{ "fft": { "daily_peaks": " period_days frequency power noise_level snr\n0 39.615385 0.025243 0.007486 0.001178 6.355355\n1 3.111782 0.321359 0.007130 0.001352 5.273187\n2 14.372093 0.069579 0.006190 0.001187 5.216536\n3 13.261803 0.075405 0.006166 0.001188 5.188618", "multi_tf_peaks": "{'4h': period_days frequency power noise_level snr\n0 2.182214 0.458250 0.001304 0.000203 6.414376\n1 39.587607 0.025260 0.001277 0.000201 6.340524\n2 2.210332 0.452421 0.001260 0.000203 6.199798\n3 3.075531 0.325147 0.001228 0.000202 6.069181\n4 13.309626 0.075134 0.001128 0.000201 5.598435\n5 3.382074 0.295677 0.001118 0.000202 5.527193\n6 2.482181 0.402871 0.001101 0.000203 5.428543\n7 4.893555 0.204350 0.001070 0.000202 5.303870\n8 4.184056 0.239003 0.001055 0.000202 5.222734\n9 2.789371 0.358504 0.001057 0.000203 5.219469\n10 2.177598 0.459222 0.001057 0.000203 5.197185\n11 14.362016 0.069628 0.001025 0.000201 5.089240, '1d': period_days frequency power noise_level snr\n0 39.615385 0.025243 0.007486 0.001178 6.355355\n1 3.111782 0.321359 0.007130 0.001352 5.273187\n2 14.372093 0.069579 0.006190 0.001187 5.216536\n3 13.261803 0.075405 0.006166 0.001188 5.188618, '1w': period_days frequency power noise_level snr\n0 39.454545 0.025346 0.057044 0.009711 5.873872}", "bandpass_variance_ratios": { "7d": 14.917052544334325, "30d": 3.770230414627656, "90d": 2.4054786415083576, "365d": 0.748511130559413, "1400d": 0.23278898254402042 }, "bandpass_components": "{'7d': array([-2.97061917e-03, 8.09307366e-04, 1.64398528e-03, ...,\n -1.99758500e-02, -1.92389106e-02, -8.40156425e-05]), '30d': array([0.00811365, 0.01061458, 0.0131885 , ..., 0.00061353, 0.00056402,\n 0.00048904]), '90d': array([-3.81400112e-02, -3.57430742e-02, -3.31503607e-02, ...,\n -3.86752623e-05, -3.43679665e-05, -3.02800847e-05]), '365d': array([-0.00037487, -0.00025267, -0.00013042, ..., -0.00074066,\n -0.00061892, -0.00049698]), '1400d': array([-5.08113855e-05, -4.99293812e-05, -4.90661763e-05, ...,\n -5.35684912e-05, -5.26311118e-05, -5.17120193e-05])}", "ar1_rho": -0.04993111698604458, "daily_spectrum": "{'freqs': array([3.23624595e-04, 6.47249191e-04, 9.70873786e-04, ...,\n 4.99029126e-01, 4.99352751e-01, 4.99676375e-01]), 'periods': array([3.09000000e+03, 1.54500000e+03, 1.03000000e+03, ...,\n 2.00389105e+00, 2.00259235e+00, 2.00129534e+00]), 'power': array([0.00062218, 0.00373931, 0.00464221, ..., 0.00234932, 0.00027632,\n 0.00022944]), 'noise_mean': array([0.0011765 , 0.0011765 , 0.0011765 , ..., 0.00143682, 0.00143682,\n 0.00143682]), 'noise_threshold': array([0.00352447, 0.00352448, 0.00352448, ..., 0.00430432, 0.00430433,\n 0.00430433])}", "multi_tf_results": "{'4h': {'freqs': array([3.23851676e-04, 6.47703352e-04, 9.71555028e-04, ...,\n 2.99919037e+00, 2.99951422e+00, 2.99983807e+00]), 'periods': array([3.08783333e+03, 1.54391667e+03, 1.02927778e+03, ...,\n 3.33423316e-01, 3.33387317e-01, 3.33351326e-01]), 'power': array([0.00010316, 0.00062397, 0.0007734 , ..., 0.00028183, 0.00066969,\n 0.00094334]), 'noise_mean': array([0.0002014 , 0.0002014 , 0.0002014 , ..., 0.00024194, 0.00024194,\n 0.00024194]), 'noise_threshold': array([0.00060335, 0.00060335, 0.00060335, ..., 0.00072478, 0.00072478,\n 0.00072478]), 'peaks': period_days frequency power noise_level snr\n0 2.182214 0.458250 0.001304 0.000203 6.414376\n1 39.587607 0.025260 0.001277 0.000201 6.340524\n2 2.210332 0.452421 0.001260 0.000203 6.199798\n3 3.075531 0.325147 0.001228 0.000202 6.069181\n4 13.309626 0.075134 0.001128 0.000201 5.598435\n5 3.382074 0.295677 0.001118 0.000202 5.527193\n6 2.482181 0.402871 0.001101 0.000203 5.428543\n7 4.893555 0.204350 0.001070 0.000202 5.303870\n8 4.184056 0.239003 0.001055 0.000202 5.222734\n9 2.789371 0.358504 0.001057 0.000203 5.219469\n10 2.177598 0.459222 0.001057 0.000203 5.197185\n11 14.362016 0.069628 0.001025 0.000201 5.089240, 'log_ret': array([ 0.01761637, -0.01707629, -0.00624831, ..., -0.01471412,\n -0.00540965, -0.00268024]), 'label': '4h'}, '1d': {'freqs': array([3.23624595e-04, 6.47249191e-04, 9.70873786e-04, ...,\n 4.99029126e-01, 4.99352751e-01, 4.99676375e-01]), 'periods': array([3.09000000e+03, 1.54500000e+03, 1.03000000e+03, ...,\n 2.00389105e+00, 2.00259235e+00, 2.00129534e+00]), 'power': array([0.00062218, 0.00373931, 0.00464221, ..., 0.00234932, 0.00027632,\n 0.00022944]), 'noise_mean': array([0.0011765 , 0.0011765 , 0.0011765 , ..., 0.00143682, 0.00143682,\n 0.00143682]), 'noise_threshold': array([0.00352447, 0.00352448, 0.00352448, ..., 0.00430432, 0.00430433,\n 0.00430433]), 'peaks': period_days frequency power noise_level snr\n0 39.615385 0.025243 0.007486 0.001178 6.355355\n1 3.111782 0.321359 0.007130 0.001352 5.273187\n2 14.372093 0.069579 0.006190 0.001187 5.216536\n3 13.261803 0.075405 0.006166 0.001188 5.188618, 'log_ret': array([-0.04211287, 0.0076646 , -0.01305349, ..., -0.00461393,\n -0.06774794, -0.02277265]), 'label': '1d'}, '1w': {'freqs': array([0.00032916, 0.00065833, 0.00098749, 0.00131666, 0.00164582,\n 0.00197498, 0.00230415, 0.00263331, 0.00296248, 0.00329164,\n 0.0036208 , 0.00394997, 0.00427913, 0.00460829, 0.00493746,\n 0.00526662, 0.00559579, 0.00592495, 0.00625411, 0.00658328,\n 0.00691244, 0.00724161, 0.00757077, 0.00789993, 0.0082291 ,\n 0.00855826, 0.00888743, 0.00921659, 0.00954575, 0.00987492,\n 0.01020408, 0.01053325, 0.01086241, 0.01119157, 0.01152074,\n 0.0118499 , 0.01217907, 0.01250823, 0.01283739, 0.01316656,\n 0.01349572, 0.01382488, 0.01415405, 0.01448321, 0.01481238,\n 0.01514154, 0.0154707 , 0.01579987, 0.01612903, 0.0164582 ,\n 0.01678736, 0.01711652, 0.01744569, 0.01777485, 0.01810402,\n 0.01843318, 0.01876234, 0.01909151, 0.01942067, 0.01974984,\n 0.020079 , 0.02040816, 0.02073733, 0.02106649, 0.02139566,\n 0.02172482, 0.02205398, 0.02238315, 0.02271231, 0.02304147,\n 0.02337064, 0.0236998 , 0.02402897, 0.02435813, 0.02468729,\n 0.02501646, 0.02534562, 0.02567479, 0.02600395, 0.02633311,\n 0.02666228, 0.02699144, 0.02732061, 0.02764977, 0.02797893,\n 0.0283081 , 0.02863726, 0.02896643, 0.02929559, 0.02962475,\n 0.02995392, 0.03028308, 0.03061224, 0.03094141, 0.03127057,\n 0.03159974, 0.0319289 , 0.03225806, 0.03258723, 0.03291639,\n 0.03324556, 0.03357472, 0.03390388, 0.03423305, 0.03456221,\n 0.03489138, 0.03522054, 0.0355497 , 0.03587887, 0.03620803,\n 0.0365372 , 0.03686636, 0.03719552, 0.03752469, 0.03785385,\n 0.03818302, 0.03851218, 0.03884134, 0.03917051, 0.03949967,\n 0.03982883, 0.040158 , 0.04048716, 0.04081633, 0.04114549,\n 0.04147465, 0.04180382, 0.04213298, 0.04246215, 0.04279131,\n 0.04312047, 0.04344964, 0.0437788 , 0.04410797, 0.04443713,\n 0.04476629, 0.04509546, 0.04542462, 0.04575379, 0.04608295,\n 0.04641211, 0.04674128, 0.04707044, 0.04739961, 0.04772877,\n 0.04805793, 0.0483871 , 0.04871626, 0.04904542, 0.04937459,\n 0.04970375, 0.05003292, 0.05036208, 0.05069124, 0.05102041,\n 0.05134957, 0.05167874, 0.0520079 , 0.05233706, 0.05266623,\n 0.05299539, 0.05332456, 0.05365372, 0.05398288, 0.05431205,\n 0.05464121, 0.05497038, 0.05529954, 0.0556287 , 0.05595787,\n 0.05628703, 0.05661619, 0.05694536, 0.05727452, 0.05760369,\n 0.05793285, 0.05826201, 0.05859118, 0.05892034, 0.05924951,\n 0.05957867, 0.05990783, 0.060237 , 0.06056616, 0.06089533,\n 0.06122449, 0.06155365, 0.06188282, 0.06221198, 0.06254115,\n 0.06287031, 0.06319947, 0.06352864, 0.0638578 , 0.06418697,\n 0.06451613, 0.06484529, 0.06517446, 0.06550362, 0.06583278,\n 0.06616195, 0.06649111, 0.06682028, 0.06714944, 0.0674786 ,\n 0.06780777, 0.06813693, 0.0684661 , 0.06879526, 0.06912442,\n 0.06945359, 0.06978275, 0.07011192, 0.07044108, 0.07077024,\n 0.07109941]), 'periods': array([3038. , 1519. , 1012.66666667, 759.5 ,\n 607.6 , 506.33333333, 434. , 379.75 ,\n 337.55555556, 303.8 , 276.18181818, 253.16666667,\n 233.69230769, 217. , 202.53333333, 189.875 ,\n 178.70588235, 168.77777778, 159.89473684, 151.9 ,\n 144.66666667, 138.09090909, 132.08695652, 126.58333333,\n 121.52 , 116.84615385, 112.51851852, 108.5 ,\n 104.75862069, 101.26666667, 98. , 94.9375 ,\n 92.06060606, 89.35294118, 86.8 , 84.38888889,\n 82.10810811, 79.94736842, 77.8974359 , 75.95 ,\n 74.09756098, 72.33333333, 70.65116279, 69.04545455,\n 67.51111111, 66.04347826, 64.63829787, 63.29166667,\n 62. , 60.76 , 59.56862745, 58.42307692,\n 57.32075472, 56.25925926, 55.23636364, 54.25 ,\n 53.29824561, 52.37931034, 51.49152542, 50.63333333,\n 49.80327869, 49. , 48.22222222, 47.46875 ,\n 46.73846154, 46.03030303, 45.34328358, 44.67647059,\n 44.02898551, 43.4 , 42.78873239, 42.19444444,\n 41.61643836, 41.05405405, 40.50666667, 39.97368421,\n 39.45454545, 38.94871795, 38.4556962 , 37.975 ,\n 37.50617284, 37.04878049, 36.60240964, 36.16666667,\n 35.74117647, 35.3255814 , 34.91954023, 34.52272727,\n 34.13483146, 33.75555556, 33.38461538, 33.02173913,\n 32.66666667, 32.31914894, 31.97894737, 31.64583333,\n 31.31958763, 31. , 30.68686869, 30.38 ,\n 30.07920792, 29.78431373, 29.49514563, 29.21153846,\n 28.93333333, 28.66037736, 28.39252336, 28.12962963,\n 27.87155963, 27.61818182, 27.36936937, 27.125 ,\n 26.88495575, 26.64912281, 26.4173913 , 26.18965517,\n 25.96581197, 25.74576271, 25.52941176, 25.31666667,\n 25.10743802, 24.90163934, 24.69918699, 24.5 ,\n 24.304 , 24.11111111, 23.92125984, 23.734375 ,\n 23.5503876 , 23.36923077, 23.19083969, 23.01515152,\n 22.84210526, 22.67164179, 22.5037037 , 22.33823529,\n 22.17518248, 22.01449275, 21.85611511, 21.7 ,\n 21.54609929, 21.3943662 , 21.24475524, 21.09722222,\n 20.95172414, 20.80821918, 20.66666667, 20.52702703,\n 20.38926174, 20.25333333, 20.1192053 , 19.98684211,\n 19.85620915, 19.72727273, 19.6 , 19.47435897,\n 19.35031847, 19.2278481 , 19.10691824, 18.9875 ,\n 18.86956522, 18.75308642, 18.63803681, 18.52439024,\n 18.41212121, 18.30120482, 18.19161677, 18.08333333,\n 17.97633136, 17.87058824, 17.76608187, 17.6627907 ,\n 17.56069364, 17.45977011, 17.36 , 17.26136364,\n 17.16384181, 17.06741573, 16.97206704, 16.87777778,\n 16.78453039, 16.69230769, 16.6010929 , 16.51086957,\n 16.42162162, 16.33333333, 16.2459893 , 16.15957447,\n 16.07407407, 15.98947368, 15.90575916, 15.82291667,\n 15.74093264, 15.65979381, 15.57948718, 15.5 ,\n 15.4213198 , 15.34343434, 15.26633166, 15.19 ,\n 15.11442786, 15.03960396, 14.96551724, 14.89215686,\n 14.8195122 , 14.74757282, 14.6763285 , 14.60576923,\n 14.53588517, 14.46666667, 14.39810427, 14.33018868,\n 14.2629108 , 14.19626168, 14.13023256, 14.06481481]), 'power': array([5.04731820e-03, 2.54202438e-02, 3.29256798e-02, 2.32601150e-02,\n 7.19168741e-03, 4.07702144e-03, 1.31016337e-02, 1.33647991e-02,\n 2.25619065e-02, 9.06932138e-03, 2.12605364e-02, 1.30420666e-02,\n 1.75090968e-02, 2.59934318e-02, 1.56038741e-02, 1.13190286e-02,\n 3.38425939e-03, 3.90450547e-03, 1.01345109e-02, 6.52712796e-03,\n 1.93218089e-03, 8.54169510e-03, 1.81711957e-02, 4.76819376e-03,\n 1.36862009e-03, 1.26675786e-02, 2.36832798e-02, 3.31122805e-03,\n 6.88655529e-03, 6.19429647e-03, 7.54168482e-04, 7.42115115e-03,\n 1.51507514e-02, 1.33937217e-02, 8.45247520e-03, 5.34075010e-03,\n 5.70067629e-03, 2.37223308e-02, 5.37421870e-03, 4.41235670e-04,\n 2.03187341e-04, 2.50551066e-03, 8.50939182e-03, 1.17597909e-02,\n 4.94199844e-03, 2.12761785e-03, 6.56113855e-03, 1.01714343e-02,\n 5.62639737e-03, 1.27106690e-02, 1.47849324e-02, 5.64655462e-03,\n 5.24277718e-03, 1.27782820e-02, 2.95455273e-02, 2.51233871e-02,\n 1.53276602e-03, 6.65242716e-03, 8.22040762e-03, 4.86617282e-03,\n 8.44698516e-03, 9.38048137e-04, 4.41104449e-04, 1.93021895e-04,\n 3.38715064e-03, 1.45972399e-02, 2.25114006e-02, 9.92147536e-03,\n 2.11296217e-03, 4.85833662e-03, 6.40711760e-03, 1.09797288e-02,\n 9.39549071e-03, 4.81773075e-03, 1.30206993e-02, 3.66594547e-02,\n 5.70439711e-02, 2.67748831e-02, 6.14358316e-03, 5.64149450e-03,\n 1.10069855e-03, 4.69164314e-03, 7.95593765e-03, 9.03137294e-03,\n 4.76333873e-03, 4.00992543e-03, 1.22710735e-02, 5.29245950e-03,\n 4.54922183e-04, 9.84103767e-04, 3.40059340e-04, 1.03051997e-03,\n 1.10483270e-02, 1.48678769e-02, 1.94958651e-02, 1.33427874e-02,\n 4.81017827e-03, 5.12395285e-03, 7.63732110e-03, 8.75867708e-03,\n 7.92267913e-03, 1.24800768e-02, 1.16172127e-02, 2.14708148e-02,\n 3.62692710e-02, 6.14068109e-03, 9.66533909e-03, 1.28510341e-02,\n 1.88876566e-02, 2.99603175e-02, 1.67991343e-02, 7.87212982e-03,\n 8.06670187e-03, 5.75849696e-03, 3.69292303e-03, 2.58726515e-03,\n 8.42621068e-04, 3.91378652e-03, 1.63645128e-02, 2.32006253e-02,\n 1.14690692e-03, 1.05130926e-03, 2.42622719e-03, 1.11230317e-03,\n 3.44273041e-03, 1.10922301e-02, 3.11889325e-03, 1.18718829e-02,\n 4.89384194e-03, 4.69456656e-03, 5.85533653e-03, 3.76823190e-03,\n 1.85373799e-03, 3.47645535e-03, 7.08100917e-04, 6.83875814e-03,\n 2.65207722e-03, 6.21014222e-03, 1.71526609e-02, 8.59171734e-03,\n 5.10323590e-03, 5.17942219e-03, 6.27372616e-03, 8.53180991e-03,\n 6.24270221e-03, 5.81497566e-04, 9.92337152e-03, 1.10193192e-02,\n 4.20970018e-03, 7.13428111e-03, 3.45337543e-03, 1.49498112e-03,\n 6.19954877e-03, 1.27991689e-02, 1.89395421e-02, 2.08645939e-02,\n 1.92147679e-02, 4.73156141e-04, 4.70553348e-03, 1.53947405e-04,\n 2.79408196e-04, 6.46436647e-03, 5.36361384e-03, 4.24775412e-03,\n 1.03779139e-02, 9.92528633e-03, 1.02800484e-03, 6.41102843e-04,\n 1.18737652e-03, 6.83700084e-03, 6.54711043e-04, 4.17566209e-03,\n 6.80877762e-03, 5.62059165e-03, 3.78821711e-03, 5.97856240e-03,\n 5.65389710e-03, 2.21457802e-03, 1.00680969e-02, 5.15797595e-03,\n 1.55669373e-03, 9.91450808e-04, 1.15631886e-02, 6.12263193e-03,\n 6.17465150e-03, 9.54098034e-04, 1.12148938e-02, 1.43629315e-02,\n 5.06139869e-03, 2.02965805e-04, 1.49012102e-03, 1.49465744e-03,\n 1.34334335e-04, 6.45759159e-04, 4.39451280e-03, 5.81617286e-03,\n 1.02399821e-02, 6.96526834e-03, 9.10156740e-04, 1.59545347e-02,\n 6.03389614e-03, 7.15972092e-05, 2.73526221e-04, 1.61236508e-03,\n 5.19602619e-03, 4.58085183e-03, 3.05963602e-03, 1.02597652e-02,\n 1.70438653e-03, 2.35821281e-02, 2.92636788e-02, 2.63374666e-02,\n 6.22409185e-03, 2.35373999e-04, 6.90831245e-04, 1.42413214e-02]), 'noise_mean': array([0.01059496, 0.01059442, 0.01059352, 0.01059225, 0.01059063,\n 0.01058865, 0.01058631, 0.01058361, 0.01058056, 0.01057715,\n 0.01057339, 0.01056927, 0.01056481, 0.01055999, 0.01055483,\n 0.01054933, 0.01054348, 0.01053729, 0.01053077, 0.01052391,\n 0.01051672, 0.0105092 , 0.01050135, 0.01049318, 0.01048469,\n 0.01047589, 0.01046677, 0.01045734, 0.01044761, 0.01043757,\n 0.01042724, 0.01041661, 0.01040569, 0.01039449, 0.010383 ,\n 0.01037124, 0.01035921, 0.0103469 , 0.01033434, 0.01032151,\n 0.01030843, 0.0102951 , 0.01028153, 0.01026771, 0.01025367,\n 0.01023939, 0.01022488, 0.01021016, 0.01019522, 0.01018008,\n 0.01016473, 0.01014918, 0.01013343, 0.0101175 , 0.01010139,\n 0.0100851 , 0.01006863, 0.010052 , 0.01003521, 0.01001826,\n 0.01000116, 0.00998392, 0.00996654, 0.00994902, 0.00993137,\n 0.0099136 , 0.00989571, 0.00987771, 0.0098596 , 0.00984139,\n 0.00982308, 0.00980468, 0.00978619, 0.00976762, 0.00974897,\n 0.00973026, 0.00971148, 0.00969263, 0.00967374, 0.00965479,\n 0.00963579, 0.00961676, 0.00959769, 0.00957859, 0.00955946,\n 0.00954031, 0.00952114, 0.00950196, 0.00948278, 0.00946359,\n 0.0094444 , 0.00942522, 0.00940605, 0.00938689, 0.00936776,\n 0.00934864, 0.00932956, 0.0093105 , 0.00929148, 0.0092725 ,\n 0.00925357, 0.00923468, 0.00921584, 0.00919706, 0.00917834,\n 0.00915967, 0.00914108, 0.00912255, 0.0091041 , 0.00908573,\n 0.00906743, 0.00904922, 0.00903109, 0.00901305, 0.00899511,\n 0.00897726, 0.00895951, 0.00894186, 0.00892432, 0.00890688,\n 0.00888955, 0.00887234, 0.00885524, 0.00883826, 0.0088214 ,\n 0.00880466, 0.00878805, 0.00877157, 0.00875522, 0.008739 ,\n 0.00872291, 0.00870697, 0.00869116, 0.00867549, 0.00865997,\n 0.00864459, 0.00862936, 0.00861428, 0.00859935, 0.00858457,\n 0.00856995, 0.00855548, 0.00854117, 0.00852703, 0.00851304,\n 0.00849922, 0.00848556, 0.00847206, 0.00845874, 0.00844558,\n 0.00843259, 0.00841978, 0.00840713, 0.00839467, 0.00838237,\n 0.00837026, 0.00835832, 0.00834656, 0.00833498, 0.00832358,\n 0.00831236, 0.00830132, 0.00829047, 0.0082798 , 0.00826932,\n 0.00825903, 0.00824892, 0.00823901, 0.00822928, 0.00821974,\n 0.00821039, 0.00820123, 0.00819227, 0.00818349, 0.00817491,\n 0.00816653, 0.00815834, 0.00815034, 0.00814254, 0.00813494,\n 0.00812753, 0.00812033, 0.00811332, 0.0081065 , 0.00809989,\n 0.00809347, 0.00808726, 0.00808125, 0.00807543, 0.00806982,\n 0.00806441, 0.0080592 , 0.00805419, 0.00804938, 0.00804478,\n 0.00804037, 0.00803618, 0.00803218, 0.00802839, 0.0080248 ,\n 0.00802142, 0.00801824, 0.00801526, 0.00801249, 0.00800993,\n 0.00800756, 0.00800541, 0.00800346, 0.00800171, 0.00800017,\n 0.00799883, 0.0079977 , 0.00799678, 0.00799606, 0.00799554,\n 0.00799523]), 'noise_threshold': array([0.03173966, 0.03173804, 0.03173534, 0.03173155, 0.03172669,\n 0.03172076, 0.03171375, 0.03170567, 0.03169652, 0.0316863 ,\n 0.03167503, 0.03166271, 0.03164933, 0.03163491, 0.03161945,\n 0.03160296, 0.03158544, 0.03156691, 0.03154736, 0.03152681,\n 0.03150527, 0.03148274, 0.03145924, 0.03143476, 0.03140933,\n 0.03138295, 0.03135563, 0.03132739, 0.03129823, 0.03126817,\n 0.03123721, 0.03120537, 0.03117267, 0.0311391 , 0.0311047 ,\n 0.03106946, 0.03103341, 0.03099655, 0.03095891, 0.03092048,\n 0.0308813 , 0.03084137, 0.03080071, 0.03075932, 0.03071724,\n 0.03067446, 0.03063102, 0.03058691, 0.03054216, 0.03049679,\n 0.0304508 , 0.03040422, 0.03035706, 0.03030933, 0.03026106,\n 0.03021225, 0.03016293, 0.03011311, 0.03006281, 0.03001204,\n 0.02996081, 0.02990915, 0.02985708, 0.0298046 , 0.02975173,\n 0.02969849, 0.0296449 , 0.02959097, 0.02953672, 0.02948216,\n 0.02942731, 0.02937218, 0.0293168 , 0.02926117, 0.02920532,\n 0.02914925, 0.02909299, 0.02903654, 0.02897992, 0.02892316,\n 0.02886626, 0.02880923, 0.0287521 , 0.02869488, 0.02863758,\n 0.02858021, 0.02852279, 0.02846534, 0.02840786, 0.02835038,\n 0.0282929 , 0.02823544, 0.028178 , 0.02812062, 0.02806329,\n 0.02800603, 0.02794885, 0.02789177, 0.02783479, 0.02777794,\n 0.02772121, 0.02766462, 0.02760819, 0.02755193, 0.02749584,\n 0.02743993, 0.02738423, 0.02732873, 0.02727345, 0.0272184 ,\n 0.02716359, 0.02710903, 0.02705473, 0.02700069, 0.02694694,\n 0.02689346, 0.02684029, 0.02678742, 0.02673486, 0.02668262,\n 0.02663072, 0.02657915, 0.02652793, 0.02647706, 0.02642655,\n 0.02637641, 0.02632665, 0.02627728, 0.02622829, 0.0261797 ,\n 0.02613151, 0.02608374, 0.02603638, 0.02598945, 0.02594295,\n 0.02589688, 0.02585125, 0.02580607, 0.02576134, 0.02571707,\n 0.02567327, 0.02562993, 0.02558707, 0.02554469, 0.02550279,\n 0.02546137, 0.02542045, 0.02538003, 0.02534011, 0.0253007 ,\n 0.02526179, 0.0252234 , 0.02518553, 0.02514817, 0.02511134,\n 0.02507505, 0.02503928, 0.02500405, 0.02496935, 0.0249352 ,\n 0.0249016 , 0.02486854, 0.02483603, 0.02480408, 0.02477268,\n 0.02474184, 0.02471157, 0.02468185, 0.02465271, 0.02462413,\n 0.02459613, 0.02456869, 0.02454183, 0.02451555, 0.02448985,\n 0.02446473, 0.0244402 , 0.02441625, 0.02439288, 0.02437011,\n 0.02434792, 0.02432632, 0.02430532, 0.02428491, 0.0242651 ,\n 0.02424588, 0.02422727, 0.02420925, 0.02419183, 0.02417501,\n 0.0241588 , 0.02414319, 0.02412819, 0.02411379, 0.0241 ,\n 0.02408681, 0.02407423, 0.02406227, 0.02405091, 0.02404016,\n 0.02403002, 0.0240205 , 0.02401158, 0.02400328, 0.02399559,\n 0.02398852, 0.02398206, 0.02397621, 0.02397098, 0.02396636,\n 0.02396236, 0.02395897, 0.0239562 , 0.02395404, 0.02395251,\n 0.02395158]), 'peaks': period_days frequency power noise_level snr\n0 39.454545 0.025346 0.057044 0.009711 5.873872, 'log_ret': array([ 5.33027564e-02, 4.51529173e-02, -8.77261502e-02, -1.10036874e-01,\n -1.08615051e-02, 1.79233020e-01, 5.80127340e-02, 2.07502906e-01,\n 4.11773085e-02, 3.63010155e-02, 1.74325575e-01, -2.34263335e-01,\n 3.24422460e-01, 1.27168508e-01, 2.01471803e-01, 2.88539264e-01,\n 2.35684467e-01, -3.34354652e-01, 1.58995955e-02, 1.63332626e-01,\n -1.81086533e-01, -1.55883040e-01, 2.98997709e-02, -3.72572108e-01,\n -1.48851671e-02, 2.52816436e-01, -7.94903774e-02, 1.82929644e-01,\n -1.88831279e-01, -1.51906577e-01, 3.36355412e-02, -2.17714198e-01,\n 2.96442576e-02, 1.74381885e-01, 5.04154706e-02, 6.94532932e-02,\n 2.51622327e-02, -1.06903041e-01, -1.77528637e-02, -1.50034023e-01,\n 4.98693332e-02, -1.31309781e-01, -4.77411196e-02, -4.96885289e-02,\n 3.51955442e-02, 5.43851885e-02, -5.49831514e-02, 1.51846982e-01,\n 1.04699021e-01, -1.56114813e-01, -1.07488924e-01, 2.64682826e-02,\n 3.37682615e-02, 8.60421263e-02, -1.55438597e-01, 3.98600566e-02,\n 