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).
192 lines
8.0 KiB
Markdown
192 lines
8.0 KiB
Markdown
# AGENTS.md — mql5-skills Project
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## Overview
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MQL5 Agent Skills project. Creates and publishes Agent Skills conforming to the
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[AgentSkills.io Specification](https://agentskills.io/specification).
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- **Project version**: 0.1.0 (pinned during initial phase, not incremented per change)
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- **SKILL.md version**: 0.1 (per-document, pinned during initial phase)
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- **Language**: Python 3.14, uv-managed
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- **Dependencies**: beautifulsoup4, requests
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## Directory Structure
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```
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mql5-skills/
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├── AGENTS.md # This file — project conventions
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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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├── html_cache/ # Downloaded HTML (lossless, gitignored)
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│ ├── book/ # 581 .html files
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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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│ │ ├── parse_optimizer_report.py # Optimization 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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│ │ ├── 0000-book.md
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│ │ ├── 00-intro/
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│ │ │ ├── 0001-intro.md
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│ │ │ └── pics/
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│ │ └── ...
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│ ├── docs/ # API reference markdown (from sitemap_docs_en.xml)
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│ │ ├── 0000-docs.md
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│ │ ├── 01-basis/
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│ │ │ ├── 0001-basis.md
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│ │ │ └── pics/
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│ │ └── ...
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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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├── skill-design.md # SKILL.md content plan
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└── symbol-spec.md # Symbol spec workflow
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```
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## SKILL.md Convention (skills/mql5/)
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Per agentskills.io spec:
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- Frontmatter: `name` (required, max 64 chars, lowercase+hyphens), `description` (required, max 1024 chars)
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- Body: Markdown instructions for the agent
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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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### parse_optimizer_report.py
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Parses MT5 Strategy Tester Optimization XML reports (SpreadsheetML format
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— XML-tagged Excel workbook, also openable in LibreOffice Calc). Companion
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to `parse_tester_report.py`; same three output modes:
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```
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python skills/mql5/scripts/parse_optimizer_report.py <ReportOptimizer-*.xml>
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python skills/mql5/scripts/parse_optimizer_report.py <report.xml> --json
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python skills/mql5/scripts/parse_optimizer_report.py <report.xml> --analyze
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```
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Reads `<DocumentProperties>` for the strategy environment card
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(EA / Symbol / Period / Date range from `Title`, plus Deposit / Leverage /
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Server / MT5 build / run timestamp) and the single "Tester Optimizator
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Results" worksheet for one row per parameter pass. `--analyze` adds:
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- **Orthogonality**: actual pass count vs expected cartesian product
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- **Parameter effect**: which Inp* parameters actually move the result
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(vs. dead parameters that should be removed from optimization)
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- **Dead boolean parameters**: bit-for-bit identical true/false groups
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on key metrics — cleanest signal of a parameter not wired into the EA
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- **Duplicate metric vectors**: high count (>30%) usually points to a
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dead parameter
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- **Best passes** by Profit / Profit Factor / Recovery Factor / Custom
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- **Trade count distribution** with daily rate and correlations vs
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profit / drawdown (overtrading detection)
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Use alongside `parse_tester_report.py` for the same EA: the latter
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explains *why* a specific pass performs, the former explains *which*
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pass performs and *which* parameters are even worth tuning.
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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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```
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Phase 1: download — sitemap → fetch HTML → html_cache/
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Phase 2: convert — html_cache/ → parse HTML → download images → .md files
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```
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- Script: `scripts/extract.py` with `download`, `convert`, `debug` subcommands
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- HTML cache: `html_cache/book/`, `html_cache/docs/` (lossless, gitignored)
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- Output: `skills/mql5/references/book/`, `skills/mql5/references/docs/`
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- Each sitemap URL → one .md file + corresponding .html in cache
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- Images → `pics/` subfolder within chapter dir
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- Debug target: TesterStatistics page (mixed content: tables, images, code, console output)
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## Naming Convention
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See `docs-dev/naming.md` for full specification. Key rules:
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- 4-digit sequential prefix per file within a chapter folder
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- 2-digit prefix on chapter folder names
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- Chapter folder names derived from URL path segments
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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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- Do not commit .venv, __pycache__
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- Tag releases per semver
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