optimize-indi.yml

---
name: Optimize Indicator params

# yamllint disable-line rule:truthy
on:
  push:
    branches:
      - 'optimize-indi'

jobs:
  Compile:
    defaults:
      run:
        shell: powershell
    runs-on: windows-latest
    steps:
      - uses: actions/checkout@v3
      - uses: actions/checkout@v3
        with:
          path: Include/EA31337-classes
          ref: dev
          repository: EA31337/EA31337-classes
      - name: Enables optimization mode
        run: echo '#define __input__' > config/define.h
      - name: Compile for MQL4
        uses: fx31337/mql-compile-action@master
        with:
          include: .
          init-platform: true
          mt-version: 5.0.0.2361
          path: Stg_ADX.mq4
          verbose: true
      - name: Compile for MQL5
        uses: fx31337/mql-compile-action@master
        with:
          include: .
          mt-version: 5.0.0.2515
          path: Stg_ADX.mq5
          verbose: true
      - name: List compiled files
        run: '(Get-ChildItem -Recurse -Path . -Include *.ex[45]).fullname'
      - run: Get-Location
      - name: Upload EA
        uses: actions/upload-artifact@v2
        with:
          name: EA
          path: '*.ex?'
  Process:
    env:
      SETS_DIR: sets/optimize/indicator
    outputs:
      sets-list: ${{ steps.get-sets.outputs.sets }}
    runs-on: ubuntu-latest
    steps:
      - uses: actions/checkout@v3
      - name: Set output with list of sets
        id: get-sets
        run: |
          import glob, json, os
          os.chdir(os.getenv('SETS_DIR'))
          files = glob.glob("*.set")
          print("::set-output name=sets::{}".format(json.dumps(files)))
        shell: python
      - name: Display output
        run: echo ${{ steps.get-sets.outputs.sets }}
      - name: Upload config
        uses: actions/upload-artifact@v2
        with:
          name: config
          path: 'config'
      - name: Upload sets
        uses: actions/upload-artifact@v2
        with:
          name: sets
          path: ${{ env.SETS_DIR }}
  Optimize:
    needs: [Compile, Process]
    runs-on: ubuntu-latest
    strategy:
      matrix:
        pair: [EURUSD]
        setfile: ${{ fromJson(needs.Process.outputs.sets-list) }}
        tf: [M1, M5, M15, M30]
      max-parallel: 4
    steps:
      - uses: actions/download-artifact@v2
        with:
          path: .
      - name: Generate env file
        run: >-
          grep -w = config/${{ matrix.pair }}_${{ matrix.tf }}.h
          | sed -e 's/[}; ]*//g;s/([^)]*)//g;s/^.*{//g' | tee sets/.env
      - name: Generate SET file from the template file
        uses: cuchi/jinja2-action@v1.2.0
        with:
          template: sets/${{ matrix.setfile }}.j2
          output_file: sets/${{ matrix.setfile }}
          data_file: sets/.env
          data_format: env
      - name: Sets input data
        id: data
        run: |
          tfs = {"M1":1, "M5":2, "M15":4, "M30":8, "H1":16, "H4":32, "H8":64}
          print("::set-output name=tf::{}".format(tfs.get("${{ matrix.tf }}")))
          setfile = "sets/${{ matrix.setfile }}"
          for line in open(setfile, "r").readlines():
            if line.strip().endswith(",F=1"):
              print("::set-output name=param::{}"
                .format(line.strip().replace(",F=1", "")))
              break
        shell: python
      - name: Sets timeframe
        run: echo Active_Tfs=${{ steps.data.outputs.tf }} | tee -a sets/*.set
      - name: Display SET file
        run: cat sets/${{ matrix.setfile }}
      - uses: ea31337/mql-tester-action@master
        with:
          BtDeposit: 100000
          BtDest: ${{ github.workspace }}/_results
          BtMonths: 11-12
          BtPair: ${{ matrix.pair }}
          BtYears: 2020
          OptFormatBrief: true
          OptFormatJson: true
          OptOptimize: true
          OptVerbose: true
          SetFile: ${{ github.workspace }}/sets/${{ matrix.setfile }}
