Make analytics granular - individual tools + selective analyze_report

**Granular Analytics Tools (8 new tools):**
- analyze_monthly_pnl - Monthly profit/loss breakdown
- analyze_drawdown_events - Drawdown events from balance curve
- analyze_top_losses - Top N worst losses with grid depth
- analyze_loss_sequences - Consecutive loss streaks analysis
- analyze_position_pairs - Entry/exit position pairs
- analyze_direction_bias - Long vs Short performance stats
- analyze_streaks - Win/loss streaks with dates
- analyze_concurrent_peak - Peak concurrent open positions

**Updated analyze_report:**
- Now supports selective analytics via 'analytics' array parameter
- Runs all analytics by default (backward compatible)
- Optional top_losses_limit parameter
- Returns list of analytics that were run

**Changes:**
- analytics/analyze.rs: Made all analysis methods public
- tools/definitions.rs: Added 8 new tool definitions + updated analyze_report schema
- tools/handlers/mod.rs: Added dispatch for new tools
- tools/handlers/analysis.rs: Added helper load_report_data() + 8 granular handlers + selective analyze_report logic
This commit is contained in:
Devid HW
2026-04-19 02:13:33 +07:00
parent e94ec8153d
commit 1f63505cb9
4 changed files with 339 additions and 17 deletions
+8 -8
View File
@@ -34,7 +34,7 @@ impl DealAnalyzer {
}
}
fn monthly_pnl(&self, deals: &[Deal]) -> Vec<MonthlyPnl> {
pub fn monthly_pnl(&self, deals: &[Deal]) -> Vec<MonthlyPnl> {
let mut monthly: HashMap<String, (f64, i32)> = HashMap::new();
for deal in deals {
@@ -71,7 +71,7 @@ impl DealAnalyzer {
result
}
fn reconstruct_dd_events(&self, deals: &[Deal], _metrics: &Metrics) -> Vec<DrawdownEvent> {
pub fn reconstruct_dd_events(&self, deals: &[Deal], _metrics: &Metrics) -> Vec<DrawdownEvent> {
let mut balance_curve = Vec::new();
let mut peak_balance: f64 = 0.0;
let mut initial_balance: Option<f64> = None;
@@ -178,7 +178,7 @@ impl DealAnalyzer {
event
}
fn top_losses(&self, deals: &[Deal], n: usize) -> Vec<LossEntry> {
pub fn top_losses(&self, deals: &[Deal], n: usize) -> Vec<LossEntry> {
let mut losses: Vec<LossEntry> = deals
.iter()
.filter(|d| d.profit < 0.0)
@@ -196,7 +196,7 @@ impl DealAnalyzer {
losses
}
fn loss_sequences(&self, deals: &[Deal]) -> Vec<LossSequence> {
pub fn loss_sequences(&self, deals: &[Deal]) -> Vec<LossSequence> {
let closed: Vec<&Deal> = deals
.iter()
.filter(|d| d.entry.to_lowercase().contains("out") && d.profit != 0.0)
@@ -241,7 +241,7 @@ impl DealAnalyzer {
sequences
}
fn position_pairs(&self, deals: &[Deal]) -> Vec<PositionPair> {
pub fn position_pairs(&self, deals: &[Deal]) -> Vec<PositionPair> {
let mut open_pos: HashMap<String, &Deal> = HashMap::new();
let mut pairs = Vec::new();
@@ -278,7 +278,7 @@ impl DealAnalyzer {
pairs
}
fn direction_bias(&self, deals: &[Deal]) -> HashMap<String, DirectionStats> {
pub fn direction_bias(&self, deals: &[Deal]) -> HashMap<String, DirectionStats> {
let mut stats: HashMap<String, (i32, i32, f64)> = HashMap::new();
stats.insert("buy".to_string(), (0, 0, 0.0));
stats.insert("sell".to_string(), (0, 0, 0.0));
@@ -314,7 +314,7 @@ impl DealAnalyzer {
.collect()
}
fn streak_analysis(&self, deals: &[Deal]) -> StreakAnalysis {
pub fn streak_analysis(&self, deals: &[Deal]) -> StreakAnalysis {
let closed: Vec<&Deal> = deals
.iter()
.filter(|d| d.entry.to_lowercase().contains("out") && d.profit != 0.0)
@@ -372,7 +372,7 @@ impl DealAnalyzer {
}
}
fn concurrent_peak(&self, deals: &[Deal]) -> ConcurrentPeak {
pub fn concurrent_peak(&self, deals: &[Deal]) -> ConcurrentPeak {
let mut events: Vec<(DateTime<chrono::Utc>, i32, &Deal)> = Vec::new();
for deal in deals {
+123 -1
View File
@@ -6,6 +6,14 @@ pub fn get_tools_list() -> Value {
tool_run_optimization(),
tool_get_optimization_results(),
tool_analyze_report(),
tool_analyze_monthly_pnl(),
tool_analyze_drawdown_events(),
tool_analyze_top_losses(),
tool_analyze_loss_sequences(),
tool_analyze_position_pairs(),
