1070 lines
43 KiB
Rust
1070 lines
43 KiB
Rust
use anyhow::{anyhow, Result};
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use chrono;
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use serde_json::json;
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use std::fs;
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use std::path::{Path, PathBuf};
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use std::process::Command;
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use std::sync::Arc;
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use tokio::time::{sleep, Duration};
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use crate::analytics::{DealAnalyzer, ReportExtractor};
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use crate::compile::MqlCompiler;
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use crate::models::config::Config;
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use crate::models::report::{PipelineMetadata, FilePaths, BacktestJob};
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use crate::storage::{ReportDb, ReportEntry};
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type NotificationCallback = Arc<dyn Fn(&str, serde_json::Value) + Send + Sync>;
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pub struct BacktestPipeline {
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config: Config,
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compiler: MqlCompiler,
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extractor: ReportExtractor,
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analyzer: DealAnalyzer,
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notification_callback: Option<NotificationCallback>,
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}
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pub struct BacktestParams {
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pub expert: String,
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pub symbol: String,
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pub from_date: String,
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pub to_date: String,
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pub timeframe: String,
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pub deposit: u32,
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pub model: u8,
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pub leverage: u32,
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pub set_file: Option<String>,
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pub skip_compile: bool,
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pub skip_clean: bool,
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pub skip_analyze: bool,
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#[allow(dead_code)]
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pub deep_analyze: bool,
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pub shutdown: bool,
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#[allow(dead_code)]
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pub kill_existing: bool,
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pub timeout: u64,
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pub gui: bool,
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pub startup_delay_secs: u64,
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}
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pub struct PipelineResult {
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pub success: bool,
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pub report_dir: PathBuf,
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pub duration_seconds: i64,
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pub message: String,
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}
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impl BacktestPipeline {
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pub fn new(config: Config) -> Self {
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let compiler = MqlCompiler::new(config.clone());
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let extractor = ReportExtractor::new();
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let analyzer = DealAnalyzer::new();
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Self {
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config,
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compiler,
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extractor,
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analyzer,
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notification_callback: None,
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}
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}
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pub fn with_notification_callback(config: Config, callback: NotificationCallback) -> Self {
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let compiler = MqlCompiler::new(config.clone());
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let extractor = ReportExtractor::new();
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let analyzer = DealAnalyzer::new();
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Self {
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config,
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compiler,
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extractor,
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analyzer,
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notification_callback: Some(callback),
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}
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}
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pub async fn run(&self, params: BacktestParams) -> Result<PipelineResult> {
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let start_time = chrono::Utc::now();
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let report_id = self.generate_report_id(¶ms);
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let report_dir = self.config.reports_dir().join(&report_id);
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fs::create_dir_all(&report_dir)?;
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let progress_log = report_dir.join("progress.log");
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self.log_progress(&progress_log, "START").await;
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if !params.skip_compile {
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self.log_progress(&progress_log, "COMPILE").await;
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self.compile_ea(¶ms.expert, params.timeout).await?;
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}
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if !params.skip_clean {
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self.log_progress(&progress_log, "CLEAN").await;
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self.clean_cache(¶ms.expert).await?;
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}
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self.log_progress(&progress_log, "BACKTEST").await;
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let report_path = self.run_backtest(¶ms, &report_id).await?;
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self.log_progress(&progress_log, "EXTRACT").await;
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let extraction = self.extractor.extract(
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&report_path.to_string_lossy(),
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&report_dir.to_string_lossy(),
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)?;
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// Handle case where EA didn't trade - no deals generated
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if extraction.deals.is_empty() {
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tracing::warn!("Backtest completed but no deals were generated - EA did not trade during this period");
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let warning_path = report_dir.join("NO_TRADES_WARNING.txt");
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let _ = fs::write(&warning_path, "Warning: No deals were generated during this backtest.\nThe EA did not execute any trades during the specified date range.\n");
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}
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// Move equity chart images to OS temp dir, then delete the HTML report.
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let charts_dir = self.relocate_charts(&report_path, &report_id).await;
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let _ = fs::remove_file(&report_path);
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// Snapshot the set file alongside the extracted data.
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let set_snapshot = self.snapshot_set_file(¶ms, &report_dir).await;
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if !params.skip_analyze {
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self.log_progress(&progress_log, "ANALYZE").await;
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let analysis = self.analyzer.analyze(&extraction.deals, &extraction.metrics);
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let analysis_path = report_dir.join("analysis.json");
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fs::write(&analysis_path, serde_json::to_string_pretty(&analysis)?)?;
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}
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self.log_progress(&progress_log, "DONE").await;
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let duration = (chrono::Utc::now() - start_time).num_seconds();
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self.save_metadata(¶ms, &report_dir, duration, extraction.deals.is_empty()).await?;
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// Register in the SQLite report registry and store deals.
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let db = self.register_in_db(
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&report_id,
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¶ms,
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&report_dir,
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charts_dir.as_deref(),
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set_snapshot.as_deref(),
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&extraction.metrics,
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duration,
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)
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.await;
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if let Some(db) = db {
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if let Err(e) = db.insert_deals(&report_id, &extraction.deals) {
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tracing::warn!("Failed to store deals in DB: {}", e);
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}
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}
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let message = if extraction.deals.is_empty() {
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"Backtest completed successfully, but EA did not execute any trades during this period".to_string()
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} else {
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"Backtest completed successfully".to_string()
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};
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Ok(PipelineResult {
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success: true,
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report_dir,
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duration_seconds: duration,
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message,
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})
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}
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/// Launch backtest in fire-and-forget mode: compile, clean, launch MT5, return immediately.
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/// Returns a BacktestJob that can be used with get_backtest_status to poll for completion.
