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TPTBusiness a9c5df0047 feat: EURUSD Trading-Verbesserungen implementiert (Phase 1)

Neue Module für quantitatives EURUSD-Trading:

1. Hurst Exponent Regime Detection (eurusd_regime.py)
   - Erkennt Marktregime: MEAN_REVERSION, NEUTRAL, TRENDING
   - R/S-Analyse für 1min EURUSD-Daten optimiert
   - Trading-Empfehlungen pro Regime

2. BM25 Memory-System (eurusd_memory.py)
   - Speichert vergangene Trades mit Situation/Ergebnis
   - Findet ähnliche Setups via BM25-Ähnlichkeit
   - Persistente JSON-Speicherung
   - Historische Win-Rate Analyse

3. Volatility-Adjusted Position Sizing (eurusd_risk.py)
   - ATR-basierte Volatilitätsmessung
   - Positionsgröße nach Volatilitäts-Percentile (0.4x-1.5x)
   - Regime-Adjustierung (MEAN_REVERSION/TRENDING/NEUTRAL)
   - Korrelations-Adjustierung für Forex-Paare

4. Multi-Provider LLM Fallback (eurusd_llm.py)
   - Automatische Fallback-Kette bei API-Ausfällen
   - Provider: Qwen3.5 → DeepSeek → Gemini → Ollama
   - Provider-Statistiken für Monitoring
   - JSON-Modus für strukturierte Outputs

Daten-Pipeline verbessert:
- 1-Minuten-Daten korrekt in Qlib integriert
- Prompts von 15min auf 1min aktualisiert
- generate.py für 1min EURUSD-Daten angepasst

Alle Module einzeln und im Integrationstest bestanden.

2026-03-30 19:56:26 +02:00

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How to read files.

For example, if you want to read filename.h5

import pandas as pd
df = pd.read_hdf("filename.h5", key="data")

NOTE: **key is always "data" for all hdf5 files **.

Here is a short description about the data

Filename	Description
"daily_pv.h5"	EURUSD 1-minute OHLCV intraday data (2020-2026).

For different data, We have some basic knowledge for them

EURUSD 1min intraday data

$open: open price of EURUSD at the start of the 1min bar. $close: close price of EURUSD at the end of the 1min bar. $high: highest price of EURUSD during the 1min bar. $low: lowest price of EURUSD during the 1min bar. $volume: traded volume during the 1min bar (tick volume for FX).

IMPORTANT: There is NO $factor column. Use only $open, $close, $high, $low, $volume.

Market sessions (UTC)

Asian session: 00:00 - 08:00 (mean reversion tendencies)
London session: 08:00 - 16:00 (trending, momentum works)
NY session: 13:00 - 21:00 (high volatility)
London-NY overlap: 13:00 - 16:00 (highest volume)

Lookback reference for 1min data

4 bars = 4 minutes
8 bars = 8 minutes
16 bars = 16 minutes
32 bars = 32 minutes
96 bars = 1.6 hours
1440 bars = 1 day (24 hours)

Data range

Start: 2020-01-01 17:00:00 UTC
End: 2026-03-20 15:58:00 UTC
Total bars: ~2.26 million

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