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.
50 lines
1.2 KiB
Python
50 lines
1.2 KiB
Python
from __future__ import annotations
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from pathlib import Path
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from typing import Sequence
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from pandas.compat._optional import import_optional_dependency
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from pandas.core.dtypes.inference import is_list_like
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from pandas.core.api import DataFrame
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from pandas.io.common import stringify_path
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def read_spss(
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path: str | Path,
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usecols: Sequence[str] | None = None,
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convert_categoricals: bool = True,
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) -> DataFrame:
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"""
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Load an SPSS file from the file path, returning a DataFrame.
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.. versionadded:: 0.25.0
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Parameters
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----------
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path : str or Path
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File path.
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usecols : list-like, optional
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Return a subset of the columns. If None, return all columns.
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convert_categoricals : bool, default is True
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Convert categorical columns into pd.Categorical.
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Returns
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-------
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DataFrame
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"""
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pyreadstat = import_optional_dependency("pyreadstat")
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if usecols is not None:
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if not is_list_like(usecols):
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raise TypeError("usecols must be list-like.")
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else:
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usecols = list(usecols) # pyreadstat requires a list
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df, _ = pyreadstat.read_sav(
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stringify_path(path), usecols=usecols, apply_value_formats=convert_categoricals
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)
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return df
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