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pub async fn launch_backtest(&self, params: BacktestParams) -> Result<BacktestJob> {
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let _start_time = chrono::Utc::now();
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let report_id = self.generate_report_id(¶ms);
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let report_dir = self.config.reports_dir().join(&report_id);
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fs::create_dir_all(&report_dir)?;
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let progress_log = report_dir.join("progress.log");
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self.log_progress(&progress_log, "START").await;
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if !params.skip_compile {
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self.log_progress(&progress_log, "COMPILE").await;
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self.compile_ea(¶ms.expert, params.timeout).await?;
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}
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if !params.skip_clean {
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self.log_progress(&progress_log, "CLEAN").await;
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self.clean_cache(¶ms.expert).await?;
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}
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self.log_progress(&progress_log, "BACKTEST").await;
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// Get MT5 paths
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let mt5_dir = self.config.mt5_dir()
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.ok_or_else(|| anyhow!("MT5 directory not configured"))?;
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let wine_exe = self.config.wine_executable.as_ref()
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.ok_or_else(|| anyhow!("wine_executable not configured"))?;
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let wine_prefix = mt5_dir
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.parent()
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.and_then(|p| p.parent())
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.and_then(|p| p.parent())
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.map(|p| p.to_path_buf())
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.ok_or_else(|| anyhow!("Could not determine Wine prefix from terminal_dir"))?;
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let reports_dir = mt5_dir.join("reports");
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fs::create_dir_all(&reports_dir)?;
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// Write params via /config: (triggers tester) and terminal.ini (redundancy).
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let ini_content = self.build_backtest_ini(¶ms, &report_id)?;
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let config_host = wine_prefix.join("drive_c").join("backtest_config.ini");
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fs::write(&config_host, ini_content.as_bytes())?;
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self.update_terminal_ini(¶ms, &report_id)?;
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// Kill any running MT5
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self.kill_mt5().await?;
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// Launch MT5 (fire and forget)
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let mut cmd = self.build_wine_launch(wine_exe, &wine_prefix)?;
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let child = cmd.stdin(std::process::Stdio::null())
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.stdout(std::process::Stdio::null())
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.stderr(std::process::Stdio::null())
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.spawn()?;
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let pid = child.id();
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tracing::info!("MT5 launched with PID {:?} for backtest {}", pid, report_id);
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// Create and save the job tracking file
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let expected_report = reports_dir.join(format!("{}.htm", report_id));
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let job = BacktestJob::new(
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report_id.clone(),
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report_dir.to_string_lossy().to_string(),
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params.expert.clone(),
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params.symbol.clone(),
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params.timeframe.clone(),
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expected_report.to_string_lossy().to_string(),
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params.timeout,
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);
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// Save job info for polling
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let job_path = report_dir.join("job.json");
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fs::write(&job_path, serde_json::to_string_pretty(&job)?)?;
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// Save initial metadata
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self.save_metadata(¶ms, &report_dir, 0, false).await?;
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// Register in DB as "running"
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let db = ReportDb::new(&Config::db_path());
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if let Err(e) = db.init() {
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tracing::warn!("Failed to init report DB: {}", e);
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}
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// Spawn background task to monitor completion and update status
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let report_dir_clone = report_dir.clone();
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let expected_report_clone = expected_report.clone();
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let timeout_secs = params.timeout;
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let report_id_clone = report_id.clone();
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let notification_callback = self.notification_callback.clone();
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tokio::spawn(async move {
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Self::monitor_backtest_completion(
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report_dir_clone,
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expected_report_clone,
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timeout_secs,
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report_id_clone,
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notification_callback,
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).await;
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});
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Ok(job)
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}
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/// Background task to monitor backtest completion and update status file.
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async fn monitor_backtest_completion(
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report_dir: PathBuf,
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expected_report: PathBuf,
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timeout_secs: u64,
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report_id: String,
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notification_callback: Option<NotificationCallback>,
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) {
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let start = tokio::time::Instant::now();
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let deadline = start + Duration::from_secs(timeout_secs);
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let grace_period = Duration::from_secs(30);
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let poll_start = std::time::SystemTime::now();
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loop {
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let _elapsed = start.elapsed().as_secs();
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// Check for report file
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for ext in &[".htm", ".htm.xml", ".html"] {
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let candidate = expected_report.with_extension(ext.trim_start_matches('.'));
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if candidate.exists() {
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tracing::info!("Backtest {} completed: report found at {}", report_id, candidate.display());
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Self::update_job_status(&report_dir, "completed", Some(candidate.to_string_lossy().to_string())).await;
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if let Some(ref callback) = notification_callback {
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callback("backtest_completed", json!({
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"report_id": report_id,
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"report_path": candidate.to_string_lossy().to_string(),
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"status": "completed"
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}));
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}
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return;
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}
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}
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// Check process liveness after grace period
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let in_grace = start.elapsed() <= grace_period;
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let mt5_alive = Self::is_mt5_running();
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if !in_grace && !mt5_alive {
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// MT5 exited without report - check for any newer report
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if let Some(path) = Self::find_newest_report(expected_report.parent().unwrap(), poll_start) {
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tracing::info!("Backtest {} completed: found fallback report {}", report_id, path.display());
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Self::update_job_status(&report_dir, "completed", Some(path.to_string_lossy().to_string())).await;
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if let Some(ref callback) = notification_callback {
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callback("backtest_completed", json!({
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"report_id": report_id,
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"report_path": path.to_string_lossy().to_string(),
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"status": "completed"
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}));
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}
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} else {
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tracing::warn!("Backtest {} failed: MT5 exited without producing a report", report_id);
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Self::update_job_status(&report_dir, "failed", None).await;
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if let Some(ref callback) = notification_callback {
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callback("backtest_failed", json!({
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"report_id": report_id,
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"status": "failed",
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"reason": "MT5 exited without producing a report"
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}));
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}
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}
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return;
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}
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if tokio::time::Instant::now() > deadline {
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tracing::warn!("Backtest {} timed out after {} seconds", report_id, timeout_secs);
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Self::update_job_status(&report_dir, "timeout", None).await;
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if let Some(ref callback) = notification_callback {
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callback("backtest_timeout", json!({
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"report_id": report_id,
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"status": "timeout",
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"timeout_seconds": timeout_secs
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}));
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}
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return;
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}
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||
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sleep(Duration::from_secs(2)).await;
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}
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}
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/// Update job status in job.json file.