3.07297320e-02, -1.22135190e-02, -1.70822352e-03, -4.26044393e-02,\n 3.87953782e-02, -1.53182955e-02, -6.28863950e-04, -5.57220787e-03,\n -1.30273486e-01, -3.26264534e-01, 1.82451807e-02, -1.60115306e-01,\n -9.35722392e-02, 1.96495344e-01, -3.30620598e-02, 4.76859741e-02,\n -1.37074339e-01, 1.78081099e-02, 3.26087859e-03, -2.64619982e-02,\n 6.22068593e-02, -3.39701237e-03, 2.05049863e-02, 1.70014332e-02,\n 2.82416366e-02, 1.62881104e-02, 2.76923717e-03, 2.76124769e-02,\n 2.30974987e-01, -7.56587314e-03, 2.40378787e-02, 9.72776579e-03,\n 8.45209271e-02, 1.87583601e-01, 1.56602196e-01, 5.56072973e-02,\n 1.28660786e-02, -1.34462053e-01, 1.60182800e-01, 1.97293985e-01,\n -4.77662618e-03, 4.96176853e-02, -1.14307436e-01, 4.00050841e-02,\n -1.04203324e-01, 1.35785953e-01, 5.52419882e-02, -1.13880908e-01,\n -1.60486821e-02, -4.20554160e-02, 6.52967185e-02, -7.65552960e-03,\n -2.68710882e-02, -2.20563839e-01, -2.38493082e-02, 5.21853432e-02,\n -6.26246110e-03, 1.47459704e-01, -3.58090537e-02, -1.70277743e-02,\n -6.12520678e-02, -2.08351816e-01, 6.82514998e-02, 1.60019521e-02,\n -5.35404407e-02, 5.23853300e-02, -1.52054552e-02, -3.99946556e-03,\n 1.06410686e-01, 6.12176415e-02, -1.00135389e-02, 7.98919753e-02,\n 8.42492591e-02, -2.33684226e-02, 1.92710022e-03, -1.52395046e-01,\n -6.02130886e-02, -4.04390164e-01, 8.14389252e-02, 1.11528212e-02,\n 1.41113408e-01, 1.91588984e-02, 3.09411164e-02, 7.73121706e-02,\n 1.45071058e-01, -1.94580336e-02, 1.04129185e-01, -1.04407806e-01,\n 8.01734280e-02, 3.11268634e-02, -4.24274530e-02, -5.08779702e-03,\n -1.93737647e-02, -5.16229228e-03, 2.54028430e-02, -1.01298745e-02,\n 7.55353708e-02, 1.08645139e-01, 5.36611122e-02, 1.94405402e-02,\n -2.23166908e-02, 5.39658123e-03, -1.32659833e-01, 7.44380419e-03,\n 5.52954061e-02, -1.34625830e-02, -1.00388514e-02, 6.37719357e-02,\n 1.17279293e-02, 1.24544553e-01, 5.47102439e-02, 1.17357442e-01,\n 3.06653238e-02, 1.43236992e-01, -1.25380679e-02, 6.25815611e-02,\n -9.57126389e-03, 2.01499036e-01, 1.13765496e-01, 2.27637719e-01,\n 1.45017205e-01, -6.27795457e-02, -1.04921763e-01, 2.54962024e-02,\n 1.58987983e-01, 2.24857273e-01, 1.67027165e-01, -2.40520974e-01,\n 1.21598936e-01, 1.45728623e-01, -2.78001364e-02, -2.78271517e-02,\n 4.25469973e-02, 3.04651712e-02, -6.63582021e-02, -1.34844836e-01,\n 1.42441905e-01, 2.89628981e-02, -2.26608719e-01, -2.92528879e-01,\n 2.80550068e-02, 4.34057938e-03, 8.62441275e-02, -9.17388108e-02,\n -2.56006471e-02, 1.67512527e-02, -2.95517259e-02, -7.51571635e-02,\n 1.07383670e-01, 1.18832451e-01, 9.44973007e-02, 7.00851549e-02,\n 4.71000352e-02, -9.61958625e-03, 5.94864960e-02, -1.17367429e-01,\n 2.60880939e-02, -9.03430427e-02, 1.10424236e-01, 1.25754657e-01,\n 1.18383834e-01, -1.10494172e-02, 7.32827837e-03, 3.16914422e-02,\n 3.48736807e-02, -1.11231309e-01, -2.32482607e-02, -1.47986003e-01,\n 1.32242949e-02, -6.97582681e-02, 8.40716012e-02, -7.11956826e-02,\n -1.21776996e-01, 2.84241614e-02, -1.72576215e-01, 4.41807046e-02,\n 1.12227351e-01, -7.75065931e-03, -9.12304268e-02, -1.80805693e-02,\n 1.89638142e-02, -1.68897879e-02, 8.82351935e-02, 1.26531544e-01,\n -9.01833761e-03, -9.60132250e-02, -6.06447246e-02, -5.76255967e-03,\n -2.52015173e-02, -1.22346526e-01, -8.29486240e-02, -3.35929825e-02,\n -2.76393702e-02, -1.03355084e-01, -2.55925096e-01, 2.23055109e-02,\n -8.38180262e-03, -3.08732974e-03, 8.21858655e-02, 3.11162374e-02,\n -5.11883455e-03, 4.76441753e-02, -1.21913247e-01, -9.55165164e-02,\n 1.09879578e-01, -1.17035041e-01, -3.18573931e-02, 3.30330402e-02,\n -9.09726702e-03, 1.58331014e-02, 5.26059468e-02, -2.33629446e-01,\n -3.04323315e-03, 9.08318664e-03, 3.91691372e-02, -2.05096823e-02,\n 5.59424187e-03, -1.28771489e-02, 3.02934032e-02, 1.97679966e-01,\n 8.43274088e-02, 4.45462666e-02, -3.46852706e-02, -5.14183581e-02,\n 1.08158896e-01, -2.99817906e-02, -4.89216956e-02, -1.94989673e-02,\n 2.40324031e-01, -1.72324660e-04, 7.26117513e-03, 5.37706601e-03,\n 6.76001377e-02, -9.38260311e-02, 5.78302568e-02, -2.78569487e-02,\n -5.46673523e-02, -6.32961152e-03, 4.80717692e-02, -3.44284233e-02,\n -4.48658561e-02, 1.58585884e-02, 1.45414114e-01, 5.05471880e-03,\n -1.50163061e-02, 2.36055130e-03, -4.91547641e-03, -2.70432437e-02,\n -6.60175834e-03, 7.37840862e-03, -1.12341289e-01, -3.37414857e-03,\n -5.01451131e-03, -5.00263334e-03, 2.61963243e-02, -1.05780349e-02,\n 6.43348450e-02, -2.70150453e-03, -2.77077241e-02, 9.94161275e-02,\n 1.40763461e-01, 1.39779551e-02, 5.69622231e-02, 7.94721048e-03,\n 2.34121675e-03, 6.52476308e-02, 9.12085774e-02, -5.67259165e-02,\n 3.83340473e-02, -1.66035907e-02, 3.81763185e-02, -5.12985421e-02,\n -3.64938851e-03, 1.07816499e-02, 1.30434258e-02, 1.25979059e-01,\n 7.64563665e-02, -7.87206717e-03, 1.98926487e-01, 8.85247401e-02,\n -8.18938134e-03, -1.74556013e-02, 5.87940263e-02, -2.72999682e-02,\n -5.47980205e-02, -1.10364597e-02, -2.84656620e-02, 1.40547526e-02,\n -4.02937501e-02, 7.50209986e-02, 3.31478955e-02, -1.08905755e-02,\n 2.74008607e-02, -4.35978787e-02, -5.33954415e-02, -6.95340120e-03,\n -1.16699919e-01, 8.47460588e-02, 1.14380811e-01, 1.23945130e-03,\n -1.59960649e-01, 9.43915722e-03, -4.87008212e-03, 9.45305865e-02,\n -1.13981605e-01, -4.33672441e-02, 7.48063932e-02, 7.25072193e-02,\n 3.13268834e-02, -4.33342743e-02, 7.97359067e-04, 9.35005998e-02,\n -1.47432484e-02, 1.10279296e-02, 1.55786395e-01, 1.11567181e-01,\n 8.57386804e-02, -7.32872741e-03, 3.95867474e-02, 3.26374406e-02,\n -9.30067100e-02, -1.53299184e-02, 4.81651283e-02, -3.95943723e-02,\n 6.93214650e-02, 1.26348342e-02, -6.18759221e-02, -3.57907167e-03,\n 1.45423480e-03, -1.75867704e-01, 2.25368965e-02, 4.16048593e-02,\n -4.38421898e-02, -4.92574417e-02, 6.57490593e-02, 1.68021756e-02,\n 9.58664560e-02, 5.61963564e-03, 9.92810375e-02, 2.21905380e-02,\n 2.36709125e-02, -3.13214991e-02, 8.61683492e-04, -1.32486006e-03,\n -4.48389161e-02, 7.06679553e-02, 7.78554220e-03, 8.66350679e-02,\n -1.54139412e-02, 1.81720727e-02, -4.45810749e-02, 4.35627662e-02,\n -1.59615372e-02, -3.38832215e-02, -4.73367115e-02, 2.63570857e-02,\n 3.64932049e-02, -3.09934523e-04, -2.69883639e-02, 9.61362667e-02,\n -7.15241036e-02, -5.65085507e-02, 5.30282132e-02, -3.57098678e-02,\n -5.40652110e-02, -1.05246189e-01, -8.21200142e-02, 3.98495075e-02,\n 3.90693922e-04, -2.49010052e-02, 5.50459078e-03, -7.99668745e-03,\n 3.98645539e-02, -5.65434227e-03, 2.88019933e-02, -7.76995318e-02,\n -1.18719477e-01, 2.08465140e-02]), 'label': '1w'}}", "status": "success" }, "wavelet": { "coeffs": "[[ 0.02328069+0.26052616j -0.20646269+0.21707895j -0.34924539-0.00701636j\n ... -0.25097443+0.39542646j -0.4658674 +0.05792538j\n -0.33212563-0.31214098j]\n [-0.05380191+0.28136408j -0.27530143+0.17218711j -0.35580267-0.10443455j\n ... -0.29294848+0.33406657j -0.45377476-0.01811872j\n -0.27502538-0.35805475j]\n [-0.14159683+0.27926617j -0.32962257+0.11214316j -0.33855591-0.21560006j\n ... -0.35441039+0.28241528j -0.45698499-0.09949252j\n -0.20063119-0.3801326j ]\n ...\n [ 0.77259572+0.56913313j 0.09758785-0.78071374j -1.63931615+2.88811983j\n ... -1.01527336-0.81246447j -0.80740554+0.29699673j\n -0.88811535+0.19742563j]\n [-3.71582342-1.56739578j 0.84204529+2.33937542j -0.73357428+0.85279372j\n ... 0.23236656+1.79168259j -0.95454735-0.74439472j\n -1.29585406+0.00785753j]\n [ 1.84842209-1.76757202j -0.20839682+3.25082443j -1.55862037+0.87078631j\n ... 0.50350641+1.02651633j -0.4299536 -0.54308497j\n -0.98618845+0.31493207j]]", "power": "[[ 0.06841587 0.08975011 0.12202157 ... 0.21935025 0.22038779\n 0.20773942]\n [ 0.08206039 0.10543928 0.13750212 ... 0.19741928 0.20623982\n 0.20384217]\n [ 0.09803925 0.12122713 0.16110349 ... 0.20536512 0.21873404\n 0.18475367]\n ...\n [ 0.92081667 0.61903733 11.02859358 ... 1.6908785 0.74011076\n 0.82772576]\n [16.2640732 6.18171765 1.26538835 ... 3.26412073 1.46528414\n 1.67929949]\n [ 6.54097509 10.61128869 3.18756627 ... 1.30725448 0.47980138\n 1.07174987]]", "periods": "[ 7. 7.14889947 7.30096623 7.45626766 7.61487256\n 7.7768512 7.94227535 8.11121829 8.28375487 8.45996154\n 8.63991637 8.82369908 9.0113911 9.20307557 9.39883744\n 9.59876343 9.80294211 10.01146395 10.22442133 10.44190861\n 10.66402213 10.8908603 11.12252364 11.35911476 11.6007385\n 11.8475019 12.09951429 12.35688733 12.61973504 12.88817387\n 13.16232277 13.44230318 13.72823915 14.02025737 14.31848721\n 14.6230608 14.93411309 15.25178187 15.57620791 15.90753492\n 16.24590971 16.59148218 16.94440545 17.30483588 17.67293315\n 18.04886034 18.43278402 18.82487427 19.22530481 19.63425305\n 20.05190018 20.47843122 20.91403515 21.35890497 21.81323778\n 22.27723485 22.75110177 23.23504849 23.7292894 24.23404349\n 24.74953437 25.27599045 25.81364496 26.36273611 26.92350717\n 27.49620659 28.0810881 28.67841083 29.28843942 29.91144415\n 30.54770103 31.19749196 31.86110481 32.53883361 33.23097862\n 33.93784649 34.6597504 35.39701017 36.14995246 36.91891086\n 37.70422603 38.50624593 39.32532587 40.16182875 41.01612517\n 41.88859364 42.77962069 43.6896011 44.61893801 45.56804319\n 46.53733711 47.52724922 48.53821811 49.57069167 50.62512734\n 51.70199228 52.8017636 53.92492854 55.07198472 56.24344033\n 57.43981439 58.66163695 59.90944932 61.18380435 62.48526664\n 63.81441279 65.17183167 66.5581247 67.97390605 69.41980298\n 70.8964561 72.40451963 73.94466171 75.51756469 77.12392545\n 78.76445568 80.4398822 82.15094731 83.89840909 85.68304175\n 87.50563596 89.36699921 91.26795618 93.20934907 95.19203802\n 97.21690144 99.28483644 101.39675923 103.55360546 105.75633073\n 108.00591095 110.30334279 112.6496441 115.04585442 117.49303538\n 119.99227118 122.54466911 125.15136 127.81349873 130.53226475\n 133.3088626 136.14452245 139.04050061 141.99808015 145.01857141\n 148.1033126 151.25367041 154.47104059 157.75684859 161.11255017\n 164.53963206 168.03961262 171.6140425 175.26450534 178.99261846\n 182.80003359 186.68843759 190.6595532 194.71513982 198.85699425\n 203.08695153 207.40688572 211.81871075 216.32438127 220.9258935\n 225.62528612 230.42464117 235.326085 240.33178917 245.44397145\n 250.66489675 255.9968782 261.4422781 267.00350903 272.68303486\n 278.48337189 284.40708994 290.45681348 296.63522282 302.94505529\n 309.38910644 315.97023126 322.69134552 329.55542697 336.56551671\n 343.72472055 351.03621034 358.50322541 366.12907398 373.91713468\n 381.87085796 389.99376769 398.28946271 406.76161837 415.41398825\n 424.25040574 433.27478579 442.49112661 451.90351146 461.51611047\n 471.33318247 481.35907687 491.5982356 502.0551951 512.73458826\n 523.64114657 534.77970213 546.15518983 557.77264954 569.63722834\n 581.75418277 594.12888122 606.76680625 619.67355704 632.85485188\n 646.31653068 660.06455761 674.10502367 688.44414944 703.08828781\n 718.04392681 733.31769248 748.91635182 764.84681573 781.11614217\n 797.73153919 814.70036818 832.03014712 849.72855389 867.80342973\n 886.26278262 905.11479092 924.36780694 944.03036065 964.11116349\n 984.61911216 1005.56329264 1026.95298418 1048.79766339 1071.10700847\n 1093.89090351 1117.15944282 1140.92293543 1165.19190968 1189.97711784\n 1215.28954091 1241.14039345 1267.54112861 1294.50344311 1322.03928252\n 1350.16084648 1378.88059415 1408.2112497 1438.16580797 1468.75754022\n 1500. ]", "scales": "[ 7. 7.14889947 7.30096623 7.45626766 7.61487256\n 7.7768512 7.94227535 8.11121829 8.28375487 8.45996154\n 8.63991637 8.82369908 9.0113911 9.20307557 9.39883744\n 9.59876343 9.80294211 10.01146395 10.22442133 10.44190861\n 10.66402213 10.8908603 11.12252364 11.35911476 11.6007385\n 11.8475019 12.09951429 12.35688733 12.61973504 12.88817387\n 13.16232277 13.44230318 13.72823915 14.02025737 14.31848721\n 14.6230608 14.93411309 15.25178187 15.57620791 15.90753492\n 16.24590971 16.59148218 16.94440545 17.30483588 17.67293315\n 18.04886034 18.43278402 18.82487427 19.22530481 19.63425305\n 20.05190018 20.47843122 20.91403515 21.35890497 21.81323778\n 22.27723485 22.75110177 23.23504849 23.7292894 24.23404349\n 24.74953437 25.27599045 25.81364496 26.36273611 26.92350717\n 27.49620659 28.0810881 28.67841083 29.28843942 29.91144415\n 30.54770103 31.19749196 31.86110481 32.53883361 33.23097862\n 33.93784649 34.6597504 35.39701017 36.14995246 36.91891086\n 37.70422603 38.50624593 39.32532587 40.16182875 41.01612517\n 41.88859364 42.77962069 43.6896011 44.61893801 45.56804319\n 46.53733711 47.52724922 48.53821811 49.57069167 50.62512734\n 51.70199228 52.8017636 53.92492854 55.07198472 56.24344033\n 57.43981439 58.66163695 59.90944932 61.18380435 62.48526664\n 63.81441279 65.17183167 66.5581247 67.97390605 69.41980298\n 70.8964561 72.40451963 73.94466171 75.51756469 77.12392545\n 78.76445568 80.4398822 82.15094731 83.89840909 85.68304175\n 87.50563596 89.36699921 91.26795618 93.20934907 95.19203802\n 97.21690144 99.28483644 101.39675923 103.55360546 105.75633073\n 108.00591095 110.30334279 112.6496441 115.04585442 117.49303538\n 119.99227118 122.54466911 125.15136 127.81349873 130.53226475\n 133.3088626 136.14452245 139.04050061 141.99808015 145.01857141\n 148.1033126 151.25367041 154.47104059 157.75684859 161.11255017\n 164.53963206 168.03961262 171.6140425 175.26450534 178.99261846\n 182.80003359 186.68843759 190.6595532 194.71513982 198.85699425\n 203.08695153 207.40688572 211.81871075 216.32438127 220.9258935\n 225.62528612 230.42464117 235.326085 240.33178917 245.44397145\n 250.66489675 255.9968782 261.4422781 267.00350903 272.68303486\n 278.48337189 284.40708994 290.45681348 296.63522282 302.94505529\n 309.38910644 315.97023126 322.69134552 329.55542697 336.56551671\n 343.72472055 351.03621034 358.50322541 366.12907398 373.91713468\n 381.87085796 389.99376769 398.28946271 406.76161837 415.41398825\n 424.25040574 433.27478579 442.49112661 451.90351146 461.51611047\n 471.33318247 481.35907687 491.5982356 502.0551951 512.73458826\n 523.64114657 534.77970213 546.15518983 557.77264954 569.63722834\n 581.75418277 594.12888122 606.76680625 619.67355704 632.85485188\n 646.31653068 660.06455761 674.10502367 688.44414944 703.08828781\n 718.04392681 733.31769248 748.91635182 764.84681573 781.11614217\n 797.73153919 814.70036818 832.03014712 849.72855389 867.80342973\n 886.26278262 905.11479092 924.36780694 944.03036065 964.11116349\n 984.61911216 1005.56329264 1026.95298418 1048.79766339 1071.10700847\n 1093.89090351 1117.15944282 1140.92293543 1165.19190968 1189.97711784\n 1215.28954091 1241.14039345 1267.54112861 1294.50344311 1322.03928252\n 1350.16084648 1378.88059415 1408.2112497 1438.16580797 1468.75754022\n 1500. ]", "global_spectrum": "[0.25077391 0.24918094 0.24941687 0.2504881 0.25240582 0.25525391\n 0.25898862 0.26376429 0.26935332 0.27455489 0.27947742 0.28353609\n 0.28676357 0.2891057 0.29210646 0.29362188 0.29412211 0.29445745\n 0.2939006 0.29286818 0.29179009 0.29204764 0.29293345 0.29365153\n 0.29497844 0.29571596 0.29647632 0.29805719 0.30002801 0.30242879\n 0.30747759 0.31185429 0.31553841 0.31908541 0.32174943 0.32216001\n 0.32193909 0.32039994 0.31822881 0.31398254 0.31506872 0.3158115\n 0.31656951 0.31765911 0.31945808 0.32277086 0.32437837 0.32459836\n 0.32487274 0.32467153 0.32209146 0.31883766 0.31417485 0.30792675\n 0.30683324 0.30430268 0.30232617 0.30232136 0.29807977 0.30136326\n 0.30111445 0.30160486 0.30229138 0.30617061 0.30775735 0.30909131\n 0.31023575 0.31078703 0.31346378 0.31258885 0.31289966 0.31232306\n 0.31093536 0.31629751 0.32231713 0.32760407 0.33524067 0.34372877\n 0.34958807 0.36029236 0.36393259 0.36960937 0.380321 0.37777465\n 0.38660412 0.3817282 0.38142149 0.37392835 0.3771821 0.36536764\n 0.35949935 0.35521001 0.35054834 0.3391412 0.33515301 0.33574682\n 0.33469351 0.33629778 0.32900688 0.33618414 0.33406263 0.33411697\n 0.33366681 0.3332418 0.33072821 0.33175012 0.33514366 0.34296791\n 0.35151023 0.35826434 0.36626216 0.37209976 0.3786771 0.39493223\n 0.41150026 0.41399706 0.4195743 0.44312145 0.45001722 0.43049709\n 0.43983845 0.48198567 0.46729729 0.47646645 0.44549643 0.45087622\n 0.44784329 0.46497273 0.49352648 0.49749856 0.53352332 0.51200799\n 0.53818475 0.54044329 0.55697902 0.69658938 0.62025399 0.5851625\n 0.73589538 0.60995301 0.63926042 0.86816171 0.70925519 0.71070872\n 0.67506702 0.70610452 0.76686938 0.70570503 0.85371279 1.03531524\n 0.93146292 0.78058382 0.78541885 0.9627667 0.86513844 0.94032968\n 0.87357484 0.97332314 0.96129918 1.09247097 1.04543466 0.96682145\n 1.53955322 1.42474782 1.19435845 1.15774524 1.14200367 1.30176847\n 1.38728933 1.22529162 1.76475319 1.58469429 1.53138518 1.7918166\n 1.6967658 1.93441562 1.75576069 1.58405978 1.98106888 1.7876563\n 1.82735277 2.28674511 1.80980915 1.89057293 1.98579934 2.02493933\n 1.92600972 1.50439865 1.67566079 1.35280685 1.87119419 2.0870223\n 1.65084514 1.95687734 2.11703605 1.82268409 2.13709538 1.78782023\n 1.93012932 2.22704236 2.16854292 1.96853606 1.95824631 2.23369913\n 2.47086236 2.41820332 2.67291022 2.67348578 3.03726617 2.83673764\n 3.00076609 3.20914749 3.50504162 3.02953861 3.72850302 3.70003235\n 2.7976817 2.72329216 3.83344964 3.2395254 2.80703328 2.93938568\n 3.33617831 3.11893059 3.2023908 3.57161901 3.99088314 4.31406106\n 3.26689451 3.57459583 3.45445192 4.07236594 3.52213288 4.06689934\n 3.91357891 4.1029707 4.72966818 3.5443605 4.87534288 5.63786981\n 4.27792425 4.83971537 5.11896333 4.99969839 4.98329126 5.04698897\n 6.30182074 5.70438178 5.23567811 5.3025015 5.92358113 5.82026112\n 5.34002515 5.36422926 4.77090983 6.78411209]", "significance_threshold": "[0.32059109 0.32034576 0.32137139 0.32171169 0.3220394 0.3227787\n 0.32306636 0.32249046 0.32356305 0.32383931 0.32605108 0.32601491\n 0.32628265 0.32602384 0.32773452 0.3286617 0.32924628 0.33012448\n 0.33098881 0.33207269 0.33070675 0.33293743 0.33429595 0.33480052\n 0.33646451 0.33624654 0.33512066 0.33478793 0.33532374 0.33647977\n 0.3400494 0.34252272 0.34458403 0.34862861 0.34935883 0.35120582\n 0.35081204 0.34946446 0.34929904 0.34946795 0.35308668 0.35610222\n 0.3579281 0.36080829 0.36106964 0.35990912 0.35948469 0.36032976\n 0.35942677 0.35875676 0.35674629 0.35553062 0.35524292 0.35246702\n 0.35605134 0.35819701 0.36111867 0.36493847 0.36667499 0.3682861\n 0.37045654 0.37230951 0.37206124 0.37122094 0.3719268 0.37178344\n 0.37241458 0.37394713 0.3753374 0.37411819 0.37298609 0.37195877\n 0.37223742 0.3745387 0.37716889 0.37940813 0.38298291 0.3862863\n 0.39371023 0.39464904 0.39854882 0.40354847 0.40812076 0.41172165\n 0.41732554 0.42056548 0.4233097 0.42751974 0.42677551 0.42958672\n 0.43227243 0.43071772 0.42819891 0.43353045 0.43623476 0.43194615\n 0.42764474 0.42722706 0.42466364 0.42352605 0.42591561 0.42125877\n 0.41894647 0.41495988 0.41193899 0.41269935 0.41338079 0.42186647\n 0.42928977 0.43681649 0.44421849 0.45074203 0.46380284 0.4718612\n 0.48261419 0.49096699 0.50047583 0.50858729 0.51469839 0.52897375\n 0.54216927 0.55237461 0.5678475 0.58039907 0.59365508 0.61248644\n 0.62331872 0.63103024 0.65519679 0.66627606 0.68233508 0.71176567\n 0.72366062 0.73370075 0.75579744 0.78790309 0.78706514 0.80643025\n 0.88957624 0.8349449 0.86191608 0.88844233 0.90740232 0.92514995\n 0.95153783 0.95524355 1.00592679 0.98984328 1.01116049 1.03465135\n 1.0656006 1.07812401 1.10734688 1.09903608 1.14475211 1.15672434\n 1.20196582 1.21460134 1.2232702 1.28082091 1.30846799 1.32987165\n 1.35210738 1.3752512 1.39705735 1.43532667 1.45979443 1.48527367\n 1.50267643 1.55414828 1.57960198 1.60310296 1.64576765 1.6554778\n 1.70885242 1.73032155 1.79524331 1.82102073 1.82422713 1.86346766\n 1.92354131 1.9586259 2.01676233 2.07146309 2.08322202 2.11523072\n 2.20025718 2.18479054 2.27146889 2.2990042 2.37795339 2.4261683\n 2.45638761 2.46214359 2.57676944 2.56274466 2.69367552 2.68364644\n 2.73173025 2.8275726 2.86944395 2.87803218 3.0358048 3.02160946\n 3.11173506 3.13930219 3.24274685 3.24195306 3.34297808 3.43492652\n 3.56552477 3.47321863 3.61978421 3.62160822 3.72593593 3.7702992\n 3.88460804 3.98525763 4.06289566 4.26717868 4.16014696 4.27487866\n 4.34735961 4.40921197 4.45520602 4.57869407 4.70453082 4.76210103\n 4.81253173 4.85567132 5.01397897 5.12493253 5.12322935 5.26596318\n 5.2912091 5.4959322 5.51322923 5.66887711 5.72748205 5.84904821\n 5.92549917 6.03547683 6.14720246 6.19921027 6.29156422 6.27575138\n 6.53942774 6.50943472 6.61774326 6.6675835 6.8285217 6.79276376\n 7.14321363 7.17137905 7.37121113 7.26783884]", "significant_periods": [ { "period": 632.854851875512, "power": 3.7285030183071055, "threshold": 3.7259359318502976, "ratio": 1.0006889776162986 }, { "period": 315.9702312638088, "power": 2.2867451103683614, "threshold": 1.9586258959940284, "ratio": 1.1675252099165208 }, { "period": 296.63522282351886, "power": 1.9810688755923727, "threshold": 1.8242271344913545, "ratio": 1.085977090317073 }, { "period": 278.48337189110833, "power": 1.9344156199117137, "threshold": 1.7303215470604576, "ratio": 1.1179515294125417 }, { "period": 267.0035090282511, "power": 1.791816604081105, "threshold": 1.655477804875396, "ratio": 1.0823561625557228 }, { "period": 250.66489674822904, "power": 1.7647531853264709, "threshold": 1.579601980196533, "ratio": 1.11721383452995 }, { "period": 211.818710750956, "power": 1.5395532153660547, "threshold": 1.3521073845934857, "ratio": 1.1386323548768467 }, { "period": 161.11255016597912, "power": 1.0353152362298805, "threshold": 1.0346513496469452, "ratio": 1.0006416524592192 } ], "key_period_power": "{30: {'power': array([0.22918997, 0.28504621, 0.25108058, ..., 0.06011753, 0.09682399,\n 0.08969407]), 'actual_period': 29.911444149464828}, 90: {'power': array([0.01491735, 0.01706459, 0.09584873, ..., 0.23423086, 0.09229694,\n 0.31491783]), 'actual_period': 89.3669992111722}, 365: {'power': array([0.13578548, 2.4333446 , 1.01885187, ..., 1.05534137, 0.46123795,\n 0.19825597]), 'actual_period': 366.1290739845146}, 1400: {'power': array([3.1543086 , 2.39629301, 3.47997683, ..., 6.31334402, 6.21208785,\n 4.25926692]), 'actual_period': 1408.2112496976965}}", "coi_periods": "[1. 