36 lines
1.5 KiB
Python
36 lines
1.5 KiB
Python
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# -*- coding: utf-8 -*-
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"""Analisis densitas bar XAUUSD M15 (feed HFM) — untuk keputusan label & konsistensi."""
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import os
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import numpy as np
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import datetime as dt
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BASE = os.path.normpath(os.path.join(os.path.dirname(os.path.abspath(__file__)),
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"..", "..", "..", "Files", "AlgoForge", "Data"))
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z = np.load(os.path.join(BASE, "XAUUSD_M15.npz"))
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t = z["time"].astype(np.int64)
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print("n =", len(t))
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days = t // 86400
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uniq, cnt = np.unique(days, return_counts=True)
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print("hari dengan data:", len(uniq), "| span hari:", days[-1] - days[0] + 1)
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print("bars/hari: mean=%.1f median=%d p10=%d p90=%d max=%d"
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% (cnt.mean(), np.median(cnt), np.percentile(cnt, 10), np.percentile(cnt, 90), cnt.max()))
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for label, lo, hi in [("2008", 2008, 2009), ("2015", 2015, 2016), ("2024", 2024, 2025)]:
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lo_ts = dt.datetime(lo, 1, 1).timestamp()
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hi_ts = dt.datetime(hi, 1, 1).timestamp()
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sl = (t >= lo_ts) & (t < hi_ts)
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tt = t[sl]
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if len(tt) == 0:
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print(label, "n=0")
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continue
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hrs = (tt % 86400) // 3600
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u, c = np.unique(hrs, return_counts=True)
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top = u[np.argsort(-c)][:8]
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print(label, "n=", len(tt), "jam terbanyak(UTC):", sorted(int(x) for x in top))
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d = np.diff(t)
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big = d[d > 3 * 3600]
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print("gap >3jam:", len(big), "| max gap:", big.max() // 3600, "jam")
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print("gap 3-6 jam (indikasi break harian):", int(np.sum((d > 3 * 3600) & (d <= 6 * 3600))))
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print("gap 6-48 jam (malam/libur):", int(np.sum((d > 6 * 3600) & (d <= 2 * 86400))))
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