#!/usr/bin/env python3 """Misst, ob offene D1-Gaps als Magnete einen handelbaren Edge liefern: Haben Wellen-Signale, die ZUM nächsten offenen Gap zeigen, besseren Edge als die, die davon WEG zeigen? (Gap-Status wird je Bar korrekt 'as-of' rekonstruiert — nur Gaps, die zu dem Zeitpunkt offen waren.) """ import sys, bisect, datetime as dt 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) OFF = 3 * 3600 def _d(ts): return dt.datetime.fromtimestamp(ts - OFF, tz=dt.timezone.utc).date() 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:<30} -"); return n=len(r); w=sum(1 for x in r if x>0) print(f" {name:<30} n={n:>5} Treffer={100*w/n:>3.0f}% Ø-Edge={sum(r)/n:+.4f} Summe={sum(r):+.1f}") def main(): n=int(sys.argv[1]) if len(sys.argv)>1 else 50000 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+500) d1 =mt5.copy_rates_from_pos(sym,mt5.TIMEFRAME_D1,0,500) 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 m30sign(ts): idx=bisect.bisect_right(mT,ts)-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) # --- D1-Gaps + Fülldatum bestimmen (alle Jahre in den D1-Daten) --- dr=[{"date":_d(int(b["time"])),"h":float(b["high"]),"l":float(b["low"])} for b in d1] gaps=[] for i in range(1,len(dr)): p,cur=dr[i-1],dr[i] if cur["l"]>p["h"]: gaps.append({"date":cur["date"],"dir":"up","lo":p["h"],"hi":cur["l"],"fill":p["h"],"i":i}) elif cur["h"]=g["hi"]): fd=dr[j]["date"]; break g["fill_date"]=fd print(f"D1-Gaps gesamt: {len(gaps)}") def open_gaps_asof(d): return [g for g in gaps if g["date"]<=d and (g["fill_date"] is None or g["fill_date"]>d)] w=WaveRecommender(_TU(), mt5.TIMEFRAME_M5) toward=[]; away=[]; nogap=[] toward_r=[]; away_r=[] # nur Gaps "in Reichweite" (≤2% vom Kurs) 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) a5=calc_trend_angle(C[i-_ANGLE_LR-2:i],_ANGLE_LR) rec,_=w._build(ef,es,C[i-1],atr,"M5",0,htf_trend=m30sign(T[i]),angle=a5) if rec["signal"]=="WARTEN": continue d=1 if rec["signal"]=="LONG" else -1 fwd=(C[i+K]-C[i])*d px=C[i]; og=open_gaps_asof(_d(T[i])) if not og: nogap.append(fwd); continue nearest=min(og, key=lambda g: abs(g["fill"]-px)) side=1 if nearest["fill"]>px else -1 # +1 Gap oben, -1 Gap unten (toward if d==side else away).append(fwd) if abs(nearest["fill"]-px)/px <= 0.02: # in Reichweite (toward_r if d==side else away_r).append(fwd) print("="*72) print(f" Gap-Magnet-Test — {sym} M5 Vorlauf={K} (Signal zum nächsten offenen Gap?)") print("="*72) _rep("Signal ZUM Gap (toward)", toward) _rep("Signal WEG vom Gap (away)", away) _rep("kein offenes Gap", nogap) print("\n Nur Gaps in Reichweite (≤2% vom Kurs):") _rep(" toward (≤2%)", toward_r) _rep(" away (≤2%)", away_r) if __name__=="__main__": main()