1.41421356 2.82842712 ... 2.82842712 1.41421356 1. ]", "ar1_alpha": -0.04993111698604457, "dates": "DatetimeIndex(['2017-08-18', '2017-08-19', '2017-08-20', '2017-08-21',\n '2017-08-22', '2017-08-23', '2017-08-24', '2017-08-25',\n '2017-08-26', '2017-08-27',\n ...\n '2026-01-23', '2026-01-24', '2026-01-25', '2026-01-26',\n '2026-01-27', '2026-01-28', '2026-01-29', '2026-01-30',\n '2026-01-31', '2026-02-01'],\n dtype='datetime64[ns]', name='datetime', length=3090, freq=None)", "wavelet": "cmor1.5-1.0", "signal_length": 3090, "status": "success" }, "acf": { "acf": "{'log_return': {'values': array([ 1.00000000e+00, -4.99311170e-02, 4.57749631e-02, 4.83708574e-03,\n 9.46251081e-03, 2.22693693e-02, 9.49020710e-03, -8.86443864e-03,\n -2.40845498e-02, 1.02819105e-02, 4.51758386e-02, -1.24242901e-02,\n 2.36526371e-03, 1.86696403e-02, -9.53146602e-03, 1.38683198e-02,\n -2.56086002e-02, 4.51782774e-02, -3.99563475e-03, 1.36648595e-02,\n 2.77474974e-02, -2.53052682e-02, -9.74322012e-03, -2.73115464e-02,\n 2.31136072e-02, 1.82907358e-02, 4.81710118e-03, 3.39146483e-03,\n 1.15691911e-02, -3.52202094e-02, 1.81525109e-02, 2.71625506e-02,\n -2.64690669e-02, 4.56467919e-02, -9.91307736e-03, 9.77528668e-05,\n -3.35170412e-02, 3.07773202e-02, 2.45121097e-03, 1.44379805e-02,\n 2.52359747e-02, -9.38786512e-03, 3.80632484e-03, 3.13717354e-02,\n 3.81689260e-02, -1.15791437e-02, -3.44874692e-02, 6.24004757e-03,\n 4.77409795e-03, -2.97030031e-02, 3.47922553e-03, -1.50718504e-02,\n 2.88881955e-03, 8.95437558e-03, 9.79159362e-03, 2.13849797e-02,\n 7.12672096e-03, 2.26820122e-03, 2.56756942e-02, 3.61415657e-02,\n -3.63628183e-02, -2.36357127e-02, -1.28902589e-02, -1.33605795e-02,\n -2.60550324e-03, 4.62823643e-02, -2.61581171e-02, 2.95217336e-02,\n -6.61831079e-03, -2.04441594e-02, 2.55784878e-02, -2.93033879e-03,\n -1.74829568e-02, -6.62495078e-03, 3.58046103e-03, 3.57117130e-02,\n -7.59544339e-03, 4.63077308e-03, 4.58066027e-03, -2.57933008e-03,\n 2.60163524e-02, -1.07131082e-02, 2.77795645e-02, -2.05483151e-02,\n 1.79392452e-02, 5.21385651e-03, -9.56107310e-04, 1.60853228e-02,\n -3.01915143e-02, -6.75758697e-03, -4.26058723e-03, 8.92553823e-03,\n 2.90220417e-02, -2.72513636e-02, -1.61091292e-02, -2.47893124e-03,\n -2.19665856e-02, 1.91883085e-02, -2.94662228e-02, 2.16478164e-02,\n 1.98360572e-03]), 'confint': array([[ 1.00000000e+00, 1.00000000e+00],\n [-8.51900245e-02, -1.46722095e-02],\n [ 1.04282604e-02, 8.11216658e-02],\n [-3.05832365e-02, 4.02574080e-02],\n [-2.59586326e-02, 4.48836542e-02],\n [-1.31549166e-02, 5.76936551e-02],\n [-2.59514786e-02, 4.49318928e-02],\n [-4.43092834e-02, 2.65804061e-02],\n [-5.95321505e-02, 1.13630510e-02],\n [-2.51860280e-02, 4.57498490e-02],\n [ 9.70419483e-03, 8.06474825e-02],\n [-4.79673888e-02, 2.31188086e-02],\n [-3.31832337e-02, 3.79137611e-02],\n [-1.68790528e-02, 5.42183333e-02],\n [-4.50923465e-02, 2.60294144e-02],\n [-2.16957365e-02, 4.94323762e-02],\n [-6.11793791e-02, 9.96217864e-03],\n [ 9.58458584e-03, 8.07719690e-02],\n [-3.96605443e-02, 3.16692748e-02],\n [-2.20006066e-02, 4.93303255e-02],\n [-7.92447683e-03, 6.34194717e-02],\n [-6.10040647e-02, 1.03935283e-02],\n [-4.54643097e-02, 2.59778695e-02],\n [-6.30359396e-02, 8.41284692e-03],\n [-1.26367343e-02, 5.88639487e-02],\n [-1.74781786e-02, 5.40596503e-02],\n [-3.09634391e-02, 4.05976414e-02],\n [-3.23898816e-02, 3.91728113e-02],\n [-2.42125550e-02, 4.73509372e-02],\n [-7.10066055e-02, 5.66186707e-04],\n [-1.76769520e-02, 5.39819738e-02],\n [-8.67834373e-03, 6.30034450e-02],\n [-6.23355438e-02, 9.39741009e-03],\n [ 9.75603881e-03, 8.15375450e-02],\n [-4.58759312e-02, 2.60497765e-02],\n [-3.58684978e-02, 3.60640036e-02],\n [-6.94832922e-02, 2.44920984e-03],\n [-5.22774046e-03, 6.67823809e-02],\n [-3.35865415e-02, 3.84889634e-02],\n [-2.15999792e-02, 5.04759403e-02],\n [-1.08091753e-02, 6.12811247e-02],\n [-4.54549734e-02, 2.66792432e-02],\n [-3.22638212e-02, 3.98764708e-02],\n [-4.69890998e-03, 6.74423807e-02],\n [ 2.06437618e-03, 7.42734758e-02],\n [-4.77338231e-02, 2.45755357e-02],\n [-7.06467586e-02, 1.67182015e-03],\n [-2.99601109e-02, 4.24402060e-02],\n [-3.14273977e-02, 4.09755936e-02],\n [-6.59052815e-02, 6.49927522e-03],\n [-3.27533374e-02, 3.97117884e-02],\n [-5.13048286e-02, 2.11611278e-02],\n [-3.33519520e-02, 3.91295911e-02],\n [-2.72866822e-02, 4.51954334e-02],\n [-2.64522145e-02, 4.60354018e-02],\n [-1.48621169e-02, 5.76320763e-02],\n [-2.91360572e-02, 4.33894991e-02],\n [-3.39963181e-02, 3.85327205e-02],\n [-1.05890015e-02, 6.19403899e-02],\n [-1.45722381e-04, 7.24288538e-02],\n [-7.26948293e-02, -3.08073324e-05],\n [-6.00129398e-02, 1.27415144e-02],\n [-4.92865727e-02, 2.35060549e-02],\n [-4.97625684e-02, 2.30414094e-02],\n [-3.90135878e-02, 3.38025814e-02],\n [ 9.87404787e-03, 8.26906807e-02],\n [-6.26395024e-02, 1.03232682e-02],\n [-6.98296159e-03, 6.60264288e-02],\n [-4.31526746e-02, 2.99160530e-02],\n [-5.69800136e-02, 1.60916949e-02],\n [-1.09715856e-02, 6.21285611e-02],\n [-3.95026589e-02, 3.36419813e-02],\n [-5.40555688e-02, 1.90896552e-02],\n [-4.32079512e-02, 2.99580496e-02],\n [-3.30040309e-02, 4.01649529e-02],\n [-8.73214556e-04, 7.22966405e-02],\n [-4.42236821e-02, 2.90327953e-02],\n [-3.19994236e-02, 4.12609698e-02],\n [-3.20502642e-02, 4.12115848e-02],\n [-3.92109667e-02, 3.40523065e-02],\n [-1.06155100e-02, 6.26482148e-02],\n [-4.73679340e-02, 2.59417175e-02],\n [-8.87915358e-03, 6.44382826e-02],\n [-5.72331943e-02, 1.61365641e-02],\n [-1.87599401e-02, 5.46384304e-02],\n [-3.14962287e-02, 4.19239417e-02],\n [-3.76671131e-02, 3.57548985e-02],\n [-2.06257139e-02, 5.27963596e-02],\n [-6.69113119e-02, 6.52828336e-03],\n [-4.35082325e-02, 2.99930585e-02],\n [-4.10127774e-02, 3.24916030e-02],\n [-2.78272660e-02, 4.56783425e-02],\n [-7.73345715e-03, 6.57775406e-02],\n [-6.40353401e-02, 9.53261280e-03],\n [-5.29181960e-02, 2.06999377e-02],\n [-3.92967615e-02, 3.43388991e-02],\n [-5.87846234e-02, 1.48514521e-02],\n [-1.76460187e-02, 5.60226358e-02],\n [-6.63129747e-02, 7.38052908e-03],\n [-1.52282185e-02, 5.85238513e-02],\n [-3.49082245e-02, 3.88754359e-02]]), 'significant_lags': [1, 2, 10, 17, 33, 44, 59, 60, 65, 75], 'n_obs': 3090, 'threshold': np.float64(0.03525955538509657)}, 'squared_return': {'values': array([ 1.00000000e+00, 1.02653192e-01, 3.20545399e-02, 2.29973442e-02,\n 7.78292151e-02, 4.34819920e-02, 3.30282872e-02, 6.67284036e-02,\n 2.35056717e-02, 1.98387597e-02, 2.98393393e-02, 5.66689263e-02,\n 2.47920754e-02, 1.04139545e-02, 2.87428229e-02, 4.24149402e-02,\n 3.45524415e-02, 3.06341072e-02, 2.67352816e-02, 2.09007391e-02,\n 2.57768613e-02, 4.33097679e-02, 1.37203718e-02, 2.03443463e-02,\n 3.05603266e-02, 4.28286931e-02, 1.40305762e-02, 1.54338134e-02,\n 1.92783134e-02, 3.06205711e-02, 1.18403307e-02, 1.70852974e-02,\n 1.84187526e-02, 1.48458009e-02, 7.62125866e-03, 3.41023023e-02,\n 2.62772331e-02, 2.09576181e-02, 1.37041975e-02, 1.72937635e-02,\n 2.70472006e-02, 3.70961355e-02, 9.38186857e-03, 4.29858164e-03,\n 2.32871014e-02, 2.39570419e-02, 1.60131530e-02, 9.24196843e-03,\n 5.48078835e-02, 5.81256896e-03, 4.63221537e-03, 1.46050136e-03,\n 7.96728343e-03, 7.11812679e-03, 9.99116446e-03, 2.54949418e-03,\n 4.19762237e-02, 1.40952448e-02, 3.13433925e-02, 2.98914714e-02,\n 1.94419913e-02, 1.20048936e-02, 3.18753266e-02, 1.12525941e-02,\n 1.22923275e-02, 1.12236197e-02, 1.85317299e-02, 1.09289717e-02,\n 2.21909607e-03, 8.50253557e-03, 2.19780239e-02, 2.27763020e-03,\n 1.44769808e-02, 5.75677585e-03, 2.85303209e-03, 2.86174334e-04,\n -2.20485889e-03, 1.17541113e-02, 7.21400106e-03, 2.70018625e-03,\n 3.14322385e-03, 3.10666008e-02, 2.18093183e-02, 2.08393812e-02,\n 2.29260992e-02, 2.81165093e-02, 2.45944498e-02, -5.17530450e-04,\n 5.83012550e-03, 6.37845587e-03, 9.85075304e-04, 1.67279255e-02,\n 7.53665602e-03, 7.01917059e-03, 8.25443902e-03, 1.06326000e-02,\n 6.99491171e-03, 4.28281196e-03, 1.03125233e-02, 9.49174507e-03,\n 7.27489475e-03]), 'confint': array([[ 1.00000000e+00, 1.00000000e+00],\n [ 6.73942847e-02, 1.37912100e-01],\n [-3.57397731e-03, 6.76830571e-02],\n [-1.26670075e-02, 5.86616959e-02],\n [ 4.21464325e-02, 1.13511998e-01],\n [ 7.58879010e-03, 7.93751939e-02],\n [-2.93034045e-03, 6.89869149e-02],\n [ 3.07320814e-02, 1.02724726e-01],\n [-1.26441039e-02, 5.96554473e-02],\n [-1.63300120e-02, 5.60075314e-02],\n [-6.34295785e-03, 6.60216364e-02],\n [ 2.04560493e-02, 9.28818033e-02],\n [-1.15308807e-02, 6.11150316e-02],\n [-2.59300325e-02, 4.67579416e-02],\n [-7.60487364e-03, 6.50905194e-02],\n [ 6.03899808e-03, 7.87908823e-02],\n [-1.88493258e-03, 7.09898157e-02],\n [-5.84397733e-03, 6.71121917e-02],\n [-9.77477168e-03, 6.32453349e-02],\n [-1.56336446e-02, 5.74351229e-02],\n [-1.07723842e-02, 6.23261068e-02],\n [ 6.73792879e-03, 7.98816070e-02],\n [-2.29151740e-02, 5.03559175e-02],\n [-1.62975869e-02, 5.69862795e-02],\n [-6.09564647e-03, 6.72162997e-02],\n [ 6.14105921e-03, 7.95163269e-02],\n [-2.27191618e-02, 5.07803141e-02],\n [-2.13225833e-02, 5.21902102e-02],\n [-1.74861391e-02, 5.60427658e-02],\n [-6.15644669e-03, 6.73975888e-02],\n [-2.49683682e-02, 4.86490296e-02],\n [-1.97281361e-02, 5.38987309e-02],\n [-1.84045374e-02, 5.52420425e-02],\n [-2.19889407e-02, 5.16805425e-02],\n [-2.92209207e-02, 4.44634380e-02],\n [-2.74183697e-03, 7.09464416e-02],\n [-1.06061260e-02, 6.31605922e-02],\n [-1.59490074e-02, 5.78642436e-02],\n [-2.32172201e-02, 5.06256151e-02],\n [-1.96339772e-02, 5.42215042e-02],\n [-9.89060720e-03, 6.39850084e-02],\n [ 1.33714553e-04, 7.40585564e-02],\n [-2.76268078e-02, 4.63905450e-02],\n [-3.27130514e-02, 4.13102146e-02],\n [-1.37251523e-02, 6.02993550e-02],\n [-1.30734220e-02, 6.09875058e-02],\n [-2.10365743e-02, 5.30628803e-02],\n [-2.78163620e-02, 4.63002988e-02],\n [ 1.77466879e-02, 9.18690792e-02],\n [-3.13492538e-02, 4.29743918e-02],\n [-3.25307377e-02, 4.17951684e-02],\n [-3.57031695e-02, 3.86241722e-02],\n [-2.91964588e-02, 4.51310256e-02],\n [-3.00477388e-02, 4.42839924e-02],\n [-2.71763959e-02, 4.71587248e-02],\n [-3.46214049e-02, 3.97203933e-02],\n [ 4.80510717e-03, 7.91473402e-02],\n [-2.31347554e-02, 5.13252450e-02],\n [-5.89324136e-03, 6.85800263e-02],\n [-7.37794687e-03, 6.71608897e-02],\n [-1.78572194e-02, 5.67412021e-02],\n [-2.53069135e-02, 4.93167007e-02],\n [-5.44128210e-03, 6.91919352e-02],\n [-2.60978481e-02, 4.86030364e-02],\n [-2.50623290e-02, 4.96469840e-02],\n [-2.61360653e-02, 4.85833046e-02],\n [-1.88321466e-02, 5.58956064e-02],\n [-2.64463296e-02, 4.83042731e-02],\n [-3.51601780e-02, 3.95983702e-02],\n [-2.88769023e-02, 4.58819735e-02],\n [-1.54038183e-02, 5.93598660e-02],\n [-3.51202726e-02, 3.96755330e-02],\n [-2.29210944e-02, 5.18750560e-02],\n [-3.16482657e-02, 4.31618174e-02],\n [-3.45531109e-02, 4.02591751e-02],\n [-3.71202392e-02, 3.76925878e-02],\n [-3.96112751e-02, 3.52015573e-02],\n [-2.56524665e-02, 4.91606891e-02],\n [-3.01971681e-02, 4.46251702e-02],\n [-3.47127122e-02, 4.01130847e-02],\n [-3.42699169e-02, 4.05563646e-02],\n [-6.34686821e-03, 6.84800699e-02],\n [-1.56362069e-02, 5.92548435e-02],\n [-1.66219321e-02, 5.83006945e-02],\n [-1.45496233e-02, 6.04018218e-02],\n [-9.37664526e-03, 6.56096638e-02],\n [-1.29249081e-02, 6.21138077e-02],\n [-3.80569257e-02, 3.70218648e-02],\n [-3.17092786e-02, 4.33695296e-02],\n [-3.11620739e-02, 4.39189856e-02],\n [-3.65568017e-02, 3.85269524e-02],\n [-2.08139836e-02, 5.42698347e-02],\n [-3.00145183e-02, 4.50878303e-02],\n [-3.05338842e-02, 4.45722254e-02],\n [-2.93002467e-02, 4.58091248e-02],\n [-2.69243412e-02, 4.81895412e-02],\n [-3.05657715e-02, 4.45555949e-02],\n [-3.32794907e-02, 4.18451146e-02],\n [-2.72503864e-02, 4.78754330e-02],\n [-2.80746842e-02, 4.70581744e-02],\n [-3.02945159e-02, 4.48443054e-02]]), 'significant_lags': [1, 4, 5, 7, 11, 15, 21, 25, 41, 48, 56], 'n_obs': 3090, 'threshold': np.float64(0.03525955538509657)}, 'abs_return': {'values': array([1. , 0.16941215, 0.11681494, 0.11477814, 0.18185448,\n 0.14259819, 0.14312719, 0.13894497, 0.12687252, 0.10913528,\n 0.10631101, 0.12944533, 0.11684757, 0.09762454, 0.15017366,\n 0.12411898, 0.12326963, 0.11562807, 0.0844657 , 0.07607039,\n 0.09505224, 0.16106874, 0.07148222, 0.09370097, 0.113692 ,\n 0.11214878, 0.07064554, 0.09680625, 0.10452395, 0.09941853,\n 0.06644419, 0.07644115, 0.10051518, 0.07849206, 0.07073167,\n 0.1368152 , 0.10616077, 0.07564097, 0.07883957, 0.07680061,\n 0.07310946, 0.11918992, 0.07922182, 0.06456951, 0.08403174,\n 0.07692813, 0.08377337, 0.04391864, 0.10519398, 0.07786352,\n 0.05243764, 0.02742507, 0.04606311, 0.05652268, 0.04697355,\n 0.04920116, 0.12268232, 0.0759553 , 0.09233128, 0.05483661,\n 0.06063155, 0.05068447, 0.10495384, 0.07299428, 0.05869396,\n 0.06155175, 0.06108528, 0.05599143, 0.04059884, 0.04826835,\n 0.09459542, 0.04167287, 0.06421634, 0.03641472, 0.0238428 ,\n 0.02949051, 0.028975 , 0.07587434, 0.04076047, 0.02183433,\n 0.04071859, 0.07915313, 0.04777162, 0.06885369, 0.07274957,\n 0.04513606, 0.07586587, 0.0313361 , 0.03066215, 0.03402811,\n 0.02781086, 0.07376816, 0.04940179, 0.03161297, 0.05145948,\n 0.06577359, 0.02750272, 0.03582021, 0.06441121, 0.03604022,\n 0.03358751]), 'confint': array([[ 1.00000000e+00, 1.00000000e+00],\n [ 1.34153246e-01, 2.04671061e-01],\n [ 8.05582047e-02, 1.53071676e-01],\n [ 7.80564948e-02, 1.51499789e-01],\n [ 1.44689510e-01, 2.19019451e-01],\n [ 1.04342965e-01, 1.80853416e-01],\n [ 1.04216766e-01, 1.82037610e-01],\n [ 9.93854553e-02, 1.78504490e-01],\n [ 8.67108828e-02, 1.67034149e-01],\n [ 6.84784368e-02, 1.49792129e-01],\n [ 6.52915878e-02, 1.47330437e-01],\n [ 8.80847870e-02, 1.70805869e-01],\n [ 7.49864184e-02, 1.58708731e-01],\n [ 5.53598547e-02, 1.39889230e-01],\n [ 1.07629564e-01, 1.92717764e-01],\n [ 8.09209100e-02, 1.67317058e-01],\n [ 7.96304592e-02, 1.66908809e-01],\n [ 7.15581367e-02, 1.59698007e-01],\n [ 4.00202076e-02, 1.28911190e-01],\n [ 3.14257836e-02, 1.20714992e-01],\n [ 5.02467872e-02, 1.39857694e-01],\n [ 1.16013302e-01, 2.06124187e-01],\n [ 2.57165398e-02, 1.17247899e-01],\n [ 4.77967033e-02, 1.39605246e-01],\n [ 6.75505582e-02, 1.59833433e-01],\n [ 6.56603885e-02, 1.58637179e-01],\n [ 2.38220132e-02, 1.17469073e-01],\n [ 4.98503969e-02, 1.43762100e-01],\n [ 5.73206374e-02, 1.51727268e-01],\n [ 5.19283470e-02, 1.46908710e-01],\n [ 1.86959667e-02, 1.14192413e-01],\n [ 2.85781179e-02, 1.24304181e-01],\n [ 5.25006120e-02, 1.48529739e-01],\n [ 3.02166086e-02, 1.26767506e-01],\n [ 2.22978210e-02, 1.19165516e-01],\n [ 8.82531058e-02, 1.85377291e-01],\n [ 5.71218244e-02, 1.55199710e-01],\n [ 2.63171452e-02, 1.24964795e-01],\n [ 2.93717487e-02, 1.28307398e-01],\n [ 2.71768192e-02, 1.26424393e-01],\n [ 2.33381275e-02, 1.22880796e-01],\n [ 6.92852573e-02, 1.69094584e-01],\n [ 2.89645069e-02, 1.29479134e-01],\n [ 1.41571878e-02, 1.14981834e-01],\n [ 3.35167098e-02, 1.34546776e-01],\n [ 2.62396159e-02, 1.27616650e-01],\n [ 3.29399180e-02, 1.34606825e-01],\n [-7.08615530e-03, 9.49234398e-02],\n [ 5.41421874e-02, 1.56245767e-01],\n [ 2.65429673e-02, 1.29184069e-01],\n [ 9.70431440e-04, 1.03904842e-01],\n [-2.41085090e-02, 7.89586539e-02],\n [-5.48861036e-03, 9.76148350e-02],\n [ 4.91981281e-03, 1.08125544e-01],\n [-4.70622811e-03, 9.86533242e-02],\n [-2.53167160e-03, 1.00933984e-01],\n [ 7.08913550e-02, 1.74473292e-01],\n [ 2.38042974e-02, 1.28106298e-01],\n [ 4.00429278e-02, 1.44619622e-01],\n [ 2.34596598e-03, 1.07327256e-01],\n [ 8.06973624e-03, 1.13193368e-01],\n [-1.96422361e-03, 1.03333163e-01],\n [ 5.22445180e-02, 1.57663154e-01],\n [ 2.00257931e-02, 1.25962764e-01],\n [ 5.60057060e-03, 1.11787355e-01],\n [ 8.37775031e-03, 1.14725742e-01],\n [ 7.82277750e-03, 1.14347775e-01],\n [ 2.64190697e-03, 1.09340951e-01],\n [-1.28236898e-02, 9.40213645e-02],\n [-5.19251627e-03, 1.01729224e-01],\n [ 4.10803944e-02, 1.48110436e-01],\n [-1.20496255e-02, 9.53953621e-02],\n [ 1.04536716e-02, 1.17979004e-01],\n [-1.74432220e-02, 9.02726533e-02],\n [-3.00457398e-02, 7.77313351e-02],\n [-2.44111395e-02, 8.33921614e-02],\n [-2.49467077e-02, 8.28967029e-02],\n [ 2.19332808e-02, 1.29815397e-01],\n [-1.33131085e-02, 9.48340436e-02],\n [-3.22774314e-02, 7.59460881e-02],\n [-1.34041188e-02, 9.48413041e-02],\n [ 2.49923475e-02, 1.33313912e-01],\n [-6.53277812e-03, 1.02076025e-01],\n [ 1.44970700e-02, 1.23210313e-01],\n [ 1.82846279e-02, 1.27214510e-01],\n [-9.44954947e-03, 9.97216733e-02],\n [ 2.12338768e-02, 1.30497858e-01],\n [-2.34267105e-02, 8.60989043e-02],\n [-2.41229492e-02, 8.54472398e-02],\n [-2.07783124e-02, 8.88345370e-02],\n [-2.70218246e-02, 8.26435428e-02],\n [ 1.89179440e-02, 1.28618377e-01],\n [-5.57162947e-03, 1.04375204e-01],\n [-2.34156124e-02, 8.66415478e-02],\n [-3.59167249e-03, 1.06510634e-01],\n [ 1.06626737e-02, 1.20884515e-01],\n [-2.77057056e-02, 8.27111426e-02],\n [-1.94052402e-02, 9.10456682e-02],\n [ 9.15688357e-03, 1.19665545e-01],\n [-1.93073728e-02, 9.13878221e-02],\n [-2.17892566e-02, 8.89642734e-02]]), 'significant_lags': [1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29, 30, 31, 32, 33, 34, 35, 36, 37, 38, 39, 40, 41, 42, 43, 44, 45, 46, 47, 48, 49, 50, 52, 53, 54, 55, 56, 57, 58, 59, 60, 61, 62, 63, 64, 65, 66, 67, 68, 69, 70, 71, 72, 73, 77, 78, 80, 81, 82, 83, 84, 85, 86, 91, 92, 94, 95, 97, 98, 99], 'n_obs': 3090, 'threshold': np.float64(0.03525955538509657)}, 'volume': {'values': array([1. , 0.89231835, 0.81972046, 0.79411199, 0.78488161,\n 0.76746046, 0.78558329, 0.80074225, 0.7502537 , 0.69843297,\n 0.68093924, 0.67189199, 0.67136443, 0.69291745, 0.71696258,\n 0.68159883, 0.64649686, 0.64016457, 0.63638299, 0.63722759,\n 0.6702784 , 0.6956126 , 0.66121152, 0.62442741, 0.62038527,\n 0.62485345, 0.63041244, 0.65331817, 0.67503497, 0.64368851,\n 0.60795348, 0.60475173, 0.60388998, 0.60859536, 0.63361714,\n 0.65690603, 0.62538197, 0.5897418 , 0.58138651, 0.58239673,\n 0.58570772, 0.61105092, 0.63535735, 0.60272863, 0.56910026,\n 0.55028958, 0.54658496, 0.55471161, 0.5798828 , 0.59119837,\n 0.55674306, 0.52942871, 0.5216846 , 0.51598195, 0.52168578,\n 0.55186523, 0.57864299, 0.54795346, 0.52391621, 0.52105344,\n 0.51781606, 0.51474923, 0.53668783, 0.55946177, 0.53080459,\n 0.50084144, 0.48232368, 0.47273645, 0.47226484, 0.49453748,\n 0.51165976, 0.48139221, 0.45445747, 0.44718943, 0.43952767,\n 0.44420806, 0.46662036, 0.48865304, 0.46132897, 0.4369049 ,\n 0.43427533, 0.42918134, 0.42685324, 0.44946594, 0.47015197,\n 0.44810237, 0.42646501, 0.4187618 , 0.41185523, 0.41157762,\n 0.43753807, 0.46203514, 0.43947459, 0.41311037, 0.40156217,\n 0.40221022, 0.4031838 , 0.43138235, 0.45709229, 0.43832808,\n 0.41973737]), 'confint': array([[1. , 1. ],\n [0.85706515, 0.92757155],\n [0.76295881, 0.8764821 ],\n [0.72416882, 0.86405516],\n [0.70451068, 0.86525253],\n [0.67806976, 0.85685117],\n [0.68834805, 0.88281853],\n [0.69591552, 0.90556898],\n [0.63808256, 0.86242485],\n [0.58018979, 0.81667615],\n [0.55767556, 0.80420292],\n [0.54403879, 0.7997452 ],\n [0.53919587, 0.80353299],\n [0.55657651, 0.82925839],\n [0.57631314, 0.85761202],\n [0.5364784 , 0.82671926],\n [0.49745096, 0.79554276],\n [0.48767344, 0.79265571],\n [0.48058773, 0.79217825],\n [0.47823457, 0.79622061],\n [0.50814243, 