256 lines
9.7 KiB
Python
256 lines
9.7 KiB
Python
import os
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import sys
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import yaml
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from datetime import datetime
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from itertools import product
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from typing import Dict, List, Any, Optional
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sys.path.insert(0, os.path.dirname(os.path.abspath(__file__)))
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from mt5_paths import resolve_mt5_settings
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class INIGenerator:
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def __init__(self, source):
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"""
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source: YAML 文件路径 str 或 已加载的 config dict（GUI 内存直接传入用）。
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"""
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if isinstance(source, dict):
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self.config_path = None
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self.config = source
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else:
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self.config_path = source
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self.config = self._load_config()
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self.config["mt5_settings"] = resolve_mt5_settings(self.config.get("mt5_settings", {}))
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self.output_dir = self.config["mt5_settings"]["ini_dir"]
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os.makedirs(self.output_dir, exist_ok=True)
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def _load_config(self) -> Dict:
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with open(self.config_path, 'r', encoding='utf-8') as f:
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return yaml.safe_load(f)
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def _scan_experts_dir(self) -> List[str]:
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data_dir = self.config["mt5_settings"].get("data_dir", "")
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if not data_dir:
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mt5_base = os.path.dirname(self.config["mt5_settings"]["terminal_path"])
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data_dir = mt5_base
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experts_dir = os.path.join(data_dir, "MQL5", "Experts")
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ea_files = []
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if not os.path.exists(experts_dir):
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return []
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for root, dirs, files in os.walk(experts_dir):
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for f in files:
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if f.endswith('.ex5'):
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rel_path = os.path.relpath(os.path.join(root, f), experts_dir)
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ea_files.append(rel_path)
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return ea_files
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def _load_set_file(self, set_file_path: str) -> Dict[str, Any]:
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params = {}
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if not os.path.exists(set_file_path):
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return params
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with open(set_file_path, 'r', encoding='utf-8') as f:
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for line in f:
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line = line.strip()
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if line and not line.startswith(';') and '=' in line:
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key, value = line.split('=', 1)
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try:
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params[key.strip()] = float(value.strip())
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except:
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params[key.strip()] = value.strip()
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return params
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def _generate_parameter_combinations(self, parameters: Dict[str, List]) -> List[Dict]:
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if not parameters:
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return [{}]
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keys = list(parameters.keys())
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values = list(parameters.values())
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combinations = list(product(*values))
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return [dict(zip(keys, combo)) for combo in combinations]
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def _get_timeframe_code(self, timeframe: str) -> str:
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mapping = {
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"M1": "M1", "M5": "M5", "M15": "M15",
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"H1": "H1", "H4": "H4", "D1": "D1", "W1": "W1"
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}
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return mapping.get(timeframe, "H1")
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def _params_hash(self, parameters: Dict) -> str:
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if not parameters:
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return "default"
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sorted_params = sorted(parameters.items())
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param_str = "_".join([f"{k}{v}" for k, v in sorted_params])
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return str(abs(hash(param_str)))[:8]
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def _generate_filename(self, ea_name: str, symbol: str,
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timeframe: str, parameters: Dict) -> str:
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safe_ea_name = ea_name.replace("\\", "_").replace("/", "_").replace("..", "")
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for c in '（）[]{}|\\/*?:"\'<>':
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safe_ea_name = safe_ea_name.replace(c, "_")
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param_hash = self._params_hash(parameters)
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return f"{safe_ea_name}_{symbol}_{timeframe}_{param_hash}.ini"
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def _build_ini_content(self, ea_filename: str, symbol: str, timeframe: str,
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bt_settings: Dict, parameters: Dict, ea_name: str,
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set_file: Optional[str] = None) -> str:
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date_from = bt_settings["date_range"]["from"]
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date_to = bt_settings["date_range"]["to"]
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report_name = f"{ea_name}_{symbol}_{timeframe}_{self._params_hash(parameters)}"
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for c in '（）[]{}|\\/*?:"\'<>':
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report_name = report_name.replace(c, "_")
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safe_report_name = report_name
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ini_lines = [
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"; MT5 Strategy Tester Configuration",
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f"; Generated: {datetime.now().strftime('%Y-%m-%d %H:%M:%S')}",
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"",
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"[Tester]",
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f"Expert={ea_filename}",
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]
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if set_file:
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ini_lines.append(f"ExpertParameters={set_file}")
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else:
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ini_lines.append("ExpertParameters=")
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ini_lines.extend([
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f"Symbol={symbol}",
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f"Period={self._get_timeframe_code(timeframe)}",
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f"Model={bt_settings['model']}",
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f"ExecutionMode={bt_settings.get('execution_mode', 0)}",
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f"ExecutionDelay={bt_settings.get('execution_delay', 0)}",
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f"Optimization={bt_settings['optimization']}",
