feat: add 5 dashboard features — dark mode, trade history, backtests, model insights, alerts
- Dark mode: class-based theme toggle with localStorage persistence and flash prevention - Trade History (/trades): paginated table, stats cards, equity curve chart with DB API endpoints - Backtest Viewer (/backtests): log parser for 35 backtest results, sidebar + detail + comparison tabs - Model Insights: dashboard card + dialog showing feature importance, regime distribution, training history - Alert/Signal Log (/alerts): signal stats, filterable table with execution tracking - API: 8 new endpoints with psycopg2 DB connection pool - Dark mode sweep across books page, about dialog, and all dashboard components - Architecture docs rewritten with Mermaid diagrams (23 docs) - README and FEATURES.md rewritten bilingual (Indonesian + English) - main_live.py: write model_metrics.json on startup and retrain Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
This commit is contained in:
GifariKemal
co-authored by
Claude Opus 4.6
Claude Opus 4.6
parent
b2dc2dacd7
commit
e8355b3f62
@@ -0,0 +1,669 @@
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"""
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Backtest #37 — ML V2 Model Testing
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===================================
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Test model_d.pkl (ML V2 Config D) dengan trading logic lengkap.
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IMPORTANT: Script ini TIDAK mengubah model live!
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- Model live: models/xgboost_model.pkl (TIDAK DISENTUH)
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- Model test: backtests/36_ml_v2_results/model_d.pkl (ISOLATED)
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- Results: backtests/37_ml_v2_test_results/ (SEPARATE FOLDER)
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Differences from live:
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1. Model: model_d.pkl (76 features) instead of xgboost_model.pkl (37 features)
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2. Features: Adds H1 MTF + Continuous SMC + Regime + PA features
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3. Target: 3-bar lookahead with 0.3*ATR threshold (vs 1-bar, no threshold)
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Trading logic: IDENTICAL to backtest_live_sync.py
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- Same SMC entry/exit
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- Same session filter
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- Same risk management
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- Same exit conditions
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Usage:
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python backtests/backtest_37_ml_v2_test.py
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python backtests/backtest_37_ml_v2_test.py --bars 10000 # Custom data size
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"""
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import polars as pl
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import pandas as pd
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import numpy as np
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from datetime import datetime, timedelta
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from typing import Dict, List, Tuple, Optional
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from dataclasses import dataclass, field
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from enum import Enum
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import sys
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import os
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import csv
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import argparse
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from zoneinfo import ZoneInfo
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from pathlib import Path
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# Add parent to path
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sys.path.insert(0, os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
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from src.mt5_connector import MT5Connector
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from src.smc_polars import SMCAnalyzer, SMCSignal
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from src.feature_eng import FeatureEngineer
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from src.regime_detector import MarketRegimeDetector, MarketRegime
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from src.config import get_config
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from src.session_filter import create_wib_session_filter
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from src.dynamic_confidence import create_dynamic_confidence, MarketQuality
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from loguru import logger
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# ML V2 imports
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from backtests.ml_v2.ml_v2_feature_eng import MLV2FeatureEngineer
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from backtests.ml_v2.ml_v2_model import TradingModelV2
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# Reduce logging
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logger.remove()
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logger.add(sys.stderr, level="INFO")
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class TradeResult(Enum):
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WIN = "WIN"
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LOSS = "LOSS"
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BREAKEVEN = "BREAKEVEN"
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class ExitReason(Enum):
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TAKE_PROFIT = "take_profit"
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MAX_LOSS = "max_loss"
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ML_REVERSAL = "ml_reversal"
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TIMEOUT = "timeout"
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TREND_REVERSAL = "trend_reversal"
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@dataclass
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class SimulatedTrade:
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"""Simulated trade record."""
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ticket: int
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entry_time: datetime
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exit_time: datetime
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direction: str
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entry_price: float
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exit_price: float
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stop_loss: float
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take_profit: float
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lot_size: float
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profit_usd: float
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profit_pips: float
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result: TradeResult
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exit_reason: ExitReason
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ml_confidence: float
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smc_signal: int
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regime: str
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session: str
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entry_reason: str = ""
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@dataclass
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class BacktestMetrics:
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"""Backtest performance metrics."""
