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>
125 lines
3.9 KiB
Python
125 lines
3.9 KiB
Python
"""Parse MT5 optimization XML and export best / high-trade sets."""
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from __future__ import annotations
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import re
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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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SET_DEFAULTS = {
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"UseDailyBias": "false",
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"DailyEmaPeriod": "50",
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"HtfZoneBars": "12",
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"MinBreakBodyRatio": "0.40",
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"UseDoubleTrap": "false",
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"NyChaosStartHour": "12",
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"NyChaosEndHour": "14",
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"MomentumStartHour": "8",
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"MomentumEndHour": "23",
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"UseMomentumWindow": "false",
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"LtfFastEma": "6",
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"LtfSlowEma": "18",
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"EntryMode": "3",
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"AllowLtfPullback": "true",
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"AllowEmaCross": "true",
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"MinEmaGapPips": "0.0",
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"AtrSlMult": "1.3",
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"AtrTpMult": "1.8",
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"UseTrailing": "true",
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"TrailAtrMult": "0.8",
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"MaxBarsInTrade": "20",
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"CooldownBars": "0",
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"MaxSpreadPips": "8",
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"UseCompressionFilter": "false",
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"CompressAtrRatio": "0.70",
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}
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def parse_xml(path: Path) -> tuple[list[str], list[dict[str, str]]]:
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text = path.read_text(encoding="utf-8", errors="ignore")
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header = re.search(r"<Row>.*?Pass</Data>.*?</Row>", text, re.S)
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if not header:
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raise SystemExit("header not found")
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cols = re.findall(r'<Data ss:Type="String">([^<]+)</Data>', header.group(0))
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out: list[dict[str, str]] = []
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for row in re.findall(r"<Row>(.*?)</Row>", text, re.S)[1:]:
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cells = re.findall(r'<Data ss:Type="(?:Number|String)">([^<]+)</Data>', row)
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if len(cells) >= len(cols):
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out.append(dict(zip(cols, cells)))
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return cols, out
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def row_to_set_params(row: dict[str, str]) -> dict[str, str]:
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merged = dict(SET_DEFAULTS)
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for k, v in row.items():
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if k in merged:
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merged[k] = v
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if "EntryMode" not in row:
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merged["EntryMode"] = "3"
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return merged
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def write_set(path: Path, params: dict[str, str]) -> None:
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merged = {**SET_DEFAULTS, **params}
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lines = [
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"; USDCHF Playbook — MT5 genetic optimization export",
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"Timeframe=16388",
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"HtfTimeframe=16396",
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"DailyTimeframe=16408",
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"MagicNumber=20260625",
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"LotSize=0.10",
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"AtrPeriod=14",
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"ExtendHoldMomentum=false",
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"CompressLookback=48",
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]
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for k in SET_DEFAULTS:
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lines.append(f"{k}={merged[k]}")
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path.write_text("\n".join(lines) + "\n", encoding="utf-8")
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def main() -> None:
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xml = Path(sys.argv[1]) if len(sys.argv) > 1 else None
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if xml is None:
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xml = LAB.parent.parent.parent / ".." / "USDCHF_USDCHF_optimize.xml"
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if not xml.exists():
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import MetaTrader5 as mt5
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if not mt5.initialize():
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raise SystemExit("MT5 init failed")
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data = Path(mt5.terminal_info().data_path)
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mt5.shutdown()
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xml = data / "USDCHF_USDCHF_optimize.xml"
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if not xml.exists():
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raise SystemExit(f"missing {xml}")
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_, rows = parse_xml(xml)
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best_profit = max(rows, key=lambda r: float(r["Profit"]))
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best_balanced = None
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for r in rows:
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profit = float(r["Profit"])
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trades = int(float(r["Trades"]))
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pf = float(r["Profit Factor"])
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if profit > 0 and pf >= 1.05 and trades >= 80:
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sc = profit + trades * 15.0
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if best_balanced is None or sc > float(best_balanced["score"]):
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best_balanced = {**r, "score": str(sc)}
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out_profit = LAB / "USDCHF_optimized.set"
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write_set(out_profit, row_to_set_params(best_profit))
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print(f"Best profit: ${float(best_profit['Profit']):,.2f} trades={best_profit['Trades']} PF={best_profit['Profit Factor']}")
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print(f"Wrote {out_profit}")
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if best_balanced:
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out_bal = LAB / "USDCHF_optimized_balanced.set"
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write_set(out_bal, row_to_set_params(best_balanced))
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print(
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f"Best balanced: ${float(best_balanced['Profit']):,.2f} "
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f"trades={best_balanced['Trades']} PF={best_balanced['Profit Factor']}"
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)
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print(f"Wrote {out_bal}")
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if __name__ == "__main__":
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main()
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