0.83241436],\n [0.53006873, 0.86115647],\n [0.49207404, 0.830349 ],\n [0.45210741, 0.79674741],\n [0.44527578, 0.79549475],\n [0.44703338, 0.80267351],\n [0.44988418, 0.81094069],\n [0.47007444, 0.83656191],\n [0.48891895, 0.86115099],\n [0.45455422, 0.8328228 ],\n [0.41611594, 0.79979102],\n [0.41053451, 0.79896896],\n [0.40734643, 0.80043352],\n [0.40975921, 0.80743151],\n [0.43247927, 0.83475501],\n [0.45330267, 0.86050939],\n [0.41916141, 0.83160253],\n [0.38117758, 0.79830602],\n [0.37076005, 0.79201298],\n [0.36978521, 0.79500824],\n [0.37112271, 0.80029274],\n [0.39448819, 0.82761365],\n [0.41666238, 0.85405231],\n [0.38175157, 0.8237057 ],\n [0.34608944, 0.79211109],\n [0.32548111, 0.77509804],\n [0.32010865, 0.77306128],\n [0.32660176, 0.78282146],\n [0.35010263, 0.80966297],\n [0.35960662, 0.82279011],\n [0.32328325, 0.79020287],\n [0.29432465, 0.76453277],\n [0.2851035 , 0.75826569],\n [0.27797548, 0.75398841],\n [0.28229315, 0.7610784 ],\n [0.31106387, 0.79266659],\n [0.3362749 , 0.82101108],\n [0.30387452, 0.7920324 ],\n [0.27831321, 0.76951921],\n [0.27406539, 0.76804148],\n [0.26946566, 0.76616645],\n [0.26506065, 0.76443781],\n [0.28568388, 0.78769177],\n [0.30703572, 0.81188782],\n [0.27684222, 0.78476697],\n [0.245504 , 0.75617889],\n [0.22576823, 0.73887913],\n [0.21505655, 0.73041636],\n [0.21350934, 0.73102034],\n [0.23471297, 0.75436199],\n [0.25066806, 0.77265146],\n [0.21915686, 0.74362757],\n [0.19112615, 0.71778879],\n [0.18288518, 0.71149367],\n [0.17428477, 0.70477057],\n [0.17806153, 0.71035458],\n [0.19955403, 0.7336867 ],\n [0.22057539, 0.75673068],\n [0.19214662, 0.73051131],\n [0.16674175, 0.70706805],\n [0.1632355 , 0.70531515],\n [0.15727814, 0.70108455],\n [0.15410943, 0.69959706],\n [0.17589315, 0.72303873],\n [0.19566298, 0.74464096],\n [0.1726144 , 0.72359035],\n [0.15007269, 0.70285734],\n [0.1415529 , 0.6959707 ],\n [0.13386125, 0.6898492 ],\n [0.13282636, 0.69032888],\n [0.15803259, 0.71704355],\n [0.18167974, 0.74239054],\n [0.15817446, 0.72077472],\n [0.13095825, 0.6952625 ],\n [0.11865934, 0.684465 ],\n [0.1185999 , 0.68582055],\n [0.11886547, 0.68750214],\n [0.14635435, 0.71641036],\n [0.17125404, 0.74293054],\n [0.15158285, 0.7250733 ],\n [0.13216062, 0.70731411]]), 'significant_lags': [1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29, 30, 31, 32, 33, 34, 35, 36, 37, 38, 39, 40, 41, 42, 43, 44, 45, 46, 47, 48, 49, 50, 51, 52, 53, 54, 55, 56, 57, 58, 59, 60, 61, 62, 63, 64, 65, 66, 67, 68, 69, 70, 71, 72, 73, 74, 75, 76, 77, 78, 79, 80, 81, 82, 83, 84, 85, 86, 87, 88, 89, 90, 91, 92, 93, 94, 95, 96, 97, 98, 99, 100], 'n_obs': 3091, 'threshold': np.float64(0.03525385133986227)}}", "pacf": "{'log_return': {'values': array([ 1.00000000e+00, -4.99311170e-02, 4.33900230e-02, 9.23036809e-03,\n 8.18649253e-03, 2.25859092e-02, 1.08753469e-02, -1.00537506e-02,\n -2.64333041e-02, 8.16874978e-03, 4.80345725e-02, -8.72829103e-03,\n -2.23183314e-03, 2.03449106e-02, -8.43022566e-03, 8.60247795e-03,\n -2.51125774e-02, 4.36334443e-02, 3.77581992e-03, 8.26840455e-03,\n 2.71619216e-02, -2.20098621e-02, -1.70741813e-02, -2.99492331e-02,\n 2.19931901e-02, 2.42602576e-02, 7.32939669e-03, 4.41252105e-04,\n 1.34148338e-02, -3.79342601e-02, 6.55922416e-03, 3.46333098e-02,\n -2.36390122e-02, 4.56576583e-02, -6.47888130e-03, -5.76066449e-03,\n -3.46499714e-02, 2.10708312e-02, 9.73902402e-03, 1.62381715e-02,\n 2.76939727e-02]), 'confint': array([[ 1.00000000e+00, 1.00000000e+00],\n [-8.51900245e-02, -1.46722095e-02],\n [ 8.13111555e-03, 7.86489305e-02],\n [-2.60285394e-02, 4.44892756e-02],\n [-2.70724150e-02, 4.34454000e-02],\n [-1.26729983e-02, 5.78448166e-02],\n [-2.43835606e-02, 4.61342544e-02],\n [-4.53126581e-02, 2.52051569e-02],\n [-6.16922115e-02, 8.82560342e-03],\n [-2.70901577e-02, 4.34276573e-02],\n [ 1.27756650e-02, 8.32934800e-02],\n [-4.39871985e-02, 2.65306165e-02],\n [-3.74907406e-02, 3.30270743e-02],\n [-1.49139968e-02, 5.56038181e-02],\n [-4.36891331e-02, 2.68286818e-02],\n [-2.66564295e-02, 4.38613854e-02],\n [-6.03714849e-02, 1.01463301e-02],\n [ 8.37453685e-03, 7.88923518e-02],\n [-3.14830876e-02, 3.90347274e-02],\n [-2.69905029e-02, 4.35273120e-02],\n [-8.09698588e-03, 6.24208291e-02],\n [-5.72687696e-02, 1.32490454e-02],\n [-5.23330888e-02, 1.81847262e-02],\n [-6.52081405e-02, 5.30967443e-03],\n [-1.32657174e-02, 5.72520976e-02],\n [-1.09986498e-02, 5.95191651e-02],\n [-2.79295108e-02, 4.25883042e-02],\n [-3.48176554e-02, 3.57001596e-02],\n [-2.18440737e-02, 4.86737413e-02],\n [-7.31931676e-02, -2.67535262e-03],\n [-2.86996833e-02, 4.18181316e-02],\n [-6.25597633e-04, 6.98922173e-02],\n [-5.88979196e-02, 1.16198953e-02],\n [ 1.03987508e-02, 8.09165658e-02],\n [-4.17377888e-02, 2.87800262e-02],\n [-4.10195720e-02, 2.94982430e-02],\n [-6.99088789e-02, 6.08936041e-04],\n [-1.41880763e-02, 5.63297386e-02],\n [-2.55198835e-02, 4.49979315e-02],\n [-1.90207359e-02, 5.14970790e-02],\n [-7.56493478e-03, 6.29528802e-02]]), 'significant_lags': [1, 2, 10, 17, 29, 33], 'n_obs': 3090}, 'squared_return': {'values': array([ 1.00000000e+00, 1.02653192e-01, 2.17460146e-02, 1.77413548e-02,\n 7.39038779e-02, 2.79217712e-02, 2.24279580e-02, 5.83814243e-02,\n 3.96823112e-03, 9.01011557e-03, 2.07117331e-02, 4.13952079e-02,\n 8.07840032e-03, -5.34218188e-04, 1.84199368e-02, 2.80457870e-02,\n 1.98428487e-02, 1.80050750e-02, 1.09748160e-02, 7.03584386e-03,\n 1.40689820e-02, 2.89451441e-02, -5.60858789e-03, 9.39476228e-03,\n 1.91062551e-02, 2.62675594e-02, -2.86436891e-03, 3.41980066e-03,\n 5.21343161e-03, 1.74205386e-02, -2.36957364e-03, 4.82802442e-03,\n 3.86515697e-03, 3.46754946e-03, -2.44553615e-03, 2.35198824e-02,\n 9.35939171e-03, 9.89788821e-03, 3.32702025e-03, 3.93295112e-03,\n 1.35836465e-02]), 'confint': array([[ 1. , 1. ],\n [ 0.06739428, 0.1379121 ],\n [-0.01351289, 0.05700492],\n [-0.01751755, 0.05300026],\n [ 0.03864497, 0.10916279],\n [-0.00733714, 0.06318068],\n [-0.01283095, 0.05768687],\n [ 0.02312252, 0.09364033],\n [-0.03129068, 0.03922714],\n [-0.02624879, 0.04426902],\n [-0.01454717, 0.05597064],\n [ 0.0061363 , 0.07665412],\n [-0.02718051, 0.04333731],\n [-0.03579313, 0.03472469],\n [-0.01683897, 0.05367884],\n [-0.00721312, 0.06330469],\n [-0.01541606, 0.05510176],\n [-0.01725383, 0.05326398],\n [-0.02428409, 0.04623372],\n [-0.02822306, 0.04229475],\n [-0.02118993, 0.04932789],\n [-0.00631376, 0.06420405],\n [-0.0408675 , 0.02965032],\n [-0.02586415, 0.04465367],\n [-0.01615265, 0.05436516],\n [-0.00899135, 0.06152647],\n [-0.03812328, 0.03239454],\n [-0.03183911, 0.03867871],\n [-0.03004548, 0.04047234],\n [-0.01783837, 0.05267945],\n [-0.03762848, 0.03288933],\n [-0.03043088, 0.04008693],\n [-0.03139375, 0.03912406],\n [-0.03179136, 0.03872646],\n [-0.03770444, 0.03281337],\n [-0.01173903, 0.05877879],\n [-0.02589952, 0.0446183 ],\n [-0.02536102, 0.0451568 ],\n [-0.03193189, 0.03858593],\n [-0.03132596, 0.03919186],\n [-0.02167526, 0.04884255]]), 'significant_lags': [1, 4, 7, 11], 'n_obs': 3090}, 'abs_return': {'values': array([ 1.00000000e+00, 1.69412153e-01, 9.07181160e-02, 8.45160567e-02,\n 1.48113259e-01, 8.36243602e-02, 8.39548850e-02, 7.37673497e-02,\n 5.10596543e-02, 3.28447583e-02, 2.96940137e-02, 5.42549634e-02,\n 3.63184226e-02, 1.85683191e-02, 8.05149603e-02, 3.77250817e-02,\n 4.12392165e-02, 3.41284438e-02, -9.72034046e-03, -9.84520886e-03,\n 1.27001117e-02, 8.39925053e-02, -2.28472785e-02, 2.13091973e-02,\n 4.15301452e-02, 2.18423321e-02, -1.18171075e-02, 2.07553150e-02,\n 1.81763460e-02, 1.51906758e-02, -1.32874581e-02, -9.00555399e-04,\n 2.38174973e-02, 2.25403203e-03, 3.63227988e-03, 6.64400444e-02,\n 2.52184620e-02, -3.92201324e-03, 3.82418903e-03, -6.13910297e-03,\n -4.26325672e-03]), 'confint': array([[ 1. , 1. ],\n [ 0.13415325, 0.20467106],\n [ 0.05545921, 0.12597702],\n [ 0.04925715, 0.11977496],\n [ 0.11285435, 0.18337217],\n [ 0.04836545, 0.11888327],\n [ 0.04869598, 0.11921379],\n [ 0.03850844, 0.10902626],\n [ 0.01580075, 0.08631856],\n [-0.00241415, 0.06810367],\n [-0.00556489, 0.06495292],\n [ 0.01899606, 0.08951387],\n [ 0.00105952, 0.07157733],\n [-0.01669059, 0.05382723],\n [ 0.04525605, 0.11577387],\n [ 0.00246617, 0.07298399],\n [ 0.00598031, 0.07649812],\n [-0.00113046, 0.06938735],\n [-0.04497925, 0.02553857],\n [-0.04510412, 0.0254137 ],\n [-0.0225588 , 0.04795902],\n [ 0.0487336 , 0.11925141],\n [-0.05810619, 0.01241163],\n [-0.01394971, 0.0565681 ],\n [ 0.00627124, 0.07678905],\n [-0.01341658, 0.05710124],\n [-0.04707601, 0.0234418 ],\n [-0.01450359, 0.05601422],\n [-0.01708256, 0.05343525],\n [-0.02006823, 0.05044958],\n [-0.04854637, 0.02197145],\n [-0.03615946, 0.03435835],\n [-0.01144141, 0.0590764 ],\n [-0.03300488, 0.03751294],\n [-0.03162663, 0.03889119],\n [ 0.03118114, 0.10169895],\n [-0.01004045, 0.06047737],\n [-0.03918092, 0.03133689],\n [-0.03143472, 0.0390831 ],\n [-0.04139801, 0.0291198 ],\n [-0.03952216, 0.03099565]]), 'significant_lags': [1, 2, 3, 4, 5, 6, 7, 8, 11, 12, 14, 15, 16, 21, 24, 35], 'n_obs': 3090}, 'volume': {'values': array([ 1. , 0.89231835, 0.11527043, 0.21942261, 0.1554976 ,\n 0.06485283, 0.25620594, 0.13648006, -0.19802398, -0.08229763,\n 0.00989658, 0.00234771, 0.09028939, 0.12117182, 0.13904393,\n -0.08325209, -0.00542368, 0.03812697, -0.01864103, 0.03616058,\n 0.13651273, 0.07230708, -0.08350945, -0.0322421 , 0.02475962,\n 0.04246932, 0.0395711 , 0.03403851, 0.06132399, -0.0559987 ,\n -0.02640301, 0.0326686 , -0.02576092, 0.03724004, 0.05686875,\n 0.06370599, -0.04903855, -0.03191649, -0.01561977, 0.00630843,\n 0.00846462]), 'confint': array([[ 1.00000000e+00, 1.00000000e+00],\n [ 8.57065146e-01, 9.27571553e-01],\n [ 8.00172271e-02, 1.50523634e-01],\n [ 1.84169404e-01, 2.54675811e-01],\n [ 1.20244394e-01, 1.90750801e-01],\n [ 2.95996237e-02, 1.00106031e-01],\n [ 2.20952737e-01, 2.91459144e-01],\n [ 1.01226860e-01, 1.71733267e-01],\n [-2.33277182e-01, -1.62770775e-01],\n [-1.17550835e-01, -4.70444278e-02],\n [-2.53566232e-02, 4.51497839e-02],\n [-3.29054919e-02, 3.76009152e-02],\n [ 5.50361839e-02, 1.25542591e-01],\n [ 8.59186213e-02, 1.56425028e-01],\n [ 1.03790727e-01, 1.74297134e-01],\n [-1.18505292e-01, -4.79988851e-02],\n [-4.06768818e-02, 2.98295253e-02],\n [ 2.87376303e-03, 7.33801701e-02],\n [-5.38942318e-02, 1.66121753e-02],\n [ 9.07379314e-04, 7.14137864e-02],\n [ 1.01259525e-01, 1.71765933e-01],\n [ 3.70538724e-02, 1.07560279e-01],\n [-1.18762654e-01, -4.82562473e-02],\n [-6.74953046e-02, 3.01110252e-03],\n [-1.04935824e-02, 6.00128247e-02],\n [ 7.21611805e-03, 7.77225251e-02],\n [ 4.31790064e-03, 7.48243077e-02],\n [-1.21469134e-03, 6.92917157e-02],\n [ 2.60707872e-02, 9.65771943e-02],\n [-9.12519074e-02, -2.07455003e-02],\n [-6.16562097e-02, 8.85019736e-03],\n [-2.58460841e-03, 6.79217987e-02],\n [-6.10141262e-02, 9.49228091e-03],\n [ 1.98683953e-03, 7.24932466e-02],\n [ 2.16155489e-02, 9.21219560e-02],\n [ 2.84527896e-02, 9.89591967e-02],\n [-8.42917577e-02, -1.37853506e-02],\n [-6.71696908e-02, 3.33671624e-03],\n [-5.08729734e-02, 1.96334337e-02],\n [-2.89447760e-02, 4.15616311e-02],\n [-2.67885833e-02, 4.37178238e-02]]), 'significant_lags': [1, 2, 3, 4, 5, 6, 7, 8, 9, 12, 13, 14, 15, 17, 19, 20, 21, 22, 25, 26, 28, 29, 33, 34, 35, 36], 'n_obs': 3091}}", "ljungbox": "{'log_return': lag lb_stat lb_pvalue\n0 10 25.059139 0.005235\n1 20 38.928469 0.006805\n2 50 87.268713 0.000866\n3 100 148.676050 0.001151, 'squared_return': lag lb_stat lb_pvalue\n0 10 84.891973 5.482156e-14\n1 20 117.535801 8.139704e-16\n2 50 172.418996 2.287873e-15\n3 100 211.175390 6.046088e-10, 'abs_return': lag lb_stat lb_pvalue\n0 10 582.314852 1.081991e-118\n1 20 981.305481 3.779643e-195\n2 50 1767.938519 0.000000e+00\n3 100 2294.606367 0.000000e+00, 'volume': lag lb_stat lb_pvalue\n0 10 18825.923581 0.0\n1 20 32655.505952 0.0\n2 50 67729.164244 0.0\n3 100 103242.290924 0.0}", "periodic_patterns": { "log_return": [ { "period": 2, "hits": [ 1, 10, 17, 17, 33, 33, 44, 59, 59, 65, 65, 75, 75 ], "count": 13, "fft_note": "若FFT频谱在 f=0.5000 (1/2天) 处存在峰值,则交叉验证通过" }, { "period": 3, "hits": [ 2, 10, 17, 33, 44, 59, 65, 75 ], "count": 8, "fft_note": "若FFT频谱在 f=0.3333 (1/3天) 处存在峰值,则交叉验证通过" }, { "period": 5, "hits": [ 10, 44, 59, 65, 75 ], "count": 5, "fft_note": "若FFT频谱在 f=0.2000 (1/5天) 处存在峰值,则交叉验证通过" }, { "period": 11, "hits": [ 10, 33, 44, 65 ], "count": 4, "fft_note": "若FFT频谱在 f=0.0909 (1/11天) 处存在峰值,则交叉验证通过" } ], "squared_return": [ { "period": 2, "hits": [ 1, 4, 5, 7, 11, 11, 15, 15, 21, 21, 25, 25, 41, 41, 48, 56 ], "count": 16, "fft_note": "若FFT频谱在 f=0.5000 (1/2天) 处存在峰值,则交叉验证通过" }, { "period": 3, "hits": [ 4, 5, 11, 15, 21, 25, 41, 48, 56 ], "count": 9, "fft_note": "若FFT频谱在 f=0.3333 (1/3天) 处存在峰值,则交叉验证通过" }, { "period": 5, "hits": [ 4, 11, 15, 21, 25, 41, 56 ], "count": 7, "fft_note": "若FFT频谱在 f=0.2000 (1/5天) 处存在峰值,则交叉验证通过" }, { "period": 7, "hits": [ 7, 15, 21, 41, 48, 56 ], "count": 6, "fft_note": "若FFT频谱在 f=0.1429 (1/7天) 处存在峰值,则交叉验证通过" }, { "period": 11, "hits": [ 11, 21, 56 ], "count": 3, "fft_note": "若FFT频谱在 f=0.0909 (1/11天) 处存在峰值,则交叉验证通过" } ], "abs_return": [ { "period": 2, "hits": [ 1, 3, 5, 7, 9, 11, 13, 15, 17, 19, 21, 23, 25, 27, 29, 31, 33, 35, 37, 39, 41, 43, 45, 47, 49, 52, 53, 55, 57, 59, 61, 63, 65, 67, 69, 71, 73, 77, 77, 80, 81, 83, 85, 91, 91, 94, 95, 97, 99 ], "count": 49, "fft_note": "若FFT频谱在 f=0.5000 (1/2天) 处存在峰值,则交叉验证通过" }, { "period": 3, "hits": [ 2, 5, 8, 11, 14, 17, 20, 23, 26, 29, 32, 35, 38, 41, 44, 47, 50, 53, 56, 59, 62, 65, 68, 71, 77, 80, 83, 86, 91, 92, 95, 98 ], "count": 32, "fft_note": "若FFT频谱在 f=0.3333 (1/3天) 处存在峰值,则交叉验证通过" }, { "period": 5, "hits": [ 4, 9, 14, 19, 24, 29, 34, 39, 44, 49, 54, 59, 64, 69, 80, 84, 91, 94, 99 ], "count": 19, "fft_note": "若FFT频谱在 f=0.2000 (1/5天) 处存在峰值,则交叉验证通过" }, { "period": 7, "hits": [ 6, 13, 20, 27, 34, 41, 48, 55, 62, 69, 77, 83, 91, 97 ], "count": 14, "fft_note": "若FFT频谱在 f=0.1429 (1/7天) 处存在峰值,则交叉验证通过" }, { "period": 11, "hits": [ 10, 21, 32, 43, 54, 65, 77, 98 ], "count": 8, "fft_note": "若FFT频谱在 f=0.0909 (1/11天) 处存在峰值,则交叉验证通过" }, { "period": 13, "hits": [ 12, 25, 38, 52, 64, 77, 91 ], "count": 7, "fft_note": "若FFT频谱在 f=0.0769 (1/13天) 处存在峰值,则交叉验证通过" }, { "period": 17, "hits": [ 16, 33, 50, 67, 84 ], "count": 5, "fft_note": "若FFT频谱在 f=0.0588 (1/17天) 处存在峰值,则交叉验证通过" }, { "period": 19, "hits": [ 18, 37, 56, 77, 94 ], "count": 5, "fft_note": "若FFT频谱在 f=0.0526 (1/19天) 处存在峰值,则交叉验证通过" }, { "period": 23, "hits": [ 22, 45, 68, 91 ], "count": 4, "fft_note": "若FFT频谱在 f=0.0435 (1/23天) 处存在峰值,则交叉验证通过" }, { "period": 29, "hits": [ 28, 57, 86 ], "count": 3, "fft_note": "若FFT频谱在 f=0.0345 (1/29天) 处存在峰值,则交叉验证通过" }, { "period": 31, "hits": [ 30, 61, 92 ], "count": 3, "fft_note": "若FFT频谱在 f=0.0323 (1/31天) 处存在峰值,则交叉验证通过" } ], "volume": [ { "period": 2, "hits": [ 1, 3, 5, 7, 9, 11, 13, 15, 17, 19, 21, 23, 25, 27, 29, 31, 33, 35, 37, 39, 41, 43, 45, 47, 49, 51, 53, 55, 57, 59, 61, 63, 65, 67, 69, 71, 73, 75, 77, 79, 81, 83, 85, 87, 89, 91, 93, 95, 97, 99 ], "count": 50, "fft_note": "若FFT频谱在 f=0.5000 (1/2天) 处存在峰值,则交叉验证通过" }, { "period": 3, "hits": [ 2, 5, 8, 11, 14, 17, 20, 23, 26, 29, 32, 35, 38, 41, 44, 47, 50, 53, 56, 59, 62, 65, 68, 71, 74, 77, 80, 83, 86, 89, 92, 95, 98 ], "count": 33, "fft_note": "若FFT频谱在 f=0.3333 (1/3天) 处存在峰值,则交叉验证通过" }, { "period": 5, "hits": [ 4, 9, 14, 19, 24, 29, 34, 39, 44, 49, 54, 59, 64, 69, 74, 79, 84, 89, 94, 99 ], "count": 20, "fft_note": "若FFT频谱在 f=0.2000 (1/5天) 处存在峰值,则交叉验证通过" }, { "period": 7, "hits": [ 6, 13, 20, 27, 34, 41, 48, 55, 62, 69, 76, 83, 90, 97 ], "count": 14, "fft_note": "若FFT频谱在 f=0.1429 (1/7天) 处存在峰值,则交叉验证通过" }, { "period": 11, "hits": [ 10, 21, 32, 43, 54, 65, 76, 87, 98 ], "count": 9, "fft_note": "若FFT频谱在 f=0.0909 (1/11天) 处存在峰值,则交叉验证通过" }, { "period": 13, "hits": [ 12, 25, 38, 51, 64, 77, 90 ], "count": 7, "fft_note": "若FFT频谱在 f=0.0769 (1/13天) 处存在峰值,则交叉验证通过" }, { "period": 17, "hits": [ 16, 33, 50, 67, 84 ], "count": 5, "fft_note": "若FFT频谱在 f=0.0588 (1/17天) 处存在峰值,则交叉验证通过" }, { "period": 19, "hits": [ 18, 37, 56, 75, 94 ], "count": 5, "fft_note": "若FFT频谱在 f=0.0526 (1/19天) 处存在峰值,则交叉验证通过" }, { "period": 23, "hits": [ 22, 45, 68, 91 ], "count": 4, "fft_note": "若FFT频谱在 f=0.0435 (1/23天) 处存在峰值,则交叉验证通过" }, { "period": 29, "hits": [ 28, 57, 86 ], "count": 3, "fft_note": "若FFT频谱在 f=0.0345 (1/29天) 处存在峰值,则交叉验证通过" }, { "period": 31, "hits": [ 30, 61, 92 ], "count": 3, "fft_note": "若FFT频谱在 f=0.0323 (1/31天) 处存在峰值,则交叉验证通过" } ] }, "summary": "{'log_return': {'label': '对数收益率', 'acf_significant_count': 10, 'pacf_significant_count': 6, 'ljungbox_rejects_white_noise': np.True_, 'periodic_patterns_count': 4, 'periodic_periods': [2, 3, 5, 11]}, 'squared_return': {'label': '平方收益率', 'acf_significant_count': 11, 'pacf_significant_count': 4, 'ljungbox_rejects_white_noise': np.True_, 'periodic_patterns_count': 5, 'periodic_periods': [2, 3, 5, 7, 11]}, 'abs_return': {'label': '绝对收益率', 'acf_significant_count': 88, 'pacf_significant_count': 16, 'ljungbox_rejects_white_noise': np.True_, 'periodic_patterns_count': 11, 'periodic_periods': [2, 3, 5, 7, 11, 13, 17, 19, 23, 29, 31]}, 'volume': {'label': '成交量', 'acf_significant_count': 100, 'pacf_significant_count': 26, 'ljungbox_rejects_white_noise': np.True_, 'periodic_patterns_count': 11, 'periodic_periods': [2, 3, 5, 7, 11, 13, 17, 19, 23, 29, 31]}}", "status": "success" }, "returns": { "normality": { "ks_statistic": 0.09736697106568132, "ks_pvalue": 5.971577286037212e-26, "jb_statistic": 31996.30395577554, "jb_pvalue": 0.0, "ad_statistic": 64.17928613929007, "ad_critical_values": { "15.0%": 0.575, "10.0%": 0.655, "5.0%": 0.786, "2.5%": 0.917, "1.0%": 1.091 } }, "fat_tail": { "excess_kurtosis": 15.645612143331558, "skewness": -0.9656348742170849, "exceed_3sigma_actual": 0.015533980582524271, "exceed_3sigma_normal": 0.002699796063260207, "exceed_3sigma_ratio": 5.753760735455633, "exceed_4sigma_actual": 0.005501618122977346, "exceed_4sigma_normal": 6.334248366623996e-05, "exceed_4sigma_ratio": 86.85510583964641 }, "multi_timeframe": "{'1h': datetime\n2017-08-17 05:00:00 0.001505\n2017-08-17 06:00:00 0.002090\n2017-08-17 07:00:00 0.005912\n2017-08-17 08:00:00 0.002457\n2017-08-17 09:00:00 0.018925\n ... \n2026-02-01 19:00:00 -0.011011\n2026-02-01 20:00:00 -0.000930\n2026-02-01 21:00:00 -0.007512\n2026-02-01 22:00:00 0.009407\n2026-02-01 23:00:00 -0.003646\nName: close, Length: 74052, dtype: float64, '4h': datetime\n2017-08-17 08:00:00 0.017616\n2017-08-17 12:00:00 -0.017076\n2017-08-17 16:00:00 -0.006248\n2017-08-17 20:00:00 -0.009326\n2017-08-18 00:00:00 0.001704\n ... \n2026-02-01 04:00:00 -0.006682\n2026-02-01 08:00:00 0.005100\n2026-02-01 12:00:00 -0.014714\n2026-02-01 16:00:00 -0.005410\n2026-02-01 20:00:00 -0.002680\nName: close, Length: 18527, dtype: float64, '1d': datetime\n2017-08-18 -0.042113\n2017-08-19 0.007665\n2017-08-20 -0.013053\n2017-08-21 -0.017351\n2017-08-22 0.005958\n ... \n2026-01-28 0.000560\n2026-01-29 -0.053474\n2026-01-30 -0.004614\n2026-01-31 -0.067748\n2026-02-01 -0.022773\nName: close, Length: 3090, dtype: float64, '1w': datetime\n2017-08-21 0.053303\n2017-08-28 0.045153\n2017-09-04 -0.087726\n2017-09-11 -0.110037\n2017-09-18 -0.010862\n ... \n2026-01-05 -0.005654\n2026-01-12 0.028802\n2026-01-19 -0.077700\n2026-01-26 -0.118719\n2026-02-02 0.020847\nName: close, Length: 434, dtype: float64}", "garch": "{'model_summary': ' Constant Mean - GARCH Model Results \\n==============================================================================\\nDep. Variable: close R-squared: 0.000\\nMean Model: Constant Mean Adj. R-squared: 0.000\\nVol Model: GARCH Log-Likelihood: -8091.64\\nDistribution: Normal AIC: 16191.3\\nMethod: Maximum Likelihood BIC: 16215.4\\n No. Observations: 3090\\nDate: Tue, Feb 03 2026 Df Residuals: 3089\\nTime: 11:15:47 Df Model: 1\\n Mean Model \\n==========================================================================\\n coef std err t P>|t| 95.0% Conf. Int.\\n--------------------------------------------------------------------------\\nmu 0.1295 5.806e-02 2.231 2.568e-02 [1.573e-02, 0.243]\\n Volatility Model \\n==========================================================================\\n coef std err t P>|t| 95.0% Conf. Int.