431 lines
16 KiB
Python
431 lines
16 KiB
Python
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import os
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import re
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import argparse
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import unicodedata
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from dataclasses import dataclass, field
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from typing import List, Dict, Optional
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from pathlib import Path
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def sanitize_path_name(name: str) -> str:
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name = unicodedata.normalize('NFKD', name)
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name = name.encode('ascii', 'ignore').decode('ascii')
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name = re.sub(r'[^\w\-_.]', '_', name)
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name = re.sub(r'_{2,}', '_', name)
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return name.strip('_')
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@dataclass
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class SetParameter:
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name: str
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param_type: str
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default: float
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min_value: float
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max_value: float
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step: float
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optimize: bool
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@dataclass
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class SetFileResult:
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file_path: str
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ea_name: str
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parameters: Dict[str, SetParameter] = field(default_factory=dict)
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optimize_count: int = 0
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fixed_count: int = 0
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MT5_NATIVE_PATTERN = re.compile(r'^(\w+)\s+<([^>]+)>\s+<([^>]+)>')
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OUR_FORMAT_PATTERN = re.compile(r'^(\w+)=([^|]+)\|\|([^|]+)\|\|([^|]+)\|\|([^|]+)\|\|([YN])')
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def detect_encoding(file_path: str) -> str:
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with open(file_path, 'rb') as f:
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raw = f.read(4)
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if raw[:2] == b'\xff\xfe':
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return 'utf-16-le'
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elif raw[:2] == b'\xfe\xff':
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return 'utf-16-be'
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elif raw[:3] == b'\xef\xbb\xbf':
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return 'utf-8-sig'
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return 'utf-8'
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def detect_set_format(line: str) -> str:
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if '=' in line and '||' in line:
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return 'our_format'
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elif '<' in line and '>' in line:
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return 'mt5_native'
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elif line.strip().startswith(';'):
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return 'comment'
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elif line.strip() == '':
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return 'empty'
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return 'unknown'
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def parse_set_line(line: str) -> Optional[SetParameter]:
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line = line.strip()
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if not line or line.startswith(';'):
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return None
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fmt = detect_set_format(line)
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if fmt == 'our_format':
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m = OUR_FORMAT_PATTERN.match(line)
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if m:
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name, cur, start, step, stop, opt = m.groups()
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cur_lower = cur.lower()
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if cur_lower in ('true', 'false'):
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is_true = cur_lower == 'true'
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return SetParameter(
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name=name,
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param_type='bool',
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default=1.0 if is_true else 0.0,
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min_value=0.0,
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max_value=1.0,
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step=1.0,
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optimize=(opt.upper() == 'Y')
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)
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return SetParameter(
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name=name,
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param_type='double',
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default=float(cur),
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min_value=float(start),
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max_value=float(stop),
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step=float(step),
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optimize=(opt.upper() == 'Y')
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)
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elif fmt == 'mt5_native':
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m = MT5_NATIVE_PATTERN.match(line)
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if m:
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name, val1, val2 = m.groups()
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val1l = val1.lower().strip()
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val2l = val2.lower().strip()
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if val1l in ('true', 'false') or val2l in ('true', 'false'):
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is_true = val1l == 'true' or val2l == 'true'
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return SetParameter(
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name=name,
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param_type='bool',
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default=1.0 if is_true else 0.0,
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min_value=0.0,
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max_value=1.0,
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step=1.0,
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optimize=False
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)
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try:
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v1 = float(val1)
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v2 = float(val2)
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return SetParameter(