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])
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if bt_settings.get("optimization"):
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ini_lines.append("OptimizationCriterion=6")
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ini_lines.extend([
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f"FromDate={date_from}",
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f"ToDate={date_to}",
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f"ForwardMode={bt_settings.get('forward_mode', 0)}",
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f"ForwardDate={bt_settings.get('forward_date', '')}",
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f"Report={safe_report_name}",
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f"ReplaceReport={1 if bt_settings['replace_report'] else 0}",
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f"ShutdownTerminal={1 if bt_settings['shutdown_terminal'] else 0}",
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f"Deposit={int(float(bt_settings['deposit']))}",
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f"Currency={bt_settings['currency']}",
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f"Leverage={bt_settings['leverage']}",
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f"Visual={bt_settings['visual']}",
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"ProfitInPips=0",
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])
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if parameters:
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ini_lines.extend(["", "; EA Parameters"])
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for param_name, param_value in parameters.items():
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ini_lines.append(f"{param_name}={param_value}")
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return "\n".join(ini_lines)
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def generate_ini_files(self) -> List[str]:
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generated_files = []
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bt_settings = self.config["backtest_settings"]
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set_files_dir = self.config["mt5_settings"].get("set_files_dir", "config/sets")
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ea_configs = self.config.get("eas", [])
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if not ea_configs:
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print("No EAs configured, scanning MT5 Experts directory...")
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ea_files = self._scan_experts_dir()
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if ea_files:
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print(f"Found {len(ea_files)} EA files: {ea_files}")
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for ea_file in ea_files:
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ea_name = os.path.splitext(ea_file)[0]
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ea_configs.append({
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"name": ea_name,
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"filename": ea_file,
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"description": "Auto-scanned EA"
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})
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else:
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print("No EAs found in Experts directory")
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return []
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for ea in ea_configs:
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ea_name = ea["name"]
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ea_filename = ea["filename"]
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set_file = ea.get("set_file")
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parameters = ea.get("parameters", {})
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if set_file:
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set_file_path = os.path.join(set_files_dir, set_file)
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set_params = self._load_set_file(set_file_path)
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param_combinations = [set_params] if set_params else [{}]
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else:
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param_combinations = self._generate_parameter_combinations(parameters)
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for symbol in bt_settings["symbols"]:
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for timeframe in bt_settings["timeframes"]:
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for param_combo in param_combinations:
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ini_content = self._build_ini_content(
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ea_filename, symbol, timeframe,
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bt_settings, param_combo, ea_name, set_file
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)
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ini_filename = self._generate_filename(
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ea_name, symbol, timeframe, param_combo
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)
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ini_path = os.path.join(self.output_dir, ini_filename)
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with open(ini_path, 'w', encoding='utf-8') as f:
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f.write(ini_content)
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generated_files.append(ini_path)
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return generated_files
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def generate_batch_run_script(self, ini_files: List[str],
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output_script: str = "run_backtests.bat"):
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mt5_path = self.config["mt5_settings"]["terminal_path"]
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lines = [
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"@echo off",
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"echo MT5 Batch Backtest Runner",
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"echo =======================",
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"",
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f'SET "MT5_PATH={mt5_path}"',
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f'SET "INI_DIR={self.output_dir}"',
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"",
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]
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for ini_file in ini_files:
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ini_filename = os.path.basename(ini_file)
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lines.append(f'echo Running: {ini_filename}')
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lines.append(
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f'START "MT5" /WAIT "%MT5_PATH%" /portable /config:"%INI_DIR%\\{ini_filename}"'
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)
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lines.append("if errorlevel 1 echo Failed: " + ini_filename)
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lines.append("")
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lines.append("echo All backtests completed!")
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lines.append("pause")
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with open(output_script, 'w', encoding='utf-8') as f:
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f.write("\n".join(lines))
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return output_script
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def main():
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config_path = os.path.join(os.path.dirname(__file__), "..", "config", "ea_configs.yaml")
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generator = INIGenerator(config_path)
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print("Generating INI files...")
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ini_files = generator.generate_ini_files()
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print(f"Generated {len(ini_files)} INI files")
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for f in ini_files[:5]:
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print(f" - {os.path.basename(f)}")
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if len(ini_files) > 5:
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print(f" ... and {len(ini_files) - 5} more")
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if ini_files:
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print("\nGenerating batch run script...")
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script_path = generator.generate_batch_run_script(ini_files)
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print(f"Batch script: {script_path}")
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if __name__ == "__main__":
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main() |