SniperGold_ML/ml/p3/smc_semantic/parity_choch_pivot_check.py

# -*- coding: utf-8 -*-
"""P3-S.3 diagnostic: runtime-training pivot parity (strict vs equal-allowed) utk CHoCH."""
import os
import sys

import numpy as np

HERE = os.path.dirname(os.path.abspath(__file__))
REPO_ML = os.path.normpath(os.path.join(HERE, "..", "..", "..", "ml"))
REPO_P3 = os.path.normpath(os.path.join(REPO_ML, "p3"))
REPO_PARITY = os.path.normpath(os.path.join(REPO_ML, "parity"))
sys.path.insert(0, HERE)
sys.path.insert(0, REPO_ML)
sys.path.insert(0, REPO_P3)
sys.path.insert(0, REPO_PARITY)

import p3_common as P3
P3.DATA = r"D:\TradingTerminal\HFM Metatrader 5\MQL5\Files\AlgoForge\Data"
import smc_semantic_common as SC
import train_model as TM
import build_features_p2 as BFP


def main():
    t, o, h, l, c, v, htf = SC.load_data()
    n = len(c)
    sw_at = np.zeros(n, dtype=int)
    sw_s = TM.build_structure(o, h, l, c, SC.SWING_LEN, False, sw_at, begin=100)
    inn_s = TM.build_structure(o, h, l, c, SC.INTERNAL_LEN, True,
                               sw_s["trend"].copy(), begin=100)
    sw_e = BFP.build_structure_fast(o, h, l, c, SC.SWING_LEN, False, sw_at, begin=100)
    inn_e = BFP.build_structure_fast(o, h, l, c, SC.INTERNAL_LEN, True,
                                     sw_e["trend"].copy(), begin=100)
    cd_s, cd_e = inn_s["choch_dir"], inn_e["choch_dir"]
    cb_s, cb_e = inn_s["choch_bar"], inn_e["choch_bar"]
    out = {
        "n_bars": int(n),
        "choch_dir_mismatch": int((cd_s != cd_e).sum()),
        "choch_dir_mismatch_pct": round(float((cd_s != cd_e).sum()) / n * 100.0, 4),
        "choch_bar_mismatch": int((cb_s != cb_e).sum()),
        "onsets_strict": int((cb_s == np.arange(n)).sum()),
        "onsets_equal_allowed": int((cb_e == np.arange(n)).sum()),
        "note": "strict = train_model.build_structure (equal TIDAK allowed); "
                "equal = build_features_p2.build_structure_fast / EA IsPivotHigh (equal allowed)",
    }
    print(out)
    with open(os.path.join(HERE, "output", "parity_choch_pivot_strict_vs_equal.json"),
              "w", encoding="utf-8") as f:
        import json
        json.dump(out, f, indent=2, default=str)


if __name__ == "__main__":
    main()