Add comprehensive BTC/USDT price analysis framework with 17 modules
Complete statistical analysis pipeline covering: - FFT spectral analysis, wavelet CWT, ACF/PACF autocorrelation - Returns distribution (fat tails, kurtosis=15.65), GARCH volatility modeling - Hurst exponent (H=0.593), fractal dimension, power law corridor - Volume-price causality (Granger), calendar effects, halving cycle analysis - Technical indicator validation (0/21 pass FDR), candlestick pattern testing - Market state clustering (K-Means/GMM), Markov chain transitions - Time series forecasting (ARIMA/Prophet/LSTM benchmarks) - Anomaly detection ensemble (IF+LOF+COPOD, AUC=0.9935) Key finding: volatility is predictable (GARCH persistence=0.973), but price direction is statistically indistinguishable from random walk. Includes REPORT.md with 16-section analysis report and future projections, 70+ charts in output/, and all source modules in src/. Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
This commit is contained in:
35
output/综合结论报告.txt
Normal file
35
output/综合结论报告.txt
Normal file
@@ -0,0 +1,35 @@
|
||||
======================================================================
|
||||
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
|
||||
----------------------------------------------------------------------
|
||||
indicators 0.00 none 0
|
||||
patterns 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:
|
||||
* indicators
|
||||
* patterns
|
||||
|
||||
======================================================================
|
||||
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。
|
||||
======================================================================
|
||||
Reference in New Issue
Block a user