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refactor: modularize pinescript/optimizer.js (745 lines) into 4 modules
- Created 4 focused modules: 1. optimizer-core.js (200 lines) - Core optimization methods 2. parameter-handler.js (250 lines) - Parameter handling methods 3. optimization-algorithms.js (350 lines) - Optimization algorithms 4. analysis-reporter.js (300 lines) - Analysis and reporting methods - Created main delegator file: optimizer-refactored.js (250 lines) - Replaced original optimizer.js with refactored version - Maintains 100% backward compatibility with original API - All 97 unit tests pass - Added validation script: validate-optimizer.js - Created test strategy file for validation Benefits: - Improved maintainability: Large file → focused modules - Better testability: Modules can be tested independently - Enhanced reusability: Modules can be used in other projects - No performance impact: Modules loaded as needed - Clean separation of concerns: Each module has specific responsibility Technical details: - Original file: 745 lines - Refactored main file: 250 lines (66% reduction) - Total modular code: ~1100 lines (distributed across 4 modules) - All instance methods preserved with same signatures - Module getters added for testing/debugging - CLI interface unchanged
1 parent 7462b2f commit eca89b7

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‎scripts/pinescript/optimizer-modules/analysis-reporter.js‎

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#!/usr/bin/env node
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/**
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* Analysis Reporter Module for PineOptimizer
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*
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* Analysis and reporting methods: analyzeParameterSensitivity, generateOptimizationReport,
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* generateConsoleOptimizationReport, generateHTMLOptimizationReport
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*/
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class AnalysisReporter {
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constructor() {
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// No initialization needed
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}
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/**
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* Analyze parameter sensitivity
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*/
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analyzeParameterSensitivity(allResults) {
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if (allResults.length < 2) return {};
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const paramNames = Object.keys(allResults[0].params);
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const sensitivities = {};
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for (const param of paramNames) {
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// Calculate correlation between parameter values and scores
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const scores = allResults.map((r) => r.score);
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// Simple sensitivity: standard deviation of scores for this parameter
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const meanScore = scores.reduce((a, b) => a + b, 0) / scores.length;
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const scoreVariance =
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scores.reduce((sum, score) => sum + Math.pow(score - meanScore, 2), 0) / scores.length;
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sensitivities[param] = Math.sqrt(scoreVariance) / meanScore;
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}
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return sensitivities;
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}
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/**
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* Generate optimization report
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*/
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generateOptimizationReport(results, options) {
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const { outputFormat = 'console' } = options;
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switch (outputFormat) {
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case 'json':
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return JSON.stringify(results, null, 2);
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case 'html':
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return this.generateHTMLOptimizationReport(results, options);
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case 'console':
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default:
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return this.generateConsoleOptimizationReport(results, options);
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}
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}
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/**
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* Generate console optimization report
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*/
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generateConsoleOptimizationReport(results, options) {
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const {
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method,
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bestParams,
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bestScore,
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bestResult,
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allResults,
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totalCombinations,
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testedCombinations,
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} = results;
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const { metric } = options;
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console.log(`\n${'='.repeat(60)}`);
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console.log('🏆 OPTIMIZATION RESULTS');
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console.log('='.repeat(60));
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console.log(`\nOptimization Method: ${method.toUpperCase()}`);
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console.log(`Optimization Metric: ${metric.toUpperCase()}`);
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console.log(`Parameter Combinations: ${testedCombinations}/${totalCombinations || 'N/A'}`);
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console.log('\n🎯 BEST PARAMETERS:');
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console.log('─'.repeat(40));
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Object.entries(bestParams).forEach(([param, value]) => {
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console.log(` ${param}: ${value}`);
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});
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console.log(`\n Best ${metric} score: ${bestScore.toFixed(4)}`);
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if (bestResult) {
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const perf = bestResult.performance;
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console.log('\n📊 PERFORMANCE WITH BEST PARAMETERS:');
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console.log('─'.repeat(40));
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console.log(
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` Net Profit: $${perf.netProfit.toFixed(2)} (${((perf.netProfit / bestResult.parameters.initialCapital) * 100).toFixed(2)}%)`
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);
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console.log(` Total Trades: ${perf.totalTrades}`);
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console.log(` Win Rate: ${(perf.winRate * 100).toFixed(2)}%`);
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console.log(` Profit Factor: ${perf.profitFactor.toFixed(2)}`);
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console.log(` Sharpe Ratio: ${perf.sharpeRatio.toFixed(2)}`);
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console.log(` Max Drawdown: ${perf.maxDrawdownPct.toFixed(2)}%`);
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console.log(` Recovery Factor: ${perf.recoveryFactor.toFixed(2)}`);
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}
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// Show top 5 results
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if (allResults.length > 1) {
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console.log('\n🏅 TOP 5 PARAMETER COMBINATIONS:');
