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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interval,delta_t_days,n_samples,mean,std,skew,kurtosis,median,iqr,min,max,taylor_q0.5,taylor_q1.0,taylor_q1.5,taylor_q2.0
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1m,0.0006944444444444445,4442238,6.514229903205994e-07,0.0011455170189810019,0.09096477211060976,118.2100230044886,0.0,0.0006639952882605969,-0.07510581597867486,0.07229275389452557,0.3922161789659432,0.420163954926606,0.3813654715410455,0.3138419057179692
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3m,0.0020833333333333333,1480754,1.9512414873135698e-06,0.0019043949669174042,-0.18208775274986902,107.47563675941338,0.0,0.001186397292140407,-0.12645642395255924,0.09502117700807843,0.38002945432446916,0.41461914565368124,0.3734815848245644,0.31376694748340894
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5m,0.003472222222222222,888456,3.2570841568695736e-06,0.0024297494264341377,0.06939204338227808,105.83164964583392,0.0,0.001565521574075268,-0.1078678022123837,0.16914214536807326,0.38194121939134235,0.4116281667269265,0.36443870957026997,0.26857053409393955
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15m,0.010416666666666666,296157,9.771087503168118e-06,0.0040293734547329875,-0.0010586612854033598,70.47549524675631,1.2611562165555531e-05,0.0026976128710037802,-0.1412408971518897,0.20399153696296207,0.3741410793762186,0.3953117569467919,0.35886498852597287,0.28756473158290347
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30m,0.020833333333333332,148084,1.954149672826445e-05,0.005639021907535573,-0.2923413146224213,47.328126125169184,4.40447725506786e-05,0.0037191093096845397,-0.18187257074655225,0.15957096537940915,0.3609427879223196,0.36904730536162156,0.3161827829328581,0.23723446832339048
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1h,0.041666666666666664,74052,3.8928402661852975e-05,0.007834400735539676,-0.46928906631794426,35.87898879592525,7.527302916194555e-05,0.005129376265738019,-0.2010332141747841,0.16028033154146137,0.3249788436588642,0.3154201135215658,0.25515930856099855,0.1827633364124107
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2h,0.08333333333333333,37037,7.779304473280443e-05,0.010899581687307503,-0.2604257775957978,27.24964874971723,0.00015464099189440314,0.007302585874020006,-0.19267918917704077,0.22391020872561077,0.3159731855373146,0.3178979473126255,0.3031433889164812,0.2907494549885495
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4h,0.16666666666666666,18527,0.00015508279447371288,0.014857794400726971,-0.20020585793557596,20.544129479104843,0.00021425744678245183,0.010148047310827886,-0.22936581945705434,0.2716237113205769,0.2725224153056918,0.2615759407454282,0.20292729261598141,0.12350007019673657
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6h,0.25,12357,0.00023316508843318525,0.01791845242945486,-0.4517831160428995,12.93921928109208,0.00033002998176231307,0.012667582427153984,-0.24206507159533777,0.19514297257535526,0.23977347647268715,0.22444014622624148,0.18156088372315904,0.12731762218209144
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8h,0.3333333333333333,9269,0.0003099815442026618,0.020509830481045817,-0.3793900704204729,11.676624395294125,0.0003646760000407175,0.015281768018361641,-0.24492624313192635,0.19609747263739785,0.26037882512390365,0.28322259282360396,0.29496627424986377,0.3052422689193472
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12h,0.5,6180,0.00046207161197837904,0.025132311444186397,-0.3526194472211495,9.519176735726175,0.0005176241976152787,0.019052514462501707,-0.26835696343541754,0.2370917277782011,0.24752503269263015,0.26065147330207306,0.2714720806698807,0.2892083361682107
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1d,1.0,3090,0.0009347097921709027,0.03606357680963052,-0.9656348742170849,15.645612143331558,0.000702917984422788,0.02974122424942422,-0.5026069427414592,0.20295221522828027,0.1725059795097981,0.16942476382322424,0.15048537861590472,0.10265366144621343
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3d,3.0,1011,0.002911751597172647,0.06157342850770238,-0.8311053890659649,6.18404587195924,0.0044986993267258114,0.06015693941674143,-0.5020207241559144,0.30547246871649913,0.21570233552244675,0.2088925350958307,0.1642366047555974,0.10526565406496537
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1w,7.0,434,0.0068124459112775156,0.09604704208639726,-0.4425311270057618,2.0840272977984977,0.005549416326948385,0.08786994519339078,-0.404390164271242,0.3244224603247549,0.1466634174592444,0.1575558826923941,0.154712114094472,0.13797287890569243
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1mo,30.0,101,0.02783890277226861,0.19533014182355307,-0.03995936770003692,-0.004540835316996894,0.004042338413782558,0.20785440236459263,-0.4666604027641524,0.4748903599412194,-0.07899827864451633,0.019396381982346785,0.0675403219738466,0.0825052826285604
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