+ 3M=j Rt^RIt^RIt^RIt^RIt^RIt^RIHt^RI H t ^RI t ^RI t]PP!^]!]!]4P'4P(P(44^RIHtHtHt]PP3]!]!]4P'4P(P(44Rt]3RRlltR]P8!^R 7R ]P8!^R 7R ]P8!^R 7R ]P8!^ R 7R ]P8!^R7/tRRRR RR RR /tRRltRRlt RRlt!RRlt"RRlt#R;RRllt$RR lt%R!R"lt&R#R$lt'R%R&lt(RR1R2llt.R3R4lt/R?R5R6llt0R7R8lt1R9t2]3R:8Xd ]2!4R#R#)@u Compare TradingView Trade List vs Python Backtest Signals ========================================================= Robust TV/Python parity diagnostic tool. Loads a TradingView trade-list export, runs the Python strategy with the same params, matches trades using timeframe-aware timestamps (TV fills at open[T+1]; Python signals fire at bar-close T), then classifies each divergence by root cause. Usage ----- # Basic comparison — auto-detects TF from data filename python tools/compare_tv_trades.py \ --tv-trades data/ActivationScores_COINBASE_BTCUSD_2026-03-26.csv \ --data data/COINBASE_BTCUSD-4H.csv \ --params results/winners/optimization_winner_activation_scores_COINBASE_BTCUSD_4H.csv # MLP strategy comparison python tools/compare_tv_trades.py \ --strategy-file strategy_mlp_scores.py \ --tv-trades data/MLPScores_COINBASE_BTCUSD_2026-06-17.csv \ --data data/COINBASE_BTCUSD-6H.csv \ --params results/winners/optimization_winner_strategy_mlp_scores_COINBASE_BTCUSD_6H.csv # Verbose: show score context for every divergent trade python tools/compare_tv_trades.py ... --verbose # Show exit-detail tables for entry-matched but exit-mismatched trades python tools/compare_tv_trades.py ... --exit-detail # Override timeframe (if not inferrable from filename) python tools/compare_tv_trades.py ... --timeframe 4H Timestamp offset note --------------------- Pine fills at open[T+1], so TV records entry at time[T+1] while Python records the signal at time[T]. For a 4H chart this is a 4-hour forward offset. The tool compensates automatically: when matching trades it computes TV_entry_time - TF_offset ≈ Python_signal_time. Tolerance is ±2 bars by default (adjustable with --tolerance-bars). Root-cause classification ------------------------- SCORE_DIFF : Python score vs TV exported score differ near crossunder CASCADE : Python state diverged from TV after a prior exit mismatch TRAILING_STOP : Same entry, exit diverges (trailing stop fired differently) EXIT_CONF : Exit confirmation threshold caused a 1-bar timing difference UNKNOWN : Cannot determine without TV score export on those specific bars N)Path)Optional) SCORE_START TRAIN_END TRAIN_STARTg{Gzt?cHV^8dQhR\R\R\R\/#)entry_pxexit_pxcommission_ratereturn)float)formats"B/Users/jameslopez/projects/TradingBot25/tools/compare_tv_trades.py __annotate__rLs*44%4%4!&4=B4cnV^V,,pV^V, ,pWC, V, ^d,#)uPer-trade P&L % net of commission — identical model to strategies/validate_strategy.py: pay commission_rate on the entry notional and on the exit notional (0.5%/side default).)r r r eff_entryeff_exits&&& r net_pnl_pctrLs5 A/0I1./H  I - 33r4Hhours6H8H12H1D)days240360480720cFV^8dQhR\R\\,/#)r data_pathr )strr)rs"rrrds rc~\V4PP4p\F;pVP RV 24'gVP RV 24'gK9Vu# \ P 4F#wr2VP RV 24'gK!Vu# VP R4'dR#R#)zInfer timeframe from the data CSV filename. Handles both dash/underscore-suffix forms (COINBASE_BTCUSD-4H.csv) and the TV minute-based export form (COINBASE_BTCUSD, 360.csv). -_, z, 1DrN)rstemupper TF_DURATIONSendswith_MINUTES_TO_TFitems)r$nametfminss& rdetect_timeframer3ds  ?   % % 'D ==1RD " "dmmatH&=&=I#((* ==2dV % %I+ }}V rcDV^8dQhR\R\P/#)rtf_strr )r%pd Timedelta)rs"rrrxs;;c;bll;rcX\PV\P!^R74#)r)r,getr6r7)r5s&r tf_offsetr;xs   FBLLq$9 ::rcFV^8dQhR\R\\,/#)rpathr )r%listdict)rs"rrr~s"BBBdBrcaa\P!SRR7oSPPP 4SnRVV3RllpV!RRR4pV!R4pV!R R R 4pV!R R 4pV!RRR4p\ V3RlR4R4p/pSP 4Fwr\W,4p \T PTR44P 4P4p Y9d/Y&RT 9dYT ,R&KlRT 9gKuYT ,R&K .p \V4EFp W,pRV9gRV9dKVR,pVR,p\P!\W,44p\P!\VV,44p\W,4p\VV,4p\VV,4pV'd*\VPVR44P 4MRpT P!RT RTRTRTRTRTRTRRTP49/4EK V # \\3dEKi;i \dEKCi;i) a Parse a TradingView exported trade-list CSV. TV exports rows in order: Exit first, then Entry for each trade. Returns a list of dicts with keys: trade_num, entry_dt, exit_dt, entry_price, exit_price, net_pnl_pct, exit_signal, is_margin_call sorted by entry_dt. utf-8-sigencodingc0V^8dQhR\R\/#)rnamesr r%)rs"rr$load_tv_trades..__annotate__s[[C[C[rc<VFpVSP9gKVu# \RS RRPV4 24h)z%None of these columns are present in : r))columnsKeyErrorjoin)rEr0dfr=s* rcolload_tv_trades..colsDDrzz! >tfBtyyQVGWFXYZZrzTrade #z Trade numberz Trade NumberTypez Date and timez Date/TimeDatez Price USDPricez Net P&L %z Net PnL %z Net profit %c3L<"TFqSP9gKVxK R#5iNrJ).0r0rMs& r !load_tv_trades..sR(;rzz?Qtt(;s$ $Nentryexit trade_numentry_dtexit_dt entry_price exit_pricer exit_signal is_marginmargin)SignalOrder)r6read_csvrJr%stripnextiterrowsint ValueErrorrKr:lowersorted Timestampr Exceptionappend)r=rN trade_coltype_coltime_col price_colpnl_col signal_colrawr(rownumt_typetradeste_rowx_rowr]r^r r pnl_pctsignalrMsf @rload_tv_tradesr~sJ TK 0B%%'BJ[[ I~~>I6{H?K8HK)I+{N;GR(;RTXYJC++- cn%CSWWXr*+11399; >CH f  #HW  v "HV  Fc{ H ! vQ ' &   S%9:H Sx%9:Ge./HeI./GeGn-GBLEIIj"56<<>RTF  C H G H G G F H 6  2 MIH%   0   s%+I%B3I*I'&I'* I:9I:c0V^8dQhR\R\/#)r strategy_filer rF)rs"rrrs****rcN\V4PpVPR4#)zReturn winner-file stem for a strategy filename. Examples: strategy_activation_scores.py -> activation_scores strategy_mlp_scores.py -> mlp_scores strategy_)rr* removeprefix)rr*s& r strategy_stemrs%   # #D   [ ))rc0V^8dQhR\R\/#)r params_pathr )r%r?)rs"rrrsSTrcV'd&\PPV4'g/#VPR4'df\P !V4P ^,P4p0RmpVP4UUu/uFwr4W29gK W4bK upp#VPR4'd\V4;_uu_4p\P!V4pRRR4/pXP4FVwr4\V\4'd8RV9dVPRR.4^,MVPR^4Ws&KRWGV&KX V#/#uuppi +'giL;i).csvz.jsonNvaluesstart> verified CPU_Score Composite GPU_Score_pnl_dd_percentile % In Market Total P&L % Calmar Ratio P&L/DD Ratio Sharpe Ratio Total Trades Sortino RatioMax Drawdown %)osr=existsr-r6rfilocto_dictr/openjsonload isinstancer?r:)rrxdropkvfrwflats& r load_paramsrs! bggnn[99 F##kk+&++A.668Y"%> >>G$$ +  !))A,CIIKDA!T""8@A !%%4&1!4155QXZ[K\Q   I?  s E%"E%E++ E; c\V^8dQhR\R\R\R\P/#)rr$paramsrr )r%r?r6 DataFrame)rs"rrrs.3'*JL,,rcb\V4pVP4'g@\\4P4PPR, V, pVP 4'g\ RV 24h\PPRV4p\PPV4pV\PR&VPPV4\P !V4pVP"P$P'4P$P)4Vn\P*!VR,RR7P,P/R4VR&VP0!V3/VBp\3V4VP4R&V#) z>Load data CSV, run generate_signals, return signals DataFrame. strategieszStrategy file not found: strategy_moduletimeT)utcNr)r is_absolute__file__resolveparentrFileNotFoundError importlibutilspec_from_file_locationmodule_from_specsysmodulesloader exec_moduler6rfrJr%rlrg to_datetimedt tz_localizegenerate_signalsrattrs)r$rr strategy_pathspecmodrMsignalss&&& rrun_python_strategyrsA'M  $ $ & &X..077>>MP]]    ! !";M? KLL >> 1 12C] SD .. ) )$ /C%(CKK!"KKC Y B%%'++113BJ6 588DDTJBvJ ""200G%2=%AGMM/" NrcZV^8dQhR\PR\\,/#rrr )r6rrr%)rs"rrrs"  R\\ hsm rcVPPR4pVR8XdRpM VR8XdRpMRpVFpW0P9gKVu# R#)zCReturn the TV-exported score column present in a signal/data frame.r mlp_scoresactivation_scoresN) mlp_score mlp_score_poc)activation_score_pocactivation_scores_poc)rrrr)rr:rJ)rstrategy candidatesrNs& rtv_score_columnrsV}}  1H<3 ( (F 4  // !J rcdV^8dQhR\PR\PR\/#)rrxrr )r6Seriesrr )rs"rrrs)&& &BLL&U&rcl\V4pVf \R4#VPV\R44#)Nnan)rr r:)rxrrNs&& rtv_score_valuers0 ' "C {U| 773e %%rc$V^8dQhR\/#)rr )bool)rs"rrrs$rc\V\4'd"VP4P4R9#\ V4#)1>ryonyestrue)rr%rgrlr)values&r _param_boolrs4%{{}""$(GGG ;rcV^8dQhR\PR\PR\PR\PR\R\\P\P\P3,/#)rentriesexits close_arrhigh_arrtrail_stop_pctr )npndarrayr tuple)rs"rrr sl&)&) ZZ&) ::&)zz&)jj &)  &)  2::rzz2:: -. &)rc>\V4p\P!V\PR7p\P!V\R7p\P!V\R7pRp Rp Rp \ V4Fp V 'd_Rp VR8d5W8wdW<,V 8d W<,p W,,V RV, ,8*p W,'g V 'd Rp RW&Rp Rp M%W ,'dRp RW|&W,,p V ^,p V 'd^M^Wl&K WgV3#)z6Replay Pine's flat/long lifecycle from raw conditions.dtypeF?T)lenrzerosint32rrange)rrrrrnin_pos exec_entry exec_exitposition trade_highfill_bari trail_hits&&&&& r_replay_positionsr s G A XXarxx (F!4(J$'IHJH 1X I#=X[:%=!)J%LJ#:N,OO xx9 #  zz $ &\ q5!Aq '* y ((rc V^8dQhR\PR\R\PR\\P,R\P/#)rrrrendr )r6rr?rnr)rs"rrrIsVdd \\d d <<d ",,  d \\ drc F 0R%mpVPVP4'gV#VP4pVPP R4R8XEd ^RIHp\V4pW'R&W7R &\P!VP R \P!R VPR 74R R7PR 4P\PR7pV!VVVVR,P\PR7VR,P\PR74p V PP!VP4V #VR,p \#VP RR44p \#VP RR44p \#VP RR44p \%VP RR44p\%VP RR44pV'd8V P'^4V 8V P'^4V 8,W8,pM\P!RVPR 7pR VP9dVR ,PR 4R 8gpV P'^4V 8V P'^4V 8,V,pV'd`V P'^4V 8V P'^4V 8,WP'^48,VP'^RR7(,pMV P'^4V 8W8,p\)VP R^44p\#VP RR&44pV^8d&V P+V^R7P-4V8pM"\P!RVPR 7p\%VP RR44'd%RVP9dVVR,^8,p\P.!VR,4pVV8pVe VVV8*,pVV,V,PR4P\0R7pVV,PR4P\0R7p\#VP R R 44R!, p\3VVVR,P\PR7VR,P\PR7V4wpppVVR"&VVR#&VVR$&V#)'aURebuild executed trades with Pine's startDate/endDate gate. Strategy signal generation intentionally runs on full history so scores and crossunders have the same warm-up context as Pine. Pine still gates strategy.entry()/strategy.close() with `timeCondition`, so pre-start raw entries must not carry position state into the scoring window. ractivation_scoreclosehighrr)_score_to_signals_pine_time_start_pine_time_endstoch_peak_normrindexcoerceerrorsr!i_long_entry_activation_thresholdZ@ i_long_exit_activation_thresholda@-i_long_exit_activation_confirmation_thresholdg4@@i_use_long_exit_confirmationTi_use_long_entry_confirmationF) fill_valuei_regime_windowi_regime_entry_min_score)window min_periodsi_mvrv_suppress_bear mvrv_regimei_trailing_stop_thresholdgY@r execute_entry execute_exit>rrrrg@)issubsetrJcopyrr:strategies.strategy_mlp_scoresrr?r6 to_numericrr fillnato_numpyrfloat64updater rshiftrjrollingmeanrrr)rrrrrequiredrMr replay_params stoch_peakreplayedscoreentry_thresholdexit_thresholdexit_conf_threshold use_exit_confuse_entry_confexit_raw entry_raw regime_window regime_min regime_okrtime_okrrrrs&&&& rapply_pine_time_gater;IsS=H   W__ - - B}})\9DV ,1()*-&']] FF$bii288&D E  &+hhRZZh0 %    wK rzz 2 vJ  bjj  1   gmm, ! "EFJJ'JERSO6::&H%PQN +Z\c de +I4 PQM ,KU!STN [[^~ - [[^n , .  ( *  YYuBHH5  *-.55c:cAJ [[^~ - [[^n , .     [[^ . [[^o - / [[^ # %^^A%^ 0 0 1 [[^65;RS  #4a89Mvzz">"V* %DemG TS[)Y&088?HHtHTI7"**51:::FH6::&A3GH5PN$5 7 2::. 