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src/web/api/v2/routers/calibration_strategies.py

@@ -10,6 +10,7 @@ from fastapi import APIRouter, Depends, HTTPException, Request
 from fastapi.responses import JSONResponse, HTMLResponse
 
 from src.data.storage import StorageManager
+from src.strategies.registry import STRATEGY_REGISTRY
 from src.calibration.strategies_inspector import (
     inspect_strategies_config,
     list_available_strategies,
@@ -37,22 +38,40 @@ def get_storage() -> StorageManager:
 
 @router.get("/catalog")
 def strategy_catalog():
+
     strategies = list_available_strategies()
 
-    # Añadimos defaults sugeridos
-    for s in strategies:
-        s["parameters_meta"] = [
-            {
-                "name": p,
-                "type": "int",
-                "default_min": 10,
-                "default_max": 50,
-                "default_step": 10,
-            }
-            for p in s["params"]
-        ]
+    enriched = []
+
+    for s in strategies:
+
+        strategy_id = s["strategy_id"]
+        strategy_class = STRATEGY_REGISTRY[strategy_id]
+
+        schema = strategy_class.parameters_schema()
+
+        parameters_meta = []
+
+        for name, meta in schema.items():
+
+            parameters_meta.append({
+                "name": name,
+                "type": meta.get("type"),
+                "default_value": meta.get("default"),
+                "choices": meta.get("choices"),
+                "min": meta.get("min"),
+                "max": meta.get("max"),
+            })
+
+        enriched.append({
+            "strategy_id": strategy_id,
+            "name": s["name"],
+            "params": list(schema.keys()),
+            "parameters_meta": parameters_meta,
+        })
+
+    return {"strategies": enriched}
 
-    return {"strategies": strategies}
 
 @router.post("/inspect", response_model=CalibrationStrategiesInspectResponse)
 def inspect_strategies(
@@ -147,9 +166,9 @@ def report_strategies(
             "WF train_days": payload.wf.train_days,
             "WF test_days": payload.wf.test_days,
             "WF step_days": payload.wf.step_days or payload.wf.test_days,
-            "Optimizer metric": payload.optimization.optimizer_metric,
-            "Max combinations": payload.optimization.max_combinations,
+            "Min trades per window (test)": payload.wf.min_trades_test,
         },
+
         results=result,
     )
 

src/web/api/v2/schemas/calibration_strategies.py

@@ -1,33 +1,24 @@
 # src/web/api/v2/schemas/calibration_strategies.py
 
-from typing import Any, Dict, List, Literal, Optional
+from typing import Any, Dict, List, Literal, Optional, Union
 from pydantic import BaseModel, Field
 
 from .calibration_risk import StopConfigSchema, RiskConfigSchema, GlobalRiskRulesSchema
 
 
+ParameterValue = Union[int, float, bool, str]
+
+
 class WalkForwardConfigSchema(BaseModel):
     train_days: int = Field(..., gt=0)
     test_days: int = Field(..., gt=0)
-    step_days: Optional[int] = Field(None, gt=0)  # if None => step = test_days
-
-
-class OptimizationConfigSchema(BaseModel):
-    optimizer_metric: str = Field("sharpe_ratio")
-    max_combinations: int = Field(500, gt=0)
-    min_trades_train: int = Field(30, ge=0)
+    step_days: Optional[int] = Field(None, gt=0)
     min_trades_test: int = Field(10, ge=0)
 
 
-class ParameterRangeSchema(BaseModel):
-    min: float
-    max: float
-    step: float
-
-
 class StrategySelectionSchema(BaseModel):
     strategy_id: str
-    parameters: Dict[str, ParameterRangeSchema]
+    parameters: Dict[str, ParameterValue]
 
 
 class CalibrationStrategiesInspectRequest(BaseModel):
@@ -42,7 +33,6 @@ class CalibrationStrategiesInspectRequest(BaseModel):
 
     strategies: List[StrategySelectionSchema]
     wf: WalkForwardConfigSchema
-    optimization: OptimizationConfigSchema
 
     commission: float = Field(0.001, ge=0)
     slippage: float = Field(0.0005, ge=0)

src/web/ui/v2/templates/pages/calibration/calibration_strategies.html

@@ -187,7 +187,7 @@
   <!-- ========================= -->
   <div class="card mb-4">
     <div class="card-header">
-      <h3 class="card-title">Walk-Forward & Optimization</h3>
+      <h3 class="card-title">Walk-Forward Validation (OOS)</h3>
     </div>
     <div class="card-body">
       <div class="row g-3">
@@ -203,26 +203,10 @@
           <label class="form-label">Step days (optional)</label>
           <input id="wf_step_days" class="form-control" type="number" step="1" value="">
         </div>
-        <div class="col-md-3">
-          <label class="form-label">Metric</label>
-          <select id="opt_metric" class="form-select">
-            <option value="sharpe_ratio">sharpe_ratio</option>
-            <option value="total_return">total_return</option>
-            <option value="max_drawdown">max_drawdown</option>
-          </select>
-        </div>
 
