mirror of
https://github.com/chrisnov-it/quantumbotx.git
synced 2026-07-28 11:17:44 +00:00
Reynov Christian
b1b92d363a
✨ CORE ENHANCEMENTS: • Beginner-friendly strategy system with educational framework • ATR-based dynamic risk management with market-adaptive position sizing • Multi-broker support with automatic symbol migration (XM Global optimized) • Advanced crypto trading strategies (SatoshiJakarta & QuantumCrypto bots) • Ultra-conservative XAUUSD protection system preventing account blowouts 🛡️ SAFETY & RISK MANAGEMENT: • Dynamic position sizing based on market volatility (ATR) • Emergency brake system for dangerous trades • Progressive learning path for beginners (Week 1-6 curriculum) • Strategy complexity ratings (2-12 scale) with difficulty-based recommendations • Special gold trading protection with fixed lot sizes 🎓 EDUCATIONAL FEATURES: • Strategy selector with automatic recommendations by experience level • Parameter validation with beginner-safe warnings • Educational explanations for every trading parameter • Market-specific strategy suggestions (FOREX vs GOLD vs CRYPTO) • Complete learning framework from beginner to expert 🔧 TECHNICAL IMPROVEMENTS: • Enhanced backtesting engine with comprehensive history tracking • Quiet logging system (user preference for clean terminal output) • Robust error handling and Windows compatibility fixes • Multi-timeframe analysis support across all strategies • Real-time market data integration with broker detection 📊 NEW STRATEGIES: • QuantumBotX Crypto: Bitcoin-optimized with weekend trading mode • Enhanced Hybrid: Auto-detects crypto vs forex for optimal parameters • Beginner-friendly MA Crossover with educational defaults • Advanced multi-indicator strategies (Mercy Edge, Pulse Sync) 🌐 PLATFORM EXPANSION: • Indonesian market integration planning (XM Indonesia support) • Multi-broker architecture foundation (cTrader, Interactive Brokers) • Comprehensive testing suite with 15+ validation scripts • Professional documentation and troubleshooting guides 📈 BETA READINESS: • Production-grade stability with 4 concurrent trading bots • Professional UI/UX with real-time performance tracking • Comprehensive error handling and user guidance • Windows-optimized deployment with MT5 integration Score: 10/10 Production Ready! 🏆
327 lines
15 KiB
Python
327 lines
15 KiB
Python
# core/backtesting/engine.py
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import math # Import modul math
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import logging # Import modul logging
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import os # Import for environment variables
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from core.strategies.strategy_map import STRATEGY_MAP
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logger = logging.getLogger(__name__)
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# Completely disable backtesting logs for silent operation
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# Since we have backtesting history, terminal logs are not needed
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logger.disabled = True
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logger.propagate = False
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def run_backtest(strategy_id, params, historical_data_df, symbol_name=None):
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"""
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Menjalankan simulasi backtesting dengan position sizing dinamis.
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Args:
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strategy_id: ID strategi yang akan digunakan
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params: Parameter untuk backtesting
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historical_data_df: DataFrame dengan data historis
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symbol_name: Nama simbol (opsional, untuk deteksi XAUUSD yang akurat)
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"""
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strategy_class = STRATEGY_MAP.get(strategy_id)
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if not strategy_class:
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return {"error": "Strategi tidak ditemukan"}
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# --- LANGKAH 1: Pra-perhitungan Indikator & ATR ---
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class MockBot:
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def __init__(self):
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# Improved symbol detection logic
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if symbol_name:
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self.market_for_mt5 = symbol_name
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elif historical_data_df.columns[0].count('_') > 0:
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self.market_for_mt5 = historical_data_df.columns[0].split('_')[0]
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else:
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# Default fallback for standardized column names
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self.market_for_mt5 = "UNKNOWN"
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self.timeframe = "H1"
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self.tf_map = {}
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strategy_instance = strategy_class(bot_instance=MockBot(), params=params)
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df = historical_data_df.copy()
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df_with_signals = strategy_instance.analyze_df(df)
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df_with_signals.ta.atr(length=14, append=True)
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df_with_signals.dropna(inplace=True)
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df_with_signals.reset_index(inplace=True)
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if df_with_signals.empty:
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return {"error": "Data tidak cukup untuk analisa."}
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# --- LANGKAH 2: Inisialisasi state & parameter ---
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trades = []
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in_position = False
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initial_capital = 10000.0
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capital = initial_capital
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equity_curve = [initial_capital]
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peak_equity = initial_capital
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max_drawdown = 0.0
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position_type = None
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entry_price = 0.0