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async fn update_job_status(report_dir: &Path, status: &str, report_path: Option<String>) {
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let job_path = report_dir.join("job.json");
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||
if let Ok(job_json) = fs::read_to_string(&job_path) {
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if let Ok(mut job) = serde_json::from_str::<serde_json::Value>(&job_json) {
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job["status"] = serde_json::Value::String(status.to_string());
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job["completed_at"] = serde_json::Value::String(chrono::Utc::now().to_rfc3339());
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if let Some(path) = report_path {
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job["actual_report_path"] = serde_json::Value::String(path);
|
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}
|
||
if let Ok(updated) = serde_json::to_string_pretty(&job) {
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let _ = fs::write(&job_path, updated);
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||
}
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||
}
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}
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||
}
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||
|
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/// Move equity chart images (*.png, *.gif) from MT5's reports dir to OS temp,
|
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/// returning the temp path if any images were found.
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async fn relocate_charts(&self, html_path: &Path, report_id: &str) -> Option<PathBuf> {
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let reports_dir = html_path.parent()?;
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let charts_dir = Config::charts_temp_dir(report_id);
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let image_exts = ["png", "gif", "jpg", "jpeg"];
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||
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let entries = fs::read_dir(reports_dir).ok()?;
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let mut found = false;
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||
|
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for entry in entries.filter_map(|e| e.ok()) {
|
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let path = entry.path();
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let name = path.file_name()?.to_string_lossy().to_string();
|
||
|
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let is_chart = name.starts_with(report_id)
|
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&& path
|
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.extension()
|
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.and_then(|e| e.to_str())
|
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.map(|e| image_exts.contains(&e))
|
||
.unwrap_or(false);
|
||
|
||
if is_chart {
|
||
if !found {
|
||
if fs::create_dir_all(&charts_dir).is_err() {
|
||
return None;
|
||
}
|
||
}
|
||
let dest = charts_dir.join(entry.file_name());
|
||
let _ = fs::rename(&path, &dest);
|
||
found = true;
|
||
}
|
||
}
|
||
|
||
if found { Some(charts_dir) } else { None }
|
||
}
|
||
|
||
/// Copy the set file into the report dir as set_snapshot.set.
|
||
async fn snapshot_set_file(
|
||
&self,
|
||
params: &BacktestParams,
|
||
report_dir: &Path,
|
||
) -> Option<PathBuf> {
|
||
let set_src = params.set_file.as_ref()?;
|
||
let src_path = Path::new(set_src);
|
||
if !src_path.exists() {
|
||
return None;
|
||
}
|
||
let dest = report_dir.join("set_snapshot.set");
|
||
fs::copy(src_path, &dest).ok()?;
|
||
Some(dest)
|
||
}
|
||
|
||
async fn register_in_db(
|
||
&self,
|
||
report_id: &str,
|
||
params: &BacktestParams,
|
||
report_dir: &Path,
|
||
charts_dir: Option<&Path>,
|
||
set_snapshot: Option<&Path>,
|
||
metrics: &crate::models::metrics::Metrics,
|
||
duration: i64,
|
||
) -> Option<ReportDb> {
|
||
let db = ReportDb::new(&Config::db_path());
|
||
if let Err(e) = db.init() {
|
||
tracing::warn!("Failed to init report DB: {}", e);
|
||
return None;
|
||
}
|
||
|
||
let entry = ReportEntry {
|
||
id: report_id.to_string(),
|
||
expert: params.expert.clone(),
|
||
symbol: params.symbol.clone(),
|
||
timeframe: params.timeframe.clone(),
|
||
model: params.model as i64,
|
||
from_date: params.from_date.clone(),
|
||
to_date: params.to_date.clone(),
|
||
created_at: chrono::Utc::now().to_rfc3339(),
|
||
set_file_original: params.set_file.clone(),
|
||
set_snapshot_path: set_snapshot.map(|p| p.to_string_lossy().to_string()),
|
||
report_dir: report_dir.to_string_lossy().to_string(),
|
||
charts_dir: charts_dir.map(|p| p.to_string_lossy().to_string()),
|
||
net_profit: Some(metrics.net_profit),
|
||
profit_factor: Some(metrics.profit_factor),
|
||
max_dd_pct: Some(metrics.max_dd_pct),
|
||
sharpe_ratio: Some(metrics.sharpe_ratio),
|
||
total_trades: Some(metrics.total_trades as i64),
|
||
