mymt5opp/scripts/prepare_mt5_verify.py

"""Phase 7 — Prepare finalist #1 for MT5 verification (doc 07, doc 08 step 6).

Reads the Optuna finalist from the study DB, generates a .set file in MT5's
tester profile directory, and prints the exact Strategy Tester settings for
the FORWARD test mode (one run produces both IS + OOS segments).

MT5 forward mode: set the whole window + a forward start date. MT5 splits:
  history (IS)   = FromDate → Forward start
  forward (OOS)  = Forward start → ToDate

After the user runs the tester and exports the forward HTML report, run
scripts/compare_finalist.py to print the Python-vs-MT5 table for both segments.

Usage:
    python scripts/prepare_mt5_verify.py            # finalist #1 (best by score)
    python scripts/prepare_mt5_verify.py 2           # finalist #2
"""
from __future__ import annotations
import json
import sys
from pathlib import Path
PROJECT = Path(__file__).resolve().parent.parent
sys.path.insert(0, str(PROJECT))

import optuna

from shared.optimizer.selector import select_diverse_topn
from shared.mt5_pipeline.set_gen import write_set_file
from strategies.gold_scalper_pro.search_space import (
    FROZEN_BASELINE,
    SEARCH_SPACE,
)
from strategies.gold_scalper_pro.set_mappings import GOLD_SCALPER_MAPPINGS


# Windows where MT5's tester profiles live (terminal data path).
MT5_TESTER_DIR = Path(r"C:\Users\Administrator\AppData\Roaming\MetaQuotes\Terminal"
                      r"\010E047102812FC0C18890992854220E\MQL5\Profiles\Tester")

# Forward-mode window: one run produces IS (12 mo) + OOS (~6 mo).
# Data ends 2026-06-25 23:55; ToDate is exclusive day boundary so 2026.06.26
# picks up the last bar at 2026-06-25 23:55.
FROM_DATE  = "2025.01.01"        # whole-window start
TO_DATE    = "2026.06.26"        # whole-window end (exclusive day boundary)
FORWARD_DATE = "2026.01.01"      # forward start: IS|OOS split point
INITIAL_DEPOSIT = 1000.0


def main() -> int:
    finalist_idx = int(sys.argv[1]) if len(sys.argv) > 1 else 1
    if finalist_idx < 1 or finalist_idx > 3:
        sys.exit("finalist index must be 1, 2, or 3")

    db = PROJECT / "studies" / "optuna" / "gold_scalper_pro_is2025.db"
    study = optuna.load_study(
        study_name="gold_scalper_pro_is2025",
        storage=f"sqlite:///{db}",
    )
    finalists = select_diverse_topn(study, n=3, ranges=SEARCH_SPACE)
    if len(finalists) < finalist_idx:
        sys.exit(f"only {len(finalists)} finalists available")
    t = finalists[finalist_idx - 1]
    merged = {**FROZEN_BASELINE, **t.params}

    # Pull the MT5-forward-aligned Python metrics (saved by reeval_finalist_forward.py).
    fwd_json = PROJECT / "studies" / "finalists" / "gold_scalper_pro_is2025-2026.json"
    if fwd_json.exists():
        fwd = json.loads(fwd_json.read_text(encoding="utf-8"))
        py_is  = fwd["finalists"][finalist_idx - 1]["IS"]
        py_oos = fwd["finalists"][finalist_idx - 1]["OOS"]
    else:
        py_is = py_oos = None

    print(f"=== finalist #{finalist_idx}  (trial #{t.number}) ===")
    if py_is:
        print(f"  Python IS  (12 mo) : net={py_is['net']:.2f}  PF={py_is['PF']:.2f}  "
              f"trades={py_is['trades']}  DD%={py_is['DD%']:.2%}")
        print(f"  Python OOS (6 mo)  : net={py_oos['net']:.2f}  PF={py_oos['PF']:.2f}  "
              f"trades={py_oos['trades']}  DD%={py_oos['DD%']:.2%}")
    else:
        print(f"  (run scripts/reeval_finalist_forward.py first to get Python metrics)")

    # Write the .set to MT5's tester profile dir.
    set_name = f"GoldScalperPro_finalist{finalist_idx}_trial{t.number}.set"
    set_path = MT5_TESTER_DIR / set_name
    write_set_file(merged, GOLD_SCALPER_MAPPINGS, set_path)
    print(f"\n  .set written to: {set_path}")

    print(f"\n  === MT5 Strategy Tester setup (FORWARD mode, ONE run) ===")
    print(f"  1. Open MT5 → Ctrl+R (Strategy Tester)")
    print(f"  2. Expert:   GoldScalperPro")
    print(f"  3. Symbol:   XAUUSD")
    print(f"  4. Period:   M5  (chart timeframe, must match InpTimeframe)")
    print(f"  5. Model:    Every tick (based on real ticks)  [doc 07 §2b: path-sensitive → real ticks]")
    print(f"  6. Deposit:  {INITIAL_DEPOSIT:.0f} USD")
    print(f"  7. Leverage: 1:100")
    print(f"  8. Date range:")
    print(f"       From:   {FROM_DATE}")
    print(f"       To:     {TO_DATE}")
    print(f"  9. Forward:  Custom date → {FORWARD_DATE}")
    print(f"     (this splits IS={FROM_DATE}..{FORWARD_DATE} | OOS={FORWARD_DATE}..{TO_DATE})")
    print(f" 10. Click 'Inputs' tab → 'Load' → select: {set_name}")
    print(f"     (verify InpRiskPercent={merged['InpRiskPercent']}, "
          f"InpAtrPeriod={merged['InpAtrPeriod']}, "
          f"InpFastEmaPeriod={merged['InpFastEmaPeriod']}, "
          f"InpSlowEmaPeriod={merged['InpSlowEmaPeriod']})")
    print(f" 11. Click Start. The forward HTML report has TWO sections:")
    print(f"     - 'Backtest'   (top)    = IS  ({FROM_DATE}..{FORWARD_DATE})")
    print(f"     - 'Forward'    (bottom) = OOS ({FORWARD_DATE}..{TO_DATE}, ~6 mo of data)")
    print(f" 12. Right-click the report → 'Save as Report' → save to:")
    print(f"     reports/ReportTester_forward_finalist{finalist_idx}.html")

    print(f"\n  When the HTML is saved, run:")
    print(f"    python scripts/compare_finalist.py {finalist_idx}")
    return 0


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