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>
This commit is contained in:
Axel Hocks
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#!/usr/bin/env python3
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"""Reversal-Konfidenz-Boni (offener Befund Review 2026-07-15):
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Im Reversal-Zweig vergeben „starker Trend" (+10/+5, |sep|-abhängig) und
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„⭐ tiefer Pullback" (+15, bei REV per Definition IMMER) Konfidenz-Boni, obwohl
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beide beim Reversal GEGEN das Signal stehen. Effekt: Reversals passieren das
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_MIN_CONF=55-Gate leichter.
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Messung: Signale aus der echten `_build`-Logik (M30-Filter + H1-Konfluenz +
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Winkel, hour=None = gate-frei wie alle Backtests). Für REV-Signale wird eine
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korrigierte Konfidenz conf_fix = conf − (15 + Trendstärke-Bonus) gerechnet.
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Vergleich Gate LIVE (conf≥55) vs. Gate FIX (conf_fix≥55) — entscheidend ist der
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Edge der Trades, die durch den Fix NEU RAUSFALLEN: nur wenn die in BEIDEN
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Hälften negativ sind, ist der Fix berechtigt. Exit = live (SL2,0/Trail1,5/BE1,3),
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Kosten = Bar-Spread/ATR. R = Profit/ATR.
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"""
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import sys, bisect
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import MetaTrader5 as mt5
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from core.analysis import calc_trend_angle
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from core.wave_rec import (WaveRecommender, _atr, _ema_last, _ema_series,
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_EMA_FAST, _EMA_SLOW, _N_BARS, _HTF_DEADBAND, _ANGLE_LR)
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_MAXH = 288; _ATRMIN = 0.12; _GATE = 55
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def _atr_series(H, L, C, p=14):
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t = [0.0]
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for i in range(1, len(C)):
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t.append(max(H[i]-L[i], abs(H[i]-C[i-1]), abs(L[i]-C[i-1])))
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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
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for i in range(len(C))]
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def sim(entry, d, atr, H, L, C, j0, sl_atr=2.0, trail=1.5, trail_on=0.3, be_on=1.3):
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eff = entry - d*sl_atr*atr; hw = entry
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end = min(j0+_MAXH, len(C)-1); exit_px = C[end]
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for j in range(j0, end+1):
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hi, lo = H[j], L[j]
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if (lo <= eff) if d > 0 else (hi >= eff): exit_px = eff; break
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hw = max(hw, hi) if d > 0 else min(hw, lo)
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prof = (C[j]-entry)*d
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if prof >= trail_on*atr:
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cand = hw - d*trail*atr
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if prof >= be_on*atr: cand = max(cand, entry) if d > 0 else min(cand, entry)
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eff = max(eff, cand) if d > 0 else min(eff, cand)
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return (exit_px-entry)*d/atr
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def st(Rs):
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if not Rs: return None
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n = len(Rs); w = sum(1 for x in Rs if x > 0); s = sum(Rs)
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up = sum(x for x in Rs if x > 0); dn = -sum(x for x in Rs if x < 0)
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return dict(n=n, wr=100*w/n, oR=s/n, pf=(up/dn if dn > 0 else 99.9), sum=s)
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def line(lbl, s):
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if not s: return f" {lbl:<30} —"
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return (f" {lbl:<30} n={s['n']:>4} WR={s['wr']:>3.0f}% ØR={s['oR']:+.3f} "
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f"PF={s['pf']:>4.2f} ΣR={s['sum']:>+6.0f}")
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def main():
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n = int(sys.argv[1]) if len(sys.argv) > 1 else 80000
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mt5.initialize()
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sym = next((c for c in ("SpotCrude", "USOIL", "WTI", "XTIUSD") if mt5.symbol_info(c)), None)
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bars = mt5.copy_rates_from_pos(sym, mt5.TIMEFRAME_M5, 0, n+_N_BARS+_MAXH+5)
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m30 = mt5.copy_rates_from_pos(sym, mt5.TIMEFRAME_M30, 0, n//6+500)
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h1 = mt5.copy_rates_from_pos(sym, mt5.TIMEFRAME_H1, 0, n//12+500)
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si = mt5.symbol_info(sym); point = si.point
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mt5.shutdown()
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T = [int(b["time"]) for b in bars]; H = [float(b["high"]) for b in bars]
