Commit Graph

3 Commits

Author SHA1 Message Date
79ff6dcccb 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>
2026-02-04 01:07:28 +08:00
704cc2267d Fix Chinese font rendering in all chart outputs
- Add src/font_config.py: centralized font detection that auto-selects
  from Noto Sans SC > Hiragino Sans GB > STHeiti > Arial Unicode MS
- Replace hardcoded font lists in all 18 modules with unified config
- Add .gitignore for __pycache__, .DS_Store, venv, etc.
- Regenerate all 70 charts with correct Chinese rendering

Previously, 7 modules (fft, wavelet, acf, fractal, hurst, indicators,
patterns) had no Chinese font config at all, causing □□□ rendering.
The remaining 11 modules used a hardcoded fallback list that didn't
prioritize the best available system font.

Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
2026-02-03 11:21:01 +08:00
f4c4408708 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>
2026-02-03 10:29:54 +08:00