o -i4@s( dZddlmZddlmZddlZddlZddlm Z m Z ddl Z GdddeZ eded eded d d d ZededddZedurPededeedededgdZgdZddddddddZgZdZeeeeZeD]^\ZZeD]WZed7Zeded ed!ed ed"e d#d$d%z6e deeed&eZejeded'd(Zerej dkre!eeeej"ej#ej$ej ej%ej&ej'ej(d) WqYqqed*ed+edesed,edej)d-d.d$d/edd0Z*ed1d2d3d4d5d6d4d7d8d4d9d:d4d;d<d4d=d:d4d>d8d4d?d@d4dAd8d4dBdCedDe+e*dD]k\Z,Z-e,dkrFdEne,dFkrMdGn e,dHkrTdIne,dJZ.e-dKdkradLndMZ/ee.d3d4e-dNd6d4e-dOd8d4e-dPd:d4e-dKdQdRe-dSdTdUdRe-dVdQd4e-dWd@d4e-dXdYdRe-dZd[d4e/q;e*dZ0ed\ed]e0dNd^e0dOd_ed`e0dPdaedbe0dKdcd_edde0dVdeedfe0dWedgede0dNe0dOe0dPd&Z1gdhZ2gdiZ3gdjZ4gdkZ5gdlZ6gZ7dZdTZ8edme8dne9e8D]Z:ed7Zej;e4ej;?dee4\Z@ZAej;e@eAeBeCddZejeded'd(Zerej dkre7!ie1e=e>e@eAeBeCdsej"ej#ej$ej ej%ej&ej'ej(ejEdt Wq Yq ed*eduede7j)dvd.d$d/e7ddZFed1d2d3d4dwd:d4dxdyd4dzd<d4d{d:d4d|d@d4d}d8d4d=d:d4d>d8d4dAd8d4d?dyed~e+eFdD]\Z,Z-e-dZGe,dkrdEne,dFkr!dGn e,dHkr(dIne,dJZ.e-dKdkr5dLndMZ/eGddeGdZHee.d3d4eGddd4eGddyd4eHd<d4eGddTdd4eGddUd4e-dKdYdRe-dSdTdUdRe-dVdQd4e-dXdYdRe-dWdyd4e/q eFdZIeddededededeIdKdcdReIdKdkrdndMedeIdZdeedeIdZddeedeIdSdTdd_edeIdVdededeIdXded_edeIdWedeIdeIdWdkrBededeIdded_edeIdded_eIddkr7eJeIdeIdndZKedeKdedeIdZGedededeGdNdeGdNdedeGdOdeGdOdedeGdPdaededeGddeedeGdddFeGddedeGddeGddedeGddTdd_edeGdddeGddFeGdZLededeLdeeddeLdededdeGdddTdd_edededed#MgdeGdNdeGdOdeGdPdeGddeGddeGddeGddeGddeGddeIdKdcd‘eIdSdTddÑeIdVdedđeIdXdedőeGdNdƑeGdPdǑeGdOdƑeGdPdȑedeNddʃZOejPeIdeIeFee7d˜eOdFeQd̍Wdn 1swYed̓ddqe7DZRedσedee7edeeRdeeRee7dTddӝeRreSddqeRDZTeSddqeRDZUedeTded_edeUdeed1ded؃eddS)u OPTIMISEUR PRICE EXTREMES - La stratégie la plus prometteuse! PF: 19.99 (gain moyen 20x la perte!) ROI: +3.45% WR: 54% DD: -0.06% Principe: - Acheter quand prix <= percentile bas (ex: 10%) - Vendre quand prix >= percentile haut (ex: 90%) - Mean reversion basique mais TRÈS efficace On optimise: 1. Percentiles (5/95, 10/90, 15/85, etc.) 2. Lookback period (50, 100, 200 bougies) 3. Paramètres martingale )MartingaleBacktester)TrueMartingaleStrategyN)OptionalTuplecsBeZdZdZd fdd Zdejdeee e ffd d Z Z S) OptimizedPriceExtremesu@Version optimisée de Price Extremes avec paramètres ajustables Zdc s(tjdi|||_||_||_dS)N)super__init__percentile_lowpercentile_highlookback)selfr rrkwargs __class__r S/var/www/html/HyperOracle/crypto_trader/martingale_degen/optimize_price_extremes.pyr s zOptimizedPriceExtremes.__init__dfreturncCsp|jd}t||jkrdS|d|j}||jd}||jd}|d|kr.dS|d|kr6dSdS)z*Generate signal based on price percentilesNclosegY@)LONG?)SHORTr)iloclenrtailquantiler r)rrcurrent recent_pricesp_lowp_highr r rgenerate_base_signal&s   z+OptimizedPriceExtremes.generate_base_signal)rrr ) __name__ __module__ __qualname____doc__r pd DataFramerrstrfloatr$ __classcell__r r rrrs(rzP================================================================================u4🎯 OPTIMISEUR PRICE EXTREMES - Stratégie PF 19.99g@@gMb@?<)initial_capitaltrading_fee_pcttimeout_minutesu" 📥 Téléchargement données...BTCUSDT1mu✅ z bougies u1🔬 PHASE 1: OPTIMISATION PERCENTILES & LOOKBACK))_)rr)U)P)K)2r g&@r:~jth?