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refactor: 清理测试文件和2019相关代码

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- 删除测试脚本: test_2026_classification.py, test_lagllama.py, test_timesfm.py, test_ttm.py
- 删除2019相关文件: analyze_2019_*, apply_2019_*, dlinear_2019_*, three_models_2019_*
- 添加集成模型相关代码和分析脚本
- 添加N-BEATS模型和CatBoost分类模型
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crypto_predictor committed 2026-02-03 20:40:32 +08:00
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results/README_2026_01.md
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# 加密货币价格预测模型测试报告
## 测试概况
- **测试期间**: 2026年1月1日 - 2026年1月30日
- **总天数**: 22天
- **总样本数**: 495个小时
- **生成时间**: 2026-01-31 16:47:08
---
## 单模型性能
### DLinear分类模型
- **准确率**: 53.33%
- **预测上涨比例**: 47.1%
- **预测下跌比例**: 52.9%
### N-BEATS回归模型
- **准确率**: 49.90%
- **预测上涨比例**: 73.5%
- **预测下跌比例**: 26.5%
### TTM-R2零样本模型
- **准确率**: 51.31%
- **预测上涨比例**: 23.6%
- **预测下跌比例**: 76.4%
---
## 集成策略性能
### 双模型交集（DLinear + N-BEATS）
- **准确率**: 53.39%
- **覆盖率**: 47.68%
- **有效预测数**: 236次
### 三模型多数投票（DLinear + N-BEATS + TTM-R2）
- **准确率**: 52.93%
- **覆盖率**: 100.00%
- **有效预测数**: 495次
---
## DLinear概率分布分析
| 概率区间 | 样本数 | 占比 |
|---------|--------|------|
| 0.4-0.5 | 262 | 52.9% |
| 0.5-0.6 | 229 | 46.3% |
| 0.6-0.7 | 4 | 0.8% |
**平均概率**: 0.501
---
## 最佳/最差交易日
### 双模型交集
- **最佳日**: 2026-01-11 (83.3%)
- **最差日**: 2026-01-23 (28.6%)
### 三模型投票
- **最佳日**: 2026-01-28 (80.0%)
- **最差日**: 2026-01-23 (29.2%)
---
## 结论
1. **最佳单模型**: DLinear (53.33%)
2. **最佳集成策略**: 双模型交集 (53.39%)
3. **DLinear置信度**: 99.2%的预测集中在0.45-0.55区间，缺乏高置信度预测
## 数据文件
- 逐小时预测结果: `hourly_predictions_2026_01.csv`
- 每日统计数据: `daily_statistics_2026_01.csv`
- 总结报告: `summary_report_2026_01.json`
---
生成时间: 2026-01-31 16:47:08
results/daily_statistics_2026_01.csv
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date,total_samples,two_model_valid,two_model_correct,three_model_correct,dlinear_correct,dlinear_accuracy,two_model_accuracy,three_model_accuracy,two_model_coverage
2026-01-07,5,3,2,3,4,80.0,66.66666666666666,60.0,60.0
2026-01-08,24,13,6,12,11,45.83333333333333,46.15384615384615,50.0,54.166666666666664
2026-01-09,24,12,6,15,13,54.166666666666664,50.0,62.5,50.0
2026-01-10,24,12,6,12,13,54.166666666666664,50.0,50.0,50.0
2026-01-11,24,6,5,12,11,45.83333333333333,83.33333333333334,50.0,25.0
2026-01-12,24,6,3,8,13,54.166666666666664,50.0,33.33333333333333,25.0
2026-01-13,24,12,6,12,12,50.0,50.0,50.0,50.0
2026-01-14,24,12,6,13,14,58.333333333333336,50.0,54.166666666666664,50.0
2026-01-15,24,14,8,12,14,58.333333333333336,57.14285714285714,50.0,58.333333333333336
2026-01-16,24,13,6,13,10,41.66666666666667,46.15384615384615,54.166666666666664,54.166666666666664
