phase 7-8 完成 + warmup 修复 + 产物结构化重组
主要内容： - Phase 8 PROMOTE: finalist #1 (trial #324) registry 条目，自动生成 - Optuna objective warmup bug 修复 (shared/optimizer/objective.py) - studies/ 目录按用途重组为 optuna/ + finalists/ + features/ 三层 - reports/ 加入 Optuna 中文 dashboard (5 主图 + 18 slice + 15 contour) - 新增 PROJECT_GUIDE.md 项目说明文档 - 新增 build_registry_entry.py / build_optuna_dashboard.py / build_feature_datasets.py - .gitignore: 允许提交 studies/*.db (Optuna DB) 和 reports/*.html (MT5 + dashboard)
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"""Build a single-file interactive Optuna dashboard (中文 HTML).
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Loads the persisted Optuna study from ``studies/optuna/gold_scalper_pro_is2025.db`` and
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writes ``reports/optuna_dashboard_<study>.html`` containing 7 plotly charts
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bundled into one page (each ``fig.to_html(full_html=False, include_plotlyjs='cdn')``
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fragments + minimal CSS). Every chart's title and axis labels are localized
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to 简体中文 so the report reads natively.
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Charts:
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1. 优化历史 (plot_optimization_history)
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2. 参数重要性 (plot_param_importances)
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3. 平行坐标图 (plot_parallel_coordinate)
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4. 参数切片图 (plot_slice)
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5. 等高线图 (plot_contour)
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6. 经验分布函数 (plot_edf)
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7. 时间线 (plot_timeline)
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Usage:
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python scripts/build_optuna_dashboard.py
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"""
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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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from html import escape
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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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STUDY_NAME = "gold_scalper_pro_is2025"
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STUDY_DB = PROJECT / "studies" / "optuna" / "gold_scalper_pro_is2025.db"
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OUT_HTML = PROJECT / "reports" / f"optuna_dashboard_{STUDY_NAME}.html"
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# Chart-level metadata: (call name, 中文标题, 中文 X 轴, 中文 Y 轴)
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# Y axis label None means "leave Optuna default" (some plots set their own).
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# Note: plot_slice and plot_contour are rendered separately as per-param
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# grids below the main dashboard — those two are too dense (19 params) to
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# be readable as a single chart.
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CHARTS: list[tuple[str, str, str | None, str | None]] = [
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("plot_optimization_history", "优化历史",
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"试验序号 Trial", "目标值 Objective (score)"),
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("plot_param_importances", "参数重要性 (fANOVA)",
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"超参数 Hyperparameter", "重要性 Importance"),
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("plot_parallel_coordinate", "平行坐标图 — 参数 ↔ score",
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None, None),
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("plot_edf", "经验分布函数 (EDF)",
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"目标值 Objective", "累积分布 CDF"),
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("plot_timeline", "时间线 — 试验耗时与状态",
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"试验序号 Trial", "耗时 (秒) Elapsed (s)"),
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]
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# Per-parameter charts: each param gets its own small slice + contour grid.
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# Rendered as separate <section> blocks below the main dashboard.
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PER_PARAM_CHARTS = [
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"InpFastEmaPeriod", "InpSlowEmaPeriod", "InpRsiPeriod",
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"InpRsiBuyLevel", "InpRsiSellLevel", "InpPullbackAtrMult",
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"InpAtrPeriod", "InpMaxSpreadAtrPct",
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"InpRiskPercent", "InpAtrSLMult", "InpAtrTPMult",
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"InpBreakEvenPoints", "InpBreakEvenLock",
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"InpTrailStartPoints", "InpTrailStepPoints",
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"InpMaxTradesPerDay", "InpDailyLossLimit", "InpMinSecondsBetween",
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]
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def localize(fig, title_zh: str, x_zh: str | None, y_zh: str | None):
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"""Localize a plotly Figure's title + axis labels to 简体中文."""
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fig.update_layout(title=title_zh)
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if x_zh is not None:
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fig.update_xaxes(title_text=x_zh)
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if y_zh is not None:
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fig.update_yaxes(title_text=y_zh)
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# Translate the legend "Objective" → "目标值" where it shows up.