win_rate_pct: Some(metrics.win_rate_pct),
|
||
recovery_factor: Some(metrics.recovery_factor),
|
||
deposit: Some(params.deposit as f64),
|
||
currency: self.config.backtest_currency.clone(),
|
||
leverage: Some(params.leverage as i64),
|
||
duration_seconds: Some(duration),
|
||
tags: Vec::new(),
|
||
notes: None,
|
||
verdict: None,
|
||
};
|
||
|
||
if let Err(e) = db.insert(&entry) {
|
||
tracing::warn!("Failed to register report in DB: {}", e);
|
||
return None;
|
||
}
|
||
|
||
Some(db)
|
||
}
|
||
|
||
async fn compile_ea(&self, expert: &str, timeout_secs: u64) -> Result<()> {
|
||
let mut search_paths = vec![
|
||
PathBuf::from(&self.config.get("project_dir")).join("src/experts").join(format!("{}.mq5", expert)),
|
||
PathBuf::from(&self.config.get("project_dir")).join("src").join(format!("{}.mq5", expert)),
|
||
PathBuf::from(&self.config.get("project_dir")).join(format!("{}.mq5", expert)),
|
||
PathBuf::from("src/experts").join(format!("{}.mq5", expert)),
|
||
PathBuf::from("src").join(format!("{}.mq5", expert)),
|
||
PathBuf::from(format!("{}.mq5", expert)),
|
||
];
|
||
// Also search in MT5 Experts dir: Experts/{expert}/{expert}.mq5 and Experts/{expert}.mq5
|
||
if let Some(experts_dir) = &self.config.experts_dir {
|
||
search_paths.push(PathBuf::from(experts_dir).join(expert).join(format!("{}.mq5", expert)));
|
||
search_paths.push(PathBuf::from(experts_dir).join(format!("{}.mq5", expert)));
|
||
}
|
||
|
||
let source_path = search_paths
|
||
.into_iter()
|
||
.find(|p| p.exists())
|
||
.ok_or_else(|| anyhow!("Cannot find {}.mq5 — searched project_dir and MT5 Experts dir", expert))?;
|
||
|
||
let timeout = std::time::Duration::from_secs(timeout_secs.min(300)); // Max 5 min for compile
|
||
let result = self.compiler.compile_with_timeout(&source_path.to_string_lossy(), timeout).await?;
|
||
|
||
if !result.success {
|
||
return Err(anyhow!(
|
||
"Compilation failed: {}",
|
||
result.errors.join("; ")
|
||
));
|
||
}
|
||
|
||
Ok(())
|
||
}
|
||
|
||
async fn clean_cache(&self, expert: &str) -> Result<()> {
|
||
if let Some(cache_dir) = &self.config.tester_cache_dir {
|
||
let cache_path = Path::new(cache_dir);
|
||
if cache_path.exists() {
|
||
for entry in walkdir::WalkDir::new(cache_path) {
|
||
if let Ok(entry) = entry {
|
||
let path = entry.path();
|
||
if path.extension().map(|e| e == "tst").unwrap_or(false) {
|
||
let _ = fs::remove_file(path);
|
||
}
|
||
}
|
||
}
|
||
}
|
||
}
|
||
|
||
if let Some(tester_dir) = &self.config.tester_profiles_dir {
|
||
let cached_set = Path::new(tester_dir).join(format!("{}.set", expert));
|
||
if cached_set.exists() {
|
||
let _ = fs::remove_file(&cached_set);
|
||
}
|
||
}
|
||
|
||
self.reset_terminal_ini().await?;
|
||
|
||
Ok(())
|
||
}
|
||
|
||
async fn reset_terminal_ini(&self) -> Result<()> {
|
||
let mt5_dir = self.config.mt5_dir()
|
||
.ok_or_else(|| anyhow!("MT5 directory not configured"))?;
|
||
|
||
let terminal_ini = mt5_dir.join("config").join("terminal.ini");
|
||
if !terminal_ini.exists() {
|
||
return Ok(());
|
||
}
|
||
|
||
let content = fs::read(&terminal_ini)?;
|
||
|
||
let (text, encoding) = if content.starts_with(&[0xFF, 0xFE]) || content.starts_with(&[0xFE, 0xFF]) {
|
||
let text = String::from_utf16_lossy(
|
||
content.chunks_exact(2)
|
||
.map(|c| u16::from_le_bytes([c[0], c[1]]))
|
||
.collect::<Vec<_>>()
|
||
.as_slice()
|
||
);
|
||
(text, "utf-16")
|
||
} else {
|
||
(String::from_utf8_lossy(&content).to_string(), "utf-8")
|
||
};
|
||
|
||
let updated = text
|
||
.replace("OptMode=-1", "OptMode=0")
|
||
.replace("LastOptimization=1", "");
|
||
|
||
let output = if encoding == "utf-16" {
|
||
let utf16: Vec<u16> = updated.encode_utf16().collect();
|
||
let bytes: Vec<u8> = utf16.iter()
|
||
.flat_map(|&c| c.to_le_bytes())
|
||
.collect();
|
||
bytes
|
||
} else {
|
||
updated.into_bytes()
|
||
};
|
||
|
||
fs::write(&terminal_ini, output)?;
|
||
|
||
Ok(())
|
||
}
|
||
|
||
async fn run_backtest(&self, params: &BacktestParams, report_id: &str) -> Result<PathBuf> {
|
||
let mt5_dir = self.config.mt5_dir()
|
||
.ok_or_else(|| anyhow!("MT5 directory not configured"))?;
|
||
|
||
let wine_exe = self.config.wine_executable.as_ref()
|
||
.ok_or_else(|| anyhow!("wine_executable not configured"))?;
|
||
|
||
// mt5_dir = {prefix}/drive_c/Program Files/MetaTrader 5
|
||
// WINEPREFIX = three levels up
|
||
let wine_prefix = mt5_dir
|
||
.parent() // .../drive_c/Program Files
|
||
.and_then(|p| p.parent()) // .../drive_c
|
||
.and_then(|p| p.parent()) // .../<prefix>
|
||
.map(|p| p.to_path_buf())
|
||
.ok_or_else(|| anyhow!("Could not determine Wine prefix from terminal_dir"))?;
|
||
|
||
let reports_dir = mt5_dir.join("reports");
|
||
fs::create_dir_all(&reports_dir)?;
|
||
|
||
// Write params via /config: (triggers tester auto-start) and terminal.ini (redundancy).
|
||
let ini_content = self.build_backtest_ini(params, report_id)?;
|
||
let config_host = wine_prefix.join("drive_c").join("backtest_config.ini");
|
||
fs::write(&config_host, ini_content.as_bytes())?;
|
||
self.update_terminal_ini(params, report_id)?;
|
||
|
||
// Always kill any running MT5 — Wine allows only one instance per prefix.
