8e51b7dc46
Script nou generate_ferestre_v2.py (citeste backtest.xlsx read-only, scrie data/Ferestre_v2.xlsx separat). Tabel unic cu toate variantele + validari forward (lunar, train/test 70/30, walk-forward 3 felii) + bootstrap CI + grafic echitate. Recomandari A (19:15-20:15) / B (19:45-21:45) / W (19:15-22:15). Ghid de reluare in CLAUDE.md. Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
91 lines
7.3 KiB
Markdown
91 lines
7.3 KiB
Markdown
# CLAUDE.md
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This file provides guidance to Claude Code (claude.ai/code) when working with code in this repository.
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## What this repo is
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A **manual Excel-first backtesting journal** for blackbox trading signals (M2D strategy primarily). There is no live data ingestion, no broker integration, no vision pipeline — the user types each trade into `data/backtest.xlsx` and Excel formulas compute everything else. The Python codebase is one script that regenerates the workbook template.
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The project was recently rebooted (commit `0179217`) — an earlier vision/screenshot extraction pipeline was removed in favor of this manual Excel approach. Do not reintroduce vision/OCR/auto-extraction features unless explicitly asked.
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Documentation and UI strings are in **Romanian**; keep them Romanian when editing.
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## Commands
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```powershell
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pip install openpyxl # one-time
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python scripts/generate_template.py # regenerate data/backtest.xlsx
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```
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No test suite, linter, or build step exists. The only "build" is regenerating the Excel.
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**Destructive caveat**: `generate_template.py` **overwrites `data/backtest.xlsx` with no prompt**. The user's logged trades live in that file. Before running it (or asking the user to), confirm they have a backup or that the file is empty/sample-only.
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## Architecture
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Three artifacts work together; understand all three before editing any:
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### 1. `scripts/generate_template.py` — the only code
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Builds a 3-sheet workbook via openpyxl:
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- **Config** sheet — editable params (Account Size, Risk %) and dropdown source lists.
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- **Trades** sheet — `MAX_ROWS=500` pre-populated rows. Yellow cells = user input (date, time, strategy, indicator, TF, direction, SL/TP %, outcome). Blue cells = derived via formula (Zi, Sesiune, then per-strategy `R_*`, `$_*`, `Bal_*`). Grey cells = helper columns (`Win_*`, `Peak_*`, `DD_*`) consumed by Dashboard.
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- **Dashboard** sheet — reads from Trades ranges via `SUMIF`/`AVERAGEIF`/`COUNTIF`; renders metrics table, glossary, per-Session/Strategy/Indicator/Direction breakdowns, and a 5-line equity-curve chart.
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Column-name → letter mapping is held in the `COL` dict, built from `TRADES_HEADERS = INPUT_HEADERS + DERIVED_HEADERS + HELPER_HEADERS`. **Never hardcode column letters** — adding/reordering a header shifts every letter. Always look up via `COL["..."]`.
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### 2. The 5 management strategies — core domain concept
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Every trade is simulated through 5 management overlays in parallel. Keys (`STRAT_KEYS`) and their R-multiple formula builders (`R_FN`) must stay in sync:
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| Key | Label | Formula entry point |
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|---|---|---|
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| `tp0only` | TP0 only | `_f_r_tp0only` |
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| `tp1only` | TP1 only | `_f_r_tp1only` |
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| `tp2only` | TP2 only | `_f_r_tp2only` |
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| `hybrid_be` | Hybrid + BE | `_f_r_hybrid_be` |
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| `hybrid_nobe` | Hybrid no BE | `_f_r_hybrid_nobe` |
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For each strategy and each trade row, six columns are emitted: `R_*`, `$_*`, `Bal_*`, `Win_*`, `Peak_*`, `DD_*`. Adding a 6th strategy means: append to `STRAT_KEYS` + `STRAT_LABELS`, add an `_f_r_<key>` formula, register it in `R_FN`, and the rest (Trades columns, Dashboard table column, equity-curve series) flows automatically. The R-multiple formulas encode trader assumptions — the truth table is documented in `README.md` and `STOPPING_RULE.md`; changing one is a strategy decision, not a refactor.
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### 3. Session derivation (M2D-specific)
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The `Sesiune` column is computed by `_f_session` from `Data` + `Ora RO` (Romanian time) using nested IFs encoding the M2D session windows (A1/A2/A3/B/C/D/Other). The buckets and times come from `strategie_M2D.md`. If asked to add a new session bucket, edit `_f_session` and `SESSIONS` together — Dashboard's PER SESIUNE breakdown iterates over `SESSIONS`.
