"""Generator pentru data/backtest.xlsx. 5 strategii de management comparate side-by-side pe semnale blackbox: - TP0 only : 100% close la TP0 - TP1 only : 100% OCO la SL/TP1 - TP2 only : 100% OCO la SL/TP2 - Hybrid + BE : 50% TP0 + mut SL la BE + 50% TP1 (recomandat de trader) - Hybrid no BE : 50% TP0 + 50% TP1, fără BE (control pentru a izola valoarea BE-ului) Rulare: pip install openpyxl python scripts/generate_template.py """ from __future__ import annotations from datetime import date, time from pathlib import Path from openpyxl import Workbook from openpyxl.chart import LineChart, Reference from openpyxl.formatting.rule import CellIsRule from openpyxl.styles import Alignment, Border, Font, PatternFill, Side from openpyxl.utils import get_column_letter from openpyxl.worksheet.datavalidation import DataValidation OUTPUT = Path(__file__).resolve().parent.parent / "data" / "backtest.xlsx" MAX_ROWS = 500 # rânduri pre-completate cu formule în sheet-ul Trades # --------------------------------------------------------------------------- # Styles # --------------------------------------------------------------------------- HEADER_FILL = PatternFill("solid", fgColor="1F3864") HEADER_FONT = Font(name="Calibri", size=11, bold=True, color="FFFFFF") INPUT_FILL = PatternFill("solid", fgColor="FFF8E1") DERIVED_FILL = PatternFill("solid", fgColor="E8F1FA") HIDDEN_FILL = PatternFill("solid", fgColor="F0F0F0") TITLE_FONT = Font(name="Calibri", size=16, bold=True, color="1F3864") SUBTITLE_FONT = Font(name="Calibri", size=12, bold=True, color="1F3864") THIN = Side(border_style="thin", color="BFBFBF") BORDER = Border(left=THIN, right=THIN, top=THIN, bottom=THIN) CENTER = Alignment(horizontal="center", vertical="center") LEFT = Alignment(horizontal="left", vertical="center") RIGHT = Alignment(horizontal="right", vertical="center") # --------------------------------------------------------------------------- # Lists # --------------------------------------------------------------------------- STRATEGIES = ["M2D", "EMA cross", "Order block", "Liquidity sweep", "Custom"] SESSIONS = ["A1", "A2", "A3", "B", "C", "D", "Other"] INDICATORS = ["DIA", "US30", "SPY", "QQQ", "ES", "NQ"] TIMEFRAMES = ["1min", "3min", "15min"] DIRECTIONS = ["Buy", "Sell"] OUTCOMES = ["SL", "TP0 only", "TP1", "TP2"] # Cele 5 strategii de management (sufix folosit în numele coloanelor) + label friendly STRAT_KEYS = ["tp0only", "tp1only", "tp2only", "hybrid_be", "hybrid_nobe"] STRAT_LABELS = { "tp0only": "TP0 only", "tp1only": "TP1 only", "tp2only": "TP2 only", "hybrid_be": "Hybrid + BE", "hybrid_nobe": "Hybrid no BE", } # --------------------------------------------------------------------------- # Trades sheet — schema # --------------------------------------------------------------------------- INPUT_HEADERS = [ "#", "Data", "Ora RO", "Zi", "Sesiune", "Strategie", "Indicator", "TF", "Direcție", "SL %", "TP0 %", "TP1 %", "TP2 %", "Outcome", "Notes", ] DERIVED_HEADERS = ( [f"R_{s}" for s in STRAT_KEYS] + [f"$_{s}" for s in STRAT_KEYS] + [f"Bal_{s}" for s in STRAT_KEYS] ) HELPER_HEADERS = ( [f"Win_{s}" for s in STRAT_KEYS] + [f"Peak_{s}" for s in STRAT_KEYS] + [f"DD_{s}" for s in STRAT_KEYS] ) TRADES_HEADERS = INPUT_HEADERS + DERIVED_HEADERS + HELPER_HEADERS # Mapă nume → literă coloană Excel COL = {name: get_column_letter(i + 1) for i, name in enumerate(TRADES_HEADERS)} # --------------------------------------------------------------------------- # Helpers # --------------------------------------------------------------------------- def _col_to_int(letter: str) -> int: n = 0 for ch in letter: n = n * 26 + (ord(ch) - ord("A") + 1) return n # --------------------------------------------------------------------------- # Config sheet # --------------------------------------------------------------------------- def build_config(wb: Workbook) -> None: ws = wb.create_sheet("Config", 0) ws.sheet_view.showGridLines = False ws["A1"] = "📋 Config — editează doar celulele galbene" ws["A1"].font = TITLE_FONT ws.merge_cells("A1:C1") ws["A3"] = "Setting" ws["B3"] = "Value" ws["C3"] = "Note" for c in ("A3", "B3", "C3"): ws[c].font = HEADER_FONT ws[c].fill = HEADER_FILL ws[c].alignment = CENTER ws["A4"] = "Account Size Start ($)" ws["B4"] = 10000 ws["C4"] = "Balanța inițială pentru calcule $ și HWM" ws["A5"] = "Risk per Trade (%)" ws["B5"] = 1.0 ws["C5"] = "% din account riscat per trade (= -1R)" ws["A6"] = "Risk per Trade ($)" ws["B6"] = "=B4*B5/100" ws["C6"] = "Auto — derivat din B4 și B5" for r in (4, 5): ws.cell(row=r, column=2).fill = INPUT_FILL ws.cell(row=r, column=2).border = BORDER ws["B6"].fill = DERIVED_FILL ws["B6"].border = BORDER ws["B4"].number_format = "$#,##0" ws["B5"].number_format = '0.0"%"' ws["B6"].number_format = "$#,##0.00" # Liste dropdown — coloanele E–J (6 coloane) list_columns = [ ("Strategii", STRATEGIES), ("Sesiuni (auto)", SESSIONS), ("Indicatori", INDICATORS), ("TF", TIMEFRAMES), ("Direcție", DIRECTIONS), ("Outcome", OUTCOMES), ] for col_idx, (label, values) in enumerate(list_columns, start=5): cell = ws.cell(row=3, column=col_idx, value=label) cell.font = HEADER_FONT cell.fill = HEADER_FILL cell.alignment = CENTER for row_idx, v in enumerate(values, start=4): c = ws.cell(row=row_idx, column=col_idx, value=v) c.alignment = CENTER widths = { "A": 24, "B": 14, "C": 38, "D": 2, "E": 14, "F": 14, "G": 13, "H": 10, "I": 10, "J": 12, } for col, w in widths.items(): ws.column_dimensions[col].width = w # --------------------------------------------------------------------------- # Formula builders pentru Trades sheet # --------------------------------------------------------------------------- def _f_day(r: int) -> str: d = f'{COL["Data"]}{r}' return ( f'=IF({d}="","",' f'CHOOSE(WEEKDAY({d},2),"Lu","Ma","Mi","Jo","Vi","Sa","Du"))' ) def _f_session(r: int) -> str: """Derivă Sesiunea M2D din Data + Ora RO.""" d = f'{COL["Data"]}{r}' t = f'{COL["Ora RO"]}{r}' wd = f"WEEKDAY({d},2)" mid_week = f"AND({wd}>=2,{wd}<=4)" return ( f'=IF(OR({d}="",{t}=""),"",' f"IF(OR({wd}=1,{wd}=5),\"D\"," f'IF(AND({t}>=TIME(15,30,0),{t}=TIME(16,35,0),{t}=TIME(17,0,0),{t}=TIME(18,0,0),{t}=TIME(22,0,0),{t} str: o = f'{COL["Outcome"]}{r}' sl = f'{COL["SL %"]}{r}' tp0 = f'{COL["TP0 %"]}{r}' return f'=IF({o}="","",IF({o}="SL",-1,{tp0}/{sl}))' def _f_r_tp1only(r: int) -> str: o = f'{COL["Outcome"]}{r}' sl = f'{COL["SL %"]}{r}' tp1 = f'{COL["TP1 %"]}{r}' return ( f'=IF({o}="","",' f'IF(OR({o}="SL",{o}="TP0 only"),-1,{tp1}/{sl}))' ) def _f_r_tp2only(r: int) -> str: o = f'{COL["Outcome"]}{r}' sl = f'{COL["SL %"]}{r}' tp2 = f'{COL["TP2 %"]}{r}' return f'=IF({o}="","",IF({o}="TP2",{tp2}/{sl},-1))' def _f_r_hybrid_be(r: int) -> str: o = f'{COL["Outcome"]}{r}' sl = f'{COL["SL %"]}{r}' tp0 = f'{COL["TP0 %"]}{r}' tp1 = f'{COL["TP1 %"]}{r}' return ( f'=IF({o}="","",' f'IF({o}="SL",-1,' f'IF({o}="TP0 only",0.5*{tp0}/{sl},' f'0.5*({tp0}+{tp1})/{sl})))' ) def _f_r_hybrid_nobe(r: int) -> str: o = f'{COL["Outcome"]}{r}' sl = f'{COL["SL %"]}{r}' tp0 = f'{COL["TP0 %"]}{r}' tp1 = f'{COL["TP1 %"]}{r}' return ( f'=IF({o}="","",' f'IF({o}="SL",-1,' f'IF({o}="TP0 only",0.5*{tp0}/{sl}-0.5,' f'0.5*({tp0}+{tp1})/{sl})))' ) R_FN: dict[str, callable] = { "tp0only": _f_r_tp0only, "tp1only": _f_r_tp1only, "tp2only": _f_r_tp2only, "hybrid_be": _f_r_hybrid_be, "hybrid_nobe": _f_r_hybrid_nobe, } def _f_dollar(r: int, r_col: str) -> str: rc = f"{COL[r_col]}{r}" return f'=IF({rc}="","",{rc}*Config!$B$6)' def _f_balance(r: int, dollar_col: str) -> str: dc = COL[dollar_col] return f'=IF({dc}{r}="","",Config!$B$4 + SUM(${dc}$2:{dc}{r}))' def _f_win(r: int, r_col: str) -> str: rc = f"{COL[r_col]}{r}" return f'=IF({rc}="","",IF({rc}>0,1,0))' def _f_peak(r: int, balance_col: str, peak_col: str) -> str: bc = COL[balance_col] pc = COL[peak_col] if r == 2: return f'=IF({bc}{r}="","",{bc}{r})' return ( f'=IF({bc}{r}="","",' f'IF({pc}{r-1}="",{bc}{r},MAX({pc}{r-1},{bc}{r})))' ) def _f_drawdown(r: int, peak_col: str, balance_col: str) -> str: pc = f"{COL[peak_col]}{r}" bc = f"{COL[balance_col]}{r}" return f'=IF({bc}="","",{pc}-{bc})' # --------------------------------------------------------------------------- # Trades sheet # --------------------------------------------------------------------------- def build_trades(wb: Workbook) -> None: ws = wb.create_sheet("Trades", 1) ws.sheet_view.showGridLines = False ws.freeze_panes = "B2" # Headers for col_idx, header in enumerate(TRADES_HEADERS, start=1): cell = ws.cell(row=1, column=col_idx, value=header) cell.font = HEADER_FONT cell.fill = HEADER_FILL cell.alignment = CENTER cell.border = BORDER # Formule pe toate rândurile pre-pregătite for r in range(2, MAX_ROWS + 