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if fig.layout.legend and fig.layout.legend.title:
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leg = fig.layout.legend.title.text
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if leg and "Objective" in leg:
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fig.update_layout(legend_title_text="图例")
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# Apply a Chinese-readable base font + light theme.
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fig.update_layout(
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font=dict(family="Microsoft YaHei, Arial, sans-serif", size=12, color="#222"),
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template="plotly_white",
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)
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return fig
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def render_chart(fn_name: str, study: optuna.Study, include_plotly: bool) -> str:
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"""Call optuna.visualization.<fn>(study), localize, return HTML fragment.
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plotly.js is loaded ONCE via CDN <script> in ``<head>`` (see
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build_index_html). Every chart fragment therefore passes
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include_plotlyjs=False — no per-chart JS bundle, no async race, no 5 MB
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of inline JS blocking the parser before any chart can render.
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"""
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fn = getattr(optuna.visualization, fn_name, None)
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if fn is None:
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return f'<div class="chart-error">⚠ 函数 <code>{escape(fn_name)}</code> 不存在</div>'
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try:
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fig = fn(study)
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except Exception as e: # some plots fail on trivial studies
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return (f'<div class="chart-error">⚠ <code>{escape(fn_name)}</code> 生成失败：'
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f'{escape(str(e))}</div>')
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title_zh = next(t for fn_, t, *_ in CHARTS if fn_ == fn_name)
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x_zh = next(x for fn_, _, x, *_ in CHARTS if fn_ == fn_name)
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y_zh = next(y for fn_, _, _, y in CHARTS if fn_ == fn_name)
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fig = localize(fig, title_zh, x_zh, y_zh)
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fig.update_layout(height=520, width=1100)
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return fig.to_html(
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full_html=False,
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include_plotlyjs=False,
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div_id=f"chart-{fn_name}",
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)
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def render_slice_grid(study: optuna.Study, params: list[str]) -> list[tuple[str, str]]:
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"""Render one slice chart PER parameter — readable single-column subplots.
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plot_slice(study) defaults to cramming all params into one 5400px-wide
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figure where axis labels overlap. Splitting per-param gives each a
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1100×520 card where labels are readable.
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"""
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fragments: list[tuple[str, str]] = []
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for p in params:
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try:
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fig = optuna.visualization.plot_slice(study, params=[p])
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except Exception as e:
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frag = (f'<div class="chart-error">⚠ slice[{escape(p)}] 生成失败：'
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f'{escape(str(e))}</div>')
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fragments.append((f"切片 — {p}", frag))
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continue
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fig = localize(fig, f"参数切片 — {p}", p, "目标值 Objective (score)")
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fig.update_layout(height=420, width=900, margin=dict(l=60, r=40, t=60, b=60))
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frag = fig.to_html(full_html=False, include_plotlyjs=False,
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div_id=f"slice-{p}")
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fragments.append((f"切片 — {p}", frag))
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return fragments
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def render_contour_grid(study: optuna.Study, params: list[str]) -> list[tuple[str, str]]:
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"""Render contour charts for the most important param pairs.
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Full N×N contour is unreadable (19² = 361 subplots). Instead, take the
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top-K most important params (by fANOVA) and render only those pairs —
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a K×K grid that's actually readable.
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"""
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try:
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importances = optuna.importance.get_param_importances(study)
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# Get top-K by importance; only params that exist in our list.
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top_params = [p for p, _ in sorted(importances.items(),
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key=lambda x: x[1], reverse=True)
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if p in params][:6]
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except Exception:
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top_params = params[:6] # fallback: first 6
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fragments: list[tuple[str, str]] = []
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# Render each pair (i<j) as its own contour chart.
