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T
ZhijuCen 15c76d97b3 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).
2026-07-02 16:38:24 +08:00

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