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.
79 lines
3.2 KiB
Python
79 lines
3.2 KiB
Python
# backtester_turtle.py
|
|
import pandas as pd
|
|
import matplotlib.pyplot as plt
|
|
|
|
def get_profit_multiplier(symbol, lot_size=0.01):
|
|
if "USD" in symbol and "XAU" not in symbol: return 100000 * lot_size
|
|
elif "XAU" in symbol: return 100 * lot_size
|
|
else: return 1
|
|
|
|
def run_turtle_backtest(data_path, symbol, initial_balance=10000):
|
|
print(f"Memulai backtest TURTLE BREAKOUT untuk simbol: {symbol}")
|
|
multiplier = get_profit_multiplier(symbol)
|
|
df = pd.read_csv(data_path, parse_dates=['time'])
|
|
|
|
# --- Hitung Channel untuk Entry dan Exit ---
|
|
# Channel untuk sinyal masuk (periode 20)
|
|
# .shift(1) SANGAT PENTING untuk mencegah "melihat ke masa depan"
|
|
df['entry_upper'] = df['high'].rolling(window=20).max().shift(1)
|
|
df['entry_lower'] = df['low'].rolling(window=20).min().shift(1)
|
|
|
|
# Channel untuk sinyal keluar (periode 10)
|
|
df['exit_upper'] = df['high'].rolling(window=10).max().shift(1)
|
|
df['exit_lower'] = df['low'].rolling(window=10).min().shift(1)
|
|
|
|
df.dropna(inplace=True)
|
|
df = df.reset_index(drop=True) # Reset index setelah dropna
|
|
|
|
# --- Siapkan Variabel Simulasi ---
|
|
balance, position, trades, equity_curve = initial_balance, None, [], []
|
|
|
|
print("Memulai Loop Backtest...")
|
|
for i in range(len(df)):
|
|
current = df.iloc[i]
|
|
|
|
# --- Logika Exit ---
|
|
if position:
|
|
if position['type'] == 'BUY' and current['close'] < current['exit_lower']:
|
|
profit = (current['close'] - position['entry_price']) * multiplier
|
|
balance += profit; trades.append({'profit': profit}); position = None
|
|
elif position['type'] == 'SELL' and current['close'] > current['exit_upper']:
|
|
profit = (position['entry_price'] - current['close']) * multiplier
|
|
balance += profit; trades.append({'profit': profit}); position = None
|
|
|
|
# --- Logika Entry (Hanya jika tidak ada posisi) ---
|
|
if not position:
|
|
# Sinyal BELI: Harga menembus ke atas channel 20 periode
|
|
if current['close'] > current['entry_upper']:
|
|
position = {'type': 'BUY', 'entry_price': current['close']}
|
|
# Sinyal JUAL: Harga menembus ke bawah channel 20 periode
|
|
elif current['close'] < current['entry_lower']:
|
|
position = {'type': 'SELL', 'entry_price': current['close']}
|
|
|
|
equity_curve.append(balance)
|
|
|
|
# --- Analisis Hasil ---
|
|
print("\n--- Backtest Selesai ---")
|
|
print(f"Balance Awal: ${initial_balance:.2f}")
|
|
print(f"Balance Akhir: ${balance:.2f}")
|
|
print(f"Total Profit/Loss: ${balance - initial_balance:.2f} ({(balance - initial_balance)/initial_balance*100:.2f}%)")
|
|
print(f"Total Trades: {len(trades)}")
|
|
|
|
plt.figure(figsize=(12, 6))
|
|
plt.plot(df['time'], equity_curve)
|
|
plt.title(f'Equity Curve - Strategi TURTLE BREAKOUT on {symbol}')
|
|
plt.xlabel('Tanggal')
|
|
plt.ylabel('Balance ($)')
|
|
plt.grid(True)
|
|
plt.show()
|
|
|
|
if __name__ == '__main__':
|
|
# UJI COBA #1: Di pasar tren (XAUUSD)
|
|
symbol_to_test = "XAUUSD"
|
|
file_name = "XAUUSD_16385_data.csv"
|
|
|
|
# UJI COBA #2: Di pasar sideways (EURUSD)
|
|
#symbol_to_test = "EURUSD"
|
|
#file_name = "EURUSD_16385_data.csv"
|
|
|
|
run_turtle_backtest(file_name, symbol=symbol_to_test) |