huice/.ipynb_checkpoints/Untitled-checkpoint.ipynb
Your Name e5dd5b5593 feat: 期货数据分析工具集 v2.0
## 核心功能
### 1. 成交量序列分析 (volume_price_sequence.py)
- 按累计成交量排序的价格趋势分析
- 三合一综合图表:价格序列+成交量分布+时间序列
- 关键价格水平自动标注

### 2. 成交量分布深度分析 (volume_distribution_analysis.py)
- 7种专业可视化图表
- 统计特征分析和分布拟合
- 交易模式识别和业务洞察

### 3. 大额订单分析工具集 (large_orders/)
- 买1/卖1量大单分析 (阈值99)
- 买卖挂单合计分析 (阈值200)
- 当前成交量分析 (阈值150)
- 信号抑制优化算法 (38%抑制率)

## 技术特性
- 信号抑制算法:有效减少重复信号干扰
- 多维度分析:支持多种信号类型
- 专业可视化:四宫格综合分析图
- 业务洞察:基于数据的交易建议

## 分析结果
- 卖1量大单:短期下跌,长期大幅上涨反转
- 买挂合计:各时间窗口小幅正收益
- 信号抑制:短期收益从-0.0778提升至+0.1347

🤖 Generated with [Claude Code](https://claude.com/claude-code)

Co-Authored-By: Claude <noreply@anthropic.com>
2025-11-02 15:15:53 +08:00

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