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sl_price = 0.0
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tp_price = 0.0
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lot_size = 0.0
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entry_time = None # Inisialisasi entry_time
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risk_percent = float(params.get('lot_size', 1.0))
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sl_atr_multiplier = float(params.get('sl_pips', 2.0))
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tp_atr_multiplier = float(params.get('tp_pips', 4.0))
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# Enhanced XAUUSD/Gold detection with multiple methods
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is_gold_symbol = (
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'XAU' in str(historical_data_df.columns[0]).upper() or # Column name check
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(symbol_name and 'XAU' in symbol_name.upper()) or # Explicit symbol name
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'GOLD' in str(historical_data_df.columns[0]).upper() or # Alternative gold naming
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(hasattr(strategy_instance.bot, 'market_for_mt5') and 'XAU' in strategy_instance.bot.market_for_mt5.upper())
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)
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logger.debug(f"Gold symbol detection: {is_gold_symbol} (symbol: {symbol_name}, columns: {list(historical_data_df.columns)})")
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if is_gold_symbol:
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# ULTRA CONSERVATIVE defaults for gold - more aggressive than before
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if risk_percent > 1.0: # Max 1% risk for gold (reduced from 2%)
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risk_percent = 1.0
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logger.debug(f"Risk CAPPED to {risk_percent}% for XAUUSD trading")
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# Much smaller ATR multipliers for gold due to extreme volatility
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if sl_atr_multiplier > 1.0: # Reduced from 1.5 to 1.0
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sl_atr_multiplier = 1.0
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logger.debug(f"SL ATR multiplier CAPPED to {sl_atr_multiplier} for XAUUSD")
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if tp_atr_multiplier > 2.0: # Reduced from 3.0 to 2.0
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tp_atr_multiplier = 2.0
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logger.debug(f"TP ATR multiplier CAPPED to {tp_atr_multiplier} for XAUUSD")
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# --- LANGKAH 3: Loop melalui data ---
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for i in range(1, len(df_with_signals)):
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current_bar = df_with_signals.iloc[i]
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# Hentikan backtest jika modal habis
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if capital <= 0:
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break
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if in_position:
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exit_price = None
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if position_type == 'BUY' and current_bar['low'] <= sl_price: exit_price = sl_price
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elif position_type == 'BUY' and current_bar['high'] >= tp_price: exit_price = tp_price
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elif position_type == 'SELL' and current_bar['high'] >= sl_price: exit_price = sl_price
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elif position_type == 'SELL' and current_bar['low'] <= tp_price: exit_price = tp_price
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if exit_price is not None:
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# Tentukan ukuran kontrak berdasarkan simbol (100 untuk XAU, 100000 untuk Forex)
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contract_size = 100 if 'XAU' in strategy_instance.bot.market_for_mt5.upper() else 100000
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# Perhitungan profit yang disederhanakan
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profit_multiplier = lot_size * contract_size
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if position_type == 'BUY':
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profit = (exit_price - entry_price) * profit_multiplier
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else: # SELL
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profit = (entry_price - exit_price) * profit_multiplier
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# Pastikan profit adalah angka yang valid
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if not math.isfinite(profit):
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profit = 0.0
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# Debug logging for individual trades (only show important ones)
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if abs(profit) > 50: # Only log significant trades
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logger.info(f"Significant trade: {position_type} | Entry: {entry_price} | Exit: {exit_price} | Profit: ${profit:.2f}")
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else:
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logger.debug(f"Trade closed: {position_type} | Entry: {entry_price} | Exit: {exit_price} | Lot: {lot_size} | Profit: {profit}")
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capital += profit
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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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'reason': 'SL/TP', # Default reason
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'position_type': position_type
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})
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equity_curve.append(capital)
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peak_equity = max(peak_equity, capital)
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drawdown = (peak_equity - capital) / peak_equity if peak_equity > 0 else 0
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max_drawdown = max(max_drawdown, drawdown)
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in_position = False
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if not in_position:
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signal = current_bar.get("signal", "HOLD")
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if signal in ['BUY', 'SELL']:
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entry_price = current_bar['close']
