Update app.py

app.py

@@ -28,6 +28,7 @@ SL_GRID = [0.8, 1.0, 1.2, 1.5, 1.8, 2.0, 2.5, 3.0]
 RR_GRID = [1.0, 1.25, 1.5, 2.0, 2.5, 3.0, 4.0]
 CLASSES = [-1, 0, 1]
 SIDE_MODES = ["Long + Short", "Sadece Long", "Sadece Short"]
+IND_MODES = ["Kapalı", "Onay filtresi (KNN + ST/UT)", "Sadece indikatör"]
 
 _CACHE = {}
 CACHE_TTL = 600  # saniye; Yahoo'yu gereksiz yere tekrar çağırmamak için
@@ -91,6 +92,53 @@ def make_features(df):
     return x.replace([np.inf, -np.inf], np.nan), atr
 
 
+def supertrend(df, period=10, mult=3.0):
+    """TradingView ta.supertrend portu. dir: +1 yükseliş, -1 düşüş."""
+    atr = calc_atr(df, period).to_numpy(float)
+    h, l, c = df.High.to_numpy(float), df.Low.to_numpy(float), df.Close.to_numpy(float)
+    hl2 = (h+l)/2
+    n = len(c)
+    up, dn = hl2-mult*atr, hl2+mult*atr
+    trend = np.ones(n, dtype=int)
+    for i in range(1, n):
+        if c[i-1] > up[i-1]:
+            up[i] = max(up[i], up[i-1])
+        if c[i-1] < dn[i-1]:
+            dn[i] = min(dn[i], dn[i-1])
+        trend[i] = trend[i-1]
+        if trend[i-1] == -1 and c[i] > dn[i-1]:
+            trend[i] = 1
+        elif trend[i-1] == 1 and c[i] < up[i-1]:
+            trend[i] = -1
+    return trend, np.where(trend == 1, up, dn)
+
+
+def ut_bot(df, key=1.0, period=10):
+    """UT Bot Alerts (QuantNomad) portu. pos: +1 al, -1 sat, 0 henüz sinyal yok."""
+    c = df.Close.to_numpy(float)
+    nloss = key*calc_atr(df, period).to_numpy(float)
+    n = len(c)
+    stop, pos = np.zeros(n), np.zeros(n, dtype=int)
+    stop[0] = c[0]-nloss[0]
+    for i in range(1, n):
+        prev = stop[i-1]
+        if c[i] > prev and c[i-1] > prev:
+            stop[i] = max(prev, c[i]-nloss[i])
+        elif c[i] < prev and c[i-1] < prev:
+            stop[i] = min(prev, c[i]+nloss[i])
+        elif c[i] > prev:
+            stop[i] = c[i]-nloss[i]
+        else:
+            stop[i] = c[i]+nloss[i]
+        if c[i-1] < prev and c[i] > prev:
+            pos[i] = 1
+        elif c[i-1] > prev and c[i] < prev:
+            pos[i] = -1
+        else:
+            pos[i] = pos[i-1]
+    return pos, stop
+
+
 def regime_labels(features, ref_vol):
     # Volatilite kantilleri yalnızca geliştirme dönemi verisinden alınır (sızıntı yok).
     q1, q2 = ref_vol.dropna().quantile([0.33, 0.67])
@@ -292,7 +340,7 @@ TRADE_COLS = ["entry_date", "exit_date", "side", "entry_price", "exit_reason",
 
