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>
66 lines
2.2 KiB
Python
66 lines
2.2 KiB
Python
#!/usr/bin/env python3
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"""Enable/disable portfolio members from MT5 backtest results (source of truth)."""
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from __future__ import annotations
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import argparse
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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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PARAMS = LAB / "portfolio_params.json"
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MT5 = LAB / "best_run" / "mt5_results.json"
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def main() -> None:
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ap = argparse.ArgumentParser()
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ap.add_argument("--min-pf", type=float, default=1.0)
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ap.add_argument("--min-trades", type=int, default=8)
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ap.add_argument("--min-net", type=float, default=0.01)
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args = ap.parse_args()
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if not PARAMS.exists() or not MT5.exists():
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raise SystemExit("Need portfolio_params.json and best_run/mt5_results.json")
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params = json.loads(PARAMS.read_text(encoding="utf-8"))
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mt5 = json.loads(MT5.read_text(encoding="utf-8"))
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by_sym = {r["symbol"]: r for r in mt5.get("per_symbol", []) if r.get("ready")}
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enabled = 0
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for m in params.get("members", []):
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sym = m.get("symbol", "")
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r = by_sym.get(sym)
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if not r:
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m["enabled"] = False
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m["mt5_status"] = "no_mt5_run"
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continue
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ok = (
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(r.get("net_profit") or 0) >= args.min_net
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and (r.get("profit_factor") or 0) >= args.min_pf
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and (r.get("total_trades") or 0) >= args.min_trades
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)
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m["enabled"] = ok
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m["mt5_status"] = "ok" if ok else "rejected"
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m["mt5_metrics"] = {
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"net_profit": r.get("net_profit"),
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"total_trades": r.get("total_trades"),
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"profit_factor": r.get("profit_factor"),
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}
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if ok:
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enabled += 1
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params["selection_source"] = "mt5_strategy_tester"
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params["mt5_enabled_count"] = enabled
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PARAMS.write_text(json.dumps(params, indent=2), encoding="utf-8")
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pf = mt5.get("portfolio", {})
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print(f"Synced {enabled} enabled symbols from MT5")
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print(f"MT5 portfolio trades (all tested): {pf.get('total_trades', 0)}")
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en_trades = sum(m["mt5_metrics"]["total_trades"] for m in params["members"] if m.get("enabled"))
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en_net = sum(m["mt5_metrics"]["net_profit"] for m in params["members"] if m.get("enabled"))
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print(f"MT5 enabled-only: {en_trades} trades net=${en_net:,.2f}")
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if __name__ == "__main__":
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main()
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