Delete backtest.py

backtest.py

@@ -1,370 +0,0 @@
-"""
-backtest.py — Haber duygusunu piyasa fiyatıyla eşleştirip backtest eder.
-
-Akış:
-  1. Haberleri al (news_feed varsa onu, yoksa RSS yedeği)
-  2. Her habere model etiketi ver (Bullish / Neutral / Bearish)
-  3. Haber yayın zamanındaki Binance mumuyla eşleştir (giriş fiyatı)
-  4. Belirlenen ufuklarda (1s, 4s, 24s) ileri getiriyi hesapla
-  5. İsabet oranı, ortalama getiri, equity eğrisi ve haber bazlı tablo üret
-
-Not: Sinyal, haber yayınlandıktan sonraki İLK mumun açılışıyla işleme girer
-(look-ahead yok). Komisyon + kayma (bps) her işlemden düşülür.
-"""
-
-import html
-import json
-import math
-import re
-import time
-import urllib.request
-import xml.etree.ElementTree as ET
-from datetime import datetime, timezone
-from email.utils import parsedate_to_datetime
-
-BINANCE_HOSTS = [
-    "https://api.binance.com",
-    "https://data-api.binance.vision",
-]
-
-RSS_FEEDS = [
-    "https://www.coindesk.com/arc/outboundfeeds/rss/",
-    "https://cointelegraph.com/rss",
-    "https://decrypt.co/feed",
-]
-
-HORIZONS = {"1 saat": 1, "4 saat": 4, "24 saat": 24}
-
-_UA = {"User-Agent": "Mozilla/5.0 (GoshawkVortex-Backtest)"}
-
-
-# ------------------------------------------------------------
-# HTTP yardımcıları
-# ------------------------------------------------------------
-
-def _get(url, timeout=12):
-    req = urllib.request.Request(url, headers=_UA)
-    with urllib.request.urlopen(req, timeout=timeout) as r:
-        return r.read()
-
-
-# ------------------------------------------------------------
-# HABER KAYNAĞI
-# ------------------------------------------------------------
-
-def fetch_rss_news(limit=120):
-    """Yedek haber kaynağı. Her öğe: {title, ts (epoch sn), source}."""
-    items = []
-    for url in RSS_FEEDS:
-        try:
-            root = ET.fromstring(_get(url))
-        except Exception:
-            continue
-        for it in root.iter("item"):
-            title = (it.findtext("title") or "").strip()
-            pub = it.findtext("pubDate")
-            if not title or not pub:
-                continue
-            try:
-                ts = parsedate_to_datetime(pub).astimezone(timezone.utc).timestamp()
-            except Exception:
-                continue
-            items.append({
-                "title": html.unescape(re.sub(r"<[^>]+>", "", title)),
-                "ts": ts,
-                "source": url.split("/")[2],
-            })
-    items.sort(key=lambda x: x["ts"], reverse=True)
-    return items[:limit]
-
-
-# ------------------------------------------------------------
-# FİYAT VERİSİ (Binance)
-# ------------------------------------------------------------
-
-def fetch_klines(symbol, start_ms, end_ms, interval="1h"):
-    """Binance mum verisi. Satır: [open_time_ms, open, high, low, close]."""
-    out, cursor, last_err = [], int(start_ms), None
-    while cursor < end_ms:
-        data = None
-        for host in BINANCE_HOSTS:
-            url = (f"{host}/api/v3/klines?symbol={symbol}&interval={interval}"
-                   f"&startTime={cursor}&endTime={int(end_ms)}&limit=1000")
-            try:
-                data = json.loads(_get(url))
-                break
-            except Exception as e:  # noqa: BLE001
-                last_err = e
-        if data is None:
-            raise RuntimeError(f"Fiyat verisi alınamadı ({symbol}): {last_err}")
-        if not data:
-            break
-        for k in data:
-            out.append([int(k[0]), float(k[1]), float(k[2]), float(k[3]), float(k[4])])
-        nxt = int(data[-1][0]) + 3_600_000
-        if nxt <= cursor:
-            break
-        cursor = nxt
-        if len(data) < 1000:
-            break
-    return out
-
-
-# ------------------------------------------------------------
-# EŞLEŞTİRME + BACKTEST ÇEKİRDEĞİ (ağ gerektirmez, test edilebilir)
-# ------------------------------------------------------------
-
-def _candle_index(candles, ts_ms):
-    """ts'den SONRA açılan ilk mumun indeksi (look-ahead yok)."""
