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Retourne Trade si clôturée.NroTiz MAX_HOLD_6H (z+.1f%) STOP_LOSS TAKE_PROFITrFzTRAILING_STOP () rrrTRAILING_ACTIVATION_PCTrrMAX_HOLDING_CANDLESrrTRAILING_STOP_PCT_close_position) rr7rrrrr holding_msholding_candlestrailing_levels r6update_positionzBacktestEngine.update_position>s"  'nnV$ 3??2cooEK 3== ()CM - -c6I6I"&C  "CNN2 $ 6 1 1)'$r:Kcmm +%Kcoo -'K  ]]a2Cc2I.IJN. /~R@ '' |[Y Yr5c||jvry|j|}||jz |jz dz}|dkr|j|||d|ddSy)z4Ferme une position sur signal REVERSAL_DOWN du LSTM.Nrog?zLSTM_DANGER (conf=.0fr)rrr)rr7rrrrrs r6close_on_dangerzBacktestEngine.close_on_dangerhss  'nnV$ 3??2cooEK S='' |+=j=MR)PR Rr5reasonc |jj|}|j|z}|tdz z}||z }||jz } ||j z |j z dz} |xj |z c_|dk(r|dz|j|<t||j ||j||j| | |dd } |jj| | S)Nrori6rr) rpoprrrrrrrrrr) rr7rrrr gross_valuer net_valuerrtrades r6rzBacktestEngine._close_positionxsnn  (ggo _s23#% s}},3??*coo=C !  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Si use_ai=True, valide chaque signal avec ai_predictor.z + AI PREDICTORrrnu╔══════════════════════════════════════════════════════════════════════╗ ║ 🧠 CRASH-TEST LSTM REVERSAL PREDICTORu — BACKTEST uJ ║ ╚══════════════════════════════════════════════════════════════════════╝NrcdddddS)Nr)countwinlosspnlr4r4r5r6zrun_backtest..sQq!TW+Xr5z-1rcy)NFr4r4r5r6rzrun_backtest..sr5) AIPredictorrGu>✓ AI Predictor chargé (smart_criteria + pattern validation)) CREUX_REBOUNDPULLBACKSQUEEZE_BREAKOUTEARLY_BREAKOUTCONSOLIDATION_BREAKOUT EMA_BULLISHCROSSOVER_IMMINENTVOLUME_REVERSAL RSI_REVERSALSTRONG_UPTRENDu!✗ AI Predictor non disponible: u%✗ Aucune donnée chargée. Abandon.u*═══ EXÉCUTION DU BACKTEST ═══z Capital: rz USDT | Position: z% | Max positions: z SL: z% | TP: z% | Trailing: z% (act. rz Frais: u% | LSTM seuils: conf≥u % prob≥uU🧠 MODE IA: Chaque signal LSTM validé par ai_predictor (smart_criteria + patterns)u 🕐 Filtre horaire: bloqué zh UTCu ⏱️ Max holding: z bougies (r<h)r{raru Bougies à traiter: ,u | LSTM évalué: ~z fois (toutes les zmin)cddddS)Nr)buyrrr4r4r5r6rzrun_backtest..s !Aq*Ir5cdddddS)Nrr)r$rrrr4r4r5r6rzrun_backtest..sAaSV,Wr5rorF2rpr[rqrsrtruz % | Equity: ,.0fz $ | Trades: Trwr_r]r^r=rrri,r`reversal_classreversal_labelrreversal_probabilityis_reversal_signalis_danger_signal REVERSAL_UPpatternNEUTRAL smart_score