tool_analyze_direction_bias(),
tool_analyze_streaks(),
tool_analyze_concurrent_peak(),
tool_compare_baseline(),
tool_compile_ea(),
tool_verify_setup(),
@@ -109,7 +117,121 @@ fn tool_get_optimization_results() -> Value {
fn tool_analyze_report() -> Value {
json!({
"name": "analyze_report",
"description": "Read and summarize a completed backtest report",
"description": "Run comprehensive analytics on a backtest report. By default runs all analytics. Use 'analytics' array to run specific ones: monthly_pnl, drawdown_events, top_losses, loss_sequences, position_pairs, direction_bias, streak_analysis, concurrent_peak",
"inputSchema": {
"type": "object",
"properties": {
"report_dir": { "type": "string", "description": "Path to report directory containing deals.csv" },
"analytics": {
"type": "array",
"description": "Optional: specific analytics to run. If omitted, runs all.",
"items": {
"type": "string",
"enum": ["monthly_pnl", "drawdown_events", "top_losses", "loss_sequences", "position_pairs", "direction_bias", "streak_analysis", "concurrent_peak"]
}
},
"top_losses_limit": { "type": "integer", "description": "Number of top losses to return (default: 10)" }
}
}
})
}
fn tool_analyze_monthly_pnl() -> Value {
json!({
"name": "analyze_monthly_pnl",
"description": "Analyze monthly profit/loss breakdown from a backtest report",
"inputSchema": {
"type": "object",
"properties": {
"report_dir": { "type": "string", "description": "Path to report directory containing deals.csv" }
}
}
})
}
fn tool_analyze_drawdown_events() -> Value {
json!({
"name": "analyze_drawdown_events",
"description": "Analyze drawdown events reconstructed from balance curve",
"inputSchema": {
"type": "object",
"properties": {
"report_dir": { "type": "string" }
}
}
})
}
fn tool_analyze_top_losses() -> Value {
json!({
"name": "analyze_top_losses",
"description": "Get top N worst losses with grid depth analysis",
"inputSchema": {
"type": "object",
"properties": {
"report_dir": { "type": "string" },
"limit": { "type": "integer", "description": "Number of losses to return (default: 10)", "default": 10 }
}
}
})
}
fn tool_analyze_loss_sequences() -> Value {
json!({
"name": "analyze_loss_sequences",
"description": "Analyze consecutive loss streaks and their impact",
"inputSchema": {
"type": "object",
"properties": {
"report_dir": { "type": "string" }
}
}
})
}
fn tool_analyze_position_pairs() -> Value {
json!({
"name": "analyze_position_pairs",
"description": "Analyze entry/exit position pairs and their performance",
"inputSchema": {
"type": "object",
"properties": {
"report_dir": { "type": "string" }
}
}
})
}
fn tool_analyze_direction_bias() -> Value {
json!({
"name": "analyze_direction_bias",
"description": "Analyze long vs short performance bias",
"inputSchema": {
"type": "object",
"properties": {
"report_dir": { "type": "string" }
}
}
})
}
fn tool_analyze_streaks() -> Value {
json!({
"name": "analyze_streaks",
"description": "Analyze win/loss streaks with dates and current streak",
"inputSchema": {
"type": "object",
"properties": {
"report_dir": { "type": "string" }
}
}
})
}
fn tool_analyze_concurrent_peak() -> Value {
json!({
"name": "analyze_concurrent_peak",
"description": "Find peak number of concurrent open positions",
"inputSchema": {
"type": "object",
"properties": {
+200 -8
View File
@@ -1,16 +1,14 @@
use anyhow::Result;
use serde_json::{json, Value};
use std::collections::HashSet;
use std::fs;
use std::path::Path;
use crate::analytics::DealAnalyzer;
use crate::models::deals::Deal;
use crate::models::metrics::Metrics;
pub async fn handle_analyze_report(_config: &Config, args: &Value) -> Result<Value> {
let report_dir = args.get("report_dir")
.and_then(|v| v.as_str())
.ok_or_else(|| anyhow::anyhow!("report_dir is required"))?;
/// Helper to load deals and metrics from report directory
fn load_report_data(report_dir: &str) -> Result<(Vec<Deal>, Metrics)> {