         <div class="col-md-3">
-          <label class="form-label">Max combinations</label>
-          <input id="opt_max_combinations" class="form-control" type="number" step="1" value="300">
-        </div>
-        <div class="col-md-3">
-          <label class="form-label">Min trades (train)</label>
-          <input id="opt_min_trades_train" class="form-control" type="number" step="1" value="30">
-        </div>
-        <div class="col-md-3">
-          <label class="form-label">Min trades (test)</label>
-          <input id="opt_min_trades_test" class="form-control" type="number" step="1" value="10">
+          <label class="form-label">Min trades per window (test)</label>
+          <input id="wf_min_trades_test" class="form-control" type="number" step="1" value="10">
         </div>
 
         <div class="col-md-3">
@@ -262,7 +246,7 @@
         </small>
       </div>
       <div class="mt-3 text-secondary">
-        Cada estrategia incluye un <b>param_grid</b> en JSON.
+        Cada estrategia utiliza parámetros fijos (validación OOS sin grid).
       </div>
     </div>
   </div>

src/web/ui/v2/templates/pages/calibration/calibration_strategies.txt

@@ -0,0 +1,366 @@
+{% extends "layout.html" %}
+
+{% block content %}
+<div class="container-xl">
+
+  <!-- ========================= -->
+  <!-- Wizard header -->
+  <!-- ========================= -->
+  <div class="d-flex align-items-center mb-4">
+
+    <!-- Back arrow -->
+    <div class="me-3">
+      <a href="/calibration/risk" class="btn btn-outline-secondary btn-icon">
+        <svg xmlns="http://www.w3.org/2000/svg"
+            class="icon icon-tabler icon-tabler-arrow-left"
+            width="24" height="24" viewBox="0 0 24 24"
+            stroke-width="2" stroke="currentColor"
+            fill="none" stroke-linecap="round" stroke-linejoin="round">
+          <path stroke="none" d="M0 0h24v24H0z"/>
+          <path d="M15 6l-6 6l6 6"/>
+        </svg>
+      </a>
+    </div>
+
+    <div class="flex-grow-1 text-center">
+      <h2 class="mb-0">Calibración · Paso 3 · Strategies</h2>
+      <div class="text-secondary">Optimización + Walk Forward (OOS)</div>
+    </div>
+
+    <!-- Forward arrow (disabled until OK) -->
+    <div class="ms-3">
+      <a
+        id="next-step-btn"
+        href="#"
+        class="btn btn-outline-secondary btn-icon"
+        aria-disabled="true"
+        title="Next step not implemented yet"
+      >
+        <svg xmlns="http://www.w3.org/2000/svg"
+            class="icon icon-tabler icon-tabler-arrow-right"
+            width="24" height="24" viewBox="0 0 24 24"
+            stroke-width="2" stroke="currentColor"
+            fill="none" stroke-linecap="round" stroke-linejoin="round">
+          <path stroke="none" d="M0 0h24v24H0z"/>
+          <path d="M9 6l6 6l-6 6"/>
+        </svg>
+      </a>
+    </div>
+
+  </div>
+
+  <!-- ========================= -->
+  <!-- Context -->
+  <!-- ========================= -->
+  <div class="card mb-4">
+    <div class="card-header">
+      <h3 class="card-title">Context</h3>
+    </div>
+    <div class="card-body">
+      <div class="row g-3">
+        <div class="col-md-4">
+          <label class="form-label">Symbol</label>
+          <input id="symbol" class="form-control" placeholder="BTC/USDT">
+        </div>
+        <div class="col-md-4">
+          <label class="form-label">Timeframe</label>
+          <input id="timeframe" class="form-control" placeholder="1h">
+        </div>
+        <div class="col-md-4">
+          <label class="form-label">Account equity</label>
+          <input id="account_equity" class="form-control" type="number" step="0.01" value="10000">
+        </div>
+      </div>
+      <div class="mt-3 text-secondary">
+        Tip: Symbol y timeframe se cargan desde Step 1 (localStorage). Si no aparecen, rellénalos manualmente.
+      </div>
+    </div>
+  </div>
+
+  <!-- ========================= -->
+  <!-- Risk & Stops -->
+  <!-- ========================= -->
+  <div class="card mb-4">
+    <div class="card-header d-flex justify-content-between align-items-center">
+      <h3 class="card-title mb-0">Risk & Stops(Step 2)</h3>
+
+      <div class="form-check form-switch m-0">
+        <input class="form-check-input" type="checkbox" id="lock_inherited" checked>
+        <label class="form-check-label" for="lock_inherited">
+          Bloquear parámetros heredados
+        </label>
+      </div>
+    </div>
+
+  <div class="card-body">
+
+    <!-- ================= -->
+    <!-- Risk Configuration -->
+    <!-- ================= -->
