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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

1.2 KiB

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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 price and volume data (2020-2026).

For different data, We have some basic knowledge for them

1-Minute Price and Volume data (EURUSD)

$open: open price at 1-minute bar. $close: close price at 1-minute bar. $high: high price at 1-minute bar. $low: low price at 1-minute bar. $volume: volume at 1-minute bar (tick volume for FX).

Important Notes for 1min Data

96 bars = 1 trading day (24 hours for FX)
16 bars = 16 minutes
4 bars = 4 minutes
1 bar = 1 minute
Data range: 2020-01-01 to 2026-03-20
Instrument: EURUSD
Timezone: UTC

Session Times (UTC)

Asian: 00:00-08:00 UTC (low volatility)
London: 08:00-16:00 UTC (high volatility)
NY: 13:00-21:00 UTC (high volatility)
Overlap: 13:00-16:00 UTC (highest volatility)

1.2 KiB Executable File Raw Blame History