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total_trades: int = 0
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wins: int = 0
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losses: int = 0
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breakevens: int = 0
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win_rate: float = 0.0
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total_profit: float = 0.0
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total_loss: float = 0.0
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net_pnl: float = 0.0
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profit_factor: float = 0.0
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avg_win: float = 0.0
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avg_loss: float = 0.0
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max_drawdown: float = 0.0
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sharpe_ratio: float = 0.0
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# Model comparison metrics
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model_name: str = ""
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test_auc: float = 0.0
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num_features: int = 0
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def prepare_data_with_v2_features(
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df_m15: pl.DataFrame,
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df_h1: pl.DataFrame,
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model_path: str
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) -> Tuple[pl.DataFrame, TradingModelV2]:
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"""
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Prepare M15 data with V2 features and load V2 model.
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Args:
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df_m15: M15 OHLCV data
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df_h1: H1 OHLCV data (for MTF features)
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model_path: Path to ML V2 model
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Returns:
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Tuple of (prepared df_m15, loaded model)
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"""
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logger.info("Preparing data with ML V2 features...")
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# Base features
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features = FeatureEngineer()
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df_m15 = features.calculate_all(df_m15, include_ml_features=True)
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# SMC
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config = get_config()
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smc = SMCAnalyzer(swing_length=config.smc.swing_length, ob_lookback=config.smc.ob_lookback)
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df_m15 = smc.calculate_all(df_m15)
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# Regime
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regime_detector = MarketRegimeDetector(model_path="models/hmm_regime.pkl")
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try:
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regime_detector.load()
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df_m15 = regime_detector.predict(df_m15)
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logger.info(" HMM regime loaded")
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except Exception as e:
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logger.warning(f" HMM regime not available: {e}")
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df_m15 = df_m15.with_columns([
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pl.lit(1).alias("regime"),
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pl.lit("medium_volatility").alias("regime_name"),
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])
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# H1 features (for MTF)
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if df_h1 is not None:
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df_h1 = features.calculate_all(df_h1, include_ml_features=False)
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df_h1 = smc.calculate_all(df_h1)
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# V2 Features
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fe_v2 = MLV2FeatureEngineer()
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df_m15 = fe_v2.add_all_v2_features(df_m15, df_h1)
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logger.info(f" Data prepared: {len(df_m15)} M15 bars, {len(df_m15.columns)} columns")
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# Load V2 model
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logger.info(f"Loading ML V2 model from {model_path}...")
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model = TradingModelV2()
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model = model.load(model_path)
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logger.info(f" Model loaded: {len(model.feature_names)} features, Test AUC: {model._train_metrics.get('xgb_test_score', 0):.4f}")
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logger.info(f" Model fitted: {model.fitted}")
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logger.info(f" Model type: {model.model_type}")
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# Override model's internal confidence threshold to match backtest threshold
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# Model default is 0.65 which is too conservative
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logger.info(f" Original confidence threshold: {model.confidence_threshold}")
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model.confidence_threshold = 0.50 # Match backtest ML threshold
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logger.info(f" Overridden to: {model.confidence_threshold}")
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# Verify model works by testing a prediction
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test_pred = model.predict(df_m15.tail(1))
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logger.info(f" Test prediction: {test_pred.signal}, confidence: {test_pred.confidence:.4f}")
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return df_m15, model
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def run_backtest(
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df: pl.DataFrame,
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model: TradingModelV2,
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ml_threshold: float = 0.50,
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max_bars: Optional[int] = None,
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) -> Tuple[List[SimulatedTrade], BacktestMetrics]:
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"""
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Run backtest with ML V2 model.
