5f7702469e
- Removed v10 TradingView indicator (moneyline_v10_momentum_dots.pinescript) - Removed v10 penalty system from signal-quality.ts (-30/-25 point penalties) - Removed backtest result files (sweep_*.csv) - Updated copilot-instructions.md to remove v10 references - Simplified direction-specific quality thresholds (LONG 90+, SHORT 80+) Rationale: - 1,944 parameter combinations tested in backtest - All top results IDENTICAL (568 trades, $498 P&L, 61.09% WR) - Momentum parameters had ZERO impact on trade selection - Profit factor 1.027 too low (barely profitable after fees) - Max drawdown -$1,270 vs +$498 profit = terrible risk-reward - v10 penalties were blocking good trades (bug: applied to wrong positions) Keeping v9 as production system - simpler, proven, effective.
90 lines
2.6 KiB
Python
90 lines
2.6 KiB
Python
# -*- coding: utf-8 -*-
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"""
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This module offers a generic Easter computing method for any given year, using
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Western, Orthodox or Julian algorithms.
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"""
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import datetime
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__all__ = ["easter", "EASTER_JULIAN", "EASTER_ORTHODOX", "EASTER_WESTERN"]
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EASTER_JULIAN = 1
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EASTER_ORTHODOX = 2
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EASTER_WESTERN = 3
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def easter(year, method=EASTER_WESTERN):
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"""
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This method was ported from the work done by GM Arts,
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on top of the algorithm by Claus Tondering, which was
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based in part on the algorithm of Ouding (1940), as
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quoted in "Explanatory Supplement to the Astronomical
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Almanac", P. Kenneth Seidelmann, editor.
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This algorithm implements three different Easter
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calculation methods:
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1. Original calculation in Julian calendar, valid in
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dates after 326 AD
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2. Original method, with date converted to Gregorian
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calendar, valid in years 1583 to 4099
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3. Revised method, in Gregorian calendar, valid in
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years 1583 to 4099 as well
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These methods are represented by the constants:
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* ``EASTER_JULIAN = 1``
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* ``EASTER_ORTHODOX = 2``
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* ``EASTER_WESTERN = 3``
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The default method is method 3.
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More about the algorithm may be found at:
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`GM Arts: Easter Algorithms <http://www.gmarts.org/index.php?go=415>`_
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and
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`The Calendar FAQ: Easter <https://www.tondering.dk/claus/cal/easter.php>`_
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"""
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if not (1 <= method <= 3):
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raise ValueError("invalid method")
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# g - Golden year - 1
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# c - Century
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# h - (23 - Epact) mod 30
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# i - Number of days from March 21 to Paschal Full Moon
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# j - Weekday for PFM (0=Sunday, etc)
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# p - Number of days from March 21 to Sunday on or before PFM
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# (-6 to 28 methods 1 & 3, to 56 for method 2)
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# e - Extra days to add for method 2 (converting Julian
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# date to Gregorian date)
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y = year
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g = y % 19
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e = 0
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if method < 3:
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# Old method
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i = (19*g + 15) % 30
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j = (y + y//4 + i) % 7
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if method == 2:
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# Extra dates to convert Julian to Gregorian date
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e = 10
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if y > 1600:
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e = e + y//100 - 16 - (y//100 - 16)//4
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else:
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# New method
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c = y//100
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h = (c - c//4 - (8*c + 13)//25 + 19*g + 15) % 30
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i = h - (h//28)*(1 - (h//28)*(29//(h + 1))*((21 - g)//11))
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j = (y + y//4 + i + 2 - c + c//4) % 7
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# p can be from -6 to 56 corresponding to dates 22 March to 23 May
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# (later dates apply to method 2, although 23 May never actually occurs)
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p = i - j + e
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d = 1 + (p + 27 + (p + 6)//40) % 31
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m = 3 + (p + 26)//30
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return datetime.date(int(y), int(m), int(d))
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