mirror of
https://github.com/chrisnov-it/quantumbotx.git
synced 2026-07-27 18:57:47 +00:00
Reynov Christian
78737b6835
- Update `.gitignore` to include `lab/` for backtesting and raw data. - Refactor `app.py` to improve error handling and logging. - Remove deprecated files: `core/bot_logic.py`, `core/bots/base_bot.py`, `core/bots/manager.py`, `core/db/database.py`, `core/routes/api_analysis.py`, `core/routes/api_bots_analysis.py`, `core/strategies/logic_ma.py`, `core/strategies/logic_rsi.py`. - Modify multiple files to enhance bot management, routing, and strategy handling. - Update JavaScript and HTML templates for better UI and functionality.
81 lines
3.5 KiB
Python
81 lines
3.5 KiB
Python
# backtester_bb_squeeze.py
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import pandas as pd
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import pandas_ta as ta
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import matplotlib.pyplot as plt
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def get_profit_multiplier(symbol, lot_size=0.01):
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if "USD" in symbol and "XAU" not in symbol: return 100000 * lot_size
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elif "XAU" in symbol: return 100 * lot_size
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else: return 1
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def run_bb_squeeze_backtest(data_path, symbol, initial_balance=10000):
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print(f"Memulai backtest BOLLINGER BAND SQUEEZE untuk simbol: {symbol}")
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multiplier = get_profit_multiplier(symbol)
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df = pd.read_csv(data_path, parse_dates=['time'])
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# --- Hitung Indikator ---
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# Gunakan parameter standar Bollinger Bands
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df.ta.bbands(length=20, std=2.0, append=True)
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# Hitung Lebar Bollinger Band (Band Atas - Band Bawah)
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df['BB_WIDTH'] = df['BBU_20_2.0'] - df['BBL_20_2.0']
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# Cari titik terendah dari Lebar Band dalam 120 candle terakhir (sekitar 5 hari di H1)
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df['SQUEEZE_LEVEL'] = df['BB_WIDTH'].rolling(window=120).min()
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df.dropna(inplace=True)
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df = df.reset_index(drop=True)
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# --- Siapkan Variabel Simulasi ---
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balance, position, trades, equity_curve = initial_balance, None, [], []
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print("Memulai Loop Backtest...")
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for i in range(1, len(df)): # Mulai dari 1 agar bisa akses `prev`
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current = df.iloc[i]
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prev = df.iloc[i-1]
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# --- Logika Exit (Keluar jika harga kembali cross ke MA tengah) ---
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if position:
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if position['type'] == 'BUY' and current['close'] < current['BBM_20_2.0']:
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profit = (current['close'] - position['entry_price']) * multiplier
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balance += profit; trades.append({'profit': profit}); position = None
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elif position['type'] == 'SELL' and current['close'] > current['BBM_20_2.0']:
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profit = (position['entry_price'] - current['close']) * multiplier
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balance += profit; trades.append({'profit': profit}); position = None
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# --- Logika Entry (Hanya jika tidak ada posisi) ---
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if not position:
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# Kondisi 1: Apakah pasar sedang dalam kondisi "Squeeze"?
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# Kita lihat di candle SEBELUMNYA untuk menghindari melihat masa depan.
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is_in_squeeze = prev['BB_WIDTH'] <= prev['SQUEEZE_LEVEL']
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if is_in_squeeze:
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# Kondisi 2: Jika ya, apakah harga SEKARANG breakout?
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# Breakout ke atas (sinyal Beli)
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if current['close'] > prev['BBU_20_2.0']:
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position = {'type': 'BUY', 'entry_price': current['close']}
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# Breakout ke bawah (sinyal Jual)
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elif current['close'] < prev['BBL_20_2.0']:
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position = {'type': 'SELL', 'entry_price': current['close']}
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equity_curve.append(balance)
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# --- Analisis Hasil ---
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print("\n--- Backtest Selesai ---")
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print(f"Balance Awal: ${initial_balance:.2f}")
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print(f"Balance Akhir: ${balance:.2f}")
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print(f"Total Profit/Loss: ${balance - initial_balance:.2f} ({(balance - initial_balance)/initial_balance*100:.2f}%)")
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print(f"Total Trades: {len(trades)}")
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plt.figure(figsize=(12, 6))
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plt.plot(df['time'].iloc[1:], equity_curve)
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plt.title(f'Equity Curve - Strategi BOLLINGER SQUEEZE on {symbol}')
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plt.xlabel('Tanggal')
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plt.ylabel('Balance ($)')
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plt.grid(True)
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plt.show()
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if __name__ == '__main__':
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symbol_to_test = "US500" # Ganti dengan simbol yang ingin diuji
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file_name = "lab/US500_16385_data.csv"
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run_bb_squeeze_backtest(file_name, symbol=symbol_to_test) |