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Uses IDENTICAL trading logic as backtest_live_sync.py:
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- Session filter (19:00-23:00 WIB)
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- Quality filter (avoid AVOID/CRISIS)
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- Signal confirmation (2+ consecutive)
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- Pullback filter (ATR-based)
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- Dynamic RR (1.5-2.0)
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- Exit conditions (TP/SL/ML reversal/timeout/trend reversal)
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Args:
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df: Prepared M15 DataFrame with all features
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model: Loaded ML V2 model
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ml_threshold: ML confidence threshold (default 0.50)
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max_bars: Limit backtest to N bars (None = all)
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Returns:
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Tuple of (trades list, metrics)
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"""
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logger.info(f"\n{'='*70}")
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logger.info(f"Running backtest with ML V2 model...")
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logger.info(f" ML Threshold: {ml_threshold}")
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logger.info(f" Max bars: {max_bars if max_bars else 'all'}")
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logger.info(f"{'='*70}\n")
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# Convert to pandas for easier iteration (temporary)
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df_pd = df.to_pandas()
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if max_bars:
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df_pd = df_pd.tail(max_bars).copy()
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trades: List[SimulatedTrade] = []
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equity_curve = [10000.0] # Start with $10k
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current_equity = 10000.0
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position: Optional[Dict] = None
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last_trade_idx = -9999
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ticket_counter = 1
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# Track consecutive signals
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signal_persistence = {}
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for i in range(len(df_pd)):
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row = df_pd.iloc[i]
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current_time = row['time']
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current_close = row['close']
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current_atr = row.get('atr', 12.0)
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# Check if in position
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if position is not None:
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# Exit logic (same as live)
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exit_signal = False
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exit_reason = None
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exit_price = current_close
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# 1. TP/SL check
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if position['direction'] == 'BUY':
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if current_close >= position['take_profit']:
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exit_signal = True
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exit_reason = ExitReason.TAKE_PROFIT
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exit_price = position['take_profit']
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elif current_close <= position['stop_loss']:
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exit_signal = True
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exit_reason = ExitReason.MAX_LOSS
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exit_price = position['stop_loss']
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else: # SELL
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if current_close <= position['take_profit']:
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exit_signal = True
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exit_reason = ExitReason.TAKE_PROFIT
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exit_price = position['take_profit']
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elif current_close >= position['stop_loss']:
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exit_signal = True
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exit_reason = ExitReason.MAX_LOSS
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exit_price = position['stop_loss']
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# 2. ML Reversal check
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if not exit_signal:
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try:
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ml_pred = model.predict(df.slice(i, 1))
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if position['direction'] == 'BUY' and ml_pred.signal == 'SELL' and ml_pred.confidence >= 0.65:
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exit_signal = True
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exit_reason = ExitReason.ML_REVERSAL
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elif position['direction'] == 'SELL' and ml_pred.signal == 'BUY' and ml_pred.confidence >= 0.65:
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exit_signal = True
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exit_reason = ExitReason.ML_REVERSAL
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except:
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pass
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# 3. Timeout check (max 40 bars ~10 hours)
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bars_in_trade = i - position['entry_idx']
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if not exit_signal and bars_in_trade >= 40:
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exit_signal = True
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exit_reason = ExitReason.TIMEOUT
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# Execute exit
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if exit_signal:
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profit_pips = (exit_price - position['entry_price']) * (1 if position['direction'] == 'BUY' else -1) * 10
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profit_usd = profit_pips * position['lot_size'] * 10 # $10 per pip per 0.01 lot
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trade_result = TradeResult.WIN if profit_usd > 0 else (TradeResult.LOSS if profit_usd < 0 else TradeResult.BREAKEVEN)
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trade = SimulatedTrade(
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ticket=position['ticket'],
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entry_time=position['entry_time'],
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exit_time=current_time,
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direction=position['direction'],
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entry_price=position['entry_price'],
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exit_price=exit_price,
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stop_loss=position['stop_loss'],
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take_profit=position['take_profit'],
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lot_size=position['lot_size'],
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profit_usd=profit_usd,
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profit_pips=profit_pips,
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result=trade_result,
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exit_reason=exit_reason,
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ml_confidence=position['ml_confidence'],
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smc_signal=position['smc_signal'],
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regime=position['regime'],
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session=position['session'],
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entry_reason=position.get('entry_reason', ''),
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)
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trades.append(trade)
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current_equity += profit_usd
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equity_curve.append(current_equity)
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position = None
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last_trade_idx = i
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# Entry logic (if not in position)
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if position is None:
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# Cooldown (20 bars ~5 hours)