2026-01-17,24,8,5,13,11,45.83333333333333,62.5,54.166666666666664,33.33333333333333
2026-01-18,24,17,9,15,12,50.0,52.94117647058824,62.5,70.83333333333334
2026-01-19,24,17,12,17,16,66.66666666666666,70.58823529411765,70.83333333333334,70.83333333333334
2026-01-20,24,6,2,9,11,45.83333333333333,33.33333333333333,37.5,25.0
2026-01-21,24,9,6,15,15,62.5,66.66666666666666,62.5,37.5
2026-01-22,24,10,6,13,14,58.333333333333336,60.0,54.166666666666664,41.66666666666667
2026-01-23,24,14,4,7,7,29.166666666666668,28.57142857142857,29.166666666666668,58.333333333333336
2026-01-24,24,14,7,13,14,58.333333333333336,50.0,54.166666666666664,58.333333333333336
2026-01-25,24,4,0,11,10,41.66666666666667,0.0,45.83333333333333,16.666666666666664
2026-01-26,24,13,8,13,15,62.5,61.53846153846154,54.166666666666664,54.166666666666664
2026-01-27,24,13,7,16,16,66.66666666666666,53.84615384615385,66.66666666666666,54.166666666666664
2026-01-28,10,8,6,8,8,80.0,75.0,80.0,80.0
1 date total_samples two_model_valid two_model_correct three_model_correct dlinear_correct dlinear_accuracy two_model_accuracy three_model_accuracy two_model_coverage
2 2026-01-07 5 3 2 3 4 80.0 66.66666666666666 60.0 60.0
3 2026-01-08 24 13 6 12 11 45.83333333333333 46.15384615384615 50.0 54.166666666666664
4 2026-01-09 24 12 6 15 13 54.166666666666664 50.0 62.5 50.0
5 2026-01-10 24 12 6 12 13 54.166666666666664 50.0 50.0 50.0
6 2026-01-11 24 6 5 12 11 45.83333333333333 83.33333333333334 50.0 25.0
7 2026-01-12 24 6 3 8 13 54.166666666666664 50.0 33.33333333333333 25.0
8 2026-01-13 24 12 6 12 12 50.0 50.0 50.0 50.0
9 2026-01-14 24 12 6 13 14 58.333333333333336 50.0 54.166666666666664 50.0
10 2026-01-15 24 14 8 12 14 58.333333333333336 57.14285714285714 50.0 58.333333333333336
11 2026-01-16 24 13 6 13 10 41.66666666666667 46.15384615384615 54.166666666666664 54.166666666666664
12 2026-01-17 24 8 5 13 11 45.83333333333333 62.5 54.166666666666664 33.33333333333333
13 2026-01-18 24 17 9 15 12 50.0 52.94117647058824 62.5 70.83333333333334
14 2026-01-19 24 17 12 17 16 66.66666666666666 70.58823529411765 70.83333333333334 70.83333333333334
15 2026-01-20 24 6 2 9 11 45.83333333333333 33.33333333333333 37.5 25.0
16 2026-01-21 24 9 6 15 15 62.5 66.66666666666666 62.5 37.5
17 2026-01-22 24 10 6 13 14 58.333333333333336 60.0 54.166666666666664 41.66666666666667
18 2026-01-23 24 14 4 7 7 29.166666666666668 28.57142857142857 29.166666666666668 58.333333333333336
19 2026-01-24 24 14 7 13 14 58.333333333333336 50.0 54.166666666666664 58.333333333333336
20 2026-01-25 24 4 0 11 10 41.66666666666667 0.0 45.83333333333333 16.666666666666664
21 2026-01-26 24 13 8 13 15 62.5 61.53846153846154 54.166666666666664 54.166666666666664
