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 +1,42 @@
+from __future__ import annotations
+
+from itertools import product
+
+import pandas as pd
+
+from .engine import EngineConfig, run_factor_engine, summary_metrics
+
+
+def optimize_grid(
+    df: pd.DataFrame,
+    factor_expression: str,
+    freqs: list[str],
+    long_qs: list[float],
+    short_qs: list[float],
+    long_short_options: list[bool],
+) -> pd.DataFrame:
+    rows = []
+    for freq, lq, sq, ls in product(freqs, long_qs, short_qs, long_short_options):
+        cfg = EngineConfig(
+            factor_expression=factor_expression,
+            rebalance_frequency=freq,
+            long_quantile=lq,
+            short_quantile=sq,
+            long_short=ls,
+        )
+        curve, _ = run_factor_engine(df, cfg)
+        m = summary_metrics(curve)
+        rows.append(
+            {
+                "rebalance_frequency": freq,
+                "long_quantile": lq,
+                "short_quantile": sq,
+                "long_short": ls,
+                **m,
+            }
+        )
+    out = pd.DataFrame(rows)
+    if out.empty:
+        return out
+    return out.sort_values(["sharpe", "cagr"], ascending=[False, False]).reset_index(drop=True)
+