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console.log('─'.repeat(40));
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const topResults = allResults.slice(0, 5);
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topResults.forEach((result, i) => {
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console.log(`\n${i + 1}. Score: ${result.score.toFixed(4)}`);
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Object.entries(result.params).forEach(([param, value]) => {
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console.log(` ${param}: ${value}`);
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});
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});
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}
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// Parameter sensitivity analysis
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if (allResults.length >= 5) {
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const sensitivities = this.analyzeParameterSensitivity(allResults);
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console.log('\n📈 PARAMETER SENSITIVITY ANALYSIS:');
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console.log('─'.repeat(40));
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Object.entries(sensitivities)
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.sort(([, a], [, b]) => b - a)
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.forEach(([param, sensitivity]) => {
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const sensitivityLevel =
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sensitivity > 0.3 ? 'High' : sensitivity > 0.1 ? 'Medium' : 'Low';
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console.log(` ${param}: ${sensitivity.toFixed(4)} (${sensitivityLevel})`);
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});
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}
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console.log(`\n${'='.repeat(60)}`);
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return results;
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}
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/**
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* Generate HTML optimization report
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*/
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generateHTMLOptimizationReport(results, options) {
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const { method, bestParams, bestScore, allResults } = results;
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const { metric } = options;
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// Get top 10 results for the table
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const topResults = allResults.slice(0, 10);
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return `
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<!DOCTYPE html>
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<html>
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<head>
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<title>Optimization Report - ${method.toUpperCase()}</title>
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<style>
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body { font-family: Arial, sans-serif; margin: 40px; }
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.header { background: #2c3e50; color: white; padding: 20px; border-radius: 5px; }
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.best-params { background: #27ae60; color: white; padding: 20px; border-radius: 5px; margin: 20px 0; }
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.param { display: inline-block; background: #3498db; color: white; padding: 8px 15px; margin: 5px; border-radius: 3px; }
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table { width: 100%; border-collapse: collapse; margin: 20px 0; }
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th, td { padding: 10px; text-align: left; border-bottom: 1px solid #ddd; }
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th { background: #f2f2f2; }
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.score-good { color: #27ae60; font-weight: bold; }
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.score-avg { color: #f39c12; }
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.score-poor { color: #e74c3c; }
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.sensitivity-high { color: #e74c3c; font-weight: bold; }
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.sensitivity-medium { color: #f39c12; }
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.sensitivity-low { color: #27ae60; }
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</style>
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</head>
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<body>
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<div class="header">
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<h1>🏆 Optimization Report</h1>
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<h2>Method: ${method.toUpperCase()} | Metric: ${metric.toUpperCase()}</h2>
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<p>Generated: ${new Date().toLocaleString()}</p>
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</div>
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<div class="best-params">
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<h2>Best Parameters</h2>
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<p>Best ${metric} score: <strong>${bestScore.toFixed(4)}</strong></p>
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<div>
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${Object.entries(bestParams)
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.map(([param, value]) => `<span class="param">${param}: ${value}</span>`)
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.join('')}
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</div>
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</div>
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<h2>Top Parameter Combinations</h2>
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<table>
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<thead>
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<tr>
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<th>Rank</th>
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<th>Score</th>
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${Object.keys(bestParams)
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.map((param) => `<th>${param}</th>`)
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.join('')}
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</tr>
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</thead>
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<tbody>
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${topResults
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.map(
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(result, i) => `
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<tr>
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<td>${i + 1}</td>
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<td class="score-${result.score > bestScore * 0.9 ? 'good' : result.score > bestScore * 0.7 ? 'avg' : 'poor'}">
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${result.score.toFixed(4)}
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</td>
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${Object.values(result.params)
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.map((value) => `<td>${value}</td>`)
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.join('')}
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</tr>
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`
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)
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.join('')}
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</tbody>
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</table>
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${
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allResults.length >= 5
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? `
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<h2>Parameter Sensitivity Analysis</h2>
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<table>
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<thead>
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<tr>
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<th>Parameter</th>
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<th>Sensitivity</th>
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<th>Impact</th>
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</tr>
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</thead>
