83 lines
3 KiB
Python
83 lines
3 KiB
Python
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# -*- coding: utf-8 -*-
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"""P2.1 probe: infer window/endpoint yang dipakai EA utk f1 (H4) pd row terpilih.
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Row 2026-03-18 01:00 (tc=01:15): PY=CLOSED=ANCHOR=-1 tetapi EA=+1.
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Cari kombinasi (endpoint, length) yang menghasilkan +1 pada data npz H4.
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Endpoint kandidat: bar terakhir yg boleh masuk window (E).
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Length kandidat: 120..300.
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"""
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import os
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import datetime as dt
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import numpy as np
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DATA = r"D:\TradingTerminal\HFM Metatrader 5\MQL5\Files\AlgoForge\Data"
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def load(name):
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z = np.load(os.path.join(DATA, "XAUUSD_" + name + ".npz"))
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return (z["time"].astype(np.int64), z["high"].astype(float),
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z["low"].astype(float), z["close"].astype(float))
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def bttf(h, l, c, need):
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"""Replika BTTFBias EA (need=len window)."""
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if need < 120:
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return 0
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s = 3
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m = need - 1
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up, dn = float("inf"), -float("inf")
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upb = dnb = -1
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trend = 0
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for i in range(s + 1, m):
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p = i - s
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if p >= s:
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isH = isL = True
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for kk in range(1, s + 1):
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if h[p] <= h[p + kk] or h[p] <= h[p - kk]:
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isH = False
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if l[p] >= l[p + kk] or l[p] >= l[p - kk]:
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isL = False
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if isH:
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up, upb = h[p], p
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if isL:
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dn, dnb = l[p], p
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if upb >= 0 and c[i] > up:
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trend = 1
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up, upb = float("inf"), -1
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if dnb >= 0 and c[i] < dn:
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trend = -1
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dn, dnb = -float("inf"), -1
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return trend
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ht, hh, hl, hc = load("H4")
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t = int(dt.datetime(2026, 3, 18, 1, 0, tzinfo=dt.timezone.utc).timestamp())
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tc = t + 900
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# endpoint kandidat (indeks H4)
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ends = {}
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ends["20:00 03-17 (E_ea)"] = int(np.searchsorted(ht, tc - 14400, side="right")) - 1
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ends["00:00 03-18 (contain)"] = int(np.searchsorted(ht, t, side="right")) - 1
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ends["00:00 03-18 -1 (E_py)"] = int(np.searchsorted(ht, t, side="right")) - 2
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ends["04:00 03-18 (forming)"] = int(np.searchsorted(ht, tc, side="right")) - 1
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ends["16:00 03-17 (stale-1)"] = ends["20:00 03-17 (E_ea)"] - 1
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ends["12:00 03-17 (stale-2)"] = ends["20:00 03-17 (E_ea)"] - 2
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print(f"row t={dt.datetime.fromtimestamp(t, dt.timezone.utc)} tc={dt.datetime.fromtimestamp(tc, dt.timezone.utc)} EA f1=+1")
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for name, e in ends.items():
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if e < 0 or e >= len(ht):
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continue
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ts = dt.datetime.fromtimestamp(int(ht[e]), dt.timezone.utc)
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row = f" end={name:24s} e={e:5d} ({ts})"
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vals = []
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for L in (120, 150, 180, 200, 210, 220, 240, 250, 260, 280, 300):
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start = max(0, e - L + 1)
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v = bttf(hh[start:e + 1], hl[start:e + 1], hc[start:e + 1], e - start + 1)
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vals.append(f"L{L}={v:+d}")
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print(row + " | " + " ".join(vals))
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# juga: cek apakah data H4 npz di sekitar window wajar (sanity)
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print("\nH4 bars 03-17 16:00 .. 03-18 04:00:")
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i0 = int(np.searchsorted(ht, int(dt.datetime(2026, 3, 17, 16, tzinfo=dt.timezone.utc).timestamp())))
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for i in range(i0, i0 + 6):
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print(f" {dt.datetime.fromtimestamp(int(ht[i]), dt.timezone.utc)} H={hh[i]:.2f} L={hl[i]:.2f} C={hc[i]:.2f}")
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