 
 # ---------------------------------------------------------------- grafikler
-def price_figure(df, ticker, trades_df, trade_ok, stop, target):
+def price_figure(df, ticker, trades_df, trade_ok, stop, target, ind=None):
     w = df.tail(150)
     fig = go.Figure([go.Candlestick(x=w.index, open=w.Open, high=w.High, low=w.Low,
                                     close=w.Close, name=ticker)])
@@ -300,6 +348,13 @@ def price_figure(df, ticker, trades_df, trade_ok, stop, target):
         ema = df.Close.ewm(span=n, adjust=False).mean().tail(150)
         fig.add_trace(go.Scatter(x=w.index, y=ema, mode="lines", name=f"EMA{n}",
                                  line=dict(width=1.2, color=col)))
+    if ind is not None:
+        st_line, st_dir, ut_stop = (np.asarray(a)[-150:] for a in ind)
+        for d, col, nm in [(1, "#16a34a", "Supertrend ↑"), (-1, "#dc2626", "Supertrend ↓")]:
+            fig.add_trace(go.Scatter(x=w.index, y=np.where(st_dir == d, st_line, np.nan),
+                                     mode="lines", name=nm, line=dict(width=1.5, color=col)))
+        fig.add_trace(go.Scatter(x=w.index, y=ut_stop, mode="lines", name="UT trailing stop",
+                                 line=dict(width=1, dash="dot", color="#9333ea")))
     if len(trades_df):
         t = trades_df[trades_df.entry_date.isin(w.index)]
         for side, sym, nm in [("LONG", "triangle-up", "OOS long"),
@@ -379,8 +434,7 @@ def mc_figure(mc):
 def run_engine(ticker, period, horizon, side_mode, equity, min_risk, max_risk,
                max_leverage, fee, slip, train_window,
                p_min, p_gap, flat_max, agree_min, bacc_min, min_trades,
-               skip_overlap, whole_units):
-    empty = (None, None, None, None, None, pd.DataFrame(), None)
+               skip_overlap, whole_units, ind_mode, st_period, st_mult, ut_key, ut_period):
     try:
         ticker = str(ticker).strip().upper()
         h = int(horizon)
@@ -419,6 +473,14 @@ def run_engine(ticker, period, horizon, side_mode, equity, min_risk, max_risk,
              "c": df.Close.to_numpy(float), "a": atr_all.to_numpy(float)}
         pos_of = lambda idx: df.index.get_indexer(idx)
 
+        # --- indikatörler (Supertrend + UT Bot), tamamen Python'da
+        st_dir, st_line = supertrend(df, int(st_period), float(st_mult))
+        ut_pos, ut_stop = ut_bot(df, float(ut_key), int(ut_period))
+        ind_arr = np.where((st_dir == ut_pos) & (ut_pos != 0), ut_pos, 0).astype(int)
+        ind_only = ind_mode == "Sadece indikatör"
+        ind_confirm = ind_mode == IND_MODES[1]
+        ind_now = int(ind_arr[-1])
+
         # --- K seçimi, kalibrasyon, güncel olasılık
         best_k, k_scores = tune_k(dev_X, dev_y, h)
         cal_n = min(120, max(45, int(len(dev_X)*0.20)))
@@ -440,21 +502,32 @@ def run_engine(ticker, period, horizon, side_mode, equity, min_risk, max_risk,
             side = -1
         else:
             side = 1 if p_up >= p_down else -1
+        if ind_only and ind_now != 0 and allow[ind_now]:
+            side = ind_now
         p_side, p_opp = (p_up, p_down) if side == 1 else (p_down, p_up)
 
         imp, scaler = cal_model.named_steps["imputer"], cal_model.named_steps["scale"]
         nn = NearestNeighbors(n_neighbors=best_k).fit(scaler.transform(imp.transform(fit_X)))
         _, idx = nn.kneighbors(scaler.transform(imp.transform(current_x)))
         agreement = float((fit_y.iloc[idx[0]].to_numpy() == side).mean())
+        if ind_only:  # indikatör modunda: son 10 mumda yönün sürekliliği
+            agreement = float((ind_arr[-10:] == side).mean())
 
         # --- yön bazlı TP/SL optimizasyonu (yalnızca geliştirme verisi)
         current_regime = str(regimes_all.iloc[-1])
         dev_pos = pos_of(dev_X.index)
         params, top, regime_used = {}, [], "—"
+
+        def opt_pos(s_):
+            if ind_only or ind_confirm:
+                f_ = [i for i in dev_pos if ind_arr[i] == s_]
+                if len(f_) >= 35:
+                    return f_
+            return dev_pos
         for s in (1, -1):
             if allow[s]:
                 sl_s, rr_s, top_s, used_s = optimize_barriers(
-                    A, dev_pos, reg_arr, s, cost, current_regime, h)
+                    A, opt_pos(s), reg_arr, s, cost, current_regime, h)
                 params[s] = (sl_s, rr_s)
                 if s == side:
                     top, regime_used = top_s, used_s
@@ -466,12 +539,19 @@ def run_engine(ticker, period, horizon, side_mode, equity, min_risk, max_risk,
         oos_pred = pipe(best_k).fit(dev_X, dev_y).predict(oos_X)
         oos_bacc = float(balanced_accuracy_score(oos_y, oos_pred))
         oos_acc = float(accuracy_score(oos_y, oos_pred))
+        oos_pos_arr = pos_of(oos_X.index)
+        if ind_only:  # indikatör yönü OOS'ta tahmin yerine geçer
+            oos_pred = ind_arr[oos_pos_arr]
+            oos_bacc = float(balanced_accuracy_score(oos_y, oos_pred))
+            oos_acc = float(accuracy_score(oos_y, oos_pred))
 