|
||
self.kill_mt5().await?;
|
||
|
||
// Record launch time before sleeping so find_newest_report doesn't miss
|
||
// reports written during the startup wait.
|
||
let poll_start = std::time::SystemTime::now();
|
||
let launch_instant = tokio::time::Instant::now();
|
||
|
||
// Build the launch command, adapting for the Wine runtime in use.
|
||
let mut cmd = self.build_wine_launch(wine_exe, &wine_prefix)?;
|
||
cmd.stdin(std::process::Stdio::null())
|
||
.stdout(std::process::Stdio::null())
|
||
.stderr(std::process::Stdio::null())
|
||
.spawn()?;
|
||
|
||
// Give MT5 time to fully initialize before polling.
|
||
// MT5 app startup (Wine init + network auth + tester) typically takes 10–15 s.
|
||
// Configurable via startup_delay_secs parameter (default 10s for faster launches).
|
||
let delay = if params.startup_delay_secs > 0 { params.startup_delay_secs } else { 10 };
|
||
sleep(Duration::from_secs(delay)).await;
|
||
|
||
// Poll for the report file (MT5 writes it when the backtest completes).
|
||
// Grace period: don't check process liveness for the first 30 s after launch —
|
||
// MT5 may still be appearing in the process list while wineserver re-initializes.
|
||
let grace_period = Duration::from_secs(30);
|
||
let deadline = launch_instant + Duration::from_secs(params.timeout);
|
||
|
||
loop {
|
||
let elapsed = launch_instant.elapsed().as_secs();
|
||
|
||
// 1. Check for the exact expected report filename.
|
||
for ext in &[".htm", ".htm.xml", ".html"] {
|
||
let candidate = reports_dir.join(format!("{}{}", report_id, ext));
|
||
tracing::debug!("poll t+{}s: checking {}", elapsed, candidate.display());
|
||
if candidate.exists() {
|
||
tracing::info!("poll t+{}s: found exact report {}", elapsed, candidate.display());
|
||
return Ok(candidate);
|
||
}
|
||
}
|
||
|
||
// 2. Only check process liveness after the grace period — this prevents
|
||
// a false "not running" when the new instance is still starting up.
|
||
let in_grace = launch_instant.elapsed() <= grace_period;
|
||
let mt5_alive = Self::is_mt5_running();
|
||
tracing::info!("poll t+{}s: in_grace={} mt5_alive={}", elapsed, in_grace, mt5_alive);
|
||
|
||
if !in_grace && !mt5_alive {
|
||
if let Some(path) = Self::find_newest_report(&reports_dir, poll_start) {
|
||
tracing::info!("poll: MT5 exited, found fallback report {}", path.display());
|
||
return Ok(path);
|
||
}
|
||
return Err(anyhow!(
|
||
"MT5 exited without producing a report. \
|
||
The backtest may have been stopped mid-way or failed to start."
|
||
));
|
||
}
|
||
|
||
if tokio::time::Instant::now() > deadline {
|
||
return Err(anyhow!("Timeout: no report after {} seconds", params.timeout));
|
||
}
|
||
sleep(Duration::from_secs(2)).await;
|
||
}
|
||
}
|
||
|
||
/// Write backtest params into terminal.ini [Tester] section.
|
||
/// MT5 uses this when restarting — it reconnects via the saved session in common.ini
|
||
/// rather than requiring fresh credentials. This is more reliable than /config: alone,
|
||
/// which requires a password for fresh authentication.
|
||
fn update_terminal_ini(&self, params: &BacktestParams, report_id: &str) -> Result<()> {
|
||
let mt5_dir = self.config.mt5_dir()
|
||
.ok_or_else(|| anyhow!("MT5 directory not configured"))?;
|
||
// Portable mode uses config/ inside the install dir; non-portable uses the root.
|
||
let terminal_ini = if mt5_dir.join("config").exists() {
|
||
mt5_dir.join("config").join("terminal.ini")
|
||
} else {
|
||
mt5_dir.join("terminal.ini")
|
||
};
|
||
|
||
let raw = fs::read(&terminal_ini).unwrap_or_default();
|
||
let text = if raw.starts_with(&[0xFF, 0xFE]) {
|
||
raw[2..].chunks_exact(2)
|
||
.map(|c| u16::from_le_bytes([c[0], c[1]]))
|
||
.collect::<Vec<_>>()
|
||
.iter()
|
||
.map(|&c| char::from_u32(c as u32).unwrap_or('?'))
