mymt5opp/scripts/compare_finalist.py

"""Phase 7 — Compare Python vs MT5 for finalist #1.

Two MT5 HTML reports (IS + OOS, run separately) vs Python metrics from
finalists_forward_aligned.json. Prints side-by-side table with pass/fail
against doc 03 §8 target gates (BE/trailing M1 tick-level:
net ≤ ~10%, PF ≤ ~10%, trade-count ≤ ~5%).

Usage:
    python scripts/compare_finalist.py 1
"""
from __future__ import annotations
import json
import sys
from pathlib import Path
PROJECT = Path(__file__).resolve().parent.parent
sys.path.insert(0, str(PROJECT))

from shared.data.mt5_report import parse_mt5_report, _parse_value


# Target gates for a BE/trailing strategy on M1 tick-level engine (doc 03 §8).
GATES = {
    "net_profit": 0.10,
    "profit_factor": 0.10,
    "total_trades": 0.05,
}


def gap_pct(py, mt) -> float:
    if mt in (0, None):
        return float("nan")
    return (py - mt) / mt


def fmt_gap(py, mt, gate) -> str:
    if py is None or mt is None:
        return "n/a"
    g = gap_pct(py, mt)
    ok = "PASS" if abs(g) <= gate else "FAIL"
    return f"{g:+.1%}  [{ok}]"


def pick(d, *keys):
    for k in keys:
        if k in d and d[k] is not None:
            return d[k]
    return None


def find_report(label: str) -> Path:
    """Find IS or OOS HTML report in reports/."""
    rdir = PROJECT / "reports"
    # Prefer explicit IS-/OOS- prefixed files.
    cands = sorted(rdir.glob(f"{label}-ReportTester*.html"))
    if cands:
        return cands[-1]
    # Fall back to label anywhere in the name.
    cands = sorted(rdir.glob(f"*{label}*.html"))
    if cands:
        return cands[-1]
    sys.exit(f"no {label} HTML report in {rdir}")


def main() -> int:
    finalist_idx = int(sys.argv[1]) if len(sys.argv) > 1 else 1
    fwd_json = PROJECT / "studies" / "finalists" / "gold_scalper_pro_is2025-2026.json"
    if not fwd_json.exists():
        sys.exit(f"missing: {fwd_json} — run scripts/reeval_finalist_forward.py")
    fwd = json.loads(fwd_json.read_text(encoding="utf-8"))
    if finalist_idx < 1 or finalist_idx > len(fwd["finalists"]):
        sys.exit(f"finalist index must be 1..{len(fwd['finalists'])}")
    f = fwd["finalists"][finalist_idx - 1]
    py_is, py_oos = f["IS"], f["OOS"]

    is_path  = find_report("IS")
    oos_path = find_report("OOS")
    print(f"=== finalist #{finalist_idx}  (trial #{f['trial_number']}) ===")
    print(f"  MT5 IS  report: {is_path.name}")
    print(f"  MT5 OOS report: {oos_path.name}")

    mt5_is  = parse_mt5_report(is_path)
    mt5_oos = parse_mt5_report(oos_path)

    mt5_is_net  = pick(mt5_is,  "Total Net Profit", "总净盈利")
    mt5_is_pf   = pick(mt5_is,  "Profit Factor",    "盈利因子")
    mt5_is_tr   = pick(mt5_is,  "Total Trades",      "交易总计")
    mt5_oos_net = pick(mt5_oos, "Total Net Profit", "总净盈利")
    mt5_oos_pf  = pick(mt5_oos, "Profit Factor",    "盈利因子")
    mt5_oos_tr  = pick(mt5_oos, "Total Trades",      "交易总计")

    print(f"\n=== IS  (2025-01-01 → 2026-01-01, 12 months) ===")
    print(f"  {'metric':<8} {'Python':>14} {'MT5':>14} {'gap (py−mt5)/mt5':>22}")
    print(f"  {'-'*8} {'-'*14} {'-'*14} {'-'*22}")
    print(f"  {'net':<8} {py_is['net']:>14.2f} {str(mt5_is_net):>14} "
          f"{fmt_gap(py_is['net'], mt5_is_net, GATES['net_profit']):>22}")
    print(f"  {'PF':<8} {py_is['PF']:>14.2f} {str(mt5_is_pf):>14} "
          f"{fmt_gap(py_is['PF'], mt5_is_pf, GATES['profit_factor']):>22}")
    print(f"  {'trades':<8} {py_is['trades']:>14} {str(mt5_is_tr):>14} "
          f"{fmt_gap(py_is['trades'], mt5_is_tr, GATES['total_trades']):>22}")

    print(f"\n=== OOS  (2026-01-01 → 2026-06-26, ~6 months) ===")
    print(f"  {'metric':<8} {'Python':>14} {'MT5':>14} {'gap (py−mt5)/mt5':>22}")
    print(f"  {'-'*8} {'-'*14} {'-'*14} {'-'*22}")
    print(f"  {'net':<8} {py_oos['net']:>14.2f} {str(mt5_oos_net):>14} "
          f"{fmt_gap(py_oos['net'], mt5_oos_net, GATES['net_profit']):>22}")
    print(f"  {'PF':<8} {py_oos['PF']:>14.2f} {str(mt5_oos_pf):>14} "
          f"{fmt_gap(py_oos['PF'], mt5_oos_pf, GATES['profit_factor']):>22}")
    print(f"  {'trades':<8} {py_oos['trades']:>14} {str(mt5_oos_tr):>14} "
          f"{fmt_gap(py_oos['trades'], mt5_oos_tr, GATES['total_trades']):>22}")

    print(f"\n  target gate (doc 03 §8, BE/trailing M1 tick-level): "
          f"net ≤10%  PF ≤10%  trades ≤5%")
    return 0


if __name__ == "__main__":
    raise SystemExit(main())