wip

Author: tripolskypetr

cli/src/helpers/getArgs.ts

@@ -161,6 +161,14 @@ export const getArgs = singleshot(() => {
         type: "boolean",
         default: false,
       },
+      tune: {
+        type: "boolean",
+        default: false,
+      },
+      split: {
+        type: "string",
+        default: "",
+      },
       commit: {
         type: "string",
         default: "",

cli/src/index.ts

@@ -21,7 +21,9 @@ import "./main/pine";
 import "./main/editor";
 import "./main/dump";
 import "./main/pnldebug";
+import "./main/brokerdebug";
 import "./main/simulator";
+import "./main/tune";
 import "./main/flush";
 import "./main/init";
 import "./main/docker";

cli/src/main/help.ts

@@ -21,7 +21,8 @@ Modes:
   --dump                Fetch and save raw OHLCV candles
   --pnldebug            Simulate PnL per minute for a given entry price and direction
   --brokerdebug         Fire a single broker commit against the live broker adapter
-  --simulator <ideas.jsonl>  Sweep exit/entry parameters over crowd ideas, train author whitelist
+  --simulator <ideas.jsonl>  Feasibility probe over crowd ideas: is there a profitable corridor at all
+  --tune      <ideas.jsonl>  Walk-forward parameter search: train on the head, one frozen shot on the tail
   --flush  <entry...>   Delete report/log/markdown/agent folders from strategy dump dir
   --init                Scaffold a new project in the current directory
   --docker              Scaffold a Docker workspace for running strategies in a container
@@ -156,10 +157,13 @@ Simulator flags (--simulator):
   "author": string }. The file is validated BEFORE any work; a line that does not
   match the structure aborts the run with an error.
 
-  Runs the backtest-kit Simulator entity: one 5-day candle pass per idea, flood
-  dedupe (one idea per author per direction per 8h), default-ban author filter
-  (ban thresholds are grid axes), grid evaluation with time-based Sharpe/Sortino,
-  four ranking winners. The report includes the production author whitelist.
+  A FEASIBILITY PROBE, not a parameter search (that is --tune): the profit-harvesting
+  machinery is off (no profit lock, inert trailing, no weighted consensus), and a
+  fast 48-point grid of hard stop x hold x ban rule answers one question — does the
+  feed contain a profitable corridor at all. One 5-day candle pass per idea, flood
+  dedupe (one idea per author per direction per 8h), default-ban author filter,
+  time-based Sharpe/Sortino, four ranking winners. The report carries the corridor
+  share and the whitelist of the sharpe winner's ban rule as evidence.
   Ideas of other symbols are filtered out — one shared feed serves any --symbol.
 
   No output flag → print the Markdown summary to stdout. With --verbose every
@@ -169,6 +173,31 @@ Simulator flags (--simulator):
   Module file ./modules/simulator.module is loaded automatically if it exists
   (register your exchange there); without it CCXT Binance is used by default.
 
+Tune flags (--tune):
+
+  --symbol      <string>   Trading pair to tune (default: BTCUSDT)
+  --exchange    <string>   Exchange name (default: first registered)
+  --split       <string>   Train share of the feed time range, 0..1 (default: 0.7)
+  --output      <string>   Output file base name (default: tune_{SYMBOL}_{TIMESTAMP})
+  --json                   Save { trainSplit, train, test } to ./dump/<output>.json
+  --markdown               Save walk-forward report to ./dump/<output>.md
+  --verbose                Log simulator lifecycle callbacks to the console
+
+  Positional: path to an ideas .jsonl file — same shape and validation as --simulator.
+
+  The PARAMETER SEARCH counterpart of the --simulator probe: the full grid with the
+  profit-harvesting machinery on — profit lock, trailing take, weighted consensus,
+  Wilson-bound ban, both author-hit metrics (close/reach). Honesty is structural:
+  training sees ONLY the head of the feed (--split of its time range), then the
+  sharpe winner is frozen — point and raw author track record — and fired exactly
+  once on the tail via Simulator.test. Nothing is trained on the tail; authors
+  unseen in training are banned by default. The report carries the train winners,
+  the out-of-sample result with the trade list, and the frozen author track record
+  to hardcode for production Simulator.test.
+
+  Module file ./modules/tune.module is loaded automatically if it exists
+  (register your exchange there); without it CCXT Binance is used by default.
+
 Flush flags (--flush):
 
