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.
73 lines
2.9 KiB
Python
73 lines
2.9 KiB
Python
# backtester_rsi_breakout.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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# Kita pinjam fungsi helper dari backtester sebelumnya
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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_rsi_backtest(data_path, symbol, initial_balance=10000):
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print(f"Memulai backtest RSI_BREAKOUT 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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df.ta.rsi(length=14, append=True)
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df.dropna(inplace=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)):
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current = df.iloc[i]
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prev = df.iloc[i-1] # Kita butuh baris sebelumnya untuk deteksi cross
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# --- Logika Exit (Sangat Penting untuk RSI) ---
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# Keluar posisi jika RSI kembali ke zona netral (misal: cross 50)
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if position:
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if position['type'] == 'BUY' and prev['RSI_14'] < 50 and current['RSI_14'] >= 50:
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profit = (current['close'] - position['entry_price']) * multiplier
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balance += profit
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trades.append({'profit': profit})
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position = None
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elif position['type'] == 'SELL' and prev['RSI_14'] > 50 and current['RSI_14'] <= 50:
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profit = (position['entry_price'] - current['close']) * multiplier
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balance += profit
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trades.append({'profit': profit})
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position = None
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# --- Logika Entry (Hanya jika tidak ada posisi) ---
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if not position:
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# Sinyal BELI: RSI cross ke bawah 30
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if prev['RSI_14'] >= 30 and current['RSI_14'] < 30:
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position = {'type': 'BUY', 'entry_price': current['close']}
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# Sinyal JUAL: RSI cross ke atas 70
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elif prev['RSI_14'] <= 70 and current['RSI_14'] > 70:
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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: ${balance - initial_balance:.2f} ({(balance - initial_balance)/initial_balance*100:.2f}%)")
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print(f"Total Trades: {len(trades)}")
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plt.figure(figsize=(12, 6))
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plt.plot(df['time'].iloc[1:], equity_curve)
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plt.title(f'Equity Curve - Strategi RSI_BREAKOUT on {symbol}')
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plt.xlabel('Tanggal')
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plt.ylabel('Balance ($)')
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plt.grid(True)
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plt.show()
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# --- Jalankan Backtest ---
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if __name__ == '__main__':
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symbol_to_test = "EURUSD"
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file_name = "lab/EURUSD_16385_data.csv"
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run_rsi_backtest(file_name, symbol=symbol_to_test) |