          SetParams: ${{ steps.data.outputs.param }}
          TestExpert: "Stg_ADX"
          TestPeriod: ${{ matrix.tf }}
          TestReportName: Report-${{ matrix.pair }}-${{ matrix.tf }}
      - name: Upload result files
        uses: actions/upload-artifact@v2
        with:
          name: results
          path: ./_results/*.*
      - name: Process results
        run: |
          pwd
          ls
          jq --version
          jq . _results/*.json
          jq -r '(."Result params"/";")[0]' _results/*.json
          jq -r '((."Result params"/";")[0]/"=")[0]'
          jq -r '(."Result params"/";")[0]' _results/*.json \
            >> $GITHUB_ENV
          jq -r '"pname="+((."Result params"/";")[0]/"=")[0]' \
            _results/*.json >> $GITHUB_ENV
      - name: Process SET file
        run: |
          echo Timeframe=${{ matrix.tf }} >> sets/${{ matrix.setfile }}
          cat sets/${{ matrix.setfile }}
      - name: Generate config file from the SET file
        uses: cuchi/jinja2-action@v1.2.0
        with:
          template: config/template.j2
          output_file: config/${{ matrix.pair }}_${{ matrix.tf }}.h
          data_file: sets/${{ matrix.setfile }}
          data_format: env
      - name: Display config file
        run: cat config/${{ matrix.pair }}_${{ matrix.tf }}.h
      - name: Upload updated config file
        uses: actions/upload-artifact@v2
        with:
          name: config
          path: ./config/${{ matrix.pair }}_${{ matrix.tf }}.h
  Push:
    needs: Optimize
    runs-on: ubuntu-latest
    steps:
      - uses: actions/checkout@v3
        with:
          persist-credentials: false
          # Otherwise, you will failed to push refs to dest repo.
          fetch-depth: 0
      - uses: actions/download-artifact@v2
        with:
          name: config
          path: config
      - uses: actions/download-artifact@v2
        with:
          name: results
          path: .results
      - name: Parse results
        run: |
          cat << EOF >> $GITHUB_ENV
          RES_DD=$(jq -rs '.[0]|."Drawdown %"' .results/*.json)
          RES_PF=$(jq -rs '.[0]|."Profit factor"' .results/*.json)
          RES_TT=$(jq -rs '.[0]|."Total trades"' .results/*.json)
          EOF
        shell: bash -ex {0}
      - name: Check differences
        id: git-details
        run: echo "::set-output name=changed::$(git diff | wc -l)"
      - name: Commit files
        env:
          COMMIT_MSG: >-
            ${{ github.workflow }}
            (pf=${{ env.RES_PF }}; dd=${{ env.RES_DD }}; tt=${{ env.RES_TT }})
          GIT_EMAIL: ${{ github.actor }}@users.noreply.github.com
          GIT_NAME: ${{ github.actor }}
        run: |
          echo '*.j2' >> .git/info/exclude
          echo '.results' >> .git/info/exclude
          echo "Lines changed: ${{ steps.git-details.outputs.changed }}"
          git config --local core.autocrlf false
          git config --local user.email $GIT_EMAIL
          git config --local user.name $GIT_NAME
          git add config/*.h && git add --renormalize config/*.h
          git pull origin ${{ github.ref }} --autostash --rebase -X ours
          git commit --allow-empty -am "$COMMIT_MSG"
          NO_PAGER=1 git --no-pager diff HEAD^
      - name: Push changes
        env:
          DD: ${{ env.RES_DD }}
          PF: ${{ env.RES_PF }}
          TT: ${{ env.RES_TT }}
        uses: ad-m/github-push-action@master
        with:
          branch: dev-optimize-${{ env.PF }}pf-${{ env.DD }}dd-${{ env.TT }}tt
          force: true
          github_token: ${{ secrets.GITHUB_TOKEN }}
      - name: Re-pull on failure
        if: ${{ failure() }}
        run: git pull origin ${{ github.ref }} --autostash --rebase -X ours
      - name: Re-push on failure
        if: ${{ failure() }}
        uses: ad-m/github-push-action@master
        with:
          branch: ${{ github.ref }}
          force: true
          github_token: ${{ secrets.GITHUB_TOKEN }}