6 "**- %!FJ BzN$B"B~ IrcZV^8dQhR\PR\\,/#r)r6rr>r?)rs"rrrs"2<<DJrc.pRpR;p;rEVP4FwrgV'g(VR,'dRpVR,pVR,pTpK4V'gK>VR,'gKORpVR,pVR,p W, V, ^d,p VPRVR VR VR V R \WI4R V RVRV/4R;p;rEK V#)z4Walk signals DataFrame and extract entry/exit pairs.FNrTrrrr]r^r_r`r gross_pnl_pct entry_idxexit_idx)rirpr) rr{rr]r r?idxrxr^r gross_pnls & rextract_python_tradesrCs F F&**H*x$$&#o..FF HG HI VN++F6{G7|G +x7#=I MMX!?  /3 2H 2x)/'0 MrcV^8dQhR\\,R\\,R\R\R\\\,\\,\\,3,/#)r tv_trades py_tradesr5tolerance_barsr )r>r?r%rjr)rs"rrrsZ)/)/d)/d)/)/ )/  4;T DJ ./ )/rc\V4pWC,pVUu.uFqfR,'dKVNK pp\V4p\V4p .p VFp Rp V\P!^R7,p VFBpVR,V, p\ V R,V, 4pVV8:gK5VV 8gK>Tp Tp KD V fKqV P W34VP V 4W9gKV P V 4K WV3#uupi)am Match TV and Python trades by entry time. TV fills at open[T+1], so TV entry time = Python signal bar time + 1 bar. We subtract one TF offset from the TV entry time before comparing. Returns: matched : list of (py_trade, tv_trade) pairs py_only : Python trades with no TV match tv_only : TV trades (non-margin) with no Python match rbN)secondsr])r;r>r6r7absrpremove)rErFr5rGoffset tolerancer|tv_real available_tv unmatched_pymatchedpybestbest_errtvtv_adjerrs&&&& r match_tradesrXs"&!F'I#:)Q[>>qq)G:=L ?LGr||A66B ^f,Fbnv-.CiC(N    NNB: &    %!##B' , ..+;s DDczV^8dQhR\PR\R\\P,/#)rrrJr )r6rr%rr)rs"rrrs.  ",, # (299:M rc4.pVFVpW0P9dK\P!W,RR7PR4R8gpVP V4KX V'gR#V^,P 4pVR,F pWV,pK V#)zHReturn truthy marker mask for any available exported Data Window column.r r rN:NN)rJr6r#r$rpr!)rrJmasksrNmarkeroutmasks&* r _marker_maskr`s E oo % w|H=DDSISP V   (--/Cb j Jrc V^8dQhR\\,R\PR\R\P R\ \P ,R\ \,/#)rrErr5rrr )r>r?r6rr%rnr)rs"rrrs]22Dz2 \\2 2 << 2 ",,  2 d^ 2rc \VRR4pVeRVP9dR#\VR4pVf#\P!RVPR7pVUu.uFqwR,'dKVNK pp\ V4p \P !VR,4p \VPV 4U U u/uFwrWbK p p p .p\4pVFpVR ,V , pVPV4V PV4p V fVPVVR 34KO\VPV ,4'dKsVPVVR 34K WV(,W8,pVe VW8*,p\V V,4p\VV, 4pR R R\V4R\V4\V4, RVR\V4RV/#uupiuup p i)a!Compare Strategy Tester entries with exported Pine entry markers. The TV trade list records fills one bar after the Pine signal. The chart export records the signal-bar `Entry (...)` marker. When these disagree, trade-list parity is not trustworthy even if Python and chart scores match. zentry (standard)zentry (confirmed)Nrz missed entryFr rbr]z#no chart bar at adjusted entry timez.no exported Entry marker on adjusted entry bar availableTtv_counttv_with_markertv_without_markerchart_exec_countchart_without_tv)r`rJr6rr r;rzipsetaddr:rprlocrmr)rErr5rr entry_marker missed_entryr|real_tvrL signal_timesrAts time_to_idxrftv_signal_timesrU signal_dt chart_execchart_exec_timesrhs&&&&& rcheck_tv_entry_markersrws );=PQLvW__<8Lyygmm< #:)Q[>>qq)G: v F>>'&/2L*-gmm\*JK*Jws27*JKKeOzNV+ I&ooi( ;  $ $b)5Z%[ \l&&s+,,  $ $b)5e%f g -1FGJ <#67 < 34.@A TCL#g,->)??.C 01,  -;LsG 0G 9 G%c\V^8dQhR\PR\R\R\/#)rrbar_idxcontextr )r6rrjr%)rs"rrrHs,2<<#Crc$\^W, 4p\\V4^, W,4pVPW4^,p\ V4pT;'gRpRRR RRR RRR RVR RR R RR R 2 .pVP R4\ VP44Fwp wrW8XdR MRp \W4p \P!V 4'gV R MRpRVP9d V R,R MRpV PRR4'dRMRpV PRR4'dRMRpVP RV R R\V R,4R,R RVR RVR RVR RVR V 2 4K RPV4#)z;Return a compact table of activation scores around bar_idx.tv_score bar>4rz>19r/z>9z>12rZz>5r[z <<K_8_ `D =D zzz8 **T&\%%n599;BBD EC ++c C+U5\:I=@1WS1W&889%PU,J!#/L79xx 7M7M#i./SXY^S_J*--ttJ4QttXaXsM E PQ 3Ic?'