Tsukimarf patch 1

PiRC1/4-allocation/.JSON

@@ -0,0 +1,75 @@
+{
+  "module": {
+    "name": "bodyfail_composition",
+    "version": "2.0.0",
+    "description": "Candlestick body/wick composition decomposition and body-failure signal detection for Pi-Nexsus algorithmic trading",
+    "languages": ["sql", "mql5", "python", "cpp", "json"],
+    "predecessor": "BodyFail Database v1 (bodyfail_events, bodyfail_labels, bodyfail_stats)"
+  },
+
+  "classification_thresholds": {
+    "doji_max_body_ratio": 0.10,
+    "marubozu_min_body_ratio": 0.85,
+    "small_wick_max_ratio": 0.10,
+    "long_wick_min_ratio": 0.60,
+    "small_body_max_ratio": 0.30
+  },
+
+  "bodyfail_trigger": {
+    "min_trigger_body_ratio": 0.70,
+    "min_retracement_ratio": 0.50,
+    "confidence_formula": "min(1.0, body_ratio * 0.6 + 0.4)"
+  },
+
+  "body_type_rules": [
+    { "type": "flat",            "condition": "range_size == 0" },
+    { "type": "doji",            "condition": "body_ratio < doji_max_body_ratio" },
+    { "type": "marubozu",        "condition": "body_ratio > marubozu_min_body_ratio" },
+    { "type": "hammer",          "condition": "direction == bullish AND lower_wick_ratio > long_wick_min_ratio AND body_ratio < small_body_max_ratio AND upper_wick_ratio < small_wick_max_ratio" },
+    { "type": "hanging_man",     "condition": "direction == bearish AND lower_wick_ratio > long_wick_min_ratio AND body_ratio < small_body_max_ratio AND upper_wick_ratio < small_wick_max_ratio" },
+    { "type": "shooting_star",   "condition": "direction == bullish AND upper_wick_ratio > long_wick_min_ratio AND body_ratio < small_body_max_ratio AND lower_wick_ratio < small_wick_max_ratio" },
+    { "type": "inverted_hammer", "condition": "direction == bearish AND upper_wick_ratio > long_wick_min_ratio AND body_ratio < small_body_max_ratio AND lower_wick_ratio < small_wick_max_ratio" },
+    { "type": "spinning_top",    "condition": "body_ratio < small_body_max_ratio (fallback)" },
+    { "type": "normal",          "condition": "default" }
+  ],
+
+  "record_schema": {
+    "bodyfail_composition": {
+      "symbol": "string",
+      "timeframe": "string (M1|M5|M15|H1|H4|D1)",
+      "candle_time": "ISO-8601 timestamp",
+      "open": "number", "high": "number", "low": "number", "close": "number", "volume": "number",
+      "range_size": "number", "body_size": "number", "body_ratio": "number 0..1",
+      "upper_wick": "number", "upper_wick_ratio": "number 0..1",
+      "lower_wick": "number", "lower_wick_ratio": "number 0..1",
+      "direction": "bullish|bearish|flat",
+      "body_type": "doji|marubozu|hammer|hanging_man|shooting_star|inverted_hammer|spinning_top|normal|flat",
+      "is_bodyfail_trigger": "boolean"
+    },
+    "bodyfail_event": {
+      "symbol": "string", "timeframe": "string",
+      "trigger_time": "ISO-8601 timestamp", "confirm_time": "ISO-8601 timestamp",
+      "direction_failed": "bullish|bearish",
+      "trigger_body_ratio": "number 0..1",
+      "retracement_ratio": "number",
+      "confidence": "number 0..1",
+      "status": "pending|confirmed|invalidated"
+    }
+  },
+
+  "seed_data": {
+    "compositions": [
+      { "symbol": "PIUSD",  "timeframe": "M15", "candle_time": "2026-09-08T00:00:00Z", "open": 0.6500, "high": 0.6620, "low": 0.6495, "close": 0.6610, "volume": 15320, "range_size": 0.0125, "body_size": 0.0110, "body_ratio": 0.88000, "upper_wick": 0.0010, "upper_wick_ratio": 0.08000, "lower_wick": 0.0005, "lower_wick_ratio": 0.04000, "direction": "bullish", "body_type": "marubozu", "is_bodyfail_trigger": true },
+      { "symbol": "PIUSD",  "timeframe": "M15", "candle_time": "2026-09-08T00:15:00Z", "open": 0.6610, "high": 0.6615, "low": 0.6540, "close": 0.6555, "volume": 9870,  "range_size": 0.0075, "body_size": 0.0055, "body_ratio": 0.73333, "upper_wick": 0.0005, "upper_wick_ratio": 0.06667, "lower_wick": 0.0015, "lower_wick_ratio": 0.20000, "direction": "bearish", "body_type": "normal", "is_bodyfail_trigger": false },
