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feat: No-Stop-Grid-Variante (--no-stop, --pair) — erstes Edge-Signal auf XRP

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XRP-Datenanalyse: nie enge Ranges, breite Bänder → No-Stop-Design.
OOS-PF 2.0-2.74, Volldurchlauf +49% bei 10% MaxDD. Gate formal ❌
(Worst-Window + Ratio), Tail-Risiko dokumentiert.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
This commit is contained in:
Claude
2026-06-10 07:17:33 +00:00
parent 3d16b76f23
commit f754b91acd
3 changed files with 56 additions and 5 deletions
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8
src/server/scripts/grid-walkforward.ts
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@@ -19,7 +19,12 @@ const PARAMS = {
gridLevels: argNum('--levels', DEFAULT_GRID_PARAMS.gridLevels),
adxMax: argNum('--adx', DEFAULT_GRID_PARAMS.adxMax),
tfMs: argNum('--tf', DEFAULT_GRID_PARAMS.tfMs / 60000) * 60000, // Minuten
hardStop: !process.argv.includes('--no-stop'),
};
const ONLY_PAIR = (() => {
const i = process.argv.indexOf('--pair');
return i >= 0 ? (process.argv[i + 1] as Pair) : null;
})();
const START_CAPITAL = 1000;
const EXEC = DEFAULT_EXEC;
const MIN_NOTIONAL = 10;
@@ -29,6 +34,7 @@ let dataFrom = 0;
let dataTo = Number.MAX_SAFE_INTEGER;
for (const pair of PAIRS) {
if (ONLY_PAIR && pair !== ONLY_PAIR) continue;
const cov = await getCoverage(pair);
if (!cov.from || !cov.to) throw new Error(`Keine Candles für ${pair} — erst 'bun run backfill' ausführen.`);
candles15ByPair.set(pair, await getCandles(pair));
@@ -37,7 +43,7 @@ for (const pair of PAIRS) {
console.log(`${pair}: ${cov.count} Candles (${cov.from.toISOString()} → ${cov.to.toISOString()})`);
}
console.log(`\nATR-Grid (fix: spacing ${PARAMS.spacingAtrMult}×ATR, ${PARAMS.gridLevels} Levels, ADX < ${PARAMS.adxMax}, tf ${PARAMS.tfMs / 60000}m, long-only)`);
console.log(`\nATR-Grid (fix: spacing ${PARAMS.spacingAtrMult}×ATR, ${PARAMS.gridLevels} Levels, ADX < ${PARAMS.adxMax}, tf ${PARAMS.tfMs / 60000}m, ${PARAMS.hardStop ? 'hard-stop' : 'NO-STOP'}${ONLY_PAIR ? ', nur ' + ONLY_PAIR : ''}, long-only)`);
console.log(`Walk-Forward über ${((dataTo - dataFrom) / 86400000).toFixed(0)} Tage…\n`);
const windows = buildWindows(dataFrom, dataTo);