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>
100 lines
4.4 KiB
Python
100 lines
4.4 KiB
Python
#!/usr/bin/env python3
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"""Misst, ob ein Regressions-WINKEL-Filter die nachlaufende EMA-Richtung
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verbessert (Problem: SHORT im schon gedrehten Aufwärtstrend, weil EMA12/50
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nachläuft). Live-Konfig M5 + M30-EMA-Filter. Getestet wird, ob der M5- bzw.
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H1-Winkel als schnellerer Wende-Detektor schlechte Signale herausfiltert.
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"""
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from __future__ import annotations
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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,
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_EMA_FAST, _EMA_SLOW, _N_BARS, _HTF_DEADBAND)
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_LR = 14 # ANGLE_LR_BARS
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class _NeutralTU:
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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:<24} -"); 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:<24} 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 8000
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K=10; dead=2.0 # Winkel-Totband um 90° (Grad)
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if not mt5.initialize(): print("init",mt5.last_error()); sys.exit(1)
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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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sym=sym or "SpotCrude"
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bars=mt5.copy_rates_from_pos(sym,mt5.TIMEFRAME_M5,0,n+_N_BARS+K+5)
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m30b=mt5.copy_rates_from_pos(sym,mt5.TIMEFRAME_M30,0,n//6+400)
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h1b =mt5.copy_rates_from_pos(sym,mt5.TIMEFRAME_H1,0,n//12+400)
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mt5.shutdown()
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if bars is None or m30b is None or h1b is None: print("Bars fehlen"); sys.exit(1)
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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 m30b]; mc=[float(b["close"]) for b in m30b]
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mh=[float(b["high"]) for b in m30b]; ml=[float(b["low"]) for b in m30b]
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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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hT=[int(b["time"]) for b in h1b]; hc=[float(b["close"]) for b in h1b]
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# Winkel-Serien (M5 lokal je Fenster; H1 je Bar)
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hAng=[calc_trend_angle(hc[max(0,i-_LR-2):i+1], _LR) if i>=_LR else 90.0 for i in range(len(hc))]
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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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def h1ang(ts):
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lo,hi,idx=0,len(hT)-1,-1
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while lo<=hi:
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md=(lo+hi)//2
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if hT[md]<=ts: idx=md; lo=md+1
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else: hi=md-1
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return hAng[idx] if idx>=0 else 90.0
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w=WaveRecommender(_NeutralTU(),mt5.TIMEFRAME_M5)
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base=[]; m5_ok=[]; m5_no=[]; h1_ok=[]; h1_no=[]; gate=[]
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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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rec,_=w._build(ef,es,C[i-1],atr,"M5",5,htf_trend=m30s(T[i]))
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if rec["signal"]=="WARTEN": continue
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d=1 if rec["signal"]=="LONG" else -1
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r=(C[i+K]-C[i])*d
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base.append(r)
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a5=calc_trend_angle(C[i-_LR-2:i], _LR) # M5-Winkel bis Signalbar
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ah=h1ang(T[i])
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a5_dis = (a5 < 90-dead) if d>0 else (a5 > 90+dead) # Winkel klar dagegen
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ah_dis = (ah < 90-dead) if d>0 else (ah > 90+dead)
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(m5_no if a5_dis else m5_ok).append(r)
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(h1_no if ah_dis else h1_ok).append(r)
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if not ah_dis: # Gate: H1-Winkel NICHT klar dagegen
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gate.append(r)
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print("="*60); print(f" Winkel-vs-EMA-Test — {sym} M5+M30 Vorlauf={K} Totband={dead}°"); print("="*60)
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_rep("BASIS (alle)", base)
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print("-- M5-Winkel --"); _rep("M5-Winkel dafür/neutral", m5_ok); _rep("M5-Winkel klar dagegen", m5_no)
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print("-- H1-Winkel --"); _rep("H1-Winkel dafür/neutral", h1_ok); _rep("H1-Winkel klar dagegen", h1_no)
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print("-- Gate: H1-Winkel nicht dagegen --"); _rep("Gate", gate)
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if __name__=="__main__":
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main()
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