2): ws.cell(row=r, column=1, value="=ROW()-1") ws[f'{COL["Zi"]}{r}'] = _f_day(r) ws[f'{COL["Sesiune"]}{r}'] = _f_session(r) for strat in STRAT_KEYS: ws[f'{COL[f"R_{strat}"]}{r}'] = R_FN[strat](r) ws[f'{COL[f"$_{strat}"]}{r}'] = _f_dollar(r, f"R_{strat}") ws[f'{COL[f"Bal_{strat}"]}{r}'] = _f_balance(r, f"$_{strat}") ws[f'{COL[f"Win_{strat}"]}{r}'] = _f_win(r, f"R_{strat}") ws[f'{COL[f"Peak_{strat}"]}{r}'] = _f_peak( r, f"Bal_{strat}", f"Peak_{strat}" ) ws[f'{COL[f"DD_{strat}"]}{r}'] = _f_drawdown( r, f"Peak_{strat}", f"Bal_{strat}" ) # Sample row 2 ws["B2"] = date(2026, 5, 13) ws["C2"] = time(17, 33) ws[f'{COL["Strategie"]}2'] = "M2D" ws[f'{COL["Indicator"]}2'] = "DIA" ws[f'{COL["TF"]}2'] = "1min" ws[f'{COL["Direcție"]}2'] = "Sell" ws[f'{COL["SL %"]}2'] = 0.30 ws[f'{COL["TP0 %"]}2'] = 0.10 ws[f'{COL["TP1 %"]}2'] = 0.15 ws[f'{COL["TP2 %"]}2'] = 0.30 ws[f'{COL["Outcome"]}2'] = "TP1" ws[f'{COL["Notes"]}2'] = "Exemplu — șterge când începi" # Number formats for col_name in ("SL %", "TP0 %", "TP1 %", "TP2 %"): for r in range(2, MAX_ROWS + 2): ws[f"{COL[col_name]}{r}"].number_format = '0.000"%"' for strat in STRAT_KEYS: for r in range(2, MAX_ROWS + 2): ws[f"{COL[f'R_{strat}']}{r}"].number_format = "+0.000;-0.000;0.000" for prefix in ("$_", "Bal_", "Peak_", "DD_"): ws[f"{COL[f'{prefix}{strat}']}{r}"].number_format = '"$"#,##0.00' for r in range(2, MAX_ROWS + 2): ws[f"B{r}"].number_format = "yyyy-mm-dd" # Coloring input_letters = { COL[n] for n in ( "Data", "Ora RO", "Strategie", "Indicator", "TF", "Direcție", "SL %", "TP0 %", "TP1 %", "TP2 %", "Outcome", "Notes", ) } derived_letters = {COL["Zi"], COL["Sesiune"]} for strat in STRAT_KEYS: derived_letters.add(COL[f"R_{strat}"]) derived_letters.add(COL[f"$_{strat}"]) derived_letters.add(COL[f"Bal_{strat}"]) helper_letters = set() for strat in STRAT_KEYS: for prefix in ("Win_", "Peak_", "DD_"): helper_letters.add(COL[f"{prefix}{strat}"]) for r in range(2, MAX_ROWS + 2): for cl in input_letters: ws[f"{cl}{r}"].fill = INPUT_FILL for cl in derived_letters: ws[f"{cl}{r}"].fill = DERIVED_FILL for cl in helper_letters: ws[f"{cl}{r}"].fill = HIDDEN_FILL # Column widths widths = { "A": 5, "B": 12, "C": 9, "D": 5, "E": 9, "F": 12, "G": 11, "H": 8, "I": 9, "J": 9, "K": 9, "L": 9, "M": 9, "N": 11, "O": 28, } for col, w in widths.items(): ws.column_dimensions[col].width = w # Derived + helper: width 11 for strat in STRAT_KEYS: for prefix in ("R_", "$_", "Bal_", "Win_", "Peak_", "DD_"): ws.column_dimensions[COL[f"{prefix}{strat}"]].width = 11 # Data validation dropdowns def _add_dv(col_name: str, source: str) -> None: cl = COL[col_name] dv = DataValidation( type="list", formula1=source, allow_blank=True, showErrorMessage=True, ) dv.error = "Valoare invalidă — folosește dropdown-ul." dv.errorTitle = "Input invalid" dv.add(f"{cl}2:{cl}{MAX_ROWS + 1}") ws.add_data_validation(dv) # Config columns: E=Strategii, F=Sesiuni, G=Indicatori, H=TF, I=Direcție, J=Outcome _add_dv("Strategie", "=Config!