-    lo, hi = 0, len(candles)
-    while lo < hi:
-        mid = (lo + hi) // 2
-        if candles[mid][0] > ts_ms:
-            hi = mid
-        else:
-            lo = mid + 1
-    return lo if lo < len(candles) else None
-
-
-def direction_of(label, score=None, threshold=0.0):
-    """Bullish → +1, Bearish → -1, Neutral → 0."""
-    l = (label or "").strip().lower()
-    if l.startswith("bull"):
-        return 1
-    if l.startswith("bear"):
-        return -1
-    return 0
-
-
-def match_and_evaluate(signals, candles_by_symbol, horizon_h=4,
-                       fee_bps=10, slippage_bps=5, long_only=False):
-    """
-    signals: [{title, ts, symbol, label, score}]
-    candles_by_symbol: {symbol: [[open_ms, o, h, l, c], ...]} (1s mumlar)
-    Döner: trades listesi.
-    """
-    cost = 2 * (fee_bps + slippage_bps) / 10_000  # gir + çık
-    trades = []
-    for s in signals:
-        d = direction_of(s["label"])
-        if d == 0 or (long_only and d < 0):
-            continue
-        candles = candles_by_symbol.get(s["symbol"])
-        if not candles:
-            continue
-        i = _candle_index(candles, int(s["ts"] * 1000))
-        if i is None or i + horizon_h >= len(candles):
-            continue  # ufuk henüz dolmadı → değerlendirilemez
-        entry = candles[i][1]                 # sonraki mumun açılışı
-        exit_ = candles[i + horizon_h][1]     # ufuk sonundaki açılış
-        if entry <= 0:
-            continue
-        raw = (exit_ / entry - 1) * d
-        ret = raw - cost
-        trades.append({
-            "ts": s["ts"], "symbol": s["symbol"], "title": s["title"],
-            "label": s["label"], "dir": d, "entry": entry, "exit": exit_,
-            "ret": ret, "win": ret > 0,
-        })
-    trades.sort(key=lambda t: t["ts"])
-    return trades
-
-
-def summarize(trades):
-    n = len(trades)
-    if n == 0:
-        return {"n": 0}
-    rets = [t["ret"] for t in trades]
-    wins = sum(1 for t in trades if t["win"])
-    mean = sum(rets) / n
-    var = sum((r - mean) ** 2 for r in rets) / (n - 1) if n > 1 else 0.0
-    std = math.sqrt(var)
-    equity, peak, mdd, eq = 1.0, 1.0, 0.0, [1.0]
-    for r in rets:
-        equity *= (1 + r)          # işlemler sırayla, eşit ağırlık
-        peak = max(peak, equity)
-        mdd = max(mdd, (peak - equity) / peak)
-        eq.append(equity)
-    gross_win = sum(r for r in rets if r > 0)
-    gross_loss = -sum(r for r in rets if r < 0)
-    return {
-        "n": n,
-        "win_rate": wins / n,
-        "mean": mean,
-        "total": equity - 1,
-        "std": std,
-        "t_stat": (mean / (std / math.sqrt(n))) if std > 0 and n > 1 else 0.0,
-        "profit_factor": (gross_win / gross_loss) if gross_loss > 0 else float("inf"),
-        "max_dd": mdd,
-        "equity": eq,
-        "best": max(rets), "worst": min(rets),
-    }
-
-
-# ------------------------------------------------------------
-# ÜST SEVİYE: haberleri çek → etiketle → fiyatla → raporla
-# ------------------------------------------------------------
-
-def _symbol_for(asset):
-    a = (asset or "").upper().replace("/", "").replace("-", "")
-    if not a or a == "ALL":
-        return None
-    return a if a.endswith(("USDT", "USDC")) else a + "USDT"
-
-
-def collect_signals(classify_fn, detect_fn, asset="ALL", max_news=60,
-                    news_fn=None, log=None):
-    """Haberleri çekip varlıklara ve duygu etiketine bağlar."""