|
||
.collect::<String>()
|
||
} else {
|
||
String::from_utf8_lossy(&raw).into_owned()
|
||
};
|
||
|
||
let period = match params.timeframe.as_str() {
|
||
"M1" => 1u32, "M5" => 5, "M15" => 15, "M30" => 30,
|
||
"H1" => 60, "H4" => 240, "D1" => 1440,
|
||
_ => 5,
|
||
};
|
||
let from_ts = Self::date_str_to_unix(¶ms.from_date)?;
|
||
let to_ts = Self::date_str_to_unix(¶ms.to_date)?;
|
||
let currency = self.config.backtest_currency.as_deref().unwrap_or("USD");
|
||
|
||
let expert_path = if let Some(experts_dir) = &self.config.experts_dir {
|
||
let nested = std::path::Path::new(experts_dir).join(¶ms.expert).join(format!("{}.mq5", params.expert));
|
||
if nested.exists() {
|
||
format!("Experts\\{}\\{}.ex5", params.expert, params.expert)
|
||
} else {
|
||
format!("Experts\\{}.ex5", params.expert)
|
||
}
|
||
} else {
|
||
format!("Experts\\{}.ex5", params.expert)
|
||
};
|
||
|
||
let set_file_line = params.set_file.as_ref()
|
||
.map(|p| format!("ExpertParameters={}\n", p))
|
||
.unwrap_or_default();
|
||
|
||
let updates: &[(&str, String)] = &[
|
||
("Expert", expert_path),
|
||
("Symbol", params.symbol.clone()),
|
||
("Period", period.to_string()),
|
||
("DateRange", "3".into()),
|
||
("DateFrom", from_ts.to_string()),
|
||
("DateTo", to_ts.to_string()),
|
||
("Visualization", "0".into()),
|
||
("Execution", "10".into()),
|
||
("Currency", currency.into()),
|
||
("Leverage", params.leverage.to_string()),
|
||
("Deposit", format!("{:.2}", params.deposit)),
|
||
("TicksMode", params.model.to_string()),
|
||
("PipsCalculation", "1".into()),
|
||
("OptMode", "0".into()),
|
||
("Report", format!("reports\\{}.htm", report_id)),
|
||
("ReplaceReport", "1".into()),
|
||
("ShutdownTerminal", if params.shutdown { "1" } else { "0" }.into()),
|
||
];
|
||
|
||
let updated = Self::patch_ini_section(&text, "Tester", updates) + &set_file_line;
|
||
let bom_utf16: Vec<u8> = [0xFF, 0xFE].iter().copied()
|
||
.chain(updated.encode_utf16().flat_map(|c| c.to_le_bytes()))
|
||
.collect();
|
||
fs::write(&terminal_ini, bom_utf16)?;
|
||
tracing::info!("terminal.ini [Tester] updated → {}", terminal_ini.display());
|
||
Ok(())
|
||
}
|
||
|
||
fn patch_ini_section(text: &str, section: &str, updates: &[(&str, String)]) -> String {
|
||
let section_header = format!("[{}]", section);
|
||
let mut result = String::with_capacity(text.len() + 256);
|
||
let mut in_section = false;
|
||
let mut pending: std::collections::HashMap<&str, &String> =
|
||
updates.iter().map(|(k, v)| (*k, v)).collect();
|
||
|
||
for line in text.lines() {
|
||
let trimmed = line.trim();
|
||
if trimmed == section_header {
|
||
in_section = true;
|
||
result.push_str(line);
|
||
result.push('\n');
|
||
continue;
|
||
}
|
||
if trimmed.starts_with('[') && in_section {
|
||
for (k, v) in &pending {
|
||
result.push_str(&format!("{}={}\n", k, v));
|
||
}
|
||
pending.clear();
|
||
in_section = false;
|
||
}
|
||
if in_section {
|
||
if let Some((key, _)) = trimmed.split_once('=') {
|
||
let key = key.trim();
|
||
if let Some(val) = pending.remove(key) {
|
||
result.push_str(&format!("{}={}\n", key, val));
|
||
continue;
|
||
}
|
||
}
|
||
}
|
||
result.push_str(line);
|
||
result.push('\n');
|
||
}
|
||
if in_section {
|
||
for (k, v) in &pending {
|
||
result.push_str(&format!("{}={}\n", k, v));
|
||
}
|
||
}
|
||
result
|
||
}
|
||
|
||
fn date_str_to_unix(date: &str) -> Result<i64> {
|
||
let parts: Vec<u32> = date.split('.').filter_map(|p| p.parse().ok()).collect();
|
||
if parts.len() != 3 {
|
||
return Err(anyhow!("Invalid date format: {}", date));
|
||
}
|
||
let dt = chrono::NaiveDate::from_ymd_opt(parts[0] as i32, parts[1], parts[2])
|
||
.ok_or_else(|| anyhow!("Invalid date: {}", date))?
|
||
.and_hms_opt(0, 0, 0)
|
||
.ok_or_else(|| anyhow!("Date conversion failed"))?;
|
||
Ok(chrono::DateTime::<chrono::Utc>::from_naive_utc_and_offset(dt, chrono::Utc).timestamp())
|
||
}
|
||
|
||
/// Build the OS-appropriate command to launch MT5 with the backtest config.
|
||
///
|
||
/// - macOS MT5.app bundle: use shell script to bypass SIP and set DYLD vars.
|
||
/// Relies on terminal.ini for backtest config (more reliable than /config:).
|
||
/// - macOS CrossOver / Linux Wine: standard WINEPREFIX + wine64 direct invocation.
|
||
/// Also relies on terminal.ini for backtest config.
|
||
fn build_wine_launch(&self, wine_exe: &str, wine_prefix: &Path) -> Result<Command> {
|
||
if wine_exe.contains("MetaTrader 5.app") {
|
||
// macOS MT5.app — the Swift launcher ignores --args so we can't pass
|
||
// /config: via `open`. Instead, write a temp shell script that sets
|
||
// DYLD_FALLBACK_LIBRARY_PATH and invokes wine64 directly.
|
||
// Shell scripts bypass the SIP restriction that strips DYLD_* vars
|
||
// when Rust spawns a codesigned binary as a direct child process.
|
||
// NOTE: We rely on terminal.ini for config instead of /config: because
|
||
// MT5.app's bundled wine64 doesn't reliably handle /config: arguments.
|
||
let wine_bin = Path::new(wine_exe);
|
||
let wine_root = wine_bin
|
||
.parent() // bin/
|
||
.and_then(|p| p.parent()) // wine/
|
||
.map(|p| p.to_path_buf())
|
||
.ok_or_else(|| anyhow!("Cannot derive Wine root from wine_exe"))?;
|
||
|
||
let ext_libs = wine_root.join("lib").join("external");
|
||
let wine_libs = wine_root.join("lib");
|
||
let dyld = format!("{}:{}:/usr/lib:/usr/local/lib",
|
||
ext_libs.display(), wine_libs.display());
|
||
|
||
// Use host path for the exe; use /config: with backslash-escaped path
|
||
let terminal_host = wine_prefix.join("drive_c")
|
||
.join("Program Files").join("MetaTrader 5").join("terminal64.exe");
|
||
|
||
// /config: triggers the Strategy Tester to auto-start.
