#!/usr/bin/env python3 """Verteilung der Empfehlung (Live-Konfig M5 + M30-Filter): wie oft LONG/SHORT vs WARTEN — und WARUM WARTEN (Totband/Überdehnung/M30-Gegen-Trend).""" from __future__ import annotations import sys import MetaTrader5 as mt5 from core.wave_rec import (WaveRecommender, _atr, _ema_last, _EMA_FAST, _EMA_SLOW, _N_BARS, _HTF_DEADBAND) class _NeutralTU: def snapshot(self): return {"intervals": {}} def _ema_series(vals, p): k=2.0/(p+1); out=[]; e=vals[0] for i,v in enumerate(vals): e=v if i==0 else v*k+e*(1-k); out.append(e) return out def _atr_series(H,L,C,p=14): trs=[0.0] for i in range(1,len(C)): trs.append(max(H[i]-L[i],abs(H[i]-C[i-1]),abs(L[i]-C[i-1]))) return [ (sum(trs[max(1,i-p+1):i+1])/max(1,len(trs[max(1,i-p+1):i+1]))) if i else None for i in range(len(C))] def main(): n=int(sys.argv[1]) if len(sys.argv)>1 else 8000 if not mt5.initialize(): print("init",mt5.last_error()); sys.exit(1) sym=None for c in ("SpotCrude","USOIL","WTI","XTIUSD"): if mt5.symbol_info(c): sym=c; break sym=sym or "SpotCrude" bars=mt5.copy_rates_from_pos(sym,mt5.TIMEFRAME_M5,0,n+_N_BARS+20) m30b=mt5.copy_rates_from_pos(sym,mt5.TIMEFRAME_M30,0,n//6+400) mt5.shutdown() if bars is None or m30b is None: print("Bars fehlen"); sys.exit(1) 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 m30b]; mc=[float(b["close"]) for b in m30b] mh=[float(b["high"]) for b in m30b]; ml=[float(b["low"]) for b in m30b] 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(_NeutralTU(),mt5.TIMEFRAME_M5) cnt={"LONG":0,"SHORT":0,"WARTEN":0} why={"Totband":0,"Überdehnung":0,"M30-Gegen-Trend":0,"sonst":0} tot=0 for i in range(_N_BARS,len(C)): 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) rec,_=w._build(ef,es,C[i-1],atr,"M5",5,htf_trend=m30s(T[i])) sig=rec["signal"]; cnt[sig]+=1; tot+=1 if sig=="WARTEN": r=(rec["reasons"] or [""])[0] if "kein klarer Trend" in r: why["Totband"]+=1 elif "überdehnt" in r: why["Überdehnung"]+=1 elif "M30" in r: why["M30-Gegen-Trend"]+=1 else: why["sonst"]+=1 print("="*52) print(f" Signal-Verteilung — {sym} M5+M30 ({tot} Bars)") print("="*52) for k in ("LONG","SHORT","WARTEN"): print(f" {k:<8} {cnt[k]:>5} ({100*cnt[k]/tot:>4.1f} %)") sig_share=100*(cnt['LONG']+cnt['SHORT'])/tot print(f" → Empfehlung (LONG/SHORT): {sig_share:.1f} % der Zeit") print(" WARTEN-Gründe:") wt=cnt["WARTEN"] or 1 for k,v in why.items(): print(f" {k:<16} {v:>5} ({100*v/wt:>4.1f} % der WARTEN)") if __name__=="__main__": main()