\\n--------------------------------------------------------------------------\\nomega 0.4388 0.207 2.121 3.393e-02 [3.329e-02, 0.844]\\nalpha[1] 0.0962 4.760e-02 2.022 4.319e-02 [2.944e-03, 0.190]\\nbeta[1] 0.8768 4.647e-02 18.866 2.158e-79 [ 0.786, 0.968]\\n==========================================================================\\n\\nCovariance estimator: robust', 'omega': np.float64(0.43881933719318955), 'alpha': np.float64(0.09623144766619043), 'beta': np.float64(0.876807221573444), 'persistence': np.float64(0.9730386692396344), 'log_likelihood': -8091.636710514733, 'aic': 16191.273421029466, 'bic': np.float64(16215.417126509034), 'conditional_volatility': datetime\n2017-08-18 0.045564\n2017-08-19 0.045227\n2017-08-20 0.042910\n2017-08-21 0.040965\n2017-08-22 0.039354\n ... \n2026-01-28 0.024847\n2026-01-29 0.024192\n2026-01-30 0.029081\n2026-01-31 0.028085\n2026-02-01 0.034557\nName: cond_vol, Length: 3090, dtype: float64, 'result_obj': Constant Mean - GARCH Model Results \n==============================================================================\nDep. Variable: close R-squared: 0.000\nMean Model: Constant Mean Adj. R-squared: 0.000\nVol Model: GARCH Log-Likelihood: -8091.64\nDistribution: Normal AIC: 16191.3\nMethod: Maximum Likelihood BIC: 16215.4\n No. Observations: 3090\nDate: Tue, Feb 03 2026 Df Residuals: 3089\nTime: 11:15:47 Df Model: 1\n Mean Model \n==========================================================================\n coef std err t P>|t| 95.0% Conf. Int.\n--------------------------------------------------------------------------\nmu 0.1295 5.806e-02 2.231 2.568e-02 [1.573e-02, 0.243]\n Volatility Model \n==========================================================================\n coef std err t P>|t| 95.0% Conf. Int.\n--------------------------------------------------------------------------\nomega 0.4388 0.207 2.121 3.393e-02 [3.329e-02, 0.844]\nalpha[1] 0.0962 4.760e-02 2.022 4.319e-02 [2.944e-03, 0.190]\nbeta[1] 0.8768 4.647e-02 18.866 2.158e-79 [ 0.786, 0.968]\n==========================================================================\n\nCovariance estimator: robust\nARCHModelResult, id: 0x1256660a0}", "status": "success" }, "volatility": { "realized_vol": " rv_7d rv_30d rv_90d\ndatetime \n2017-08-24 0.508880 NaN NaN\n2017-08-25 0.412318 NaN NaN\n2017-08-26 0.419513 NaN NaN\n2017-08-27 0.411345 NaN NaN\n2017-08-28 0.411973 NaN NaN\n... ... ... ...\n2026-01-28 0.263750 0.322936 0.386842\n2026-01-29 0.467542 0.369624 0.400849\n2026-01-30 0.468716 0.368485 0.400856\n2026-01-31 0.676833 0.435210 0.423360\n2026-02-01 0.664176 0.440095 0.419459\n\n[3084 rows x 3 columns]", "acf_power_law": "{'d': np.float64(0.6351287691927425), 'd_nonlinear': np.float64(0.3448903462999068), 'r_squared': np.float64(0.42313817191006875), 'slope': np.float64(-0.6351287691927425), 'intercept': np.float64(-0.4744814497920893), 'p_value': np.float64(5.8241517539033605e-25), 'std_err': np.float64(0.053242166415478624), 'lags': array([ 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13,\n 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26,\n 27, 28, 29, 30, 31, 32, 33, 34, 35, 36, 37, 38, 39,\n 40, 41, 42, 43, 44, 45, 46, 47, 48, 49, 50, 51, 52,\n 53, 54, 55, 56, 57, 58, 59, 60, 61, 62, 63, 64, 65,\n 66, 67, 68, 69, 70, 71, 72, 73, 74, 75, 76, 77, 78,\n 79, 80, 81, 82, 83, 84, 85, 86, 87, 88, 89, 90, 91,\n 92, 93, 94, 95, 96, 97, 98, 99, 100, 101, 102, 103, 104,\n 105, 106, 107, 108, 109, 110, 111, 112, 113, 114, 115, 116, 117,\n 118, 119, 120, 121, 122, 123, 124, 125, 126, 127, 128, 129, 130,\n 131, 132, 133, 134, 135, 136, 137, 138, 139, 140, 141, 142, 143,\n 144, 145, 146, 147, 148, 149, 150, 151, 152, 153, 154, 155, 156,\n 157, 158, 159, 160, 161, 162, 163, 164, 165, 166, 167, 168, 169,\n 170, 171, 172, 173, 174, 175, 176, 177, 178, 179, 180, 181, 182,\n 183, 184, 185, 186, 187, 188, 189, 190, 191, 192, 193, 194, 195,\n 196, 197, 198, 199, 200]), 'acf_values': array([ 0.16941215, 0.11681494, 0.11477814, 0.18185448, 0.14259819,\n 0.14312719, 0.13894497, 0.12687252, 0.10913528, 0.10631101,\n 0.12944533, 0.11684757, 0.09762454, 0.15017366, 0.12411898,\n 0.12326963, 0.11562807, 0.0844657 , 0.07607039, 0.09505224,\n 0.16106874, 0.07148222, 0.09370097, 0.113692 , 0.11214878,\n 0.07064554, 0.09680625, 0.10452395, 0.09941853, 0.06644419,\n 0.07644115, 0.10051518, 0.07849206, 0.07073167, 0.1368152 ,\n 0.10616077, 0.07564097, 0.07883957, 0.07680061, 0.07310946,\n 0.11918992, 0.07922182, 0.06456951, 0.08403174, 0.07692813,\n 0.08377337, 0.04391864, 0.10519398, 0.07786352, 0.05243764,\n 0.02742507, 0.04606311, 0.05652268, 0.04697355, 0.04920116,\n 0.12268232, 0.0759553 , 0.09233128, 0.05483661, 0.06063155,\n 0.05068447, 0.10495384, 0.07299428, 0.05869396, 0.06155175,\n 0.06108528, 0.05599143, 0.04059884, 0.04826835, 0.09459542,\n 0.04167287, 0.06421634, 0.03641472, 0.0238428 , 0.02949051,\n 0.028975 , 0.07587434, 0.04076047, 0.02183433, 0.04071859,\n 0.07915313, 0.04777162, 0.06885369, 0.07274957, 0.04513606,\n 0.07586587, 0.0313361 , 0.03066215, 0.03402811, 0.02781086,\n 0.07376816, 0.04940179, 0.03161297, 0.05145948, 0.06577359,\n 0.02750272, 0.03582021, 0.06441121, 0.03604022, 0.03358751,\n 0.01675996, 0.0422471 , 0.06591494, 0.06885818, 0.04818789,\n 0.04963618, 0.03163956, 0.01832079, 0.01964259, 0.01123289,\n 0.04754563, 0.07196065, 0.05327285, 0.01016024, 0.02099561,\n 0.03435864, 0.02275624, 0.0509572 , 0.07064521, 0.01823375,\n 0.03585885, 0.04181538, 0.03457026, 0.03414933, 0.0637637 ,\n 0.07646433, 0.03986097, 0.02894514, 0.03613122, 0.04108859,\n 0.00557398, 0.02362922, 0.05843189, 0.07093583, 0.01379967,\n 0.03433454, 0.04788753, 0.03138599, 0.08687262, 0.06597871,\n 0.04592148, 0.02997983, 0.03153215, 0.03551219, 0.02675903,\n 0.03524658, 0.05154921, 0.03958578, 0.03302279, 0.03481268,\n 0.02006116, 0.00173977, 0.05858255, 0.03622785, 0.01146138,\n 0.02265825, 0.04005955, 0.01007684, 0.01566085, 0.02396771,\n 0.03186424, 0.04805276, 0.01635648, 0.01976088, 0.02343394,\n 0.00273027, 0.02632813, 0.04456983, 0.01092182, 0.05303205,\n 0.01297113, 0.010092 , 0.02187145, 0.05982095, 0.07711737,\n -0.00194965, 0.00163255, 0.01963515, 0.01550529, 0.00465648,\n 0.0280234 , 0.04069632, 0.00792728, 0.00806326, 0.01348062,\n 0.00751679, 0.01850354, 0.00878234, 0.02196925, 0.00988049,\n 0.00236659, -0.00252685, 0.00163724, -0.00829965, 0.02765656,\n 0.04718163, 0.03509459, 0.01161449, -0.01577184, 0.00061623]), 'lags_positive': array([ 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13,\n 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26,\n 27, 28, 29, 30, 31, 32, 33, 34, 35, 36, 37, 38, 39,\n 40, 41, 42, 43, 44, 45, 46, 47, 48, 49, 50, 51, 52,\n 53, 54, 55, 56, 57, 58, 59, 60, 61, 62, 63, 64, 65,\n 66, 67, 68, 69, 70, 71, 72, 73, 74, 75, 76, 77, 78,\n 79, 80, 81, 82, 83, 84, 85, 86, 87, 88, 89, 90, 91,\n 92, 93, 94, 95, 96, 97, 98, 99, 100, 101, 102, 103, 104,\n 105, 106, 107, 108, 109, 110, 111, 112, 113, 114, 115, 116, 117,\n 118, 119, 120, 121, 122, 123, 124, 125, 126, 127, 128, 129, 130,\n 131, 132, 133, 134, 135, 136, 137, 138, 139, 140, 141, 142, 143,\n 144, 145, 146, 147, 148, 149, 150, 151, 152, 153, 154, 155, 156,\n 157, 158, 159, 160, 161, 162, 163, 164, 165, 166, 167, 168, 169,\n 170, 171, 172, 173, 174, 175, 177, 178, 179, 180, 181, 182, 183,\n 184, 185, 186, 187, 188, 189, 190, 191, 193, 195, 196, 197, 198,\n 200]), 'acf_positive': array([0.16941215, 0.11681494, 0.11477814, 0.18185448, 0.14259819,\n 0.14312719, 0.13894497, 0.12687252, 0.10913528, 0.10631101,\n 0.12944533, 0.11684757, 0.09762454, 0.15017366, 0.12411898,\n 0.12326963, 0.11562807, 0.0844657 , 0.07607039, 0.09505224,\n 0.16106874, 0.07148222, 0.09370097, 0.113692 , 0.11214878,\n 0.07064554, 0.09680625, 0.10452395, 0.09941853, 0.06644419,\n 0.07644115, 0.10051518, 0.07849206, 0.07073167, 0.1368152 ,\n 0.10616077, 0.07564097, 0.07883957, 0.07680061, 0.07310946,\n 0.11918992, 0.07922182, 0.06456951, 0.08403174, 0.07692813,\n 0.08377337, 0.04391864, 0.10519398, 0.07786352, 0.05243764,\n 0.02742507, 0.04606311, 0.05652268, 0.04697355, 0.04920116,\n 0.12268232, 0.0759553 , 0.09233128, 0.05483661, 0.06063155,\n 0.05068447, 0.10495384, 0.07299428, 0.05869396, 0.06155175,\n 0.06108528, 0.05599143, 0.04059884, 0.04826835, 0.09459542,\n 0.04167287, 0.06421634, 0.03641472, 0.0238428 , 0.02949051,\n 0.028975 , 0.07587434, 0.04076047, 0.02183433, 0.04071859,\n 0.07915313, 0.04777162, 0.06885369, 0.07274957, 0.04513606,\n 0.07586587, 0.0313361 , 0.03066215, 0.03402811, 0.02781086,\n 0.07376816, 0.04940179, 0.03161297, 0.05145948, 0.06577359,\n 0.02750272, 0.03582021, 0.06441121, 0.03604022, 0.03358751,\n 0.01675996, 0.0422471 , 0.06591494, 0.06885818, 0.04818789,\n 0.04963618, 0.03163956, 0.01832079, 0.01964259, 0.01123289,\n 0.04754563, 0.07196065, 0.05327285, 0.01016024, 0.02099561,\n 0.03435864, 0.02275624, 0.0509572 , 0.07064521, 0.01823375,\n 0.03585885, 0.04181538, 0.03457026, 0.03414933, 0.0637637 ,\n 0.07646433, 0.03986097, 0.02894514, 0.03613122, 0.04108859,\n 0.00557398, 0.02362922, 0.05843189, 0.07093583, 0.01379967,\n 0.03433454, 0.04788753, 0.03138599, 0.08687262, 0.06597871,\n 0.04592148, 0.02997983, 0.03153215, 0.03551219, 0.02675903,\n 0.03524658, 0.05154921, 0.03958578, 0.03302279, 0.03481268,\n 0.02006116, 0.00173977, 0.05858255, 0.03622785, 0.01146138,\n 0.02265825, 0.04005955, 0.01007684, 0.01566085, 0.02396771,\n 0.03186424, 0.04805276, 0.01635648, 0.01976088, 0.02343394,\n 0.00273027, 0.02632813, 0.04456983, 0.01092182, 0.05303205,\n 0.01297113, 0.010092 , 0.02187145, 0.05982095, 0.07711737,\n 0.00163255, 0.01963515, 0.01550529, 0.00465648, 0.0280234 ,\n 0.04069632, 0.00792728, 0.00806326, 0.01348062, 0.00751679,\n 0.01850354, 0.00878234, 0.02196925, 0.00988049, 0.00236659,\n 0.00163724, 0.02765656, 0.04718163, 0.03509459, 0.01161449,\n 0.00061623]), 'is_long_memory': np.True_}", "model_comparison": "{'GARCH': {'params': {'mu': np.float64(0.12952422372058514), 'omega': np.float64(0.43881933719318955), 'alpha[1]': np.float64(0.09623144766619043), 'beta[1]': np.float64(0.876807221573444)}, 'aic': 16191.273421029466, 'bic': np.float64(16215.417126509034), 'log_likelihood': -8091.636710514733, 'conditional_volatility': datetime\n2017-08-18 0.045564\n2017-08-19 0.045227\n2017-08-20 0.042910\n2017-08-21 0.040965\n2017-08-22 0.039354\n ... \n2026-01-28 0.024847\n2026-01-29 0.024192\n2026-01-30 0.029081\n2026-01-31 0.028085\n2026-02-01 0.034557\nName: cond_vol, Length: 3090, dtype: float64, 'result_obj': Constant Mean - GARCH Model Results \n==============================================================================\nDep. Variable: close R-squared: 0.000\nMean Model: Constant Mean Adj. R-squared: 0.000\nVol Model: GARCH Log-Likelihood: -8091.64\nDistribution: Normal AIC: 16191.3\nMethod: Maximum Likelihood BIC: 16215.4\n No. Observations: 3090\nDate: Tue, Feb 03 2026 Df Residuals: 3089\nTime: 11:15:48 Df Model: 1\n Mean Model \n==========================================================================\n coef std err t P>|t| 95.0% Conf. Int.\n--------------------------------------------------------------------------\nmu 0.1295 5.806e-02 2.231 2.568e-02 [1.573e-02, 0.243]\n Volatility Model \n==========================================================================\n coef std err t P>|t| 95.0% Conf. Int.\n--------------------------------------------------------------------------\nomega 0.4388 0.207 2.121 3.393e-02 [3.329e-02, 0.844]\nalpha[1] 0.0962 4.760e-02 2.022 4.319e-02 [2.944e-03, 0.190]\nbeta[1] 0.8768 4.647e-02 18.866 2.158e-79 [ 0.786, 0.968]\n==========================================================================\n\nCovariance estimator: robust\nARCHModelResult, id: 0x12606b700}, 'EGARCH': {'params': {'mu': np.float64(0.11417527305176238), 'omega': np.float64(0.11719203779011349), 'alpha[1]': np.float64(0.17325396230660126), 'beta[1]': np.float64(0.9600892426630561)}, 'aic': 16209.480929812882, 'bic': np.float64(16233.62463529245), 'log_likelihood': -8100.740464906441, 'conditional_volatility': datetime\n2017-08-18 0.045606\n2017-08-19 0.046114\n2017-08-20 0.043460\n2017-08-21 0.041720\n2017-08-22 0.040522\n ... \n2026-01-28 0.024748\n2026-01-29 0.023667\n2026-01-30 0.027635\n2026-01-31 0.026737\n2026-02-01 0.031800\nName: cond_vol, Length: 3090, dtype: float64, 'leverage_param': nan, 'result_obj': Constant Mean - EGARCH Model Results \n==============================================================================\nDep. Variable: close R-squared: 0.000\nMean Model: Constant Mean Adj. R-squared: 0.000\nVol Model: EGARCH Log-Likelihood: -8100.74\nDistribution: Normal AIC: 16209.5\nMethod: Maximum Likelihood BIC: 16233.6\n No. Observations: 3090\nDate: Tue, Feb 03 2026 Df Residuals: 3089\nTime: 11:15:48 Df Model: 1\n Mean Model \n==========================================================================\n coef std err t P>|t| 95.0% Conf. Int.\n--------------------------------------------------------------------------\nmu 0.1142 5.823e-02 1.961 4.991e-02 [4.720e-05, 0.228]\n Volatility Model \n==========================================================================\n coef std err t P>|t| 95.0% Conf. Int.\n--------------------------------------------------------------------------\nomega 0.1172 4.701e-02 2.493 1.266e-02 [2.506e-02, 0.209]\nalpha[1] 0.1733 5.445e-02 3.182 1.463e-03 [6.653e-02, 0.280]\nbeta[1] 0.9601 1.594e-02 60.213 0.000 [ 0.929, 0.991]\n==========================================================================\n\nCovariance estimator: robust\nARCHModelResult, id: 0x124f5a760}, 'GJR-GARCH': {'params': {'mu': np.float64(0.08097224546042321), 'omega': np.float64(0.48386363868276294), 'alpha[1]': np.float64(0.06779768885138529), 'gamma[1]': np.float64(0.06548062265277206), 'beta[1]': np.float64(0.8693004769146425)}, 'aic': 16170.677755626308, 'bic': np.float64(16200.857387475768), 'log_likelihood': -8080.338877813154, 'conditional_volatility': datetime\n2017-08-18 0.045540\n2017-08-19 0.045790\n2017-08-20 0.043293\n2017-08-21 0.041271\n2017-08-22 0.039661\n ... \n2026-01-28 0.025648\n2026-01-29 0.024905\n2026-01-30 0.031310\n2026-01-31 0.030075\n2026-02-01 0.038224\nName: cond_vol, Length: 3090, dtype: float64, 'leverage_param': np.float64(0.06548062265277206), 'result_obj': Constant Mean - GJR-GARCH Model Results \n==============================================================================\nDep. Variable: close R-squared: 0.000\nMean Model: Constant Mean Adj. R-squared: 0.000\nVol Model: GJR-GARCH Log-Likelihood: -8080.34\nDistribution: Normal AIC: 16170.7\nMethod: Maximum Likelihood BIC: 16200.9\n No. Observations: 3090\nDate: Tue, Feb 03 2026 Df Residuals: 3089\nTime: 11:15:48 Df Model: 1\n Mean Model \n===========================================================================\n coef std err t P>|t| 95.0% Conf. Int.\n---------------------------------------------------------------------------\nmu 0.0810 5.352e-02 1.513 0.130 [-2.392e-02, 0.186]\n Volatility Model \n===========================================================================\n coef std err t P>|t| 95.0% Conf. Int.\n---------------------------------------------------------------------------\nomega 0.4839 0.237 2.044 4.094e-02 [1.993e-02, 0.948]\nalpha[1] 0.0678 2.275e-02 2.979 2.887e-03 [2.320e-02, 0.112]\ngamma[1] 0.0655 6.205e-02 1.055 0.291 [-5.613e-02, 0.187]\nbeta[1] 0.8693 4.827e-02 18.009 1.663e-72 [ 0.775, 0.964]\n===========================================================================\n\nCovariance estimator: robust\nARCHModelResult, id: 0x124ec2d60}}", "leverage_effect": "{'5d': {'pearson_correlation': np.float64(-0.061984247861208444), 'pearson_pvalue': np.float64(0.0005717052330372451), 'spearman_correlation': np.float64(-0.013703868249034022), 'spearman_pvalue': np.float64(0.44672985128105513), 'n_samples': 3085, 'return_series': datetime\n2017-08-18 -0.042113\n2017-08-19 0.007665\n2017-08-20 -0.013053\n2017-08-21 -0.017351\n2017-08-22 0.005958\n ... \n2026-01-23 0.000453\n2026-01-24 -0.004193\n2026-01-25 -0.029053\n2026-01-26 0.019161\n2026-01-27 0.010168\nName: return, Length: 3085, dtype: float64, 'future_vol_series': datetime\n2017-08-18 0.012436\n2017-08-19 0.020490\n2017-08-20 0.019523\n2017-08-21 0.018687\n2017-08-22 0.018765\n ... \n2026-01-23 0.012627\n2026-01-24 0.022483\n2026-01-25 0.017596\n2026-01-26 0.027313\n2026-01-27 0.029834\nName: future_vol, Length: 3085, dtype: float64}, '10d': {'pearson_correlation': np.float64(-0.033668665650756026), 'pearson_pvalue': np.float64(0.06171938986587776), 'spearman_correlation': np.float64(0.0022075568332161587), 'spearman_pvalue': np.float64(0.9025308817972548), 'n_samples': 3080, 'return_series': datetime\n2017-08-18 -0.042113\n2017-08-19 0.007665\n2017-08-20 -0.013053\n2017-08-21 -0.017351\n2017-08-22 0.005958\n ... \n2026-01-18 -0.015620\n2026-01-19 -0.011188\n2026-01-20 -0.046439\n2026-01-21 0.011548\n2026-01-22 0.001172\nName: return, Length: 3080, dtype: float64, 'future_vol_series': datetime\n2017-08-18 0.015548\n2017-08-19 0.019258\n2017-08-20 0.018660\n2017-08-21 0.020583\n2017-08-22 0.022289\n ... \n2026-01-18 0.013394\n2026-01-19 0.017622\n2026-01-20 0.013440\n2026-01-21 0.019060\n2026-01-22 0.021220\nName: future_vol, Length: 3080, dtype: float64}, '20d': {'pearson_correlation': np.float64(-0.017638367572489176), 'pearson_pvalue': np.float64(0.32858040373635033), 'spearman_correlation': np.float64(0.006272837436601455), 'spearman_pvalue': np.float64(0.7282723382926714), 'n_samples': 3070, 'return_series': datetime\n2017-08-18 -0.042113\n2017-08-19 0.007665\n2017-08-20 -0.013053\n2017-08-21 -0.017351\n2017-08-22 0.005958\n ... \n2026-01-08 -0.002896\n2026-01-09 -0.005048\n2026-01-10 -0.001508\n2026-01-11 0.005608\n2026-01-12 0.003100\nName: return, Length: 3070, dtype: float64, 'future_vol_series': datetime\n2017-08-18 0.029149\n2017-08-19 0.033324\n2017-08-20 0.032953\n2017-08-21 0.033616\n2017-08-22 0.034255\n ... \n2026-01-08 0.012185\n2026-01-09 0.014607\n2026-01-10 0.014762\n2026-01-11 0.017869\n2026-01-12 0.018853\nName: future_vol, Length: 3070, dtype: float64}}", "status": "success" }, "hurst": { "R/S Hurst": 0.599066670965807, "DFA Hurst": 0.5868487366138886, "交叉验证": { "R/S Hurst": 0.599066670965807, "DFA Hurst": 0.5868487366138886, "两种方法差异": 0.012217934351918425, "平均值": 0.5929577037898478 }, "综合Hurst": 0.5929577037898478, "综合解读": "趋势性 (H=0.5930 > 0.55):序列具有长程正相关,价格趋势倾向于持续", "滚动Hurst": { "窗口数": 87, "趋势占比": 0.9885057471264368, "随机游走占比": 0.011494252873563218, "均值回归占比": 0.0, "Hurst范围": [ 0.548657473865875, 0.6540287499669682 ], "Hurst均值": 0.5913167465022056 }, "多时间框架": { "1h": { "R/S Hurst": 0.5551829664830917, "DFA Hurst": 0.5559270762382792, "平均Hurst": 0.5555550213606855, "数据量": 74052, "解读": "趋势性 (H=0.5556 > 0.55):序列具有长程正相关,价格趋势倾向于持续" }, "4h": { "R/S Hurst": 0.5749044947852355, "DFA Hurst": 0.577134099743992, "平均Hurst": 0.5760192972646138, "数据量": 18527, "解读": "趋势性 (H=0.5760 > 0.55):序列具有长程正相关,价格趋势倾向于持续" }, "1d": { "R/S Hurst": 0.599066670965807, "DFA Hurst": 0.5868487366138886, "平均Hurst": 0.5929577037898478, "数据量": 3090, "解读": "趋势性 (H=0.5930 > 0.55):序列具有长程正相关,价格趋势倾向于持续" }, "1w": { "R/S Hurst": 0.6863567334278854, "DFA Hurst": 0.6551931131151767, "平均Hurst": 0.670774923271531, "数据量": 434, "解读": "趋势性 (H=0.6708 > 0.55):序列具有长程正相关,价格趋势倾向于持续" } }, "status": "success" }, "fractal": { "盒计数分形维数": 1.33981806810231, "维数解读": "序列较为光滑,具有一定趋势持续性", "Hurst(从D推算)": 0.66018193189769, "蒙特卡洛检验": "{'BTC分形维数': np.float64(1.33981806810231), '随机游走均值': np.float64(1.380548625079417), '随机游走标准差': np.float64(0.029469822925662244), '随机游走范围': (np.float64(1.2773941560871607), np.float64(1.4351289056018914)), 'Z统计量': np.float64(-1.3821106791123259), 'p值': np.float64(0.16693771997826756), '显著性(α=0.05)': np.False_}", "多尺度自相似性": { "缩放指数(H估计)": 0.5274203951268943 }, "status": "success" }, "power_law": { "r_squared": 0.5678120109582484, "power_exponent": 0.7699636561390698, "intercept": 4.629820314237845, "corridor_prices": { "0.05": 16879.14611194412, "0.5": 51706.664285887106, "0.95": 119339.81281975961 }, "model_comparison": { "power_law_aic": 68300.50392355697, "power_law_bic": 68312.57642344123, "exponential_aic": 67807.4540823288, "exponential_bic": 67819.52658221306, "preferred": "exponential" }, "current_price": 76968.21, "current_percentile": 67.87447428016823, "status": "success" }, "volume_price": { "spearman": { "correlation": 0.3214920649731082, "p_value": 3.1129979914822277e-75, "n_samples": 3090 }, "lead_lag": { "significant_lags": [] }, "granger": { "volume_to_returns_sig_lags": [], "returns_to_volume_sig_lags": [] }, "obv_divergences": { "total": 82, "bearish": 49, "bullish": 33 }, "status": "success" }, "calendar": { "status": "success", "findings": [] }, "halving": { "status": "success", "findings": [] }, "indicators": { "train_results": " n_buy n_sell ... ic_rejected any_fdr_pass\nindicator ... \nSMA_5_20 47.0 48.0 ... False False\nEMA_5_20 53.0 54.0 ... False False\nSMA_10_50 21.0 22.0 ... False False\nEMA_10_50 19.0 20.0 ... False False\nSMA_20_100 7.0 8.0 ... False False\nEMA_20_100 9.0 10.0 ... False False\nSMA_50_200 4.0 5.0 ... False False\nEMA_50_200 6.0 7.0 ... False False\nRSI_7_30_70 66.0 78.0 ... False False\nRSI_7_25_75 48.0 62.0 ... False False\nRSI_7_20_80 21.0 41.0 ... False False\nRSI_14_30_70 24.0 47.0 ... False False\nRSI_14_25_75 15.0 27.0 ... False False\nRSI_14_20_80 4.0 17.0 ... False False\nRSI_21_30_70 14.0 29.0 ... False False\nRSI_21_25_75 4.0 16.0 ... False False\nRSI_21_20_80 2.0 11.0 ... False False\nMACD_12_26_9 65.0 65.0 ... False False\nMACD_8_17_9 92.0 92.0 ... False False\nMACD_5_35_5 123.0 123.0 ... False False\nBB_20_2 39.0 59.0 ... False False\n\n[21 rows x 23 columns]", "val_results": " n_buy n_sell ... ic_rejected any_fdr_pass\nindicator ... \nSMA_5_20 21.0 21.0 ... False False\nEMA_5_20 17.0 17.0 ... False False\nSMA_10_50 7.0 7.0 ... False False\nEMA_10_50 8.0 8.0 ... False False\nSMA_20_100 4.0 4.0 ... False False\nEMA_20_100 3.0 3.0 ... False False\nSMA_50_200 2.0 1.0 ... False False\nEMA_50_200 2.0 1.0 ... False False\nRSI_7_30_70 16.0 27.0 ... False False\nRSI_7_25_75 9.0 16.0 ... False False\nRSI_7_20_80 4.0 17.0 ... False False\nRSI_14_30_70 4.0 17.0 ... False False\nRSI_14_25_75 3.0 6.0 ... False False\nRSI_14_20_80 1.0 7.0 ... False False\nRSI_21_30_70 1.0 7.0 ... False False\nRSI_21_25_75 0.0 9.0 ... False False\nRSI_21_20_80 0.0 7.0 ... False False\nMACD_12_26_9 22.0 23.0 ... False False\nMACD_8_17_9 28.0 29.0 ... False False\nMACD_5_35_5 42.0 43.0 ... False False\nBB_20_2 12.0 26.0 ... False False\n\n[21 rows x 23 columns]", "fdr_passed_train": [], "fdr_passed_val": [], "permutation_results": { "RSI_14_30_70": { "observed_diff": -0.004977440100087348, "perm_pval": 0.5664335664335665 }, "RSI_14_25_75": { "observed_diff": -0.03017610738336842, "perm_pval": 0.014985014985014986 }, "RSI_21_30_70": { "observed_diff": -0.012247499113796413, "perm_pval": 0.2677322677322677 }, "RSI_7_25_75": { "observed_diff": -0.014302431427126703, "perm_pval": 0.02097902097902098 }, "RSI_21_20_80": { "observed_diff": -0.0252918754365221, "perm_pval": 0.3026973026973027 } }, "all_signals": "{'SMA_5_20': datetime\n2017-08-17 0\n2017-08-18 0\n2017-08-19 0\n2017-08-20 0\n2017-08-21 0\n ..