         rows, busy = [], -1
-        for i, pred in zip(pos_of(oos_X.index), oos_pred):
+        for i, pred in zip(oos_pos_arr, oos_pred):
             pred = int(pred)
             if pred == 0 or not allow[pred]:
                 continue
+            if ind_confirm and ind_arr[i] != pred:
+                continue
             if skip_overlap and i <= busy:
                 continue
             sl_p, rr_p = params[pred]
@@ -526,6 +606,14 @@ def run_engine(ticker, period, horizon, side_mode, equity, min_risk, max_risk,
             ("OOS işlem sayısı", f"{len(R)}", f"≥ {int(min_trades)}", len(R) >= int(min_trades)),
             ("OOS expectancy", f"{expectancy_r:.3f}R", "> 0", expectancy_r > 0),
         ]
+        dname = {1: "LONG ↑", -1: "SHORT ↓", 0: "belirsiz"}
+        ind_check = ("İndikatör yönü (ST + UT aynı)", dname[ind_now], "yönle aynı", ind_now == side)
+        if ind_only:
+            keep = ("Yön izni", "OOS balanced acc.", "OOS işlem sayısı", "OOS expectancy")
+            checks = [c for c in checks if c[0] in keep]
+            checks.insert(1, ind_check)
+        elif ind_confirm:
+            checks.insert(1, ind_check)
         trade_ok = all(c[3] for c in checks)
         if trade_ok:
             signal = "LONG" if side == 1 else "SHORT"
@@ -560,6 +648,10 @@ def run_engine(ticker, period, horizon, side_mode, equity, min_risk, max_risk,
             f"%5 kuyruk max DD: {mc['dd95']:.2%} · "
             f"%50 sermaye altına inme frekansı: {mc['ruin']:.1%}"
             if mc else "Monte Carlo için yeterli OOS işlem yok.")
+        ind_md = md_table(["İndikatör", "Yön", "Seviye"], [
+            (f"Supertrend ({int(st_period)}, {float(st_mult):g})", dname[int(st_dir[-1])], fmt_p(float(st_line[-1]))),
+            (f"UT Bot ({float(ut_key):g}, {int(ut_period)})", dname[int(ut_pos[-1])], fmt_p(float(ut_stop[-1]))),
+            ("Bileşik (ikisi aynı yönde)", dname[ind_now], "—")])
         k_text = " | ".join(f"K={k}: {s:.3f}" for s, k in sorted(k_scores, reverse=True)) or "—"
         overlap_note = ("tek pozisyon (çakışma yok)" if skip_overlap
                         else "çakışan sinyaller bağımsız işlem sayıldı")
@@ -581,6 +673,9 @@ def run_engine(ticker, period, horizon, side_mode, equity, min_risk, max_risk,
 
 **K seçim skorları:** {k_text}
 
+## İndikatörler — mod: {ind_mode}
+{ind_md}
+
 ## TP / SL ({'LONG' if side == 1 else 'SHORT'} için optimize)
 | Parametre | Değer |
 |---|---:|
@@ -628,7 +723,8 @@ TP/SL optimizasyon rejimi: {regime_used}. Yeterli rejim örneği yoksa tüm geli
             csv_path = os.path.join(tempfile.gettempdir(), f"goshawk_{safe}_oos_trades.csv")
             trades_df.to_csv(csv_path, index=False)
 
