5f7702469e
- Removed v10 TradingView indicator (moneyline_v10_momentum_dots.pinescript) - Removed v10 penalty system from signal-quality.ts (-30/-25 point penalties) - Removed backtest result files (sweep_*.csv) - Updated copilot-instructions.md to remove v10 references - Simplified direction-specific quality thresholds (LONG 90+, SHORT 80+) Rationale: - 1,944 parameter combinations tested in backtest - All top results IDENTICAL (568 trades, $498 P&L, 61.09% WR) - Momentum parameters had ZERO impact on trade selection - Profit factor 1.027 too low (barely profitable after fees) - Max drawdown -$1,270 vs +$498 profit = terrible risk-reward - v10 penalties were blocking good trades (bug: applied to wrong positions) Keeping v9 as production system - simpler, proven, effective.
56 lines
1.2 KiB
Python
56 lines
1.2 KiB
Python
import dis
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import array
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import collections
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try:
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import html
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except ImportError:
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html = None
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from setuptools.extern import six
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from setuptools.extern.six.moves import html_parser
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__metaclass__ = type
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OpArg = collections.namedtuple('OpArg', 'opcode arg')
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class Bytecode_compat:
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def __init__(self, code):
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self.code = code
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def __iter__(self):
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"""Yield '(op,arg)' pair for each operation in code object 'code'"""
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bytes = array.array('b', self.code.co_code)
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eof = len(self.code.co_code)
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ptr = 0
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extended_arg = 0
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while ptr < eof:
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op = bytes[ptr]
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if op >= dis.HAVE_ARGUMENT:
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arg = bytes[ptr + 1] + bytes[ptr + 2] * 256 + extended_arg
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ptr += 3
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if op == dis.EXTENDED_ARG:
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long_type = six.integer_types[-1]
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extended_arg = arg * long_type(65536)
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continue
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else:
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arg = None
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ptr += 1
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yield OpArg(op, arg)
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Bytecode = getattr(dis, 'Bytecode', Bytecode_compat)
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unescape = getattr(html, 'unescape', html_parser.HTMLParser().unescape)
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