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>
67 lines
2.5 KiB
Python
67 lines
2.5 KiB
Python
#!/usr/bin/env python3
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"""
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Full pipeline: per-symbol param search -> MT5 validate -> sync enabled -> MT5 re-run enabled set.
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Usage:
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python run_full_pipeline.py
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python run_full_pipeline.py --skip-python-opt # MT5 only on existing params
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python run_full_pipeline.py --mt5-only-enabled # second pass after sync
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"""
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from __future__ import annotations
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import argparse
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import json
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import subprocess
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import sys
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from pathlib import Path
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LAB = Path(__file__).resolve().parent
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def run(cmd: list[str]) -> None:
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print(f"\n>>> {' '.join(cmd)}\n")
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subprocess.run(cmd, cwd=LAB, check=True)
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def main() -> None:
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ap = argparse.ArgumentParser()
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ap.add_argument("--config", default="portfolio_symbols_expanded.json")
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ap.add_argument("--trials", type=int, default=280)
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ap.add_argument("--from", dest="from_date", default="2020.01.01")
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ap.add_argument("--to", dest="to_date", default="2026.01.01")
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ap.add_argument("--skip-python-opt", action="store_true")
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ap.add_argument("--mt5-only-enabled", action="store_true", help="after sync, re-test enabled symbols only")
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args = ap.parse_args()
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py = sys.executable
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cfg = LAB / args.config
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if not args.skip_python_opt:
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run([py, "run_optimize_portfolio.py", "--config", str(cfg), "--trials", str(args.trials), "--min-trades", "8"])
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run([py, "run_mt5_portfolio.py", "--params", "portfolio_params.json", "--from", args.from_date, "--to", args.to_date])
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run([py, "sync_portfolio_from_mt5.py", "--min-pf", "1.0", "--min-trades", "8"])
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run([py, "run_mt5_portfolio.py", "--params", "portfolio_params.json", "--enabled-only", "--from", args.from_date, "--to", args.to_date])
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run([py, "generate_mt5_portfolio_report.py"])
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mt5 = json.loads((LAB / "best_run" / "mt5_results.json").read_text(encoding="utf-8"))
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params = json.loads((LAB / "portfolio_params.json").read_text(encoding="utf-8"))
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en = [m for m in params["members"] if m.get("enabled")]
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trades = sum(m.get("mt5_metrics", {}).get("total_trades", 0) for m in en)
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net = sum(m.get("mt5_metrics", {}).get("net_profit", 0) for m in en)
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total = mt5["portfolio"]["total_trades"]
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print("\n=== PIPELINE DONE ===")
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print(f" MT5 tested (all): {total} trades")
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print(f" MT5 enabled ({len(en)} syms): {trades} trades net=${net:,.2f}")
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print(f" Target 2000+: {'YES' if trades >= 2000 else 'NO — add symbols or run MT5 genetic optimize'}")
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print(f" Report: best_run/MT5_PORTFOLIO_REPORT.md")
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if __name__ == "__main__":
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main()
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