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
+"""Verifiziert Gate-Option A ('nur 12+16 blocken' statt '11-14') auf ZWEI unabhängigen
+Zeiträumen (History-Hälften). Prüft: (1) sind Std 12 & 16 in BEIDEN Hälften negativ,
+Std 13 nicht? (Sign-Stabilität = kein Overfitting). (2) schlägt Gate A das aktuelle
+Gate (11-14) und Kein-Gate im Gesamt-Netto-R — in BEIDEN Hälften?
+"""
+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=240; _TRAILON=0.3; _TPTRAIL=0.5; _ATRMIN=0.12; _SL_ATR=2.0; _COST=0.10
+_BROKER_OFF=3*3600; _BERLIN=ZoneInfo("Europe/Berlin")
+GATE_CUR={11,12,13,14}; GATE_A={12,16}
+
+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 bhour(raw):
+    return dt.datetime.fromtimestamp(int(raw)-_BROKER_OFF, tz=dt.timezone.utc).astimezone(_BERLIN).hour
+
+def collect(H,L,C,T,EF,ES,AT,lo,hi):
+    """→ Liste (berlin_hour, R) für Bars in [lo,hi)."""
+    TH=_REVERSAL_STRETCH; out=[]
+    for i in range(max(lo,_N_BARS), min(hi,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
+        out.append((bhour(T[i]), simulate(C[i],d,atr,C[i]-d*_SL_ATR*atr,H,L,C,i+1)))
+    return out
+
+def policy(ev, blocked):
+    kept=[r for h,r in ev if h not in blocked]
+    net=sum(r-_COST for r in kept)
+    return len(kept), net, (net/len(kept) if kept else 0)
+
+def main():
+    n=int(sys.argv[1]) if len(sys.argv)>1 else 120000
+    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)>1000: break
+    mt5.shutdown()
+    if bars is None: print("Keine Bars von MT5."); return
+    print(f"  {len(bars)} M5-Bars geladen.")
+    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
+    def span(a,b): return f"{dt.datetime.utcfromtimestamp(T[a]-_BROKER_OFF):%d.%m.%y}–{dt.datetime.utcfromtimestamp(T[b-1]-_BROKER_OFF):%d.%m.%y}"
+    halves=[("H1 (alt)",_N_BARS,mid),("H2 (neu)",mid,len(C))]
+    print("="*82)
+    print(f"  Gate-A-Verifikation auf 2 Zeiträumen — {sym} M5  (netto = Ø-R − {_COST})")
+    print("="*82)
+    EV={}
+    for lbl,a,b in halves:
+        EV[lbl]=collect(H,L,C,T,EF,ES,AT,a,b)
+        print(f"  {lbl}: {span(a,b)}  ({len(EV[lbl])} Signale)")
+    # (1) Sign-Stabilität der Schlüsselstunden
+    print("\n(1) Netto-R je Stunde — sind 12 & 16 in BEIDEN negativ, 13 nicht?")
+    print(f"  {'Std':>3} " + "".join(f"{lbl:>16}" for lbl,_,_ in halves))
+    for h in (11,12,13,14,15,16,17):
+        cells=""
+        for lbl,_,_ in halves:
+            v=[r for hh,r in EV[lbl] if hh==h]
+            cells+=f"{(sum(v)/len(v)-_COST):>+10.3f}(n{len(v)})" if v else f"{'-':>16}"
+        flag=""
+        if h in GATE_A: flag=" ← blocken(A)"
+        if h==13: flag=" ← behalten?"
+        print(f"  {h:>3} {cells}{flag}")
+    # (2) Politik-Vergleich je Hälfte
+    print("\n(2) Gesamt-Netto-R je Gate-Politik (höher = besser), je Hälfte:")
+    print(f"  {'Politik':<16}" + "".join(f"{lbl:>20}" for lbl,_,_ in halves))
+    for name,blk in (("Kein Gate",set()),("Aktuell 11-14",GATE_CUR),("A: 12+16",GATE_A)):
+        cells=""
+        for lbl,_,_ in halves:
+            k,net,avg=policy(EV[lbl],blk)
+            cells+=f"  ΣR{net:>+7.0f} (n{k},Ø{avg:+.3f})"
+        print(f"  {name:<16}{cells}")
+    print("\n  Gate A validiert NUR, wenn es in BEIDEN Hälften ΣR > 'Aktuell 11-14' liefert")
+    print("  UND 12+16 in beiden negativ, 13 in beiden nicht-negativ sind.")
+
+if __name__=="__main__":
+    main()