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>
92 lines
4.1 KiB
Python
92 lines
4.1 KiB
Python
#!/usr/bin/env python3
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"""Rekonstruiert die heutigen Empfehlungen (echte _build-Logik) über die M5-Bars
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und korreliert sie mit dem Kurs + den heutigen Trades. Zeigt Signal-Wechsel,
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Trefferquote und Auffälligkeiten."""
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import datetime as dt
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import sqlite3
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import MetaTrader5 as mt5
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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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from core.analysis import calc_trend_angle
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OFF = 3600 # Broker(UTC+3)→Berlin(UTC+2, Juni): epoch-1h
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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 bt(ts): return dt.datetime.utcfromtimestamp(ts-OFF) # Berlin
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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, 700)
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m30=mt5.copy_rates_from_pos(sym, mt5.TIMEFRAME_M30, 0, 200)
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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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today = bt(T[-1]).date()
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w=WaveRecommender(_TU(), mt5.TIMEFRAME_M5)
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rows=[] # (i, berlin, close, signal, conf, reason)
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K=6
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for i in range(_N_BARS, len(C)):
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b=bt(T[i])
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if b.date()!=today: continue
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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]),
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angle=ang,hour=b.hour)
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fwd=(C[i+K]-C[i]) if i+K<len(C) else None
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rows.append((i,b,C[i],rec["signal"],rec["conf_pct"],(rec["reasons"] or [""])[0],fwd))
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# Signal-Wechsel
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print("="*72); print(f" Heutige Empfehlung vs Kurs — {sym} {today} (M5, Live-Logik)"); print("="*72)
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print("Signal-WECHSEL (Zeit Berlin · Kurs · Signal · conf · Grund):")
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prev=None
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for (i,b,px,sig,cf,rs,fwd) in rows:
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if sig!=prev:
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print(f" {b.strftime('%H:%M')} {px:7.3f} {sig:6} {cf:>3} {rs[:54]}")
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prev=sig
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# Trefferquote der Nicht-WARTEN-Signale (Vorlauf 6 Bars)
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ev=[(sig,fwd) for (_,_,_,sig,_,_,fwd) in rows if sig in ("LONG","SHORT") and fwd is not None]
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if ev:
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win=sum(1 for s,f in ev if (f>0)==(s=="LONG"))
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edge=sum((f if s=="LONG" else -f) for s,f in ev)/len(ev)
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nL=sum(1 for s,_ in ev if s=="LONG"); nS=len(ev)-nL
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print(f"\nSignale heute: {len(ev)} (LONG {nL} / SHORT {nS}) · Treffer {100*win/len(ev):.0f}% · Oe-Edge {edge:+.4f}")
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warten=sum(1 for (_,_,_,s,_,_,_) in rows if s=="WARTEN")
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print(f"WARTEN-Bars: {warten}/{len(rows)} ({100*warten/max(1,len(rows)):.0f}%)")
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# Trades heute
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print("\nTrades heute (DB):")
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c=sqlite3.connect('oil_widget_history.db'); c.row_factory=sqlite3.Row
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t0=dt.datetime.now().replace(hour=0,minute=0,second=0,microsecond=0).timestamp()
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for r in c.execute('SELECT entry_time,exit_time,direction,entry_price,exit_price,pnl,closed_by FROM trades WHERE exit_time>=? ORDER BY exit_time',(t0,)):
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print(f" {dt.datetime.fromtimestamp(r['entry_time']).strftime('%H:%M')}→{dt.datetime.fromtimestamp(r['exit_time']).strftime('%H:%M')} "
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f"{r['direction']:4} {r['entry_price']:.3f}→{r['exit_price']:.3f} pnl {r['pnl']:+.2f} {r['closed_by']}")
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