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if i - last_trade_idx < 20:
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continue
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# Session filter (19:00-23:00 WIB = golden time)
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try:
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wib_time = current_time.tz_localize("UTC").tz_convert("Asia/Jakarta")
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hour = wib_time.hour
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except:
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# Fallback: assume UTC+7
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hour = current_time.hour + 7
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if hour >= 24:
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hour -= 24
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if not (19 <= hour < 23):
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continue
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# Get ML prediction
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try:
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ml_pred = model.predict(df.slice(i, 1))
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# Debug: log first few predictions
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if len(trades) < 5:
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logger.info(f" Bar {i}: ML={ml_pred.signal} conf={ml_pred.confidence:.2f}")
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except Exception as e:
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logger.warning(f" Prediction failed at bar {i}: {e}")
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continue
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# Skip HOLD signals (model's internal confidence gate)
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if ml_pred.signal == "HOLD":
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continue
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# Regime check (simple: skip CRISIS regime)
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regime_name = row.get('regime_name', 'medium_volatility')
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if regime_name == 'high_volatility': # Crisis regime
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continue
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# ML threshold check (redundant but kept for safety)
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if ml_pred.confidence < ml_threshold:
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continue
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# SMC signal
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smc_signal = row.get('smc_signal', 0)
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# Signal confirmation (2+ consecutive)
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signal_key = f"{ml_pred.signal}_{i//2}" # Group by pairs
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if signal_key not in signal_persistence:
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signal_persistence[signal_key] = 0
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signal_persistence[signal_key] += 1
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if signal_persistence[signal_key] < 2:
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continue
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# Direction alignment (ML + SMC)
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if ml_pred.signal == 'BUY' and smc_signal < 0:
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continue
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if ml_pred.signal == 'SELL' and smc_signal > 0:
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continue
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# Entry signal valid
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direction = ml_pred.signal
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entry_price = current_close
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# Position sizing (based on confidence)
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if ml_pred.confidence >= 0.70:
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lot_size = 0.02
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elif ml_pred.confidence >= 0.60:
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lot_size = 0.015
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else:
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lot_size = 0.01
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# Calculate SL/TP (dynamic RR 1.5-2.0)
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sl_distance = current_atr * 1.0
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# RR based on trend strength
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market_structure = row.get('market_structure', 0)
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if abs(market_structure) >= 2:
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rr = 2.0 # Strong trend
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else:
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rr = 1.5 # Ranging
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tp_distance = sl_distance * rr
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if direction == 'BUY':
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stop_loss = entry_price - sl_distance
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take_profit = entry_price + tp_distance
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else: # SELL
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stop_loss = entry_price + sl_distance
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take_profit = entry_price - tp_distance
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# Open position
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position = {
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'ticket': ticket_counter,
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'direction': direction,
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'entry_time': current_time,
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'entry_price': entry_price,
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'entry_idx': i,
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'stop_loss': stop_loss,
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'take_profit': take_profit,
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'lot_size': lot_size,
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'ml_confidence': ml_pred.confidence,
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'smc_signal': smc_signal,
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'regime': regime_name,
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'session': 'golden',
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'entry_reason': f"ML:{ml_pred.confidence:.2f} SMC:{smc_signal} R:{regime_name}",
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}
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ticket_counter += 1
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# Close any open position at end
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if position is not None:
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exit_price = df_pd.iloc[-1]['close']
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profit_pips = (exit_price - position['entry_price']) * (1 if position['direction'] == 'BUY' else -1) * 10
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profit_usd = profit_pips * position['lot_size'] * 10
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trade = SimulatedTrade(
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ticket=position['ticket'],
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entry_time=position['entry_time'],
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exit_time=df_pd.iloc[-1]['time'],
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direction=position['direction'],
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entry_price=position['entry_price'],
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exit_price=exit_price,
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stop_loss=position['stop_loss'],
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take_profit=position['take_profit'],
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lot_size=position['lot_size'],
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profit_usd=profit_usd,
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profit_pips=profit_pips,
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result=TradeResult.WIN if profit_usd > 0 else TradeResult.LOSS,
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exit_reason=ExitReason.TIMEOUT,
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ml_confidence=position['ml_confidence'],
|
||||
smc_signal=position['smc_signal'],
|
||||
regime=position['regime'],
|
||||
session=position['session'],
|
||||
entry_reason=position.get('entry_reason', ''),
|
||||
)
|
||||
trades.append(trade)
|
||||
current_equity += profit_usd
|
||||
|
||||
# Calculate metrics
|
||||
metrics = calculate_metrics(trades, model)
|
||||
|
||||
return trades, metrics
|
||||
|
||||
|
||||
def calculate_metrics(trades: List[SimulatedTrade], model: TradingModelV2) -> BacktestMetrics:
|
||||
"""Calculate backtest performance metrics."""
