fix: 全面修复代码质量和报告准确性问题
代码修复 (16 个模块): - GARCH 模型统一改用 t 分布 + 收敛检查 (returns/volatility/anomaly) - KS 检验替换为 Lilliefors 检验 (returns) - 修复数据泄漏: StratifiedKFold→TimeSeriesSplit, scaler 逐折 fit (anomaly) - 前兆标签 shift(-1) 预测次日异常 (anomaly) - PSD 归一化加入采样频率和单边谱×2 (fft) - AR(1) 红噪声基线经验缩放 (fft) - 盒计数法独立 x/y 归一化, MF-DFA q=0 (fractal) - ADF 平稳性检验 + 移除双重 Bonferroni (causality) - R/S Hurst 添加 R² 拟合优度 (hurst) - Prophet 递推预测避免信息泄露 (time_series) - IC 计算过滤零信号, 中性形态 hit_rate=NaN (indicators/patterns) - 聚类阈值自适应化 (clustering) - 日历效应前后半段稳健性检查 (calendar) - 证据评分标准文本与代码对齐 (visualization) - 核心管道 NaN/空值防护 (data_loader/preprocessing/main) 报告修复 (docs/REPORT.md, 15 处): - 标度指数 H_scaling 与 Hurst 指数消歧 - GBM 6 个月概率锥数值重算 - CLT 限定、减半措辞弱化、情景概率逻辑修正 - GPD 形状参数解读修正、异常 AUC 证据降级 Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
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main.py
6
main.py
@@ -88,6 +88,10 @@ def run_single_module(key, df, df_hourly, output_base):
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mod = _import_module(mod_name)
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func = getattr(mod, func_name)
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if needs_hourly and df_hourly is None:
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print(f" [{key}] 跳过(需要小时数据但未加载)")
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return {"status": "skipped", "error": "小时数据未加载", "findings": []}
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if needs_hourly:
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result = func(df, df_hourly, module_output)
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else:
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@@ -96,7 +100,7 @@ def run_single_module(key, df, df_hourly, output_base):
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if result is None:
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result = {"status": "completed", "findings": []}
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result["status"] = "success"
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result.setdefault("status", "success")
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print(f" [{key}] 完成 ✓")
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return result
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