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
+"""Misst den Edge von regulären Trendsignalen, die kurz NACH einem gegenläufigen
+Reversal kommen (z.B. SHORT wenige Bars nach REV-LONG = in den Bounce shorten).
+Sind die schwach/negativ → ein Reversal-Lockout (Gegenrichtung N Bars sperren)
+würde genau diese Verlierer (wie der −26-€-Trade) verhindern.
+"""
+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, _HTF_DEADBAND, _ANGLE_LR)
+
+
+class _TU:
+    def snapshot(self): return {"intervals": {}}
+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 _rep(name,r):
+    if not r: print(f"  {name:<26} -"); return
+    n=len(r); w=sum(1 for x in r if x>0)
+    print(f"  {name:<26} n={n:>4} Treffer={100*w/n:>3.0f}% Oe-Edge={sum(r)/n:+.4f}")
+
+def main():
+    n=int(sys.argv[1]) if len(sys.argv)>1 else 12000
+    K=10
+    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+K+5)
+    m30=mt5.copy_rates_from_pos(sym,mt5.TIMEFRAME_M30,0,n//6+400)
+    mt5.shutdown()
+    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 m30]; mc=[float(b["close"]) for b in m30]
+    mh=[float(b["high"]) for b in m30]; ml=[float(b["low"]) for b in m30]
+    mEf=_ema_series(mc,_EMA_FAST); mEs=_ema_series(mc,_EMA_SLOW); mA=_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 mA[idx] is None or mA[idx]<=0: return 0
+        d=mEf[idx]-mEs[idx]
+        return 0 if abs(d)<_HTF_DEADBAND*mA[idx] else (1 if d>0 else -1)
+
+    w=WaveRecommender(_TU(), mt5.TIMEFRAME_M5)
+    print("="*64); print(f"  Reversal-Lockout-Test — {sym} M5+M30  Vorlauf={K}"); print("="*64)
+    for N in (6,12,24):
+        last_rev_bar=-999; last_rev_dir=0
+        counter=[]; normal=[]; rev=[]
+        for i in range(_N_BARS, len(C)-K):
+            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)
+            ang=calc_trend_angle(C[i-_ANGLE_LR-2:i],_ANGLE_LR)
+            rec,_=w._build(ef,es,C[i-1],atr,"M5",5,htf_trend=m30s(T[i]),angle=ang)
+            sig=rec["signal"]
+            if sig=="WARTEN": continue
+            d=1 if sig=="LONG" else -1
+            r=(C[i+K]-C[i])*d
+            is_rev="REV" in (rec.get("setup") or "")
+            if is_rev:
+                rev.append(r); last_rev_bar=i; last_rev_dir=d
+            else:
+                if (i-last_rev_bar)<=N and last_rev_dir!=0 and last_rev_dir!=d:
+                    counter.append(r)     # Gegenrichtung kurz nach Reversal
+                else:
+                    normal.append(r)
+        print(f"\nLockout-Fenster N={N} Bars:")
+        _rep("Reversal selbst", rev)
+        _rep(f"Gegen-Signal <= {N} nach Rev", counter)
+        _rep("Normale Signale (Rest)", normal)
+
+if __name__=="__main__":
+    main()