*UXIYYefuevvwxy  ' LL[ \ LL_ ` 88J  JN ),s);;LYWZO[`aklo`pqAB C ::e rc hV^8dQhR\R\PR\R\R\ /#)rpy_traderr0r4r )r?r6rr rr%)rs"rrrs5;;t;bll;U;%);69;rc ~VR,pRVP9p\V4pVRJp.pV'EdV^8EdV'dVPV^, R3,M \R4p V'dVPV^, R3,M \R4p V'dVPV^, V3,M \R4p V'dVPV^, V3,M \R4p \P !V 4'gV\P !V 4'g:W8;'dW8p TP RV R RV R RT R V 'dR MR 24\P !V 4'g\P !V 4'gW8;'dW8pTP R V R RV R R V'dRMR 24\P !V 4'g<\W, 4^8d&VP R\W, 4R R24EMV'dVPVR3,M \R4pV^8d%V'dVPV^, R3,M \R4pV'dVPWF3,M \R4p\P !V4'gW\P !V4'g;VV8;'dW8p TP RVR RVR RT R V 'dR MR 24\P !V4'gV^8dVPV^, V3,M \R4p\P !V4'*;'dVV8;'dVV8pTP RVR RVR R V'dRMR 24\P !V4'g>\VV, 4^8d'VP R\VV, 4R R24V'gR#RPV4#)uTry to explain why Python fired an entry that TV didn't. With use_entry_conf=True the crossunder was at bars t-2→t-1; the entry fires at t (confirmation bar). Without confirmation it is t-1→t. r?rNruPython crossunder (t-2→t-1): r → z (threshold z): YESzno crossunder?uTV exported score (t-2→t-1): rIzYES (TV should also fire)zNO (TV rightly quiet)zScore delta at crossunder bar: u → SCORE_DIFFzPython crossunder: zTV exported score crossunder: z Score delta: UNKNOWNr) rJrrlr rrrprJrL)rrr0r4rA has_scorer has_tv_scorerxprevxcurrxprev_tvxcurr_tv crossundertv_xurrr|tv_prevs&&&& rclassify_py_onlyrs ; C"goo5I W %F%L E~#(UVX 88E??s5+;'s5CS?TUX>YYhij>GW[[&8!89ERWL ADqYW[[q*YJ LL%j%5U9S//sJ5L\2]_ xx!!69Aggkk#'6/25UVX 88I&&3y8/C+Dq+H }SX1E-Fs,K?[\  ::e rc tV^8dQhR\R\R\PR\R\R\/#)rrrrrr1r r)rs"rrrs=33T3T3BLL3+03BG3LO3rcVR,pVR,pWe, P4R, pRVP4 RVP4 RVR R2.pVPRVR ,R R VR ,R R 24VR,p V \V48dVPV ,MRp V eRVP 9d V R,MRp Rp V eiV ^8dbRVP 9dQVPV ^, ,R,p VPV ^, ,R,pW8d W8dRp V 'd)VPRV R R24VPR4MvV^8dBVPRVR R24V eVPRV R 24VPR4M.VPRV 24V eVPRV R R24RP V4#)uClassify why matched entry has different exit. Determines whether Python's exit was triggered by the trailing stop or by a score crossunder, by checking whether the 2-bar crossunder pattern is present at the Python exit bar. Trailing stop and score-crossunder exits both call strategy.close("long") in Pine, so TV's trade list cannot distinguish them — only the Python-side patterns can. r^z Python exit z / TV exit u (Δ z+.0fh)z Python P&L r+.1fz % / TV P&L r%r@NrFTzPython exit bar score: ru → SCORE_CROSSUNDER_MISMATCHzTV and Python exited on different score-crossunder events. If score parity passes, this is usually downstream of an earlier lifecycle/export mismatch.zTrailing stop .0fu% active → TRAILING_STOPzqPython trail_high uses bar high (same as Pine); stop triggered at close. Residual timing difference is intrinsic.z!No trailing stop; exit_threshold=u → EXIT_CONFr) total_secondsdaterprrrJrL)rrrrr1py_exittv_exitdiffrr@exit_rowr/is_score_crossunderprev1prev2s&&&&& rclassify_exit_mismatchrsy!Gy!G //1D8DGLLN+;w||~6FeDQU;VX Y ZE LL;x 248 H]D[\`Caabcd #H)1CL)@w||H%dH-5-AFX\c\k\kFkH' (rvE   X]/AW__/T X\*+=> X\*+=>  "u'="&  .uSk9WXY j  !  ~nS%99STU   LL25+> ?  7  88HIJ   LL25+^L M ::e rc2)aP\P!R\P\R7pVP RRRR7VP RRRR7VP RR R R 7VP R R RR 7VP RR RR 7VP R\ ^RR7VP RRRR7VP R\ ^RR7VP RRRR7VP 4pVP;'g\VP4pVf\R4\R4Rp\RV R \V4 R!24^R"I H pV!VP4wrEpV'd.\R#4VFp\R$V 24K \R%4TPpTf\!TP4P"p T P%R&R'4P'4p \)TP*4p \!R(4R)T R'T R*2, p T P-4'd\/T 4p\R+T 24M\R,T R-24\R.TP0 24\3TP04p T Uu.uFqR/,'dKTNK ppT Uu.uFqR/,'gKTNK pp\R0\5T4 R1\5T4 R224T'd \7T4M/p\R3TP* R4TP 24\9TPTTP*R57p\:P<!