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
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commit
e8355b3f62
@@ -1,4 +1,4 @@
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# MT5 Connector — Jembatan ke MetaTrader 5
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# *MT5 Connector* — Jembatan ke *MetaTrader* 5
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> **File:** `src/mt5_connector.py`
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> **Class:** `MT5Connector`, `MT5SimulationConnector`
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@@ -6,11 +6,11 @@
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---
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## Apa Itu MT5 Connector?
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## Apa Itu *MT5 Connector*?
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MT5 Connector adalah **jembatan komunikasi** antara bot AI dan terminal MetaTrader 5. Semua interaksi dengan broker — ambil data harga, kirim order, cek posisi — dilakukan melalui modul ini.
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*MT5 Connector* adalah **jembatan komunikasi** antara bot AI dan terminal *MetaTrader* 5. Semua interaksi dengan broker — ambil data harga, kirim order, cek posisi — dilakukan melalui modul ini.
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**Analogi:** MT5 Connector seperti **penerjemah di bandara** — menerjemahkan perintah bot (Python) ke bahasa yang dipahami broker (MT5 API), dan sebaliknya.
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**Analogi:** *MT5 Connector* seperti **penerjemah di bandara** — menerjemahkan perintah bot (Python) ke bahasa yang dipahami broker (MT5 API), dan sebaliknya.
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---
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@@ -21,41 +21,76 @@ MT5 Connector adalah **jembatan komunikasi** antara bot AI dan terminal MetaTrad
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| `connect()` | Koneksi ke MT5 terminal | `bool` |
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| `disconnect()` | Putus koneksi | - |
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| `reconnect()` | Reconnect otomatis | `bool` |
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| `ensure_connected()` | Cek & auto-reconnect | `bool` |
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| `ensure_connected()` | Cek & *auto-reconnect* | `bool` |
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| `get_market_data()` | Ambil data OHLCV | `pl.DataFrame` |
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| `get_tick()` | Ambil harga real-time | `TickData` |
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| `send_order()` | Kirim order BUY/SELL | `OrderResult` |
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| `close_position()` | Tutup posisi | `OrderResult` |
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| `get_open_positions()` | Cek posisi terbuka | `pl.DataFrame` |
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| `get_symbol_info()` | Info simbol (spread, dll) | `Dict` |
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| `get_multi_timeframe_data()` | Ambil data multi-timeframe | `Dict[str, pl.DataFrame]` |
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---
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## Koneksi & Auto-Reconnect
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## Koneksi & *Auto-Reconnect*
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```
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connect(max_retries=3)
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v
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Shutdown koneksi lama (jika ada)
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v
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mt5.initialize(login, password, server)
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v
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Tunggu 2 detik (stabilisasi terminal)
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v
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Verifikasi: terminal_info() != None?
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├── Ya → Cek terminal.connected?
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│ ├── Ya → ✅ Connected!
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│ └── Tidak → Tunggu 3 detik → Retry
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│
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└── Tidak → Exponential backoff (2s, 4s, 8s) → Retry
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### Connection Flow
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```mermaid
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flowchart TD
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A([Start connect]) --> B[Shutdown koneksi lama]
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B --> C[mt5.initialize\nlogin, password, server]
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C --> D{Initialize\nberhasil?}
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D -- Ya --> E[Tunggu 2 detik\nstabilisasi terminal]
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D -- Tidak --> K{Attempt\n< max_retries?}
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E --> F{terminal_info\n!= None?}
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F -- Ya --> G{terminal\n.connected?}
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F -- Tidak --> J[Shutdown & retry]
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G -- Ya --> H[Set _connected = True\nAmbil account_info\nSelect symbol XAUUSD]
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G -- Tidak --> I[Tunggu 3 detik\nCek ulang terminal]
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I --> G2{Masih belum\nconnected?}
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G2 -- Ya --> J
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G2 -- Tidak --> H
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H --> Z([Connected!])
