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.
104 lines
3.3 KiB
Python
104 lines
3.3 KiB
Python
"""distutils.extension
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Provides the Extension class, used to describe C/C++ extension
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modules in setup scripts.
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Overridden to support f2py.
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"""
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import re
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from distutils.extension import Extension as old_Extension
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cxx_ext_re = re.compile(r'.*\.(cpp|cxx|cc)\Z', re.I).match
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fortran_pyf_ext_re = re.compile(r'.*\.(f90|f95|f77|for|ftn|f|pyf)\Z', re.I).match
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class Extension(old_Extension):
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"""
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Parameters
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----------
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name : str
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Extension name.
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sources : list of str
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List of source file locations relative to the top directory of
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the package.
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extra_compile_args : list of str
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Extra command line arguments to pass to the compiler.
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extra_f77_compile_args : list of str
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Extra command line arguments to pass to the fortran77 compiler.
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extra_f90_compile_args : list of str
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Extra command line arguments to pass to the fortran90 compiler.
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"""
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def __init__(
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self, name, sources,
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include_dirs=None,
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define_macros=None,
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undef_macros=None,
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library_dirs=None,
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libraries=None,
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runtime_library_dirs=None,
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extra_objects=None,
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extra_compile_args=None,
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extra_link_args=None,
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export_symbols=None,
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swig_opts=None,
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depends=None,
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language=None,
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f2py_options=None,
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module_dirs=None,
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extra_f77_compile_args=None,
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extra_f90_compile_args=None,):
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old_Extension.__init__(
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self, name, [],
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include_dirs=include_dirs,
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define_macros=define_macros,
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undef_macros=undef_macros,
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library_dirs=library_dirs,
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libraries=libraries,
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runtime_library_dirs=runtime_library_dirs,
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extra_objects=extra_objects,
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extra_compile_args=extra_compile_args,
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extra_link_args=extra_link_args,
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export_symbols=export_symbols)
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# Avoid assert statements checking that sources contains strings:
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self.sources = sources
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# Python 2.4 distutils new features
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self.swig_opts = swig_opts or []
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# swig_opts is assumed to be a list. Here we handle the case where it
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# is specified as a string instead.
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if isinstance(self.swig_opts, str):
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import warnings
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msg = "swig_opts is specified as a string instead of a list"
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warnings.warn(msg, SyntaxWarning, stacklevel=2)
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self.swig_opts = self.swig_opts.split()
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# Python 2.3 distutils new features
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self.depends = depends or []
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self.language = language
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# numpy_distutils features
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self.f2py_options = f2py_options or []
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self.module_dirs = module_dirs or []
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self.extra_f77_compile_args = extra_f77_compile_args or []
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self.extra_f90_compile_args = extra_f90_compile_args or []
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return
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def has_cxx_sources(self):
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for source in self.sources:
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if cxx_ext_re(str(source)):
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return True
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return False
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def has_f2py_sources(self):
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for source in self.sources:
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if fortran_pyf_ext_re(source):
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return True
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return False
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# class Extension
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