\>4p\:P<!\@4p\CTTTTR67p\ET4pTUu.uFqR7,T8gKTNK pp\R8\5T4 R9TPG4 R:TPG4 R;\5T4 R<2 4\ITPKR=R>44p\ITPKR?R@44p\ITPKRARB44pTPKRCRD4pTPKRER4p\RF4\RGT RHT RI24\RJT RKT RI24\RLT RM24\MT TY!PN4wppp\T4TPN,p..p!p TFewp"p#T#RN,\T4, p$\QT"RN,T$, 4T8:dT PST"T#34KRT!PST"T#34Kg T'd\UROT44M\:P<!RP4p%TU&u.uFp&T&R7,T%8:gKT&NK p'p&TU&u.uFp&T&R7,T%8gKT&NK p(p&\WT TTTT'dT%\T4, MR 4p)^Pp*\RQRRT*, 24\RS4\RRT*, 4\RT\5T4RU RVT%PG4 RI24\RW\5T4RU 24\RX\5T 4RU RY\5T 4\U\5T4^4, ^d,RZ R[24\R\\5T!4RU 24R]\5T'4 R^T%PG4 R_\5T(4 R`2p+\Ra\5T4RU T+ 24\Rb\5T4RU 24T'd\Rc\5T4RU Rd24\RRT*, 4T)eT)Re,p,T)Rf,p-T,'gT-'gTPX'd\Rg4\RhT)Ri, RjT)Rk, 24\RlT)Rm, RY\5T-4 Rn24T,'dE\Ro4T,Rp,F,wp#p.p/\RqT#Rr, RsT. RtT#R7, RuT/ 24K. T-'d*\Rv4T-Rp,Fp.\RwT. 24K Rx;p0p1TF?pT0^TRy,^d, ,,p0T1^TRz,^d, ,,p1KA T0^, ^d,p2T1^, ^d,p3\:PZ!TP0R{R|7oPSPP\P.P_4SPn.\aTP3R}lR4R 4p4T4'd)SPT4,Pc4PdR,M \IR~4p5\f^d,p6\5T4\5T48Hp7\iT5\H4;'d\jPl!T54'*;'dT5p8\4\RRT6,R T2R RM24\RRR T5R RM24T8'dCT7'd;\QT2T5, 4\QT54, ^d,p9\RT9RZ R24M,T8'd%\R\5T4 R\5T4 R24\RRR T3R RM24\4T 'Ed\RQRT*, 24\R\5T 4 R24\RT*, 4RRR RRR RRR RRR RRR RRR RRR RRR 2p:\T:4\RR&T*^, ,,4T EFpwp"p#T#R7,\T4, p;T#RN,\T4, p$T"R7,T;, Po4R, p\QT=4^8dRT=R R2MRp?\RT#Rr,R R\/T"R7,PG44R R\/T#R7,PG44R R\/T"RN,PG44R R\/T#RN,PG44R RT?R RT"Ry,R RT#R,R RT>R RM24EKs T!'d\RQRT*, 24\R\5T!4 R24\RT*, 4T!Fwp"p#\RT#Rr, R24\qT"T#TTT4p/T/PsR4Fp@\RT@ 24K TPt'gKeT"R,fKr\\wTT"R,TPv44K T''Ed\RQRT*, 24\R\5T'4 R24\RT*, 4T'Fp"\yT"TT\{T4R7p/\RT"R7,PG4 RT"RN,PG4 RT"Ry,R RM24T/PsR4Fp@\RT@ 24K TPX'gKT"R,fK\\wTT"R,TPv44K T('d\RQRT*, 24\R\5T(4 RT%PG4 R24\RT*, 4T(FJp"\RT"R7,PG4 RT"RN,PG4 RT"Ry,R R24KL T'Ed\RQRT*, 24\R\5T4 R24\RT*, 4TEFop#\}T#TTT4p/\RT#Rr, RT#R7,PG4 RT#RN,PG4 RT#R,R RM2 4T/PsR4Fp@\RT@ 24K \T4pAT#R7,TA, pBTA^,pCTR,TBTC, 8TR,TBTC,8*,pDTTD,pETEP~'dKTPX'gEK XEPTER,PXB4PQ4P4,pF\\wTTFTPv44EKr T'd\RQRT*, 24\R4\RT*, 4TFTp#\RT#Rr, RT#R7,PG4 RT#RN,PG4 RT#R,R RM2 4KV \RQRRT*, 24\R4\RRT*, 4^pGT'F-p"\yT"TT\{T4R7pHRTH9gK$XG^, pGK/ TF#p#\}T#TTT4pHRTH9gKXG^, pGK% \5T'4\5T4^,8pI^pJ^pKT!FBwpLpM\qTLTMTTT4pNRTN9d XJ^, pJK'RXN9d XK^, pKK9XK^, pKKD .pOXG^8d6XOPSRXG RTP RT RTP RT R2 4XI'd+XOPSR\5T'4 R\5T4 R24T''g T'd+XOPSR\5T'4 R\5T4 R24T)eWT)Re,'gT)Rf,'d9XOPSR\5T)Re,4 R\5T)Rf,4 R24XJ^8dXOPSRXJ R24XK^8dXOPSRXK RTR R24XO'gXOPSR4XOFpH\TH4\4K \R4\R4\R4\RRT*, 4R # \dELi;iuupiuupiuupiuup&iuup&i \d\IR~4p5E L'i;i)uJCompare TradingView trade list vs Python backtest — TV parity diagnostic) descriptionformatter_classepilogz --tv-tradesTz#TradingView exported trade-list CSV)r+helpz--dataz;OHLCV+indicator data CSV (e.g. data/COINBASE_BTCUSD-4H.csv)z--paramsNzGWinner params CSV or JSON (auto-detected from data filename if omitted))defaultrz--strategy-filestrategy_mlp_scores.pyzEStrategy Python file in strategies/ (default: strategy_mlp_scores.py)z --timeframezGTimeframe override (4H/6H/8H/12H/1D). Auto-detected from data filename.z--tolerance-barsz*Entry-match tolerance in bars (default: 2))typerrz --verbose store_truez2Show score context table for every divergent trade)actionrz--score-contextzIBars of score context to show per divergence in verbose mode (default: 4)z --exit-detailz;Show detailed exit-mismatch tables for entry-matched tradeszB[WARN] Could not detect timeframe from filename. Defaulting to 4H.z4 Pass --timeframe 4H/6H/8H/12H/1D