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_deadhour.py

@@ -0,0 +1,103 @@
+#!/usr/bin/env python3
+"""Soll der REVERSAL-Einstieg vom Dead-Hour-Gate (11-14 Berlin) ausgenommen werden?
+Misst Reversal (überdehnt+Winkel gedreht) UND normalen Trend-Einstieg je in/außerhalb
+der Dead-Hour, mit echter Exit-Sim (SL 2×ATR + Trailing-TP). Broker-Zeit (UTC+3) →
+Berlin via zoneinfo.
+Wenn Reversal in der Dead-Hour weiter positiv ist (≈ wie außerhalb), lohnt die Ausnahme;
+wenn der Trend-Einstieg in der Dead-Hour negativ bleibt, bleibt das Gate für ihn richtig.
+"""
+import sys, datetime as dt
+from zoneinfo import ZoneInfo
+import MetaTrader5 as mt5
+from core.analysis import calc_trend_angle
+from core.wave_rec import (_atr, _EMA_FAST, _EMA_SLOW, _N_BARS, _ANGLE_LR, _ANGLE_DEAD,
+                           _REVERSAL_STRETCH, _STRETCH_MAX, _DEAD_HOURS)
+_MAXH=240; _TRAILON=0.3; _TPTRAIL=0.5; _ATRMIN=0.12; _SL_ATR=2.0
+_BROKER_OFF=3*3600           # Broker = UTC+3
+_BERLIN=ZoneInfo("Europe/Berlin")
+
+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 simulate(entry,d,atr,sl,H,L,C,j0):
+    eff=sl; hw=entry; trail=False
+    end=min(j0+_MAXH,len(C)-1); exit_px=C[end]
+    for j in range(j0,end+1):
+        hi,lo=H[j],L[j]
+        if (lo<=eff) if d>0 else (hi>=eff): return (eff-entry)*d/atr
+        hw=max(hw,hi) if d>0 else min(hw,lo)
+        if (C[j]-entry)*d>=_TRAILON*atr: trail=True
+        if trail:
+            lock=hw-d*_TPTRAIL*atr
+            eff=max(eff,lock) if d>0 else min(eff,lock)
+    return (exit_px-entry)*d/atr
+def stats(Rs):
+    if not Rs: return "  -"
+    n=len(Rs); w=sum(1 for r in Rs if r>0)
+    g=sum(r for r in Rs if r>0); ls=-sum(r for r in Rs if r<0)
+    pf=g/ls if ls>0 else 99.9
+    return f"n={n:>4} WR={100*w/n:>3.0f}% Ø-R={sum(Rs)/n:+.3f} PF={pf:>4.2f} ΣR={sum(Rs):+.0f}"
+
+def berlin_hour(raw_time):
+    utc=int(raw_time)-_BROKER_OFF
+    return dt.datetime.fromtimestamp(utc, tz=dt.timezone.utc).astimezone(_BERLIN).hour
+
+def main():
+    n=int(sys.argv[1]) if len(sys.argv)>1 else 40000
+    TH=_REVERSAL_STRETCH
+    mt5.initialize()
+    sym=None
+    for c in ("SpotCrude","USOIL","WTI","XTIUSD"):
+        if mt5.symbol_info(c): sym=c; break
+    bars=mt5.copy_rates_from_pos(sym,mt5.TIMEFRAME_M5,0,n+_N_BARS+_MAXH+5)
+    mt5.shutdown()
+    H=[float(b["high"]) for b in bars]; L=[float(b["low"]) for b in bars]
+    C=[float(b["close"]) for b in bars]; T=[int(b["time"]) for b in bars]
+    EF=_ema_series(C,_EMA_FAST); ES=_ema_series(C,_EMA_SLOW); AT=_atr_series(H,L,C)
+
+    print("="*90)
+    print(f"  Dead-Hour-Ausnahme für Reversal? — {sym} M5  Exit: SL {_SL_ATR}×ATR + Trailing")
+    print(f"  Dead-Hours={_DEAD_HOURS} (Berlin) · Reversal-Schwelle TH={TH} · Trend nur |stretch|<{_STRETCH_MAX}")
+    print("="*90)
+    B={k:[] for k in ("rev_L_dead","rev_L_ok","rev_S_dead","rev_S_ok",
+                      "rev_dead","rev_ok","trend_dead","trend_ok")}
+    for i in range(_N_BARS, len(C)-_MAXH-1):
+        atr=AT[i]
+        if not atr or atr<=0: continue
+        atr=max(atr,_ATRMIN); es=ES[i]; ef=EF[i]
+        stretch=(C[i]-es)/atr
+        ang=calc_trend_angle(C[i-_ANGLE_LR-2:i],_ANGLE_LR); ad=ang-90.0
+        dead = berlin_hour(T[i]) in _DEAD_HOURS
+        # Reversal
+        for d,cs,ca,lab in ((1, stretch<=-TH, ad>=_ANGLE_DEAD,"L"),
+                            (-1, stretch>=TH, ad<=-_ANGLE_DEAD,"S")):
+            if cs and ca:
+                R=simulate(C[i],d,atr,C[i]-d*_SL_ATR*atr,H,L,C,i+1)
+                B[f"rev_{lab}_{'dead' if dead else 'ok'}"].append(R)
+                B[f"rev_{'dead' if dead else 'ok'}"].append(R)
+        # Trend-Einstieg (EMA-Richtung, NICHT überdehnt) — das, was das Gate blockt
+        if abs(stretch)<_STRETCH_MAX:
+            d = 1 if ef>es else -1 if ef<es else 0
+            if d:
+                R=simulate(C[i],d,atr,C[i]-d*_SL_ATR*atr,H,L,C,i+1)
+                B[f"trend_{'dead' if dead else 'ok'}"].append(R)
+    print("\nREVERSAL gesamt:")
+    print(f"  außerhalb Dead-Hour  {stats(B['rev_ok'])}")
+    print(f"  IN Dead-Hour        {stats(B['rev_dead'])}   ← Kandidat für Ausnahme")
+    print("\nReversal-LONG (der Fall aus Trade ①):")
+    print(f"  außerhalb Dead-Hour  {stats(B['rev_L_ok'])}")
+    print(f"  IN Dead-Hour        {stats(B['rev_L_dead'])}")
+    print("\nReversal-SHORT:")
+    print(f"  außerhalb Dead-Hour  {stats(B['rev_S_ok'])}")
+    print(f"  IN Dead-Hour        {stats(B['rev_S_dead'])}")
+    print("\nNormaler TREND-Einstieg (das, was das Gate zu Recht blockt?):")
+    print(f"  außerhalb Dead-Hour  {stats(B['trend_ok'])}")
+    print(f"  IN Dead-Hour        {stats(B['trend_dead'])}")
+
+if __name__=="__main__":
+    main()