@g)base_position_sizemax_martingale_level base_leverage max_leverage stop_loss_pcttake_profit_ratiomin_signal_scoreu 🧪 Test /z | Pz LBT)endflush)r rrF)verbose) r rrroiwin_rate profit_factortradesmax_ddcapitalavg_winavg_losszR ================================================================================u-🏆 TOP 10 COMBINAISONS PERCENTILES/LOOKBACKu( ❌ Aucun résultat en Phase 1! Arrêt.cC|dS)NrRr xr r rr[)keyreverser #z<3 zP-Lowz>6zP-Highz>7LBz>5zROI %z>8zWR%PFTrz>4zDD%zCap $z>10zP--------------------------------------------------------------------------------u🥇u🥈u🥉2rPu✅u❌r rrz>7.2fz% rQr z>4.1frRrSrTz>6.2frUz>9.2fu ✨ MEILLEURE COMBINAISON:z Percentiles: z% / %z Lookback: z bougiesz ROI: z+.2fz PF: z.2fz Trades: u3 🔬 PHASE 2: OPTIMISATION PARAMÈTRES MARTINGALE)rfr6 r8)r6rAri))ri)r8i)r:r4)r<r4)gMb`?g{Gzd?rBgy&1l?gMbp?)g@g@rCg @g@u 🎯 Test de z combinaisons intelligentes... z | Meilleur ROI: cCg|]}|dqSrPr .0rr r r rs)default)rDrErFrGrHrI) configrPrQrRrSrTrUrVrWmax_consec_lossesu%🏆 TOP 20 CONFIGURATIONS COMPLÈTEScCrX)NrPr rYr r rr[r\zPos$Lvz>3LegzSL%TPzROI%zU-------------------------------------------------------------------------------------rvrFu→rGrDz>5.0frErHz>4.2frIz u*🏆 CONFIGURATION OPTIMALE PRICE EXTREMESu 📊 PERFORMANCE:z ROI: u✅ PROFITABLE!z Capital final: $z Gain: $z Win Rate: z.1fz Profit Factor: u 🚀z Max Drawdown: z Trades: z Max pertes consec: rwu 💰 STATISTIQUES TRADES:z Gain moyen: +rVz Perte moyenne: rWz Ratio Gain/Perte: rZu ⚙️ PARAMÈTRES OPTIMAUX:u 📐 PERCENTILES:z Percentile BAS: z% (LONG si prix <= P)z Percentile HAUT: z% (SHORT si prix >= Pz Lookback period: u 💰 MARTINGALE:z Position de base: $z Max level: z (xz Leverage: ux → z Stop Loss: z.3fz Take Profit: zx SLu 🧮 ANALYSE MATHÉMATIQUE:z Position max: $u Marge sécurité: z Proba ruine: g?z.4fu 📝 CODE POUR UTILISER:z from optimize_price_extremes import OptimizedPriceExtremes strategy = OptimizedPriceExtremes( # Percentiles percentile_low=z, percentile_high=z, lookback=z+, # Martingale base_position_size=z, max_martingale_level=z, base_leverage=z, max_leverage=z, stop_loss_pct=z, take_profit_ratio=z5, min_signal_score=0.0 ) # STATISTIQUES: # ROI: z% # Win Rate: z% # Profit Factor: z # Max DD: z,% # LOGIQUE: # LONG si prix <= percentile z% des u2 dernières bougies # SHORT si prix >= percentile u< dernières bougies # Sinon: rien (on attend les extrêmes) zprice_extremes_optimized.jsonw) best_config best_metricstop_20phase1_resultsphase2_results)indentruu/ 💾 Résultats: price_extremes_optimized.jsoncCsg|] }|ddkr|qS)rPrr rpr r rrszsu 📈 STATISTIQUES GLOBALES:u Configs testées: z Configs profitables: z (z%)cCrnror rpr r rrsrtcCrn)rRr rpr r rrsrtz ROI moyen: +z PF moyen: u🎉 OPTIMISATION TERMINÉE!r )Vr(martingale_backtesterrtrue_martingalernumpynpjsontypingrrpandasr)rprint backtesterfetch_binance_datarexitrpercentile_configslookback_periodsbase_martingale_configrtest_num total_testsr"r#rstrategy run_backtestresult total_tradesappendtotal_return_pctrQrRmax_drawdown_pct final_capital avg_win_pct avg_loss_pctsort top_10_phase1 enumeraterankresemojistatusbest_p1best_percentilesposition_sizes max_levels leveragessl_pcts tp_ratiosr num_samplesrangeirandomchoicepos_sizemax_lvrandintbase_levmax_levsltpmaxmax_consecutive_lossesrcfglev_strbestabsratio max_positionjoinopenfdumpr+ profitablemeanavg_roiavg_pfr r r rs~    " ! 42"           42"    ,&""            ,