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.
76 lines
2.3 KiB
Python
76 lines
2.3 KiB
Python
import logging
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import os
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import tempfile
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import shutil
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import json
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from subprocess import check_call, check_output
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from tarfile import TarFile
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from dateutil.zoneinfo import METADATA_FN, ZONEFILENAME
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def rebuild(filename, tag=None, format="gz", zonegroups=[], metadata=None):
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"""Rebuild the internal timezone info in dateutil/zoneinfo/zoneinfo*tar*
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filename is the timezone tarball from ``ftp.iana.org/tz``.
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"""
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tmpdir = tempfile.mkdtemp()
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zonedir = os.path.join(tmpdir, "zoneinfo")
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moduledir = os.path.dirname(__file__)
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try:
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with TarFile.open(filename) as tf:
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for name in zonegroups:
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tf.extract(name, tmpdir)
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filepaths = [os.path.join(tmpdir, n) for n in zonegroups]
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_run_zic(zonedir, filepaths)
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# write metadata file
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with open(os.path.join(zonedir, METADATA_FN), 'w') as f:
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json.dump(metadata, f, indent=4, sort_keys=True)
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target = os.path.join(moduledir, ZONEFILENAME)
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with TarFile.open(target, "w:%s" % format) as tf:
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for entry in os.listdir(zonedir):
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entrypath = os.path.join(zonedir, entry)
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tf.add(entrypath, entry)
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finally:
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shutil.rmtree(tmpdir)
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def _run_zic(zonedir, filepaths):
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"""Calls the ``zic`` compiler in a compatible way to get a "fat" binary.
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Recent versions of ``zic`` default to ``-b slim``, while older versions
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don't even have the ``-b`` option (but default to "fat" binaries). The
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current version of dateutil does not support Version 2+ TZif files, which
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causes problems when used in conjunction with "slim" binaries, so this
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function is used to ensure that we always get a "fat" binary.
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"""
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try:
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help_text = check_output(["zic", "--help"])
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except OSError as e:
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_print_on_nosuchfile(e)
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raise
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if b"-b " in help_text:
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bloat_args = ["-b", "fat"]
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else:
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bloat_args = []
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check_call(["zic"] + bloat_args + ["-d", zonedir] + filepaths)
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def _print_on_nosuchfile(e):
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"""Print helpful troubleshooting message
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e is an exception raised by subprocess.check_call()
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"""
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if e.errno == 2:
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logging.error(
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"Could not find zic. Perhaps you need to install "
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"libc-bin or some other package that provides it, "
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"or it's not in your PATH?")
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