\n2026-01-28 0\n2026-01-29 0\n2026-01-30 0\n2026-01-31 0\n2026-02-01 0\nLength: 3091, dtype: int64, 'EMA_5_20': datetime\n2017-08-17 0\n2017-08-18 -1\n2017-08-19 0\n2017-08-20 0\n2017-08-21 0\n ..\n2026-01-28 0\n2026-01-29 0\n2026-01-30 0\n2026-01-31 0\n2026-02-01 0\nLength: 3091, dtype: int64, 'SMA_10_50': datetime\n2017-08-17 0\n2017-08-18 0\n2017-08-19 0\n2017-08-20 0\n2017-08-21 0\n ..\n2026-01-28 0\n2026-01-29 0\n2026-01-30 0\n2026-01-31 0\n2026-02-01 0\nLength: 3091, dtype: int64, 'EMA_10_50': datetime\n2017-08-17 0\n2017-08-18 -1\n2017-08-19 0\n2017-08-20 0\n2017-08-21 0\n ..\n2026-01-28 0\n2026-01-29 0\n2026-01-30 0\n2026-01-31 0\n2026-02-01 0\nLength: 3091, dtype: int64, 'SMA_20_100': datetime\n2017-08-17 0\n2017-08-18 0\n2017-08-19 0\n2017-08-20 0\n2017-08-21 0\n ..\n2026-01-28 0\n2026-01-29 0\n2026-01-30 0\n2026-01-31 0\n2026-02-01 0\nLength: 3091, dtype: int64, 'EMA_20_100': datetime\n2017-08-17 0\n2017-08-18 -1\n2017-08-19 0\n2017-08-20 0\n2017-08-21 0\n ..\n2026-01-28 0\n2026-01-29 0\n2026-01-30 0\n2026-01-31 0\n2026-02-01 0\nLength: 3091, dtype: int64, 'SMA_50_200': datetime\n2017-08-17 0\n2017-08-18 0\n2017-08-19 0\n2017-08-20 0\n2017-08-21 0\n ..\n2026-01-28 0\n2026-01-29 0\n2026-01-30 0\n2026-01-31 0\n2026-02-01 0\nLength: 3091, dtype: int64, 'EMA_50_200': datetime\n2017-08-17 0\n2017-08-18 -1\n2017-08-19 0\n2017-08-20 0\n2017-08-21 0\n ..\n2026-01-28 0\n2026-01-29 0\n2026-01-30 0\n2026-01-31 0\n2026-02-01 0\nLength: 3091, dtype: int64, 'RSI_7_30_70': datetime\n2017-08-17 0\n2017-08-18 0\n2017-08-19 0\n2017-08-20 0\n2017-08-21 0\n ..\n2026-01-28 0\n2026-01-29 0\n2026-01-30 0\n2026-01-31 0\n2026-02-01 0\nLength: 3091, dtype: int64, 'RSI_7_25_75': datetime\n2017-08-17 0\n2017-08-18 0\n2017-08-19 0\n2017-08-20 0\n2017-08-21 0\n ..\n2026-01-28 0\n2026-01-29 0\n2026-01-30 0\n2026-01-31 0\n2026-02-01 0\nLength: 3091, dtype: int64, 'RSI_7_20_80': datetime\n2017-08-17 0\n2017-08-18 0\n2017-08-19 0\n2017-08-20 0\n2017-08-21 0\n ..\n2026-01-28 0\n2026-01-29 0\n2026-01-30 0\n2026-01-31 0\n2026-02-01 0\nLength: 3091, dtype: int64, 'RSI_14_30_70': datetime\n2017-08-17 0\n2017-08-18 0\n2017-08-19 0\n2017-08-20 0\n2017-08-21 0\n ..\n2026-01-28 0\n2026-01-29 0\n2026-01-30 0\n2026-01-31 0\n2026-02-01 0\nLength: 3091, dtype: int64, 'RSI_14_25_75': datetime\n2017-08-17 0\n2017-08-18 0\n2017-08-19 0\n2017-08-20 0\n2017-08-21 0\n ..\n2026-01-28 0\n2026-01-29 0\n2026-01-30 0\n2026-01-31 0\n2026-02-01 0\nLength: 3091, dtype: int64, 'RSI_14_20_80': datetime\n2017-08-17 0\n2017-08-18 0\n2017-08-19 0\n2017-08-20 0\n2017-08-21 0\n ..\n2026-01-28 0\n2026-01-29 0\n2026-01-30 0\n2026-01-31 0\n2026-02-01 0\nLength: 3091, dtype: int64, 'RSI_21_30_70': datetime\n2017-08-17 0\n2017-08-18 0\n2017-08-19 0\n2017-08-20 0\n2017-08-21 0\n ..\n2026-01-28 0\n2026-01-29 0\n2026-01-30 0\n2026-01-31 0\n2026-02-01 0\nLength: 3091, dtype: int64, 'RSI_21_25_75': datetime\n2017-08-17 0\n2017-08-18 0\n2017-08-19 0\n2017-08-20 0\n2017-08-21 0\n ..\n2026-01-28 0\n2026-01-29 0\n2026-01-30 0\n2026-01-31 0\n2026-02-01 0\nLength: 3091, dtype: int64, 'RSI_21_20_80': datetime\n2017-08-17 0\n2017-08-18 0\n2017-08-19 0\n2017-08-20 0\n2017-08-21 0\n ..\n2026-01-28 0\n2026-01-29 0\n2026-01-30 0\n2026-01-31 0\n2026-02-01 0\nLength: 3091, dtype: int64, 'MACD_12_26_9': datetime\n2017-08-17 0\n2017-08-18 -1\n2017-08-19 0\n2017-08-20 0\n2017-08-21 0\n ..\n2026-01-28 0\n2026-01-29 0\n2026-01-30 0\n2026-01-31 0\n2026-02-01 0\nLength: 3091, dtype: int64, 'MACD_8_17_9': datetime\n2017-08-17 0\n2017-08-18 -1\n2017-08-19 0\n2017-08-20 0\n2017-08-21 0\n ..\n2026-01-28 0\n2026-01-29 0\n2026-01-30 0\n2026-01-31 0\n2026-02-01 0\nLength: 3091, dtype: int64, 'MACD_5_35_5': datetime\n2017-08-17 0\n2017-08-18 -1\n2017-08-19 0\n2017-08-20 0\n2017-08-21 0\n ..\n2026-01-28 0\n2026-01-29 0\n2026-01-30 0\n2026-01-31 0\n2026-02-01 0\nLength: 3091, dtype: int64, 'BB_20_2': datetime\n2017-08-17 0\n2017-08-18 0\n2017-08-19 0\n2017-08-20 0\n2017-08-21 0\n ..\n2026-01-28 0\n2026-01-29 0\n2026-01-30 0\n2026-01-31 0\n2026-02-01 0\nLength: 3091, dtype: int64}", "status": "success" }, "patterns": { "train_results": " n_occurrences ... any_fdr_pass\npattern ... \nDoji 219.0 ... False\nHammer 49.0 ... False\nInverted_Hammer 17.0 ... False\nShooting_Star 6.0 ... False\nPin_Bar_Bull 116.0 ... False\nPin_Bar_Bear 57.0 ... False\nBullish_Engulfing 159.0 ... False\nBearish_Engulfing 149.0 ... False\nMorning_Star 23.0 ... False\nEvening_Star 20.0 ... False\nThree_White_Soldiers 11.0 ... False\nThree_Black_Crows 4.0 ... False\n\n[12 rows x 41 columns]", "val_results": " n_occurrences ... any_fdr_pass\npattern ... \nDoji 81.0 ... True\nHammer 12.0 ... False\nInverted_Hammer 6.0 ... False\nShooting_Star 3.0 ... False\nPin_Bar_Bull 28.0 ... True\nPin_Bar_Bear 20.0 ... False\nBullish_Engulfing 69.0 ... True\nBearish_Engulfing 47.0 ... False\nMorning_Star 5.0 ... False\nEvening_Star 6.0 ... False\nThree_White_Soldiers 4.0 ... False\nThree_Black_Crows 0.0 ... False\n\n[12 rows x 41 columns]", "fdr_passed_train": [], "fdr_passed_val": [ "Doji", "Pin_Bar_Bull", "Bullish_Engulfing" ], "all_patterns": "{'Doji': datetime\n2017-08-17 1\n2017-08-18 0\n2017-08-19 1\n2017-08-20 0\n2017-08-21 0\n ..\n2026-01-28 1\n2026-01-29 0\n2026-01-30 0\n2026-01-31 0\n2026-02-01 0\nLength: 3091, dtype: int64, 'Hammer': datetime\n2017-08-17 0\n2017-08-18 0\n2017-08-19 0\n2017-08-20 0\n2017-08-21 0\n ..\n2026-01-28 0\n2026-01-29 0\n2026-01-30 1\n2026-01-31 0\n2026-02-01 0\nLength: 3091, dtype: int64, 'Inverted_Hammer': datetime\n2017-08-17 0\n2017-08-18 0\n2017-08-19 0\n2017-08-20 0\n2017-08-21 0\n ..\n2026-01-28 0\n2026-01-29 0\n2026-01-30 0\n2026-01-31 0\n2026-02-01 0\nLength: 3091, dtype: int64, 'Shooting_Star': datetime\n2017-08-17 0\n2017-08-18 0\n2017-08-19 0\n2017-08-20 0\n2017-08-21 0\n ..\n2026-01-28 0\n2026-01-29 0\n2026-01-30 0\n2026-01-31 0\n2026-02-01 0\nLength: 3091, dtype: int64, 'Pin_Bar_Bull': datetime\n2017-08-17 0\n2017-08-18 0\n2017-08-19 1\n2017-08-20 0\n2017-08-21 0\n ..\n2026-01-28 0\n2026-01-29 0\n2026-01-30 1\n2026-01-31 0\n2026-02-01 0\nLength: 3091, dtype: int64, 'Pin_Bar_Bear': datetime\n2017-08-17 1\n2017-08-18 0\n2017-08-19 0\n2017-08-20 0\n2017-08-21 0\n ..\n2026-01-28 1\n2026-01-29 0\n2026-01-30 0\n2026-01-31 0\n2026-02-01 0\nLength: 3091, dtype: int64, 'Bullish_Engulfing': datetime\n2017-08-17 0\n2017-08-18 0\n2017-08-19 0\n2017-08-20 0\n2017-08-21 0\n ..\n2026-01-28 0\n2026-01-29 0\n2026-01-30 0\n2026-01-31 0\n2026-02-01 0\nLength: 3091, dtype: int64, 'Bearish_Engulfing': datetime\n2017-08-17 0\n2017-08-18 1\n2017-08-19 0\n2017-08-20 0\n2017-08-21 0\n ..\n2026-01-28 0\n2026-01-29 1\n2026-01-30 0\n2026-01-31 0\n2026-02-01 0\nLength: 3091, dtype: int64, 'Morning_Star': datetime\n2017-08-17 0\n2017-08-18 0\n2017-08-19 0\n2017-08-20 0\n2017-08-21 0\n ..\n2026-01-28 0\n2026-01-29 0\n2026-01-30 0\n2026-01-31 0\n2026-02-01 0\nLength: 3091, dtype: int64, 'Evening_Star': datetime\n2017-08-17 0\n2017-08-18 0\n2017-08-19 0\n2017-08-20 0\n2017-08-21 0\n ..\n2026-01-28 0\n2026-01-29 1\n2026-01-30 0\n2026-01-31 0\n2026-02-01 0\nLength: 3091, dtype: int64, 'Three_White_Soldiers': datetime\n2017-08-17 0\n2017-08-18 0\n2017-08-19 0\n2017-08-20 0\n2017-08-21 0\n ..\n2026-01-28 0\n2026-01-29 0\n2026-01-30 0\n2026-01-31 0\n2026-02-01 0\nLength: 3091, dtype: int64, 'Three_Black_Crows': datetime\n2017-08-17 0\n2017-08-18 0\n2017-08-19 0\n2017-08-20 0\n2017-08-21 0\n ..\n2026-01-28 0\n2026-01-29 0\n2026-01-30 0\n2026-01-31 0\n2026-02-01 0\nLength: 3091, dtype: int64}", "status": "success" }, "clustering": { "kmeans": "{'best_k': 3, 'labels': array([1, 1, 2, ..., 0, 1, 0], dtype=int32), 'cluster_desc': log_return abs_return vol_7d ... state_cn count pct\ncluster_K-Means ... \n0 -0.000096 0.012406 0.465074 ... 横盘整理 2253 73.6\n1 -0.056358 0.056570 0.951770 ... 急剧下跌 361 11.8\n2 0.052789 0.052932 0.876194 ... 强势上涨 447 14.6\n\n[3 rows x 14 columns], 'all_results': {3: {'silhouette': np.float64(0.33788983182490917), 'inertia': 21341.973506600978, 'labels': array([1, 1, 2, ..., 0, 1, 0], dtype=int32), 'model': KMeans(max_iter=500, n_clusters=3, n_init=20, random_state=42)}, 4: {'silhouette': np.float64(0.2383690756014495), 'inertia': 19697.42665658707, 'labels': array([3, 3, 0, ..., 1, 2, 3], dtype=int32), 'model': KMeans(max_iter=500, n_clusters=4, n_init=20, random_state=42)}, 5: {'silhouette': np.float64(0.1748258615401955), 'inertia': 18264.213417509138, 'labels': array([4, 4, 0, ..., 2, 3, 4], dtype=int32), 'model': KMeans(max_iter=500, n_clusters=5, n_init=20, random_state=42)}, 6: {'silhouette': np.float64(0.17344301823232902), 'inertia': 17141.26396179242, 'labels': array([2, 2, 0, ..., 3, 3, 3], dtype=int32), 'model': KMeans(max_iter=500, n_clusters=6, n_init=20, random_state=42)}, 7: {'silhouette': np.float64(0.17323332216663148), 'inertia': 16243.10046274255, 'labels': array([3, 4, 1, ..., 5, 5, 5], dtype=int32), 'model': KMeans(max_iter=500, n_clusters=7, n_init=20, random_state=42)}}}", "gmm": "{'best_k': 7, 'labels': array([3, 1, 3, ..., 6, 5, 6]), 'cluster_desc': log_return abs_return vol_7d ... state_cn count pct\ncluster_GMM ... \n0 0.010128 0.010128 0.357685 ... 温和上涨 698 22.8\n1 -0.072434 0.072434 1.041344 ... 急剧下跌 122 4.0\n2 -0.012261 0.012261 0.381069 ... 温和下跌 783 25.6\n3 0.059049 0.059049 1.051605 ... 强势上涨 241 7.9\n4 0.025606 0.025606 0.656672 ... 强势上涨 634 20.7\n5 -0.043943 0.043943 0.803047 ... 急剧下跌 290 9.5\n6 -0.011326 0.011326 0.700769 ... 温和下跌 293 9.6\n\n[7 rows x 14 columns], 'all_results': {3: {'bic': np.float64(7219.829483951697), 'aic': np.float64(6032.609586979451), 'silhouette': np.float64(0.06549802389899598), 'labels': array([0, 2, 0, ..., 2, 2, 1]), 'model': GaussianMixture(max_iter=500, n_components=3, n_init=5, random_state=42)}, 4: {'bic': np.float64(-101.52417196679198), 'aic': np.float64(-1686.4928669094352), 'silhouette': np.float64(0.05590661985706378), 'labels': array([3, 2, 3, ..., 2, 2, 0]), 'model': GaussianMixture(max_iter=500, n_components=4, n_init=5, random_state=42)}, 5: {'bic': np.float64(-2057.235977022373), 'aic': np.float64(-4039.9534699354135), 'silhouette': np.float64(0.03830870117896256), 'labels': array([2, 4, 2, ..., 0, 0, 0]), 'model': GaussianMixture(max_iter=500, n_components=5, n_init=5, random_state=42)}, 6: {'bic': np.float64(-1810.3804844055708), 'aic': np.float64(-4190.846775289008), 'silhouette': np.float64(0.04026910587877369), 'labels': array([2, 5, 0, ..., 3, 3, 3]), 'model': GaussianMixture(max_iter=500, n_components=6, n_init=5, random_state=42)}, 7: {'bic': np.float64(-3434.449804148429), 'aic': np.float64(-6212.664893002264), 'silhouette': np.float64(0.01891584304771941), 'labels': array([3, 1, 3, ..., 6, 5, 6]), 'model': GaussianMixture(max_iter=500, n_components=7, n_init=5, random_state=42)}}}", "hdbscan": "{'labels': array([-1, -1, -1, ..., -1, -1, -1]), 'info': {'n_clusters': 0, 'n_noise': np.int64(3061), 'noise_pct': np.float64(100.0), 'labels': array([-1, -1, -1, ..., -1, -1, -1]), 'model': HDBSCAN(min_cluster_size=30, min_samples=10)}}", "markov": "{'transition_matrix': array([[0.81971581, 0.07726465, 0.10301954],\n [0.45152355, 0.2299169 , 0.31855956],\n [0.5458613 , 0.23042506, 0.22371365]]), 'stationary_distribution': array([0.73645018, 0.11757031, 0.14597951]), 'holding_time': array([5.54679803, 1.29856115, 1.28818444])}", "features": "{'df_clean': open high ... log_return_lag1 log_return_lag2\ndatetime ... \n2017-09-16 3674.01 3950.00 ... 0.148619 -0.212657\n2017-09-17 3685.23 3748.21 ... 0.004032 0.148619\n2017-09-18 3690.00 4123.20 ... -0.004035 0.004032\n2017-09-19 4060.00 4089.97 ... 0.086679 -0.004035\n2017-09-20 3910.04 4046.08 ... -0.031461 0.086679\n... ... ... ... ... ...\n2026-01-28 89249.99 90600.00 ... 0.010168 0.019161\n2026-01-29 89300.00 89348.00 ... 0.000560 0.010168\n2026-01-30 84650.16 84735.75 ... -0.053474 0.000560\n2026-01-31 84260.50 84270.02 ... -0.004614 -0.053474\n2026-02-01 78741.10 79424.00 ... -0.067748 -0.004614\n\n[3061 rows x 24 columns], 'X_scaled': array([[ 0.08513551, -0.72523644, 4.04658793, ..., 0.26911597,\n 4.12039156, -5.93472476],\n [-0.14073076, -0.72513592, 4.04721932, ..., 0.06727386,\n 0.08334177, 4.10039685],\n [ 2.39898724, 2.3484655 , 4.39080301, ..., 2.5979057 ,\n -0.14191333, 0.08422571],\n ...,\n [-0.15693614, -0.70360882, -0.3029424 , ..., -0.17615044,\n -1.52232198, -0.012228 ],\n [-1.92450248, 1.64441202, 0.13494686, ..., -1.89826004,\n -0.15807487, -1.51313393],\n [-0.66532683, -0.02826674, 0.12068419, ..., -0.68265688,\n -1.92085845, -0.15594238]]), 'scaler': StandardScaler()}", "status": "success" }, "time_series": { "metrics": "{'Random Walk': {'name': 'Random Walk', 'rmse': np.float64(0.02531781370478331), 'rmse_ratio_vs_rw': np.float64(1.0), 'direction_accuracy': np.float64(0.0), 'dm_stat_vs_rw': nan, 'dm_pval_vs_rw': nan, 'predictions': array([0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,\n 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,\n 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,\n 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,\n 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,\n 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,\n 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,\n 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,\n 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,\n 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,\n 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,\n 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,\n 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,\n 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,\n 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,\n 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,\n 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,\n 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,\n 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,\n 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,\n 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,\n 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,\n 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,\n 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,\n 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,\n 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,\n 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,\n 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,\n 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,\n 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,\n 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,\n 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,\n 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,\n 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,\n 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,\n 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,\n 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,\n 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.]), 'errors': array([-5.76555882e-03, -1.32482993e-02, 2.95881469e-02, 3.54700668e-02,\n -8.86807695e-03, -9.85029250e-03, -2.18074843e-02, -5.75794217e-03,\n 1.08397524e-03, -1.59268553e-02, -3.76363267e-03, 4.99954856e-03,\n 1.13988381e-02, -1.02822908e-02, -5.62356239e-03, 1.01006875e-02,\n 1.47830061e-02, -1.14422775e-02, -1.05833258e-02, -4.29965744e-03,\n 6.40996125e-03, 2.08399000e-03, 1.88814048e-02, -1.23744128e-02,\n 3.80839730e-02, 3.38584068e-02, -2.32062173e-02, 1.45149105e-02,\n 1.05229017e-02, -8.79361510e-03, -6.65109064e-03, -3.47534413e-04,\n -1.63299430e-02, 2.77405884e-03, 4.55002685e-02, 7.10756813e-03,\n -1.86613858e-02, -1.51557084e-02, -1.04539949e-01, -1.52567779e-01,\n 1.00211568e-01, -3.06235437e-02, -1.52430215e-02, -2.91029542e-02,\n 1.75795765e-02, 1.67730512e-02, -1.41710599e-02, 1.78682189e-03,\n 4.72553995e-04, 1.37719892e-05, -2.54979489e-02, -3.11264271e-02,\n 2.78477629e-02, 2.29172032e-02, -2.50586862e-04, -4.63814070e-03,\n -3.85498546e-03, -1.81163932e-03, -1.32268364e-02, 1.40634323e-02,\n 4.29219220e-02, -1.09119120e-02, 6.77253117e-03, -1.22163134e-02,\n 1.29742427e-02, -8.17977063e-03, 7.20067031e-03, -1.48751770e-02,\n 2.27521019e-02, -5.56232014e-03, -6.24707169e-05, -2.48096293e-03,\n 7.27692009e-03, 3.22953657e-02, 1.59931002e-03, -2.54175504e-02,\n -4.26220920e-02, 8.64452424e-03, -2.28615995e-03, -1.80448690e-02,\n 2.74016047e-02, -4.20460385e-03, -1.92592901e-04, -2.55536386e-03,\n 3.42827356e-03, -2.38206762e-04, 5.17192981e-03, -1.26708163e-02,\n -9.56593440e-03, 5.19337964e-03, -1.56373421e-03, -3.92641443e-03,\n 4.48444092e-03, 3.37162474e-03, 1.38538835e-04, 1.04506352e-02,\n -1.09909664e-03, 7.03325626e-03, -4.17770352e-04, 1.08162151e-02,\n 2.94000490e-03, 1.51596309e-02, 2.84102952e-02, 4.91190305e-02,\n 5.58930485e-02, 5.01468277e-02, -3.98887166e-03, 1.49394737e-02,\n -2.40262154e-03, -2.18767424e-02, 1.88809860e-02, 7.29936991e-02,\n 5.11939752e-03, -3.32678352e-03, 9.14299248e-03, -1.24508352e-02,\n 1.87361192e-02, -2.22658408e-03, 2.79968354e-03, -2.23703451e-03,\n 3.07819252e-02, -3.93514588e-02, 1.30130964e-02, 2.59322536e-02,\n -1.03224865e-02, -2.43133022e-03, -4.49371291e-03, -1.70316321e-02,\n -7.45767311e-03, 2.07794016e-02, -1.20105003e-02, -5.21417004e-02,\n -7.88368568e-03, 1.09162885e-02, -3.62048863e-03, -4.39419065e-04,\n 1.93698620e-02, 9.13804912e-02, -3.37113933e-02, 4.37707860e-02,\n 2.51941521e-03, -1.47308461e-02, 2.32302854e-02, -1.58252644e-02,\n -1.11013167e-02, -1.00581845e-02, -3.20410285e-02, -1.21789238e-03,\n 1.70316106e-02, -2.66797531e-03, -1.50332014e-02, 2.08429342e-02,\n -6.94991510e-03, -4.85031008e-02, -3.47643933e-04, 3.73720671e-03,\n -9.02760617e-04, -9.50689505e-03, -2.24374724e-02, -6.38816973e-02,\n -1.04426921e-02, 1.50245079e-02, 7.26480423e-02, 9.18599391e-02,\n 2.28335296e-02, -1.57184971e-02, 2.89409710e-02, 9.15382367e-02,\n -1.79605739e-02, 3.88304254e-02, -9.18880774e-03, 1.39179152e-02,\n -3.08751025e-02, 3.76104839e-02, -3.01706045e-02, 3.08827329e-04,\n 1.82249637e-02, -3.06102933e-02, 5.00718327e-03, 3.91179691e-02,\n -1.13547262e-02, 1.54649894e-02, -4.43795644e-04, -9.92015143e-03,\n -1.32879417e-02, 1.30607389e-02, 1.61177290e-04, -4.84629843e-03,\n -4.55809363e-03, 1.14782595e-03, 1.36996576e-02, 4.53340244e-02,\n 1.88207788e-02, -1.03964274e-02, 1.61223075e-02, 3.06012145e-03,\n -5.65617990e-03, 3.15512907e-04, -2.92774296e-02, 3.17610898e-02,\n -5.35101387e-02, -1.94060341e-02, -3.53440508e-02, 2.01173494e-02,\n -8.16681719e-03, -2.89175475e-03, 2.83063392e-02, 4.03766112e-03,\n 3.65394057e-02, -5.48003250e-03, -2.77577958e-03, 9.44176263e-05,\n -4.06659912e-02, 2.12069962e-02, 1.23510956e-02, -6.49798223e-03,\n 2.28809047e-02, -2.25328154e-02, -1.45991563e-02, -2.71433799e-02,\n -1.46553930e-03, -1.06904203e-03, -2.30965140e-02, -6.45829173e-03,\n -7.36602355e-04, 5.30201697e-03, 9.04300116e-03, -4.73467736e-03,\n 1.36583224e-02, -2.15521347e-02, 2.19658593e-03, 8.23120354e-03,\n -1.31719125e-02, 3.78715326e-03, 1.36990369e-02, -3.32662963e-02,\n 5.48381384e-03, 8.73007673e-03, 5.53957629e-03, 4.40984084e-02,\n -1.17776184e-02, -1.51540328e-03, -1.76328111e-02, -1.45267220e-02,\n 1.57108639e-02, -6.38426850e-03, 1.69753603e-03, -5.25071585e-02,\n 5.67345780e-02, -3.32586056e-02, 6.02863973e-03, -7.85255065e-04,\n -2.43365193e-02, 3.25846449e-03, -7.85634203e-04, 1.12115420e-03,\n -3.15578492e-02, 1.85267257e-02, 2.87451383e-02, 6.50715597e-03,\n -6.69810227e-03, 1.89678131e-02, 5.30887265e-02, 5.78495973e-02,\n -3.63968891e-03, 2.65339862e-02, -5.26236787e-03, -2.12395241e-03,\n -6.41095285e-03, 1.39256517e-02, -2.02419785e-02, 1.22232571e-02,\n 8.10580466e-04, 3.73088927e-03, 1.01727165e-03, 1.74568722e-02,\n -1.25865016e-02, -8.54238464e-03, -2.01787502e-02, 1.49162470e-02,\n -1.98154984e-03, -4.10023911e-03, 8.28304413e-03, 6.89884239e-03,\n -7.93747334e-03, 3.47489761e-02, -3.69894697e-02, -7.42225519e-04,\n -1.90114283e-03, -3.11380128e-03, -9.29617828e-03, 1.67580400e-03,\n -3.65806621e-03, 3.40761031e-03, -3.60897287e-03, 9.67812791e-03,\n -3.06215681e-02, 1.79469724e-03, 4.20103631e-03, -4.41078217e-03,\n 3.12145136e-03, 1.32135542e-03, -2.44943371e-03, -1.66936331e-03,\n 1.60761571e-02, -1.76592241e-02, 2.61392456e-04, -2.73206267e-03,\n -1.43883136e-03, 5.60173534e-04, 4.20724785e-03, 1.89678784e-02,\n -6.34955289e-03, -4.27659299e-03, -1.00948044e-03, 1.40681866e-04,\n -4.30177319e-03, 4.32759670e-03, -7.87745288e-03, -1.62090850e-02,\n -7.61687204e-02, -2.16195967e-02, 1.76439019e-03, 3.44157922e-03,\n -2.41107629e-03, -2.71813243e-03, 1.43545687e-02, -9.60496634e-03,\n -4.59571491e-03, -1.63756355e-03, 3.23873624e-03, 6.98176287e-04,\n 5.93208266e-02, -1.51357951e-02, -5.10700881e-02, -5.24603862e-03,\n 2.49484595e-03, 3.92356165e-03, -5.60610597e-03, -1.31426735e-03,\n -1.24728325e-03, 1.90354868e-02, -1.32081551e-02, -3.43163021e-04,\n -2.31914546e-03, -2.66303977e-02, 2.65719631e-02, 1.46712042e-02,\n 1.14033481e-02, 2.90911459e-03, -1.51731596e-03, -1.21159210e-03,\n 8.81971984e-03, 1.65920805e-02, -3.13829620e-03, -2.07453166e-02,\n 4.53825178e-04, -1.57272637e-04, -1.24027749e-02, 2.14753935e-03,\n -3.16564405e-03, 5.75421222e-03, 2.42883942e-02, -4.24378538e-03,\n 2.06424782e-03, 3.74898808e-02, -1.79527694e-02, -2.47810754e-03,\n 1.27566193e-02, -1.33427215e-02, 1.88182667e-02, 9.15406228e-04,\n -1.41819827e-03, -1.17798757e-02, -7.27537320e-03, -1.89665293e-02,\n -4.32142654e-03, 3.81823993e-03, -3.54466807e-04, 1.11717075e-02,\n 4.84015661e-02, -3.68633461e-03, -2.67685189e-03, 1.38064402e-02,\n 3.27293688e-02, 8.08210803e-03, 2.75983085e-03, 9.76802079e-02,\n 2.54590666e-02, 1.67595336e-02, -1.00336308e-02, -7.63160547e-03,\n 5.56045581e-03, 1.29694331e-02, -1.48288550e-03, 4.77585206e-03,\n 2.23145603e-02, -1.36391940e-02, -6.45466670e-03, 9.89677584e-03,\n -1.43248693e-03, 9.76619868e-04, 1.00229087e-02, 6.35281784e-03,\n 2.97666760e-02, 1.62305705e-02, -4.61175724e-03, -1.77561263e-03,\n -1.63535275e-02, -2.53224984e-02, 6.28739714e-02, -4.57970017e-02,\n 1.23778966e-02, -1.25222031e-03, 2.14205904e-02, 2.37726663e-03,\n -4.66574572e-02, 4.55769988e-02, -3.05371053e-03, 1.11800130e-02,\n 1.77761953e-03, -8.85951339e-03, -5.48213031e-03, 1.53522319e-02,\n 9.45377125e-04, -3.45812519e-03, 2.50923821e-02, 1.96551008e-02,\n 1.31427943e-02, 4.92719775e-02, 4.83969196e-02, -7.07298282e-03,\n -1.12495087e-02, 2.05361196e-02, -1.04089723e-02, 1.73502448e-03,\n -5.96607574e-02, 5.77650330e-03, 3.26396169e-02, 3.56800236e-03,\n -2.54704776e-02, 8.02038726e-03, -2.15991913e-02, 3.05417667e-02,\n -8.99082855e-03, 3.24175526e-02, 4.40691657e-03, 2.44196807e-03,\n -6.08822109e-03, -1.63951071e-02, 1.35071016e-02, -2.47953519e-02,\n 2.14097953e-02, -2.01207798e-02, -1.17407902e-02, 1.74165612e-03,\n 3.39477815e-03, 4.38631813e-02, 1.72200032e-02, -4.78876952e-02,\n 3.00235215e-02, -1.35679663e-04, -4.01278755e-03, -8.94225073e-04,\n 6.65302071e-02, -1.80755104e-02, 1.17286080e-02, -6.77106223e-03,\n -7.98528755e-02, 1.52421964e-03, -2.63821287e-02, 1.84886109e-02,\n 1.46379018e-02, -8.42358473e-03, -3.44513975e-02, 7.99001389e-03,\n 8.88008430e-04, -2.77894136e-03, -4.96060027e-02, 8.29495547e-03,\n 4.68303414e-03, -3.09297517e-03, 4.55523909e-02, 7.07902281e-03,\n -2.12877564e-03, 2.98061199e-02, -8.38557946e-03, -8.44474980e-03,\n 1.17424356e-02, 2.71340017e-03, -4.38250583e-03, -1.00056949e-02,\n 2.95035199e-03, 9.09598831e-03, 2.86050547e-02, 2.09527597e-02,\n 3.99120636e-02, 1.30333811e-02, 1.14294597e-02, 3.29356814e-02,\n -4.37035149e-03, 4.13002181e-02, 1.63645777e-03, 4.69424618e-03,\n -9.27991780e-03, 9.54003229e-03, -6.98552773e-03, 9.30648803e-03,\n -7.86551053e-03, -1.08781742e-02, -1.06686554e-02, 1.61092509e-02,\n 3.11006168e-03, 5.17532124e-02, 4.59372758e-02, 9.03734251e-02,\n -2.10607909e-02, 2.03525710e-02, -6.44214361e-03, 1.80129369e-02,\n 7.81724353e-02, -6.85531603e-02, 3.62145168e-02, 1.12739452e-02,\n 1.92824863e-02, 2.77167460e-03, 9.36284219e-03, 4.42833736e-02,\n -8.72421781e-03, 2.24248318e-02, -2.33079119e-02, -2.68183611e-02,\n -6.23229103e-02, 4.62758144e-02, -1.15217453e-02, -8.76315556e-02,\n 9.10353116e-02, -3.50899774e-02, -2.63690074e-02, 3.02645304e-03,\n 4.90949198e-02, 3.89577312e-02, 1.54417041e-03, -7.42893802e-03,\n 1.86900911e-02, -1.32271353e-02, -3.84931645e-03, 2.41074234e-02,\n -2.31360947e-02, -6.19796083e-02, 7.59800309e-03, 3.75572576e-02,\n -9.78920270e-03, 1.57318427e-02, 6.71783411e-03, 3.20584093e-02,\n -3.51541534e-02, 2.12500631e-02, -8.88603617e-03, -4.21540247e-02,\n -4.87273575e-02, 2.68150789e-02, -3.47388234e-02, 5.87046854e-03,\n -4.02389732e-02, 3.51580070e-02, 5.46682516e-03, 1.74374130e-02,\n 8.62322910e-06, 2.85107851e-02, -6.08438265e-03, -3.25101569e-02,\n 3.24176626e-03, -1.13564699e-02, -4.84203072e-03, -5.42517324e-03,\n 1.17713252e-02, -5.13048318e-02, -3.87664255e-02, 1.18483236e-02,\n 6.26959085e-02, 1.59346707e-02, 1.87578180e-03, -1.33172075e-02,\n -1.35980508e-02, -1.81220133e-02, 3.02755047e-02, -3.67191743e-02,\n 4.27540241e-04, 1.07596510e-02, 2.34063470e-02, -2.18867810e-02,\n 7.24822638e-02, -1.47792916e-02, 2.70514104e-02, -1.62461809e-03,\n -9.62833181e-03, 7.51527831e-02, -1.83384548e-02, -1.40937664e-02,\n -1.74570943e-02, 8.50197811e-03, 1.07455618e-02, -1.13631121e-02,\n 1.34659479e-02, -1.50623714e-02, -1.09661600e-02, 1.02901847e-02,\n -1.19531480e-02, 3.35297431e-03, -1.80030647e-05, 1.52924957e-02,\n 2.48016735e-02, 8.05054465e-03, -4.35412429e-03, -2.05988305e-02,\n -6.51060564e-04, 4.86016216e-03, -1.55386834e-03, -3.25303224e-02,\n 1.40105906e-02, -2.20834378e-02, -1.09779218e-02, 2.78607392e-03,\n 6.75100709e-03, -2.59105784e-03, -2.01861887e-02, -3.08798522e-03,\n -1.60777137e-03, -1.12614168e-02, 1.84493607e-03, -1.65059577e-02,\n -4.72416882e-02, 2.47796225e-02, -1.53424764e-02, 1.37306551e-02,\n -2.09388618e-02, 9.20555377e-03, 2.88537938e-02])}, 'Historical Mean': {'name': 'Historical Mean', 'rmse': np.float64(0.02527207039143165), 'rmse_ratio_vs_rw': np.float64(0.9981932360398474), 'direction_accuracy': np.float64(0.49921752738654146), 'dm_stat_vs_rw': np.float64(-1.4321267915623999), 'dm_pval_vs_rw': np.float64(0.15210753827918308), 'predictions': array([0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818]), 'errors': array([-6.57373991e-03, -1.40564804e-02, 2.87799658e-02, 3.46618857e-02,\n -9.67625803e-03, -1.06584736e-02, -2.26156654e-02, -6.56612326e-03,\n 2.75794152e-04, -1.67350364e-02, -4.57181376e-03, 4.19136747e-03,\n 1.05906570e-02, -1.10904719e-02, -6.43174348e-03, 9.29250645e-03,\n 1.39748250e-02, -1.22504585e-02, -1.13915069e-02, -5.10783852e-03,\n 5.60178017e-03, 1.27580892e-03, 1.80732237e-02, -1.31825939e-02,\n 3.72757919e-02, 3.30502257e-02, -2.40143984e-02, 1.37067294e-02,\n 9.71472062e-03, -9.60179619e-03, -7.45927173e-03, -1.15571550e-03,\n -1.71381241e-02, 1.96587776e-03, 4.46920874e-02, 6.29938704e-03,\n -1.94695669e-02, -1.59638895e-02, -1.05348130e-01, -1.53375960e-01,\n 9.94033874e-02, -3.14317247e-02, -1.60512026e-02, -2.99111353e-02,\n 1.67713954e-02, 1.59648702e-02, -1.49792410e-02, 9.78640803e-04,\n -3.35627090e-04, -7.94409096e-04, -2.63061300e-02, -3.19346082e-02,\n 2.70395818e-02, 2.21090221e-02, -1.05876795e-03, -5.44632178e-03,\n -4.66316654e-03, -2.61982040e-03, -1.40350175e-02, 1.32552512e-02,\n 4.21137410e-02, -1.17200931e-02, 5.96435008e-03, -1.30244944e-02,\n 1.21660616e-02, -8.98795172e-03, 6.39248922e-03, -1.56833581e-02,\n 2.19439208e-02, -6.37050123e-03, -8.70651802e-04, -3.28914402e-03,\n 6.46873900e-03, 3.14871846e-02, 7.91128938e-04, -2.62257315e-02,\n -4.34302731e-02, 7.83634316e-03, -3.09434103e-03, -1.88530501e-02,\n 2.65934236e-02, -5.01278494e-03, -1.00077399e-03, -3.36354494e-03,\n 2.62009247e-03, -1.04638785e-03, 4.36374873e-03, -1.34789974e-02,\n -1.03741155e-02, 4.38519856e-03, -2.37191529e-03, -4.73459552e-03,\n 3.67625984e-03, 2.56344365e-03, -6.69642250e-04, 9.64245412e-03,\n -1.90727772e-03, 6.22507517e-03, -1.22595144e-03, 1.00080341e-02,\n 2.13182381e-03, 1.43514498e-02, 2.76021141e-02, 4.83108494e-02,\n 5.50848674e-02, 4.93386466e-02, -4.79705274e-03, 1.41312926e-02,\n -3.21080263e-03, -2.26849235e-02, 1.80728049e-02, 7.21855180e-02,\n 4.31121644e-03, -4.13496460e-03, 8.33481139e-03, -1.32590163e-02,\n 1.79279381e-02, -3.03476517e-03, 1.99150245e-03, -3.04521560e-03,\n 2.99737441e-02, -4.01596399e-02, 1.22049154e-02, 2.51240725e-02,\n -1.11306676e-02, -3.23951130e-03, -5.30189400e-03, -1.78398132e-02,\n -8.26585419e-03, 1.99712205e-02, -1.28186814e-02, -5.29498814e-02,\n -8.69186676e-03, 1.01081074e-02, -4.42866972e-03, -1.24760015e-03,\n 1.85616809e-02, 9.05723101e-02, -3.45195744e-02, 4.29626049e-02,\n 1.71123412e-03, -1.55390272e-02, 2.24221043e-02, -1.66334455e-02,\n -1.19094978e-02, -1.08663656e-02, -3.28492095e-02, -2.02607346e-03,\n 1.62234295e-02, -3.47615640e-03, -1.58413825e-02, 2.00347532e-02,\n -7.75809619e-03, -4.93112819e-02, -1.15582502e-03, 2.92902562e-03,\n -1.71094170e-03, -1.03150761e-02, -2.32456535e-02, -6.46898784e-02,\n -1.12508732e-02, 1.42163268e-02, 7.18398612e-02, 9.10517580e-02,\n 2.20253485e-02, -1.65266782e-02, 2.81327899e-02, 9.07300556e-02,\n -1.87687549e-02, 3.80222443e-02, -9.99698883e-03, 1.31097341e-02,\n -3.16832836e-02, 3.68023028e-02, -3.09787855e-02, -4.99353756e-04,\n 1.74167826e-02, -3.14184744e-02, 4.19900218e-03, 3.83097880e-02,\n -1.21629073e-02, 1.46568084e-02, -1.25197673e-03, -1.07283325e-02,\n -1.40961228e-02, 1.22525578e-02, -6.47003795e-04, -5.65447952e-03,\n -5.36627472e-03, 3.39644860e-04, 1.28914765e-02, 4.45258434e-02,\n 1.80125977e-02, -1.12046085e-02, 1.53141264e-02, 2.25194036e-03,\n -6.46436099e-03, -4.92668178e-04, -3.00856107e-02, 3.09529087e-02,\n -5.43183198e-02, -2.02142151e-02, -3.61522319e-02, 1.93091683e-02,\n -8.97499827e-03, -3.69993583e-03, 2.74981581e-02, 3.22948003e-03,\n 3.57312246e-02, -6.28821359e-03, -3.58396066e-03, -7.13763459e-04,\n -4.14741723e-02, 2.03988151e-02, 1.15429145e-02, -7.30616331e-03,\n 2.20727236e-02, -2.33409965e-02, -1.54073373e-02, -2.79515610e-02,\n -2.27372038e-03, -1.87722312e-03, -2.39046950e-02, -7.26647281e-03,\n -1.54478344e-03, 4.49383588e-03, 8.23482008e-03, -5.54285844e-03,\n 1.28501413e-02, -2.23603158e-02, 1.38840485e-03, 7.42302245e-03,\n -1.39800936e-02, 2.97897217e-03, 1.28908558e-02, -3.40744774e-02,\n 4.67563276e-03, 7.92189564e-03, 4.73139521e-03, 4.32902273e-02,\n -1.25857995e-02, -2.32358436e-03, -1.84409921e-02, -1.53349030e-02,\n 1.49026828e-02, -7.19244958e-03, 8.89354943e-04, -5.33153395e-02,\n 5.59263969e-02, -3.40667866e-02, 5.22045865e-03, -1.59343615e-03,\n -2.51447004e-02, 2.45028341e-03, -1.59381529e-03, 3.12973119e-04,\n -3.23660303e-02, 1.77185446e-02, 2.79369572e-02, 5.69897488e-03,\n -7.50628335e-03, 1.81596321e-02, 5.22805454e-02, 5.70414162e-02,\n -4.44786999e-03, 2.57258052e-02, -6.07054896e-03, -2.93213350e-03,\n -7.21913393e-03, 1.31174707e-02, -2.10501596e-02, 1.14150760e-02,\n 2.39938085e-06, 2.92270819e-03, 2.09090561e-04, 1.66486912e-02,\n -1.33946827e-02, -9.35056572e-03, -2.09869313e-02, 1.41080659e-02,\n -2.78973093e-03, -4.90842020e-03, 7.47486305e-03, 6.09066131e-03,\n -8.74565442e-03, 3.39407951e-02, -3.77976508e-02, -1.55040660e-03,\n -2.70932391e-03, -3.92198236e-03, -1.01043594e-02, 8.67622918e-04,\n -4.46624730e-03, 2.59942923e-03, -4.41715395e-03, 8.86994682e-03,\n -3.14297492e-02, 9.86516155e-04, 3.39285522e-03, -5.21896326e-03,\n 2.31327027e-03, 5.13174335e-04, -3.25761480e-03, -2.47754439e-03,\n 1.52679760e-02, -1.84674052e-02, -5.46788630e-04, -3.54024375e-03,\n -2.24701245e-03, -2.48007551e-04, 3.39906676e-03, 1.81596973e-02,\n -7.15773397e-03, -5.08477407e-03, -1.81766152e-03, -6.67499220e-04,\n -5.10995428e-03, 3.51941561e-03, -8.68563397e-03, -1.70172660e-02,\n -7.69769015e-02, -2.24277777e-02, 9.56209110e-04, 2.63339814e-03,\n -3.21925737e-03, -3.52631352e-03, 1.35463876e-02, -1.04131474e-02,\n -5.40389599e-03, -2.44574463e-03, 2.43055516e-03, -1.10004798e-04,\n 5.85126455e-02, -1.59439762e-02, -5.18782691e-02, -6.05421970e-03,\n 1.68666487e-03, 3.11538057e-03, -6.41428706e-03, -2.12244844e-03,\n -2.05546433e-03, 1.82273058e-02, -1.40163362e-02, -1.15134411e-03,\n -3.12732655e-03, -2.74385788e-02, 2.57637820e-02, 1.38630231e-02,\n 1.05951670e-02, 2.10093351e-03, -2.32549704e-03, -2.01977318e-03,\n 8.01153875e-03, 1.57838994e-02, -3.94647728e-03, -2.15534977e-02,\n -3.54355907e-04, -9.65453722e-04, -1.32109560e-02, 1.33935826e-03,\n -3.97382514e-03, 4.94603113e-03, 2.34802131e-02, -5.05196647e-03,\n 1.25606674e-03, 3.66816997e-02, -1.87609505e-02, -3.28628862e-03,\n 1.19484382e-02, -1.41509026e-02, 1.80100856e-02, 1.07225143e-04,\n -2.22637936e-03, -1.25880567e-02, -8.08355428e-03, -1.97747104e-02,\n -5.12960763e-03, 3.01005884e-03, -1.16264789e-03, 1.03635264e-02,\n 4.75933850e-02, -4.49451569e-03, -3.48503297e-03, 1.29982591e-02,\n 3.19211877e-02, 7.27392694e-03, 1.95164976e-03, 9.68720268e-02,\n 2.46508855e-02, 1.59513525e-02, -1.08418119e-02, -8.43978655e-03,\n 4.75227472e-03, 1.21612520e-02, -2.29106658e-03, 3.96767098e-03,\n 2.15063792e-02, -1.44473750e-02, -7.26284778e-03, 9.08859475e-03,\n -2.24066801e-03, 1.68438783e-04, 9.21472765e-03, 5.54463675e-03,\n 2.89584949e-02, 1.54223894e-02, -5.41993832e-03, -2.58379372e-03,\n -1.71617086e-02, -2.61306795e-02, 6.20657903e-02, -4.66051828e-02,\n 1.15697155e-02, -2.06040140e-03, 2.06124093e-02, 1.56908555e-03,\n -4.74656383e-02, 4.47688177e-02, -3.86189161e-03, 1.03718319e-02,\n 9.69438443e-04, -9.66769448e-03, -6.29031139e-03, 1.45440509e-02,\n 1.37196040e-04, -4.26630628e-03, 2.42842010e-02, 1.88469197e-02,\n 1.23346132e-02, 4.84637964e-02, 4.75887386e-02, -7.88116391e-03,\n -1.20576898e-02, 1.97279385e-02, -1.12171533e-02, 9.26843396e-04,\n -6.04689384e-02, 4.96832222e-03, 3.18314358e-02, 2.75982127e-03,\n -2.62786587e-02, 7.21220617e-03, -2.24073724e-02, 2.97335856e-02,\n -9.79900963e-03, 3.16093716e-02, 3.59873548e-03, 1.63378698e-03,\n -6.89640217e-03, -1.72032881e-02, 1.26989206e-02, -2.56035330e-02,\n 2.06016142e-02, -2.09289609e-02, -1.25489713e-02, 9.33475030e-04,\n 2.58659706e-03, 4.30550002e-02, 1.64118221e-02, -4.86958763e-02,\n 2.92153404e-02, -9.43860748e-04, -4.82096863e-03, -1.70240616e-03,\n 6.57220260e-02, -1.88836915e-02, 1.09204269e-02, -7.57924332e-03,\n -8.06610566e-02, 7.16038555e-04, -2.71903098e-02, 1.76804298e-02,\n 1.38297207e-02, -9.23176581e-03, -3.52595785e-02, 7.18183281e-03,\n 7.98273448e-05, -3.58712245e-03, -5.04141838e-02, 7.48677439e-03,\n 3.87485306e-03, -3.90115625e-03, 4.47442098e-02, 6.27084172e-03,\n -2.93695672e-03, 2.89979389e-02, -9.19376055e-03, -9.25293088e-03,\n 1.09342545e-02, 1.90521908e-03, -5.19068692e-03, -1.08138759e-02,\n 2.14217090e-03, 8.28780723e-03, 2.77968736e-02, 2.01445786e-02,\n 3.91038825e-02, 1.22252000e-02, 1.06212786e-02, 3.21275004e-02,\n -5.17853258e-03, 4.04920370e-02, 8.28276688e-04, 3.88606510e-03,\n -1.00880989e-02, 8.73185121e-03, -7.79370882e-03, 8.49830695e-03,\n -8.67369161e-03, -1.16863553e-02, -1.14768364e-02, 1.53010698e-02,\n 2.30188059e-03, 5.09450313e-02, 4.51290947e-02, 8.95652440e-02,\n -2.18689719e-02, 1.95443899e-02, -7.25032470e-03, 1.72047559e-02,\n 7.73642542e-02, -6.93613414e-02, 3.54063357e-02, 1.04657642e-02,\n 1.84743052e-02, 1.96349351e-03, 8.55466110e-03, 4.34751925e-02,\n -9.53239890e-03, 2.16166507e-02, -2.41160930e-02, -2.76265422e-02,\n -6.31310914e-02, 4.54676333e-02, -1.23299263e-02, -8.84397367e-02,\n 9.02271305e-02, -3.58981585e-02, -2.71771885e-02, 2.21827195e-03,\n 4.82867387e-02, 3.81495501e-02, 7.35989329e-04, -8.23711911e-03,\n 1.78819100e-02, -1.40353164e-02, -4.65749754e-03, 2.32992423e-02,\n -2.39442758e-02, -6.27877893e-02, 6.78982201e-03, 3.67490766e-02,\n -1.05973838e-02, 1.49236616e-02, 5.90965303e-03, 3.12502282e-02,\n -3.59623345e-02, 2.04418820e-02, -9.69421725e-03, -4.29622058e-02,\n -4.95355385e-02, 2.60068978e-02, -3.55470045e-02, 5.06228745e-03,\n -4.10471543e-02, 3.43498259e-02, 4.65864408e-03, 1.66292319e-02,\n -7.99557856e-04, 2.77026040e-02, -6.89256374e-03, -3.33183379e-02,\n 2.43358517e-03, -1.21646510e-02, -5.65021180e-03, -6.23335433e-03,\n 1.09631441e-02, -5.21130129e-02, -3.95746066e-02, 1.10401426e-02,\n 6.18877274e-02, 1.51264896e-02, 1.06760071e-03, -1.41253886e-02,\n -1.44062319e-02, -1.89301944e-02, 2.94673236e-02, -3.75273554e-02,\n -3.80640844e-04, 9.95146989e-03, 2.25981659e-02, -2.26949621e-02,\n 7.16740827e-02, -1.55874727e-02, 2.62432293e-02, -2.43279918e-03,\n -1.04365129e-02, 7.43446021e-02, -1.91466358e-02, -1.49019475e-02,\n -1.82652754e-02, 7.69379703e-03, 9.93738069e-03, -1.21712932e-02,\n 1.26577669e-02, -1.58705525e-02, -1.17743411e-02, 9.48200360e-03,\n -1.27613291e-02, 2.54479322e-03, -8.26184150e-04, 1.44843146e-02,\n 2.39934924e-02, 7.24236356e-03, -5.16230537e-03, -2.14070115e-02,\n -1.45924165e-03, 4.05198107e-03, -2.36204942e-03, -3.33385035e-02,\n 1.32024095e-02, -2.28916189e-02, -1.17861029e-02, 1.97789284e-03,\n 5.94282601e-03, -3.39923893e-03, -2.09943697e-02, -3.89616631e-03,\n -2.41595246e-03, -1.20695978e-02, 1.03675498e-03, -1.73141388e-02,\n -4.80498693e-02, 2.39714414e-02, -1.61506574e-02, 1.29224740e-02,\n -2.17470428e-02, 8.39737269e-03, 2.80456127e-02])}}", "model_predictions": "{'Random Walk': array([0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,\n 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,\n 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,\n 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,\n 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,\n 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,\n 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,\n 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,\n 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,\n 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,\n 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,\n 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,\n 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,\n 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,\n 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,\n 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,\n 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,\n 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,\n 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,\n 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,\n 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,\n 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,\n 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,\n 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,\n 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,\n 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,\n 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,\n 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,\n 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,\n 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,\n 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,\n 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,\n 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,\n 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,\n 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,\n 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,\n 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,\n 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.]), 'Historical Mean': array([0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818, 0.00080818,\n 0.00080818, 0.00080818, 0.00080818, 0.00080818])}", "val_dates": "DatetimeIndex(['2022-10-01', '2022-10-02', '2022-10-03', '2022-10-04',\n '2022-10-05', '2022-10-06', '2022-10-07', '2022-10-08',\n '2022-10-09', '2022-10-10',\n ...