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## Decision gates — `STOPPING_RULE.md`
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`STOPPING_RULE.md` is a **signed document** (the user committed it as a commitment). It defines GO LIVE / EXTEND / ABANDON thresholds: `N≥40`, `WR≥55%`, `Expectancy≥+0.20R`. Treat these numbers as fixed unless the user explicitly asks to renegotiate them — do not "improve" them in passing.
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## Ferestre v2 — analiză edge/fereastră (scripts/generate_ferestre_v2.py)
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Analiză separată care găsește **fereastra de timp (ora RO) cu cel mai bun raport edge / nr. tranzacții / durată**, fără să breach-uiască contul prop. Citește `data/backtest.xlsx` **read-only** și scrie un fișier nou `data/Ferestre_v2.xlsx` (NU atinge workbook-ul cu tranzacții; date_grafic rămâne sheet vizibil ca să se randeze chart-ul).
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**Reluare după ce Marius adaugă tranzacții noi:**
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```powershell
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python scripts/generate_ferestre_v2.py
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```
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Totul se recalculează automat din `backtest.xlsx` (R/$ deja calculate de Excel; scriptul nu recalculează formule). Conține: Concluzii, Tabel unic cu toate variantele, validări Forward 1 (lunar) / Forward 2 (train-test 70/30) / Walk-forward (3 felii) pe toate ferestrele, bootstrap CI, calendar, grafic echitate.
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**ÎNAINTE de analiză — verifică typo-uri de tastare în Trades** (TP%/SL% cu zecimală lipsă umflă fals edge-ul). Cele găsite și corectate manual: #314 (TP2 17→0.17), #298 (TP0 0.5→0.05), #240 (TP1 0.8→0.08). La date noi, caută valori TP/SL ≥1 sau TP0>TP1>TP2 inversate și confirmă cu Marius înainte de a corecta.
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**Findings curente (330 trade-uri, ian–mai 2026, doar `hybrid_be` e pozitiv pe ansamblu ~+0.05R):** edge-ul vine din CÂND, nu din management; 18:00–19:00 RO = zonă moartă; ora de start optimă = 19:15. Trei configurații recomandate: **A** 19:15–20:15 (1h, edge max/timp min), **B** 19:45–21:45 prima (cea mai robustă pe toate validările), **W** 19:15–22:15 prima (volum/bani max raportat la timp; +30 min până la 22:45 aduc doar ~+$61). Filtrele direcționale (buy) par mai bune dar pică out-of-sample. Edge subțire → ipoteze de confirmat live.
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## Reference docs
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- `strategie_M2D.md` — M2D setup rules (color-coded dot bands on TF mare/mic, SL/TP placement, session filters).
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- `calendar_evenimente.yaml` — manual news calendar (FOMC/NFP/CPI). Read-only context; not parsed by code.
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- `README.md` — user-facing workflow + R-multiple truth table.
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## Working in this repo
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- The user is **Marius**, a discretionary trader doing his own backtest, not an engineer building a product. Prefer minimal, legible changes to the Excel template over abstractions. The audience is one person logging trades, not a team.
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- When changing formulas in `generate_template.py`, regenerate the workbook and inspect at least one row's outputs before declaring done — a formula typo silently breaks the entire downstream Dashboard.
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- The git user is `Marius` on branch `master` (not `main`); PRs are not the workflow here, direct commits to `master` are.
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## gstack
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Use the `/browse` skill from gstack for all web browsing. Never use `mcp__claude-in-chrome__*` tools.
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Available gstack skills: `/office-hours`, `/plan-ceo-review`, `/plan-eng-review`, `/plan-design-review`, `/design-consultation`, `/design-shotgun`, `/design-html`, `/review`, `/ship`, `/land-and-deploy`, `/canary`, `/benchmark`, `/browse`, `/connect-chrome`, `/qa`, `/qa-only`, `/design-review`, `/setup-browser-cookies`, `/setup-deploy`, `/setup-gbrain`, `/retro`, `/investigate`, `/document-release`, `/document-generate`, `/codex`, `/cso`, `/autoplan`, `/plan-devex-review`, `/devex-review`, `/careful`, `/freeze`, `/guard`, `/unfreeze`, `/gstack-upgrade`, `/learn`.
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