MidasBot: bot trading crypto IA + stratégies Ichimoku validées

- Infra: Freqtrade (futures dry-run) + Redis + dashboard + Docker Compose
- Couche IA: ai_analyzer (Claude via abonnement, MCP TradingView, backfill biais)
- Stratégies: SampleStrategy, AiBiasStrategy, IchimokuLS (long/short, validée
  train/test + données vierges + walk-forward), MTFIchimoku, variantes hyperopt
- Arbitrage CEX (dry-run), backtesting, walk-forward, volatility targeting
- IchimokuLS en dry-run live (config_live.json)

Claude-Session: https://claude.ai/code/session_01VHETcFacdnDhQzthLpdYFR

scripts/com.midasbot.analyzer.plist

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+<?xml version="1.0" encoding="UTF-8"?>
+<!DOCTYPE plist PUBLIC "-//Apple//DTD PLIST 1.0//EN" "http://www.apple.com/DTDs/PropertyList-1.0.dtd">
+<plist version="1.0">
+<dict>
+    <key>Label</key>
+    <string>com.midasbot.analyzer</string>
+
+    <key>ProgramArguments</key>
+    <array>
+        <string>/bin/bash</string>
+        <string>/Users/jerem/Documents/projects/perso/MidasBot/scripts/run_analyzer.sh</string>
+    </array>
+
+    <!-- Toutes les heures (3600 s). Premier lancement immédiat au chargement. -->
+    <key>StartInterval</key>
+    <integer>3600</integer>
+    <key>RunAtLoad</key>
+    <true/>
+
+    <key>ThrottleInterval</key>
+    <integer>60</integer>
+
+    <key>StandardOutPath</key>
+    <string>/Users/jerem/Documents/projects/perso/MidasBot/logs/analyzer.log</string>
+    <key>StandardErrorPath</key>
+    <string>/Users/jerem/Documents/projects/perso/MidasBot/logs/analyzer.log</string>
+
+    <key>ProcessType</key>
+    <string>Background</string>
+</dict>
+</plist>

scripts/run_analyzer.sh

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+#!/bin/bash
+# MidasBot — exécute UN cycle de l'analyzer IA (sur l'hôte, auth abonnement Claude).
+# Appelé par launchd (horaire). Parle au Redis dockerisé (port hôte 6380).
+set -eo pipefail
+
+PROJECT="/Users/jerem/Documents/projects/perso/MidasBot"
+
+# PATH explicite : claude + node + outils système (launchd a un PATH minimal).
+export PATH="/Users/jerem/.local/bin:/Users/jerem/.nvm/versions/node/v24.15.0/bin:/usr/bin:/bin:/usr/sbin:/sbin"
+
+# IMPORTANT : pas de clé API (on veut l'abonnement, pas la facturation au token).
+unset ANTHROPIC_API_KEY || true
+
+export REDIS_URL="redis://localhost:6380/0"
+export ANALYZER_PAIRS="BTC/USDT,ETH/USDT,SOL/USDT,BNB/USDT"
+export ANALYZER_TIMEFRAME="1h"
+export ANALYZER_MODEL="claude-sonnet-4-6"
+export ANALYZER_HISTORY_DIR="$PROJECT/freqtrade/user_data/ai_bias_history"
+
+cd "$PROJECT/ai_analyzer"
+exec "$PROJECT/.venv/bin/python" analyzer.py --once

scripts/walkforward.sh

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+#!/bin/bash
+# Walk-forward IchimokuHyper : pour chaque fold, hyperopt sur train -> backtest OOS sur test.
+set -eo pipefail
+cd /Users/jerem/Documents/projects/perso/MidasBot
+CFG=/freqtrade/user_data/config_ich.json
+DC="docker compose run --rm --no-deps freqtrade"
+
+# Paires train|test (train 6 mois glissant, test 2 mois OOS), 2024-06 -> 2026-06
+FOLDS=(
+  "20240601-20241201|20241201-20250201"
+  "20240801-20250201|20250201-20250401"
+  "20241001-20250401|20250401-20250601"
+  "20241201-20250601|20250601-20250801"
+  "20250201-20250801|20250801-20251001"
+  "20250401-20251001|20251001-20251201"
+  "20250601-20251201|20251201-20260201"
+  "20250801-20260201|20260201-20260401"
+  "20251001-20260401|20260401-20260623"
+)
+
+echo "FOLD | TEST_PERIOD | OOS_GAIN%"
+for f in "${FOLDS[@]}"; do
+  tr="${f%%|*}"; te="${f##*|}"
+  $DC hyperopt --config $CFG --strategy IchimokuHyper \
+    --hyperopt-loss ProfitDrawDownHyperOptLoss --spaces buy roi stoploss trailing \
+    --timeframe 1h --timerange "$tr" --epochs 80 -j 4 > /tmp/wf_ho.log 2>&1
+  g=$($DC backtesting --config $CFG --strategy IchimokuHyper \
+    --timeframe 1h --timerange "$te" 2>&1 \
+    | grep -iE 'Total profit %' | head -1 | grep -oE '[-0-9.]+%' | head -1)
+  echo "$tr | $te | $g"
+done
+echo "WALKFORWARD_DONE"