|
||
// terminal.ini is also patched with the same params as a belt-and-suspenders.
|
||
let config_win = r"C:\backtest_config.ini";
|
||
let script = format!(
|
||
"#!/bin/sh\n\
|
||
export DYLD_FALLBACK_LIBRARY_PATH='{dyld}'\n\
|
||
export WINEPREFIX='{prefix}'\n\
|
||
export WINEDEBUG='-all'\n\
|
||
nohup '{wine}' '{terminal}' '/config:{config}' \
|
||
>/dev/null 2>&1 &\n",
|
||
dyld = dyld,
|
||
prefix = wine_prefix.display(),
|
||
wine = wine_exe,
|
||
terminal = terminal_host.display(),
|
||
config = config_win,
|
||
);
|
||
|
||
let script_path = std::env::temp_dir().join("mt5_backtest_launch.sh");
|
||
|
||
// Only rewrite script if it doesn't exist or content differs (optimization)
|
||
let needs_write = !script_path.exists() || fs::read_to_string(&script_path).map(|existing| existing != script).unwrap_or(true);
|
||
|
||
if needs_write {
|
||
fs::write(&script_path, &script)?;
|
||
// chmod +x
|
||
#[cfg(unix)]
|
||
{
|
||
use std::os::unix::fs::PermissionsExt;
|
||
fs::set_permissions(&script_path,
|
||
fs::Permissions::from_mode(0o755))?;
|
||
}
|
||
tracing::debug!("Created/updated launch script: {}", script_path.display());
|
||
} else {
|
||
tracing::debug!("Reusing existing launch script: {}", script_path.display());
|
||
}
|
||
|
||
tracing::info!("Launching MT5 via shell script (terminal.ini mode): {}", script_path.display());
|
||
let mut cmd = Command::new("/bin/sh");
|
||
cmd.arg(&script_path);
|
||
return Ok(cmd);
|
||
}
|
||
|
||
// CrossOver / Linux: invoke wine64 directly with /config: to trigger the tester.
|
||
let terminal_win_path = r"C:\Program Files\MetaTrader 5\terminal64.exe";
|
||
let config_win = r"C:\backtest_config.ini";
|
||
let mut cmd = Command::new(wine_exe);
|
||
cmd.arg(terminal_win_path)
|
||
.arg(format!("/config:{}", config_win))
|
||
.env("WINEPREFIX", wine_prefix)
|
||
.env("WINEDEBUG", "-all");
|
||
Ok(cmd)
|
||
}
|
||
|
||
/// For /config: INI: path relative to MQL5/Experts/ (e.g. `DPS21\DPS21.ex5`).
|
||
/// The /config: format does NOT include the "Experts\" prefix.
|
||
fn resolve_backtest_ini_expert_path(&self, expert: &str) -> String {
|
||
if let Some(experts_dir) = &self.config.experts_dir {
|
||
let nested_ex5 = PathBuf::from(experts_dir).join(expert).join(format!("{}.ex5", expert));
|
||
let nested_mq5 = PathBuf::from(experts_dir).join(expert).join(format!("{}.mq5", expert));
|
||
if nested_ex5.exists() || nested_mq5.exists() {
|
||
return format!("{}\\{}.ex5", expert, expert);
|
||
}
|
||
}
|
||
format!("{}.ex5", expert)
|
||
}
|
||
|
||
fn build_backtest_ini(&self, params: &BacktestParams, report_id: &str) -> Result<String> {
|
||
let mut ini = String::new();
|
||
|
||
// [Common] section: only written when explicit credentials are configured.
|
||
// Without it, MT5 reuses its saved session via common.ini (no password needed).
|
||
if let Some(login) = &self.config.backtest_login {
|
||
if let Some(server) = &self.config.backtest_server {
|
||
ini.push_str("[Common]\n");
|
||
ini.push_str(&format!("Login={}\n", login));
|
||
ini.push_str(&format!("Server={}\n", server));
|
||
if let Some(password) = &self.config.backtest_password {
|
||
ini.push_str(&format!("Password={}\n", password));
|
||
}
|
||
ini.push_str("\n");
|
||
}
|
||
}
|
||
|
||
ini.push_str("[Tester]\n");
|
||
// Expert path is relative to MQL5/Experts/ in the /config: format (no "Experts\" prefix).
|
||
ini.push_str(&format!("Expert={}\n", self.resolve_backtest_ini_expert_path(¶ms.expert)));
|
||
ini.push_str(&format!("Symbol={}\n", params.symbol));
|
||
ini.push_str(&format!("Period={}\n", params.timeframe));
|
||
ini.push_str("Optimization=0\n");
|
||
ini.push_str(&format!("Model={}\n", params.model));
|
||
ini.push_str(&format!("FromDate={}\n", params.from_date));
|
||
ini.push_str(&format!("ToDate={}\n", params.to_date));
|
||
ini.push_str("ForwardMode=0\n");
|
||
ini.push_str(&format!("Deposit={}\n", params.deposit));
|
||
ini.push_str(&format!("Currency={}\n", self.config.backtest_currency.as_ref().unwrap_or(&"USD".to_string())));
|
||
ini.push_str("ProfitInPips=1\n");
|
||
ini.push_str(&format!("Leverage={}\n", params.leverage));
|
||
ini.push_str("Execution=10\n");
|
||
ini.push_str(&format!("Visual={}\n", if params.gui { "1" } else { "0" }));
|
||
ini.push_str(&format!("Report=reports\\{}.htm\n", report_id));
|
||
ini.push_str("ReplaceReport=1\n");
|
||
ini.push_str(&format!("ShutdownTerminal={}\n", if params.shutdown { "1" } else { "0" }));
|
||
|
||
if let Some(set_file) = ¶ms.set_file {
|
||
ini.push_str(&format!("ExpertParameters={}\n", set_file));
|
||
}
|
||
|
||
Ok(ini)
|
||
}
|
||
|
||
async fn kill_mt5(&self) -> Result<()> {
|
||
let patterns = Self::mt5_process_patterns();
|
||
|
||
let running = patterns.iter().any(|pat| {
|
||
Command::new("pgrep")
|
||
.args(["-f", pat.as_str()])
|
||
.output()
|
||
.map(|o| o.status.success())
|
||
.unwrap_or(false)
|
||
});
|
||
|
||
if !running {
|
||
return Ok(());
|
||
}
|
||
|
||
tracing::info!("Stopping existing MT5 instance...");
|
||
// SIGKILL immediately — MT5 holds no state we care about preserving.