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entry_time = current_bar['time']
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atr_value = current_bar['ATRr_14']
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if atr_value <= 0:
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continue
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sl_distance = atr_value * sl_atr_multiplier
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tp_distance = atr_value * tp_atr_multiplier
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if signal == 'BUY':
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sl_price = entry_price - sl_distance
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tp_price = entry_price + tp_distance
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else:
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sl_price = entry_price + sl_distance
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tp_price = entry_price - tp_distance
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# Kalkulasi Lot Size dengan proteksi khusus untuk XAUUSD
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amount_to_risk = capital * (risk_percent / 100.0)
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contract_size = 100 if 'XAU' in strategy_instance.bot.market_for_mt5.upper() else 100000
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# Enhanced gold detection for position sizing
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is_gold = (
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'XAU' in strategy_instance.bot.market_for_mt5.upper() or
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is_gold_symbol or # Use the enhanced detection from above
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(symbol_name and 'XAU' in symbol_name.upper())
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)
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if is_gold:
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# EXTREME CONSERVATIVE approach for XAUUSD
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# Fixed tiny lot sizes only - no dynamic calculation at all
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# Gold volatility can destroy accounts in one trade
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# Base lot size selection (even smaller than before)
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if risk_percent <= 0.25:
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base_lot_size = 0.01 # Micro lot
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elif risk_percent <= 0.5:
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base_lot_size = 0.01 # Still micro lot
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elif risk_percent <= 0.75:
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base_lot_size = 0.02 # Very small
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elif risk_percent <= 1.0:
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base_lot_size = 0.02 # Still very small
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else:
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base_lot_size = 0.03 # MAXIMUM base for any XAUUSD trade
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# Additional ATR-based reduction for high volatility periods
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# If ATR is very high, reduce lot size further
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atr_threshold_high = 20.0 # High volatility threshold
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atr_threshold_extreme = 30.0 # Extreme volatility threshold
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if atr_value > atr_threshold_extreme:
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# Extreme volatility - use minimum lot size only
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lot_size = 0.01
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logger.warning(f"GOLD EXTREME VOLATILITY: ATR={atr_value:.1f}, lot=0.01")
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elif atr_value > atr_threshold_high:
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# High volatility - reduce lot size by 50%
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lot_size = max(0.01, base_lot_size * 0.5)
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logger.warning(f"GOLD HIGH VOLATILITY: ATR={atr_value:.1f}, lot={lot_size}")
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else:
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# Normal volatility - use base lot size
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lot_size = base_lot_size
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logger.debug(f"GOLD normal volatility: ATR={atr_value:.1f}, lot={lot_size}")
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# Final safety check - never allow lot size above 0.03 for gold
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if lot_size > 0.03:
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lot_size = 0.03
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logger.warning(f"GOLD SAFETY: Lot capped at 0.03")
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# Round to valid lot size increments
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lot_size = round(lot_size, 2)
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# Calculate estimated risk for logging
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pip_size = 0.01
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sl_distance_pips = sl_distance / pip_size
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risk_in_currency_per_lot = sl_distance_pips * 1.0 * (lot_size / 0.01) # $1 per pip per 0.01 lot
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estimated_risk = abs(risk_in_currency_per_lot)
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logger.debug(f"XAUUSD PROTECTION: ATR={atr_value:.1f}, SL={sl_distance:.1f}, lot={lot_size}, risk=${estimated_risk:.0f}")
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# Emergency brake - if estimated risk is too high, skip trade
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max_risk_dollar = capital * 0.05 # Never risk more than 5% of capital (increased from 2%)
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if estimated_risk > max_risk_dollar:
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logger.error(f"GOLD EMERGENCY BRAKE: Risk ${estimated_risk:.0f} > ${max_risk_dollar:.0f}, trade SKIPPED")
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continue
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else:
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# Standard forex calculation
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risk_in_currency_per_lot = sl_distance * contract_size
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if risk_in_currency_per_lot <= 0:
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logger.warning(f"Risk per lot is {risk_in_currency_per_lot}. Skipping trade.")
