feat: 新增 ChanMacro 宏观 regime 检测模块

2026-08-20 16:03:25 +08:00
parent 340676bfbd
commit 29cff47f98
48 changed files with 5846 additions and 0 deletions
@@ -0,0 +1,23 @@
+{
+    "provider_url": "https://provider.jackyu66.com",
+    "db_path": "data/macro.db",
+    "btc_symbol": "BTC/USDT:USDT",
+    "regime_version": "v1_price_breadth_vol",
+    "half_life_days": 180,
+    "sufficiency_min_effective": 30,
+    "sufficiency_low": 50,
+    "sufficiency_medium": 100,
+    "level_min_samples": 50,
+    "knn_max_distance": 0.35,
+    "knn_k": 200,
+    "oi_price_threshold_pct": 0.5,
+    "oi_oi_threshold_pct": 0.5,
+    "vol_low_threshold": 2.0,
+    "vol_high_threshold": 5.0,
+    "vol_explosive_threshold": 10.0,
+    "regime_w_price": 0.35,
+    "regime_w_breadth": 0.50,
+    "regime_w_vol": 0.15,
+    "trend_w_price": 0.30,
+    "trend_w_breadth": 0.70
+}