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>
2026-07-24 08:29:23 +02:00
commit 75d28827e8
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+#!/usr/bin/env python3
+"""Verlässlichkeit der Bounce-Anzeige ('aktiv'): Wenn _bounce_one(TF)=active feuert
+(überdehnt + Winkel gedreht), wie oft bewegt sich der Kurs in Bounce-Richtung?
+Aufgeschlüsselt nach TF (M1/M5/M15/M30) und nach H1-Regime (mit/gegen/flach zur
+Bounce-Richtung). Nur ONSET (Übergang nicht-aktiv→aktiv) = unabhängige Ereignisse.
+"""
+import sys, bisect
+import MetaTrader5 as mt5
+from core.wave_rec import WaveRecommender, _atr, _ema_last, _EMA_FAST, _EMA_SLOW, _HTF_DEADBAND
+K = 10   # Vorlauf in Bars der jeweiligen TF
+
+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 main():
+    n=int(sys.argv[1]) if len(sys.argv)>1 else 40000
+    mt5.initialize()
+    sym=None
+    for c in ("SpotCrude","USOIL","WTI","XTIUSD"):
+        if mt5.symbol_info(c): sym=c; break
+    # H1-Regime vorbereiten
+    h1=mt5.copy_rates_from_pos(sym,mt5.TIMEFRAME_H1,0,20000)
+    hT=[int(b["time"]) for b in h1]; hc=[float(b["close"]) for b in h1]
+    hh=[float(b["high"]) for b in h1]; hl=[float(b["low"]) for b in h1]
+    hEf=_ema_series(hc,_EMA_FAST); hEs=_ema_series(hc,_EMA_SLOW); hA=_atr_series(hh,hl,hc)
+    def h1_sign(ts):
+        idx=bisect.bisect_right(hT,ts)-1
+        if idx<_EMA_SLOW or hA[idx] is None or hA[idx]<=0: return 0
+        d=hEf[idx]-hEs[idx]
+        return 0 if abs(d)<_HTF_DEADBAND*hA[idx] else (1 if d>0 else -1)
+
+    tfs=[("M1",mt5.TIMEFRAME_M1),("M5",mt5.TIMEFRAME_M5),
+         ("M15",mt5.TIMEFRAME_M15),("M30",mt5.TIMEFRAME_M30)]
+    print("="*86)
+    print(f"  Bounce-Anzeige 'aktiv' — Verlässlichkeit je TF & H1-Regime  ({sym}, Vorlauf {K} Bars)")
+    print("  Treffer = Kurs bewegt sich in Bounce-Richtung · Ø = Ø-Bewegung in ATR")
+    print("="*86)
+    for lbl,tf in tfs:
+        r=mt5.copy_rates_from_pos(sym,tf,0,n)
+        if r is None or len(r)<200: print(f"{lbl}: zu wenig Bars"); continue
+        T=[int(b["time"]) for b in r]; H=[float(b["high"]) for b in r]
+        L=[float(b["low"]) for b in r]; C=[float(b["close"]) for b in r]
+        buckets={"mit":[], "gegen":[], "flach":[], "alle":[]}
+        prev=False
+        for i in range(120, len(C)-K):
+            wc=C[i-119:i+1]; wh=H[i-119:i+1]; wl=L[i-119:i+1]
+            atr=_atr(wh,wl,wc)
+            if not atr or atr<=0: prev=False; continue
+            b=WaveRecommender._bounce_one(wc,atr)
+            active = bool(b and b["state"]=="active")
+            if active and not prev:
+                d=1 if b["dir"]=="LONG" else -1
+                fwd=(C[i+K]-C[i])*d/atr        # in ATR, Bounce-Richtung
+                reg=h1_sign(T[i])
+                cls = "mit" if reg==d else "gegen" if reg==-d else "flach"
+                buckets[cls].append(fwd); buckets["alle"].append(fwd)
+            prev=active
+        print(f"\n{lbl}  ({len(buckets['alle'])} aktive Bounce-Signale)")
+        for cls in ("alle","mit","gegen","flach"):
+            v=buckets[cls]
+            if not v: print(f"   {cls:<6} -"); continue
+            hit=100*sum(1 for x in v if x>0)/len(v)
+            print(f"   {cls:<6} n={len(v):>4}  Treffer={hit:>3.0f}%  Ø={sum(v)/len(v):+.2f}×ATR")
+    mt5.shutdown()
+    print("\n  'mit'   = H1-Trend in Bounce-Richtung (Trend-Fortsetzung)")
+    print("  'gegen' = H1-Trend GEGEN den Bounce (Gegen-Trend-Fade)")
+    print("  'flach' = H1 neutral (reine Range/Mean-Reversion)")
+
+if __name__=="__main__":
+    main()