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277a5f067d
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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>
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2026-02-03 10:29:54 +08:00 |
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2ed3be1812
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Add BTCUSDT full historical kline data (2017-08 to 2026-02)
15 intervals: 1m, 3m, 5m, 15m, 30m, 1h, 2h, 4h, 6h, 8h, 12h, 1d, 3d, 1w, 1mo
Source: data.binance.vision
Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
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2026-02-03 02:52:34 +08:00 |
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