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name=name,
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param_type='double',
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default=v1,
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min_value=min(v1, v2),
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max_value=max(v1, v2),
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step=abs(v2 - v1) if v1 != v2 else 0,
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optimize=False
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)
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except ValueError:
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pass
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return None
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def parse_set_file(file_path: str) -> SetFileResult:
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result = SetFileResult(file_path=file_path, ea_name='')
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path = Path(file_path)
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result.ea_name = path.stem.replace('_optimization', '').replace('_params', '')
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enc = detect_encoding(file_path)
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with open(file_path, 'r', encoding=enc) as f:
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content = f.read()
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for line in content.split('\n'):
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param = parse_set_line(line)
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if param:
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result.parameters[param.name] = param
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result.optimize_count = sum(1 for p in result.parameters.values() if p.optimize)
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result.fixed_count = sum(1 for p in result.parameters.values() if not p.optimize)
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return result
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def parse_set_content(content: str) -> SetFileResult:
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result = SetFileResult(file_path='memory', ea_name='')
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for line in content.split('\n'):
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param = parse_set_line(line)
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if param:
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result.parameters[param.name] = param
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result.optimize_count = sum(1 for p in result.parameters.values() if p.optimize)
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result.fixed_count = sum(1 for p in result.parameters.values() if not p.optimize)
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return result
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def scan_folder(folder_path: str) -> List[SetFileResult]:
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results = []
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folder = Path(folder_path)
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if folder.is_file():
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return [parse_set_file(str(folder))]
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for set_file in folder.rglob('*.set'):
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try:
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result = parse_set_file(str(set_file))
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results.append(result)
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except Exception as e:
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print(f'Warning: Failed to parse {set_file}: {e}')
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return sorted(results, key=lambda x: x.ea_name)
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def batch_scan(file_paths: List[str]) -> List[SetFileResult]:
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results = []
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for path in file_paths:
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if os.path.exists(path):
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try:
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result = parse_set_file(path)
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results.append(result)
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except Exception as e:
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print(f'Warning: Failed to parse {path}: {e}')
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return results
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def generate_prompt(results: List[SetFileResult], output_dir: str = '.') -> List[str]:
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output_files = []
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for result in results:
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lines = []
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lines.append('=' * 80)
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lines.append(f'EA 参数优化分析请求 - {result.ea_name}')
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lines.append('=' * 80)
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lines.append('')
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lines.append('## 基本信息')
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lines.append(f'- EA名称: {result.ea_name}')
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lines.append(f'- SET文件: {result.file_path}')
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lines.append(f'- 参数总数: {len(result.parameters)} 个')
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lines.append('')
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lines.append('## 参数详情表')
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lines.append('')
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lines.append('| 参数名 | 类型 | 当前值 | 最小值 | 最大值 | 步进 | 建议范围 |')
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lines.append('|--------|------|--------|--------|--------|------|----------|')
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for name, param in sorted(result.parameters.items()):
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suggest = f'{param.min_value}~{param.max_value}'
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if param.param_type == 'int':
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suggest = f'{int(param.min_value)}~{int(param.max_value)} (步进:{int(param.step)})'
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elif param.param_type == 'double':
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suggest = f'{param.min_value}~{param.max_value} (步进:{param.step})'
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lines.append(f'| {name} | {param.param_type} | {param.default} | {param.min_value} | {param.max_value} | {param.step} | {suggest} |')
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lines.append('')
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lines.append('## 参数分析任务')
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lines.append('')
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lines.append('请分析以上所有参数，根据策略逻辑和交易逻辑判断：')
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lines.append('')
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lines.append('1. **哪些参数应该参与优化（optimize: true）**')
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lines.append(' - 通常是影响策略核心逻辑、盈亏比、风险的关键参数')
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lines.append(' - 例如：手数、止损止盈倍数、加仓间隔、风控阈值等')
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lines.append('')
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lines.append('2. **哪些参数应该保持固定（optimize: false）**')
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lines.append(' - 通常是风控类、开关类、显示类参数')