-        price_fig = price_figure(df, ticker, trades_df, trade_ok, stop, target)
+        price_fig = price_figure(df, ticker, trades_df, trade_ok, stop, target,
+                                 ind=(st_line, st_dir, ut_stop))
         eq_fig = equity_figure(curve, dds) if len(R) else None
         pf_fig = pf_gauge(stats["pf"], stats["n"]) if stats else None
         mc_fig = mc_figure(mc) if mc else None
@@ -644,14 +740,15 @@ TP/SL optimizasyon rejimi: {regime_used}. Yeterli rejim örneği yoksa tüm geli
             "seri korelasyonunu ve rejim değişimini tam modellemez. Pozisyon hesabı spot miktar "
             "varsayar; CFD lot sözleşmesi, spread, funding, swap, komisyon, minimum lot, marjin ve "
             "broker fiyatı farklı olabilir. Gap ve kayma kaybı planlanan riskin üstüne çıkarabilir. "
-            "Canlı hesap öncesi paper trading ve broker bazlı doğrulama zorunludur."
+            "Supertrend ve UT Bot, TradingView formüllerinin Python portudur; ATR başlangıcı ve veri kaynağı yüzünden TV değerlerinden küçük sapmalar olabilir. Canlı hesap öncesi paper trading ve broker bazlı doğrulama zorunludur."
         )
         return (report, prob_figure(p_down, p_flat, p_up), price_fig, eq_fig, pf_fig, mc_fig,
                 top_df, csv_path, disclaimer)
 
     except Exception as exc:
-        return (f"# Hata\n{type(exc).__name__}: {exc}",) + empty[1:] + \
-               ("Veri bağlantısını ve parametreleri kontrol edin.",)
+        return (f"# Hata\n{type(exc).__name__}: {exc}", None, None, None, None, None,
+                pd.DataFrame(), None,
+                "Veri bağlantısını ve parametreleri kontrol edin.")
 
 
 # ---------------------------------------------------------------- arayüz
@@ -668,6 +765,7 @@ with gr.Blocks(title=APP_TITLE, theme=gr.themes.Soft()) as demo:
             period = gr.Dropdown(["2y", "5y", "10y", "max"], value="5y", label="Veri geçmişi")
             horizon = gr.Dropdown([3, 5, 10], value=5, label="Tahmin ufku (gün)")
             side_mode = gr.Radio(SIDE_MODES, value="Long + Short", label="İzin verilen yön")
+            ind_mode = gr.Radio(IND_MODES, value="Kapalı", label="İndikatör modu (Supertrend + UT Bot)")
             train_window = gr.Slider(300, 1500, value=900, step=50, label="Maksimum eğitim penceresi")
         with gr.Column():
             equity = gr.Number(value=10000, label="Hesap büyüklüğü (USD)")
@@ -685,6 +783,11 @@ with gr.Blocks(title=APP_TITLE, theme=gr.themes.Soft()) as demo:
             agree_min = gr.Slider(0.30, 0.90, value=0.55, step=0.01, label="Min. komşu uyumu")
             bacc_min = gr.Slider(0.30, 0.60, value=0.36, step=0.01, label="Min. OOS balanced acc.")
             min_trades = gr.Slider(5, 50, value=15, step=1, label="Min. OOS işlem sayısı")
+        with gr.Row():
+            st_period = gr.Slider(5, 30, value=10, step=1, label="Supertrend ATR periyodu")
+            st_mult = gr.Slider(1.0, 6.0, value=3.0, step=0.1, label="Supertrend çarpanı")
+            ut_key = gr.Slider(0.5, 4.0, value=1.0, step=0.1, label="UT Bot key value")
+            ut_period = gr.Slider(5, 30, value=10, step=1, label="UT Bot ATR periyodu")
         with gr.Row():
             skip_overlap = gr.Checkbox(value=False, label="Açık pozisyon varken yeni sinyali atla (tek pozisyon)")
             whole_units = gr.Checkbox(value=False, label="Miktarı tam sayıya yuvarla (hisse)")
@@ -712,11 +815,10 @@ with gr.Blocks(title=APP_TITLE, theme=gr.themes.Soft()) as demo:
         inputs=[ticker, period, horizon, side_mode, equity, min_risk, max_risk,
                 max_leverage, fee, slip, train_window,
                 p_min, p_gap, flat_max, agree_min, bacc_min, min_trades,
-                skip_overlap, whole_units],
+                skip_overlap, whole_units, ind_mode, st_period, st_mult, ut_key, ut_period],
         outputs=[output, prob_plot, chart, equity_plot, pf_plot, mc_plot, optimization,
                  csv_file, disclaimer],
     )
 
 if __name__ == "__main__":
     demo.launch(server_name="0.0.0.0", server_port=7860)
-0