22 2026-01-27 24 13 7 16 16 66.66666666666666 53.84615384615385 66.66666666666666 54.166666666666664
23 2026-01-28 10 8 6 8 8 80.0 75.0 80.0 80.0
results/hourly_predictions_2026_01.csv
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timestamp_utc,timestamp_et,date,true_label,dlinear_prob,dlinear_pred,nbeats_pred,ttm_pred,two_model_pred,three_model_pred,dlinear_correct,two_model_correct,three_model_correct
2026-01-08 00:00:00,2026-01-07 19:00:00-05:00,2026-01-07,1,0.57705873,1,0,1,-1,1,True,False,True
2026-01-08 01:00:00,2026-01-07 20:00:00-05:00,2026-01-07,0,0.49304762,0,0,1,0,0,True,True,True
2026-01-08 02:00:00,2026-01-07 21:00:00-05:00,2026-01-07,0,0.47215617,0,0,0,0,0,True,True,True
2026-01-08 03:00:00,2026-01-07 22:00:00-05:00,2026-01-07,1,0.46118113,0,0,0,0,0,False,False,False
2026-01-08 04:00:00,2026-01-07 23:00:00-05:00,2026-01-07,0,0.45929378,0,1,1,-1,1,True,False,False
2026-01-08 05:00:00,2026-01-08 00:00:00-05:00,2026-01-08,1,0.47178885,0,0,0,0,0,False,False,False
2026-01-08 06:00:00,2026-01-08 01:00:00-05:00,2026-01-08,1,0.5306643,1,1,1,1,1,True,True,True
2026-01-08 07:00:00,2026-01-08 02:00:00-05:00,2026-01-08,0,0.4891925,0,1,1,-1,1,True,False,False
2026-01-08 08:00:00,2026-01-08 03:00:00-05:00,2026-01-08,0,0.5191637,1,0,1,-1,1,False,False,False
2026-01-08 09:00:00,2026-01-08 04:00:00-05:00,2026-01-08,0,0.47131988,0,1,1,-1,1,True,False,False
2026-01-08 10:00:00,2026-01-08 05:00:00-05:00,2026-01-08,0,0.47046715,0,0,0,0,0,True,True,True
2026-01-08 11:00:00,2026-01-08 06:00:00-05:00,2026-01-08,1,0.5125343,1,0,1,-1,1,True,False,True
2026-01-08 12:00:00,2026-01-08 07:00:00-05:00,2026-01-08,1,0.5334059,1,1,1,1,1,True,True,True
2026-01-08 13:00:00,2026-01-08 08:00:00-05:00,2026-01-08,1,0.49018916,0,1,1,-1,1,False,False,True
2026-01-08 14:00:00,2026-01-08 09:00:00-05:00,2026-01-08,0,0.50079376,1,1,1,1,1,False,False,False
2026-01-08 15:00:00,2026-01-08 10:00:00-05:00,2026-01-08,1,0.46582156,0,1,1,-1,1,False,False,True
2026-01-08 16:00:00,2026-01-08 11:00:00-05:00,2026-01-08,1,0.46240616,0,1,1,-1,1,False,False,True
2026-01-08 17:00:00,2026-01-08 12:00:00-05:00,2026-01-08,0,0.48750654,0,1,1,-1,1,True,False,False
2026-01-08 18:00:00,2026-01-08 13:00:00-05:00,2026-01-08,0,0.47014055,0,1,1,-1,1,True,False,False
2026-01-08 19:00:00,2026-01-08 14:00:00-05:00,2026-01-08,1,0.49040872,0,1,1,-1,1,False,False,True
2026-01-08 20:00:00,2026-01-08 15:00:00-05:00,2026-01-08,0,0.5273022,1,1,1,1,1,False,False,False
2026-01-08 21:00:00,2026-01-08 16:00:00-05:00,2026-01-08,1,0.5106931,1,1,1,1,1,True,True,True
2026-01-08 22:00:00,2026-01-08 17:00:00-05:00,2026-01-08,0,0.5778609,1,1,1,1,1,False,False,False