smart_signalsmart_eligibleFACHATAr$ ai_patternrrDrr|u██████████████████████████████████████████████████z 100% | Equity: r~)r ai_pred ai_validated ai_blockedai_pattern_stats)KrQr&r2r3r osenvirontorchcuda is_available ai_predictorrr*rPr+rrrINITIAL_CAPITALrrrrrrrREVERSAL_UP_MIN_CONFIDENCEREVERSAL_UP_MIN_PROBr.ENABLE_HOUR_FILTERsortedBLOCKED_HOURS_UTCrrrsetupdatetolistrbmaxrfrrrrrrrrrhourminpredictrrrrranalyze_symbol_lock watchlist get_watchlistrJscorer.rrREVERSAL_DOWN_MIN_CONFIDENCEREVERSAL_DOWN_MIN_PROBrrrr7 print_reportsave_report_json)Grkrlr  ai_mode_strr6r8r7r9_torch_original_cuda_availablerBUYABLE_PATTERNSrWrrenginer{rris sym_indicests_mapitsall_tsmask total_candles EVAL_EVERY eval_countsignals_by_hoursignals_by_symbol MIN_HISTORY progress_stepsteprreqn_tradesrr current_high current_lowris_winrJwindowstart_i prices_windowvolumes_window highs_window lows_windowresult rev_class rev_labelrr is_reversal is_danger candle_hourr5 ai_prices ai_volumesai_item enriched_listentryai_scoreai_smart_signalai_smart_eligible is_ai_valid last_priceslast_tssG r6 run_backtestrsv (.#2K  ..9].OYZ[Z_Z_Y`` GJL"#XY  26BJJ- . "'-{{'?'? $'4FKK $ 0!mG(@FKK $13BJJ- . BqsseYZ[Z_Z_Y`a b  Wd+H  :155'BC$%IO ,F Bqvvh@ HI K,,>?P>QQdewdx yz F=//):.IZH[[cd{c||~ A Io&&>?Y>ZZcdxcy z{  144&mnonsnsmtuv /7H0I/J%PQ #$7#8 CVYZCZ^`C`Baac de^^%" T $ %  $,=(= ! " K^^%" TtK01 EArF2J ! C "UF^^%8 TK $55 d;'-44678F^FKMJX.*>CB6//0H E#bR RI\(TZ\dh i =1$ % *    & &FMM': ;")P DIC %F*C M#.M<,Lu+c*K**3 R@E}..sL"E!+001A1AD1HINN%ve6BaGB!#&uFCqHC!#&u-?-[ j A%q#&FFlQ&G M'#':M!(^GC!Gtj|)d1dtj td?|+d1td@| t|dz dAtdtjdBtj |j|jz|jz|jz},tdC|,dDtdE|jdDd(|jt|,dz dzdFdtdG|jdDd(|jt|,dz dzdFdtdH|jdDd(|jt|,dz dzdFdtdI|jdDd(|jt|,dz dzdFdtdJ|j>dDdK|r|tdtjdLtj ||z}-tdM|-dNtdOtj|dNtj d(|t|-dz dzd)dtdPtj|dNtj d(|t|-dz dzd)d| rEtdQtA| jCdRD]\}.}/tdS|.dTdU|/dVdWtEdX}0| D]j}|jFjId8d}1|0|1dVxxdz cc<|0|1dYxx|j z cc<|j dkDs[|0|1dZxxdz cc<ltdtjd[tj tA|0jCd\D]y\}1}/|/dZt|/dVdz dz}2|/dYdk\rtjntj}3td]|1d^dU|/dVdWd_|2d`da|3|/dYdbdctj {tA|jCdd}4tdtjdetj |4ddfD]\}5}/|/dg|/dhz}6|/dgt|6dz dz}2|/dYdk\rtjntj}3td]|5did8|/djdWdk|2d`da|3|/dYdbdctj t|4dfkDrtdtjdltj |4dmdD]\}5}/|/dg|/dhz}6|/dgt|6dz dz}2|/dYdk\rtjntj}3td]|5did8|/djdWdk|2d`da|3|/dYdbdctj tdtjdntj tKdoD]}7|7|vr||7}/|/dg|/dhz}8|8dk(r|/dg|8z dz}2tM|8tdtdp|jODz dqz}9dr|9z}:|2dsk\rtjntj}3td]|7dtdu|:d^d8|8dWdk|3|2d`dtj