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_htf.py

@@ -0,0 +1,91 @@
+#!/usr/bin/env python3
+"""Bringt es Edge, den REVERSAL-Einstieg (antizyklischer Bounce: überdehnt + Winkel
+gedreht) zu VERWERFEN, wenn der H1-Trend klar DAGEGEN steht?
+Teilt alle Reversal-Signale nach H1-Ausrichtung (mit/gegen/flach zur Signalrichtung)
+und misst je Bucket die echte Exit-R (SL 2×ATR + Trailing-TP). Wenn 'gegen' klar
+schlechter/negativ ist → Veto lohnt.
+"""
+import sys, bisect
+import MetaTrader5 as mt5
+from core.analysis import calc_trend_angle
+from core.wave_rec import (_atr, _ema_last, _EMA_FAST, _EMA_SLOW, _N_BARS,
+                           _ANGLE_LR, _ANGLE_DEAD, _HTF_DEADBAND)
+_MAXH=240; _TRAILON=0.3; _TPTRAIL=0.5; _ATRMIN=0.12; _SL_ATR=2.0
+
+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} Treffer={100*w/n:>3.0f}% Ø-R={sum(Rs)/n:+.3f} PF={pf:>4.2f} Worst={min(Rs):+.2f} ΣR={sum(Rs):+.0f}"
+
+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
+    bars=mt5.copy_rates_from_pos(sym,mt5.TIMEFRAME_M5,0,n+_N_BARS+_MAXH+5)
+    h1=mt5.copy_rates_from_pos(sym,mt5.TIMEFRAME_H1,0,20000)
+    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]
+    ES=_ema_series(C,_EMA_SLOW); AT=_atr_series(H,L,C)
+    # H1-Regime
+    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
+        dd=hEf[idx]-hEs[idx]
+        return 0 if abs(dd)<_HTF_DEADBAND*hA[idx] else (1 if dd>0 else -1)
+
+    print("="*92)
+    print(f"  Reversal-Einstieg nach H1-Ausrichtung — {sym} M5  Exit: SL {_SL_ATR}×ATR + Trailing-TP")
+    print("  Frage: sind 'gegen H1' laufende Reversals schlechter (→ Veto lohnt)?")
+    print("="*92)
+    for TH in (3.0, 3.5):
+        B={"mit":[], "gegen":[], "flach":[], "alle":[]}
+        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]
+            stretch=(C[i]-es)/atr
+            ang=calc_trend_angle(C[i-_ANGLE_LR-2:i],_ANGLE_LR); ad=ang-90.0
+            for d,cs,ca in ((1, stretch<=-TH, ad>=_ANGLE_DEAD),
+                            (-1, stretch>=TH, ad<=-_ANGLE_DEAD)):
+                if not (cs and ca): continue     # echtes Reversal-Signal (überdehnt+Winkel)
+                R=simulate(C[i],d,atr,C[i]-d*_SL_ATR*atr,H,L,C,i+1)
+                reg=h1_sign(T[i])
+                cls="mit" if reg==d else "gegen" if reg==-d else "flach"
+                B[cls].append(R); B["alle"].append(R)
+        print(f"\nReversal-Schwelle TH={TH}×ATR:")
+        for cls in ("alle","mit","gegen","flach"):
+            print(f"  {cls:<6} {stats(B[cls])}")
+        veto=[r for c in ("mit","flach") for r in B[c]]
+        print(f"  → mit Veto (gegen verworfen): {stats(veto)}   [ohne Veto = 'alle']")
+    print("\n  'gegen' = H1-Trend GEGEN das Reversal (Gegen-Trend-Fade) — Kandidat fürs Veto")
+
+if __name__=="__main__":
+    main()