripts/mql5_helper.py check FILE.mq5 # syntax only (/s flag)
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python skills/mql5/scripts/mql5_helper.py deploy FILE.mq5
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python skills/mql5/scripts/mql5_helper.py status
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python skills/mql5/scripts/mql5_helper.py list
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```
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MT5 paths resolved in order: `$MQL5_DIR` env → cwd walk-up → Program Files scan → Wine fallback.
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## Extraction Workflow
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Two-phase pipeline (network only needed for Phase 1):
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@@ -87,6 +132,25 @@ See `docs-dev/naming.md` for full specification. Key rules:
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- Max one level of subfolder under `book/` or `docs/`
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- Each chapter folder contains a `pics/` subfolder
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## Ad-hoc Verification
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No formal test suite. Scripts are verified via temporary scripts under `/tmp` with
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`hermes-verify-` filename prefix. Pattern:
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1. Write a focused verification script to `/tmp/hermes-verify-<topic>.py`
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2. Import the changed functions, exercise them with known inputs
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3. Run via `uv run python /tmp/hermes-verify-<topic>.py` (requires project venv for deps)
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4. Clean up the temp file after passing
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Example (from `parse_tester_report.py` changes):
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```bash
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# Create /tmp/hermes-verify-parse-tester.py with test cases
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# Run:
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uv run python /tmp/hermes-verify-parse-tester.py
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# Clean up:
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rm /tmp/hermes-verify-parse-tester.py
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```
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## Git Workflow
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- Conventional commits
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@@ -429,7 +429,7 @@ def parse_report(html_path: Path) -> Report:
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# ── Pretty print ─────────────────────────────────────────────────────
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def print_report(r: Report) -> None:
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def print_report(r: Report, analyze_data: dict | None = None) -> None:
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s = r.settings
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res = r.results
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@@ -498,6 +498,8 @@ def print_report(r: Report) -> None:
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print(" Holding Times")
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print(f"{'─' * 72}")
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print(f" Min: {res.min_hold_time} Max: {res.max_hold_time} Avg: {res.avg_hold_time}")
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if analyze_data:
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print(f" Idle (no position): {analyze_data.get('idle_time', '')}")
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print(f"\n{'─' * 72}")
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print(f" Orders: {len(r.orders)} Deals: {len(r.deals)}")
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@@ -559,9 +561,19 @@ def pair_trades(deals: list) -> list:
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return trades
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def format_duration(td) -> str:
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"""Format timedelta as HH:MM:SS."""
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total = int(td.total_seconds())
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sign = "-" if total < 0 else ""
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total = abs(total)
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h, rem = divmod(total, 3600)
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m, s = divmod(rem, 60)
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return f"{sign}{h:02d}:{m:02d}:{s:02d}"
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def analyze_report(report: Report) -> dict:
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"""Run full trade analysis on parsed report."""
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from datetime import datetime
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from datetime import datetime, timedelta
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deposit = report.settings.initial_deposit
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trades = pair_trades(report.deals)
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@@ -569,13 +581,18 @@ def analyze_report(report: Report) -> dict:
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if not trades:
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return {"error": "No trades found", "trades": []}
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# Parse backtest end date from period string (e.g. "H4 (2024.01.01 - 2025.06.22)")
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# Parse backtest start/end dates from period string
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# e.g. "H4 (2024.01.01 - 2025.06.22)"
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bt_start = None
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bt_end = None
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period = report.settings.period
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m = re.search(r"(\d{4}\.\d{2}\.\d{2})\s*\)\s*$", period)
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if m:
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m_dates = re.search(
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r"(\d{4}\.\d{2}\.\d{2})\s*-\s*(\d{4}\.\d{2}\.\d{2})\s*\)\s*$", period
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)
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if m_dates:
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try:
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bt_end = datetime.strptime(m.group(1), "%Y.%m.%d")
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bt_start = datetime.strptime(m_dates.group(1), "%Y.%m.%d")
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bt_end = datetime.strptime(m_dates.group(2), "%Y.%m.%d")
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except ValueError:
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pass
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@@ -644,14 +661,17 @@ def analyze_report(report: Report) -> dict:
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lots = [t["volume"] for t in trades]
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unique_lots = sorted(set(lots))
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# Last trade gap relative to backtest end date
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last_close = trades[-1]["close_time"]
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try:
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last_dt = datetime.strptime(last_close, "%Y.%m.%d %H:%M:%S")
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ref_date = bt_end if bt_end else datetime.now()
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gap_days = (ref_date - last_dt).days
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except Exception:
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gap_days = -1
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# Idle time: total backtest duration minus time in positions
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idle_str = ""
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if bt_start and bt_end:
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total_duration = bt_end - bt_start
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position_time = timedelta()
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for t in trades:
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close_dt = datetime.strptime(t["close_time"], "%Y.%m.%d %H:%M:%S")
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open_dt = datetime.strptime(t["open_time"], "%Y.%m.%d %H:%M:%S")
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position_time += close_dt - open_dt
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idle_td = total_duration - position_time
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idle_str = format_duration(idle_td)
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return {
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"sl_hits": len(sl_trades),
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@@ -667,8 +687,7 @@ def analyze_report(report: Report) -> dict:
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"unique_lots": unique_lots,
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"uniform": len(unique_lots) == 1,
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},
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"last_trade_close": last_close,
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"gap_days_to_end": gap_days,
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"idle_time": idle_str,
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"trades": trades,
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}
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@@ -690,14 +709,17 @@ def main():
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report = parse_report(path)
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# Always compute analyze data (needed for idle_time in text report)
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analyze_data = analyze_report(report)
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if args.analyze:
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report_dict = asdict(report)
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report_dict["analyze"] = analyze_report(report)
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report_dict["analyze"] = analyze_data
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print(json.dumps(report_dict, indent=2, ensure_ascii=False))
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elif args.json:
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print(json.dumps(asdict(report), indent=2, ensure_ascii=False))
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else:
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print_report(report)
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print_report(report, analyze_data)
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if __name__ == "__main__":
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