tdtjdvtj g};|jCD]P\}5}<||}?t|?dkDs*|?dz|?dz |?dz dz}@|;jQ|5|@fR|;r(t#j$|;D%Acgc]\}%}A|A c}A}%nd}B| d|Bdz zz}C|Bdk\rtjntj}D|dk\rtjntj}Etd{DBd|d}Cd~dctj td|E|d|d}| d~dctj ||Bz }F|Fdk\rtjntj}Gtd|GFd|dtj |j<rSt|j<dkDr:tdtjdtj |j<D%&cgc]\}%}&|& }H}%}&t+|H}It|H}J|J|Ik7rJIz nd}Kd}Lt+d5tH}Mtdt|H|Mz}N|Hdd|Nd|M}OtK|LdzdzD]i}PI|PLz Kzz}Qd}ROD]}S|SQk\rRdrz }RRd8z }RPLk(r RdJd~dcz }Rn(Pdk(r RdId~dcz }RnPLdzk(rRdIJzdz d~dcz }RtRktddtOztdtjdtj |dkDr.|dskDr)| dkDr$tjdtj }Tnz|dkDr)|dkDr$tjdtj }TnL|dkDr$tjdtj }Tn#tjdtj }TtdT|dkrbtdtjRdtdtdtdtTdtdtj tdtjdtj dycc}wcc}wcc}wcc}wcc}wcc}wcc}wcc}wcc}&}%wcc}A}%wcc}&}%w)z)Affiche le rapport complet du crash-test.rnu╔══════════════════════════════════════════════════════════════════════╗ ║ 📊 RAPPORT CRASH-TEST LSTM REVERSAL ║ ╚══════════════════════════════════════════════════════════════════════╝rorrGuRÉSUMÉ FINANCIERu ├─ Capital initial: z>10,.2fz USDTu ├─ Capital final: u ├─ P&L total: z>+10,.2fz USDT (z+.2frimrFu └─ P&L annualisé: z>+10,.1f%ruI⚠ Aucun trade exécuté. Le LSTM n'a généré aucun signal qualifiant.z Signaux REVERSAL_UP: z | REVERSAL_DOWN: z NEUTRAL: z | CONTINUATION: Nc|jSrrts r6rzprint_report..s 199r5)keyc|jSrrrs r6rzprint_report..s AIIr5c34K|]}|jywrrrrs r6rzprint_report..s0aqzz0rc34K|]}|jywrrrs r6rzprint_report..s44r{Gz?infi`zSTATISTIQUES DE TRADINGu ├─ Trades total: z>6du ├─ Wins: z (z.1fu ├─ Losses: u ├─ Gain moyen: z>+6.2fu ├─ Perte moyenne: u ├─ P&L moyen: u ├─ P&L médian: u ├─ Profit Factor: z>6.2fu ├─ Durée moy trade: z>6.0fz min (r r!u ├─ Meilleur trade:  u └─ Pire trade: g:0yE>zRATIOS DE RISQUEu ├─ Sharpe Ratio: u ├─ Max Drawdown: u ├─ Calmar Ratio: u └─ Trades/jour: z>6.1fz SIGNAUX LSTMu ├─ Total évaluations: z>10,du ├─ REVERSAL_UP: z.2fu ├─ REVERSAL_DOWN: u ├─ NEUTRAL: u ├─ CONTINUATION: u └─ Signaux bloqués: z (max positions/capital)u🧠 VALIDATION AI PREDICTORu( ├─ Signaux LSTM évalués par IA: z>6,du' ├─ IA VALIDÉS (ACHAT): u( ├─ IA BLOQUÉS (non-éligible): u └─ Patterns IA autorisés:c|dd SNrFrr4xs r6rzprint_report..=saPQdSZm^r5u ├─ 25su × rrucddddS)Nrr)rrwinsr4r4r5r6rzprint_report..As 3'Jr5rrzSORTIES PAR RAISONc|dd Srr4rs r6rzprint_report..JsQqT']Nr5u ├─ 20sz | WR: z5.1fz % | P&L: z>+8.2f$c|dd S)NrFrr4rs r6rzprint_report..Psad5k\r5zTOP 10 SYMBOLESrrrrvr$z trades | WR: zBOTTOM 5 SYMBOLESzPERFORMANCE PAR HEURE (UTC)c32K|]}|d|dzyw)rrNr4)rr[s r6rzprint_report..js*bA1U8ai+?