2026-01-08 23:00:00,2026-01-08 18:00:00-05:00,2026-01-08,1,0.54889923,1,1,1,1,1,True,True,True
2026-01-09 00:00:00,2026-01-08 19:00:00-05:00,2026-01-08,1,0.51507455,1,1,1,1,1,True,True,True
2026-01-09 01:00:00,2026-01-08 20:00:00-05:00,2026-01-08,0,0.5170575,1,1,1,1,1,False,False,False
2026-01-09 02:00:00,2026-01-08 21:00:00-05:00,2026-01-08,1,0.4717993,0,1,1,-1,1,False,False,True
2026-01-09 03:00:00,2026-01-08 22:00:00-05:00,2026-01-08,0,0.5043716,1,1,1,1,1,False,False,False
2026-01-09 04:00:00,2026-01-08 23:00:00-05:00,2026-01-08,0,0.51360196,1,1,1,1,1,False,False,False
2026-01-09 05:00:00,2026-01-09 00:00:00-05:00,2026-01-09,1,0.469029,0,1,1,-1,1,False,False,True
2026-01-09 06:00:00,2026-01-09 01:00:00-05:00,2026-01-09,1,0.50669587,1,1,1,1,1,True,True,True
2026-01-09 07:00:00,2026-01-09 02:00:00-05:00,2026-01-09,0,0.5564795,1,1,1,1,1,False,False,False
2026-01-09 08:00:00,2026-01-09 03:00:00-05:00,2026-01-09,1,0.5820567,1,1,1,1,1,True,True,True
2026-01-09 09:00:00,2026-01-09 04:00:00-05:00,2026-01-09,1,0.5504754,1,1,1,1,1,True,True,True
2026-01-09 10:00:00,2026-01-09 05:00:00-05:00,2026-01-09,0,0.53064233,1,1,1,1,1,False,False,False
2026-01-09 11:00:00,2026-01-09 06:00:00-05:00,2026-01-09,0,0.50407845,1,1,1,1,1,False,False,False
2026-01-09 12:00:00,2026-01-09 07:00:00-05:00,2026-01-09,0,0.4576875,0,1,1,-1,1,True,False,False
2026-01-09 13:00:00,2026-01-09 08:00:00-05:00,2026-01-09,1,0.5189501,1,0,1,-1,1,True,False,True
2026-01-09 14:00:00,2026-01-09 09:00:00-05:00,2026-01-09,1,0.50425255,1,1,1,1,1,True,True,True
2026-01-09 15:00:00,2026-01-09 10:00:00-05:00,2026-01-09,0,0.45628017,0,1,1,-1,1,True,False,False
2026-01-09 16:00:00,2026-01-09 11:00:00-05:00,2026-01-09,1,0.44883052,0,0,1,0,0,False,False,False
2026-01-09 17:00:00,2026-01-09 12:00:00-05:00,2026-01-09,1,0.46907404,0,1,1,-1,1,False,False,True
2026-01-09 18:00:00,2026-01-09 13:00:00-05:00,2026-01-09,1,0.48777947,0,1,1,-1,1,False,False,True
2026-01-09 19:00:00,2026-01-09 14:00:00-05:00,2026-01-09,0,0.49411413,0,1,0,-1,0,True,False,True
2026-01-09 20:00:00,2026-01-09 15:00:00-05:00,2026-01-09,0,0.47928023,0,1,0,-1,0,True,False,True
2026-01-09 21:00:00,2026-01-09 16:00:00-05:00,2026-01-09,0,0.49988702,0,1,0,-1,0,True,False,True
2026-01-09 22:00:00,2026-01-09 17:00:00-05:00,2026-01-09,1,0.4896841,0,1,0,-1,0,False,False,False
2026-01-09 23:00:00,2026-01-09 18:00:00-05:00,2026-01-09,0,0.49358237,0,1,0,-1,0,True,False,True
2026-01-10 00:00:00,2026-01-09 19:00:00-05:00,2026-01-09,0,0.50367767,1,1,0,1,1,False,False,False
2026-01-10 01:00:00,2026-01-09 20:00:00-05:00,2026-01-09,1,0.52877015,1,1,0,1,1,True,True,True
2026-01-10 02:00:00,2026-01-09 21:00:00-05:00,2026-01-09,1,0.51958245,1,1,0,1,1,True,True,True