+    <h4 class="mb-3">Risk Configuration</h4>
+
+    <div class="row g-3 mb-4">
+      <div class="col-md-4">
+        <label class="form-label">Risk per Trade (%)</label>
+        <input id="risk_fraction" class="form-control inherited-field" type="number" step="0.01">
+      </div>
+
+      <div class="col-md-4">
+        <label class="form-label">Max Position Size (%)</label>
+        <input id="max_position_fraction" class="form-control inherited-field" type="number" step="0.1">
+      </div>
+    </div>
+
+    <!-- ================= -->
+    <!-- Stop Configuration -->
+    <!-- ================= -->
+    <h4 class="mb-3">Stop Configuration</h4>
+
+    <div class="row g-3 mb-4">
+
+      <div class="col-md-4">
+        <label class="form-label">Stop Type</label>
+        <select id="stop_type" class="form-select inherited-field">
+          <option value="fixed">fixed</option>
+          <option value="trailing">trailing</option>
+          <option value="atr">atr</option>
+        </select>
+      </div>
+
+      <div id="stop_fraction_group" class="col-md-4">
+        <label class="form-label">Stop fraction (%)</label>
+        <input id="stop_fraction" class="form-control inherited-field" type="number" step="0.01">
+      </div>
+
+      <div id="atr_group" class="col-md-4 d-none">
+        <label class="form-label">ATR period</label>
+        <input id="atr_period" class="form-control inherited-field" type="number">
+      </div>
+
+      <div id="atr_multiplier_group" class="col-md-4 d-none">
+        <label class="form-label">ATR multiplier</label>
+        <input id="atr_multiplier" class="form-control inherited-field" type="number" step="0.1">
+      </div>
+
+    </div>
+
+
+    <!-- ================= -->
+    <!-- Global Rules -->
+    <!-- ================= -->
+    <h4 class="mb-3">Global Rules</h4>
+
+    <div class="row g-3 mb-4">
+      <div class="col-md-4">
+        <label class="form-label">Max Drawdown (%)</label>
+        <input id="max_drawdown_pct" class="form-control inherited-field" type="number" step="0.1">
+      </div>
+    </div>
+
+    <!-- ================= -->
+    <!-- Optional Parameters -->
+    <!-- ================= -->
+    <h4 class="mb-3">Optional Parameters</h4>
+
+    <div class="row g-3">
+      <div class="col-md-4">
+        <label class="form-label">Daily loss limit (%)</label>
+        <input id="daily_loss_limit_pct" class="form-control optional-field" type="number" step="0.1">
+      </div>
+
+      <div class="col-md-4">
+        <label class="form-label">Max consecutive losses</label>
+        <input id="max_consecutive_losses" class="form-control optional-field" type="number">
+      </div>
+
+      <div class="col-md-4">
+        <label class="form-label">Cooldown bars</label>
+        <input id="cooldown_bars" class="form-control optional-field" type="number">
+      </div>
+    </div>
+
+  </div>
+</div>
+
+  <!-- ========================= -->
+  <!-- WF + Optimizer config -->
+  <!-- ========================= -->
+  <div class="card mb-4">
+    <div class="card-header">
+      <h3 class="card-title">Walk-Forward & Optimization</h3>
+    </div>
+    <div class="card-body">
+      <div class="row g-3">
+        <div class="col-md-3">
+          <label class="form-label">Train days</label>
+          <input id="wf_train_days" class="form-control" type="number" step="1" value="120">
+        </div>
+        <div class="col-md-3">
+          <label class="form-label">Test days</label>
+          <input id="wf_test_days" class="form-control" type="number" step="1" value="30">
+        </div>
+        <div class="col-md-3">
+          <label class="form-label">Step days (optional)</label>
+          <input id="wf_step_days" class="form-control" type="number" step="1" value="">
+        </div>
+        <div class="col-md-3">
+          <label class="form-label">Metric</label>
+          <select id="opt_metric" class="form-select">
+            <option value="sharpe_ratio">sharpe_ratio</option>
+            <option value="total_return">total_return</option>
+            <option value="max_drawdown">max_drawdown</option>
+          </select>
+        </div>
+
+        <div class="col-md-3">
+          <label class="form-label">Max combinations</label>
+          <input id="opt_max_combinations" class="form-control" type="number" step="1" value="300">
+        </div>
+        <div class="col-md-3">
+          <label class="form-label">Min trades (train)</label>
+          <input id="opt_min_trades_train" class="form-control" type="number" step="1" value="30">
+        </div>
+        <div class="col-md-3">
