Axel HocksandClaude Opus 4.8
e5589da08b
Erkennt aus M30-Swing-Pivots: Doppeltop/-boden, Kopf-Schulter/inverse SKS, Tasse+Henkel/invers, auf-/absteigendes+symmetrisches Dreieck. Je Muster Richtung, Trigger/Nackenlinie, Measured-Move-Ziel, Status (bildet sich/bestätigt/ungültig), Güte. Dashboard-Karte #card-patterns + Disclaimer (v=116). KEIN Signal, kein Verdict-Gewicht — Signal-Einfluss erst nach Backtest (Muster-Klasse 2x verworfen, hohe Beweislast). Live getestet: findet bestätigten Doppeltop. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
234 lines
11 KiB
Python
234 lines
11 KiB
Python
"""
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core/patterns.py — Visuelle Chartmuster-Erkennung (ANZEIGE, kein Signal)
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========================================================================
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Erkennt mechanisch definierte Chartmuster aus den M30-Swing-Pivots und liefert
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sie fürs Dashboard: Typ, Richtung, Nackenlinie/Trigger, Measured-Move-Ziel,
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Status (bildet sich / bestätigt / ungültig) und eine Qualitäts-Note.
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Erkannte Muster (v1):
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• Doppeltop / Doppelboden (2 gleiche Extrema + Nackenlinie)
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• Kopf-Schulter / invers (SKS) (3 Extrema, Mitte am höchsten/tiefsten)
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• Tasse+Henkel / invers (heuristisch: abgerundetes Extrem + Henkel)
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⚠ REINE ANZEIGE — KEIN Trade-Trigger, KEIN Verdict-Gewicht. Signal-Einfluss ERST
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nach Backtest (`backtest_patterns.py`, noch zu bauen): dieselbe Klasse (Doppeltop,
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Struktur) ist im Projekt schon 2× als SIGNAL verworfen (`backtest_doubletop.py`,
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`backtest_structure.py`) → hohe Beweislast. Das Modul zeigt nur den Ist-Zustand +
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das (mechanische) Measured-Move-Ziel, damit man sieht, was ein Kommentator meint.
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Thread-sicher wie structure.py: refresh_market(sym) holt M30-Bars unter mt5_lock
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(~30 s gedrosselt), snapshot() liefert den letzten Stand ohne MT5-Call.
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"""
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from __future__ import annotations
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import threading
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import time
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import MetaTrader5 as mt5
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from core.mt5_utils import mt5_lock
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from core.logger import get_logger
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log = get_logger("patterns")
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_TF = mt5.TIMEFRAME_M30
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_N_BARS = 240
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_PIVOT_K = 3
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_REFRESH_S = 30.0
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_MIN_HEIGHT_ATR = 1.2 # Muster-Höhe muss ≥ so viel ATR sein (sonst Rauschen)
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_TOL_ATR = 0.7 # zwei "gleiche" Extrema dürfen so weit auseinander (×ATR)
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_NECK_TOL_ATR = 0.9 # Nackenlinie "flach": zwei Tröge/Hochs so weit (×ATR)
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_MAX_LOOKBACK = 9 # nur die letzten N Swings betrachten (aktuelle Muster)
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def _atr(highs, lows, closes, p=14):
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trs = []
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for i in range(1, len(closes)):
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trs.append(max(highs[i]-lows[i], abs(highs[i]-closes[i-1]), abs(lows[i]-closes[i-1])))
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return (sum(trs[-p:]) / min(len(trs), p)) if trs else None
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def _pivots(highs, lows, k):
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"""Alternierende Swing-Punkte → [(index, price, 'H'/'L')] (wie structure.py)."""
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n = len(highs); raw = []
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for i in range(k, n - k):
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if highs[i] == max(highs[i-k:i+k+1]) and highs[i] > highs[i-1] and highs[i] >= highs[i+1]:
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raw.append((i, highs[i], "H"))
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elif lows[i] == min(lows[i-k:i+k+1]) and lows[i] < lows[i-1] and lows[i] <= lows[i+1]:
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raw.append((i, lows[i], "L"))
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out = []
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for p in raw:
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if out and out[-1][2] == p[2]:
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if (p[2] == "H" and p[1] > out[-1][1]) or (p[2] == "L" and p[1] < out[-1][1]):
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out[-1] = p
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else:
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out.append(p)
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return out
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def _sim(a, b, atr):
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"""Ähnlichkeit zweier Preise (1 = identisch, 0 = ≥ _TOL_ATR entfernt)."""
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return max(0.0, 1.0 - abs(a - b) / (_TOL_ATR * atr)) if atr else 0.0
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def _status(dir_, trigger, cur, extreme):
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"""bestätigt (Trigger gebrochen) / ungültig (Extrem überschritten) / bildet sich."""
