8j4+ dZddlZddlZddlZddlZddlmZddlZddl Z ee jjjZejj!deeddlmZddlmZmZmZddlmZddZdedzd efd Zd ed ed ed e j:fdZde j:d ed e j:fdZdde j:d ede d e j:fdZ!dZ"e#dk(re"yy)uu MLP Parity Checker — Python vs TradingView ========================================== Compares Python mlp_forward scores against the mlp_score column exported from TradingView, to verify that the Pine float literals and forward-pass loop reproduce the same values as the Python implementation. Pass criteria ------------- - max |Δ| < 0.01 (9-sig-digit literals + summation drift ≈ 1e-3 on ±1000 scale) - zero threshold-side disagreements (no bar where Python and TV sit on opposite sides of entry OR exit threshold) Warns on bars where |score − threshold| < 0.05 (fragile, could flip on next export). Usage ----- python tools/check_mlp_parity.py \ --data data/COINBASE_BTCUSD-6H.csv \ --weights strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H.json \ [--params results/winners/optimization_winner_strategy_mlp_scores_COINBASE_BTCUSD_6H.csv] \ [--date 2024-01-15] # show bar-level detail around this date \ [--max-delta N] # show top-N worst-delta bars (default 10) \ [--crossunders-only] # only show entry/exit bars \ [--export /tmp/parity.csv] N)Path) TRAIN_START)load_mlp_artifact mlp_forward FEATURE_COLS)_prepare_featuresct||S)zAWrapper that uses artifact feature_cols when provided (MLP path). feature_cols)_prepare_features_base)dfr s A/Users/jameslopez/projects/TradingBot25/tools/check_mlp_parity.pyrr0s !"< @@ params_pathreturnc|rtjj|siS|jdr]t j |j dj}hd}|jDcic] \}}||vs ||c}}S|jdrt|5}tj|}dddi}jD]J\}}t|tr0d|vr|jddgdn|jdd||<F|||<L|SiScc}}w#1swYrxYw)Nz.csvr> % In Market Total P&L % Calmar Ratio P&L/DD Ratio Sharpe Ratio Total Trades Sortino RatioMax Drawdown %verified CPU_Score Composite GPU_Score WFO_Scorecomposite_scoreWFO_Fold_Calmars_pnl_dd_percentilesubperiod_consistentz.jsonvaluesstart)ospathexistsendswithpdread_csvilocto_dictitemsopenjsonload isinstancedictget)rrowdropkvfrawflats r load_paramsr<7s bggnn[9 F#kk+&++A.668 "%>A 1>>G$ + !))A,CIIKDAq!T"8@A !%%4&1!4155QXZ[K\QQ   I?  s< D/ D/.D55D> data_path weights_pathparamsct|}|d}tj|}|jjj jj |_tj|ddjjd|d<|j|dtjtk\jjd}|d}t||}t!||}t#d |jDd} | r|| j$n,t'j(t+|t&j,} || z } d d lm} | |jfi|} |dgj}||d <| |d <| |d<| j3dtj4d|j6|d<| j3dtj4d|j6|d<|S)u+ Returns a DataFrame with one row per bar (from TRAIN_START onward) containing: py_score — Python mlp_forward score tv_score — TV-exported mlp_score column (NaN if column missing) delta — py_score - tv_score execute_entry, execute_exit — Python signals layerstimeT)utcN)r6r r c3*K|] }|dvs| yw)) mlp_score mlp_score_pocN).0cs r zrun_parity..jsFJq!'E"EJs r)generate_signalspy_scoretv_scoredelta execute_entryFindex execute_exit)rr*r+columnsstrlowerstrip to_datetimedt tz_localizeloc Timestamprcopy reset_indexrrnextr$npfulllennanstrategies.strategy_mlp_scoresrKr4SeriesrQ)r=r>r?artrAr art_colsX py_scorestv_col tv_scoresrNrKsigsresults r run_parityrmSs L )C ]F Y B%%'++113BJ6 588DDTJBvJ 6 bll;77 8 = = ? K KQU K VB>"H"84AAv&IFBJJF F&,6 !!R"&&1II  !E@ BGGI 0 0D \   F&F:&F:"F7O"hh %rxx8XYF?"hh~ %rxx8XYF> Mrrlct|jdd}t|jdd}|jdg}|d|k\}|d|k\}|d|k\}|d|k\}||k7||k7z} || jS)z Returns rows where Python and TV sit on opposite sides of entry OR exit threshold. A NaN tv_score is skipped (TV column not present). !i_long_entry_activation_threshold i_long_exit_activation_thresholdrMsubsetrL)floatr4dropnar\) rlr? entry_threxit_thrvalidpy_above_entrytv_above_entry py_above_exit tv_above_exitdisagrees rthreshold_disagreementsr~s fjj!DcJKIfjj!CcJKH MM*M .E:&)3N:&)3N:&(2M:&(2M.0]m5STH ?   !!rmarginct|jdd}t|jdd}t|jdd}tj|d|z |ktj|d|z |kztj|d|z |kz}||j S)z=Bars where |py_score - threshold| < margin for any threshold.rorprq-i_long_exit_activation_confirmation_thresholdrL)rtr4r_absr\)rlr?rrvrwconf_thrnears r fragile_barsrsfjj!DcJKIfjj!CcJKHfjj!PRUVWH z"Y. /& 8 z"X- .& 8 : z"X- .& 8 : $<   rc < tjd}|jddd|jddd|jd dd |jd dd |jddtd|jddtd|jddd|jddd |j }t |j }td|jtd|j|j rtd|j t|j|j|}t|}|djj}td|d |d!|d"k(r+td#td$tjd%|j!dg&}|d'j#}|j%}|j'} |j)d(} td)td*|d+td,| d+td-| d+t+||} t| } | r/td.| t| gd/j-d01n td2t/||} t| rGtd3t| d4t| gd5j1d6j-d01|d7kxr| d"k(}td8|rd9nd:d;|d+d<|d7krd=nd>d?| d@ |j2d"kDr`|j5|j2d'}t|r9tdA|j2dBt|gd/j-d01|j6r t9j:|j6}|dC|t9j<|j>Dz k\|dC|t9j<|j>Dzkz}||jA}|jBr||dE|dFz}t|rGtdG|j6dH|j>dIt|gdJj-d01ntdK|j6|jDr5|jG|jDd01tdL|jDtj|rd"yd%y)MNz,Check Python vs TradingView MLP score parity) descriptionz--dataTzPath to TV-exported CSV)requiredhelpz --weightszPath to MLP artifact JSONz--paramsz*Winner CSV or params JSON (for thresholds))defaultrz--datez3Show bar-level detail around this date (YYYY-MM-DD)z--windowz$Bars each side of --date (default 5))rtyperz --max-delta z(Show top-N worst-delta bars (default 10)z--crossunders-only store_truez)Only show entry/exit bars in --date table)actionrz--exportzExport full result to CSVzLoading artifact: zLoading data: zLoading params: rMz Bars compared: /z have TV score exportedru* ⚠️ No mlp_score column found in CSV.zQ Re-export from TradingView with the MLP strategy active and mlp_score plotted.rrrNgffffff?z Score delta (py - tv):u max |Δ| = z.6fu mean |Δ| = u p95 |Δ| = u# ❌ THRESHOLD-SIDE DISAGREEMENTS: )rBrLrMrNFrPu& ✅ Zero threshold-side disagreementsu ⚠️ z+ fragile bars (|score - threshold| < 0.05):)rBrLrNg{Gz? u✅ PASSu❌ FAILu — max|Δ|= =z 0.01, z side-disagreementsz Top z worst-delta bars:rB)daysrOrRz Bar detail around u (±z days):)rBrLrMrNrOrRz No bars found in window around z Full result exported to )$argparseArgumentParser add_argumentint parse_argsr<r?printweightsdatarmranotnasumsysexitrurmaxmeanquantiler~ to_stringrhead max_deltanlargestdater*r[ Timedeltawindowr\crossunders_onlyexportto_csv)apargsr?rln_totalhas_tvrxdeltasr mean_delta p95_delta disagrees n_disagreefragspassedworstcentremask window_dfs rmainrs  -[ \BOOH$>WOXOOK$>YOZOOJ>jOkOOH>sOtOOJcHnOoOOMcHrOsOO( ItOuOOJ>YOZ ==?D  %F  ~ ./  { +, {{ #DKK=12  4<< 8F&kGZ &&(,,.F fXQwi/F GH { ;< ab  MM*M .E 7^   !FIJ&I $& N9S/ *+ N:c* +, N9S/ *+(7IYJ 4ZLAB iABLLSXLYZ 79  (E 5z 3u:,&QRS e1277;EEEERS  1*/F BVz4M)CPQYbeiYiRUosQtt{ L+ -. ~~t~~w7 u: F4>>**<= > %ABLLSXLY Z yydii(.FR\\t{{-K$KK.FR\\t{{-K$KKM4L%%'  !)O" ( 4 }GL M )?@@I PU @V X 5dii[A B {{ dkk / *4;;-89HH&Q a r__main__)N)g?)$__doc__rr0r&rpathlibrnumpyr_pandasr*__file__resolveparentREPOr'insertrTconfigrrcrrr%strategies.strategy_activation_scoresrr r3r< DataFramermr~rtrr__name__rGrrrs8  H~&&--3t9^AS4ZD8(#(S($(2<<(Z"BLL"$"2<<",  t U bll Y!x zFr