-    news = (news_fn or fetch_rss_news)(max_news * 3)
-    want = _symbol_for(asset)
-    signals = []
-    for n in news:
-        if len(signals) >= max_news:
-            break
-        try:
-            assets = detect_fn(n["title"]) or []
-        except Exception:
-            assets = []
-        # detect_assets çıktısı str veya (str, ...) olabilir → normalize et
-        syms = []
-        for a in assets:
-            a = a[0] if isinstance(a, (tuple, list)) and a else a
-            sym = _symbol_for(str(a))
-            if sym:
-                syms.append(sym)
-        if want:
-            if want not in syms:
-                continue
-            syms = [want]
-        if not syms:
-            continue
-        try:
-            label, score = classify_fn(n["title"])
-        except Exception as e:  # noqa: BLE001
-            if log is not None:
-                log.append(f"Etiketleme hatası: {e}")
-            continue
-        signals.append({"title": n["title"], "ts": n["ts"], "symbol": syms[0],
-                        "label": label, "score": score,
-                        "source": n.get("source", "")})
-    return signals
-
-
-def run_backtest(classify_fn, detect_fn, asset="ALL", max_news=60,
-                 horizon_label="4 saat", fee_bps=10, slippage_bps=5,
-                 long_only=False, news_fn=None, price_fn=None):
-    """Tam akış. Döner: (signals, trades, summary, notes)."""
-    notes = []
-    horizon_h = HORIZONS.get(horizon_label, 4)
-    signals = collect_signals(classify_fn, detect_fn, asset, max_news,
-                              news_fn=news_fn, log=notes)
-    if not signals:
-        return [], [], {"n": 0}, notes + ["Eşleşen haber bulunamadı."]
-
-    price_fn = price_fn or fetch_klines
-    candles = {}
-    t0 = min(s["ts"] for s in signals) * 1000 - 3_600_000
-    t1 = max(time.time() * 1000, max(s["ts"] for s in signals) * 1000)
-    for sym in sorted({s["symbol"] for s in signals}):
-        try:
-            candles[sym] = price_fn(sym, t0, t1 + horizon_h * 3_600_000)
-        except Exception as e:  # noqa: BLE001
-            notes.append(str(e))
-
-    trades = match_and_evaluate(signals, candles, horizon_h, fee_bps,
-                                slippage_bps, long_only)
-    skipped = sum(1 for s in signals if direction_of(s["label"]) != 0) - len(trades)
-    if skipped > 0:
-        notes.append(f"{skipped} sinyal atlandı (ufuk henüz dolmadı veya fiyat yok).")
-    return signals, trades, summarize(trades), notes
-
-
-# ------------------------------------------------------------
-# HTML RAPOR (uygulamanın koyu temasına uygun)
-# ------------------------------------------------------------
-
-def _pct(x, d=2):
-    return f"{x * 100:+.{d}f}%"
-
-
-def _equity_svg(eq, w=640, h=140):
-    if len(eq) < 2:
-        return ""
-    lo, hi = min(eq), max(eq)
-    span = (hi - lo) or 1.0
-    pts = " ".join(
-        f"{i * w / (len(eq) - 1):.1f},{h - (v - lo) / span * (h - 12) - 6:.1f}"
-        for i, v in enumerate(eq)
-    )
-    base = h - (1.0 - lo) / span * (h - 12) - 6
-    color = "#22c55e" if eq[-1] >= 1 else "#ef4444"
-    return (f"<svg viewBox='0 0 {w} {h}' style='width:100%;height:{h}px'>"
-            f"<line x1='0' x2='{w}' y1='{base:.1f}' y2='{base:.1f}' "
-            f"stroke='#334155' stroke-dasharray='4 4'/>"
-            f"<polyline fill='none' stroke='{color}' stroke-width='2.5' points='{pts}'/></svg>")
-
-
-def build_report_html(signals, trades, s, notes, horizon_label, asset):
-    box = ("padding:18px;border-radius:16px;margin-top:14px;color:#dbeafe;"
-           "background:rgba(10,18,32,.82);border:1px solid rgba(96,165,250,.18)")
-    if not s.get("n"):
-        msg = "<br>".join(html.escape(n) for n in notes) or "İşlem üretilemedi."