$E$4:$E$8") _add_dv("Indicator", "=Config!$G$4:$G$9") _add_dv("TF", "=Config!$H$4:$H$6") _add_dv("Direcție", "=Config!$I$4:$I$5") _add_dv("Outcome", "=Config!$J$4:$J$7") # Conditional formatting pe coloanele R (5 strategii) green_fill = PatternFill("solid", fgColor="C6EFCE") red_fill = PatternFill("solid", fgColor="FFC7CE") grey_fill = PatternFill("solid", fgColor="D9D9D9") for strat in STRAT_KEYS: cl = COL[f"R_{strat}"] rng = f"{cl}2:{cl}{MAX_ROWS + 1}" ws.conditional_formatting.add( rng, CellIsRule(operator="greaterThan", formula=["0"], fill=green_fill) ) ws.conditional_formatting.add( rng, CellIsRule(operator="lessThan", formula=["0"], fill=red_fill) ) ws.conditional_formatting.add( rng, CellIsRule(operator="equal", formula=["0"], fill=grey_fill) ) # --------------------------------------------------------------------------- # Dashboard sheet # --------------------------------------------------------------------------- def _range(col_name: str) -> str: cl = COL[col_name] return f"Trades!${cl}$2:${cl}${MAX_ROWS + 1}" METRIC_HINTS: dict[str, str] = { "Trades Placed": "Numărul total de trade-uri logate", "Wins": "Trade-uri cu R > 0", "Win Ratio": "% wins. Singur NU spune mult — vezi împreună cu R:R și Expectancy", "Average Win ($)": "Câștigul mediu pe trade winning", "Average Loss ($)": "Pierderea medie pe trade losing", "Best Trade ($)": "Cel mai mare câștig individual", "Worst Trade ($)": "Cea mai mare pierdere individuală", "Profit Factor": ">1.0 profitabil • >1.5 solid • >2.0 foarte bun • <1.0 pierzător", "Risk:Reward": "Avg Win ÷ |Avg Loss|. >1 = câștig mediu > pierdere medie", "Expectancy (R)": "★ STEAUA NORDULUI ★ >+0.20R = GO LIVE • negativ = ABANDON", "Expectancy ($)": "Expectancy R convertit în $ (folosește Risk per Trade)", "Cumulative P&L ($)": "P&L total în $ pe toate trade-urile", "HWM Balance ($)": "Highest watermark — balanța de vârf atinsă", "Max Drawdown ($)": "Cea mai mare cădere ($) din vârf la fund", } def build_dashboard(wb: Workbook) -> None: ws = wb.create_sheet("Dashboard", 2) ws.sheet_view.showGridLines = False ws["A1"] = "📊 Backtest Dashboard" ws["A1"].font = TITLE_FONT ws.merge_cells("A1:G1") ws["A2"] = ( "Comparație 5 strategii management — pe aceleași semnale blackbox" ) ws["A2"].font = Font(name="Calibri", size=10, italic=True, color="595959") ws.merge_cells("A2:G2") # Row 4: headers (5 columns B-F pentru strategii + G pentru "Cum citesc") ws["A4"] = "Metric" strat_cols = {} # strat_key → column letter (B/C/D/E/F) for i, strat in enumerate(STRAT_KEYS): letter = get_column_letter(2 + i) strat_cols[strat] = letter ws[f"{letter}4"] = STRAT_LABELS[strat] ws["G4"] = "Cum citesc" for letter in ["A"] + list(strat_cols.values()) + ["G"]: c = ws[f"{letter}4"] c.font = HEADER_FONT c.fill = HEADER_FILL c.alignment = CENTER c.border = BORDER # Ranges per