2026-01-10 03:00:00,2026-01-09 22:00:00-05:00,2026-01-09,0,0.53057724,1,1,0,1,1,False,False,False
2026-01-10 04:00:00,2026-01-09 23:00:00-05:00,2026-01-09,1,0.45753565,0,1,1,-1,1,False,False,True
2026-01-10 05:00:00,2026-01-10 00:00:00-05:00,2026-01-10,0,0.447833,0,1,0,-1,0,True,False,True
2026-01-10 06:00:00,2026-01-10 01:00:00-05:00,2026-01-10,1,0.4577814,0,1,1,-1,1,False,False,True
2026-01-10 07:00:00,2026-01-10 02:00:00-05:00,2026-01-10,0,0.47578683,0,1,1,-1,1,True,False,False
2026-01-10 08:00:00,2026-01-10 03:00:00-05:00,2026-01-10,0,0.4506602,0,1,1,-1,1,True,False,False
2026-01-10 09:00:00,2026-01-10 04:00:00-05:00,2026-01-10,0,0.5478148,1,1,0,1,1,False,False,False
2026-01-10 10:00:00,2026-01-10 05:00:00-05:00,2026-01-10,1,0.5990233,1,1,0,1,1,True,True,True
2026-01-10 11:00:00,2026-01-10 06:00:00-05:00,2026-01-10,1,0.5706127,1,1,0,1,1,True,True,True
2026-01-10 12:00:00,2026-01-10 07:00:00-05:00,2026-01-10,0,0.5276616,1,1,0,1,1,False,False,False
2026-01-10 13:00:00,2026-01-10 08:00:00-05:00,2026-01-10,1,0.51404405,1,1,0,1,1,True,True,True
2026-01-10 14:00:00,2026-01-10 09:00:00-05:00,2026-01-10,1,0.50078404,1,1,0,1,1,True,True,True
2026-01-10 15:00:00,2026-01-10 10:00:00-05:00,2026-01-10,1,0.45550296,0,1,0,-1,0,False,False,False
2026-01-10 16:00:00,2026-01-10 11:00:00-05:00,2026-01-10,1,0.44787562,0,1,0,-1,0,False,False,False
2026-01-10 17:00:00,2026-01-10 12:00:00-05:00,2026-01-10,0,0.44727677,0,1,0,-1,0,True,False,True
2026-01-10 18:00:00,2026-01-10 13:00:00-05:00,2026-01-10,1,0.44855183,0,1,0,-1,0,False,False,False
2026-01-10 19:00:00,2026-01-10 14:00:00-05:00,2026-01-10,0,0.45485023,0,1,0,-1,0,True,False,True
2026-01-10 20:00:00,2026-01-10 15:00:00-05:00,2026-01-10,0,0.47032186,0,1,0,-1,0,True,False,True
2026-01-10 21:00:00,2026-01-10 16:00:00-05:00,2026-01-10,0,0.48025206,0,1,0,-1,0,True,False,True
2026-01-10 22:00:00,2026-01-10 17:00:00-05:00,2026-01-10,0,0.5247036,1,1,0,1,1,False,False,False
2026-01-10 23:00:00,2026-01-10 18:00:00-05:00,2026-01-10,0,0.58018094,1,1,0,1,1,False,False,False
2026-01-11 00:00:00,2026-01-10 19:00:00-05:00,2026-01-10,0,0.59668726,1,1,0,1,1,False,False,False
2026-01-11 01:00:00,2026-01-10 20:00:00-05:00,2026-01-10,1,0.5909982,1,1,0,1,1,True,True,True
2026-01-11 02:00:00,2026-01-10 21:00:00-05:00,2026-01-10,1,0.5297047,1,1,0,1,1,True,True,True
2026-01-11 03:00:00,2026-01-10 22:00:00-05:00,2026-01-10,0,0.5227216,1,1,0,1,1,False,False,False
2026-01-11 04:00:00,2026-01-10 23:00:00-05:00,2026-01-10,1,0.4885675,0,1,0,-1,0,False,False,False
2026-01-11 05:00:00,2026-01-11 00:00:00-05:00,2026-01-11,1,0.47107595,0,1,0,-1,0,False,False,False
2026-01-11 06:00:00,2026-01-11 01:00:00-05:00,2026-01-11,1,0.4610141,0,1,0,-1,0,False,False,False
