ZhijuCen
15c76d97b3
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).
13 lines
323 B
TOML
13 lines
323 B
TOML
[project]
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name = "mql5-skills"
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version = "0.1.0"
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description = "MQL5 Agent Skill for MetaTrader 5 development — extraction pipeline and risk formula verification"
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readme = "README.md"
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license = "MIT"
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requires-python = ">=3.14"
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dependencies = [
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"beautifulsoup4>=4.15.0",
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"pandas>=3.0.3",
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"requests>=2.34.2",
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]
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