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