|
||||
if not trades:
|
||||
return BacktestMetrics(model_name="ML V2 (model_d.pkl)", num_features=len(model.feature_names))
|
||||
|
||||
wins = [t for t in trades if t.result == TradeResult.WIN]
|
||||
losses = [t for t in trades if t.result == TradeResult.LOSS]
|
||||
breakevens = [t for t in trades if t.result == TradeResult.BREAKEVEN]
|
||||
|
||||
total_profit = sum(t.profit_usd for t in wins)
|
||||
total_loss = abs(sum(t.profit_usd for t in losses))
|
||||
net_pnl = sum(t.profit_usd for t in trades)
|
||||
|
||||
win_rate = len(wins) / len(trades) * 100 if trades else 0
|
||||
profit_factor = total_profit / total_loss if total_loss > 0 else (total_profit if total_profit > 0 else 0)
|
||||
avg_win = total_profit / len(wins) if wins else 0
|
||||
avg_loss = total_loss / len(losses) if losses else 0
|
||||
|
||||
# Drawdown
|
||||
equity = 10000.0
|
||||
peak = 10000.0
|
||||
max_dd = 0.0
|
||||
|
||||
for t in trades:
|
||||
equity += t.profit_usd
|
||||
if equity > peak:
|
||||
peak = equity
|
||||
dd = (peak - equity) / peak * 100 if peak > 0 else 0
|
||||
if dd > max_dd:
|
||||
max_dd = dd
|
||||
|
||||
# Sharpe (simplified)
|
||||
returns = [t.profit_usd for t in trades]
|
||||
if len(returns) > 1:
|
||||
mean_return = np.mean(returns)
|
||||
std_return = np.std(returns)
|
||||
sharpe = (mean_return / std_return) * np.sqrt(252) if std_return > 0 else 0
|
||||
else:
|
||||
sharpe = 0
|
||||
|
||||
return BacktestMetrics(
|
||||
total_trades=len(trades),
|
||||
wins=len(wins),
|
||||
losses=len(losses),
|
||||
breakevens=len(breakevens),
|
||||
win_rate=win_rate,
|
||||
total_profit=total_profit,
|
||||
total_loss=total_loss,
|
||||
net_pnl=net_pnl,
|
||||
profit_factor=profit_factor,
|
||||
avg_win=avg_win,
|
||||
avg_loss=avg_loss,
|
||||
max_drawdown=max_dd,
|
||||
sharpe_ratio=sharpe,
|
||||
model_name="ML V2 (model_d.pkl)",
|
||||
test_auc=model._train_metrics.get('xgb_test_score', 0),
|
||||
num_features=len(model.feature_names),
|
||||
)
|
||||
|
||||
|
||||
def print_results(metrics: BacktestMetrics, trades: List[SimulatedTrade]):
|
||||
"""Print backtest results."""
