68 lines
3.2 KiB
MQL5
 | #property strict
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#property tester_file "DualEA\\signal_model.onnx"
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#property tester_file "DualEA\\onnx_config.ini"
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#property tester_file "DualEA\\onnx_config.json"
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#property tester_file "DualEA\\parity_samples.csv"
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#include "../Include/ModelPredictor.mqh"
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#include "../Include/CMarketModelFeatures.mqh"
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int checks=0,failures=0;
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double max_probability_error=0.0,max_feature_error=0.0;
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void Check(bool ok,string label)
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{
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checks++;
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if(!ok){failures++;Print("[MODEL-PARITY FAIL] ",label);}
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}
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int OnInit()
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{
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CModelPredictor model;
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if(!model.Init("DualEA\\signal_model.onnx","DualEA\\onnx_config.json","DualEA\\onnx_config.ini")) return INIT_FAILED;
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string symbols[],names[],expected_names[];
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Check(model.GetSupportedSymbols(symbols),"Supported symbol metadata");
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Check(model.FeatureContract()=="market_universal_v1","Universal feature contract");
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Check(model.TrainedTimeframe()==PERIOD_H1,"H1 timeframe metadata");
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Check(!model.SupportsSymbol("NOT_A_TRAINED_SYMBOL"),"Unknown symbols rejected");
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model.GetFeatureNames(names);
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Check(UniversalModelFeatureNames(symbols,expected_names),"Shared schema generated");
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Check(ArraySize(names)==ArraySize(expected_names),"Schema dimension");
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for(int i=0;i<ArraySize(names) && i<ArraySize(expected_names);i++)
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Check(names[i]==expected_names[i],"Feature ordering");
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int file=FileOpen("DualEA\\parity_samples.csv",FILE_READ|FILE_CSV|FILE_ANSI,',',CP_UTF8);
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if(file==INVALID_HANDLE) return INIT_FAILED;
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int width=model.FeatureCount();
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for(int i=0;i<5+width;i++) FileReadString(file);
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int rows=0;
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while(!FileIsEnding(file))
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{
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string split=FileReadString(file);
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if(split=="" && FileIsEnding(file)) break;
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datetime decision_time=StringToTime(FileReadString(file));
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string symbol=FileReadString(file);
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int direction=(int)FileReadNumber(file);
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double expected=FileReadNumber(file);
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double raw[];
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ArrayResize(raw,width);
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for(int i=0;i<width;i++) raw[i]=FileReadNumber(file);
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double actual=model.Predict(raw,width);
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double error=MathAbs(actual-expected);
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max_probability_error=MathMax(max_probability_error,error);
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Check(actual>=0.0 && actual<=1.0 && error<0.00001,"Trained-double/native-ONNX probability parity: "+symbol);
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double base[],expanded[];
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bool built=BuildMarketModelFeatures(symbol,PERIOD_H1,decision_time,direction,base) &&
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ExpandUniversalModelFeatures(base,symbol,symbols,expanded);
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Check(built,"Runtime feature generation: "+symbol);
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if(built)
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{
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double feature_error=0.0;
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for(int i=0;i<width;i++) feature_error=MathMax(feature_error,MathAbs(raw[i]-expanded[i]));
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max_feature_error=MathMax(max_feature_error,feature_error);
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Check(feature_error<0.000001,"Historical/runtime feature parity: "+symbol);
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}
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rows++;
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}
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FileClose(file);
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Check(rows>=ArraySize(symbols)*6,"Multiple chronological samples per symbol");
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PrintFormat("[MODEL-PARITY] rows=%d checks=%d failures=%d max_probability_error=%.10g max_feature_error=%.10g",rows,checks,failures,max_probability_error,max_feature_error);
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return failures==0 ? INIT_SUCCEEDED : INIT_FAILED;
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}
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void OnTick() {}
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double OnTester(){return failures==0 ? checks : -failures;}
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