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_events.py

@@ -0,0 +1,96 @@
+#!/usr/bin/env python3
+"""Event-Blackout-Messung (Track B): Sind Signale rund um die planbaren Öl-Events
+schlechter? EIA-Lagerbestände = Mittwoch 16:30 Berlin (10:30 ET, Offset ganzjährig 6 h),
+API = Dienstag 22:30 Berlin. Misst Signale (Trend+Reversal, Live-Exit-Sim) je Fenster:
+  eia_pre  Mi 15:30–16:30 · eia_post Mi 16:30–18:00
+  api_pre  Di 21:30–22:30 · api_post Di 22:30–23:30
+gegen 'rest', über 2 History-Hälften. Blackout nur bauen, wenn ein Fenster in BEIDEN
+Hälften klar negativ ist (netto, Kosten 0,1×ATR).
+"""
+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 (_EMA_FAST, _EMA_SLOW, _N_BARS, _ANGLE_LR, _ANGLE_DEAD,
+                           _REVERSAL_STRETCH, _STRETCH_MAX)
+_MAXH=200; _TRAILON=0.3; _TPTRAIL=0.5; _ATRMIN=0.12; _SL_ATR=2.0; _COST=0.10
+_BROKER_OFF=3*3600; _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 st(v):
+    if not v: return "n=0"
+    n=len(v); w=sum(1 for x in v if x>0)
+    return (f"n={n:>5} WR={100*w/n:>3.0f}% Ø-R={sum(v)/n:+.3f} "
+            f"netto={sum(v)/n-_COST:+.3f} ΣR={sum(v):+.0f}")
+
+def bdt(raw):
+    return dt.datetime.fromtimestamp(int(raw)-_BROKER_OFF, tz=dt.timezone.utc).astimezone(_BERLIN)
+
+def wclass(t):
+    wd=t.weekday(); hm=t.hour*60+t.minute
+    if wd==2:                       # Mittwoch
+        if 15*60+30<=hm<16*60+30: return "eia_pre"
+        if 16*60+30<=hm<18*60:    return "eia_post"
+    if wd==1:                       # Dienstag
+        if 21*60+30<=hm<22*60+30: return "api_pre"
+        if 22*60+30<=hm<23*60+30: return "api_post"
+    return "rest"
+
+def main():
+    n=int(sys.argv[1]) if len(sys.argv)>1 else 80000
+    mt5.initialize(); sym=None
+    for c in ("SpotCrude","USOIL","WTI","XTIUSD"):
+        if mt5.symbol_info(c): sym=c; break
+    bars=None
+    for req in (n,100000,80000,60000,40000):
+        bars=mt5.copy_rates_from_pos(sym,mt5.TIMEFRAME_M5,0,req)
+        if bars is not None and len(bars)>2000: break
+    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)
+    mid=len(C)//2; TH=_REVERSAL_STRETCH
+    print("="*92)
+    print(f"  Event-Fenster (EIA Mi 16:30 · API Di 22:30 Berlin) — {sym} M5 ({len(C)} Bars)")
+    print("="*92)
+    for lbl,a,b in (("H1 (alt)",_N_BARS,mid),("H2 (neu)",mid,len(C))):
+        B={k:[] for k in ("eia_pre","eia_post","api_pre","api_post","rest")}
+        for i in range(max(a,_N_BARS), min(b,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
+            d=0
+            if stretch<=-TH and ad>=_ANGLE_DEAD: d=1
+            elif stretch>=TH and ad<=-_ANGLE_DEAD: d=-1
+            elif abs(stretch)<_STRETCH_MAX: d=1 if ef>es else -1 if ef<es else 0
+            if not d: continue
+            R=simulate(C[i],d,atr,C[i]-d*_SL_ATR*atr,H,L,C,i+1)
+            B[wclass(bdt(T[i]))].append(R)
+        print(f"\n{lbl}:")
+        for k in ("eia_pre","eia_post","api_pre","api_post","rest"):
+            print(f"   {k:<9} {st(B[k])}")
+    print("\n  Blackout nur, wenn ein Fenster in BEIDEN Hälften klar netto-negativ ist.")
+
+if __name__=="__main__":
+    main()