to override.rz Timeframe: z (TV fills 1 bar ahead = z offset)) validate_fileuO ⚠️ CHART-DATA INTEGRITY ERRORS — parity results below may be invalid:z ERROR: uG → re-export full clean history (tools/validate_chart_data.py) r'r(zresults/winnersoptimization_winner_rzAuto-detected params: z)[WARN] No params file found for strategy z. Using strategy defaults.z Loading TV trades from: rbz TV trades: z real signal + z margin-callzRunning Python strategy z on: )r)rrr]zPython trades: z (Pine timeCondition rz; z total after time gate)rrrrrrrFrz Key params:z Entry threshold: z (use_entry_conf=rz Exit threshold: z (use_exit_conf=z Trailing stop: rr^c32"TF qR,xK R#5i)r^Nr)rVr|s& rrWmain..ps5W||Wsz 2099-01-01r=z MATCH SUMMARYz Total TV real trades : rz (coverage through z Total Python trades : z Entry + exit matched : z (rz% of TV)u Entry matched, exit Δ : z (IS: z , OOS after rIu — OOS are expected, not bugs)z Python-only (extra) : z TV-only (missed) : z TV margin-call trades : z (not modelled in Python)rfrhz TV/chart entry-marker check:z, TV entries with exported chart marker : re/rdz, Chart executable markers in TV window : rgz not present in TV trade list)z* First TV entries without chart marker::NNz TV#r\z signal z (fill u) — z3 First chart executable markers missing from TV:z rrr>rArBc3N<"TFpVSP9gKVxK R#5irTrU)rVr0 tv_df_raws& rrWrs( +Fd )))TFs% %rr}z)Python cumulative P&L (%.1f%%/side comm):z<42z>12,.1fzTV cumulative P&L:u! → net vs TV relative diff: z.% (residual = fill price / slippage / timing)u, → ⚠️ trade counts differ (Python z vs TV zW); cumulative totals are NOT comparable. See per-trade table / unmatched section below.z(Python gross (no commission, reference):u─z FULLY MATCHED (z trades)#z>3zPy Entryz>10 zTV EntryzPy ExitzTV ExitzPy P&L%z>8zTV P&L%uΔ P&L%z>7rrz(+rrrY6sz>8.1fz% z% z>+7.1fu3 EXIT-MISMATCHED (same entry, different exit) — z tradesz TV#:rz r@z PYTHON-ONLY / IS (u3 trades — Python fires in IS period, TV does not))r4z Entry z Exit z P&L rr?z PYTHON-ONLY / OOS (u! trades — after TV export ends z, not a parity issue)z Entry z% [OOS]z TV-ONLY (u& trades — TV fires, Python does not)rz< TV MARGIN-CALL TRADES (micro-size, not modelled in Python)z TV#z DIAGNOSTIC RECOMMENDATIONS SCORE_DIFFSCORE_CROSSUNDER_MISMATCH TRAILING_STOPz [u SCORE_DIFF] Python activation_score differs from the TV-exported score on crossunder bars. → For activation_scores, run tools/diagnose_tv_parity.py --data z --params u] to see per-component breakdown. → For MLP, run tools/check_mlp_parity.py --data z' --weights --params zG and re-export from TradingView if mlp_score is missing or stale.z [CASCADE RISK] Python has z extra IS trades vs u TV-only. → Extra Python trades often stem from a single prior exit divergence that leaves Python "flat" while TV is "long", allowing Python to re-enter on bars where TV is already in position.z [UNMATCHED TRADES] z Python-only IS trades and u  TV-only trades remain. → Do not treat this run as trade-list parity. First confirm the chart export covers the full TV trade-list range and that the Strategy Tester export was generated from the same symbol, timeframe, preset, and script revision.z [TV/CHART EXPORT MISMATCH] z0 TV entries lack a matching chart entry marker; uQ chart