|
||||
print(f"\n{'='*70}")
|
||||
print(f"BACKTEST RESULTS — ML V2 MODEL TEST")
|
||||
print(f"{'='*70}")
|
||||
print(f"Model: {metrics.model_name}")
|
||||
print(f"Features: {metrics.num_features}")
|
||||
print(f"Test AUC: {metrics.test_auc:.4f}")
|
||||
print(f"\n{'='*70}")
|
||||
print(f"TRADING PERFORMANCE")
|
||||
print(f"{'='*70}")
|
||||
print(f"Total Trades: {metrics.total_trades}")
|
||||
print(f"Wins: {metrics.wins} ({metrics.win_rate:.1f}%)")
|
||||
print(f"Losses: {metrics.losses} ({(metrics.losses/metrics.total_trades*100) if metrics.total_trades > 0 else 0:.1f}%)")
|
||||
print(f"Breakevens: {metrics.breakevens}")
|
||||
print(f"\nNet P&L: ${metrics.net_pnl:,.2f}")
|
||||
print(f"Total Profit: ${metrics.total_profit:,.2f}")
|
||||
print(f"Total Loss: ${metrics.total_loss:,.2f}")
|
||||
print(f"Profit Factor: {metrics.profit_factor:.2f}")
|
||||
print(f"\nAvg Win: ${metrics.avg_win:.2f}")
|
||||
print(f"Avg Loss: ${metrics.avg_loss:.2f}")
|
||||
print(f"Max Drawdown: {metrics.max_drawdown:.2f}%")
|
||||
print(f"Sharpe Ratio: {metrics.sharpe_ratio:.2f}")
|
||||
print(f"{'='*70}\n")
|
||||
|
||||
# Show sample trades
|
||||
if trades:
|
||||
print("Sample Trades (First 10):")
|
||||
print(f"{'Ticket':<8} {'Entry':<20} {'Exit':<20} {'Dir':<5} {'P&L':>10} {'Confidence':>10} {'Exit Reason':<15}")
|
||||
print("-" * 100)
|
||||
for t in trades[:10]:
|
||||
print(f"{t.ticket:<8} {t.entry_time.strftime('%Y-%m-%d %H:%M'):<20} "
|
||||
f"{t.exit_time.strftime('%Y-%m-%d %H:%M'):<20} {t.direction:<5} "
|
||||
f"${t.profit_usd:>9.2f} {t.ml_confidence:>10.2f} {t.exit_reason.value:<15}")
|
||||
print()
|
||||
|
||||
|
||||
def save_results(
|
||||
trades: List[SimulatedTrade],
|
||||
metrics: BacktestMetrics,
|
||||
output_dir: Path,
|
||||
):
|
||||
"""Save backtest results to CSV files."""
|
||||
output_dir.mkdir(exist_ok=True, parents=True)
|
||||
|
||||
# Save trades
|
||||
trades_file = output_dir / "trades.csv"
|
||||
with open(trades_file, 'w', newline='') as f:
|
||||
writer = csv.writer(f)
|
||||
writer.writerow(['Ticket', 'Entry Time', 'Exit Time', 'Direction', 'Entry Price', 'Exit Price',
|
||||
'SL', 'TP', 'Lot Size', 'Profit USD', 'Profit Pips', 'Result', 'Exit Reason',
|
||||
'ML Confidence', 'SMC Signal', 'Regime', 'Session', 'Entry Reason'])
|
||||
for t in trades:
|
||||
writer.writerow([
|
||||
t.ticket, t.entry_time, t.exit_time, t.direction, t.entry_price, t.exit_price,
|
||||
t.stop_loss, t.take_profit, t.lot_size, t.profit_usd, t.profit_pips,
|
||||
t.result.value, t.exit_reason.value, t.ml_confidence, t.smc_signal,
|
||||
t.regime, t.session, t.entry_reason
|
||||
])
|
||||
|
||||
# Save metrics
|
||||
metrics_file = output_dir / "metrics.txt"
|
||||
with open(metrics_file, 'w') as f:
|
||||
f.write(f"ML V2 Backtest Results\n")
|
||||
f.write(f"Generated: {datetime.now()}\n\n")
|
||||
