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_rev_exit.py

@@ -0,0 +1,88 @@
+#!/usr/bin/env python3
+"""Reversal-Setups mit ECHTER Exit-Simulation (SL 2,0×ATR, Breakeven 1,3,
+Trailing HW∓1,5×ATR) — zeigt, ob der antizyklische Einstieg den Gegenlauf vor
+der Wende überlebt oder vorher ausgestoppt wird. Vergleich zum normalen Signal.
+"""
+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, _STRETCH_MAX, _HTF_DEADBAND, _ANGLE_DEAD)
+from backtest_exit import simulate, _ATR_MIN, _MAXH, _ema_series, _atr_series
+
+_LR = 14
+
+
+class _NeutralTU:
+    def snapshot(self): return {"intervals": {}}
+
+def _metrics(name, Rs):
+    if not Rs: print(f"  {name:<24} -"); return
+    n=len(Rs); win=sum(1 for r in Rs if r>0)
+    g=sum(r for r in Rs if r>0); l=-sum(r for r in Rs if r<0)
+    pf=g/l if l>0 else 9.99
+    print(f"  {name:<24} n={n:>4} Treffer={100*win/n:>3.0f}% Oe-R={sum(Rs)/n:+.3f} "
+          f"Summe={sum(Rs):+.1f} PF={pf:.2f} Worst={min(Rs):+.2f}")
+
+def main():
+    n=int(sys.argv[1]) if len(sys.argv)>1 else 12000
+    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+_MAXH+5)
+    m30b=mt5.copy_rates_from_pos(sym,mt5.TIMEFRAME_M30,0,n//6+400)
+    mt5.shutdown()
+    if bars 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); mATR=_atr_series(mh,ml,mc)
+    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 mATR[idx] is None or mATR[idx]<=0: return 0
+        dd=mEf[idx]-mEs[idx]
+        return 0 if abs(dd)<_HTF_DEADBAND*mATR[idx] else (1 if dd>0 else -1)
+
+    w=WaveRecommender(_NeutralTU(),mt5.TIMEFRAME_M5)
+    rev=[]; rev_long=[]; rev_short=[]; trend=[]
+    for i in range(_N_BARS, len(C)-_MAXH-1):
+        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)
+        stretch=(C[i-1]-es)/atr; ang=calc_trend_angle(C[i-_LR-2:i], _LR); ad=ang-90.0
+        a=max(atr,_ATR_MIN)
+        # Reversal?
+        d=0
+        if stretch<=-_STRETCH_MAX and ad>=_ANGLE_DEAD: d=1
+        elif stretch>=_STRETCH_MAX and ad<=-_ANGLE_DEAD: d=-1
+        if d!=0:
+            R,_=simulate(C[i], d, a, 2.0, H, L, C, i+1, be=1.3)
+            rev.append(R); (rev_long if d>0 else rev_short).append(R)
+            continue
+        # normales Trendsignal (mit M30-Filter) zum Vergleich
+        rec,_=w._build(ef,es,C[i-1],atr,"M5",5,htf_trend=m30s(T[i]))
+        if rec["signal"]!="WARTEN":
+            dd=1 if rec["signal"]=="LONG" else -1
+            R,_=simulate(C[i], dd, a, 2.0, H, L, C, i+1, be=1.3)
+            trend.append(R)
+
+    print("="*72)
+    print(f"  Reversal mit ECHTER Exit-Simulation — {sym} M5  (SL 2,0 · BE 1,3 · Trail)")
+    print("="*72)
+    _metrics("Reversal gesamt", rev)
+    _metrics("  Reversal LONG", rev_long)
+    _metrics("  Reversal SHORT", rev_short)
+    _metrics("Normales Trendsignal", trend)
+    print("\n  Oe-R = Ø/Trade in ATR · Worst = größter Einzelverlust (Gegenlauf/SL)")
+
+if __name__=="__main__":
+    main()