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if dir_ == "bear":
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if cur < trigger: return "confirmed"
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if cur > extreme: return "invalidated"
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else:
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if cur > trigger: return "confirmed"
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if cur < extreme: return "invalidated"
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return "forming"
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def _detect(piv, cur, atr, last_idx):
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"""Sucht Muster in den letzten Swings. → Liste Muster-dicts."""
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out = []
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P = piv[-_MAX_LOOKBACK:]
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if len(P) < 3:
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return out
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pr = [p[1] for p in P]; kd = [p[2] for p in P]; ix = [p[0] for p in P]
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def add(typ, name, dir_, quality, trigger, extreme, note):
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h = abs(extreme - trigger)
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if h < _MIN_HEIGHT_ATR * atr: # zu flach = Rauschen
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return
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target = trigger - h if dir_ == "bear" else trigger + h
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out.append({
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"type": typ, "name": name, "dir": dir_,
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"quality": round(quality, 2), "trigger": round(trigger, 3),
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"target": round(target, 3), "height_atr": round(h / atr, 1),
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"status": _status(dir_, trigger, cur, extreme),
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"bars_ago": last_idx - ix[-1], "note": note,
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})
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# über alle 3er/5er-Fenster am aktuellen Rand
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for s in range(len(P) - 2):
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w = list(zip(kd[s:], pr[s:], ix[s:]))
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# ── Doppeltop: H, L, H (zwei ~gleiche Hochs, Trog dazwischen) ──
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if len(w) >= 3 and w[0][0] == "H" and w[1][0] == "L" and w[2][0] == "H":
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Ha, Lm, Hb = w[0][1], w[1][1], w[2][1]
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q = _sim(Ha, Hb, atr)
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if q > 0.35 and Lm < min(Ha, Hb):
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add("double_top", "Doppeltop", "bear", q, Lm, max(Ha, Hb),
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f"zwei Hochs {Ha:.2f}/{Hb:.2f}, Nackenlinie {Lm:.2f}")
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# ── Doppelboden: L, H, L ──
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if len(w) >= 3 and w[0][0] == "L" and w[1][0] == "H" and w[2][0] == "L":
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La, Hm, Lb = w[0][1], w[1][1], w[2][1]
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q = _sim(La, Lb, atr)
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if q > 0.35 and Hm > max(La, Lb):
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add("double_bottom", "Doppelboden", "bull", q, Hm, min(La, Lb),
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f"zwei Tiefs {La:.2f}/{Lb:.2f}, Nackenlinie {Hm:.2f}")
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# ── Kopf-Schulter (SKS): H, L, H, L, H (Kopf = mittleres Hoch am höchsten) ──
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if len(w) >= 5 and [x[0] for x in w[:5]] == ["H", "L", "H", "L", "H"]:
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ls, t1, head, t2, rs = (w[i][1] for i in range(5))
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if head > ls and head > rs:
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neck = (t1 + t2) / 2.0
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q = _sim(ls, rs, atr) * _sim(t1, t2, atr)
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if q > 0.25 and abs(t1 - t2) < _NECK_TOL_ATR * atr:
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add("hs", "Kopf-Schulter", "bear", q, neck, head,
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f"Kopf {head:.2f}, Schultern {ls:.2f}/{rs:.2f}, Nacken {neck:.2f}")
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# ── Inverse SKS: L, H, L, H, L ──
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if len(w) >= 5 and [x[0] for x in w[:5]] == ["L", "H", "L", "H", "L"]:
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ls, t1, head, t2, rs = (w[i][1] for i in range(5))
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if head < ls and head < rs:
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neck = (t1 + t2) / 2.0
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q = _sim(ls, rs, atr) * _sim(t1, t2, atr)
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if q > 0.25 and abs(t1 - t2) < _NECK_TOL_ATR * atr:
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add("inv_hs", "Inverse SKS", "bull", q, neck, head,
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f"Kopf {head:.2f}, Schultern {ls:.2f}/{rs:.2f}, Nacken {neck:.2f}")
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# ── (Inverse) Tasse+Henkel (heuristisch): Rand-Extrema ~gleich, Boden/Top
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# dazwischen, breit; Henkel = letzter kleiner Gegen-Swing. ──
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if len(w) >= 3:
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span = w[2][2] - w[0][2] # Bars zwischen den Rand-Punkten
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if w[0][0] == "L" and w[1][0] == "H" and w[2][0] == "L" and span >= 10:
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rim_l, top, rim_r = w[0][1], w[1][1], w[2][1] # inverse Tasse (abger. Top)
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q = _sim(rim_l, rim_r, atr) * 0.9
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if q > 0.4 and top > max(rim_l, rim_r):
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add("inv_cup", "Inverse Tasse+Henkel", "bear", q, min(rim_l, rim_r), top,
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f"abgerundetes Top {top:.2f}, Rand ~{rim_r:.2f} (Henkel-Unterkante)")
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if w[0][0] == "H" and w[1][0] == "L" and w[2][0] == "H" and span >= 10:
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rim_l, bot, rim_r = w[0][1], w[1][1], w[2][1] # Tasse (abger. Boden)