let deals_csv = Path::new(report_dir).join("deals.csv");
let metrics_json = Path::new(report_dir).join("metrics.json");
@@ -27,11 +25,56 @@ pub async fn handle_analyze_report(_config: &Config, args: &Value) -> Result<Val
Metrics::default()
};
let _strategy = args.get("strategy").and_then(|v| v.as_str()).unwrap_or("grid");
let _deep = args.get("deep").and_then(|v| v.as_bool()).unwrap_or(false);
Ok((deals, metrics))
}
pub async fn handle_analyze_report(_config: &Config, args: &Value) -> Result<Value> {
let report_dir = args.get("report_dir")
.and_then(|v| v.as_str())
.ok_or_else(|| anyhow::anyhow!("report_dir is required"))?;
let (deals, metrics) = load_report_data(report_dir)?;
let analyzer = DealAnalyzer::new();
let result = analyzer.analyze(&deals, &metrics);
// Check if specific analytics requested
let requested: Option<HashSet<String>> = args.get("analytics")
.and_then(|v| v.as_array())
.map(|arr| arr.iter()
.filter_map(|v| v.as_str().map(|s| s.to_string()))
.collect());
let top_losses_limit = args.get("top_losses_limit").and_then(|v| v.as_u64()).unwrap_or(10) as usize;
let all = requested.is_none();
let req = |name: &str| all || requested.as_ref().map(|s| s.contains(name)).unwrap_or(false);
// Build selective result
let mut result = json!({});
if req("monthly_pnl") || all {
result["monthly"] = json!(analyzer.monthly_pnl(&deals));
}
if req("drawdown_events") || all {
result["dd_events"] = json!(analyzer.reconstruct_dd_events(&deals, &metrics));
}
if req("top_losses") || all {
result["top_losses"] = json!(analyzer.top_losses(&deals, top_losses_limit));
}
if req("loss_sequences") || all {
result["loss_sequences"] = json!(analyzer.loss_sequences(&deals));
}
if req("position_pairs") || all {
result["position_pairs"] = json!(analyzer.position_pairs(&deals));
}
if req("direction_bias") || all {
result["direction_bias"] = json!(analyzer.direction_bias(&deals));
}
if req("streak_analysis") || all {
result["streak_analysis"] = json!(analyzer.streak_analysis(&deals));
}
if req("concurrent_peak") || all {
result["concurrent_peak"] = json!(analyzer.concurrent_peak(&deals));
}
let analysis_path = Path::new(report_dir).join("analysis.json");
fs::write(&analysis_path, serde_json::to_string_pretty(&result)?)?;
@@ -40,6 +83,7 @@ pub async fn handle_analyze_report(_config: &Config, args: &Value) -> Result<Val
"content": [{ "type": "text", "text": json!({
"success": true,
"analysis_file": analysis_path.to_string_lossy(),
"analytics_run": requested.map(|s| s.iter().cloned().collect::<Vec<_>>()).unwrap_or_else(|| vec!["all".to_string()]),
"summary": result,
}).to_string() }],
"isError": false
@@ -113,5 +157,153 @@ pub async fn handle_compare_baseline(_config: &Config, args: &Value) -> Result<V
}))
}
// === Granular Analytics Handlers ===
pub async fn handle_analyze_monthly_pnl(_config: &Config, args: &Value) -> Result<Value> {
let report_dir = args.get("report_dir")
.and_then(|v| v.as_str())
.ok_or_else(|| anyhow::anyhow!("report_dir is required"))?;
let (deals, _) = load_report_data(report_dir)?;
let analyzer = DealAnalyzer::new();
let result = analyzer.monthly_pnl(&deals);
Ok(json!({
"content": [{ "type": "text", "text": json!({
"success": true,
"monthly_pnl": result,
}).to_string() }],
"isError": false
}))
}
pub async fn handle_analyze_drawdown_events(_config: &Config, args: &Value) -> Result<Value> {
let report_dir = args.get("report_dir")
.and_then(|v| v.as_str())
.ok_or_else(|| anyhow::anyhow!("report_dir is required"))?;
let (deals, metrics) = load_report_data(report_dir)?;
let analyzer = DealAnalyzer::new();
let result = analyzer.reconstruct_dd_events(&deals, &metrics);
Ok(json!({
"content": [{ "type": "text", "text": json!({
"success": true,
"drawdown_events": result,
}).to_string() }],
"isError": false
}))
}
pub async fn handle_analyze_top_losses(_config: &Config, args: &Value) -> Result<Value> {
let report_dir = args.get("report_dir")
.and_then(|v| v.as_str())
