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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)