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for i, p1 in enumerate(top_params):
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for p2 in top_params[i + 1:]:
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try:
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fig = optuna.visualization.plot_contour(study, params=[p1, p2])
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except Exception as e:
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frag = (f'<div class="chart-error">⚠ contour[{escape(p1)}×{escape(p2)}] '
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f'生成失败：{escape(str(e))}</div>')
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fragments.append((f"等高线 — {p1} × {p2}", frag))
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continue
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fig = localize(fig, f"等高线 — {p1} × {p2}", p1, p2)
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fig.update_layout(height=520, width=700,
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margin=dict(l=70, r=70, t=60, b=70))
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frag = fig.to_html(full_html=False, include_plotlyjs=False,
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div_id=f"contour-{p1}-{p2}")
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fragments.append((f"等高线 — {p1} × {p2}", frag))
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return fragments
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def build_index_html(
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study: optuna.Study,
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main_fragments: list[tuple[str, str]],
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slice_fragments: list[tuple[str, str]],
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contour_fragments: list[tuple[str, str]],
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) -> str:
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"""Assemble chart fragments into a single styled dashboard HTML."""
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n_trials = len(study.trials)
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completed = len([t for t in study.trials if t.state == optuna.trial.TrialState.COMPLETE])
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pruned = len([t for t in study.trials if t.state == optuna.trial.TrialState.PRUNED])
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failed = len([t for t in study.trials if t.state == optuna.trial.TrialState.FAIL])
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best = study.best_trial if study.best_trial is not None else None
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best_str = (
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f"trial #{best.number}, score={best.value:.4f}"
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if best is not None else "—"
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)
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def cards(frs):
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return "\n".join(
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f'<section class="chart"><h2>{escape(title)}</h2>{frag}</section>'
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for title, frag in frs
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)
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main_cards = cards(main_fragments)
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slice_cards = cards(slice_fragments)
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contour_cards = cards(contour_fragments)
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slice_section = (
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f'<h2 class="section-title">参数切片图（单参数影响）</h2>'
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f'<p class="section-desc">每参数独立小图，避免 19 参数挤在 5400px 宽的复合图里导致标签重叠。</p>'
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f'{slice_cards}'
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if slice_fragments else ""
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)
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contour_section = (
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f'<h2 class="section-title">等高线图（参数两两交互）</h2>'
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f'<p class="section-desc">按 fANOVA 重要性 Top-6 参数两两配对，避免 19²=361 子图密集到无法读。</p>'
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f'{contour_cards}'
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if contour_fragments else ""
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)
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return f"""<!DOCTYPE html>
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<html lang="zh-CN">
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<head>
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<meta charset="utf-8">
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<title>Optuna Dashboard — {escape(STUDY_NAME)}</title>
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<!-- plotly.js loaded via CDN, SYNCHRONOUSLY in <head> (no async/defer).
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Browser blocks parsing until this <script> finishes, so by the time
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the body's chart <script>Plotly.newPlot(...)</script> tags execute,
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window.Plotly is defined. -->
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<script src="https://cdn.plot.ly/plotly-3.6.0.min.js"></script>
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<style>
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:root {{
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--bg:#f5f5f7; --fg:#222; --card:#fff; --border:#ddd;
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--accent:#2563eb; --muted:#666;
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}}
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* {{ box-sizing: border-box; }}
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body {{
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margin: 0; padding: 2rem; background: var(--bg); color: var(--fg);
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font-family: "Microsoft YaHei", "Segoe UI", Arial, sans-serif; line-height: 1.6;
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}}
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header {{ margin-bottom: 2rem; border-bottom: 2px solid var(--accent); padding-bottom: 1rem; }}
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h1 {{ margin: 0 0 .25rem; font-size: 1.75rem; }}
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h2 {{ margin: 0 0 .75rem; font-size: 1.25rem; color: var(--accent); }}
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.meta {{ display: flex; gap: 1.5rem; flex-wrap: wrap; color: var(--muted); font-size: .9rem; }}
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.meta b {{ color: var(--fg); }}
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.grid {{ display: flex; flex-direction: column; gap: 2rem; }}
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.chart {{
