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optimize-signalclose.yml
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---
name: Optimize SignalClose params
# yamllint disable-line rule:truthy
on:
push:
branches:
- 'optimize-signalclose'
jobs:
Compile-EA:
defaults:
run:
shell: powershell
runs-on: windows-latest
steps:
- uses: actions/checkout@v3
- uses: actions/checkout@v3
with:
path: Include/EA31337-classes
ref: dev
repository: EA31337/EA31337-classes
- name: Enables optimization mode
run: echo '#define __input__' > config/define.h
- name: Compile strategy for MQL4
uses: fx31337/mql-compile-action@master
with:
include: .
init-platform: true
mt-version: 5.0.0.2361
path: Stg_TMAT_SVEBB.mq4
verbose: true
- name: Compile strategy for MQL5
uses: fx31337/mql-compile-action@master
with:
include: .
mt-version: 5.0.0.2515
path: Stg_TMAT_SVEBB.mq5
verbose: true
- name: List compiled files
run: '(Get-ChildItem -Recurse -Path . -Include *.ex[45]).fullname'
- run: Get-Location
- name: Upload strategy artifacts
uses: actions/upload-artifact@v2
with:
name: EA
path: '*.ex?'
Compile-Indicators:
defaults:
run:
shell: powershell
runs-on: windows-latest
strategy:
matrix:
file:
- SVE_Bollinger_Bands
- TMA_True
steps:
- uses: actions/checkout@v3
- uses: actions/checkout@v3
with:
path: Include/EA31337-classes
ref: dev
repository: EA31337/EA31337-classes
- name: Compile required indicator for MQL4
uses: fx31337/mql-compile-action@master
with:
include: .
init-platform: true
mt-version: 5.0.0.2361
path: Indicators/${{ matrix.file }}.mq4
verbose: true
- name: Compile required indicator for MQL5
uses: fx31337/mql-compile-action@master
with:
include: .
init-platform: true
mt-version: 5.0.0.2515
path: Indicators/${{ matrix.file }}.mq5
verbose: true
- name: List compiled files
run: '(Get-ChildItem -Recurse -Path . -Include *.ex[45]).fullname'
- run: Get-Location
- name: Upload indicator artifacts
uses: actions/upload-artifact@v2
with:
name: Indicators
path: 'Indicators/*.ex?'
Process:
env:
SETS_DIR: sets/optimize/signalclose
outputs:
sets-list: ${{ steps.get-sets.outputs.sets }}
runs-on: ubuntu-latest
steps:
- uses: actions/checkout@v3
- name: Set output with list of sets
id: get-sets
run: |
import glob, json, os
os.chdir(os.getenv('SETS_DIR'))
files = glob.glob("*.set")
print("::set-output name=sets::{}".format(json.dumps(files)))
shell: python
- name: Display output
run: echo ${{ steps.get-sets.outputs.sets }}
- name: Upload config
uses: actions/upload-artifact@v2
with:
name: config
path: 'config'
- name: Upload sets
uses: actions/upload-artifact@v2
with:
name: sets
path: ${{ env.SETS_DIR }}
Optimize:
needs: [Compile-EA, Compile-Indicators, Process]
runs-on: ubuntu-latest
strategy:
matrix:
pair: [EURUSD]
setfile: ${{ fromJson(needs.Process.outputs.sets-list) }}
tf: [M1, M5, M15, M30]
max-parallel: 4
steps:
- uses: actions/download-artifact@v2
with:
path: .