2026-01-11 07:00:00,2026-01-11 02:00:00-05:00,2026-01-11,0,0.4598382,0,1,1,-1,1,True,False,False
2026-01-11 08:00:00,2026-01-11 03:00:00-05:00,2026-01-11,1,0.48207,0,1,1,-1,1,False,False,True
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2026-01-28 02:00:00,2026-01-27 21:00:00-05:00,2026-01-27,1,0.53863657,1,1,0,1,1,True,True,True
2026-01-28 03:00:00,2026-01-27 22:00:00-05:00,2026-01-27,0,0.5574659,1,1,0,1,1,False,False,False
2026-01-28 04:00:00,2026-01-27 23:00:00-05:00,2026-01-27,0,0.529262,1,1,0,1,1,False,False,False
2026-01-28 05:00:00,2026-01-28 00:00:00-05:00,2026-01-28,0,0.46035758,0,1,0,-1,0,True,False,True
2026-01-28 06:00:00,2026-01-28 01:00:00-05:00,2026-01-28,1,0.5224445,1,1,0,1,1,True,True,True
2026-01-28 07:00:00,2026-01-28 02:00:00-05:00,2026-01-28,0,0.51074743,1,1,0,1,1,False,False,False
2026-01-28 08:00:00,2026-01-28 03:00:00-05:00,2026-01-28,0,0.519096,1,1,0,1,1,False,False,False
2026-01-28 09:00:00,2026-01-28 04:00:00-05:00,2026-01-28,1,0.53050256,1,1,0,1,1,True,True,True
2026-01-28 10:00:00,2026-01-28 05:00:00-05:00,2026-01-28,1,0.54665875,1,1,0,1,1,True,True,True
2026-01-28 11:00:00,2026-01-28 06:00:00-05:00,2026-01-28,1,0.5373869,1,1,0,1,1,True,True,True
2026-01-28 12:00:00,2026-01-28 07:00:00-05:00,2026-01-28,1,0.53682816,1,1,0,1,1,True,True,True
2026-01-28 13:00:00,2026-01-28 08:00:00-05:00,2026-01-28,1,0.50733596,1,1,0,1,1,True,True,True
2026-01-28 14:00:00,2026-01-28 09:00:00-05:00,2026-01-28,0,0.466285,0,1,0,-1,0,True,False,True
1 timestamp_utc timestamp_et date true_label dlinear_prob dlinear_pred nbeats_pred ttm_pred two_model_pred three_model_pred dlinear_correct two_model_correct three_model_correct
2 2026-01-08 00:00:00 2026-01-07 19:00:00-05:00 2026-01-07 1 0.57705873 1 0 1 -1 1 True False True
3 2026-01-08 01:00:00 2026-01-07 20:00:00-05:00 2026-01-07 0 0.49304762 0 0 1 0 0 True True True
4 2026-01-08 02:00:00 2026-01-07 21:00:00-05:00 2026-01-07 0 0.47215617 0 0 0 0 0 True True True
5 2026-01-08 03:00:00 2026-01-07 22:00:00-05:00 2026-01-07 1 0.46118113 0 0 0 0 0 False False False
6 2026-01-08 04:00:00 2026-01-07 23:00:00-05:00 2026-01-07 0 0.45929378 0 1 1 -1 1 True False False
7 2026-01-08 05:00:00 2026-01-08 00:00:00-05:00 2026-01-08 1 0.47178885 0 0 0 0 0 False False False
8 2026-01-08 06:00:00 2026-01-08 01:00:00-05:00 2026-01-08 1 0.5306643 1 1 1 1 1 True True True
9 2026-01-08 07:00:00 2026-01-08 02:00:00-05:00 2026-01-08 0 0.4891925 0 1 1 -1 1 True False False
10 2026-01-08 08:00:00 2026-01-08 03:00:00-05:00 2026-01-08 0 0.5191637 1 0 1 -1 1 False False False
11 2026-01-08 09:00:00 2026-01-08 04:00:00-05:00 2026-01-08 0 0.47131988 0 1 1 -1 1 True False False
12 2026-01-08 10:00:00 2026-01-08 05:00:00-05:00 2026-01-08 0 0.47046715 0 0 0 0 0 True True True