|
||
let mut killed_any = false;
|
||
for pat in &patterns {
|
||
let result = Command::new("pkill").args(["-KILL", "-f", pat.as_str()]).output();
|
||
if result.map(|o| o.status.success()).unwrap_or(false) {
|
||
killed_any = true;
|
||
}
|
||
}
|
||
let wineserver_result = Command::new("pkill").args(["-KILL", "-f", "wineserver"]).output();
|
||
if wineserver_result.map(|o| o.status.success()).unwrap_or(false) {
|
||
killed_any = true;
|
||
}
|
||
|
||
// Only sleep if we actually killed something - skip if no processes were running
|
||
if killed_any {
|
||
sleep(Duration::from_secs(2)).await; // Reduced from 3s to 2s
|
||
}
|
||
|
||
Ok(())
|
||
}
|
||
|
||
fn is_mt5_running() -> bool {
|
||
Self::mt5_process_patterns().iter().any(|pat| {
|
||
Command::new("pgrep")
|
||
.args(["-f", pat.as_str()])
|
||
.output()
|
||
.map(|o| o.status.success())
|
||
.unwrap_or(false)
|
||
})
|
||
}
|
||
|
||
/// Scan `dir` for the newest .htm/.htm.xml/.html file written after `since`.
|
||
fn find_newest_report(dir: &Path, since: std::time::SystemTime) -> Option<PathBuf> {
|
||
let entries = fs::read_dir(dir).ok()?;
|
||
let mut candidates: Vec<(std::time::SystemTime, PathBuf)> = entries
|
||
.filter_map(|e| e.ok())
|
||
.filter(|e| {
|
||
let ext = e.path().extension()
|
||
.and_then(|x| x.to_str())
|
||
.unwrap_or("")
|
||
.to_lowercase();
|
||
matches!(ext.as_str(), "htm" | "xml" | "html")
|
||
})
|
||
.filter_map(|e| {
|
||
let mtime = e.metadata().ok()?.modified().ok()?;
|
||
if mtime >= since { Some((mtime, e.path())) } else { None }
|
||
})
|
||
.collect();
|
||
|
||
candidates.sort_by_key(|(t, _)| *t);
|
||
candidates.into_iter().last().map(|(_, p)| p)
|
||
}
|
||
|
||
fn mt5_process_patterns() -> Vec<String> {
|
||
if cfg!(target_os = "macos") {
|
||
// macOS: official MT5.app bundle (contains its own Wine runtime)
|
||
// Also match Wine-hosted terminal64.exe for CrossOver installs
|
||
vec![
|
||
"MetaTrader 5\\.app".to_string(),
|
||
"terminal64\\.exe".to_string(),
|
||
]
|
||
} else {
|
||
// Linux: MT5 always runs as a Wine process
|
||
vec![
|
||
"terminal64\\.exe".to_string(),
|
||
"metatrader".to_string(),
|
||
]
|
||
}
|
||
}
|
||
|
||
async fn log_progress(&self, log_path: &Path, stage: &str) {
|
||
let timestamp = chrono::Utc::now().format("%Y-%m-%dT%H:%M:%SZ");
|
||
let line = format!("{} {}\n", stage, timestamp);
|
||
let _ = fs::write(log_path, line);
|
||
}
|
||
|
||
async fn save_metadata(&self, params: &BacktestParams, report_dir: &Path, duration: i64, no_trades: bool) -> Result<()> {
|
||
let metadata = PipelineMetadata {
|
||
expert: params.expert.clone(),
|
||
symbol: params.symbol.clone(),
|
||
timeframe: params.timeframe.clone(),
|
||
from_date: params.from_date.clone(),
|
||
to_date: params.to_date.clone(),
|
||
deposit: params.deposit as f64,
|
||
currency: self.config.backtest_currency.clone().unwrap_or_else(|| "USD".to_string()),
|
||
model: params.model as i32,
|
||
leverage: params.leverage as i32,
|
||
set_file: params.set_file.clone(),
|
||
report_dir: report_dir.to_string_lossy().to_string(),
|
||
duration_seconds: duration,
|
||
files: FilePaths {
|
||
metrics: report_dir.join("metrics.json").to_string_lossy().to_string(),
|
||
analysis: report_dir.join("analysis.json").to_string_lossy().to_string(),
|
||
deals_csv: report_dir.join("deals.csv").to_string_lossy().to_string(),
|
||
deals_json: report_dir.join("deals.json").to_string_lossy().to_string(),
|
||
},
|
||
no_trades,
|
||
};
|
||
|
||
let json = serde_json::to_string_pretty(&metadata)?;
|
||
fs::write(report_dir.join("pipeline_metadata.json"), json)?;
|
||
|
||
Ok(())
|
||
}
|
||
|
||
fn generate_report_id(&self, params: &BacktestParams) -> String {
|
||
let timestamp = chrono::Utc::now().format("%Y%m%d_%H%M%S");
|
||
format!(
|
||
"{}_{}_{}_{}_{}",
|
||
timestamp, params.expert, params.symbol, params.timeframe, params.model
|
||
)
|
||
}
|
||
}
|