last version

bots/live_signal_trader.py

@@ -689,12 +689,37 @@ class LiveSignalTrader:
         n_tranches = min(n_desired_tranches, max_tranches)
         return total_lot, n_tranches
 
+    # Maximale Abweichung eines geparsten Einstiegs vom Live-Kurs, bevor er als
+    # Parse-Fehler gilt (Gold bewegt sich intraday selten >2 %).
+    MAX_ENTRY_DEVIATION = 0.02
+
     def _resolve_missing_fields(self, signal):
         """Same default-fill logic as the backtester's
         _resolve_informal_signals, just resolved against a live price
-        instead of historical bars."""
+        instead of historical bars.
+
+        Zusätzlich: ein geparster Einstieg, der weit v Live-Kurs entfernt
+        ist (z.B. 2077.75 statt 4127 durch "4126.5-29"), wird verworfen und
+        durch den Live-Kurs ersetzt. SL/TP, die dann auf der falschen Seite
+        oder unplausibel weit weg liegen, werden neu aus dem Default-Plan
+        gebildet bzw. das Signal wird übersprungen."""
+        live = self._get_live_price(signal['pair'], signal['action'])
+        if signal['entry'] is not None and live:
+            dev = abs(signal['entry'] - live) / live
+            if dev > self.MAX_ENTRY_DEVIATION:
+                logger.warning(f"[{self.channel_name}] Entry {signal['entry']} weicht {dev:.0%} vom "
+                               f"Live-Kurs {live} ab – Parse-Fehler, verwende Live-Kurs")
+                signal['entry'] = live
+                signal['tp_levels'] = [t for t in signal['tp_levels']
+                                       if abs(t - live) / live <= self.MAX_ENTRY_DEVIATION]
+        if signal['entry'] is not None and signal['sl'] is not None:
+            e, sl = signal['entry'], signal['sl']
+            wrong_side = (signal['action'] == 'BUY' and sl >= e) or (signal['action'] == 'SELL' and sl <= e)
+            if wrong_side or abs(sl - e) / e > self.MAX_ENTRY_DEVIATION:
+                logger.warning(f"[{self.channel_name}] SL {sl} unplausibel zu Entry {e} – Signal übersprungen")
+                return False
         if signal['entry'] is None:
-            price = self._get_live_price(signal['pair'], signal['action'])
+            price = live or self._get_live_price(signal['pair'], signal['action'])
             if price is None:
                 return False
             signal['entry'] = price
@@ -703,6 +728,9 @@ class LiveSignalTrader:
         if signal['sl'] is None:
             dist = self.analyzer.default_sl_pips * pip
             signal['sl'] = signal['entry'] - dist if signal['action'] == 'BUY' else signal['entry'] + dist
+        signal['tp_levels'] = [t for t in signal['tp_levels']
+                               if (signal['action'] == 'BUY' and t > signal['entry'])
+                               or (signal['action'] == 'SELL' and t < signal['entry'])]
         if not signal['tp_levels']:
             levels = [signal['entry'] + (d * pip if signal['action'] == 'BUY' else -d * pip)
                       for d in self.analyzer.default_tp_ladder_pips]
@@ -970,7 +998,7 @@ def main():
                               'Default 90s: ch1-Goldex detailed signals typically arrive 30-60s after '
                               'the informal "buy/sell now" precursor (observed in diagnostics).')
     parser.add_argument('--min-lot', type=float, default=0.01,
-                         help="Broker's minimum tradable lot - the TP ladder is consolidated to fewer "
+                         help="Broker's minimum tradable lot - the TP ladder is consolidated to few "
                               "tranches (or the signal skipped) if the risk-based lot can't meet this")
     parser.add_argument('--channels', choices=['ch1', 'ch2', 'both'], default='both',
                          help="Which channel(s) to listen on.  "

bots/mcp_server.py

@@ -495,7 +495,7 @@ class LiveBridge(MT5Bridge):
         vol = grouped.count()
 
         idx = ohlc_open.index.intersection(ohlc_close.index)
-        idx = idx.intersection(ohlhigh.index).intersection(ohlc_low.index)
+        idx = idx.intersection(ohlc_high.index).intersection(ohlc_low.index)
         idx = idx[-bars:]
 
         if len(idx) == 0:
@@ -974,7 +974,7 @@ async def mcp_tools():
             {
                 "name": "get_orders",
                 "description": "Get pending orders",
-                "inputSchema": {"type": "object", "properties"{}},
+                "inputSchema": {"type": "object", "properties": {}},
             },
         ]
     }

bots/traderanalyser.py

@@ -140,6 +140,22 @@ CANCEL_RE = re.compile(
 )
 
 
+
+def _expand_short_range_end(start, end_str):
+    """Signal-Kurzschreibweise auflösen: "4126.5-29" meint 4126.5-4129,
+    "4198-02" meint 4198-4202. Ist das Ende schon vollständig (gleiche
+    Größenordnung wie der Start), wird es unverändert zurückgegeben."""
+    end = float(end_str)
+    if start <= 0 or end >= start / 10:
+        return end
+    digits = len(end_str.split('.')[0])
+    base = 10 ** digits
+    full = (int(start) // base) * base + end
+    if full < start - base / 2:      # Überlauf, z.B. 4198-02 -> 4202
+        full += base
+    return full
+
+
 class TradeSignalAnalyzer:
     """
     Parses a Telegram signal export and runs an OBJECTIVE backtest against
@@ -309,7 +325,10 @@ class TradeSignalAnalyzer:
 
         range_matches = re.findall(r'(\d+(?:\.\d+)?)\s*-\s*(\d+(?:\.\d+)?)', entry_segment)
         if range_matches:
-            candidates = [((float(a) + float(b)) / 2, float(a), float(b)) for a, b in range_matches]
+            candidates = []
+            for a, b in range_matches:
+                lo, hi = float(a), _expand_short_range_end(float(a), b)
+                candidates.append(((lo + hi) / 2, lo, hi))
         else:
             single_matches = re.findall(r'\d+(?:\.\d+)?', entry_segment)
             candidates = [(float(x), float(x), float(x)) for x in single_matches] if single_matches else []