.ok_or_else(|| anyhow::anyhow!("report_dir is required"))?;
let limit = args.get("limit").and_then(|v| v.as_u64()).unwrap_or(10) as usize;
let (deals, _) = load_report_data(report_dir)?;
let analyzer = DealAnalyzer::new();
let result = analyzer.top_losses(&deals, limit);
Ok(json!({
"content": [{ "type": "text", "text": json!({
"success": true,
"limit": limit,
"top_losses": result,
}).to_string() }],
"isError": false
}))
}
pub async fn handle_analyze_loss_sequences(_config: &Config, args: &Value) -> Result<Value> {
let report_dir = args.get("report_dir")
.and_then(|v| v.as_str())
.ok_or_else(|| anyhow::anyhow!("report_dir is required"))?;
let (deals, _) = load_report_data(report_dir)?;
let analyzer = DealAnalyzer::new();
let result = analyzer.loss_sequences(&deals);
Ok(json!({
"content": [{ "type": "text", "text": json!({
"success": true,
"loss_sequences": result,
}).to_string() }],
"isError": false
}))
}
pub async fn handle_analyze_position_pairs(_config: &Config, args: &Value) -> Result<Value> {
let report_dir = args.get("report_dir")
.and_then(|v| v.as_str())
.ok_or_else(|| anyhow::anyhow!("report_dir is required"))?;
let (deals, _) = load_report_data(report_dir)?;
let analyzer = DealAnalyzer::new();
let result = analyzer.position_pairs(&deals);
Ok(json!({
"content": [{ "type": "text", "text": json!({
"success": true,
"position_pairs": result,
}).to_string() }],
"isError": false
}))
}
pub async fn handle_analyze_direction_bias(_config: &Config, args: &Value) -> Result<Value> {
let report_dir = args.get("report_dir")
.and_then(|v| v.as_str())
.ok_or_else(|| anyhow::anyhow!("report_dir is required"))?;
let (deals, _) = load_report_data(report_dir)?;
let analyzer = DealAnalyzer::new();
let result = analyzer.direction_bias(&deals);
Ok(json!({
"content": [{ "type": "text", "text": json!({
"success": true,
"direction_bias": result,
}).to_string() }],
"isError": false
}))
}
pub async fn handle_analyze_streaks(_config: &Config, args: &Value) -> Result<Value> {
let report_dir = args.get("report_dir")
.and_then(|v| v.as_str())
.ok_or_else(|| anyhow::anyhow!("report_dir is required"))?;
let (deals, _) = load_report_data(report_dir)?;
let analyzer = DealAnalyzer::new();
let result = analyzer.streak_analysis(&deals);
Ok(json!({
"content": [{ "type": "text", "text": json!({
"success": true,
"streak_analysis": result,
}).to_string() }],
"isError": false
}))
}
pub async fn handle_analyze_concurrent_peak(_config: &Config, args: &Value) -> Result<Value> {
let report_dir = args.get("report_dir")
.and_then(|v| v.as_str())
.ok_or_else(|| anyhow::anyhow!("report_dir is required"))?;
let (deals, _) = load_report_data(report_dir)?;
let analyzer = DealAnalyzer::new();
let result = analyzer.concurrent_peak(&deals);
Ok(json!({
"content": [{ "type": "text", "text": json!({
"success": true,
"concurrent_peak": result,
}).to_string() }],
"isError": false
}))
}
// Import Config for analysis module
use crate::models::Config;
+8
View File
@@ -49,6 +49,14 @@ impl ToolHandler {
// Analysis handlers
"analyze_report" => analysis::handle_analyze_report(&self.config, args).await,
"analyze_monthly_pnl" => analysis::handle_analyze_monthly_pnl(&self.config, args).await,
"analyze_drawdown_events" => analysis::handle_analyze_drawdown_events(&self.config, args).await,
"analyze_top_losses" => analysis::handle_analyze_top_losses(&self.config, args).await,
"analyze_loss_sequences" => analysis::handle_analyze_loss_sequences(&self.config, args).await,
"analyze_position_pairs" => analysis::handle_analyze_position_pairs(&self.config, args).await,
"analyze_direction_bias" => analysis::handle_analyze_direction_bias(&self.config, args).await,
"analyze_streaks" => analysis::handle_analyze_streaks(&self.config, args).await,
"analyze_concurrent_peak" => analysis::handle_analyze_concurrent_peak(&self.config, args).await,
"compare_baseline" => analysis::handle_compare_baseline(&self.config, args).await,
// Set file handlers