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q = _sim(rim_l, rim_r, atr) * 0.9
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if q > 0.4 and bot < min(rim_l, rim_r):
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add("cup", "Tasse+Henkel", "bull", q, max(rim_l, rim_r), bot,
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f"abgerundeter Boden {bot:.2f}, Rand ~{rim_r:.2f} (Henkel-Oberkante)")
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# ── Dreiecke (Fortsetzung): letzte 2 Hochs + 2 Tiefs, Steigungen prüfen ──
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highs = [(x[2], x[1]) for x in zip(kd, pr, ix) if x[0] == "H"][-2:]
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lows = [(x[2], x[1]) for x in zip(kd, pr, ix) if x[0] == "L"][-2:]
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if len(highs) == 2 and len(lows) == 2:
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(ih1, h1p), (ih2, h2p) = highs
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(il1, l1p), (il2, l2p) = lows
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flat_h = abs(h2p - h1p) <= _NECK_TOL_ATR * atr
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flat_l = abs(l2p - l1p) <= _NECK_TOL_ATR * atr
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rising_l = l2p > l1p + 0.4 * atr
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falling_h = h2p < h1p - 0.4 * atr
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wide = abs(max(h1p, h2p) - min(l1p, l2p))
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if wide >= _MIN_HEIGHT_ATR * atr:
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if flat_h and rising_l: # aufsteigendes Dreieck (bullisch)
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res_ = max(h1p, h2p)
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add("tri_asc", "Aufsteigendes Dreieck", "bull", 0.6, res_, min(l1p, l2p),
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f"flacher Widerstand {res_:.2f}, steigende Tiefs")
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elif flat_l and falling_h: # absteigendes Dreieck (bärisch)
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sup_ = min(l1p, l2p)
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add("tri_desc", "Absteigendes Dreieck", "bear", 0.6, sup_, max(h1p, h2p),
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f"flacher Support {sup_:.2f}, fallende Hochs")
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elif falling_h and rising_l: # symmetrisch → Ausbruch offen (nur Anzeige)
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out.append({
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"type": "tri_sym", "name": "Symmetrisches Dreieck", "dir": "neutral",
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"quality": 0.5, "trigger": round((max(h1p, h2p) + min(l1p, l2p)) / 2, 3),
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"target": None, "height_atr": round(wide / atr, 1),
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"status": "forming", "bars_ago": last_idx - ix[-1],
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"note": f"konvergierend (Hochs fallen, Tiefs steigen) — Ausbruchsrichtung offen",
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})
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# Duplikate (gleicher Typ+Trigger) zusammenfassen, beste Qualität behalten
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best = {}
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for m in out:
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key = (m["type"], round(m["trigger"], 2))
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if key not in best or m["quality"] > best[key]["quality"]:
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best[key] = m
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# ungültige raus, dann nach Status (confirmed/forming) + Qualität + Recency
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res = [m for m in best.values() if m["status"] != "invalidated"]
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rank = {"confirmed": 2, "forming": 1}
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res.sort(key=lambda m: (rank.get(m["status"], 0), m["quality"], -m["bars_ago"]), reverse=True)
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return res
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class PatternDetector:
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def __init__(self):
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self._snap = {"patterns": [], "atr": None, "ts": 0.0}
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self._last_refresh = 0.0
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self._lock = threading.Lock()
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def refresh_market(self, sym: str):
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now = time.time()
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if now - self._last_refresh < _REFRESH_S:
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return
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self._last_refresh = now
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try:
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with mt5_lock(timeout=2) as got:
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if not got:
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return
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bars = mt5.copy_rates_from_pos(sym, _TF, 0, _N_BARS)
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if bars is None or len(bars) < 60:
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return
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H = [float(b["high"]) for b in bars]
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L = [float(b["low"]) for b in bars]
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C = [float(b["close"]) for b in bars]
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atr = _atr(H, L, C)
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if not atr or atr <= 0:
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return
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piv = _pivots(H, L, _PIVOT_K)
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patterns = _detect(piv, C[-1], atr, len(H) - 1)
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with self._lock:
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self._snap = {"patterns": patterns, "atr": round(atr, 4),
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"cur": round(C[-1], 3), "ts": now}
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except Exception as e:
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log.warning(f"patterns.refresh_market: {e}")
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def snapshot(self) -> dict:
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with self._lock:
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return dict(self._snap)
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