Place-Order-Trading-Bot/session_filter_patch.py

"""
🎯 SESSION FILTER PATCH - TradingBot V1.6 to V1.7
Optimiert Trading basierend auf Performance-Analyse

ÄNDERUNGEN:
1. Deaktiviert Asian Session (25.6% Win-Rate, -$199 Verlust)
2. Aktiviert nur NY + Overlap (beste Performance)
3. Optional: London Session (Break-Even)

PERFORMANCE-IMPACT:
- Asian ausschalten: -$199 eliminiert
- Nur NY+Overlap: +$581 (49% mehr Profit)
- Win-Rate: 30.9% → ~38%
"""

# ==========================================
# SESSION WHITELIST CONFIGURATION
# ==========================================

SESSION_WHITELIST_CONFIG = {
    # Welche Sessions erlauben?
    'enabled_sessions': {
        'asian': True,    # ❌ DEAKTIVIERT: +$202, aber nur 30.2% Win-Rate
        'london': False,   # ❌ DEAKTIVIERT: +$79, aber nur 30.8% Win-Rate
        'overlap': False,  # ❌ DEAKTIVIERT: -$208 kumuliert (2 Wochen), 27.3% Win-Rate
        'ny': True,        # ✅ NUR NY AKTIV: +$660, 47.6% Win-Rate (BESTE!)
    },

    # Trading Parameter
    'base_confidence': 70,      # 🎯 CONFIDENCE THRESHOLD (60=relaxed, 70=balanced, 75=konservativ, 80=sehr strikt)
    'atr_mult': 1.5,            # ATR Multiplikator für SL/TP
    'max_risk_per_trade': 0.02, # Max Risk pro Trade (2%) - Erhöht am 20.12.2025 für Adaptive Sizing
    'min_atr': 0.0008,          # Minimum ATR für Risk Filter

    # Trading Optionen
    'risk_filter': True,        # ATR-basierter Risk Filter
    'use_pullback_entry': False, # Pullback Entry Strategie

    # Alternativ: Aggressive Mode (nur NY)
    'aggressive_mode': False,  # ⚠️ Nicht nötig - already configured via enabled_sessions

    # Alternativ: Conservative Mode (NY + Overlap + London)
    'conservative_mode': False,  # ⚠️ Nicht aktiv

    # Debug-Modus
    'debug': True,
}


# ==========================================
# SESSION FILTER FUNCTION
# ==========================================

def is_session_allowed(session_name, config=SESSION_WHITELIST_CONFIG):
    """
    Prüft ob Trading in aktueller Session erlaubt ist

    Args:
        session_name: 'asian', 'london', 'overlap', 'ny'
        config: Configuration Dictionary

    Returns:
        (allowed: bool, reason: str)
    """

    # Aggressive Mode: Nur NY
    if config['aggressive_mode']:
        allowed = session_name == 'ny'
        reason = f"Aggressive Mode: Only NY session" if not allowed else "NY session - best performance"
        return allowed, reason

    # Conservative Mode: Alle außer Asian
    if config['conservative_mode']:
        allowed = session_name != 'asian'
        reason = f"Conservative Mode: Asian disabled" if not allowed else f"{session_name.upper()} session allowed"
        return allowed, reason

    # Standard: Whitelist-basiert
    allowed = config['enabled_sessions'].get(session_name, False)

    if not allowed:
        reasons = {
            'asian': "Session blocked: Asian has -$199 loss, 25.6% win-rate",
            'london': "Session blocked: London is break-even, 29.6% win-rate",
            'overlap': "Session blocked: Not in whitelist",
            'ny': "Session blocked: Not in whitelist",
        }
        reason = reasons.get(session_name, f"Session {session_name} not in whitelist")
    else:
        performance = {
            'ny': "+$372 profit, 50.0% win-rate (BEST!)",
            'overlap': "+$209 profit, 32.1% win-rate (GOOD)",
            'london': "+$7 profit, 29.6% win-rate (Break-even)",
        }
        reason = f"{session_name.upper()} allowed: {performance.get(session_name, 'In whitelist')}"

    return allowed, reason


# ==========================================
# SESSION FILTER WRAPPER
# ==========================================

def create_session_filtered_check(
    rhythm_manager,
    execute_func,
    symbol,
    strategy_name,
    max_positions,
    logger,
    datetime,
    config=None
):
    """
    Factory-Funktion die eine gefilterte Trading-Check-Funktion erstellt

    Args:
        rhythm_manager: AdaptiveRhythmManager Instanz
        execute_func: execute_trade_v2_adaptive Funktion
        symbol: Trading Symbol (z.B. "XAUUSD")
        strategy_name: Strategy Name
        max_positions: Max Positionen
        logger: Logger Instanz
        datetime: datetime module
        config: Optional custom config, sonst SESSION_WHITELIST_CONFIG

    Returns:
        Gefilterte adaptive_trading_check Funktion
    """
    if config is None:
        config = SESSION_WHITELIST_CONFIG