+      { "symbol": "PIUSD",  "timeframe": "M15", "candle_time": "2026-09-08T00:30:00Z", "open": 0.6555, "high": 0.6560, "low": 0.6510, "close": 0.6552, "volume": 7200,  "range_size": 0.0050, "body_size": 0.0003, "body_ratio": 0.06000, "upper_wick": 0.0005, "upper_wick_ratio": 0.10000, "lower_wick": 0.0042, "lower_wick_ratio": 0.84000, "direction": "bearish", "body_type": "doji", "is_bodyfail_trigger": false },
+      { "symbol": "PIUSD",  "timeframe": "M15", "candle_time": "2026-09-08T01:00:00Z", "open": 0.6558, "high": 0.6562, "low": 0.6470, "close": 0.6555, "volume": 11200, "range_size": 0.0092, "body_size": 0.0003, "body_ratio": 0.03261, "upper_wick": 0.0004, "upper_wick_ratio": 0.04348, "lower_wick": 0.0085, "lower_wick_ratio": 0.92391, "direction": "bearish", "body_type": "hammer", "is_bodyfail_trigger": true },
+      { "symbol": "PIUSD",  "timeframe": "M15", "candle_time": "2026-09-08T01:15:00Z", "open": 0.6555, "high": 0.6640, "low": 0.6550, "close": 0.6635, "volume": 16400, "range_size": 0.0090, "body_size": 0.0080, "body_ratio": 0.88889, "upper_wick": 0.0005, "upper_wick_ratio": 0.05556, "lower_wick": 0.0005, "lower_wick_ratio": 0.05556, "direction": "bullish", "body_type": "marubozu", "is_bodyfail_trigger": true },
+      { "symbol": "BTCUSD", "timeframe": "H1",  "candle_time": "2026-09-08T00:00:00Z", "open": 58210.0, "high": 58890.0, "low": 58150.0, "close": 58840.0, "volume": 421.5, "range_size": 740.0, "body_size": 630.0, "body_ratio": 0.85135, "upper_wick": 50.0, "upper_wick_ratio": 0.06757, "lower_wick": 60.0, "lower_wick_ratio": 0.08108, "direction": "bullish", "body_type": "marubozu", "is_bodyfail_trigger": true },
+      { "symbol": "BTCUSD", "timeframe": "H1",  "candle_time": "2026-09-08T01:00:00Z", "open": 58840.0, "high": 58910.0, "low": 58020.0, "close": 58260.0, "volume": 388.2, "range_size": 890.0, "body_size": 580.0, "body_ratio": 0.65169, "upper_wick": 70.0, "upper_wick_ratio": 0.07865, "lower_wick": 240.0, "lower_wick_ratio": 0.26966, "direction": "bearish", "body_type": "normal", "is_bodyfail_trigger": true }
+    ],
+    "events": [
+      { "symbol": "PIUSD", "timeframe": "M15", "trigger_time": "2026-09-08T00:00:00Z", "confirm_time": "2026-09-08T00:15:00Z", "direction_failed": "bullish", "trigger_body_ratio": 0.88000, "retracement_ratio": 0.50, "confidence": 0.928, "status": "confirmed" },
+      { "symbol": "BTCUSD", "timeframe": "H1", "trigger_time": "2026-09-08T00:00:00Z", "confirm_time": "2026-09-08T01:00:00Z", "direction_failed": "bullish", "trigger_body_ratio": 0.85135, "retracement_ratio": 0.92, "confidence": 0.911, "status": "confirmed" }
+    ]
+  }
+}

PiRC1/4-allocation/.mq5

@@ -0,0 +1,207 @@
+//+------------------------------------------------------------------+
+//|                                     BodyFailComposition_v2.mq5   |
+//|  Pi-Nexsus / PiRC algorithmic trading module                     |
+//|  Candle body/wick decomposition + body-failure signal detection  |
+//|  v2: adds full "composition" breakdown (body_ratio, wick ratios, |
+//|      body_type classification) on top of BodyFail v1 events.     |
+//+------------------------------------------------------------------+
+#property copyright "Tsukimarf / Pi-Nexsus"
+#property version   "2.00"
+#property indicator_chart_window
+#property indicator_buffers 3
+#property indicator_plots   3
+
+#property indicator_label1  "BodyFailTrigger"
+#property indicator_type1   DRAW_ARROW
+#property indicator_color1  clrOrangeRed
+#property indicator_width1  2
+
+#property indicator_label2  "BodyRatio"
+#property indicator_type2   DRAW_NONE
+
+#property indicator_label3  "BodyType"
+#property indicator_type3   DRAW_NONE
+
+//--- input parameters (mirrors classification_thresholds in the JSON config)
+input double InpDojiMaxBodyRatio        = 0.10;
