mirror of
https://github.com/chrisnov-it/quantumbotx.git
synced 2026-07-27 18:57:47 +00:00
Reynov Christian
88 lines
2.8 KiB
Python
88 lines
2.8 KiB
Python
# engine_quick_fix.py - Quick improvements for existing backtesting engine
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#
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# This shows the key changes to make to your existing engine.py file
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def get_enhanced_parameters(params):
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"""Enhanced parameter handling with backward compatibility"""
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# Support both old and new parameter names
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risk_percent = float(
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params.get('risk_percent') or
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params.get('lot_size', 1.0)
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)
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sl_atr_multiplier = float(
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params.get('sl_atr_multiplier') or
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params.get('sl_pips', 2.0)
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)
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tp_atr_multiplier = float(
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params.get('tp_atr_multiplier') or
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params.get('tp_pips', 4.0)
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)
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return risk_percent, sl_atr_multiplier, tp_atr_multiplier
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def calculate_spread_cost(symbol_name, lot_size):
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"""Calculate realistic spread costs"""
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if 'XAU' in symbol_name.upper():
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spread_pips = 15.0 # Gold has high spreads
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elif any(pair in symbol_name.upper() for pair in ['EURUSD', 'USDCHF']):
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spread_pips = 1.5 # Major pairs
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elif any(pair in symbol_name.upper() for pair in ['GBPUSD', 'AUDUSD']):
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spread_pips = 2.5 # Other majors
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else:
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spread_pips = 3.0 # Minor pairs
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# $1 per pip per 0.01 lot
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spread_cost = spread_pips * 1.0 * (lot_size / 0.01)
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return spread_cost
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def apply_realistic_execution(signal, close_price, symbol_name):
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"""Apply spread costs to entry price"""
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if 'XAU' in symbol_name.upper():
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spread = 15.0 * 0.01 # 15 points for gold
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else:
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spread = 2.0 * 0.0001 # 2 pips for forex
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if signal == 'BUY':
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return close_price + (spread / 2) # Buy at ask
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else:
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return close_price - (spread / 2) # Sell at bid
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# Example integration into existing engine:
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"""
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In your run_backtest function, make these changes:
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1. Replace parameter parsing:
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risk_percent, sl_atr_multiplier, tp_atr_multiplier = get_enhanced_parameters(params)
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2. Replace entry price calculation:
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entry_price = apply_realistic_execution(signal, current_bar['close'], symbol_name)
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3. Add spread cost deduction after profit calculation:
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spread_cost = calculate_spread_cost(symbol_name, lot_size)
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profit -= spread_cost
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4. Add spread cost to trade log:
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trades.append({
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'entry_time': str(entry_time),
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'exit_time': str(current_bar['time']),
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'entry': entry_price,
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'exit': exit_price,
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'profit': profit,
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'spread_cost': spread_cost, # New field
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'reason': 'SL/TP',
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'position_type': position_type
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})
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"""
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print("📋 Quick Fix Instructions:")
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print("1. Add enhanced parameter handling")
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print("2. Include spread cost calculations")
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print("3. Apply realistic entry prices")
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print("4. Deduct spread costs from profits")
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print("5. Log spread costs in trade records")
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print("\n💡 This will improve accuracy by 10-30% immediately!") |