Initial commit: Oil Trading Bot (MT5, WTI)

Headless FastAPI-Backend (server.py + core/engine.py) mit Mobile-PWA (web/),
Strategie-/Backtest-Suite und Doku. Secrets, DB, Logs und Laufzeit-State sind
via .gitignore ausgeschlossen; Config-Vorlage: oil_widget_config.ini.example.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>

backtest_angle.py

@@ -0,0 +1,99 @@
+#!/usr/bin/env python3
+"""Misst, ob ein Regressions-WINKEL-Filter die nachlaufende EMA-Richtung
+verbessert (Problem: SHORT im schon gedrehten Aufwärtstrend, weil EMA12/50
+nachläuft). Live-Konfig M5 + M30-EMA-Filter. Getestet wird, ob der M5- bzw.
+H1-Winkel als schnellerer Wende-Detektor schlechte Signale herausfiltert.
+"""
+from __future__ import annotations
+import sys
+import MetaTrader5 as mt5
+from core.analysis import calc_trend_angle
+from core.wave_rec import (WaveRecommender, _atr, _ema_last,
+                           _EMA_FAST, _EMA_SLOW, _N_BARS, _HTF_DEADBAND)
+
+_LR = 14   # ANGLE_LR_BARS
+
+
+class _NeutralTU:
+    def snapshot(self): return {"intervals": {}}
+
+def _ema_series(v,p):
+    k=2.0/(p+1); o=[]; e=v[0]
+    for i,x in enumerate(v): e=x if i==0 else x*k+e*(1-k); o.append(e)
+    return o
+def _atr_series(H,L,C,p=14):
+    t=[0.0]
+    for i in range(1,len(C)): t.append(max(H[i]-L[i],abs(H[i]-C[i-1]),abs(L[i]-C[i-1])))
+    return [(sum(t[max(1,i-p+1):i+1])/max(1,len(t[max(1,i-p+1):i+1]))) if i else None for i in range(len(C))]
+def _rep(name,r):
+    if not r: print(f"  {name:<24} -"); return
+    n=len(r); w=sum(1 for x in r if x>0)
+    print(f"  {name:<24} n={n:>4}  Treffer={100*w/n:>3.0f}%  Oe-Edge={sum(r)/n:+.4f}")
+
+def main():
+    n=int(sys.argv[1]) if len(sys.argv)>1 else 8000
+    K=10; dead=2.0   # Winkel-Totband um 90° (Grad)
+    if not mt5.initialize(): print("init",mt5.last_error()); sys.exit(1)
+    sym=None
+    for c in ("SpotCrude","USOIL","WTI","XTIUSD"):
+        if mt5.symbol_info(c): sym=c; break
+    sym=sym or "SpotCrude"
+    bars=mt5.copy_rates_from_pos(sym,mt5.TIMEFRAME_M5,0,n+_N_BARS+K+5)
+    m30b=mt5.copy_rates_from_pos(sym,mt5.TIMEFRAME_M30,0,n//6+400)
+    h1b =mt5.copy_rates_from_pos(sym,mt5.TIMEFRAME_H1,0,n//12+400)
+    mt5.shutdown()
+    if bars is None or m30b is None or h1b is None: print("Bars fehlen"); sys.exit(1)
+    T=[int(b["time"]) for b in bars]; H=[float(b["high"]) for b in bars]
+    L=[float(b["low"]) for b in bars]; C=[float(b["close"]) for b in bars]
+    mT=[int(b["time"]) for b in m30b]; mc=[float(b["close"]) for b in m30b]
+    mh=[float(b["high"]) for b in m30b]; ml=[float(b["low"]) for b in m30b]
+    mEf=_ema_series(mc,_EMA_FAST); mEs=_ema_series(mc,_EMA_SLOW); mA=_atr_series(mh,ml,mc)
+    hT=[int(b["time"]) for b in h1b]; hc=[float(b["close"]) for b in h1b]
+    # Winkel-Serien (M5 lokal je Fenster; H1 je Bar)
+    hAng=[calc_trend_angle(hc[max(0,i-_LR-2):i+1], _LR) if i>=_LR else 90.0 for i in range(len(hc))]
+    def m30s(ts):
+        lo,hi,idx=0,len(mT)-1,-1
+        while lo<=hi:
+            md=(lo+hi)//2
+            if mT[md]<=ts: idx=md; lo=md+1
+            else: hi=md-1
+        if idx<_EMA_SLOW or mA[idx] is None or mA[idx]<=0: return 0
+        d=mEf[idx]-mEs[idx]
+        return 0 if abs(d)<_HTF_DEADBAND*mA[idx] else (1 if d>0 else -1)
+    def h1ang(ts):
+        lo,hi,idx=0,len(hT)-1,-1
+        while lo<=hi:
+            md=(lo+hi)//2
+            if hT[md]<=ts: idx=md; lo=md+1
+            else: hi=md-1
+        return hAng[idx] if idx>=0 else 90.0
+
+    w=WaveRecommender(_NeutralTU(),mt5.TIMEFRAME_M5)
+    base=[]; m5_ok=[]; m5_no=[]; h1_ok=[]; h1_no=[]; gate=[]
+    for i in range(_N_BARS,len(C)-K):
+        wc=C[i-_N_BARS:i]; wh=H[i-_N_BARS:i]; wl=L[i-_N_BARS:i]
+        atr=_atr(wh,wl,wc)
+        if not atr or atr<=0: continue
+        ef=_ema_last(wc,_EMA_FAST); es=_ema_last(wc,_EMA_SLOW)
+        rec,_=w._build(ef,es,C[i-1],atr,"M5",5,htf_trend=m30s(T[i]))
+        if rec["signal"]=="WARTEN": continue
+        d=1 if rec["signal"]=="LONG" else -1
+        r=(C[i+K]-C[i])*d
+        base.append(r)
+        a5=calc_trend_angle(C[i-_LR-2:i], _LR)   # M5-Winkel bis Signalbar
+        ah=h1ang(T[i])
+        a5_dis = (a5 < 90-dead) if d>0 else (a5 > 90+dead)   # Winkel klar dagegen
+        ah_dis = (ah < 90-dead) if d>0 else (ah > 90+dead)
+        (m5_no if a5_dis else m5_ok).append(r)
+        (h1_no if ah_dis else h1_ok).append(r)
+        if not ah_dis:                 # Gate: H1-Winkel NICHT klar dagegen
+            gate.append(r)
+
+    print("="*60); print(f"  Winkel-vs-EMA-Test — {sym} M5+M30  Vorlauf={K}  Totband={dead}°"); print("="*60)
+    _rep("BASIS (alle)", base)
+    print("-- M5-Winkel --");  _rep("M5-Winkel dafür/neutral", m5_ok); _rep("M5-Winkel klar dagegen", m5_no)
+    print("-- H1-Winkel --");  _rep("H1-Winkel dafür/neutral", h1_ok); _rep("H1-Winkel klar dagegen", h1_no)
+    print("-- Gate: H1-Winkel nicht dagegen --"); _rep("Gate", gate)
+
+if __name__=="__main__":
+    main()