scripts/walkforward_chop.sh

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+#!/bin/bash
+# Walk-forward IchimokuChop (avec filtre anti-chop) — mêmes folds que le baseline.
+set -eo pipefail
+cd /Users/jerem/Documents/projects/perso/MidasBot
+CFG=/freqtrade/user_data/config_ich.json
+DC="docker compose run --rm --no-deps freqtrade"
+
+FOLDS=(
+  "20240601-20241201|20241201-20250201"
+  "20240801-20250201|20250201-20250401"
+  "20241001-20250401|20250401-20250601"
+  "20241201-20250601|20250601-20250801"
+  "20250201-20250801|20250801-20251001"
+  "20250401-20251001|20251001-20251201"
+  "20250601-20251201|20251201-20260201"
+  "20250801-20260201|20260201-20260401"
+  "20251001-20260401|20260401-20260623"
+)
+
+echo "FOLD | TEST_PERIOD | OOS_GAIN%"
+for f in "${FOLDS[@]}"; do
+  tr="${f%%|*}"; te="${f##*|}"
+  $DC hyperopt --config $CFG --strategy IchimokuChop \
+    --hyperopt-loss ProfitDrawDownHyperOptLoss --spaces buy roi stoploss trailing \
+    --timeframe 1h --timerange "$tr" --epochs 80 -j 4 > /tmp/wf_chop_ho.log 2>&1
+  g=$($DC backtesting --config $CFG --strategy IchimokuChop \
+    --timeframe 1h --timerange "$te" 2>&1 \
+    | grep -iE 'Total profit %' | head -1 | grep -oE '[-0-9.]+%' | head -1)
+  echo "$tr | $te | $g"
+done
+echo "WALKFORWARD_CHOP_DONE"

scripts/walkforward_vol.sh

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+#!/bin/bash
+# Walk-forward IchimokuHyperVol (volatility targeting) — mêmes folds que le baseline.
+set -eo pipefail
+cd /Users/jerem/Documents/projects/perso/MidasBot
+CFG=/freqtrade/user_data/config_ich.json
+DC="docker compose run --rm --no-deps freqtrade"
+
+FOLDS=(
+  "20240601-20241201|20241201-20250201"
+  "20240801-20250201|20250201-20250401"
+  "20241001-20250401|20250401-20250601"
+  "20241201-20250601|20250601-20250801"
+  "20250201-20250801|20250801-20251001"
+  "20250401-20251001|20251001-20251201"
+  "20250601-20251201|20251201-20260201"
+  "20250801-20260201|20260201-20260401"
+  "20251001-20260401|20260401-20260623"
+)
+
+echo "FOLD | TEST_PERIOD | OOS_GAIN%"
+for f in "${FOLDS[@]}"; do
+  tr="${f%%|*}"; te="${f##*|}"
+  $DC hyperopt --config $CFG --strategy IchimokuHyperVol \
+    --hyperopt-loss ProfitDrawDownHyperOptLoss --spaces buy roi stoploss trailing \
+    --timeframe 1h --timerange "$tr" --epochs 80 -j 4 > /tmp/wf_vol_ho.log 2>&1
+  g=$($DC backtesting --config $CFG --strategy IchimokuHyperVol \
+    --timeframe 1h --timerange "$te" 2>&1 \
+    | grep -iE 'Total profit %' | head -1 | grep -oE '[-0-9.]+%' | head -1)
+  echo "$tr | $te | $g"
+done
+echo "WALKFORWARD_VOL_DONE"