optimize-tf.yml

---
name: Optimize Timeframes

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

jobs:

  Compile:

    runs-on: windows-latest

    strategy:
      matrix:
        mode: [Lite, Advanced, Rider]

    steps:

      - uses: actions/checkout@v2
        with:
          submodules: 'recursive'
      - name: Enables CLI mode
        run: echo '#define __cli__' > src/include/common/mode.h
      - name: Enables optimization mode
        run: echo '#define __optimize__' >> src/include/common/mode.h
      - name: Enables Advanced mode
        if: matrix.mode == 'Advanced'
        run: echo '#define __advanced__' >> src/include/common/mode.h
      - name: Enables Rider mode
        if: matrix.mode == 'Rider'
        run: echo '#define __rider__' >> src/include/common/mode.h
      - name: Compiles EA (MQL4)
        uses: fx31337/mql-compile-action@master
        with:
          path: src\EA31337.mq4
          verbose: true

      - name: Compiles EA (MQL5)
        uses: fx31337/mql-compile-action@master
        with:
          path: src\EA31337.mq5
          verbose: true

      - name: Moves file (MQL4)
        run: mv -v src\*.ex4 "EA31337-${{ matrix.mode }}-${{ github.sha }}.ex4"
      - name: Moves file (MQL5)
        run: mv -v src\*.ex5 "EA31337-${{ matrix.mode }}-${{ github.sha }}.ex5"

      - name: List compiled files
        run: '(Get-ChildItem -Recurse -Path . -Include *.ex[45]).fullname'

      - name: Upload artifacts
        uses: actions/upload-artifact@v2
        with:
          name: EA31337-${{ matrix.mode }}
          path: '*.ex?'

  Process:
    env:
      SETS_DIR: sets/optimize/${{ matrix.mode }}/tf
    outputs:
      sets-list: ${{ steps.get-sets.outputs.sets }}
    runs-on: ubuntu-latest
    strategy:
      matrix:
        mode: [Lite, Advanced, Rider]
    steps:
      - uses: actions/checkout@v2
      - name: Set output with list of sets
        id: get-sets
        run: |
          import glob, json, os
          os.chdir(os.getenv('SETS_DIR'))
          files = glob.glob("*.set")
          print("::set-output name=sets::{}".format(json.dumps(files)))
        shell: python
      - name: Display output
        run: echo "${{ toJson(steps.get-sets.outputs.sets) }}"
      - name: Upload sets
        uses: actions/upload-artifact@v2
        with:
          name: sets-${{ matrix.mode }}
          path: ${{ env.SETS_DIR }}

  Optimize:
    needs: [Compile, Process]
    runs-on: ubuntu-latest
    strategy:
      fail-fast: false
      matrix:
        mode: [Lite, Advanced, Rider]
        months: [1-4, 5-8, 9-12]
        setfile: ${{ fromJson(needs.Process.outputs.sets-list) }}
    steps:
      - uses: actions/download-artifact@v2
        with:
          name: EA31337-${{ matrix.mode }}
          path: EA
      - uses: actions/download-artifact@v2
        with:
          name: sets-${{ matrix.mode }}
          path: sets
      - name: Display SET file
        run: cat sets/${{ matrix.setfile }}
      - uses: ea31337/mql-tester-action@master
        with:
          BtDeposit: 100000
          BtDest: ${{ github.workspace }}/_results
          BtMonths: ${{ matrix.months }}
          BtPair: EURUSD
          BtTestModel: 1
          BtYears: 2020
          OptFormatBrief: true
          OptFormatJson: true
          OptOptimize: true
          OptVerbose: true
          SetFile: ${{ github.workspace }}/sets/${{ matrix.setfile }}
          SetParams: ${{ steps.data.outputs.param }}
          TestExpert: EA31337-${{ matrix.mode }}
          TestLimitOpts: maxdrawdown_enable=1,maxdrawdown=1.3
          TestPeriod: M1
          TestReportName: Report-EA31337-${{ matrix.mode }}
      - 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
  Results:
    needs: Optimize
    runs-on: ubuntu-latest
    steps:
      - uses: actions/checkout@v2
        with:
          persist-credentials: false
          # Otherwise, you will failed to push refs to dest repo.
          fetch-depth: 0
      - 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)"