""" Registro de estrategias PERSONALIZADAS de Leonex. Aqui aterrizan las estrategias traducidas de PineScript. PineScript solo se ejecuta dentro de TradingView; Leonex no puede ejecutarlo. El flujo es: pegas el PineScript en el chat, se traduce su LOGICA (entradas + salidas) a una funcion Python registrada aqui, y agente_custom_lab.py la evalua con el mismo rigor que el Strategy Lab: trades discretos, walk-forward, PSR/DSR, tiers. COMO ANADIR UNA ESTRATEGIA: Decora una funcion con @register(...). La funcion recibe un DataFrame OHLCV y devuelve una serie booleana: True en la barra donde se ENTRA. direction = 'long' o 'short'. exit_config admite dos modos: ATR: {"tp": x, "sl": y, "timeout": n} (multiplos de ATR / barras) PCT: {"mode":"pct","tp_pct":3.0,"sl_pct":1.5,"eod":True} (TP/SL en % fijo; eod=True cierra al final del dia natural) """ from __future__ import annotations import sys from pathlib import Path import numpy as np import pandas as pd sys.path.insert(0, str(Path(__file__).resolve().parent)) from agente_strategy_lab import ( # noqa: E402 _ema, _sma, _rsi, _atr, _macd, _bollinger, _adx, _cross_up, _cross_down, ) CUSTOM_STRATEGIES: list[dict] = [] def register(name: str, exit_config: dict, timeframes=("1d",), direction: str = "long", source: str = "manual", n_trials_hint: int = 1, description: str = ""): """Decorador para registrar una estrategia custom.""" def deco(fn): CUSTOM_STRATEGIES.append({ "name": name, "entry_fn": fn, "exit": dict(exit_config), "timeframes": list(timeframes), "direction": direction, "source": source, "n_trials_hint": max(int(n_trials_hint), 1), "description": description or (fn.__doc__ or "").strip(), }) return fn return deco # ───────────────────────────────────────────────────────────────────────────── # Helpers para "TT PrevDay BoxStrategy V1.8" (Box Theory + velas japonesas) # ───────────────────────────────────────────────────────────────────────────── def _prev_day_levels(df: pd.DataFrame): """Para cada barra intradia devuelve (prev_high, prev_low): maximo y minimo del DIA NATURAL anterior. Sin request.security.""" idx = pd.to_datetime(df.index) day = pd.Series(idx.normalize(), index=df.index) daily_high = df["high"].groupby(day).max() daily_low = df["low"].groupby(day).min() prev_high = day.map(daily_high.shift(1)) prev_low = day.map(daily_low.shift(1)) return prev_high, prev_low def _box_zone_state(df: pd.DataFrame, activation_pct: float = 0.05, reset_pct: float = 0.20) -> pd.Series: """Replica la maquina de estados del PineScript (wick-based): 0 neutral 1 zona superior activa (precio cerca del maximo del dia previo) -1 zona inferior activa (precio cerca del minimo del dia previo) Activa al entrar en el 5% del borde; desactiva al volver pasado el 20%. Resetea a 0 en cada cambio de dia natural.""" prev_high, prev_low = _prev_day_levels(df) rng = prev_high - prev_low valid = ((prev_high > prev_low) & rng.notna()).to_numpy() upper95 = (prev_high - rng * activation_pct).to_numpy() lower05 = (prev_low + rng * activation_pct).to_numpy() upper20 = (prev_high - rng * reset_pct).to_numpy() lower20 = (prev_low + rng * reset_pct).to_numpy() high = df["high"].to_numpy(dtype=float) low = df["low"].to_numpy(dtype=float) close = df["close"].to_numpy(dtype=float) day = pd.factorize(pd.to_datetime(df.index).normalize())[0] n = len(df) state = np.zeros(n, dtype=int) cur = 0 for