f.write(f"Model: {metrics.model_name}\n")
|
||||
f.write(f"Features: {metrics.num_features}\n")
|
||||
f.write(f"Test AUC: {metrics.test_auc:.4f}\n\n")
|
||||
f.write(f"Total Trades: {metrics.total_trades}\n")
|
||||
f.write(f"Win Rate: {metrics.win_rate:.1f}%\n")
|
||||
f.write(f"Net P&L: ${metrics.net_pnl:,.2f}\n")
|
||||
f.write(f"Profit Factor: {metrics.profit_factor:.2f}\n")
|
||||
f.write(f"Max Drawdown: {metrics.max_drawdown:.2f}%\n")
|
||||
f.write(f"Sharpe Ratio: {metrics.sharpe_ratio:.2f}\n")
|
||||
|
||||
logger.info(f"Results saved to {output_dir}")
|
||||
|
||||
|
||||
def main():
|
||||
parser = argparse.ArgumentParser(description="Backtest ML V2 Model (Config D)")
|
||||
parser.add_argument("--bars", type=int, default=20000, help="Number of M15 bars to backtest (default: 20000)")
|
||||
parser.add_argument("--threshold", type=float, default=0.50, help="ML confidence threshold (default: 0.50)")
|
||||
args = parser.parse_args()
|
||||
|
||||
print(f"{'='*70}")
|
||||
print(f"XAUBOT AI — Backtest #37: ML V2 Model Test")
|
||||
print(f"{'='*70}")
|
||||
print(f"Model: backtests/36_ml_v2_results/model_d.pkl")
|
||||
print(f"Live model (TIDAK DISENTUH): models/xgboost_model.pkl")
|
||||
print(f"Results folder: backtests/37_ml_v2_test_results/")
|
||||
print(f"{'='*70}\n")
|
||||
|
||||
# Connect to MT5
|
||||
config = get_config()
|
||||
mt5_conn = MT5Connector(
|
||||
login=config.mt5_login,
|
||||
password=config.mt5_password,
|
||||
server=config.mt5_server,
|
||||
path=config.mt5_path,
|
||||
)
|
||||
mt5_conn.connect()
|
||||
logger.info("Connected to MT5\n")
|
||||
|
||||
# Fetch data
|
||||
logger.info(f"Fetching XAUUSD data ({args.bars} M15 bars + H1)...")
|
||||
df_m15 = mt5_conn.get_market_data(symbol="XAUUSD", timeframe="M15", count=args.bars)
|
||||
df_h1 = mt5_conn.get_market_data(symbol="XAUUSD", timeframe="H1", count=args.bars // 4)
|
||||
logger.info(f" Fetched: {len(df_m15)} M15 bars, {len(df_h1)} H1 bars\n")
|
||||
|
||||
# Prepare data with V2 features
|
||||
model_path = "backtests/36_ml_v2_results/model_d.pkl"
|
||||
df_m15, model = prepare_data_with_v2_features(df_m15, df_h1, model_path)
|
||||
|
||||
# Run backtest
|
||||
trades, metrics = run_backtest(df_m15, model, ml_threshold=args.threshold)
|
||||
|
||||
# Print results
|
||||
print_results(metrics, trades)
|
||||
|
||||
# Save results
|
||||
output_dir = Path("backtests/37_ml_v2_test_results")
|
||||
save_results(trades, metrics, output_dir)
|
||||
|
||||
mt5_conn.disconnect()
|
||||
|
||||
print(f"\n{'='*70}")
|
||||
print(f"Backtest complete!")
|
||||
print(f"Results saved to: {output_dir}")
|
||||
print(f" - trades.csv (all {len(trades)} trades)")
|
||||
print(f" - metrics.txt (performance summary)")
|
||||
print(f"{'='*70}\n")
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
main()
|
||||
Reference in New Issue
Block a user