forked from animatedread/Warrior_EA
1baa13c5b4
~2,300 lines. META had real, repeatedly measured ranking skill and ZERO
operating points that ever cleared break-even (0/350 H1 eras, 1/999 H4
pre-2-sigma, 0/8 pooled fitted points). The clinching arithmetic was edge x
width = 0.095 ATR/trade against spread 0.099 ATR/trade, and the
dose-response showed the high-conviction tail is temporally unstable -
the precision-vs-threshold slope flips sign between calib and test on 3 of
4 symbols, so no ex-ante threshold rule exists. It shipped default-off and
never gated a live entry. The self-measured tier weights are what actually
rank the vote, and all six H4 instruments converged on them alone.
RETRAIN-NEUTRAL, and that is the property that made this safe:
- The weights fingerprint emitted "|TGT:META2" or "|TGT:SWG1" from an
if/else. Every direction model already took the SWG1 arm, so
collapsing it to an unconditional append is byte-identical. No .nnw or
.cfg is orphaned or re-keyed.
- NetInputWidth() lost its "+ MetaDescWidth()" term. MetaDescWidth()
returned 0 for every direction model, so the input layer is unchanged.
- DbLegacyAiSlot()'s slot 5 was reachable only with all four Use_* NNs
off AND meta on - a config that never shipped. Every existing .db keeps
its filename.
Deleted outright: Signals/SignalMETA.mqh, Expert/Trading/MetaGate.mqh (the
directory is now empty), Expert/Training/{MetaCorpus,MetaCandidateStore,
MetaFamilies}.mqh, Tests/Test_MetaFamilies.mq5, Meta_Labeling_Design.md.
Unwound in place, the delicate part: Training.mqh carried four
IsMetaTarget() branches whose else-arm WRAPPED the direction body (pass 1
queueing, pass 2 backprop, pass 2.5 calibration, pass 3 OOS scoring). Each
wrapper is removed and the direction body promoted back to its original
nesting - the bodies were never re-indented when the wrappers were added,
so the promoted code is byte-identical to what ran before META existed.
Also gone: the ensemble verdict's meta-veto replay and its
approved/vetoed/unscored counters, the per-family/per-side OOS
decomposition arrays, the m_isTrainQueueCand parallel queue and its
lockstep shuffle, and the S2 era report.
Also removed: the CMetaGate abstraction and the live CheckOpenPosition
veto; m_gates plus AddFilter's non-voter routing and IsVotingSignal()
(META was the only non-voting child, so m_gates was always empty);
m_parentSignal/SetParentSignal (existed only to reach the root's gate);
SweepPrepare/SweepPrepareIndicator (only caller was the corpus sweep);
IsMetaTarget() from all four view interfaces and their adapters;
Use_MetaLabeling, EnableMETA, Meta_ExportDataset, m_trainTarget.
EvalShift is KEPT - HistoricalNetVote() uses it for the filtered overlay,
not just the corpus sweep; only its comment changed. The 2-output softmax
arm in NetForward.mqh is kept too: it costs nothing and is the reusable
binary-head path, now commented as unclaimed rather than as META's.
Compile-verified in _claude_stage: 0 errors, 0 warnings, matching the
pre-edit baseline.
Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
78 lines
4.3 KiB
MQL5
78 lines
4.3 KiB
MQL5
//+------------------------------------------------------------------+
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//| Warrior_EA |
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//| AnimateDread |
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//| |
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//| CAIBaseOnlineLearningView - declarations only, bodies in |
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//| AIBaseOnlineLearningViewImpl.mqh (needs the full signal declared).|
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//| Same shape as Persistence\AIBasePersistenceView.mqh. |
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//+------------------------------------------------------------------+
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#ifndef WARRIOR_ONLINELEARNING_AIBASEONLINELEARNINGVIEW_MQH
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#define WARRIOR_ONLINELEARNING_AIBASEONLINELEARNINGVIEW_MQH
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#include "IOnlineLearningView.mqh"
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class CExpertSignalAIBase;
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class CAIBaseOnlineLearningView : public COnlineLearningView
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{
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private:
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CExpertSignalAIBase *m_owner;
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public:
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CAIBaseOnlineLearningView(void) : m_owner(NULL) { }
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void Bind(CExpertSignalAIBase *owner) { m_owner = owner; }
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virtual string Id(void) override;
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virtual string ActiveFileName(void) override;
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virtual bool ActiveFileCommon(void) override;
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virtual long EraCount(void) override;
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virtual bool TrainingComplete(void) override;
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virtual bool IsEnsembleMember(void) override;
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virtual double ErrorPct(void) override;
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virtual double UndefinePct(void) override;
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virtual double Forecast(void) override;
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virtual datetime StudiedTime(void) override;
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virtual CNet *NetPtr(void) override;
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virtual CArrayDouble *TempData(void) override;
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virtual int OutputNeurons(void) override;
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virtual bool BuildFeatureWindow(const int bar) override;
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virtual double ApplyClassificationSoftmax(void) override;
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virtual double AdjustedSignalFromSoftmax(void) override;
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virtual ENUM_SIGNAL SignalFromValue(const double v) override;
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virtual ENUM_SIGNAL BarLabel(const int bar) override;
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virtual int LabelResolveAge(const int bar) override;
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virtual bool HasLabel(const int bar) override;
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virtual bool IsBuyLabel(const int bar) override;
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virtual bool IsSellLabel(const int bar) override;
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virtual int HistoryBars(void) override;
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virtual int CalibPurgeBars(void) override;
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virtual int CalibLoIndex(const int oosCutoff) override;
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virtual int CalibHiIndex(const int totalIter, const int oosCutoff) override;
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virtual int CalibBandBars(const int totalIter, const int oosCutoff) override;
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virtual double PriorBuy(void) override;
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virtual double PriorSell(void) override;
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virtual double PriorNeutral(void) override;
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virtual bool InferenceOnly(void) override;
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virtual bool TrainRunActive(void) override;
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virtual bool TrainingStopRequested(void) override;
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virtual bool TrainingPaused(void) override;
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virtual int AvailableBars(void) override;
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virtual int ServableBars(const int want, const string context) override;
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virtual bool ResizeBuffers(const int barIndex) override;
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virtual bool RefreshData(void) override;
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virtual bool EnsureBarCachesCapacity(const int bars) override;
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virtual datetime BarTime(const int idx) override;
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virtual double CloseAt(const int idx) override;
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virtual double AtrAt(const int idx) override;
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virtual double SpreadPrice(void) override;
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virtual string FilterId(void) override;
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virtual int ConfidenceTierNow(void) override;
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virtual double PatternWeightForTier(const int tier) override;
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virtual string PatternTableName(const string filterId, const string pattern, const string direction) override;
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virtual void RegisterSignalRow(int year, int month, int day, int DOW, int hour, int minutes,
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string tableName, string pattern, string direction,
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double entryPrice, double exitPrice, string result, double netVote) override;
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virtual double PrevSignal(void) override;
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virtual void SetPrevSignal(const double v) override;
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virtual bool SaveModelStatsNow(void) override;
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virtual void FlattenIndicatorParams(double &ip[]) override;
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virtual double ModelEta(void) override;
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};
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#endif // WARRIOR_ONLINELEARNING_AIBASEONLINELEARNINGVIEW_MQH
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//+------------------------------------------------------------------+
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