zhutoutoutousan
605faf5310
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>
102 lines
3.1 KiB
Python
102 lines
3.1 KiB
Python
#!/usr/bin/env python3
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"""Lot-opt new production strategies, merge keepers, apply, combined backtest."""
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from __future__ import annotations
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import json
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import sys
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from datetime import datetime
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from pathlib import Path
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sys.path.insert(0, str(Path(__file__).resolve().parent.parent))
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from cluster_audit.run_lot_genetic import (
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SUMMARY_PATH,
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apply_lots_to_mq5,
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apply_lots_to_set_text,
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common_patches,
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optimize_one,
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save_summary,
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)
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from cluster_audit.united_mt5_manifest import UNITED_MT5_STRATEGIES
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from cluster_audit.united_mt5_runner import (
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BASE_SET,
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CLUSTER,
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deploy_united,
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mt5_context,
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patch_set,
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run_backtest,
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)
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# Lots from prior genetic run (unchanged strategies)
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KEEPER_LOTS: dict[str, float] = {
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"LOT_DB_DarvasBox": 0.01,
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"LOT_ES_EMASlopeDistance": 0.07,
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"LOT_RC_RSICrossOver": 0.1,
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"LOT_RM_RSIMidPointHijack": 0.01,
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"LOT_RS_NVDA": 5.0,
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"LOT_RS_TSLA": 5.0,
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"LOT_RRA_AUDUSD": 0.05,
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"LOT_UB_USDJPY": 0.03,
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"LOT_RS_NAS100": 0.03,
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"LOT_UKB_UK100": 0.01,
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}
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NEW_OPT_IDS = (
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"RS_BTCUSD", "RS_XAUUSD", "SE", "ST_BTC", "ST_XAU",
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"RRA_GBP", "GB", "U5B", "RS_US30",
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)
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def production_enables() -> dict[str, bool]:
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from cluster_audit.united_mt5_manifest import ALL_ENABLE_KEYS, HIGH_MARGIN_STOCK_ENABLES, PRODUCTION_IDS
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prod = set(PRODUCTION_IDS)
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o = {s["enable"]: s["id"] in prod for s in UNITED_MT5_STRATEGIES}
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for k in HIGH_MARGIN_STOCK_ENABLES:
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o[k] = False
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return o
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def main() -> None:
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sm = {s["id"]: s for s in UNITED_MT5_STRATEGIES}
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summary = {"results": [], "best_lots": dict(KEEPER_LOTS), "timestamp": datetime.now().isoformat(timespec="seconds")}
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save_summary(summary)
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ctx = mt5_context()
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deploy_united(ctx["data"], ctx["mt5_path"])
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print(f"Optimizing {len(NEW_OPT_IDS)} new/changed strategies...", flush=True)
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for sid in NEW_OPT_IDS:
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r = optimize_one(ctx, sm[sid], opt_mode=1, grid_only=True)
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summary["results"].append(r)
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summary["best_lots"][r["lot_key"]] = r["best_lot"]
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save_summary(summary)
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print(f" {sid} -> {r['lot_key']}={r['best_lot']}", flush=True)
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# Apply all production lots
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lots = summary["best_lots"]
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mq5 = CLUSTER / "main.mq5"
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st = CLUSTER / "123.set"
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mq5.write_text(apply_lots_to_mq5(mq5.read_text(encoding="utf-8"), lots), encoding="utf-8")
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st.write_text(apply_lots_to_set_text(st.read_text(encoding="utf-8"), lots), encoding="utf-8")
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print(f"Applied {len(lots)} lots to main.mq5 + 123.set", flush=True)
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ov = {**common_patches(), **production_enables(), **lots}
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m = run_backtest(
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ctx["data"], ctx["mt5_path"], ctx["login"], ctx["server"],
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patch_set(BASE_SET, ov), "prod_v2_combined.set", "prod_v2_combined",
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)
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print(
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f"\nCOMBINED v2 PF={m.get('profit_factor')} net={m.get('net_profit')} "
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f"sharpe={m.get('sharpe')} trades={m.get('total_trades')} dd={m.get('max_drawdown')}",
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flush=True,
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)
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summary["combined_v2"] = m
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save_summary(summary)
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print(f"Saved {SUMMARY_PATH}", flush=True)
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if __name__ == "__main__":
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main()
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