forked from animatedread/Warrior_EA
8f2164698b
Step 3 of the swing-pivot plan, whole-hog. The swing label is now the ONE target and the era verdict is precision + recall per class against the label's own base rate - no win rate, no break-even, no expectancy, no geometry anywhere in training. DELETED - Expert/Excursion/ (4), Expert/BarrierHorizon/ (4), GeometrySweep, FirstPassageLadder, Labeling/TripleBarrier.mqh (CLabelOverlap survives in Labeling/LabelOverlap.mqh), 3 test EAs. - TripleBarrierLabel + walk, fractal label, geometry derivation/scan/ adoption, exit-policy replay, excursion MI targets, the drift verdict (DIRECTION_INTELLIGENT), the recall floor, balanced-accuracy telemetry, the barrier defines, the .cfg geometry adopt (slots kept as zeros for the positional layout), the derived-geometry live-order override. - TRAINING_TARGET input/enum: direction models are always swing; META2 re-keys the meta head onto label agreement (descriptor loses its two geometry slots). REWORKED - Labels.mqh (1795 -> ~370 lines): AdvanceSwingLabelState with FINALITY-GATED CACHING - an unresolved bar (pivot pair uncommitted) is never cached, so it can never freeze as a false Neutral; training, calibration, OOS scoring and online learning all skip unresolved bars. - SDeployVerdict: significance-only; SOosTally chance = larger directional class share; pooled gate poolability = timeframe (record v2). - Purge/embargo/declustering gaps: the measured mean label resolution lag (LabelResolutionBars), not a barrier horizon. - Pool purge key + backfill DB rows: marked at the bar the label resolved on (m_labelResolveAge), not a fabricated barrier touch. - Online learning frontier: finality, not a horizon delay. - m_bestBalancedOos -> m_bestSelectionScore, m_erasSinceBestBalanced -> m_erasSinceBest, ensemble vote outcome arrays -> label arrays. STEP 4 folded in: Entry_Multiplier / SL_Mode / TP_Mode / tradingdirection are inputs again - trade management is the tester GA's search space. Fingerprints: every direction model re-keys (TGT:SWG1 now unconditional, CUT token gone); META1 -> META2. Full retrain, as planned. Compile-verified in _claude_stage: Warrior_EA + both surviving test EAs, 0 errors, 0 warnings each. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
56 lines
3 KiB
MQL5
56 lines
3 KiB
MQL5
//+------------------------------------------------------------------+
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//| Warrior_EA |
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//| AnimateDread |
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//| |
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//| Adapter: CExpertSignalAIBase seen as a CTrainingDataView. |
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//+------------------------------------------------------------------+
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#ifndef WARRIOR_TRAINING_AIBASETRAININGDATA_MQH
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#define WARRIOR_TRAINING_AIBASETRAININGDATA_MQH
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#include "ITrainingData.mqh"
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class CExpertSignalAIBase;
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//+------------------------------------------------------------------+
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//| THE ONE PLACE THAT KNOWS BOTH SIDES. |
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//| |
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//| MQL5 will not let CExpertSignalAIBase implement CTrainingDataView |
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//| directly - it already inherits CExpertSignalCustom, and a class |
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//| gets one base. So the signal OWNS one of these instead, and hands |
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//| it to any collaborator that needs to read training data. |
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//| |
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//| Every method here is a forward. That is the entire point: this is |
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//| the only file that has to change when the signal renames a cache, |
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//| and no collaborator has to change at all. It holds a borrowed |
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//| pointer and never frees it - the signal outlives its own adapter |
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//| by construction. |
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//+------------------------------------------------------------------+
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class CAIBaseTrainingData : public CTrainingDataView
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{
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private:
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CExpertSignalAIBase *m_owner; // BORROWED - the signal owns this object, not the reverse
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public:
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CAIBaseTrainingData(void) : m_owner(NULL) { }
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~CAIBaseTrainingData(void) { m_owner = NULL; }
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void Bind(CExpertSignalAIBase *owner) { m_owner = owner; }
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virtual int HistoryBars(void) override;
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virtual int FeaturesPerBar(void) override;
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virtual int LabelResolutionBars(void) override;
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virtual int PurgeBars(void) override;
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virtual int CalibrationHiIndex(const int totalIter, const int oosCutoff) 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 bool RowFeatures(const int bar, const int width, double &x[]) override;
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virtual bool DirectionalCall(const int bar, bool &isBuy, double &magnitude) override;
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virtual string Id(void) override;
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virtual bool IsEnsembleMember(void) override;
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virtual int EnsembleIndex(void) override;
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virtual bool GateReference(double &precPct, int &calls, double &chancePct) override;
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virtual double EffectiveSampleSize(const double rawN) override;
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virtual bool Stopping(void) override;
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};
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#endif // WARRIOR_TRAINING_AIBASETRAININGDATA_MQH
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//+------------------------------------------------------------------+
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