    # Hole Trading-Parameter aus Config
    confidence_threshold = config.get('base_confidence', 60)
    atr_mult = config.get('atr_mult', 1.5)
    max_risk = config.get('max_risk_per_trade', 0.01)
    risk_filter = config.get('risk_filter', True)
    min_atr = config.get('min_atr', 0.0008)
    use_pullback = config.get('use_pullback_entry', False)

    def adaptive_trading_check_filtered():
        """
        🆕 V1.7: Session-gefilterte Trading Check Funktion
        """
        try:
            # 1. Prüfe aktuelle Session
            session = rhythm_manager.get_current_session()
            allowed, reason = is_session_allowed(session, config)

            if not allowed:
                if config['debug']:
                    logger.info(f"⏸️ Trading SKIP: {reason}")
                return

            # 2. Berechne optimales Intervall
            optimal_interval = rhythm_manager.calculate_optimal_interval()
            current_minute = datetime.now().minute

            # 3. Trading nur zu berechneten Zeitpunkten
            if current_minute % optimal_interval == 0:
                logger.info(f"\n⏰ {datetime.now().strftime('%Y-%m-%d %H:%M:%S')} - ADAPTIVE Check")
                logger.info(f"✅ Session: {session.upper()} - {reason}")
                logger.info(f"📊 Confidence Threshold: {confidence_threshold}%")
                logger.info(f"⏱️ Intervall: {optimal_interval} min")

                # Führe Trading aus mit Parametern aus Config
                execute_func(
                    symbol=symbol,
                    atr_mult=atr_mult,
                    base_confidence=confidence_threshold,
                    max_risk_per_trade=max_risk,
                    risk_filter=risk_filter,
                    min_atr=min_atr,
                    use_pullback_entry=use_pullback,
                    max_positions=max_positions,
                    strategy_name=strategy_name,
                    debug=True
                )

        except Exception as e:
            logger.error(f"Fehler im Session-Filtered Trading Check: {e}")

    return adaptive_trading_check_filtered


# ==========================================
# USAGE INSTRUCTIONS
# ==========================================

"""
📋 ANLEITUNG - Wie den Patch anwenden:

SCHRITT 1: Dieses File ins gleiche Verzeichnis wie das Notebook kopieren

SCHRITT 2: In Cell 24 (Adaptive Scheduler) folgendes ändern:

VORHER:
```python
def adaptive_trading_check():
    try:
        optimal_interval = rhythm_manager.calculate_optimal_interval()
        ...
```

NACHHER:
```python
# Importiere Session Filter
from session_filter_patch import (
    adaptive_trading_check_with_session_filter,
    SESSION_WHITELIST_CONFIG,
    is_session_allowed
)

# Alias für Kompatibilität
adaptive_trading_check = adaptive_trading_check_with_session_filter
```

SCHRITT 3: Scheduler neu starten

SCHRITT 4: Teste mit verschiedenen Modi:

# Standard Mode (NY + Overlap)
SESSION_WHITELIST_CONFIG['enabled_sessions'] = {
    'asian': False, 'london': False,
    'overlap': True, 'ny': True
}

# Aggressive Mode (nur NY, 50% Win-Rate!)
SESSION_WHITELIST_CONFIG['aggressive_mode'] = True

# Conservative Mode (alles außer Asian)
SESSION_WHITELIST_CONFIG['conservative_mode'] = True

SCHRITT 5: Monitor Performance für 1-2 Wochen

"""


# ==========================================
# TESTING
# ==========================================

if __name__ == "__main__":
    print("="*70)
    print("🧪 SESSION FILTER TESTS")
    print("="*70)

    sessions = ['asian', 'london', 'overlap', 'ny']

    print("\n📊 STANDARD MODE (NY + Overlap):")
    print("-" * 70)
    for session in sessions:
        allowed, reason = is_session_allowed(session)
        emoji = "✅" if allowed else "❌"
        print(f"{emoji} {session.upper():8s}: {reason}")

    print("\n📊 AGGRESSIVE MODE (nur NY):")
    print("-" * 70)
    test_config = SESSION_WHITELIST_CONFIG.copy()
    test_config['aggressive_mode'] = True
    for session in sessions:
        allowed, reason = is_session_allowed(session, test_config)
        emoji = "✅" if allowed else "❌"
        print(f"{emoji} {session.upper():8s}: {reason}")

    print("\n📊 CONSERVATIVE MODE (alles außer Asian):")
    print("-" * 70)
    test_config = SESSION_WHITELIST_CONFIG.copy()
    test_config['conservative_mode'] = True
    test_config['aggressive_mode'] = False
    for session in sessions:
        allowed, reason = is_session_allowed(session, test_config)
        emoji = "✅" if allowed else "❌"
        print(f"{emoji} {session.upper():8s}: {reason}")

    print("\n" + "="*70)
    print("✅ Tests complete")
    print("="*70)

    print("\n💡 ERWARTETE PERFORMANCE-VERBESSERUNG:")
    print("   Standard Mode (NY + Overlap):")
    print("     • Trades: 40 statt 110 (-64%)")
    print("     • Profit: +$581 statt +$389 (+49%)")
    print("     • Win-Rate: ~38% statt 30.9%")
    print("\n   Aggressive Mode (nur NY):")
    print("     • Trades: 12 statt 110 (-89%)")
    print("     • Profit: +$372 statt +$389 (-4%, aber 50% Win-Rate!)")
    print("     • Win-Rate: 50% statt 30.9% (+19.1%)")