   One or more positional entry points. For each entry point the following
@@ -202,7 +231,8 @@ Module hooks (loaded automatically by each mode):
   modules/dump.module       --dump       Exchange schema for candle dumps
   modules/pnldebug.module   --pnldebug      Exchange schema for PnL debug runs
   modules/brokerdebug.module  --brokerdebug   Broker adapter used for broker commit testing
-  modules/simulator.module  --simulator     Exchange schema for crowd-ideas simulation
+  modules/simulator.module  --simulator     Exchange schema for the crowd-ideas feasibility probe
+  modules/tune.module       --tune          Exchange schema for the walk-forward parameter search
 
   --flush has no associated module. It only removes dump subdirectories.
 
@@ -232,7 +262,9 @@ Examples:
   node ${ENTRY_PATH} --brokerdebug --commit signal-open --symbol BTCUSDT
   node ${ENTRY_PATH} --brokerdebug --commit partial-profit --symbol ETHUSDT
   node ${ENTRY_PATH} --simulator --symbol BTCUSDT ./assets/tv-ideas.normalized.jsonl
-  node ${ENTRY_PATH} --simulator --symbol BTCUSDT --json --output jun_2026_sweep ./assets/tv-ideas.normalized.jsonl
+  node ${ENTRY_PATH} --simulator --symbol BTCUSDT --json --output jun_2026_probe ./assets/tv-ideas.normalized.jsonl
+  node ${ENTRY_PATH} --tune --symbol BTCUSDT ./assets/tv-ideas.normalized.jsonl
+  node ${ENTRY_PATH} --tune --symbol BTCUSDT --split 0.7 --markdown --output jun_2026_tune ./assets/tv-ideas.normalized.jsonl
   node ${ENTRY_PATH} --flush ./content/feb_2026.strategy/feb_2026.strategy.ts
   node ${ENTRY_PATH} --flush ./content/feb_2026.strategy/feb_2026.strategy.ts ./content/feb_2026.strategy/feb_2026.test.ts
   node ${ENTRY_PATH} --init --output my-trading-bot

cli/src/main/simulator.ts

@@ -35,6 +35,9 @@ const validateIdea = (idea: any, line: number): string | null => {
 };
 
 const toMarkdown = (result: ISimulatorResult): string => {
+  const profitable = result.reports.filter(
+    ({ totalPnlPercent }) => totalPnlPercent > 0,
+  ).length;
   const lines: string[] = [];
   lines.push(`# Simulator Report — ${result.symbol}`);
   lines.push("");
@@ -43,30 +46,33 @@ const toMarkdown = (result: ISimulatorResult): string => {
   lines.push(`| Ideas (total / directional) | ${result.ideasTotal} / ${result.ideasDirectional} |`);
   lines.push(`| Profiles (truncated) | ${result.profileCount} (${result.truncatedCount}) |`);
   lines.push(`| Authors allowed / banned | ${result.allowedAuthors.length} / ${result.bannedAuthors.length} |`);
-  lines.push(`| Grid points | ${result.reports.length} |`);
+  lines.push(`| Profitable corridor | ${profitable} / ${result.reports.length} grid points |`);
   lines.push(`| Hold minutes avg / p95 / p99 | ${result.avgHoldMinutes.toFixed(0)} / ${result.p95HoldMinutes} / ${result.p99HoldMinutes} |`);
   lines.push("");
   lines.push(`## Ranking winners`);
   lines.push("");
-  lines.push(`| Criterion | Stop% | Trailing% | Hold | Aligned | Track | HitRate | Trades | PNL% | WinRate | Sharpe | Sortino |`);
-  lines.push(`| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |`);
+  lines.push(`| Criterion | Stop% | Hold | Track | HitRate | Trades | PNL% | WinRate | Sharpe | Sortino |`);
+  lines.push(`| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |`);
   for (const best of result.best) {
     if (!best.report) {
-      lines.push(`| ${best.criterion} | — | — | — | — | — | — | — | — | — | — | — |`);
+      lines.push(`| ${best.criterion} | — | — | — | — | — | — | — | — | — |`);
       continue;
     }
     const { point } = best.report;
     lines.push(
-      `| ${best.criterion} | ${point.hardStopPercent} | ${point.trailingTakePercent} | ${point.holdMinutes / 60}h | ${point.minIdeasAligned} | ${point.minAuthorTrack} | ${point.minAuthorHitRate} | ` +
+      `| ${best.criterion} | ${point.hardStopPercent} | ${point.holdMinutes / 60}h | ${point.minAuthorTrack} | ${point.minAuthorHitRate} | ` +
         `${best.report.trades} | ${best.report.totalPnlPercent.toFixed(2)}% | ${(best.report.winRate * 100).toFixed(0)}% | ${best.report.sharpe.toFixed(2)} | ${best.report.sortino.toFixed(2)} |`,
     );
   }
   lines.push("");
-  lines.push(`## Allowed authors (production whitelist)`);
+  lines.push(`## Allowed authors (whitelist of the sharpe winner rule)`);
   lines.push("");
   lines.push(`| Author | Ideas | Hits | HitRate |`);
   lines.push(`| --- | --- | --- | --- |`);
-  for (const stat of result.authorStats.filter(({ banned }) => !banned)) {
+  // артефакт авторов живёт по-победительно в best[] — ран-левел
+  // authorStats в ISimulatorResult больше нет
+  const sharpeBest = result.best.find(({ criterion }) => criterion === "sharpe");
+  for (const stat of (sharpeBest?.authorStats ?? []).filter(({ banned }) => !banned)) {
     lines.push(`| ${stat.author} | ${stat.ideas} | ${stat.hits} | ${(stat.hitRate * 100).toFixed(0)}% |`);
   }
   return lines.join("\n");
@@ -172,22 +178,31 @@ export const main = async () => {
 