-        return f"<div style='{box}'>Backtest sonucu yok.<br><small>{msg}</small></div>"
-
-    def card(label, val, color="#e2e8f0"):
-        return (f"<div style='flex:1;min-width:120px;padding:12px;border-radius:12px;"
-                f"background:#0f1a2c'><div style='font-size:11px;color:#8295ad;"
-                f"letter-spacing:1px'>{label}</div><div style='font-size:22px;"
-                f"font-weight:800;color:{color}'>{val}</div></div>")
-
-    up, dn = "#22c55e", "#ef4444"
-    pf = "∞" if s["profit_factor"] == float("inf") else f"{s['profit_factor']:.2f}"
-    cards = "".join([
-        card("İŞLEM", s["n"]),
-        card("İSABET", f"{s['win_rate'] * 100:.0f}%", up if s["win_rate"] > .5 else dn),
-        card("ORT. GETİRİ", _pct(s["mean"]), up if s["mean"] > 0 else dn),
-        card("TOPLAM", _pct(s["total"]), up if s["total"] > 0 else dn),
-        card("PROFIT FACTOR", pf),
-        card("MAX DD", f"-{s['max_dd'] * 100:.1f}%", dn),
-        card("t-İSTATİSTİĞİ", f"{s['t_stat']:.2f}"),
-    ])
-
-    rows = []
-    for t in reversed(trades[-60:]):
-        c = up if t["ret"] > 0 else dn
-        when = datetime.fromtimestamp(t["ts"], tz=timezone.utc).strftime("%d.%m %H:%M")
-        arrow = "▲" if t["dir"] > 0 else "▼"
-        rows.append(
-            f"<tr><td>{when}</td><td>{t['symbol'].replace('USDT', '')}</td>"
-            f"<td>{arrow} {html.escape(t['label'])}</td>"
-            f"<td style='max-width:360px'>{html.escape(t['title'][:110])}</td>"
-            f"<td>{t['entry']:,.2f}</td><td>{t['exit']:,.2f}</td>"
-            f"<td style='color:{c};font-weight:700'>{_pct(t['ret'])}</td></tr>")
-
-    caveat = ""
-    if s["n"] < 30:
-        caveat = ("<div style='margin-top:10px;color:#eab308;font-size:12px'>"
-                  f"⚠️ Yalnızca {s['n']} işlem var; bu örneklem istatistiksel olarak "
-                  "güvenilir sonuç vermek için küçük. t-istatistiği |2| altındaysa "
-                  "sonuç şansla açıklanabilir.</div>")
-    note_html = "".join(f"<div style='color:#8295ad;font-size:12px'>• {html.escape(n)}</div>"
-                        for n in notes)
-    th = "text-align:left;color:#8295ad;font-size:11px;padding:6px 8px"
-    return f"""
-<div style='{box}'>
-  <div style='font-weight:800;letter-spacing:2px;font-size:15px'>HABER → FİYAT BACKTEST</div>
-  <div style='color:#8295ad;font-size:12px;margin:5px 0 14px'>
-    Varlık: {html.escape(asset)} • Ufuk: {horizon_label} • Giriş: haberden sonraki ilk mum açılışı
-  </div>
-  <div style='display:flex;gap:10px;flex-wrap:wrap'>{cards}</div>
-  <div style='margin-top:16px'>{_equity_svg(s['equity'])}</div>
-  {caveat}{note_html}
-</div>
-<div style='{box};overflow-x:auto'>
-  <table style='width:100%;border-collapse:collapse;font-size:12px'>
-    <tr><th style='{th}'>Zaman (UTC)</th><th style='{th}'>Parite</th><th style='{th}'>Sinyal</th>
-        <th style='{th}'>Haber</th><th style='{th}'>Giriş</th><th style='{th}'>Çıkış</th>
-        <th style='{th}'>Getiri</th></tr>
-    {''.join(rows)}
-  </table>
-</div>"""