57 lines
2.0 KiB
Python
57 lines
2.0 KiB
Python
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"""Inspect a finished Optuna study and print the best trial + diverse top-N."""
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from __future__ import annotations
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import sys
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from pathlib import Path
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PROJECT = Path(__file__).resolve().parent.parent
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sys.path.insert(0, str(PROJECT))
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import optuna
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from shared.optimizer.selector import select_diverse_topn
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from strategies.gold_scalper_pro.search_space import SEARCH_SPACE
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def main() -> int:
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db = sys.argv[1] if len(sys.argv) > 1 else str(PROJECT / "studies" / "optuna" / "gold_scalper_pro_is2025.db")
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name = sys.argv[2] if len(sys.argv) > 2 else "gold_scalper_pro_is2025"
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study = optuna.load_study(study_name=name, storage=f"sqlite:///{db}")
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completed = [t for t in study.trials if t.state.name == "COMPLETE"]
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passing = [t for t in completed if not t.user_attrs.get("violations")]
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print(f"=== study: {name} ===")
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print(f" total trials : {len(study.trials)}")
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print(f" completed : {len(completed)}")
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print(f" constraint-pass : {len(passing)}")
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if not passing:
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# Show the best by value anyway.
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best = max(completed, key=lambda t: t.value)
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print(f"\n no constraint-passing trials; best-by-value:")
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_print_trial(best, "best-by-value")
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return 1
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print(f"\n === best (by score) ===")
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_print_trial(study.best_trial, "best")
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print(f"\n === diverse top-3 finalists ===")
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finalists = select_diverse_topn(study, n=3, ranges=SEARCH_SPACE)
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for i, t in enumerate(finalists, 1):
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_print_trial(t, f"finalist #{i}")
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return 0
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def _print_trial(t, label: str) -> None:
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a = t.user_attrs
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print(f" [{label}] trial #{t.number} score={t.value:.2f}")
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print(f" net={a['net_profit']:.2f} PF={a['profit_factor']:.2f} "
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f"trades={a['total_trades']} DD%={a['max_equity_dd_pct']:.2%} "
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f"sharpe={a['sharpe']:.2f}")
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if a.get("violations"):
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print(f" violations: {a['violations']}")
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print(f" params:")
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for k, v in t.params.items():
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print(f" {k:24s}={v}")
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if __name__ == "__main__":
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raise SystemExit(main())
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