Prepare source-only public release for develop.

Add cluster audit pipeline, united EA updates, brochure generators, and publication hygiene (gitignore, MT5 path desensitization, pre-upload scan). Remove tracked reports, models, and binary artifacts from the repo. Co-authored-by: Cursor <cursoragent@cursor.com>
2026-07-02 15:03:43 +02:00
parent 3f75a08848
commit 605faf5310
1014 changed files with 83437 additions and 10413 deletions
@@ -0,0 +1,133 @@
+"""
+Sequential United EA audit (main.mq5 strategies from 123.set).
+
+Usage:
+  python -m cluster_audit.run_united_sequential [trials] [--only ID] [--from ID] [--continue-on-fail]
+"""
+
+from __future__ import annotations
+
+import argparse
+import json
+import random
+import sys
+from datetime import datetime
+from pathlib import Path
+
+import MetaTrader5 as mt5
+
+sys.path.insert(0, str(Path(__file__).resolve().parent.parent))
+
+from cluster_audit.run_sequential import run_one_strategy  # noqa: E402
+from cluster_audit.scoring import (  # noqa: E402
+    DEFAULT_TRADES_PER_DAY,
+    min_trades_for_period,
+    period_days,
+    score_label,
+)
+from cluster_audit.trace_log import TraceLog  # noqa: E402
+from cluster_audit.united_registry import PERIODS, UNITED_STRATEGIES  # noqa: E402
+
+PRIMARY_PERIOD = "2021-2026"
+
+
+def parse_args() -> argparse.Namespace:
+    p = argparse.ArgumentParser(description="United EA sequential audit (main.mq5)")
+    p.add_argument("trials", nargs="?", type=int, default=80)
+    p.add_argument("--from", dest="from_id", default=None)
+    p.add_argument("--only", default=None)
+    p.add_argument("--trial-every", type=int, default=10)
+    p.add_argument("--trades-per-day", type=float, default=DEFAULT_TRADES_PER_DAY)
+    p.add_argument("--continue-on-fail", action="store_true")
+    return p.parse_args()
+
+
+def main() -> None:
+    args = parse_args()
+    log = TraceLog(enabled=True, trial_every=args.trial_every)
+
+    start, end = PERIODS[PRIMARY_PERIOD]
+    days = period_days(datetime.fromisoformat(start), datetime.fromisoformat(end))
+    strategies = UNITED_STRATEGIES
+    if args.only:
+        strategies = [s for s in UNITED_STRATEGIES if s["id"] == args.only]
+    elif args.from_id:
+        found = False
+        filtered = []
+        for s in UNITED_STRATEGIES:
+            if s["id"] == args.from_id:
+                found = True
+            if found:
+                filtered.append(s)
+        strategies = filtered if found else UNITED_STRATEGIES
+
+    log.banner(
+        f"UNITED EA AUDIT - {len(strategies)} strategies | "
+        f">={args.trades_per_day:.1f} trade/day | {args.trials} trials"
+    )
+
+    if not mt5.initialize():
+        log.error(f"MT5 init failed: {mt5.last_error()}")
+        raise SystemExit(1)
+
+    out_dir = Path(__file__).parent / "reports" / "united_sequential"
+    out_dir.mkdir(parents=True, exist_ok=True)
+    rng = random.Random(42)
+    results: list[dict] = []
+    passed_ids: list[str] = []
+    failed_ids: list[str] = []
+
+    try:
+        for i, spec in enumerate(strategies, 1):
+            r = run_one_strategy(
+                spec, PRIMARY_PERIOD, start, end, args.trials, rng, i, len(strategies),
+                days, args.trades_per_day,
+            )
+            # relocate report to united folder
+            src = Path(__file__).parent / "reports" / "sequential" / f"{spec['id']}_{PRIMARY_PERIOD}.json"
+            dst = out_dir / f"{spec['id']}_{PRIMARY_PERIOD}.json"
+            if src.exists():
+                dst.write_text(src.read_text(encoding="utf-8"), encoding="utf-8")
+
+            results.append(r)
+            if r.get("passed"):
+                passed_ids.append(r["id"])
+            elif "error" not in r:
+                failed_ids.append(r["id"])
+                if not args.continue_on_fail and not args.only:
+                    log.warn(f"STOPPED at {r['id']} — resume with --from {r['id']} --continue-on-fail")
+                    break
+
+        summary = {
+            "generated": datetime.now().isoformat(),
+            "period_days": days,
+            "passed": passed_ids,
+            "failed": failed_ids,
+            "results": [{k: v for k, v in r.items() if k != "spec"} for r in results],
+        }
+        (out_dir / "united_summary.json").write_text(json.dumps(summary, indent=2), encoding="utf-8")
+
+        try:
+            from cluster_audit.sync_united import main as sync_united
+            sync_united()
+            log.info("main.mq5 + UnitedEA_Optimized.set updated")
+        except Exception as ex:
+            log.warn(f"sync_united skipped: {ex}")
+
+        log.banner(f"PASSED {len(passed_ids)} / FAILED {len(failed_ids)}")
+        for r in results:
+            if not r.get("passed"):
+                continue
+            o = r["optimized"]
+            log.info(
+                f"  {r['id']:28} net=${o['net_profit']:9.0f} "
+                f"trades={o['total_trades']:5} pf={o['profit_factor']:.2f}"
+            )
+        for fid in failed_ids:
+            log.warn(f"  NEEDS FIX: {fid}")
+    finally:
+        mt5.shutdown()
+
+
+if __name__ == "__main__":
+    main()