latih_final.py

import pandas as pd
import numpy as np

FILENAME = 'bitcoin_15m_lengkap.csv'

def check_sweet_spot(df, target_pct, window_candles):
    # target_pct: misal 0.005 (0.5%)
    # window_candles: misal 16 (4 jam)
    
    stop_loss = -target_pct # Risk : Reward = 1 : 1
    wins = 0
    losses = 0
    draws = 0 # Gak kena TP, gak kena SL sampai waktu habis
    
    # Kita sampling data biar cepet (gak perlu cek tiap baris, ambil step 5)
    # Sampling tiap 5 baris cukup representatif
    for i in range(0, len(df) - window_candles, 5):
        current_close = df.iloc[i]['close']
        future_data = df.iloc[i+1 : i+1+window_candles]['close']
        
        # Hitung % perubahan tertinggi dan terendah dalam periode itu
        max_gain = (future_data.max() - current_close) / current_close
        max_loss = (future_data.min() - current_close) / current_close
        
        hit_tp = max_gain >= target_pct
        hit_sl = max_loss <= stop_loss
        
        if hit_tp and not hit_sl:
            wins += 1
        elif hit_sl and not hit_tp:
            losses += 1
        elif hit_tp and hit_sl:
            # Kena dua-duanya (Whipsaw/Volatilitas Tinggi) -> Anggap Loss biar aman
            losses += 1
        else:
            draws += 1
            
    total_trades = wins + losses + draws
    real_win_rate = (wins / total_trades) * 100
    action_rate = ((wins + losses) / total_trades) * 100
    
    return real_win_rate, action_rate

# --- MAIN ---
print("⏳ Sedang Scan Perilaku Market BTC 2023-2025...")
df = pd.read_csv(FILENAME)

targets = [0.003, 0.005, 0.010, 0.015] # 0.3%, 0.5%, 1%, 1.5%
durations = [4, 16, 32, 96] # 1 Jam, 4 Jam, 8 Jam, 24 Jam (Candle 15m)

results = []

print(f"{'TARGET':<8} | {'DURASI':<8} | {'WIN RATE (MURNI)':<18} | {'KEJADIAN (Action)'}")
print("-" * 65)

for t in targets:
    for d in durations:
        wr, action = check_sweet_spot(df, t, d)
        
        # Format output
        dur_str = f"{d/4} Jam"
        tar_str = f"{t*100}%"
        
        print(f"{tar_str:<8} | {dur_str:<8} | {wr:.2f}%{' ':<11} | {action:.2f}% Data")
        
        results.append({
            'Target': t,
            'Duration': d,
            'WinRate': wr,
            'Action': action
        })

print("-" * 65)
# Cari yang Win Rate dasarnya paling tinggi (mendekati 50%)
# Kalau Win Rate dasar udah 45-50%, ditambah AI pasti tembus 60%.
# Kalau Win Rate dasar cuma 10%, AI gak bakal bisa nolong.

best = max(results, key=lambda x: x['WinRate'])
print(f"\n🏆 SWEET SPOT DITEMUKAN:")
print(f"Target Profit: {best['Target']*100}%")
print(f"Hold Time: {best['Duration']/4} Jam")
print(f"Base Win Rate: {best['WinRate']:.2f}% (Peluang menang tanpa mikir)")