+          <label class="form-label">Min trades (test)</label>
+          <input id="opt_min_trades_test" class="form-control" type="number" step="1" value="10">
+        </div>
+
+        <div class="col-md-3">
+          <label class="form-label">Commission</label>
+          <input id="commission" class="form-control" type="number" step="0.0001" value="0.001">
+        </div>
+        <div class="col-md-3">
+          <label class="form-label">Slippage</label>
+          <input id="slippage" class="form-control" type="number" step="0.0001" value="0.0005">
+        </div>
+      </div>
+    </div>
+  </div>
+
+  <!-- ========================= -->
+  <!-- Strategy selection -->
+  <!-- ========================= -->
+  <div class="card mb-4">
+    <div class="card-header">
+      <h3 class="card-title">Strategies</h3>
+      <div class="card-actions">
+        <button id="refresh_strategies_btn" class="btn btn-sm btn-outline-secondary">Refresh</button>
+      </div>
+    </div>
+    <div class="card-body">
+      <div id="strategies_container" class="d-flex flex-column gap-4"></div>
+      <div class="card p-3">
+        <div class="d-flex justify-content-between">
+          <strong>Total combinations</strong>
+          <span id="combination_counter">0</span>
+        </div>
+      </div>
+      <div class="mt-2 text-end">
+        <small class="text-muted">
+          Estimated WF time:
+          <span id="wf_time_estimate">~ 0 sec</span>
+        </small>
+      </div>
+      <div class="mt-3 text-secondary">
+        Cada estrategia incluye un <b>param_grid</b> en JSON.
+      </div>
+    </div>
+  </div>
+
+  <!-- ========================= -->
+  <!-- Actions -->
+  <!-- ========================= -->
+  <div class="d-flex gap-2 mb-4">
+    <button id="validate_strategies_btn" class="btn btn-primary">
+      Validate (WF)
+    </button>
+    <button id="report_strategies_btn" class="btn btn-outline-primary">
+      Generate PDF report
+    </button>
+  </div>
+
+  <!-- ========================= -->
+  <!-- Prograss Bar -->
+  <!-- ========================= -->
+  <div id="wf_progress_card" class="card mb-4">
+    <div class="card-header">
+      <h3 class="card-title">Walk-Forward Progress</h3>
+    </div>
+    <div class="card-body">
+
+      <div class="progress mb-2">
+        <div
+          id="wfProgressBar"
+          class="progress-bar progress-bar-striped progress-bar-animated"
+          role="progressbar"
+          style="width: 0%"
+        >
+          0%
+        </div>
+      </div>
+
+      <div id="wf_progress_text" class="text-secondary small">
+        Waiting to start...
+      </div>
+
+    </div>
+  </div>
+
+  <!-- ========================= -->
+  <!-- Results -->
+  <!-- ========================= -->
+  <div class="card mb-4">
+    <div class="card-header">
+      <h3 class="card-title">Results</h3>
+      <div class="card-actions">
+        <span id="strategies_status_badge" class="badge bg-secondary">—</span>
+      </div>
+    </div>
+    <div class="card-body">
+      <div id="strategies_message" class="mb-3 text-secondary">Run validation to see results.</div>
+
+      <div class="row g-3">
+        <div class="col-md-4">
+          <label class="form-label">Strategy plot</label>
+          <select id="plot_strategy_select" class="form-select"></select>
+        </div>
+      </div>
+
+      <div class="mt-3">
+        <div id="plot_equity" style="height: 320px;"></div>
+      </div>
+      <div class="mt-3">
+        <div id="plot_returns" style="height: 320px;"></div>
+      </div>
+
+      <hr class="my-4">
+
+      <div id="strategies_table_wrap"></div>
+
+      <details class="mt-3">
+        <summary class="text-secondary">Debug JSON</summary>
+        <pre id="strategies_debug" class="mt-2" style="max-height: 300px; overflow:auto;"></pre>
+      </details>
+    </div>
+  </div>
+
+  <!-- ========================= -->
+  <!-- PDF Viewer -->
+  <!-- ========================= -->
+  <div id="pdf_viewer_section" class="card mb-4 d-none">
+    <div class="card-header">
+      <h3 class="card-title">Strategies Report (PDF)</h3>
+      <div class="card-actions">
+        <button id="close_pdf_btn" class="btn btn-sm btn-outline-secondary">Close</button>
+      </div>
+    </div>
+    <div class="card-body">
+      <iframe id="pdf_frame" style="width: 100%; height: 800px; border: none;"></iframe>
+    </div>
+  </div>
+
+</div>
+
+<script src="https://cdn.plot.ly/plotly-2.27.0.min.js"></script>
+<script src="/static/js/pages/calibration_strategies.js"></script>
+{% endblock %}