#!/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 ef1 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()