Axel HocksandClaude Opus 4.8
75d28827e8
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>
85 lines
3.6 KiB
Python
85 lines
3.6 KiB
Python
#!/usr/bin/env python3
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"""Misst den Edge von regulären Trendsignalen, die kurz NACH einem gegenläufigen
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Reversal kommen (z.B. SHORT wenige Bars nach REV-LONG = in den Bounce shorten).
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Sind die schwach/negativ → ein Reversal-Lockout (Gegenrichtung N Bars sperren)
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würde genau diese Verlierer (wie der −26-€-Trade) verhindern.
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"""
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import sys
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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_FAST, _EMA_SLOW,
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_N_BARS, _HTF_DEADBAND, _ANGLE_LR)
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class _TU:
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def snapshot(self): return {"intervals": {}}
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def _ema_series(v,p):
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k=2.0/(p+1); o=[]; e=v[0]
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for i,x in enumerate(v): e=x if i==0 else x*k+e*(1-k); o.append(e)
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return o
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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)): 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 for i in range(len(C))]
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def _rep(name,r):
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if not r: print(f" {name:<26} -"); return
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n=len(r); w=sum(1 for x in r if x>0)
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print(f" {name:<26} n={n:>4} Treffer={100*w/n:>3.0f}% Oe-Edge={sum(r)/n:+.4f}")
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def main():
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n=int(sys.argv[1]) if len(sys.argv)>1 else 12000
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K=10
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mt5.initialize()
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sym=None
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for c in ("SpotCrude","USOIL","WTI","XTIUSD"):
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if mt5.symbol_info(c): sym=c; break
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bars=mt5.copy_rates_from_pos(sym,mt5.TIMEFRAME_M5,0,n+_N_BARS+K+5)
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m30=mt5.copy_rates_from_pos(sym,mt5.TIMEFRAME_M30,0,n//6+400)
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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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mT=[int(b["time"]) for b in m30]; mc=[float(b["close"]) for b in m30]
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mh=[float(b["high"]) for b in m30]; ml=[float(b["low"]) for b in m30]
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mEf=_ema_series(mc,_EMA_FAST); mEs=_ema_series(mc,_EMA_SLOW); mA=_atr_series(mh,ml,mc)
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def m30s(ts):
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lo,hi,idx=0,len(mT)-1,-1
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while lo<=hi:
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md=(lo+hi)//2
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if mT[md]<=ts: idx=md; lo=md+1
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else: hi=md-1
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if idx<_EMA_SLOW or mA[idx] is None or mA[idx]<=0: return 0
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d=mEf[idx]-mEs[idx]
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return 0 if abs(d)<_HTF_DEADBAND*mA[idx] else (1 if d>0 else -1)
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w=WaveRecommender(_TU(), mt5.TIMEFRAME_M5)
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print("="*64); print(f" Reversal-Lockout-Test — {sym} M5+M30 Vorlauf={K}"); print("="*64)
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for N in (6,12,24):
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last_rev_bar=-999; last_rev_dir=0
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counter=[]; normal=[]; rev=[]
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for i in range(_N_BARS, len(C)-K):
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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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ang=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",5,htf_trend=m30s(T[i]),angle=ang)
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sig=rec["signal"]
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if sig=="WARTEN": continue
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d=1 if sig=="LONG" else -1
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r=(C[i+K]-C[i])*d
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is_rev="REV" in (rec.get("setup") or "")
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if is_rev:
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rev.append(r); last_rev_bar=i; last_rev_dir=d
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else:
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if (i-last_rev_bar)<=N and last_rev_dir!=0 and last_rev_dir!=d:
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counter.append(r) # Gegenrichtung kurz nach Reversal
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else:
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normal.append(r)
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print(f"\nLockout-Fenster N={N} Bars:")
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_rep("Reversal selbst", rev)
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_rep(f"Gegen-Signal <= {N} nach Rev", counter)
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_rep("Normale Signale (Rest)", normal)
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if __name__=="__main__":
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main()
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