feat: 添加8个多尺度分析模块并完善研究报告
新增分析模块: - microstructure: 市场微观结构分析 (Roll价差, VPIN, Kyle's Lambda) - intraday_patterns: 日内模式分析 (U型曲线, 三时区对比) - scaling_laws: 统计标度律 (15尺度波动率标度, R²=0.9996) - multi_scale_vol: 多尺度已实现波动率 (HAR-RV模型) - entropy_analysis: 信息熵分析 - extreme_value: 极端值与尾部风险 (GEV/GPD, VaR回测) - cross_timeframe: 跨时间尺度关联分析 - momentum_reversion: 动量与均值回归检验 现有模块增强: - hurst_analysis: 扩展至15个时间尺度,新增Hurst vs log(Δt)标度图 - fft_analysis: 扩展至15个粒度,支持瀑布图 - returns/acf/volatility/patterns/anomaly/fractal: 多尺度增强 研究报告更新: - 新增第16章: 基于全量数据的深度规律挖掘 (15尺度综合) - 完善第17章: 价格推演添加实际案例 (2020-2021牛市, 2022熊市等) - 新增16.10节: 可监控的实证指标与预警信号 - 添加VPIN/波动率/Hurst等指标的实时监控阈值和案例 数据覆盖: 全部15个K线粒度 (1m~1mo), 440万条记录 关键发现: Hurst随尺度单调递增 (1m:0.53→1mo:0.72), 极端风险不对称 Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
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@@ -52,6 +52,15 @@ MODULE_REGISTRY = OrderedDict([
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("time_series", ("时序预测", "time_series", "run_time_series_analysis", False)),
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("causality", ("因果检验", "causality", "run_causality_analysis", False)),
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("anomaly", ("异常检测", "anomaly", "run_anomaly_analysis", False)),
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# === 新增8个扩展模块 ===
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("microstructure", ("市场微观结构", "microstructure", "run_microstructure_analysis", False)),
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("intraday", ("日内模式分析", "intraday_patterns", "run_intraday_analysis", False)),
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("scaling", ("统计标度律", "scaling_laws", "run_scaling_analysis", False)),
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("multiscale_vol", ("多尺度波动率", "multi_scale_vol", "run_multiscale_vol_analysis", False)),
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("entropy", ("信息熵分析", "entropy_analysis", "run_entropy_analysis", False)),
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("extreme", ("极端值分析", "extreme_value", "run_extreme_value_analysis", False)),
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("cross_tf", ("跨尺度关联", "cross_timeframe", "run_cross_timeframe_analysis", False)),
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("momentum_rev", ("动量均值回归", "momentum_reversion", "run_momentum_reversion_analysis", False)),
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])
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