Dj(|dZddlmZddlZddlZddlZddlmZddlZ ddl Z ee jjjZej j#deeddlmZmZmZddlmZmZddlmZddlmZmZmZdd l m!Z!ddd Z"dd Z#d d ddZ$ddZ%e&dk(r e'e%y)aResearch-only SOPR forced-exit ablation for promoted BTC MLP replays. Entries, MLP weights, promoted thresholds, and Pine code remain unchanged. A long position is closed at a decision-bar close when SOPR is at or below a discovery-calibrated low-tail cutoff. ) annotationsN)Path) OOS_START SCORE_START WFO_FOLDS)calculate_metricsgenerate_signals) load_params) DISCOVERY_ENDVALIDATION_STARTparse_chart_time)calibrate_sopr_cutoffc :||n+||dtj|kj}t||d}|j Dcic]<\}}|t |t tjfr t |n t|>c}}Scc}}w)Ntimer) score_start min_trades) pd Timestampcopyritems isinstancefloatnpfloatingint)signalsstartendwindowresultkeyvalues #tools/run_mlp_sopr_exit_ablation.py_metricsr$s WBLLQTDU1U)V)[)[)]F v5Q GFkqkwkwky zky]g]`bgCEE2;;3G!HucRWj Xky zz zsABc^|dtj|k\}|||dtj|kz}|djddjd|z|z}|djdj |dj d}||j }t|jtt|t|rt|jd zndt|rt|dkDjd Sdd S) Nrpositionr) fill_valuecloseg?d)baseline_forceable_exitsnext_bar_observationsnext_bar_mean_return_pctnext_bar_positive_rate) rrshifteqdivsubdropnarsumlenrmean)r forced_exitrrmask forceable next_returnvaluess r#_exit_diagnosticsr=!s 6?bll51 1D  2<<#444 #))!):==a@;NQUUI'"((,001ABFFsKK  # * * ,F$' $8!$S[!1BEf+E&++-#*=$>SW@CF %!(9(9(;"<  RV  g?) feature_tailcd|cxkrdkstdtdtj|}|jjj jj |_d|jvr tdt|d|d<|jdjd}tt |}|jd std |t|t|}|dj|jd }t!|j#fi|}t!|j#fd |j%t& i|}t!|j#fd t)j*t-|t& i|} dD]'} || j/| | rt1d| t2t tft t4t tj6t8tj:dz ft8dfd} | j=D cic]1\} \} }| t?|| |t?|| |tA||| |d3}} } }i}tBD]\}} }t|||}|dj|jd }t!|j#fd |j%t& i|}|t?|| |t?|| |tA||| |d||<t |t |d||gddddd||dScc}} } w)Nrg?z&feature_tail must be between 0 and 0.5 sopr_normzdata has no sopr_norm columnrT)dropmlp_weights_filez winner has no mlp_weights_file: Fr8)dtype)r& execute_entry execute_exitz,all-false forced-exit mask changed baseline r') nanoseconds) discovery validationoos)baselinesopr_forced_exitexit_diagnostics)cutoffrKrLrMz]when already long at the start of a decision bar, force exit if sopr_norm <= discovery cutoff)z MLP weightszall promoted parametersz entry logicz Pine codezYstrategy metrics include the repository's 0.5% entry and 0.5% exit commission assumptionszgeach fold recalibrates its fixed 10th-percentile cutoff using only history before that fold's OOS startzNthis is a one-policy ablation, not a threshold sweep or a promotable candidate)policyr? sopr_cutoff unchangedcostswfo_calibrationwarning) data_path winner_path definitionwindows wfo_folds)" ValueErrorrread_csvcolumnsstrlowerstripr sort_values reset_indexr getrr lefillnar rto_numpyboolrzerosr6equalsAssertionErrorrr rr Timedeltarr$r=r)rUrVr?dataparamsrNr8rKgated all_falsecolumnrXnamerr summariesfoldsis_end fold_cutofffold_forced_exit fold_gateds r#runrw1sE | !c !ABB "ABB ;;y !D<<##))+//557DL$,,&788#DL1DL   F # / /T / :D [) *F ::( );K=IJJ "4 EF{#&&v.55e__main__)N)r pd.DataFramerr]r str | Nonereturnzdict[str, float | int]) rrr8z pd.Seriesrr]rrrzdict[str, float | int | None])rUrrVrr?rrzdict[str, object])rr)(r __future__rrrsyspathlibrnumpyrpandasr__file__resolverREPOpathinsertr]configrrrstrategies.strategy_mlp_scoresrr tools.check_mlp_parityr %tools.run_mlp_extreme_bar_event_studyr r r !tools.run_mlp_sopr_entry_ablationrr$r=rwr__name__ SystemExitr>r#rs #  H~&&--3t944N.ccC{  FJ<~   z TV r>