13 2026-01-08 11:00:00 2026-01-08 06:00:00-05:00 2026-01-08 1 0.5125343 1 0 1 -1 1 True False True
14 2026-01-08 12:00:00 2026-01-08 07:00:00-05:00 2026-01-08 1 0.5334059 1 1 1 1 1 True True True
15 2026-01-08 13:00:00 2026-01-08 08:00:00-05:00 2026-01-08 1 0.49018916 0 1 1 -1 1 False False True
16 2026-01-08 14:00:00 2026-01-08 09:00:00-05:00 2026-01-08 0 0.50079376 1 1 1 1 1 False False False
17 2026-01-08 15:00:00 2026-01-08 10:00:00-05:00 2026-01-08 1 0.46582156 0 1 1 -1 1 False False True
18 2026-01-08 16:00:00 2026-01-08 11:00:00-05:00 2026-01-08 1 0.46240616 0 1 1 -1 1 False False True
19 2026-01-08 17:00:00 2026-01-08 12:00:00-05:00 2026-01-08 0 0.48750654 0 1 1 -1 1 True False False
20 2026-01-08 18:00:00 2026-01-08 13:00:00-05:00 2026-01-08 0 0.47014055 0 1 1 -1 1 True False False
21 2026-01-08 19:00:00 2026-01-08 14:00:00-05:00 2026-01-08 1 0.49040872 0 1 1 -1 1 False False True
22 2026-01-08 20:00:00 2026-01-08 15:00:00-05:00 2026-01-08 0 0.5273022 1 1 1 1 1 False False False
23 2026-01-08 21:00:00 2026-01-08 16:00:00-05:00 2026-01-08 1 0.5106931 1 1 1 1 1 True True True
24 2026-01-08 22:00:00 2026-01-08 17:00:00-05:00 2026-01-08 0 0.5778609 1 1 1 1 1 False False False
25 2026-01-08 23:00:00 2026-01-08 18:00:00-05:00 2026-01-08 1 0.54889923 1 1 1 1 1 True True True
26 2026-01-09 00:00:00 2026-01-08 19:00:00-05:00 2026-01-08 1 0.51507455 1 1 1 1 1 True True True
27 2026-01-09 01:00:00 2026-01-08 20:00:00-05:00 2026-01-08 0 0.5170575 1 1 1 1 1 False False False
28 2026-01-09 02:00:00 2026-01-08 21:00:00-05:00 2026-01-08 1 0.4717993 0 1 1 -1 1 False False True
29 2026-01-09 03:00:00 2026-01-08 22:00:00-05:00 2026-01-08 0 0.5043716 1 1 1 1 1 False False False
30 2026-01-09 04:00:00 2026-01-08 23:00:00-05:00 2026-01-08 0 0.51360196 1 1 1 1 1 False False False
31 2026-01-09 05:00:00 2026-01-09 00:00:00-05:00 2026-01-09 1 0.469029 0 1 1 -1 1 False False True
32 2026-01-09 06:00:00 2026-01-09 01:00:00-05:00 2026-01-09 1 0.50669587 1 1 1 1 1 True True True
33 2026-01-09 07:00:00 2026-01-09 02:00:00-05:00 2026-01-09 0 0.5564795 1 1 1 1 1 False False False
34 2026-01-09 08:00:00 2026-01-09 03:00:00-05:00 2026-01-09 1 0.5820567 1 1 1 1 1 True True True
35 2026-01-09 09:00:00 2026-01-09 04:00:00-05:00 2026-01-09 1 0.5504754 1 1 1 1 1 True True True
36 2026-01-09 10:00:00 2026-01-09 05:00:00-05:00 2026-01-09 0 0.53064233 1 1 1 1 1 False False False
37 2026-01-09 11:00:00 2026-01-09 06:00:00-05:00 2026-01-09 0 0.50407845 1 1 1 1 1 False False False
38 2026-01-09 12:00:00 2026-01-09 07:00:00-05:00 2026-01-09 0 0.4576875 0 1 1 -1 1 True False False
39 2026-01-09 13:00:00 2026-01-09 08:00:00-05:00 2026-01-09 1 0.5189501 1 0 1 -1 1 True False True