- name: Generate env file
run: >-
grep -w = config/${{ matrix.pair }}_${{ matrix.tf }}.h
| sed -e 's/[}; ]*//g;s/([^)]*)//g;s/^.*{//g' | tee sets/.env
- name: Generate SET file from the template file
uses: cuchi/jinja2-action@v1.2.0
with:
template: sets/${{ matrix.setfile }}.j2
output_file: sets/${{ matrix.setfile }}
data_file: sets/.env
data_format: env
- name: Sets input data
id: data
run: |
tfs = {"M1":1, "M5":2, "M15":4, "M30":8, "H1":16, "H4":32, "H8":64}
print("::set-output name=tf::{}".format(tfs.get("${{ matrix.tf }}")))
setfile = "sets/${{ matrix.setfile }}"
for line in open(setfile, "r").readlines():
if line.strip().endswith(",F=1"):
print("::set-output name=param::{}"
.format(line.strip().replace(",F=1", "")))
break
shell: python
- name: Sets timeframe
run: echo Active_Tfs=${{ steps.data.outputs.tf }} | tee -a sets/*.set
- name: Display SET file
run: cat sets/${{ matrix.setfile }}
- uses: ea31337/mql-tester-action@master
with:
RunOnStart: >-
ln -fsv /github/workspace/Indicators
"$TERMINAL_DIR/$MQL_DIR/Indicators"
BtDeposit: 100000
BtDest: ${{ github.workspace }}/_results
BtMonths: 11-12
BtPair: ${{ matrix.pair }}
BtYears: 2020
OptFormatBrief: true
OptFormatJson: true
OptOptimize: true
OptVerbose: true
SetFile: ${{ github.workspace }}/sets/${{ matrix.setfile }}
SetParams: ${{ steps.data.outputs.param }}
TestExpert: "Stg_TMAT_SVEBB"
TestPeriod: ${{ matrix.tf }}
TestReportName: Report-${{ matrix.pair }}-${{ matrix.tf }}
- name: Upload result files
uses: actions/upload-artifact@v2
with:
name: results
path: ./_results/*.*
- name: Process results
run: |
pwd
ls
jq --version
jq . _results/*.json
jq -r '(."Result params"/";")[0]' _results/*.json
jq -r '((."Result params"/";")[0]/"=")[0]'
jq -r '(."Result params"/";")[0]' _results/*.json \
>> $GITHUB_ENV
jq -r '"pname="+((."Result params"/";")[0]/"=")[0]' \
_results/*.json >> $GITHUB_ENV
- name: Process SET file
run: |
echo Timeframe=${{ matrix.tf }} >> sets/${{ matrix.setfile }}
cat sets/${{ matrix.setfile }}
- name: Generate config file from the SET file
uses: cuchi/jinja2-action@v1.2.0
with:
template: config/template.j2
output_file: config/${{ matrix.pair }}_${{ matrix.tf }}.h
data_file: sets/${{ matrix.setfile }}
data_format: env
- name: Display config file
run: cat config/${{ matrix.pair }}_${{ matrix.tf }}.h
- name: Upload updated config file
uses: actions/upload-artifact@v2
with:
name: config
path: ./config/${{ matrix.pair }}_${{ matrix.tf }}.h
Push:
needs: Optimize
runs-on: ubuntu-latest
steps:
- uses: actions/checkout@v3
with:
persist-credentials: false
# Otherwise, you will failed to push refs to dest repo.
fetch-depth: 0
- uses: actions/download-artifact@v2
with:
name: config
path: config
- uses: actions/download-artifact@v2
with:
name: results
path: .results
- name: Parse results
run: |
cat << EOF >> $GITHUB_ENV
RES_DD=$(jq -rs '.[0]|."Drawdown %"' .results/*.json)
RES_PF=$(jq -rs '.[0]|."Profit factor"' .results/*.json)
RES_TT=$(jq -rs '.[0]|."Total trades"' .results/*.json)
EOF
shell: bash -ex {0}
- name: Check differences
id: git-details
run: echo "::set-output name=changed::$(git diff | wc -l)"
- name: Commit files
env:
COMMIT_MSG: >-
${{ github.workflow }}
(pf=${{ env.RES_PF }}; dd=${{ env.RES_DD }}; tt=${{ env.RES_TT }})
GIT_EMAIL: ${{ github.actor }}@users.noreply.github.com
GIT_NAME: ${{ github.actor }}
run: |
echo '*.j2' >> .git/info/exclude
echo '.results' >> .git/info/exclude
echo "Lines changed: ${{ steps.git-details.outputs.changed }}"
git config --local core.autocrlf false
git config --local user.email $GIT_EMAIL
git config --local user.name $GIT_NAME
git add config/*.h && git add --renormalize config/*.h
git pull origin ${{ github.ref }} --autostash --rebase -X ours
git commit --allow-empty -am "$COMMIT_MSG"
NO_PAGER=1 git --no-pager diff HEAD^
- name: Push changes
env:
DD: ${{ env.RES_DD }}
PF: ${{ env.RES_PF }}
TT: ${{ env.RES_TT }}
uses: ad-m/github-push-action@master
with:
branch: dev-optimize-${{ env.PF }}pf-${{ env.DD }}dd-${{ env.TT }}tt
force: true
github_token: ${{ secrets.GITHUB_TOKEN }}
- name: Re-pull on failure
if: ${{ failure() }}
run: git pull origin ${{ github.ref }} --autostash --rebase -X ours
- name: Re-push on failure
if: ${{ failure() }}
uses: ad-m/github-push-action@master
with:
branch: ${{ github.ref }}
force: true
github_token: ${{ secrets.GITHUB_TOKEN }}