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.
64 lines
2.0 KiB
Python
64 lines
2.0 KiB
Python
# backtester.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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import os
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def get_profit_multiplier(symbol, lot_size=0.01):
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"""
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Mengembalikan multiplier yang benar untuk perhitungan profit berdasarkan
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simbol, kelas aset, dan ukuran lot.
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"""
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if "500" in symbol or "100" in symbol or "30" in symbol:
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return 1 * lot_size
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elif "XAU" in symbol:
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return 100 * lot_size
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else:
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if "JPY" in symbol:
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return 1000 * lot_size
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else:
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return 100000 * lot_size
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def run_backtest(data_path, symbol, initial_balance=10000, lot_size=0.01):
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df = pd.read_csv(data_path, parse_dates=['time'])
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# Tambahkan indikator teknikal (contoh: SMA 20 & SMA 50)
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df['sma_20'] = ta.sma(df['close'], length=20)
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df['sma_50'] = ta.sma(df['close'], length=50)
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# Logika strategi sederhana (golden cross)
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df['signal'] = 0
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df.loc[df['sma_20'] > df['sma_50'], 'signal'] = 1
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df.loc[df['sma_20'] < df['sma_50'], 'signal'] = -1
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# Hitung perubahan harga dan profit
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df['price_change'] = df['close'].diff()
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multiplier = get_profit_multiplier(symbol, lot_size)
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df['profit'] = df['price_change'] * df['signal'].shift(1) * multiplier
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df['balance'] = initial_balance + df['profit'].cumsum()
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# Plot hasil backtest
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plt.figure(figsize=(14, 6))
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plt.plot(df['time'], df['balance'], label='Equity Curve')
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plt.title(f'Backtest Result - {symbol}')
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plt.xlabel('Time')
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plt.ylabel('Balance ($)')
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plt.grid(True)
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plt.legend()
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plt.tight_layout()
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plt.show()
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if __name__ == "__main__":
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# Ganti nama file sesuai file CSV yang kamu download
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file_name = "XAUUSD_16385_data.csv"
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symbol = "XAUUSD" # Ganti dengan simbol yang sesuai
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# Pastikan path benar
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data_path = os.path.join(os.path.dirname(__file__), file_name)
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if os.path.exists(data_path):
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run_backtest(data_path, symbol)
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else:
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print(f"File {file_name} tidak ditemukan!")
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