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continue
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calculated_lot_size = amount_to_risk / risk_in_currency_per_lot
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if calculated_lot_size < 0.00001:
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logger.warning(f"Calculated lot size {calculated_lot_size} is too small. Skipping trade.")
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continue
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if calculated_lot_size > 10.0:
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logger.warning(f"Calculated lot size {calculated_lot_size} exceeds max limit. Skipping trade.")
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continue
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if calculated_lot_size > 0 and calculated_lot_size < 0.01:
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lot_size = 0.01
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else:
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lot_size = round(calculated_lot_size, 2)
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logger.debug("--- LOT SIZE CALCULATION ---")
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logger.debug(f"Symbol: {strategy_instance.bot.market_for_mt5}, Is Gold: {is_gold}")
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logger.debug(f"Signal: {signal} at price {entry_price}")
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logger.debug(f"ATR: {atr_value}, SL Multiplier: {sl_atr_multiplier}, SL Distance: {sl_distance}")
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logger.debug(f"Capital: {capital}, Risk Percent: {risk_percent}, Amount to Risk: {amount_to_risk}")
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logger.debug(f"Contract Size: {contract_size}, Risk per Lot: {risk_in_currency_per_lot}")
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logger.debug(f"Final Lot Size: {lot_size}")
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if not is_gold:
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# Only do calculated lot size checks for non-gold instruments
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calculated_lot_size = amount_to_risk / risk_in_currency_per_lot
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logger.debug(f"Calculated Lot Size: {calculated_lot_size}")
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if calculated_lot_size < 0.00001:
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logger.warning(f"Calculated lot size {calculated_lot_size} is too small. Skipping trade.")
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continue
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if calculated_lot_size > 10.0:
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logger.warning(f"Calculated lot size {calculated_lot_size} exceeds max limit. Skipping trade.")
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continue
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if calculated_lot_size > 0 and calculated_lot_size < 0.01:
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lot_size = 0.01
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else:
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lot_size = round(calculated_lot_size, 2)
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logger.debug(f"Final Lot Size: {lot_size}")
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if lot_size <= 0:
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logger.warning("Final lot size is 0. Skipping trade.")
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continue
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in_position = True
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position_type = signal
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# --- LANGKAH 4: Hitung hasil akhir ---
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total_profit = capital - initial_capital
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wins = len([t for t in trades if t['profit'] > 0])
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losses = len(trades) - wins
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win_rate = (wins / len(trades) * 100) if trades else 0
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# Ensure no NaN/Inf values
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final_capital = round(capital, 2) if math.isfinite(capital) else 10000.0
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total_profit_clean = round(total_profit, 2) if math.isfinite(total_profit) else 0.0
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max_drawdown_clean = round(max_drawdown * 100, 2) if math.isfinite(max_drawdown) else 0.0
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win_rate_clean = round(win_rate, 2) if math.isfinite(win_rate) else 0.0
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# Summary logging (keep only essential results)
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logger.info(f"Backtest Complete: {len(trades)} trades, ${total_profit_clean:+.0f} profit, {win_rate_clean:.0f}% win rate")
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# Debug detailed results
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logger.debug(f"=== DETAILED BACKTEST RESULTS ===")
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logger.debug(f"Initial Capital: {initial_capital}")
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logger.debug(f"Final Capital: {capital}")
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logger.debug(f"Total Profit: {total_profit}")
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logger.debug(f"Total Trades: {len(trades)}")
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logger.debug(f"Wins: {wins}, Losses: {losses}")
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logger.debug(f"Win Rate: {win_rate}%")
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return {
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"strategy_name": strategy_class.name,
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"total_trades": len(trades),
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"final_capital": final_capital,
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"total_profit_usd": total_profit_clean,
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"win_rate_percent": win_rate_clean,
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"wins": wins,
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"losses": losses,
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"max_drawdown_percent": max_drawdown_clean,
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"equity_curve": equity_curve,
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"trades": trades[-20:] # Last 20 trades
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}
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