strategie R = {s: _range(f"R_{s}") for s in STRAT_KEYS} D = {s: _range(f"$_{s}") for s in STRAT_KEYS} W = {s: _range(f"Win_{s}") for s in STRAT_KEYS} BAL = {s: _range(f"Bal_{s}") for s in STRAT_KEYS} DD = {s: _range(f"DD_{s}") for s in STRAT_KEYS} OUTCOME_RANGE = _range("Outcome") # Metric rows — fiecare metric e un dict cu per-strategy formula + format metrics: list[tuple[str, callable, str]] = [ # (label, fn(strat_key) -> formula, number_format) ("Trades Placed", lambda s: f'=COUNTA({OUTCOME_RANGE})', "0"), ("Wins", lambda s: f'=COUNTIF({W[s]},1)', "0"), # Win Ratio: depends on rows above — handled after metrics list (placeholder) ("Win Ratio", lambda s: None, "0.0%"), ("Average Win ($)", lambda s: f'=IFERROR(AVERAGEIF({D[s]},">0"),0)', '"$"#,##0.00'), ("Average Loss ($)", lambda s: f'=IFERROR(AVERAGEIF({D[s]},"<0"),0)', '"$"#,##0.00'), ("Best Trade ($)", lambda s: f'=IFERROR(MAX({D[s]}),0)', '"$"#,##0.00'), ("Worst Trade ($)", lambda s: f'=IFERROR(MIN({D[s]}),0)', '"$"#,##0.00'), ("Profit Factor", lambda s: f'=IFERROR(SUMIF({D[s]},">0")/ABS(SUMIF({D[s]},"<0")),0)', "0.00"), # Risk:Reward — placeholder; bazat pe rândurile Avg Win/Loss ("Risk:Reward", lambda s: None, "0.00"), ("Expectancy (R)", lambda s: f'=IFERROR(AVERAGE({R[s]}),0)', "+0.000;-0.000;0.000"), ("Expectancy ($)", lambda s: f'=IFERROR(AVERAGE({D[s]}),0)', '"$"#,##0.00'), ("Cumulative P&L ($)", lambda s: f'=SUM({D[s]})', '"$"#,##0.00'), # HWM — placeholder cu ref la Trades Placed (row 5) ("HWM Balance ($)", lambda s: None, '"$"#,##0.00'), ("Max Drawdown ($)", lambda s: f'=IFERROR(MAX({DD[s]}),0)', '"$"#,##0.00'), ] # Determine row indexes pentru formule speciale (depind de poziție) label_to_row = {label: 5 + idx for idx, (label, _, _) in enumerate(metrics)} trades_row = label_to_row["Trades Placed"] wins_row = label_to_row["Wins"] avg_win_row = label_to_row["Average Win ($)"] avg_loss_row = label_to_row["Average Loss ($)"] for idx, (label, fn, fmt) in enumerate(metrics): r = 5 + idx ws[f"A{r}"] = label ws[f"A{r}"].font = Font(name="Calibri", size=11, bold=True) ws[f"A{r}"].border = BORDER ws[f"A{r}"].alignment = LEFT for strat in STRAT_KEYS: letter = strat_cols[strat] if label == "Win Ratio": formula = f"=IFERROR({letter}{wins_row}/{letter}{trades_row},0)" elif label == "Risk:Reward": formula = f"=IFERROR({letter}{avg_win_row}/ABS({letter}{avg_loss_row}),0)" elif label == "HWM Balance ($)": formula = ( f"=IF({letter}{trades_row}=0,Config!$B$4,MAX({BAL[strat]}))" ) else: formula = fn(strat) cell = ws[f"{letter}{r}"] cell.value = formula cell.number_format = fmt cell.fill = DERIVED_FILL cell.border = BORDER cell.alignment = RIGHT # Coloana G — interpretare scurtă hint_cell = ws[f"G{r}"] hint_cell.value = METRIC_HINTS.get(label, "") hint_cell.font = Font(name="Calibri", size=10, italic=True, color="595959") hint_cell.alignment = Alignment(horizontal="left", vertical="center", wrap_text=True) hint_cell.border = BORDER # ---- Glosar section: exemple concrete pentru metricile-cheie ---- glosar_start = 5 + len(metrics) + 2 # 2 rânduri spațiu după metrici ws[f"A{glosar_start}"] = "📖 Glosar metrici — exemple concrete" ws[f"A{glosar_start}"].font = SUBTITLE_FONT ws.merge_cells(f"A{glosar_start}:G{glosar_start}") glosar_entries = [ ( "Profit Factor", "Suma câștigurilor ÷ |suma pierderilor|. Total cumulativ, nu mediu.", "10 trade-uri: 4 wins de $50 (=$200) + 6 losses de −$30 (=−$180). PF = 200÷180 = 1.11 (marginal profitabil). La PF=2.0 câștigi de 2× cât pierzi în total.", ), ( "Risk:Reward", "Avg Win ÷ |Avg Loss|. Privește per-trade, nu total.", "Avg win $50, avg loss −$30 → R:R = 1.67. La R:R=2.0 ești profitabil chiar cu Win Ratio doar 40%. La R:R=0.5 ai nevoie de WR >67%.", ), ( "Expectancy (R)", "Câștigul mediu per trade exprimat în multipli de risc (R). CEA MAI ONESTĂ metrică — combină WR și R:R într-un singur număr.", "10 trade-uri cu R = [+0.5, +0.5, +0.5, +0.5, −1, −1, −1, −1, −1, −1] → media = −0.30R (pierdere) chiar dacă WR=40%. Pragul GO LIVE din STOPPING_RULE.md: ≥ +0.20R.", ), ( "Win Ratio (WR)", "% trade-uri cu R > 0. ÎNȘELĂTOR singur — un WR mare cu R:R mic poate fi pierzător.", "WR=70% pare excelent, dar dacă R:R=0.3 (câștigi $30, pierzi $100) → Expectancy = 0.7·30 − 0.3·100 = −$9 per trade. Pierzător.", ), ( "Max Drawdown", "Cea mai mare cădere din vârful balanței la fundul ulterior. Măsoară 'durerea psihologică'.", "Balance peak $11,500 → fund $9,800 → DD = $1,700 (17% din peak). DD mare la backtest = greu de tolerat în live.", ), ] row = glosar_start + 1 for term, definition, example in glosar_entries: ws[f"A{row}"] = term ws[f"A{row}"].font = Font(name="Calibri", size=11, bold=True, color="1F3864") ws[f"A{row}"].alignment = Alignment(horizontal="left", vertical="top", wrap_text=True) ws[f"B{row}"] = definition ws[f"B{row}"].font = Font(name="Calibri", size=10) ws[f"B{row}"].alignment = Alignment(horizontal="left", vertical="top", wrap_text=True) ws.merge_cells(f"B{row}:C{row}") ws[f"D{row}"] = f"Exemplu: {example}" ws[f"D{row}"].font = Font(name="Calibri", size=10, italic=True, color="595959") ws[f"D{row}"].alignment = Alignment(horizontal="left", vertical="top", wrap_text=True) ws.merge_cells(f"D{row}:G{row}") ws.row_dimensions[row].height = 48 row += 1 glosar_end = row # primul rând după glosar # Helper pentru a emite un block breakdown (per Sesiune / Strategie / etc.) def _emit_breakdown( start_row: int, title: str, first_col_label: str, items: list[str], item_range: str, overlay_strat: str, ) -> int: ws[f"A{start_row}"] = title ws[f"A{start_row}"].font = SUBTITLE_FONT ws.merge_cells(f"A{start_row}:F{start_row}") headers = [first_col_label, "N", "Wins", "WR", "Expectancy R", "Cum $"] for col_idx, h in enumerate(headers, start=1): c = ws.cell(row=start_row + 1, column=col_idx, value=h) c.font = HEADER_FONT c.fill = HEADER_FILL c.alignment = CENTER c.border = BORDER for i, item in enumerate(items): r = start_row + 2 + i ws[f"A{r}"] = item ws[f"B{r}"] = f'=COUNTIF({item_range},"{item}")' ws[f"C{r}"] = f'=COUNTIFS({item_range},"{item}",{W[overlay_strat]},1)' ws[f"D{r}"] = f"=IFERROR(C{r}/B{r},0)" ws[f"E{r}"] = ( f'=IFERROR(AVERAGEIFS({R[overlay_strat]},{item_range},"{item}"),0)' ) ws[f"F{r}"] = f'=SUMIFS({D[overlay_strat]},{item_range},"{item}")' ws[f"B{r}"].number_format = "0" ws[f"C{r}"].number_format = "0" ws[f"D{r}"].number_format = "0.0%" ws[f"E{r}"].number_format = "+0.000;-0.000;0.000" ws[f"F{r}"].number_format = '"$"#,##0.00' for c in ("A", "B", "C", "D", "E", "F"): ws[f"{c}{r}"].border = BORDER ws[f"{c}{r}"].alignment = RIGHT if c != "A" else LEFT return start_row + 2 + len(items) # Breakdowns — toate folosesc overlay-ul Hybrid+BE (recomandat de trader) overlay = "hybrid_be" start = glosar_end + 2 # 2 rânduri spațiu după glosar after_sess = _emit_breakdown( start, "PER SESIUNE (overlay: Hybrid + BE)", "Sesiune", SESSIONS, _range("Sesiune"), overlay, ) after_strat = _emit_breakdown( after_sess + 2, "PER STRATEGIE (overlay: Hybrid + BE)", "Strategie", STRATEGIES, _range("Strategie"), overlay, ) after_ind = _emit_breakdown( after_strat + 2, "PER INDICATOR (overlay: Hybrid + BE)", "Indicator", INDICATORS, _range("Indicator"), overlay, ) _emit_breakdown( after_ind + 2, "PER DIRECȚIE (overlay: Hybrid + BE)", "Direcție", DIRECTIONS, _range("Direcție"), overlay, ) # Column widths widths = {"A": 22, "B": 14, "C": 14, "D": 14, "E": 16, "F": 16, "G": 50} for col, w in widths.items(): ws.column_dimensions[col].width = w # Row height pentru rândurile cu hint (cu wrap) for r in range(5, 5 + len(metrics)): ws.row_dimensions[r].height = 22 # Equity curve chart — 5 linii chart = LineChart() chart.title = "Equity Curve — 5 strategii" chart.style = 12 chart.y_axis.title = "Balance ($)" chart.x_axis.title = "Trade #" chart.height = 12 chart.width = 24 data = Reference( wb["Trades"], min_col=_col_to_int(COL[f"Bal_{STRAT_KEYS[0]}"]), max_col=_col_to_int(COL[f"Bal_{STRAT_KEYS[-1]}"]), min_row=1, max_row=MAX_ROWS + 1, ) chart.add_data(data, titles_from_data=True) cats = Reference( wb["Trades"], min_col=1, max_col=1, min_row=2, max_row=MAX_ROWS + 1, ) chart.set_categories(cats) ws.add_chart(chart, "H4") # --------------------------------------------------------------------------- # Main # --------------------------------------------------------------------------- def build_workbook() -> Workbook: wb = Workbook() default = wb.active wb.remove(default) build_config(wb) build_trades(wb) build_dashboard(wb) wb.active = wb.sheetnames.index("Dashboard") return wb def main() -> int: OUTPUT.parent.mkdir(parents=True, exist_ok=True) wb = build_workbook() wb.save(OUTPUT) print(f"Wrote {OUTPUT}") return 0 if __name__ == "__main__": raise SystemExit(main())