Inventar analitičkih alata

2026-05-09 referenca

Sve iz tools/analysis sa parametrima i workflow komandama. refresh_generator.py je orkestrator punog lanca.

↑ Svi izveštaji ← Meta-score v1 — trening

Generisano iz --help output-a svake skripte. Snimi rerun komandu pri svakoj izmeni alata da bi tabela ostala tacna.

1. Slot-portfolio simulatori (capital-curve metrika)

ToolSta radiKljucni parametri
slot_portfolio_compare.pyN-slot capital sim za sve generatore u DB-u--db-path --slots (npr. 4 ili 1,2,3,4,5) --initial-capital (1000) --fee-pct (0.1) --days (365) --mode (fixed/compound) --json
slot_portfolio_counterfactual.pySnapshot-based profit-lock overlay nad postojecim trade-ovima--db-path --slots (4) --arm-pct (1.0) --days (365) --generators (lista)
capital_benchmark_monthly.pyMesecni fixed vs compound benchmark za jedan par--db-path --table --buy-signal --sell-signal --max-concurrent --days

2. Cross-generator comparison (rangiranje)

ToolSta radiParametri
compare_generators.pySide-by-side ranking po izabranoj metrici--since --cache --models-dir --sort {name,n,wr,pnl,sharpe,pvalue} --json
compare_temporal_filter.pyIsti hour/weekday filter primenjen na vise generatora--db-path --hours --weekdays
analyze_all_generators.pySummary svake generator tabele iz DB-a--db-path

3. Per-generator deep analysis

ToolSta radiParametri
edge_diagnostic.pyEntry-vs-exit failure modes + akcijabilni suggestions--generator ili --all --since --json
walkforward.pyRolling OOS folds + permutation p-value + capture ratio--generator ili --all --since --train-days --test-days --permutations --json
regime_diagnostic.pyPer-regime breakdown + allow/forbid recommendations--generator ili --all --regime-symbol --regime-timeframe --since --cache --json
analyze_signal_pair.pyDetaljna PnL analiza jednog buy/sell para--db-path --table --buy-signal --sell-signal
analyze_temporal_edges.pyBest/worst entry hours i weekdays za par--db-path --table --buy-signal --sell-signal
analyze_temporal_top_generators.pyHour/day temporal stats nad top setom--db-path --hours --weekdays
monthly_signal_activity.pyMesecni signal + closed-trade volumen--db-path --table --buy-signal --sell-signal --days

4. Backfill / data prep (popunjavaju trades, MFE/MAE, regimes, modele)

ToolSta radiParametri
backfill_trades.pyPari buy/sell signale -> trades tabela--generator ili --all --start --end --dry-run
build_trade_excursions.pyMFE/MAE iz klines_cache.db (zahteva cache)--generator --klines-cache --refresh --dry-run
build_regimes.py4-way regime labeling (BTCUSDT)--symbol (BTCUSDT) --timeframe ili --all-timeframes --cache --adx-window (200) --atr-window (200) --adx-threshold (0.6) --atr-threshold (0.6)
train_meta_score.pyLogReg + walk-forward + AUC, snima model JSON--generator --since --klines-cache --out --l2 --iterations --folds --train-frac --report-json
backfill_all_generators.pyFresh DB copy + backfill iz patched generatora--src-db --dst-db --range-table --generators
backfill_and_analyze_generator.pySingle-generator backfill + analiza para--db-path --generator --buy-signal --sell-signal --range-table --table

5. Orkestriranje (one-shot pun chain)

ToolSta radiParametri
refresh_generator.pySve gore u jednom command-u — pair, excursions, train, walkforward, edge, regime--generator ili --all --since --cache --models-dir --regime-symbol --regime-timeframe --skip-pair/--skip-excursions/--skip-train/--skip-walkforward/--skip-edge/--skip-regime --l2 --iterations
run_benchmark_refresh.pyHardkodirani end-to-end refresh za standardni set generatora (no args)—
build_monthly_generator_report.pyGenerise reports/GENERATOR_MONTHLY_BENCHMARKS.md (no args, cita crypto_scanner_all_generators_analysis.db)—
export_generator_filters.pyGenerise GENERATOR_FILTERS.md iz live manifesta—

Tipican workflow

# Punji chain za jedan generator (ne dira prod):
python -m tools.analysis.refresh_generator --generator growth_threshold_regime_cycle --since 2025-11-01

# Cross-generator slot ranking (canonical Q):
python -m tools.analysis.slot_portfolio_compare \
    --db-path database/crypto_scanner_prod_20260509_safe.db --slots 1,2,3,4,5

# Counterfactual: sta bi profit-lock dao da je vec bio aktivan:
python -m tools.analysis.slot_portfolio_counterfactual \
    --db-path database/crypto_scanner_prod_20260509_safe.db --slots 4 --arm-pct 1.0

DB konvencija: svi tools koji rade nad backup-om hoce --db-path database/crypto_scanner_prod_20260509_safe.db. Tools koji rade nad live crypto_scanner.db (refresh_generator, edge_diagnostic, walkforward, regime_diagnostic, train_meta_score) koriste DATABASE_URL env var ili default sqlite path iz src/database.py.

Izvor: crypto_scanner/reports/analysis/2026-05-09_tools_inventory.md