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lines.append(' - 例如：开关标识、魔数、面板位置等')
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lines.append('')
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lines.append('3. **推荐优化范围调整**')
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lines.append(' - 检查当前范围是否合理')
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lines.append(' - 给出你认为更合适的 min/max/step')
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lines.append('')
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lines.append('4. **重要参数优先级**')
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lines.append(' - 哪些2-3个参数对策略影响最大，需要重点优化')
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lines.append('')
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lines.append('## 输出要求')
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lines.append('')
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lines.append('请输出符合以下格式的完整JSON配置文件：')
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lines.append('')
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lines.append('```json')
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lines.append('{')
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lines.append(f' "ea_name": "{result.ea_name}",')
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safe_ea_name = sanitize_path_name(result.ea_name)
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lines.append(f' "ea_path": "MY-EA\\\\{safe_ea_name}.ex5", // {result.ea_name}')
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lines.append(' "description": "Edited via GUI",')
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lines.append(' "search_strategy": "auto",')
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lines.append(' "parameters": {')
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param_list = list(result.parameters.items())
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for i, (name, param) in enumerate(param_list):
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comma = ',' if i < len(param_list) - 1 else ''
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lines.append(f' "{name}": {{')
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lines.append(f' "type": "{param.param_type}",')
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lines.append(f' "default": {param.default},')
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lines.append(f' "min": {param.min_value},')
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lines.append(f' "max": {param.max_value},')
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lines.append(f' "step": {param.step},')
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lines.append(f' "optimize": true // 请根据分析填写 true 或 false')
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lines.append(f' }}{comma}')
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lines.append(' },')
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lines.append(' "test_config": {')
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lines.append(' "symbol": "XAUUSD", // 请填写交易品种')
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lines.append(' "period": "M1", // 请填写周期: M1/M5/M15/H1/H4/D1')
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lines.append(' "from_date": "2026.01.01", // 请填写开始日期')
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lines.append(' "to_date": "2026.01.04", // 请填写结束日期')
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lines.append(' "model": 0, // 建模方式: 0=Every Tick, 1=1分钟OHLC, 2=仅开盘价, 3=数学计算, 4=真实Tick')
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lines.append(' "execution_delay": 0, // 执行延迟: 0=无延迟, -1=随机延迟, 正数=固定延迟毫秒')
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lines.append(' "optimization_mode": 2, // 优化模式: 0=禁用, 1=慢速完整算法, 2=快速遗传算法, 3=MarketWatch所有符号')
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lines.append(' "optimization_criterion": 1, // 优化指标: 0=余额最大, 1=盈利因子最大, 2=期望收益, 3=回撤最小, 4=恢复因子, 5=夏普比率, 6=自定义, 7=复合指标')
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lines.append(' "deposit": 10000, // 初始保证金')
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lines.append(' "leverage": "1:100" // 杠杆')
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lines.append(' },')
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lines.append(' "walk_forward": {')
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lines.append(' "enabled": true, // 是否启用前向测试')
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lines.append(' "forward_mode": 2 // 前向模式: 0=禁用, 1=OOS 50%, 2=OOS 33%, 3=OOS 25%')
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lines.append(' }')
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lines.append('}')
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lines.append('```')
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lines.append('')
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lines.append('注意：')
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lines.append(f'- EA原始名称: {result.ea_name}')
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lines.append(f'- ea_path 使用ASCII安全名称: {safe_ea_name}')
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lines.append('- 实际EA文件应放在 MY-EA 目录下，文件名需与 ea_path 中的名称一致')
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lines.append('- 每个参数的 "optimize" 字段需要你根据策略分析来填写')
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lines.append('- optimize: true = 参与优化, optimize: false = 保持固定')
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lines.append('- test_config 和 walk_forward 部分请根据回测需求填写或调整')
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lines.append('- ea_path 路径使用双反斜杠 `\\\\`')
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lines.append('')
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lines.append('=' * 80)
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output_path = os.path.join(output_dir, f'{result.ea_name}_optimization_prompt.txt')
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with open(output_path, 'w', encoding='utf-8') as f:
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f.write('\n'.join(lines))
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output_files.append(output_path)
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print(f'Generated: {output_path}')
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return output_files
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def interactive_scan():
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print('请选择扫描模式：')
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print('1. 扫描单个 SET 文件')
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|
|
print('2. 扫描文件夹下所有 SET 文件')
|
|||
|
|
print('3. 批量扫描多个 SET 文件')
|
|||
|
|
print('4. 从剪贴板读取 SET 内容')
|
|||
|
|
print('0. 退出')
|
|||
|
|
print('')
|
|||
|
|
|
|||
|
|
choice = input('请输入选项 (0-4): ').strip()
|
|||
|
|
|
|||
|
|
if choice == '1':
|
|||
|
|
path = input('请输入 SET 文件路径: ').strip()
|
|||
|
|
if os.path.exists(path):
|
|||
|
|
results = [parse_set_file(path)]
|
|||
|
|
output_dir = os.path.dirname(path) or '.'
|
|||
|
|
generate_prompt(results, output_dir)
|
|||
|
|
else:
|
|||
|
|
print('文件不存在')
|
|||
|
|
|
|||
|
|
elif choice == '2':
|
|||
|
|
path = input('请输入文件夹路径: ').strip()
|
|||
|
|
if os.path.exists(path):
|
|||
|
|
results = scan_folder(path)
|
|||
|
|
generate_prompt(results, path)
|
|||
|
|
else:
|
|||
|
|
print('文件夹不存在')
|
|||
|
|
|
|||
|
|
elif choice == '3':
|
|||
|
|
print('请输入 SET 文件路径（每行一个，输入空行结束）:')
|
|||
|
|
paths = []
|
|||
|
|
while True:
|
|||
|
|
line = input().strip()
|
|||
|
|
if not line:
|
|||
|
|
break
|
|||
|
|
if os.path.exists(line):
|
|||
|
|
paths.append(line)
|
|||
|
|
else:
|
|||
|
|
print(f'文件不存在: {line}')
|
|||
|
|
if paths:
|
|||
|
|
results = batch_scan(paths)
|
|||
|
|
generate_prompt(results, os.path.dirname(paths[0]) if len(paths) == 1 else '.')
