refactor: 开源化项目重构

- 删除无用文件: PYEOF, PLAN.md, HURST_ENHANCEMENT_SUMMARY.md
- 移动 REPORT.md → docs/REPORT.md,更新 53 处图片路径
- 移动 test_hurst_15scales.py → tests/,修复路径引用
- 清理 output/ 中未被报告引用的 60 个文件
- 重写 README.md 为开源标准格式(Badge、结构树、模块表等)
- 添加 MIT LICENSE
- 更新 .gitignore 排除运行时生成文件

Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
This commit is contained in:
2026-02-04 01:07:28 +08:00
parent 24d14a0b44
commit 79ff6dcccb
68 changed files with 161 additions and 1381 deletions

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@@ -1,16 +0,0 @@
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
1 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
2 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
3 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
4 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
5 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
6 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
7 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
8 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
9 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
10 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
11 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
12 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
13 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
14 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
15 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
16 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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======================================================================
BTC/USDT 价格规律性分析 — 综合结论报告
======================================================================
"真正有规律" 判定标准(必须同时满足):
1. FDR校正后 p < 0.05
2. 排列检验 p < 0.01(如适用)
3. 测试集上效果方向一致且显著
4. >80% bootstrap子样本中成立如适用
5. Cohen's d > 0.2 或经济意义显著
6. 有合理的经济/市场直觉解释
----------------------------------------------------------------------
模块 得分 强度 发现数
----------------------------------------------------------------------
fft 0.00 none 0
fractal 0.00 none 0
power_law 0.00 none 0
wavelet 0.00 none 0
acf 0.00 none 0
returns 0.00 none 0
volatility 0.00 none 0
hurst 0.00 none 0
volume_price 0.00 none 0
time_series 0.00 none 0
causality 0.00 none 0
calendar 0.00 none 0
halving 0.00 none 0
indicators 0.00 none 0
patterns 0.00 none 0
clustering 0.00 none 0
anomaly 0.00 none 0
----------------------------------------------------------------------
## 强证据规律(可重复、有经济意义):
(无)
## 中等证据规律(统计显著但效果有限):
(无)
## 弱证据/不显著:
* fft
* time_series
* clustering
* patterns
* indicators
* halving
* calendar
* causality
* volume_price
* fractal
* hurst
* volatility
* returns
* acf
* wavelet
* power_law
* anomaly
======================================================================
注: 得分基于各模块自报告的统计检验结果。
具体参数和图表请参见各子目录的输出。
======================================================================