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J --> K
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K -- Ya --> L[Exponential backoff\n2s, 4s, 8s]
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L --> B
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K -- Tidak --> M([ConnectionError\nRaise exception])
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style A fill:#4CAF50,color:#fff
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style Z fill:#4CAF50,color:#fff
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style M fill:#f44336,color:#fff
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style H fill:#2196F3,color:#fff
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```
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### Auto-Reconnect
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### Mekanisme *Auto-Reconnect*
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```mermaid
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flowchart TD
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A([ensure_connected\ndipanggil]) --> B{Flag\n_connected?}
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B -- False --> C[reconnect]
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B -- True --> D[Cek mt5.account_info]
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D --> E{Info\nvalid?}
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E -- Ya --> F([Tetap connected\nReset attempt counter])
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E -- Tidak --> G[Set _connected = False\nIncrement attempt]
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G --> H{Attempt >\nmax 5?}
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H -- Ya --> I{Sudah lewat\n60 detik cooldown?}
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I -- Ya --> J[Reset attempt = 0]
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I -- Tidak --> K([Return False\nMasih dalam cooldown])
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J --> C
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H -- Tidak --> C
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C --> L{reconnect\nberhasil?}
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L -- Ya --> M([Reconnected!\nReset attempt counter])
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L -- Tidak --> N([Return False])
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style A fill:#FF9800,color:#fff
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style F fill:#4CAF50,color:#fff
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style M fill:#4CAF50,color:#fff
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style K fill:#f44336,color:#fff
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style N fill:#f44336,color:#fff
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```
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**Detail *Auto-Reconnect*:**
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```python
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ensure_connected():
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@@ -69,12 +104,14 @@ ensure_connected():
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"""
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```
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Mekanisme *exponential backoff* memastikan bot tidak membombardir server broker dengan request berulang. Setiap kali koneksi gagal, waktu tunggu berlipat ganda (2s, 4s, 8s). Setelah 5 kali gagal berturut-turut, bot masuk fase *cooldown* selama 60 detik sebelum mencoba lagi.
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---
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## Data Fetching (Polars Native)
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```python
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get_market_data(symbol="XAUUSD", timeframe="M15", count=200)
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get_market_data(symbol="XAUUSD", timeframe="M15", count=1000, max_retries=3)
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```
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**Proses:**
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@@ -83,6 +120,12 @@ get_market_data(symbol="XAUUSD", timeframe="M15", count=200)
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MT5 Terminal
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v
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ensure_connected() → auto-reconnect jika putus
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v
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mt5.symbol_select() → pastikan simbol aktif di Market Watch
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v
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mt5.copy_rates_from_pos() → numpy structured array
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v
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@@ -99,6 +142,8 @@ Cast types:
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Return pl.DataFrame
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```
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> **Catatan penting:** Data dikonversi langsung dari NumPy structured array ke Polars DataFrame. Tidak ada konversi perantara via Pandas. Ini adalah optimisasi kritis untuk performa — menjaga target **< 50ms per loop**.
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**Kolom output:**
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| Kolom | Tipe | Keterangan |
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@@ -130,19 +175,40 @@ send_order(
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)
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```
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**Retry Logic:**
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### Order Execution Flow dengan *Retry* Logic
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```mermaid
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flowchart TD
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A([send_order\ndipanggil]) --> B[Ambil tick data\nmt5.symbol_info_tick]
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B --> C{Tick\nvalid?}
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C -- Tidak --> D([Return: Failed\nNo tick data])
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C -- Ya --> E[Tentukan harga\nBUY → ask / SELL → bid]
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E --> F[Build request:\naction, symbol, volume,\ntype, price, SL, TP,\ndeviation, magic]
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F --> G[mt5.order_send]
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G --> H{Result\n== None?}
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H -- Ya --> I[Log error]
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I --> P
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H -- Tidak --> J{RETCODE?}
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J -- 10009 DONE --> K([Order berhasil!\nReturn OrderResult])
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J -- "10013-10016\nINVALID" --> L([Return: Failed\nNon-retryable error])
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J -- 10027\nTRADE_DISABLED --> M([Raise RuntimeError\nAutoTrading off])
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J -- "10004 REQUOTE\n10006 REJECT\nlainnya" --> N[Log warning\nTunggu 0.5 detik]
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N --> P{Attempt\n< max_retries?}
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P -- Ya --> Q[Refresh harga\nUlangi order]
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Q --> G
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P -- Tidak --> R([Return: Failed\nMax retries exceeded])
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style A fill:#FF9800,color:#fff
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style K fill:#4CAF50,color:#fff
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style D fill:#f44336,color:#fff
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style L fill:#f44336,color:#fff
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style M fill:#f44336,color:#fff
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style R fill:#f44336,color:#fff
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```
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Kirim order
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├── RETCODE 10009 (DONE) → ✅ Success
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├── RETCODE 10013-10016 (INVALID) → ❌ Non-retryable
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├── RETCODE 10027 (TRADE DISABLED) → ❌ Raise error
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└── RETCODE lain (requote/reject) → 🔄 Retry (max 3x)
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```
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Parameter `deviation` mengontrol toleransi *slippage* maksimum dalam poin. Jika harga bergeser melebihi batas ini saat eksekusi, broker akan menolak order (REQUOTE) dan bot akan melakukan *retry* otomatis dengan harga terbaru.
