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 +1,65 @@
+#!/usr/bin/env python3
+"""Enable/disable portfolio members from MT5 backtest results (source of truth)."""
+
+from __future__ import annotations
+
+import argparse
+import json
+from pathlib import Path
+
+LAB = Path(__file__).resolve().parent
+PARAMS = LAB / "portfolio_params.json"
+MT5 = LAB / "best_run" / "mt5_results.json"
+
+
+def main() -> None:
+    ap = argparse.ArgumentParser()
+    ap.add_argument("--min-pf", type=float, default=1.0)
+    ap.add_argument("--min-trades", type=int, default=8)
+    ap.add_argument("--min-net", type=float, default=0.01)
+    args = ap.parse_args()
+
+    if not PARAMS.exists() or not MT5.exists():
+        raise SystemExit("Need portfolio_params.json and best_run/mt5_results.json")
+
+    params = json.loads(PARAMS.read_text(encoding="utf-8"))
+    mt5 = json.loads(MT5.read_text(encoding="utf-8"))
+    by_sym = {r["symbol"]: r for r in mt5.get("per_symbol", []) if r.get("ready")}
+
+    enabled = 0
+    for m in params.get("members", []):
+        sym = m.get("symbol", "")
+        r = by_sym.get(sym)
+        if not r:
+            m["enabled"] = False
+            m["mt5_status"] = "no_mt5_run"
+            continue
+        ok = (
+            (r.get("net_profit") or 0) >= args.min_net
+            and (r.get("profit_factor") or 0) >= args.min_pf
+            and (r.get("total_trades") or 0) >= args.min_trades
+        )
+        m["enabled"] = ok
+        m["mt5_status"] = "ok" if ok else "rejected"
+        m["mt5_metrics"] = {
+            "net_profit": r.get("net_profit"),
+            "total_trades": r.get("total_trades"),
+            "profit_factor": r.get("profit_factor"),
+        }
+        if ok:
+            enabled += 1
+
+    params["selection_source"] = "mt5_strategy_tester"
+    params["mt5_enabled_count"] = enabled
+    PARAMS.write_text(json.dumps(params, indent=2), encoding="utf-8")
+
+    pf = mt5.get("portfolio", {})
+    print(f"Synced {enabled} enabled symbols from MT5")
+    print(f"MT5 portfolio trades (all tested): {pf.get('total_trades', 0)}")
+    en_trades = sum(m["mt5_metrics"]["total_trades"] for m in params["members"] if m.get("enabled"))
+    en_net = sum(m["mt5_metrics"]["net_profit"] for m in params["members"] if m.get("enabled"))
+    print(f"MT5 enabled-only: {en_trades} trades  net=${en_net:,.2f}")
+
+
+if __name__ == "__main__":
+    main()