i dZddlZddlZejejj ejj eddlZ ddl Z ddl m Z ddl mZmZmZmZmZmZmZmZmZmZmZmZmZmZmZmZmZmZm Z ddl!m"Z"m#Z#ddl$m%Z%ddl&m'Z'dZ( dd e)d e)d e*d e"fd Z+dZ,dZ-e.dk(re-yy)at Run Auto Hedge-Mart V4 backtest on BTCUSD tick data. Resamples tick data (bid/ask CSV) into M5 candles, then runs the hedge-mart recovery grid strategy. Usage: python run_btc_backtest.py # full dataset, M5 python run_btc_backtest.py --max-rows=1000000 # first 1M ticks python run_btc_backtest.py --tf=15min # 15-minute candles N)datetime)SYMBOLINITIAL_BALANCECOMMISSION_PERCENT SLIPPAGE_PIPS ENTRY_TP_PIPS ENTRY_SL_PIPSRECOVERY_GRID_STEPS RECOVERY_TPS CRYPTO_PAIRSRECOVERY_PROFIT_TARGETTHREAD_PROFIT_TARGETMAX_INITIAL_ORDERSFIBO_BARS_BACKRECOVERY_FIBO_ZONE ADAPTIVE_GRIDADAPTIVE_ATR_BARS REFERENCE_ATRADAPTIVE_MIN_SCALEADAPTIVE_MAX_SCALE) DataLoaderOHLCV)BacktestEngine) setup_loggingz BTCUSD.csvcsv_path timeframemax_rowsreturnc8td|dd|i}|r||d<tjd&i|}tdt|ddtj|dj j d d d d |d<|d|dzdz |d<|jd}|dj|j}gd|_ |dj|j|d<|j}tdt|dd|dtd|jdd|jdtd|djd d!|d"jd t!t"}g}|j%D]o\}} |j't)|j+t-| d#t-| d"t-| dt-| d$t-| d%q||_|S)'z,Load tick CSV and resample to OHLCV candles.zLoading tick data from z...filepath_or_buffernrowszLoaded ,z ticks Timestampz :(\d{3})$z.\1T)regexz%Y%m%d %H:%M:%S.%f)formatrz Bid pricez Ask priceg@mid)openhighlowclosez Bid volumevolumez Resampled to  z candlesz Date range: rz to zPrice range: $r),.1fz to $r(r'r*) timestampr'r(r)r*r+)printpdread_csvlen to_datetimestrreplace set_indexresampleohlccolumnssumdropnaindexminmaxrriterrowsappendr to_pydatetimefloatdata) rrr read_paramsdfohlcvloadercandlestsrows 2/var/www/html/crpytotradingbot/run_btc_backtest.pyload_ticks_to_candlesrN(s #H:S 12'2K' G  #{ #B GCGA;f %&^^ ;##L&#E#BzN K2k?2c9BuI j !B uI  y ) . . 0E4EM&// :>>@E(O LLNE M#e*Qq 8 <= LQ(U[[_,= >? N5<++-d35v9J9J9LT8R ST FG>># Cu&&(s6{#s6{#c%j!G %X'    FK Mc tjti}|jdd}tddtdttdtd|jddd td |td td td t d tdt tdttdtttdtdt|zdtdkDrtdt|zdnd}td|ttdttdd}ttddD]0\}}||z }td|dzd|d|d||zdd||zdd 2ttdkDrtd!ttdz d"ttd#ttd$td%td&t d%tt"rXtd'td(t$d)td*t&d%td+t(d%d,t*d%d-td.tddy)/z0Print the auto-normalized parameters for BTCUSD.pip_sizeg? z<============================================================uAUTO HEDGE-MART V4 — z Ref price: $ ref_pricer,.0fz Pip size: z Balance: $z Commission: %z Max orders: z Fibo bars back: z Recovery Fibo: z Entry TP: z pips = $r.DISABLEDz Entry SL: z Recovery grid (z levels):Nz Lz: +z pips (cum z) = $z (cum $)z ... (z more levels)z Recovery TPs: z Recovery $: $.1fz Thread profit: $z ** ADAPTIVE GRID ENABLED **z ATR lookback: z barsz Reference ATR: $z Scale range: zx - xz, (Grid/TP auto-scale to current volatility))r getrr1rrrrrrr r4r enumerater r rrrrrr)pair_cfgpipsl_str cumulativeisteps rM print_paramsrdYs+H ,,z3 'C Bxj/ #F8 ,- XJ k1!=d C DE u %&  6 78  231 56  23 45 / 01  23 45 #J  k-#:Md9S TUHUXYHY k-#*=d)C D_iF x () #J c"567y ABJ0!45u4d  acU#dV;zl'$*TARRZ[ehk[klpZqqrstu !# #12Q67}EF #J  ~ ./ !7 < => !5c : ;< #J -/ #$5#6e<= $]3$789 #$6s#;4@RSV?WWXYZ <> XJb/rOcd}d}tjddD]l}|jdrt|j dd}2|jdr|j dd}X|dvs]t t ytddttt|| }t d t|d td d ttttt }t|}d}|j#||}t |j%ddl}t)dd5} |j+|j-| ddddt d|S#1swYxYw)N5minrXz --max-rows==z--tf=)z-hz--helpT)consolefile)rrz Running backtest: z candles, $rTz balance )symbolinitial_balancecommission_percent slippage_pipsc J||z dz}td|dd|dd|dddd y) Ndz Progress: rZz% (r"/rYT)endflush)r1)currenttotalpcts rMprogresszmain..progresss7o# SIS 1U1IQ?RtTrO)progress_callbackrzbtc_backtest_result.jsonw)indentz* Results saved to btc_backtest_result.json)sysargv startswithintsplitr1__doc__rrdrNCSV_PATHr4rrrrrrun print_summaryjsonr'dumpto_dict) rrargrEenginerurwresultrfs rMmainrsYHIxx| >>- (399S>!,-H ^^G $ #q)I $ $ 'N $T*N !Y RD T ;t6LJ WX'-# F IEUZZZ 9F G  (# .1! &.."Aa 01 79 M 11s :#E22E;__main__)rfN)/rr|oschdirpathdirnameabspath__file__pandasr2numpynprsettingsrrrrrr r r r r rrrrrrrrr data_loaderrrbacktestrutilsrrr6rrNrdr__name__r0rOrMrs   2 34*# ;A*..C.C.$'.3=.b&R0f zFrO