xau-ai-trading-bot/backtests/v0.6.0_fixed/backtest_output.log at c0976c45189a3bff5b8bdbb1a153c1379241428f

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buckybonez c0976c4518 feat: implement Professor AI recommendations v0.2.2 (5 critical fixes)

Exit Strategy v6.6 "Professor AI Validated" - All recommendations implemented

FIX #1: Remove Misleading Debug Code
- Removed manual trajectory calculation (line 1262-1269)
- Trajectory predictor was CORRECT, debug comparison was WRONG
- Cleaned up false "bug found" warnings

FIX #2: Peak Detection Logic (CHECK 0A.4)
- Detects approaching peak (vel > 0, accel < 0)
- Holds position if peak within 30s and 15%+ profit ahead
- Suppresses fuzzy exits during peak approach
- Target: Peak capture 38% -> 70%+
- Added peak_hold_active field to PositionGuard

FIX #3: London False Breakout Filter
- London session + ATR ratio < 1.2 = whipsaw risk
- Requires ML confidence 70% (instead of 60%)
- Prevents false breakouts during low volatility
- Implemented in main_live.py before signal logic

FIX #4: Enhanced Kelly Partial Exit Strategy
- Active for all profits >= tp_min * 0.5 (not just >$8)
- Recommends partial exits for better peak capture
- Full exit when Kelly suggests >70% close
- Note: Actual partial close needs MT5 volume parameter (TODO)

FIX #5: Unicode Encoding Fixes
- Added UTF-8 encoding to file logger
- Replaced all emoji (⚠️ -> [WARNING]) and arrows (-> -> ->)
- No more UnicodeEncodeError on Windows console
- Fixed in 11 src/*.py files

Expected Performance:
- Peak Capture: 38% -> 70%+ (+84%)
- Avg Profit: $2.00 -> $4.50 (+125%)
- Risk/Reward: 0.49 -> 1.2+ (+145%)
- Win Rate: Maintain 76%

Files Modified:
- src/smart_risk_manager.py (peak detection, Kelly, unicode)
- src/trajectory_predictor.py (unicode arrows)
- main_live.py (London filter, UTF-8 encoding)
- src/*.py (unicode cleanup: 11 files)
- VERSION (0.2.1 -> 0.2.2)
- CHANGELOG.md (comprehensive v0.2.2 docs)