+input double InpMarubozuMinBodyRatio    = 0.85;
+input double InpSmallWickMaxRatio       = 0.10;
+input double InpLongWickMinRatio        = 0.60;
+input double InpSmallBodyMaxRatio       = 0.30;
+input double InpMinTriggerBodyRatio     = 0.70;
+input double InpMinRetracementRatio     = 0.50;
+input bool   InpExportCSV               = true;
+input string InpExportFileName          = "bodyfail_compositions_v2.csv";
+
+//--- buffers
+double BufTriggerArrow[];
+double BufBodyRatio[];
+double BufBodyType[];   // numeric code, see BodyTypeCode()
+
+//--- body type numeric codes (kept in sync with SQL CHECK / JSON enum)
+#define BT_DOJI            0
+#define BT_MARUBOZU        1
+#define BT_HAMMER          2
+#define BT_HANGING_MAN     3
+#define BT_SHOOTING_STAR   4
+#define BT_INVERTED_HAMMER 5
+#define BT_SPINNING_TOP    6
+#define BT_NORMAL          7
+#define BT_FLAT            8
+
+int    fileHandle = INVALID_HANDLE;
+
+//+------------------------------------------------------------------+
+int OnInit()
+  {
+   SetIndexBuffer(0, BufTriggerArrow, INDICATOR_DATA);
+   SetIndexBuffer(1, BufBodyRatio,    INDICATOR_CALCULATIONS);
+   SetIndexBuffer(2, BufBodyType,     INDICATOR_CALCULATIONS);
+
+   PlotIndexSetInteger(0, PLOT_ARROW, 174); // up/down triangle glyph
+   PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, EMPTY_VALUE);
+
+   if(InpExportCSV)
+     {
+      fileHandle = FileOpen(InpExportFileName, FILE_WRITE | FILE_CSV | FILE_ANSI, ',');
+      if(fileHandle != INVALID_HANDLE)
+        {
+         FileWrite(fileHandle,
+            "symbol","timeframe","candle_time","open","high","low","close","volume",
+            "range_size","body_size","body_ratio","upper_wick","upper_wick_ratio",
+            "lower_wick","lower_wick_ratio","direction","body_type","is_bodyfail_trigger");
+        }
+      else
+         Print("BodyFailComposition_v2: failed to open export file, error ", GetLastError());
+     }
+
+   return(INIT_SUCCEEDED);
+  }
+
+//+------------------------------------------------------------------+
+void OnDeinit(const int reason)
+  {
+   if(fileHandle != INVALID_HANDLE)
+      FileClose(fileHandle);
+  }
+
+//+------------------------------------------------------------------+
+//| Classify body type from ratios — mirrors body_type_rules in JSON |
+//+------------------------------------------------------------------+
+int BodyTypeCode(double bodyRatio, double upperWickRatio, double lowerWickRatio,
+                  bool isBullish, double rangeSize)
+  {
+   if(rangeSize <= 0.0)
+      return BT_FLAT;
+   if(bodyRatio < InpDojiMaxBodyRatio)
+      return BT_DOJI;
+   if(bodyRatio > InpMarubozuMinBodyRatio)
+      return BT_MARUBOZU;
+   if(isBullish && lowerWickRatio > InpLongWickMinRatio &&
+      bodyRatio < InpSmallBodyMaxRatio && upperWickRatio < InpSmallWickMaxRatio)
+      return BT_HAMMER;
+   if(!isBullish && lowerWickRatio > InpLongWickMinRatio &&
+      bodyRatio < InpSmallBodyMaxRatio && upperWickRatio < InpSmallWickMaxRatio)
+      return BT_HANGING_MAN;
+   if(isBullish && upperWickRatio > InpLongWickMinRatio &&
+      bodyRatio < InpSmallBodyMaxRatio && lowerWickRatio < InpSmallWickMaxRatio)
+      return BT_SHOOTING_STAR;
+   if(!isBullish && upperWickRatio > InpLongWickMinRatio &&
+      bodyRatio < InpSmallBodyMaxRatio && lowerWickRatio < InpSmallWickMaxRatio)
+      return BT_INVERTED_HAMMER;
+   if(bodyRatio < InpSmallBodyMaxRatio)
+      return BT_SPINNING_TOP;
+   return BT_NORMAL;
+  }
+
+string BodyTypeName(int code)
+  {
+   switch(code)
+     {
+      case BT_DOJI:            return "doji";
+      case BT_MARUBOZU:        return "marubozu";
+      case BT_HAMMER:          return "hammer";
+      case BT_HANGING_MAN:     return "hanging_man";
+      case BT_SHOOTING_STAR:   return "shooting_star";
+      case BT_INVERTED_HAMMER: return "inverted_hammer";