i in range(n): if i > 0 and day[i] != day[i - 1]: cur = 0 if valid[i]: if cur == 0: if high[i] >= upper95[i] or close[i] >= upper95[i]: cur = 1 elif low[i] <= lower05[i] or close[i] <= lower05[i]: cur = -1 elif cur == 1: if low[i] < upper20[i] or close[i] < upper20[i]: cur = 0 elif cur == -1: if high[i] > lower20[i] or close[i] > lower20[i]: cur = 0 else: cur = 0 state[i] = cur return pd.Series(state, index=df.index) def _is_hammer_pine(df: pd.DataFrame, min_wick_ratio: float = 2.0, max_body_pct: float = 0.35) -> pd.Series: """Martillo segun el PineScript: cuerpo pequeno, mecha inferior larga (>= min_wick_ratio x cuerpo), mecha superior minima (<= 10% del rango).""" o, h, l, c = df["open"], df["high"], df["low"], df["close"] rng = h - l body = (c - o).abs() upper = h - np.maximum(c, o) lower = np.minimum(c, o) - l cond = ((rng > 0) & (body > 0) & (body <= max_body_pct * rng) & (lower >= min_wick_ratio * body) & (upper <= 0.10 * rng)) return cond.fillna(False) def _is_shooting_star_pine(df: pd.DataFrame, min_wick_ratio: float = 2.0, max_body_pct: float = 0.35) -> pd.Series: """Estrella fugaz segun el PineScript: cuerpo pequeno, mecha superior larga (>= min_wick_ratio x cuerpo), mecha inferior minima.""" o, h, l, c = df["open"], df["high"], df["low"], df["close"] rng = h - l body = (c - o).abs() upper = h - np.maximum(c, o) lower = np.minimum(c, o) - l cond = ((rng > 0) & (body > 0) & (body <= max_body_pct * rng) & (upper >= min_wick_ratio * body) & (lower <= 0.10 * rng)) return cond.fillna(False) # ───────────────────────────────────────────────────────────────────────────── # Traduccion fiel de "TT PrevDay BoxStrategy V1.8 — Strategy". # # Logica original (secciones 7-9 del PineScript): # longSignal = en zona inferior (bgState=-1) Y vela Hammer # shortSignal = en zona superior (bgState=1) Y vela Shooting Star # Salida: SL 1.5% / TP 3% sobre el precio de entrada + cierre fin de dia. # # Leonex evalua intradia (la estrategia usa niveles del dia previo y cierra # al final del dia). El Custom Lab opera long Y short en % fijo con EOD. # ───────────────────────────────────────────────────────────────────────────── _PINE_TIMEFRAMES = ["4h", "1h", "30m", "15m", "5m"] _PINE_EXIT = {"mode": "pct", "tp_pct": 3.0, "sl_pct": 1.5, "eod": True} @register("box_prevday_hammer_long", exit_config=_PINE_EXIT, timeframes=_PINE_TIMEFRAMES, direction="long", source="pinescript", n_trials_hint=1, description="TT PrevDay BoxStrategy (lado LONG): largo cuando el " "precio esta en la zona inferior del rango del dia " "previo (5% sobre el minimo) y se forma un Hammer. " "Salida SL 1.5% / TP 3% / cierre fin de dia.") def box_prevday_hammer_long(df: pd.DataFrame) -> pd.Series: state = _box_zone_state(df) hammer = _is_hammer_pine(df) return ((state == -1) & hammer).fillna(False).astype(bool) @register("box_prevday_star_short", exit_config=_PINE_EXIT, timeframes=_PINE_TIMEFRAMES, direction="short", source="pinescript", n_trials_hint=1, description="TT PrevDay BoxStrategy (lado SHORT): corto cuando el " "precio esta en la zona superior del rango del dia " "previo (5% bajo el maximo) y se forma una Shooting " "Star. Salida SL 1.5% / TP 3% / cierre fin de dia.") def box_prevday_star_short(df: pd.DataFrame) -> pd.Series: state = _box_zone_state(df) star = _is_shooting_star_pine(df) return ((state == 1) & star).fillna(False).astype(bool)