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background: var(--card); border: 1px solid var(--border); border-radius: 8px;
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padding: 1.5rem; box-shadow: 0 1px 3px rgba(0,0,0,.04);
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overflow-x: auto;
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}}
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.chart-error {{ color: #b00; padding: 1rem; background: #fff0f0; border-radius: 6px; }}
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.section-title {{
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margin: 3rem 0 0.5rem; padding-top: 1.5rem; border-top: 2px dashed var(--accent);
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font-size: 1.4rem; color: var(--accent);
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}}
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.section-desc {{ margin: 0 0 1.5rem; color: var(--muted); font-size: .9rem; }}
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footer {{ margin-top: 3rem; padding-top: 1rem; border-top: 1px solid var(--border);
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color: var(--muted); font-size: .85rem; }}
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</style>
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</head>
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<body>
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<header>
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<h1>Optuna 优化仪表盘</h1>
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<div class="meta">
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<span>研究名称：<b>{escape(STUDY_NAME)}</b></span>
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<span>试验总数：<b>{n_trials}</b></span>
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<span>完成：<b>{completed}</b></span>
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<span>剪枝：<b>{pruned}</b></span>
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<span>失败：<b>{failed}</b></span>
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<span>最佳：<b>{best_str}</b></span>
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</div>
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</header>
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<main class="grid">
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{main_cards}
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{slice_section}
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{contour_section}
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</main>
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<footer>
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生成时间：2026-06-26 · 来源：<code>{escape(str(STUDY_DB.relative_to(PROJECT)))}</code>
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· 框架：<a href="https://optuna.org">Optuna</a> + <a href="https://plotly.com/python">Plotly</a>
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</footer>
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</body>
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</html>
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"""
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def main() -> int:
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if not STUDY_DB.exists():
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print(f"study DB not found: {STUDY_DB}")
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return 1
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print(f"loading study: {STUDY_NAME} ← {STUDY_DB.relative_to(PROJECT)}")
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study = optuna.load_study(
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study_name=STUDY_NAME,
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storage=f"sqlite:///{STUDY_DB}",
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)
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best_val = study.best_trial.value if study.best_trial is not None else None
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print(f" trials: {len(study.trials)} best: "
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f"{best_val:.4f}" if best_val is not None else " trials: (no best yet)")
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# Main dashboard charts (single-figure plots that render fine at 1100×520).
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main_fragments: list[tuple[str, str]] = []
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for i, (fn_name, title_zh, *_) in enumerate(CHARTS):
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print(f" · {fn_name} ({title_zh}) …", end=" ", flush=True)
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frag = render_chart(fn_name, study, include_plotly=(i == 0))
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main_fragments.append((title_zh, frag))
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print("OK" if "chart-error" not in frag else "FAILED")
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# Per-parameter slice charts — readable single-column subplots instead
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# of plot_slice's 5400px-wide composite that crammed all 19 params.
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print(f"\n building per-param slice charts ({len(PER_PARAM_CHARTS)} params)…")
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slice_fragments = render_slice_grid(study, PER_PARAM_CHARTS)
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n_ok = sum(1 for _, f in slice_fragments if "chart-error" not in f)
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print(f" slice: {n_ok}/{len(slice_fragments)} OK")
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# Per-pair contour charts — only top-6 important params (15 pairs)
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# instead of plot_contour's 19² = 361 unreadable subplots.
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print(f" building per-pair contour charts (top-6 important params)…")
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contour_fragments = render_contour_grid(study, PER_PARAM_CHARTS)
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n_ok = sum(1 for _, f in contour_fragments if "chart-error" not in f)
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print(f" contour: {n_ok}/{len(contour_fragments)} OK")
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OUT_HTML.parent.mkdir(parents=True, exist_ok=True)
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html = build_index_html(study, main_fragments, slice_fragments, contour_fragments)
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OUT_HTML.write_text(html, encoding="utf-8")
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print(f"\nwritten: {OUT_HTML.relative_to(PROJECT)} ({len(html):,} bytes)")
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print(f"open: {OUT_HTML.as_uri()}")
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return 0
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if __name__ == "__main__":
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raise SystemExit(main())
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Reference in New Issue
Block a user