回测基本一致

2026-06-26 20:50:07 +08:00
parent 49be922517
commit 0dcbfe0781
58 changed files with 4843 additions and 40 deletions
@@ -0,0 +1,82 @@
+"""tester.ini generator (doc 07 §2b).
+
+A small INI tells the tester *what* to run: expert, symbol, period, tick
+model, date range, deposit, leverage, report name, and ``ShutdownTerminal=1``
+so the terminal closes itself when done (the bridge then knows it's finished).
+"""
+from __future__ import annotations
+
+import configparser
+from dataclasses import dataclass
+from pathlib import Path
+from typing import Optional
+
+DEFAULT_MT5_INSTALL = r"C:\Program Files\MetaTrader 5 IC Markets Global"
+
+# Tick models (doc 07 §2b):
+#   0 = Every tick based on real ticks (highest accuracy, slowest)
+#   1 = Every tick (generated from M1)
+#   2 = 1-minute OHLC (good for non-tick-sensitive, fast) — routine verification
+#   4 = Open prices only (rough, fastest)
+MODEL_OHLC = 2
+MODEL_EVERY_TICK = 1
+MODEL_REAL_TICKS = 0
+MODEL_OPEN_PRICES = 4
+
+
+@dataclass
+class TesterConfig:
+    """Inputs for one tester run (doc 07 §2b).
+
+    ``FromDate`` / ``ToDate`` are formatted ``YYYY.MM.DD`` for MT5. The login
+    section lives separately (kept out of code via the env file, doc 07 §5).
+    """
+
+    expert: str                      # e.g. "Experts\\MyEA.ex5"
+    symbol: str
+    period: str = "H1"               # chart timeframe (≤ the EA's signal timeframe)
+    model: int = MODEL_OHLC          # tick model
+    from_date: str = "2024.01.01"     # YYYY.MM.DD
+    to_date: str = "2026.01.01"
+    deposit: float = 10000.0
+    leverage: int = 100
+    report: str = "report_myrun"     # output HTML name (no extension)
+    shutdown_terminal: bool = True
+    set_file: Optional[str] = None   # path to the .set, or None to inline
+    login: Optional[int] = None      # from env, never hard-coded
+    password: Optional[str] = None   # from env, never hard-coded
+    server: Optional[str] = None     # broker server
+
+
+def write_tester_ini(cfg: TesterConfig, path: str | Path) -> str:
+    """Write a ``tester.ini`` for ``terminal64.exe /config:`` and return its path."""
+    p = Path(path)
+    p.parent.mkdir(parents=True, exist_ok=True)
+    cp = configparser.ConfigParser()
+    cp.optionxform = str  # preserve case (MT5 keys are case-sensitive)
+    cp["Tester"] = {
+        "Expert": cfg.expert,
+        "Symbol": cfg.symbol,
+        "Period": cfg.period,
+        "Model": str(cfg.model),
+        "FromDate": cfg.from_date,
+        "ToDate": cfg.to_date,
+        "Deposit": str(cfg.deposit),
+        "Leverage": str(cfg.leverage),
+        "Report": cfg.report,
+        "ShutdownTerminal": "1" if cfg.shutdown_terminal else "0",
+    }
+    if cfg.set_file:
+        cp["Tester"]["TestReplaceExpert"] = "0"
+    common: dict[str, str] = {}
+    if cfg.login is not None:
+        common["Login"] = str(cfg.login)
+    if cfg.password is not None:
+        common["Password"] = cfg.password
+    if cfg.server is not None:
+        common["Server"] = cfg.server
+    if common:
+        cp["Common"] = common
+    with p.open("w", encoding="utf-8") as f:
+        cp.write(f)
+    return str(p)