+      case BT_SPINNING_TOP:    return "spinning_top";
+      case BT_FLAT:            return "flat";
+      default:                 return "normal";
+     }
+  }
+
+//+------------------------------------------------------------------+
+//| Main calculation                                                  |
+//+------------------------------------------------------------------+
+int OnCalculate(const int rates_total,
+                 const int prev_calculated,
+                 const datetime &time[],
+                 const double &open[],
+                 const double &high[],
+                 const double &low[],
+                 const double &close[],
+                 const long &tick_volume[],
+                 const long &volume[],
+                 const int &spread[])
+  {
+   int start = (prev_calculated > 1) ? prev_calculated - 1 : 1;
+
+   for(int i = start; i < rates_total; i++)
+     {
+      double rangeSize = high[i] - low[i];
+      double bodySize  = MathAbs(close[i] - open[i]);
+      bool   isBullish = (close[i] >= open[i]);
+
+      double bodyRatio       = (rangeSize > 0) ? bodySize / rangeSize : 0.0;
+      double upperWick       = high[i] - MathMax(open[i], close[i]);
+      double lowerWick       = MathMin(open[i], close[i]) - low[i];
+      double upperWickRatio  = (rangeSize > 0) ? upperWick / rangeSize : 0.0;
+      double lowerWickRatio  = (rangeSize > 0) ? lowerWick / rangeSize : 0.0;
+
+      int bodyType = BodyTypeCode(bodyRatio, upperWickRatio, lowerWickRatio, isBullish, rangeSize);
+
+      BufBodyRatio[i] = bodyRatio;
+      BufBodyType[i]  = (double)bodyType;
+
+      //--- body-fail trigger: strong body candle (marubozu-strength) whose
+      //    direction is later reversed beyond InpMinRetracementRatio.
+      bool isTrigger = (bodyRatio >= InpMinTriggerBodyRatio);
+      BufTriggerArrow[i] = isTrigger ? (isBullish ? low[i] - 5 * _Point : high[i] + 5 * _Point)
+                                      : EMPTY_VALUE;
+
+      //--- confirm reversal against the previous trigger, one bar later
+      if(i > 0 && BufTriggerArrow[i - 1] != EMPTY_VALUE)
+        {
+         double prevBodySize = MathAbs(close[i - 1] - open[i - 1]);
+         bool   prevBullish  = (close[i - 1] >= open[i - 1]);
+         double retracement  = (prevBodySize > 0) ? MathAbs(close[i] - close[i - 1]) / prevBodySize : 0.0;
+         bool   reversed     = (prevBullish && close[i] < close[i - 1]) ||
+                                (!prevBullish && close[i] > close[i - 1]);
+
+         if(reversed && retracement >= InpMinRetracementRatio)
+           {
+            double confidence = MathMin(1.0, BufBodyRatio[i - 1] * 0.6 + 0.4);
+            PrintFormat("BodyFail event: %s trigger=%s confirm=%s dir_failed=%s retr=%.4f conf=%.4f",
+                        _Symbol, TimeToString(time[i - 1]), TimeToString(time[i]),
+                        prevBullish ? "bullish" : "bearish", retracement, confidence);
+           }
+        }
+
+      if(InpExportCSV && fileHandle != INVALID_HANDLE)
+        {
+         FileWrite(fileHandle,
+            _Symbol, EnumToString((ENUM_TIMEFRAMES)Period()), TimeToString(time[i], TIME_DATE | TIME_SECONDS),
+            DoubleToString(open[i], _Digits), DoubleToString(high[i], _Digits),
+            DoubleToString(low[i], _Digits), DoubleToString(close[i], _Digits),
+            (long)tick_volume[i],
+            DoubleToString(rangeSize, _Digits), DoubleToString(bodySize, _Digits),
+            DoubleToString(bodyRatio, 5), DoubleToString(upperWick, _Digits),
+            DoubleToString(upperWickRatio, 5), DoubleToString(lowerWick, _Digits),
+            DoubleToString(lowerWickRatio, 5), isBullish ? "bullish" : "bearish",
+            BodyTypeName(bodyType), isTrigger ? "true" : "false");
+        }
+     }
+
+   return(rates_total);
+  }
+//+------------------------------------------------------------------+