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>
58 lines
1.8 KiB
Python
58 lines
1.8 KiB
Python
"""Quick solo scan for low-margin stocks using NVDA-style RSI params."""
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from __future__ import annotations
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import sys
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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.united_mt5_manifest import ALL_ENABLE_KEYS, HIGH_MARGIN_STOCK_ENABLES
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from cluster_audit.united_mt5_runner import BASE_SET, deploy_united, mt5_context, patch_set, run_backtest
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import cluster_audit.united_mt5_runner as runner
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SYMBOLS = ("SNAP.NYS", "F.NYS", "SOFI.NAS", "PFE.NYS", "AAL.NAS", "NVDA.NAS", "BAC.NYS", "WBD.NAS")
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NVDA_PARAMS = {
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"RS_F_Symbol": "",
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"RS_F_TimeFrame": 15,
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"RS_F_RSI_Period": 8,
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"RS_F_RSI_Overbought": 36,
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"RS_F_RSI_Oversold": 38,
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"RS_F_RSI_Target_Buy": 90,
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"RS_F_RSI_Target_Sell": 70,
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"RS_F_BarsToWait": 5,
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"LOT_RS_F": 10,
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}
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def main() -> None:
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ctx = mt5_context()
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deploy_united(ctx["data"], ctx["mt5_path"])
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print(f"{'symbol':14} {'trades':>6} {'PF':>6} {'net':>10}")
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for sym in SYMBOLS:
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o = {k: False for k in ALL_ENABLE_KEYS}
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o["EnableRSIScalpingF"] = True
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for k in HIGH_MARGIN_STOCK_ENABLES:
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o[k] = False
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o["GAP_Enable"] = False
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o.update(NVDA_PARAMS)
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o["RS_F_Symbol"] = sym
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body = patch_set(BASE_SET, o)
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report = f"scan_{sym.replace('.', '_')}"
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old = runner.TEST_SYMBOL
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runner.TEST_SYMBOL = sym
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m = run_backtest(
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ctx["data"], ctx["mt5_path"], ctx["login"], ctx["server"],
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body, f"{report}.set", report,
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)
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runner.TEST_SYMBOL = old
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print(
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f"{sym:14} {int(m.get('total_trades') or 0):6} "
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f"{float(m.get('profit_factor') or 0):6.2f} {float(m.get('net_profit') or 0):10.2f}"
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)
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if __name__ == "__main__":
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main()
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