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**Close Position** juga menggunakan logika *retry* yang sama — setiap attempt mengambil ulang harga terbaru untuk memastikan akurasi.
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---
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@@ -154,9 +220,10 @@ Kirim order
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| `M5` | TIMEFRAME_M5 | 5 menit |
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| `M15` | TIMEFRAME_M15 | **Utama** (execution) |
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| `M30` | TIMEFRAME_M30 | 30 menit |
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| `H1` | TIMEFRAME_H1 | 1 jam |
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| `H1` | TIMEFRAME_H1 | 1 jam (EMA20 filter) |
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| `H4` | TIMEFRAME_H4 | Trend analysis |
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| `D1` | TIMEFRAME_D1 | 1 hari |
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| `W1` | TIMEFRAME_W1 | 1 minggu |
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---
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@@ -165,19 +232,24 @@ Kirim order
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| Code | Nama | Aksi |
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|------|------|------|
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| 10009 | DONE | Order berhasil |
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| 10004 | REQUOTE | Retry |
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| 10006 | REJECT | Retry |
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| 10004 | REQUOTE | *Retry* — harga berubah |
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| 10006 | REJECT | *Retry* — ditolak server |
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| 10013 | INVALID | Stop, order salah |
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| 10014 | INVALID_VOLUME | Stop, lot salah |
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| 10015 | INVALID_PRICE | Stop, harga salah |
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| 10016 | INVALID_STOPS | Stop, SL/TP salah |
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| 10027 | TRADE_DISABLED | AutoTrading off |
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| -10001 | COMMON_ERROR | Reconnect |
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| -10002 | INVALID_PARAMS | Reconnect |
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| -10003 | NO_CONNECTION | Reconnect |
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| -10004 | NO_IPC | Reconnect |
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| -1 | TERMINAL_CALL_FAILED | Reconnect |
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Error code -10003, -10004, -10001, -10002, dan -1 termasuk dalam `CONNECTION_ERRORS` dan secara otomatis memicu mekanisme *auto-reconnect*.
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---
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## Simulation Mode
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## *Simulation Mode*
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```python
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class MT5SimulationConnector(MT5Connector):
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@@ -187,9 +259,14 @@ class MT5SimulationConnector(MT5Connector):
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- connect() selalu berhasil
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- get_market_data() generate data sintetis (random walk)
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- Base price XAUUSD: $2000
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- Berguna untuk development & unit testing
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"""
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```
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*Simulation mode* memungkinkan pengembangan dan testing tanpa perlu koneksi ke terminal *MetaTrader* yang sebenarnya. Connector ini menghasilkan data OHLCV sintetis menggunakan random walk dari harga dasar $2000.
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> **Catatan:** *Simulation mode* secara otomatis aktif jika library MetaTrader5 tidak terinstal di environment.
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---
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## Konfigurasi Koneksi
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@@ -203,3 +280,22 @@ MT5Connector(
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timeout=60000, # 60 detik timeout
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)
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```
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### Context Manager Support
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*MT5 Connector* mendukung penggunaan sebagai context manager:
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```python
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with MT5Connector(login, password, server) as mt5_conn:
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data = mt5_conn.get_market_data("XAUUSD", "M15")
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# Otomatis disconnect saat keluar blok
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```
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---
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## Catatan Teknis
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- **Polars, bukan Pandas:** Semua konversi data dari MT5 menggunakan Polars secara langsung. Tidak ada *connection pooling* atau konversi via Pandas.
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- **Thread Safety:** *MT5 Connector* berjalan di satu thread utama. Library MT5 Python API tidak thread-safe, jadi semua operasi dilakukan secara sekuensial.
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- **Password Security:** Password disimpan dengan prefix `_` (`self._password`) sebagai konvensi private attribute.
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- **Symbol Pre-selection:** Setelah koneksi berhasil, simbol XAUUSD otomatis di-select di Market Watch untuk memastikan data siap diambil.
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