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
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scripts/walkforward_chop.sh
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31
scripts/walkforward_chop.sh
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#!/bin/bash
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# Walk-forward IchimokuChop (avec filtre anti-chop) — mêmes folds que le baseline.
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set -eo pipefail
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cd /Users/jerem/Documents/projects/perso/MidasBot
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CFG=/freqtrade/user_data/config_ich.json
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DC="docker compose run --rm --no-deps freqtrade"
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FOLDS=(
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"20240601-20241201|20241201-20250201"
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"20240801-20250201|20250201-20250401"
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"20241001-20250401|20250401-20250601"
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"20241201-20250601|20250601-20250801"
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"20250201-20250801|20250801-20251001"
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"20250401-20251001|20251001-20251201"
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"20250601-20251201|20251201-20260201"
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"20250801-20260201|20260201-20260401"
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"20251001-20260401|20260401-20260623"
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)
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echo "FOLD | TEST_PERIOD | OOS_GAIN%"
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for f in "${FOLDS[@]}"; do
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tr="${f%%|*}"; te="${f##*|}"
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$DC hyperopt --config $CFG --strategy IchimokuChop \
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--hyperopt-loss ProfitDrawDownHyperOptLoss --spaces buy roi stoploss trailing \
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--timeframe 1h --timerange "$tr" --epochs 80 -j 4 > /tmp/wf_chop_ho.log 2>&1
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g=$($DC backtesting --config $CFG --strategy IchimokuChop \
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--timeframe 1h --timerange "$te" 2>&1 \
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| grep -iE 'Total profit %' | head -1 | grep -oE '[-0-9.]+%' | head -1)
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echo "$tr | $te | $g"
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done
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echo "WALKFORWARD_CHOP_DONE"
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