gavindiaz/mt5_python_ea_suite
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add ml

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songkunling
2025-08-14 23:17:12 +08:00
parent e8226edd96
commit 2ad610d8fd
23 changed files with 6022 additions and 586 deletions
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strategies/daily_breakout.py
+6 -3
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@@ -38,13 +38,16 @@ class DailyBreakoutStrategy(BaseStrategy):
def run_backtest(self, df):
df = df.copy()
df['time'] = pd.to_datetime(df['time'], unit='s')
df['date'] = df['time'].dt.date
# BUG FIX: The 'time' column does not exist in a properly formed dataframe.
# Time information should be derived from the DatetimeIndex.
df['date'] = df.index.date
# LOGIC FIX: daily_lows should be the minimum of the day, not the maximum.
daily_highs = df.groupby('date')['high'].transform('max')
daily_lows = df.groupby('date')['low'].transform('max')
daily_lows = df.groupby('date')['low'].transform('min')
signals = pd.Series(0, index=df.index)
# Signal when close breaks yesterday's high/low
signals[df['close'] > daily_highs.shift(1)] = 1
signals[df['close'] < daily_lows.shift(1)] = -1
return signals