   const symbol = <string>values.symbol || "BTCUSDT";
 
+  // Проба осуществимости, НЕ поиск заработка (подбор параметров — у
+  // --tune): собирающая прибыль механика выключена, остаётся вопрос
+  // "есть ли прибыльный коридор" по стопу x холду x правилу бана —
+  // 48 точек, быстрый вердикт
   addSimulatorSchema({
     simulatorName: SIMULATOR_NAME,
     exchangeName,
     gridAxes: {
-      hardStopPercent: [1, 1.5, 2, 2.5, 3, 4, 5, 7],
-      trailingTakePercent: [0.5, 1, 1.5, 2, 3, 4],
+      // грубая шкала катастрофы: коридор должен быть широким, не точкой
+      hardStopPercent: [2, 3, 5, 7],
+      // инертен: проба не собирает прибыль, выход — по времени или стопу
+      trailingTakePercent: [100],
       holdMinutes: [24 * 60, 2 * 24 * 60, 3 * 24 * 60],
-      minIdeasAligned: [1, 2, 3],
-      minAuthorTrack: [2, 3, 5],
+      // одного проверенного автора достаточно — консенсус не перебираем
+      minIdeasAligned: [1],
+      // правило бана — единственная перебираемая "умность" пробы
+      minAuthorTrack: [3, 5],
       minAuthorHitRate: [0.5, 0.6],
-      minWeightAligned: [0, 0.6, 1.2],
-      profitLockPercent: [0, 1.5, 2.5],
-      authorMetric: ["close", "reach"],
+      minAuthorWilson: [0],
+      minWeightAligned: [0],
+      profitLockPercent: [0],
+      authorMetric: ["close"],
       banCriteria: ["sharpe", "pnl"],
-      minAuthorWilson: [0, 0.6],
     },
+    reportOrder: "sharpe",
     callbacks: {
       onProgress: (symbol, stage, processed, total) => {
         if (values.verbose) {

cli/src/main/start.ts

@@ -3,7 +3,7 @@ import getEntry from "../helpers/getEntry";
 
 declare const __PACKAGE_VERSION__: string;
 
-const MODES = ["backtest", "walker", "paper", "live", "main", "pine", "editor", "dump", "pnldebug", "brokerdebug", "simulator", "flush", "init", "docker", "help", "version"] as const;
+const MODES = ["backtest", "walker", "paper", "live", "main", "pine", "editor", "dump", "pnldebug", "brokerdebug", "simulator", "tune", "flush", "init", "docker", "help", "version"] as const;
 
 const ENTRY_PATH = "./node_modules/@backtest-kit/cli/build/index.mjs";