executable markers are absent from the TV trade list. → The exported Data Window and Strategy Tester files do not describe the same Pine lifecycle, or the Strategy Tester export is from a different preset/script revision. Re-export both from the same chart state before interpreting Python lifecycle differences.uX SCORE_CROSSUNDER_MISMATCH exits] TV/Python exits landed on different score-crossunder events. → First check score parity. If it passes, treat these as downstream lifecycle/export-state effects from an earlier unmatched entry or exit, not as score-computation drift. → Use --exit-detail flag to see score context on exit bars.z$ TRAILING_STOP exits] Trailing stop u% active. → Python trail_high uses bar high (same as Pine); timing difference from close-evaluation vs intrabar evaluation in Pine. Not a bug — intrinsic fill difference. → Use --exit-detail flag to see score context on exit bars.zK Parity looks good! Minor differences are expected from fill-price offset.zK Tip: run with --verbose for score context tables on all divergent trades.zV activation_scores: run tools/diagnose_tv_parity.py for per-component breakdown.zU MLP: run tools/check_mlp_parity.py before interpreting trade-list differences.)zCumulative P&L %zCumulative PnL %r)CargparseArgumentParserRawDescriptionHelpFormatter__doc__ add_argumentrj parse_args timeframer3dataprintr;tools.validate_chart_datarrorrr*replacer+rrrr%rErrrrr6rnrrr;rCrr r:rXrGrJrprrwverboserfrJrgrhdropnarCOMMISSION_RATErrrrrsplit exit_detailrrrrrr rr)Qparserargsr5r_derrs_dwarnsr(_err*asset_tf strategy_name candidaterEr|rN tv_marginrr pine_startpine_end all_py_tradesrFr0r1rr4r3rQpy_onlytv_onlyexit_tolerance full_match exit_mismatchrRrU tv_exit_adj last_tv_dtp py_only_is py_only_oos marker_checkWoos_note tv_missing chart_missingrtreason py_equity_netpy_equity_gross py_pnl_net py_pnl_grosscum_col tv_cum_pnlpctcounts_aligned tv_cum_validrelhdr tv_entry_adjentry_dexit_dpnl_dflagpartrL py_bar_dtrr_rrAscore_diff_countr cascade_riskexit_score_xunder_countexit_trailing_countrrlabelrecsrsQ @rmainr)s   $ $` <<F   BD Z\  fh )3Kdf  fh *aIK  |QS )Qhj  Z\    D^^ : :/ :F ~ RS DE Kx9)F:K9LH UV  ;*4995  d erd+, \ ] ++KDII##<<S)//1%d&8&89 *+0D]OSTU]T^^b.cc     i.K *;-8 9 =m_Lfg h &t~~&6 78t~~.I%abe>efi=jjr st 'M(:2'> ?@Z)joo6G5H3{K[J\\|}H &s7|B&7z BC &s7|B&7 89 *3y>"*==WXY SUG!"56 $%78 $,,, 4 6 > 012!L4L3MO  > 2345 &''EG  BC-7^^)B 6#B{O#4HYKH!!#J 0vh@.< KL!.r!2!2IF9+./"3 '*)MO A) s 223 A/ 2S 889"A%,J#a'3.L "[[+F %--11779  +F +   >EYw'..055b9%PU,  C C^s7|3N":u5NN"((::NO^^T^L G B:S@EjQXEYYZ [\ B#C(G(?*z)*S_  |G>TTU VW Gz 57)n !#j/!2(;< q 3r("Z,Aj-=R #aPYZ]^`ajkm`nnopyz|o}}AJKM@NO c  dSAE]"# FBj>If,==Li=If,==K*~ 4CCELG)} 3BBDLFmb&77E-0[1_6#,b)"D R _R(r*~**,-c2!C:8K8K8M4Ns3SSUr)}))+,S13r)}7I7I7K3LS2QQRSWXZR[[]i='r"]*;E)B#eF^STV ! 57)n CC DVCWW^_` q #FB GB{O,A. /+BG^^\F U+TFm$,BzN$>mGR ^T=O=OPQ $z 57)n $S_$55hij q B%b'?SWXfSghF Jr*~2245WR ]=O=O=QP>PQR  57)n %c+&6%77XYcYhYhYjXklAB C q B HR ^002372i=;M;M;O:PPVWYZcWdeiVjjrs tw 57)n CL>)OPQ q B%b'?FKF GB{O,HR ^5H5H5J4K7SUV_S`SeSeSgRhhnoqrpABFoGGHI J U+TFm$,#6*FJ&0I!C!&/Y_<T]`cTcAcdD D:::$,,,jjf!1!1)!3F3F3H2IQST]Q^QcQcQePfflmop}m~@DmEEFG H Bs1ug, () SUG R/$~J^ _ 1   !  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