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>
83 lines
2.9 KiB
Python
83 lines
2.9 KiB
Python
#!/usr/bin/env python3
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"""Write best_run/PORTFOLIO_REPORT.md from portfolio_params.json."""
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from __future__ import annotations
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import json
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from pathlib import Path
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LAB = Path(__file__).resolve().parent
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OUT = LAB / "best_run" / "PORTFOLIO_REPORT.md"
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def main() -> None:
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data = json.loads((LAB / "portfolio_params.json").read_text(encoding="utf-8"))
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metrics = data.get("portfolio_metrics", {})
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members = data.get("members", [])
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enabled = [m for m in members if m.get("enabled")]
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disabled = [m for m in members if not m.get("enabled")]
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lines = [
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"# SimpleEMA v5 Portfolio Report (per-symbol optimized)",
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"",
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"## Combined metrics",
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"",
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"| Metric | Value |",
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"|--------|-------|",
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f"| Net profit | **${metrics.get('net_profit', 0):,.2f}** |",
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f"| Total trades | {metrics.get('total_trades', 0)} |",
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f"| Profit factor | {metrics.get('profit_factor', 0)} |",
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f"| Win rate | {metrics.get('win_rate', 0)}% |",
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f"| Max drawdown | {metrics.get('max_drawdown_pct', 0)}% |",
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f"| 2000+ trades | {'YES' if metrics.get('target_met_2000_trades') else 'no'} |",
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f"| Profitable | {'YES' if metrics.get('target_met_profit') else 'no'} |",
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"",
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f"Enabled symbols: **{len(enabled)}** / {len(members)}",
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"",
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"## Enabled (in portfolio)",
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"",
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"| Symbol | Trades | Net $ | PF | WR % |",
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"|--------|--------|-------|-----|------|",
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]
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live = {r["symbol"]: r for r in data.get("per_symbol_live", [])}
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for m in sorted(enabled, key=lambda x: -live.get(x["symbol"], {}).get("net_profit", 0)):
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sym = m["symbol"]
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r = live.get(sym, m.get("metrics", {}))
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lines.append(
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f"| {sym} | {r.get('trades', r.get('total_trades', '-'))} | "
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f"{r.get('net_profit', 0):,.0f} | {r.get('profit_factor', 0):.2f} | "
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f"{r.get('win_rate', 0):.1f} |"
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)
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if disabled:
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lines += ["", "## Disabled (failed selection)", ""]
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for m in disabled:
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met = m.get("metrics", {})
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lines.append(
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f"- **{m.get('symbol', m.get('requested'))}**: net=${met.get('net_profit', 0):,.0f} "
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f"t={met.get('total_trades', 0)} PF={met.get('profit_factor', 0):.2f}"
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)
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lines += [
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"",
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"## Files",
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"",
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"- `portfolio_params.json` — per-symbol params + enabled flag",
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"- `best_run/portfolio_trades.csv` — merged trade log",
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"- `portfolio_opt_trials/` — raw search per symbol",
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"",
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"## Re-run",
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"",
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"```powershell",
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"python run_optimize_portfolio.py --skip-opt",
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"python generate_portfolio_report.py",
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"```",
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]
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OUT.parent.mkdir(exist_ok=True)
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OUT.write_text("\n".join(lines), encoding="utf-8")
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print(f"Wrote {OUT}")
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if __name__ == "__main__":
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main()
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