*bsrpr&02dzh: zCOMPARAISON BUY & HOLDr{rar_rDu ├─ Buy & Hold (moy): z>+.2fu% → r'u ├─ LSTM Strategy: u └─ Alpha LSTM: r[zCOURBE D'EQUITY u │u └u─u══════════════════════════════════════════════════════════════════════g333333?uG✅ RENTABLE — Le LSTM Reversal Predictor génère un alpha positif !-uI⚠️ MARGINALEMENT RENTABLE — Résultats positifs mais à optimiser.uH⚠️ NEUTRE — Pas de perte significative mais pas de gain non plus.uQ❌ NON RENTABLE — Le modèle nécessite plus d'entraînement ou d'ajustements.z VERDICT: u💡 RECOMMANDATIONS:uD - Le modèle est encore jeune (peu de données d'entraînement)uL - L'entraînement online va progressivement améliorer les prédictionsz4 - Augmenter la confiance minimum (actuellement z$%) pourrait filtrer les faux signauxzI - Tester avec un lookback plus long (30 jours) pour plus de contexte)+rrbrQr&r2r3rrr*r+rIr,rrrrrrcmeanrmedianrKrabsrerrr7stdsqrtrrrDrr rsplitrangerfrrr.rA)UrZrrerfrlr r6r7r8r9tradesrginitialfinal total_pnl total_pnl_pctcolor annual_pctrrlossesn_winsn_losseswin_rateavg_winavg_lossavg_pnl median_pnl best_trade worst_trade gross_profit gross_loss profit_factor durations avg_durationreturnssharpe_rj eq_valuespeakmax_ddddcalmar total_signalstotal_aipatstats exit_reasonsrwrc_sorted_symbolsr total_symhtotal_hbar_lenr bh_returnsribt_startra prices_btbh_retravg_bh bh_portfolioc_bhc_lstmdiffc_diffeq_valsmin_eqmax_eqrange_eqheightwidth step_sizesampledrow thresholdlinevalverdictsU r6rTrTs5  ! !F F A  YZ[Z_Z_Y`` $$G MMEI(C/M>ACCqssE Bqvvh( 01 ''8 >? 'wuWoU155' JK 'wy.B'-X\I]]_`a`e`e_f gh#D! "45J ( 8/DAaeeW MNAv QSSEbcdchchbijk '(@(@'AASTZTnTnSopq F0011B6C\C\B]^_ 0!aA 0D 0 3A1::?a 3F 3 YF6{H%&U S H48bgg$/Qqyy/0aG7=rww62a 231Hgg&1Qqyy12Gv6!AII67JV!45Jf"56K4830400aL9?S4V445TJ1;aL:-U5\M@FF!!++ ,5FIF779%L D/w 78 '#w /0 'uVCL8C.155' RS 'uXcN"S8^C ' e'< => (e(->,?qASASTX@YYZ[\[`[`Za bc 'u[-?-?,@+BUBUVZA[[\]^]b]b\c de#))Qqyy)G)ggg"&&/D"89RWWS\TWX\^_T`E`cfEf=g gF:@9L9L!4!4525SZR[I Q ?@ ()A)A%(H6KcKcdghuvwdxKxy|K|~AKBBD EF ()C)CE(J"VMgMghklyz{h|M|~ANABEMFFH IJ ()=)=e(DBvG[G[\_`mno\pGpqtGtuxFyy{ |} ()B)B5(IFLeLefijwxyfzLz{~L~@CLDDF GH )&*@*@)GG_ `a'% QVVH8@A*, 8$HI 7u\$   (A - ( . D*155' 23 2 2 4:RSy  6]Sw3 3c 9%LA%QSS133 &T%.)R QVVH-aeeW56(- |JCe uV}4IuIq 11C7Be )qssB Ic#Yae R'8r$iyY[X\]bch]ijp\qqrstsxsxryz {  | D3AEE7 ;< 2Y _ O # ",v. a<  5\G #c )gAs*bI_I_Ia*b'b ccfhhigo"HQSS!