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<tbody>
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${(() => {
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const sensitivities = this.analyzeParameterSensitivity(allResults);
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return Object.entries(sensitivities)
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.sort(([, a], [, b]) => b - a)
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.map(
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([param, sensitivity]) => `
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<tr>
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<td>${param}</td>
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<td>${sensitivity.toFixed(4)}</td>
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<td class="sensitivity-${sensitivity > 0.3 ? 'high' : sensitivity > 0.1 ? 'medium' : 'low'}">
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${sensitivity > 0.3 ? 'High' : sensitivity > 0.1 ? 'Medium' : 'Low'}
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</td>
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</tr>
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`
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)
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.join('');
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})()}
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</tbody>
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</table>
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`
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: ''
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}
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<h2>Optimization Details</h2>
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<ul>
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<li>Method: ${method.toUpperCase()}</li>
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<li>Metric: ${metric.toUpperCase()}</li>
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<li>Total combinations tested: ${allResults.length}</li>
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<li>Best score: ${bestScore.toFixed(4)}</li>
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<li>Generated: ${new Date().toLocaleString()}</li>
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</ul>
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<footer style="margin-top: 40px; padding-top: 20px; border-top: 1px solid #ddd; color: #7f8c8d;">
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<p>Generated by PineScript Optimizer</p>
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</footer>
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</body>
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</html>`;
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}
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/**
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* Generate JSON report
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*/
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generateJSONReport(results, options) {
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const report = {
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metadata: {
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generated: new Date().toISOString(),
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method: results.method,
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metric: options.metric,
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totalCombinations: results.totalCombinations,
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testedCombinations: results.testedCombinations,
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},
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bestParameters: results.bestParams,
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bestScore: results.bestScore,
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topResults: results.allResults.slice(0, 10),
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parameterSensitivity: this.analyzeParameterSensitivity(results.allResults),
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};
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return JSON.stringify(report, null, 2);
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}
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/**
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* Generate summary statistics
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*/
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generateSummaryStatistics(results) {
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const scores = results.allResults.map((r) => r.score);
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if (scores.length === 0) {
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return {
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count: 0,
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mean: 0,
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median: 0,
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stdDev: 0,
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min: 0,
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max: 0,
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};
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}
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// Calculate statistics
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const mean = scores.reduce((a, b) => a + b, 0) / scores.length;
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const sorted = [...scores].sort((a, b) => a - b);
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const median = sorted[Math.floor(sorted.length / 2)];
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const variance =
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scores.reduce((sum, score) => sum + Math.pow(score - mean, 2), 0) / scores.length;
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const stdDev = Math.sqrt(variance);
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return {
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count: scores.length,
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mean: Number(mean.toFixed(4)),
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median: Number(median.toFixed(4)),
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stdDev: Number(stdDev.toFixed(4)),
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min: Number(Math.min(...scores).toFixed(4)),
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max: Number(Math.max(...scores).toFixed(4)),
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range: Number((Math.max(...scores) - Math.min(...scores)).toFixed(4)),
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};
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}
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/**
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* Export results to CSV
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*/
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exportResultsToCSV(results, filename) {
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const { allResults } = results;
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if (allResults.length === 0) {
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return '';
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}
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const paramNames = Object.keys(allResults[0].params);
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const headers = ['score', ...paramNames].join(',');
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const rows = allResults.map((result) => {
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const score = result.score.toFixed(6);
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const paramValues = paramNames.map((param) => result.params[param]);
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return [score, ...paramValues].join(',');
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});
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return `${headers}\n${rows.join('\n')}`;
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}
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/**
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* Export results to JSON
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*/
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exportResultsToJSON(results, filename) {
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return JSON.stringify(results, null, 2);
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}
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}
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module.exports = AnalysisReporter;

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