|
|||
|
|
|
|||
|
|
elif choice == '4':
|
|||
|
|
print('请粘贴 SET 文件内容（输入空行结束）:')
|
|||
|
|
lines = []
|
|||
|
|
while True:
|
|||
|
|
line = input()
|
|||
|
|
if not line.strip():
|
|||
|
|
break
|
|||
|
|
lines.append(line)
|
|||
|
|
if lines:
|
|||
|
|
content = '\n'.join(lines)
|
|||
|
|
result = parse_set_content(content)
|
|||
|
|
result.ea_name = input('请输入 EA 名称: ').strip() or 'EA'
|
|||
|
|
generate_prompt([result], '.')
|
|||
|
|
|
|||
|
|
|
|||
|
|
def main():
|
|||
|
|
parser = argparse.ArgumentParser(
|
|||
|
|
description='SET 文件扫描工具 - 生成 AI 优化提示词',
|
|||
|
|
formatter_class=argparse.RawDescriptionHelpFormatter,
|
|||
|
|
epilog='''
|
|||
|
|
示例:
|
|||
|
|
python scan_set_prompt.py --file C:\\path\\to\\EA.set
|
|||
|
|
python scan_set_prompt.py --folder C:\\path\\to\\set_files
|
|||
|
|
python scan_set_prompt.py --batch a.set b.set c.set
|
|||
|
|
python scan_set_prompt.py --interactive
|
|||
|
|
'''
|
|||
|
|
)
|
|||
|
|
|
|||
|
|
group = parser.add_mutually_exclusive_group(required=True)
|
|||
|
|
group.add_argument('--file', '-f', metavar='PATH', help='扫描单个 SET 文件')
|
|||
|
|
group.add_argument('--folder', '-d', metavar='PATH', help='扫描文件夹下所有 SET 文件')
|
|||
|
|
group.add_argument('--batch', '-b', nargs='+', metavar='PATH', help='批量扫描多个 SET 文件')
|
|||
|
|
group.add_argument('--interactive', '-i', action='store_true', help='交互式扫描')
|
|||
|
|
|
|||
|
|
parser.add_argument('--output', '-o', metavar='DIR', default='.', help='输出目录 (默认当前目录)')
|
|||
|
|
|
|||
|
|
args = parser.parse_args()
|
|||
|
|
|
|||
|
|
if args.interactive:
|
|||
|
|
interactive_scan()
|
|||
|
|
return
|
|||
|
|
|
|||
|
|
results = []
|
|||
|
|
|
|||
|
|
if args.file:
|
|||
|
|
if not os.path.exists(args.file):
|
|||
|
|
print(f'Error: 文件不存在 {args.file}')
|
|||
|
|
return
|
|||
|
|
results = [parse_set_file(args.file)]
|
|||
|
|
output_dir = os.path.dirname(args.file) or args.output
|
|||
|
|
|
|||
|
|
elif args.folder:
|
|||
|
|
if not os.path.exists(args.folder):
|
|||
|
|
print(f'Error: 文件夹不存在 {args.folder}')
|
|||
|
|
return
|
|||
|
|
results = scan_folder(args.folder)
|
|||
|
|
output_dir = args.folder
|
|||
|
|
|
|||
|
|
elif args.batch:
|
|||
|
|
existing = [p for p in args.batch if os.path.exists(p)]
|
|||
|
|
if not existing:
|
|||
|
|
print('Error: 所有文件都不存在')
|
|||
|
|
return
|
|||
|
|
results = batch_scan(existing)
|
|||
|
|
output_dir = args.output
|
|||
|
|
|
|||
|
|
if not results:
|
|||
|
|
print('Warning: 没有找到任何 SET 文件')
|
|||
|
|
return
|
|||
|
|
|
|||
|
|
output_files = generate_prompt(results, output_dir)
|
|||
|
|
print(f'\n完成！共生成 {len(output_files)} 个提示词文件')
|
|||
|
|
|
|||
|
|
|
|||
|
|
if __name__ == '__main__':
|
|||
|
|
main()
|