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L = [float(b["low"]) for b in bars]; C = [float(b["close"]) for b in bars]
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SP = [float(b["spread"])*point for b in bars]
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def series(rr):
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t = [int(b["time"]) for b in rr]; c = [float(b["close"]) for b in rr]
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hh = [float(b["high"]) for b in rr]; ll = [float(b["low"]) for b in rr]
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return t, _ema_series(c, _EMA_FAST), _ema_series(c, _EMA_SLOW), _atr_series(hh, ll, c)
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mT, mEf, mEs, mA = series(m30)
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hT, hEf, hEs, hA = series(h1)
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def tf_sign(tt, ef, es, aa, ts):
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i = bisect.bisect_right(tt, ts)-1
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if i < _EMA_SLOW or aa[i] is None or aa[i] <= 0: return 0
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dd = ef[i]-es[i]
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return 0 if abs(dd) < _HTF_DEADBAND*aa[i] else (1 if dd > 0 else -1)
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w = WaveRecommender(type("T", (), {"snapshot": lambda s: {"intervals": {}}})(), mt5.TIMEFRAME_M5)
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def cost(i, atr): return (SP[i] if SP[i] > 0 else 0.0225)/atr
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sigs = [] # (i, d, atr, conf, conf_fix, is_rev)
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for i in range(_N_BARS, len(C)-_MAXH-1):
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wc = C[i-_N_BARS:i]; wh = H[i-_N_BARS:i]; wl = L[i-_N_BARS:i]
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atr = _atr(wh, wl, wc)
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if not atr or atr <= 0: continue
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ef = _ema_last(wc, _EMA_FAST); es = _ema_last(wc, _EMA_SLOW)
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a5 = calc_trend_angle(C[i-_ANGLE_LR-2:i], _ANGLE_LR)
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rec, _ = w._build(ef, es, C[i-1], atr, "M5", 0,
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htf_trend=tf_sign(mT, mEf, mEs, mA, T[i]),
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h1_trend=tf_sign(hT, hEf, hEs, hA, T[i]), angle=a5)
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if rec["signal"] == "WARTEN": continue
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d = 1 if rec["signal"] == "LONG" else -1
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conf = int(rec.get("conf_pct") or 0)
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is_rev = "REV" in (rec.get("setup") or "")
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conf_fix = conf
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if is_rev:
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sep = (ef - es) / atr
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bonus = 15 + (10 if abs(sep) >= 0.5 else 5 if abs(sep) >= 0.25 else 0)
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conf_fix = conf - bonus
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sigs.append((i, d, max(atr, _ATRMIN), conf, conf_fix, is_rev))
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mid = len(C)//2
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print("="*86)
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print(f" Reversal-Konfidenz-Boni — {sym} M5 ({len(sigs)} Signale · Gate {_GATE} · Echtkosten)")
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print(f" FIX = beim Reversal ohne '+15 Pullback' und '+10/5 Trendstärke'")
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print("="*86)
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for lbl, lo, hi in (("H1 (alt)", 0, mid), ("H2 (neu)", mid, len(C))):
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seg = [x for x in sigs if lo <= x[0] < hi]
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def R(x): return sim(C[x[0]], x[1], x[2], H, L, C, x[0]+1) - cost(x[0], x[2])
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rev_all = [x for x in seg if x[5]]
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rev_live = [x for x in rev_all if x[3] >= _GATE]
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rev_fix = [x for x in rev_all if x[4] >= _GATE]
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dropped = [x for x in rev_all if x[3] >= _GATE and x[4] < _GATE]
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print(f"\n{lbl}: ({len(seg)} Signale, davon {len(rev_all)} Reversal)")
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print(line("REV alle (ohne Gate)", st([R(x) for x in rev_all])))
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print(line("REV durch Gate LIVE (jetzt)", st([R(x) for x in rev_live])))
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print(line("REV durch Gate FIX", st([R(x) for x in rev_fix])))
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sd = st([R(x) for x in dropped])
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print(line("→ FÄLLT NEU RAUS (Fix-Opfer)", sd) +
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(" <- Edge<0 = Fix berechtigt" if sd and sd["oR"] < 0 else ""))
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print(f"\n Fix NUR umsetzen, wenn die 'fällt neu raus'-Gruppe in BEIDEN Hälften ØR<0 hat")
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print(f" (sonst würden profitable Reversals unters Gate gedrückt — 7× gelernte Lektion).")
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if __name__ == "__main__":
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main()
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