\n '2024-06-21', '2024-06-22', '2024-06-23', '2024-06-24',\n '2024-06-25', '2024-06-26', '2024-06-27', '2024-06-28',\n '2024-06-29', '2024-06-30'],\n dtype='datetime64[ns]', name='datetime', length=639, freq=None)", "y_true": "[-5.76555882e-03 -1.32482993e-02 2.95881469e-02 3.54700668e-02\n -8.86807695e-03 -9.85029250e-03 -2.18074843e-02 -5.75794217e-03\n 1.08397524e-03 -1.59268553e-02 -3.76363267e-03 4.99954856e-03\n 1.13988381e-02 -1.02822908e-02 -5.62356239e-03 1.01006875e-02\n 1.47830061e-02 -1.14422775e-02 -1.05833258e-02 -4.29965744e-03\n 6.40996125e-03 2.08399000e-03 1.88814048e-02 -1.23744128e-02\n 3.80839730e-02 3.38584068e-02 -2.32062173e-02 1.45149105e-02\n 1.05229017e-02 -8.79361510e-03 -6.65109064e-03 -3.47534413e-04\n -1.63299430e-02 2.77405884e-03 4.55002685e-02 7.10756813e-03\n -1.86613858e-02 -1.51557084e-02 -1.04539949e-01 -1.52567779e-01\n 1.00211568e-01 -3.06235437e-02 -1.52430215e-02 -2.91029542e-02\n 1.75795765e-02 1.67730512e-02 -1.41710599e-02 1.78682189e-03\n 4.72553995e-04 1.37719892e-05 -2.54979489e-02 -3.11264271e-02\n 2.78477629e-02 2.29172032e-02 -2.50586862e-04 -4.63814070e-03\n -3.85498546e-03 -1.81163932e-03 -1.32268364e-02 1.40634323e-02\n 4.29219220e-02 -1.09119120e-02 6.77253117e-03 -1.22163134e-02\n 1.29742427e-02 -8.17977063e-03 7.20067031e-03 -1.48751770e-02\n 2.27521019e-02 -5.56232014e-03 -6.24707169e-05 -2.48096293e-03\n 7.27692009e-03 3.22953657e-02 1.59931002e-03 -2.54175504e-02\n -4.26220920e-02 8.64452424e-03 -2.28615995e-03 -1.80448690e-02\n 2.74016047e-02 -4.20460385e-03 -1.92592901e-04 -2.55536386e-03\n 3.42827356e-03 -2.38206762e-04 5.17192981e-03 -1.26708163e-02\n -9.56593440e-03 5.19337964e-03 -1.56373421e-03 -3.92641443e-03\n 4.48444092e-03 3.37162474e-03 1.38538835e-04 1.04506352e-02\n -1.09909664e-03 7.03325626e-03 -4.17770352e-04 1.08162151e-02\n 2.94000490e-03 1.51596309e-02 2.84102952e-02 4.91190305e-02\n 5.58930485e-02 5.01468277e-02 -3.98887166e-03 1.49394737e-02\n -2.40262154e-03 -2.18767424e-02 1.88809860e-02 7.29936991e-02\n 5.11939752e-03 -3.32678352e-03 9.14299248e-03 -1.24508352e-02\n 1.87361192e-02 -2.22658408e-03 2.79968354e-03 -2.23703451e-03\n 3.07819252e-02 -3.93514588e-02 1.30130964e-02 2.59322536e-02\n -1.03224865e-02 -2.43133022e-03 -4.49371291e-03 -1.70316321e-02\n -7.45767311e-03 2.07794016e-02 -1.20105003e-02 -5.21417004e-02\n -7.88368568e-03 1.09162885e-02 -3.62048863e-03 -4.39419065e-04\n 1.93698620e-02 9.13804912e-02 -3.37113933e-02 4.37707860e-02\n 2.51941521e-03 -1.47308461e-02 2.32302854e-02 -1.58252644e-02\n -1.11013167e-02 -1.00581845e-02 -3.20410285e-02 -1.21789238e-03\n 1.70316106e-02 -2.66797531e-03 -1.50332014e-02 2.08429342e-02\n -6.94991510e-03 -4.85031008e-02 -3.47643933e-04 3.73720671e-03\n -9.02760617e-04 -9.50689505e-03 -2.24374724e-02 -6.38816973e-02\n -1.04426921e-02 1.50245079e-02 7.26480423e-02 9.18599391e-02\n 2.28335296e-02 -1.57184971e-02 2.89409710e-02 9.15382367e-02\n -1.79605739e-02 3.88304254e-02 -9.18880774e-03 1.39179152e-02\n -3.08751025e-02 3.76104839e-02 -3.01706045e-02 3.08827329e-04\n 1.82249637e-02 -3.06102933e-02 5.00718327e-03 3.91179691e-02\n -1.13547262e-02 1.54649894e-02 -4.43795644e-04 -9.92015143e-03\n -1.32879417e-02 1.30607389e-02 1.61177290e-04 -4.84629843e-03\n -4.55809363e-03 1.14782595e-03 1.36996576e-02 4.53340244e-02\n 1.88207788e-02 -1.03964274e-02 1.61223075e-02 3.06012145e-03\n -5.65617990e-03 3.15512907e-04 -2.92774296e-02 3.17610898e-02\n -5.35101387e-02 -1.94060341e-02 -3.53440508e-02 2.01173494e-02\n -8.16681719e-03 -2.89175475e-03 2.83063392e-02 4.03766112e-03\n 3.65394057e-02 -5.48003250e-03 -2.77577958e-03 9.44176263e-05\n -4.06659912e-02 2.12069962e-02 1.23510956e-02 -6.49798223e-03\n 2.28809047e-02 -2.25328154e-02 -1.45991563e-02 -2.71433799e-02\n -1.46553930e-03 -1.06904203e-03 -2.30965140e-02 -6.45829173e-03\n -7.36602355e-04 5.30201697e-03 9.04300116e-03 -4.73467736e-03\n 1.36583224e-02 -2.15521347e-02 2.19658593e-03 8.23120354e-03\n -1.31719125e-02 3.78715326e-03 1.36990369e-02 -3.32662963e-02\n 5.48381384e-03 8.73007673e-03 5.53957629e-03 4.40984084e-02\n -1.17776184e-02 -1.51540328e-03 -1.76328111e-02 -1.45267220e-02\n 1.57108639e-02 -6.38426850e-03 1.69753603e-03 -5.25071585e-02\n 5.67345780e-02 -3.32586056e-02 6.02863973e-03 -7.85255065e-04\n -2.43365193e-02 3.25846449e-03 -7.85634203e-04 1.12115420e-03\n -3.15578492e-02 1.85267257e-02 2.87451383e-02 6.50715597e-03\n -6.69810227e-03 1.89678131e-02 5.30887265e-02 5.78495973e-02\n -3.63968891e-03 2.65339862e-02 -5.26236787e-03 -2.12395241e-03\n -6.41095285e-03 1.39256517e-02 -2.02419785e-02 1.22232571e-02\n 8.10580466e-04 3.73088927e-03 1.01727165e-03 1.74568722e-02\n -1.25865016e-02 -8.54238464e-03 -2.01787502e-02 1.49162470e-02\n -1.98154984e-03 -4.10023911e-03 8.28304413e-03 6.89884239e-03\n -7.93747334e-03 3.47489761e-02 -3.69894697e-02 -7.42225519e-04\n -1.90114283e-03 -3.11380128e-03 -9.29617828e-03 1.67580400e-03\n -3.65806621e-03 3.40761031e-03 -3.60897287e-03 9.67812791e-03\n -3.06215681e-02 1.79469724e-03 4.20103631e-03 -4.41078217e-03\n 3.12145136e-03 1.32135542e-03 -2.44943371e-03 -1.66936331e-03\n 1.60761571e-02 -1.76592241e-02 2.61392456e-04 -2.73206267e-03\n -1.43883136e-03 5.60173534e-04 4.20724785e-03 1.89678784e-02\n -6.34955289e-03 -4.27659299e-03 -1.00948044e-03 1.40681866e-04\n -4.30177319e-03 4.32759670e-03 -7.87745288e-03 -1.62090850e-02\n -7.61687204e-02 -2.16195967e-02 1.76439019e-03 3.44157922e-03\n -2.41107629e-03 -2.71813243e-03 1.43545687e-02 -9.60496634e-03\n -4.59571491e-03 -1.63756355e-03 3.23873624e-03 6.98176287e-04\n 5.93208266e-02 -1.51357951e-02 -5.10700881e-02 -5.24603862e-03\n 2.49484595e-03 3.92356165e-03 -5.60610597e-03 -1.31426735e-03\n -1.24728325e-03 1.90354868e-02 -1.32081551e-02 -3.43163021e-04\n -2.31914546e-03 -2.66303977e-02 2.65719631e-02 1.46712042e-02\n 1.14033481e-02 2.90911459e-03 -1.51731596e-03 -1.21159210e-03\n 8.81971984e-03 1.65920805e-02 -3.13829620e-03 -2.07453166e-02\n 4.53825178e-04 -1.57272637e-04 -1.24027749e-02 2.14753935e-03\n -3.16564405e-03 5.75421222e-03 2.42883942e-02 -4.24378538e-03\n 2.06424782e-03 3.74898808e-02 -1.79527694e-02 -2.47810754e-03\n 1.27566193e-02 -1.33427215e-02 1.88182667e-02 9.15406228e-04\n -1.41819827e-03 -1.17798757e-02 -7.27537320e-03 -1.89665293e-02\n -4.32142654e-03 3.81823993e-03 -3.54466807e-04 1.11717075e-02\n 4.84015661e-02 -3.68633461e-03 -2.67685189e-03 1.38064402e-02\n 3.27293688e-02 8.08210803e-03 2.75983085e-03 9.76802079e-02\n 2.54590666e-02 1.67595336e-02 -1.00336308e-02 -7.63160547e-03\n 5.56045581e-03 1.29694331e-02 -1.48288550e-03 4.77585206e-03\n 2.23145603e-02 -1.36391940e-02 -6.45466670e-03 9.89677584e-03\n -1.43248693e-03 9.76619868e-04 1.00229087e-02 6.35281784e-03\n 2.97666760e-02 1.62305705e-02 -4.61175724e-03 -1.77561263e-03\n -1.63535275e-02 -2.53224984e-02 6.28739714e-02 -4.57970017e-02\n 1.23778966e-02 -1.25222031e-03 2.14205904e-02 2.37726663e-03\n -4.66574572e-02 4.55769988e-02 -3.05371053e-03 1.11800130e-02\n 1.77761953e-03 -8.85951339e-03 -5.48213031e-03 1.53522319e-02\n 9.45377125e-04 -3.45812519e-03 2.50923821e-02 1.96551008e-02\n 1.31427943e-02 4.92719775e-02 4.83969196e-02 -7.07298282e-03\n -1.12495087e-02 2.05361196e-02 -1.04089723e-02 1.73502448e-03\n -5.96607574e-02 5.77650330e-03 3.26396169e-02 3.56800236e-03\n -2.54704776e-02 8.02038726e-03 -2.15991913e-02 3.05417667e-02\n -8.99082855e-03 3.24175526e-02 4.40691657e-03 2.44196807e-03\n -6.08822109e-03 -1.63951071e-02 1.35071016e-02 -2.47953519e-02\n 2.14097953e-02 -2.01207798e-02 -1.17407902e-02 1.74165612e-03\n 3.39477815e-03 4.38631813e-02 1.72200032e-02 -4.78876952e-02\n 3.00235215e-02 -1.35679663e-04 -4.01278755e-03 -8.94225073e-04\n 6.65302071e-02 -1.80755104e-02 1.17286080e-02 -6.77106223e-03\n -7.98528755e-02 1.52421964e-03 -2.63821287e-02 1.84886109e-02\n 1.46379018e-02 -8.42358473e-03 -3.44513975e-02 7.99001389e-03\n 8.88008430e-04 -2.77894136e-03 -4.96060027e-02 8.29495547e-03\n 4.68303414e-03 -3.09297517e-03 4.55523909e-02 7.07902281e-03\n -2.12877564e-03 2.98061199e-02 -8.38557946e-03 -8.44474980e-03\n 1.17424356e-02 2.71340017e-03 -4.38250583e-03 -1.00056949e-02\n 2.95035199e-03 9.09598831e-03 2.86050547e-02 2.09527597e-02\n 3.99120636e-02 1.30333811e-02 1.14294597e-02 3.29356814e-02\n -4.37035149e-03 4.13002181e-02 1.63645777e-03 4.69424618e-03\n -9.27991780e-03 9.54003229e-03 -6.98552773e-03 9.30648803e-03\n -7.86551053e-03 -1.08781742e-02 -1.06686554e-02 1.61092509e-02\n 3.11006168e-03 5.17532124e-02 4.59372758e-02 9.03734251e-02\n -2.10607909e-02 2.03525710e-02 -6.44214361e-03 1.80129369e-02\n 7.81724353e-02 -6.85531603e-02 3.62145168e-02 1.12739452e-02\n 1.92824863e-02 2.77167460e-03 9.36284219e-03 4.42833736e-02\n -8.72421781e-03 2.24248318e-02 -2.33079119e-02 -2.68183611e-02\n -6.23229103e-02 4.62758144e-02 -1.15217453e-02 -8.76315556e-02\n 9.10353116e-02 -3.50899774e-02 -2.63690074e-02 3.02645304e-03\n 4.90949198e-02 3.89577312e-02 1.54417041e-03 -7.42893802e-03\n 1.86900911e-02 -1.32271353e-02 -3.84931645e-03 2.41074234e-02\n -2.31360947e-02 -6.19796083e-02 7.59800309e-03 3.75572576e-02\n -9.78920270e-03 1.57318427e-02 6.71783411e-03 3.20584093e-02\n -3.51541534e-02 2.12500631e-02 -8.88603617e-03 -4.21540247e-02\n -4.87273575e-02 2.68150789e-02 -3.47388234e-02 5.87046854e-03\n -4.02389732e-02 3.51580070e-02 5.46682516e-03 1.74374130e-02\n 8.62322910e-06 2.85107851e-02 -6.08438265e-03 -3.25101569e-02\n 3.24176626e-03 -1.13564699e-02 -4.84203072e-03 -5.42517324e-03\n 1.17713252e-02 -5.13048318e-02 -3.87664255e-02 1.18483236e-02\n 6.26959085e-02 1.59346707e-02 1.87578180e-03 -1.33172075e-02\n -1.35980508e-02 -1.81220133e-02 3.02755047e-02 -3.67191743e-02\n 4.27540241e-04 1.07596510e-02 2.34063470e-02 -2.18867810e-02\n 7.24822638e-02 -1.47792916e-02 2.70514104e-02 -1.62461809e-03\n -9.62833181e-03 7.51527831e-02 -1.83384548e-02 -1.40937664e-02\n -1.74570943e-02 8.50197811e-03 1.07455618e-02 -1.13631121e-02\n 1.34659479e-02 -1.50623714e-02 -1.09661600e-02 1.02901847e-02\n -1.19531480e-02 3.35297431e-03 -1.80030647e-05 1.52924957e-02\n 2.48016735e-02 8.05054465e-03 -4.35412429e-03 -2.05988305e-02\n -6.51060564e-04 4.86016216e-03 -1.55386834e-03 -3.25303224e-02\n 1.40105906e-02 -2.20834378e-02 -1.09779218e-02 2.78607392e-03\n 6.75100709e-03 -2.59105784e-03 -2.01861887e-02 -3.08798522e-03\n -1.60777137e-03 -1.12614168e-02 1.84493607e-03 -1.65059577e-02\n -4.72416882e-02 2.47796225e-02 -1.53424764e-02 1.37306551e-02\n -2.09388618e-02 9.20555377e-03 2.88537938e-02]", "status": "success" }, "causality": { "daily_results": " cause effect ... significant_raw significant_corrected\n0 volume log_return ... False False\n1 volume log_return ... False False\n2 volume log_return ... False False\n3 volume log_return ... False False\n4 volume log_return ... False False\n5 log_return volume ... False False\n6 log_return volume ... False False\n7 log_return volume ... False False\n8 log_return volume ... False False\n9 log_return volume ... False False\n10 abs_return volume ... True True\n11 abs_return volume ... True True\n12 abs_return volume ... True True\n13 abs_return volume ... True True\n14 abs_return volume ... True True\n15 volume abs_return ... False False\n16 volume abs_return ... False False\n17 volume abs_return ... False False\n18 volume abs_return ... False False\n19 volume abs_return ... True True\n20 taker_buy_ratio log_return ... True False\n21 taker_buy_ratio log_return ... False False\n22 taker_buy_ratio log_return ... False False\n23 taker_buy_ratio log_return ... True False\n24 taker_buy_ratio log_return ... True False\n25 log_return taker_buy_ratio ... True True\n26 log_return taker_buy_ratio ... True True\n27 log_return taker_buy_ratio ... True True\n28 log_return taker_buy_ratio ... True True\n29 log_return taker_buy_ratio ... True True\n30 squared_return volume ... False False\n31 squared_return volume ... True True\n32 squared_return volume ... True True\n33 squared_return volume ... True True\n34 squared_return volume ... True True\n35 volume squared_return ... False False\n36 volume squared_return ... False False\n37 volume squared_return ... False False\n38 volume squared_return ... False False\n39 volume squared_return ... False False\n40 range_pct log_return ... False False\n41 range_pct log_return ... False False\n42 range_pct log_return ... False False\n43 range_pct log_return ... False False\n44 range_pct log_return ... True False\n45 log_return range_pct ... False False\n46 log_return range_pct ... True False\n47 log_return range_pct ... True False\n48 log_return range_pct ... True False\n49 log_return range_pct ... True True\n\n[50 rows x 8 columns]", "cross_timeframe_results": " cause effect ... significant_raw significant_corrected\n0 hourly_intraday_vol log_return ... False False\n1 hourly_intraday_vol log_return ... False False\n2 hourly_intraday_vol log_return ... False False\n3 hourly_intraday_vol log_return ... False False\n4 hourly_intraday_vol log_return ... True True\n5 hourly_volume_sum log_return ... False False\n6 hourly_volume_sum log_return ... False False\n7 hourly_volume_sum log_return ... False False\n8 hourly_volume_sum log_return ... False False\n9 hourly_volume_sum log_return ... False False\n10 hourly_max_abs_return log_return ... False False\n11 hourly_max_abs_return log_return ... False False\n12 hourly_max_abs_return log_return ... False False\n13 hourly_max_abs_return log_return ... False False\n14 hourly_max_abs_return log_return ... True False\n\n[15 rows x 8 columns]", "all_results": " cause effect ... significant_raw significant_corrected\n0 volume log_return ... False False\n1 volume log_return ... False False\n2 volume log_return ... False False\n3 volume log_return ... False False\n4 volume log_return ... False False\n.. ... ... ... ... ...\n60 hourly_max_abs_return log_return ... False False\n61 hourly_max_abs_return log_return ... False False\n62 hourly_max_abs_return log_return ... False False\n63 hourly_max_abs_return log_return ... False False\n64 hourly_max_abs_return log_return ... True False\n\n[65 rows x 8 columns]", "status": "success" }, "anomaly": { "anomaly_result": " log_return abs_return ... anomaly_votes anomaly_ensemble\ndatetime ... \n2017-09-05 0.062941 0.062941 ... 3 1\n2017-09-06 0.056390 0.056390 ... 0 0\n2017-09-07 0.015431 0.015431 ... 0 0\n2017-09-08 -0.091169 0.091169 ... 3 1\n2017-09-09 -0.005617 0.005617 ... 1 0\n... ... ... ... ... ...\n2026-01-28 0.000560 0.000560 ... 0 0\n2026-01-29 -0.053474 0.053474 ... 1 0\n2026-01-30 -0.004614 0.004614 ... 0 0\n2026-01-31 -0.067748 0.067748 ... 1 0\n2026-02-01 -0.022773 0.022773 ... 0 0\n\n[3072 rows x 11 columns]", "garch_anomaly": "datetime\n2017-08-18 0\n2017-08-19 0\n2017-08-20 0\n2017-08-21 0\n2017-08-22 0\n ..\n2026-01-28 0\n2026-01-29 0\n2026-01-30 0\n2026-01-31 0\n2026-02-01 0\nLength: 3090, dtype: int64", "event_alignment": " anomaly_date event_date event_name diff_days\n0 2020-05-10 2020-05-11 第三次减半 1\n1 2017-12-16 2017-12-17 2017年牛市顶点 1\n2 2017-12-19 2017-12-17 2017年牛市顶点 2\n3 2017-12-20 2017-12-17 2017年牛市顶点 3\n4 2017-12-21 2017-12-17 2017年牛市顶点 4\n5 2017-12-22 2017-12-17 2017年牛市顶点 5\n6 2018-12-20 2018-12-15 2018年熊市底部 5\n7 2020-03-08 2020-03-12 新冠黑色星期四 4\n8 2020-03-12 2020-03-12 新冠黑色星期四 0\n9 2020-03-13 2020-03-12 新冠黑色星期四 1\n10 2020-03-14 2020-03-12 新冠黑色星期四 2\n11 2020-03-15 2020-03-12 新冠黑色星期四 3\n12 2020-03-16 2020-03-12 新冠黑色星期四 4\n13 2020-03-17 2020-03-12 新冠黑色星期四 5\n14 2022-06-13 2022-06-18 Luna/3AC 暴跌 5\n15 2022-06-16 2022-06-18 Luna/3AC 暴跌 2\n16 2022-06-18 2022-06-18 Luna/3AC 暴跌 0\n17 2022-06-19 2022-06-18 Luna/3AC 暴跌 1\n18 2022-11-08 2022-11-09 FTX 崩盘 1\n19 2022-11-09 2022-11-09 FTX 崩盘 0\n20 2022-11-10 2022-11-09 FTX 崩盘 1", "precursor_results": "{'auc': np.float64(0.993544609941045), 'feature_importances': range_pct_max_5d 0.085575\nrange_pct_std_5d 0.083581\nabs_return_std_5d 0.060453\nabs_return_max_5d 0.058301\nrange_pct_deviation_20d 0.056184\n ... \nvolume_ratio_min_20d 0.000683\nvol_7d_min_5d 0.000681\nrange_pct_min_20d 0.000581\nvolume_ratio_min_5d 0.000497\ntaker_buy_ratio_min_5d 0.000308\nLength: 90, dtype: float64, 'y_true': datetime\n2017-09-24 0\n2017-09-25 1\n2017-09-26 0\n2017-09-27 0\n2017-09-28 0\n ..\n2026-01-28 0\n2026-01-29 0\n2026-01-30 0\n2026-01-31 0\n2026-02-01 0\nName: anomaly_ensemble, Length: 3053, dtype: int64, 'y_prob': array([0.17759581, 0.02449301, 0.14630271, ..., 0. , 0.24951762,\n 0. ]), 'fpr': array([0.00000000e+00, 0.00000000e+00, 0.00000000e+00, 6.85166153e-04,\n 6.85166153e-04, 1.02774923e-03, 1.02774923e-03, 1.71291538e-03,\n 1.71291538e-03, 2.05549846e-03, 2.05549846e-03, 2.39808153e-03,\n 2.39808153e-03, 2.74066461e-03, 2.74066461e-03, 3.42583076e-03,\n 3.42583076e-03, 3.76841384e-03, 3.76841384e-03, 4.11099692e-03,\n 4.11099692e-03, 4.45357999e-03, 4.45357999e-03, 6.85166153e-03,\n 6.85166153e-03, 8.56457691e-03, 8.56457691e-03, 8.90715999e-03,\n 8.90715999e-03, 1.09626584e-02, 1.09626584e-02, 1.16478246e-02,\n 1.16478246e-02, 1.23329908e-02, 1.23329908e-02, 1.30181569e-02,\n 1.30181569e-02, 1.50736554e-02, 1.50736554e-02, 1.78143200e-02,\n 1.78143200e-02, 1.91846523e-02, 1.91846523e-02, 2.02124015e-02,\n 2.02124015e-02, 2.46659815e-02, 2.46659815e-02, 2.77492292e-02,\n 2.77492292e-02, 3.08324769e-02, 3.08324769e-02, 3.11750600e-02,\n 3.11750600e-02, 3.49434738e-02, 3.49434738e-02, 3.97396369e-02,\n 3.97396369e-02, 6.85166153e-02, 6.85166153e-02, 7.39979445e-02,\n 7.39979445e-02, 8.70161014e-02, 8.70161014e-02, 9.76361768e-02,\n 9.76361768e-02, 1.09284001e-01, 1.10311751e-01, 1.14765331e-01,\n 1.15450497e-01, 1.17505995e-01, 1.18191161e-01, 1.26070572e-01,\n 1.29838986e-01, 1.32237067e-01, 1.32922234e-01, 1.35320315e-01,\n 1.36348064e-01, 1.38746146e-01, 1.40116478e-01, 1.41144227e-01,\n 1.42514560e-01, 1.43542309e-01, 1.44227475e-01, 1.47995889e-01,\n 1.48681055e-01, 1.50051387e-01, 1.68550874e-01, 1.75402535e-01,\n 1.76087701e-01, 1.77800617e-01, 1.78485783e-01, 1.79513532e-01,\n 1.80198698e-01, 1.81226447e-01, 1.82254197e-01, 1.86707777e-01,\n 1.88763275e-01, 1.89448441e-01, 1.90476190e-01, 1.91846523e-01,\n 1.94587187e-01, 1.95957520e-01, 1.96985269e-01, 1.99040767e-01,\n 2.00068517e-01, 2.00411100e-01, 2.01781432e-01, 2.02124015e-01,\n 2.03151764e-01, 2.04864680e-01, 1.00000000e+00]), 'tpr': array([0. , 0.00746269, 0.3880597 , 0.3880597 , 0.44029851,\n 0.44029851, 0.49253731, 0.49253731, 0.51492537, 0.51492537,\n 0.55970149, 0.55970149, 0.56716418, 0.56716418, 0.64179104,\n 0.64179104, 0.74626866, 0.74626866, 0.7761194 , 0.7761194 ,\n 0.78358209, 0.78358209, 0.79104478, 0.79104478, 0.79850746,\n 0.79850746, 0.80597015, 0.80597015, 0.8358209 , 0.8358209 ,\n 0.84328358, 0.84328358, 0.88059701, 0.88059701, 0.8880597 ,\n 0.8880597 , 0.89552239, 0.89552239, 0.90298507, 0.90298507,\n 0.91044776, 0.91044776, 0.91791045, 0.91791045, 0.92537313,\n 0.92537313, 0.93283582, 0.93283582, 0.94029851, 0.94029851,\n 0.94776119, 0.94776119, 0.95522388, 0.95522388, 0.96268657,\n 0.96268657, 0.97014925, 0.97014925, 0.97761194, 0.97761194,\n 0.98507463, 0.98507463, 0.99253731, 0.99253731, 1. ,\n 1. , 1. , 1. , 1. , 1. ,\n 1. , 1. , 1. , 1. , 1. ,\n 1. , 1. , 1. , 1. , 1. ,\n 1. , 1. , 1. , 1. , 1. ,\n 1. , 1. , 1. , 1. , 1. ,\n 1. , 1. , 1. , 1. , 1. ,\n 1. , 1. , 1. , 1. , 1. ,\n 1. , 1. , 1. , 1. , 1. ,\n 1. , 1. , 1. , 1. , 1. ,\n 1. ])}", "status": "success" } }