Co-Authored-By: Claude Sonnet 4.5 <noreply@anthropic.com>

2026-02-11 18:16:34 +07:00

5.9 KiB

Raw Blame History

2026-02-11 08:51:24.748 | INFO | __main__:main:34 - ================================================================================
2026-02-11 08:51:24.748 | INFO | __main__:main:35 - XAUBOT AI v0.6.0 FIXED - BACKTEST RUNNER
2026-02-11 08:51:24.748 | INFO | __main__:main:36 - ================================================================================
2026-02-11 08:51:24.748 | INFO | __main__:main:37 -
2026-02-11 08:51:24.748 | INFO | __main__:main:38 - PROFESSOR'S FIXES APPLIED:
2026-02-11 08:51:24.748 | INFO | __main__:main:39 - [FIX 1] Fuzzy Thresholds: 70-90% tiered (was fixed 90%)
2026-02-11 08:51:24.748 | INFO | __main__:main:40 - [FIX 2] Trajectory Calibration: regime penalty + uncertainty
2026-02-11 08:51:24.748 | INFO | __main__:main:41 - [FIX 3] Session Filter: Sydney/Tokyo DISABLED (00:00-10:00)
2026-02-11 08:51:24.748 | INFO | __main__:main:42 - [FIX 4] Unicode Fix: ASCII only (no emojis)
2026-02-11 08:51:24.748 | INFO | __main__:main:43 - [FIX 5] Max Loss: $25/trade (was $50)
2026-02-11 08:51:24.748 | INFO | __main__:main:44 -
2026-02-11 08:51:24.748 | INFO | __main__:main:45 - Backtest Period: 90 days
2026-02-11 08:51:24.748 | INFO | __main__:main:46 - ================================================================================
2026-02-11 08:51:24.748 | INFO | __main__:main:47 -
2026-02-11 08:51:24.748 | INFO | __main__:main:61 - Step 1/4: Connecting to MT5...
2026-02-11 08:51:27.252 | INFO | src.mt5_connector:connect:177 - Connected to MT5: FinexBisnisSolusi-Demo (Account: 61045904)
2026-02-11 08:51:27.753 | INFO | __main__:main:77 - Step 2/4: Loading XAUUSD M15 data (last 90 days, ~8640 bars)...
2026-02-11 08:51:27.958 | INFO | __main__:main:84 - Loaded 8640 bars
2026-02-11 08:51:27.962 | INFO | __main__:main:85 - Date range: 2025-09-29 16:30:00 to 2026-02-11 03:45:00
2026-02-11 08:51:27.962 | INFO | __main__:main:88 - Step 3/4: Engineering features...
2026-02-11 08:51:27.981 | INFO | __main__:main:91 - Added 56 features
2026-02-11 08:51:27.981 | INFO | __main__:main:94 - Step 4/4: Running backtest with FIXED logic...
2026-02-11 08:51:27.981 | INFO | __main__:main:95 -
2026-02-11 08:51:27.981 | WARNING | src.regime_detector:load:642 - Model file not found: models\hmm_regime.pkl
2026-02-11 08:51:27.982 | WARNING | src.ml_model:load:404 - Model file not found: models\xgboost_model.pkl
2026-02-11 08:51:27.984 | INFO | backtest_v0_6_0_fixed:run:483 - [BACKTEST FIXED v0.6.0]
2026-02-11 08:51:27.984 | INFO | backtest_v0_6_0_fixed:run:484 - Date range: 2025-09-30 18:30:00 to 2026-02-10 01:45:00
2026-02-11 08:51:27.984 | INFO | backtest_v0_6_0_fixed:run:485 - Total bars: 8440
2026-02-11 08:51:27.984 | INFO | backtest_v0_6_0_fixed:run:486 - FIXES APPLIED:
2026-02-11 08:51:27.984 | INFO | backtest_v0_6_0_fixed:run:487 - [FIX 1] Fuzzy thresholds: micro=70%, small=75%, medium=85%, large=90%
2026-02-11 08:51:27.984 | INFO | backtest_v0_6_0_fixed:run:488 - [FIX 2] Trajectory calibration: regime penalty + uncertainty
2026-02-11 08:51:27.984 | INFO | backtest_v0_6_0_fixed:run:489 - [FIX 3] Session filter: Sydney/Tokyo DISABLED
2026-02-11 08:51:27.984 | INFO | backtest_v0_6_0_fixed:run:490 - [FIX 4] Unicode: ASCII only
2026-02-11 08:51:27.984 | INFO | backtest_v0_6_0_fixed:run:491 - [FIX 5] Max loss: $25.0 (was $50)
2026-02-11 08:51:27.984 | INFO | backtest_v0_6_0_fixed:run:492 -
Traceback (most recent call last):
File "C:\Users\Administrator\Videos\Smart Automatic Trading BOT + AI\backtests\v0.6.0_fixed\run_backtest.py", line 195, in <module>
main()
~~~~^^
File "C:\Users\Administrator\Videos\Smart Automatic Trading BOT + AI\backtests\v0.6.0_fixed\run_backtest.py", line 104, in main
stats = bt.run(df)
File "C:\Users\Administrator\Videos\Smart Automatic Trading BOT + AI\backtests\v0.6.0_fixed\backtest_v0_6_0_fixed.py", line 515, in run
smc_result = self.smc.analyze(df_slice)
^^^^^^^^^^^^^^^^
AttributeError: 'SMCAnalyzer' object has no attribute 'analyze'

5.9 KiB Raw Blame History

5.9 KiB

Raw Blame History