## !CC9Agb\tBt9TUVWV[V[U\]^ _ D.quug 67J^^%- T+,K H,M$' y>A mil2ilBSHF   sFm , -5?RWWJ/DAqa/ 0AFa&3,./LA+133133D!Q&QSSACCF (venFAF?>AG/AG AG AG#AG(AG5 AG" AG( < AG.c|j}t|}|Dcgc]}|jdkDs|}}tjj ||j t|jdt|j|j z dt|j|j z |j z dzd|tt|t|dz dzd|dkDrBttd|Dtttd|Ddz dnd|dkDr7ttj|Dcgc]}|jc}dndd|j|j |j"|j$|j&d |j)Dcic]\}}|| c}}|Dcgc]}|j*t|j,d t|j.d tj0|j2d z j tj0|j4d z j t|jd t|jd |j6d c}d} |j8rY|j8D cgc]\} } |  } } } | d} d}| D] } | | kDr| } | | z | z dz}t||}"t|d| d<t;t<j>dz }tA|dd5}tCjD| |ddtFdddtIdtJjLd|jNtJjPycc}wcc}wcc}}wcc}wcc} } w#1swY^xYw)u4Sauvegarde le rapport JSON pour analyse ultérieure.rr[rorFc34K|]}|jywrrrs r6rz#save_report_json..s".s$JyZ[ijisiswxix1::Jys((rr) reversal_up reversal_downneutral continuationblockedrEr=r)r7rrrrrrr)ra backtest_daysr final_capitaltotal_pnl_usdtr total_tradesrr avg_pnl_pctmax_drawdown_pctsignals by_symbolrrzbacktest_lstm_report.jsonwr )rF)indent ensure_asciidefaultNrGu📄 Rapport JSON sauvegardé: ))rrbrrr isoformatrroundrrIrrrcrrrrrrrrr7rrrrrrrr__file__parentr\rLdumpr rQr&r.namer3)rZrfrlrrgrrrrreportrrjrrrrout_pathfs r6rUrUsk  ! !F F A 0!aA 0D 0__&002!11v}}a0 0F0F FJ 0F0F F&J`J``cffhij#d)c!Qi/#5q9JKNOJOs"N::O__main__z"Crash-Test LSTM Reversal Predictor) descriptionz --symbols+u5Liste de symboles à tester (défaut: 20 top cryptos))nargsrhelpz--daysu&Nombre de jours de backtest (défaut: r)rrrz --capitalu"Capital initial en USDT (défaut: z--all store_truez(Tester tous les symboles de la watchlist)actionrz--aiu>Activer la validation IA complète (smart_criteria + patterns)zwatchlist.jsonz Mode --all: z symboles de la watchlist)r )F)FNrrN)Srr:r;rrLrNiorIargparsenumpyrcrrpathlibrtypingrr r r collectionsr stdoutr TextIOWrapperbufferstderrrHr BACKTEST_DAYSr@rrrrrrrArBrRrSrrrErCDEFAULT_SYMBOLSr&r rfrXndarrayrjrrrrrr rrTrUr'ArgumentParserparser add_argumentre parse_argsargsrrkallr r wlr\rloadrJrQrbrPrlair4r5r6r-s6 %' !" (..#::'!!!!#**"3"3giXCJ::'!!!!#**"3"3giXCJ %   " $    "sCDQUJ< d4j T#rzz/%:  49CDd3 ?>S9S4TJ2 E E   ]X]XH_6$s)_63_6_6N EJHI"&o.o.4o.$o.$(o.03o.=Ao.-0o.BEo.d9L^9L9LC9L@ z $X $ $1U VF  3TV sMEm_TUVX  %A/ARRSTV  GI |]_    D ||&,,ll-oG xx &h&&)99Bb GQ#$))A,**9oF G N3w<.0IJ K$))DGG4;. G G &%G &s*L#K<L<LLLL