gavindiaz
63a829cc46
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)
75 lines
2.7 KiB
Python
75 lines
2.7 KiB
Python
""".set file generator (doc 07 §2a).
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A ``.set`` is the EA's inputs serialized as ``key=value`` lines. **MT5 writes
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``.set`` files as UTF-16-LE** — generate yours in the same encoding or the
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tester silently ignores them.
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The bridge's set generator takes the *same* parameter dict you backtested in
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Python and writes the matching ``.set``. The mapping from Python parameter
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names to EA input names is strategy-specific — keep a small mapping table
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next to the strategy so the two tiers always agree. Watch the enum-valued
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inputs (mode flags, timeframe codes): MT5 inputs are often integers.
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"""
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from __future__ import annotations
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from dataclasses import dataclass
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from pathlib import Path
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from typing import Any, Mapping
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SET_FILE_ENCODING = "utf-16-le"
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# MT5's Strategy Tester silently ignores .set files without a UTF-16-LE BOM.
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# Python's "utf-16-le" codec does NOT emit a BOM, so prepend one explicitly.
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UTF16_LE_BOM = b"\xff\xfe"
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@dataclass
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class ParamMapping:
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"""Maps a Python param name to an EA input name (+ enum cast if needed).
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``cast`` converts a Python value to the EA input's wire form (e.g. a
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timeframe string to its ``ENUM_TIMEFRAMES`` integer, a bool to ``true``/
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``false``). Defaults to identity.
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"""
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py_name: str
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ea_name: str
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cast: Any = None # callable(value) -> str, optional
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def to_wire(self, value: Any) -> str:
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v = self.cast(value) if self.cast is not None else value
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if isinstance(v, bool):
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return "true" if v else "false"
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if isinstance(v, float) and v.is_integer():
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return str(int(v))
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return str(v)
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def write_set_file(
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params: Mapping[str, Any],
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mappings: list[ParamMapping],
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path: str | Path,
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*,
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extra_lines: list[str] | None = None,
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) -> None:
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"""Write a ``.set`` file (UTF-16-LE) from a Python params dict.
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Only parameters with a mapping are written — frozen baseline values that
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match the EA's compiled-in defaults can be omitted. ``extra_lines`` lets a
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strategy inject raw ``key=value`` lines that don't have a Python
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counterpart (e.g. EA constants).
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**Lot-mode guard (doc 05 §4, doc 07 §2a):** make sure the fixed-lot input
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is ``0`` if you intend money mode — a mismatched ``.set`` is the #1 reason
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a verified MT5 number disagrees with Python.
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"""
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out = Path(path)
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out.parent.mkdir(parents=True, exist_ok=True)
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lines: list[str] = ["; Generated by the MT5 bridge (UTF-16-LE)"]
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for m in mappings:
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if m.py_name in params:
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lines.append(f"{m.ea_name}={m.to_wire(params[m.py_name])}")
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if extra_lines:
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lines.extend(extra_lines)
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text = "\n".join(lines) + "\n"
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out.write_bytes(UTF16_LE_BOM + text.encode(SET_FILE_ENCODING))
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