40 2026-01-09 14:00:00 2026-01-09 09:00:00-05:00 2026-01-09 1 0.50425255 1 1 1 1 1 True True True
41 2026-01-09 15:00:00 2026-01-09 10:00:00-05:00 2026-01-09 0 0.45628017 0 1 1 -1 1 True False False
42 2026-01-09 16:00:00 2026-01-09 11:00:00-05:00 2026-01-09 1 0.44883052 0 0 1 0 0 False False False
43 2026-01-09 17:00:00 2026-01-09 12:00:00-05:00 2026-01-09 1 0.46907404 0 1 1 -1 1 False False True
44 2026-01-09 18:00:00 2026-01-09 13:00:00-05:00 2026-01-09 1 0.48777947 0 1 1 -1 1 False False True
45 2026-01-09 19:00:00 2026-01-09 14:00:00-05:00 2026-01-09 0 0.49411413 0 1 0 -1 0 True False True
46 2026-01-09 20:00:00 2026-01-09 15:00:00-05:00 2026-01-09 0 0.47928023 0 1 0 -1 0 True False True
47 2026-01-09 21:00:00 2026-01-09 16:00:00-05:00 2026-01-09 0 0.49988702 0 1 0 -1 0 True False True
48 2026-01-09 22:00:00 2026-01-09 17:00:00-05:00 2026-01-09 1 0.4896841 0 1 0 -1 0 False False False
49 2026-01-09 23:00:00 2026-01-09 18:00:00-05:00 2026-01-09 0 0.49358237 0 1 0 -1 0 True False True
50 2026-01-10 00:00:00 2026-01-09 19:00:00-05:00 2026-01-09 0 0.50367767 1 1 0 1 1 False False False
51 2026-01-10 01:00:00 2026-01-09 20:00:00-05:00 2026-01-09 1 0.52877015 1 1 0 1 1 True True True
52 2026-01-10 02:00:00 2026-01-09 21:00:00-05:00 2026-01-09 1 0.51958245 1 1 0 1 1 True True True
53 2026-01-10 03:00:00 2026-01-09 22:00:00-05:00 2026-01-09 0 0.53057724 1 1 0 1 1 False False False
54 2026-01-10 04:00:00 2026-01-09 23:00:00-05:00 2026-01-09 1 0.45753565 0 1 1 -1 1 False False True
55 2026-01-10 05:00:00 2026-01-10 00:00:00-05:00 2026-01-10 0 0.447833 0 1 0 -1 0 True False True
56 2026-01-10 06:00:00 2026-01-10 01:00:00-05:00 2026-01-10 1 0.4577814 0 1 1 -1 1 False False True
57 2026-01-10 07:00:00 2026-01-10 02:00:00-05:00 2026-01-10 0 0.47578683 0 1 1 -1 1 True False False
58 2026-01-10 08:00:00 2026-01-10 03:00:00-05:00 2026-01-10 0 0.4506602 0 1 1 -1 1 True False False
59 2026-01-10 09:00:00 2026-01-10 04:00:00-05:00 2026-01-10 0 0.5478148 1 1 0 1 1 False False False
60 2026-01-10 10:00:00 2026-01-10 05:00:00-05:00 2026-01-10 1 0.5990233 1 1 0 1 1 True True True
61 2026-01-10 11:00:00 2026-01-10 06:00:00-05:00 2026-01-10 1 0.5706127 1 1 0 1 1 True True True
62 2026-01-10 12:00:00 2026-01-10 07:00:00-05:00 2026-01-10 0 0.5276616 1 1 0 1 1 False False False
63 2026-01-10 13:00:00 2026-01-10 08:00:00-05:00 2026-01-10 1 0.51404405 1 1 0 1 1 True True True
64 2026-01-10 14:00:00 2026-01-10 09:00:00-05:00 2026-01-10 1 0.50078404 1 1 0 1 1 True True True
65 2026-01-10 15:00:00 2026-01-10 10:00:00-05:00 2026-01-10 1 0.45550296 0 1 0 -1 0 False False False
66 2026-01-10 16:00:00 2026-01-10 11:00:00-05:00 2026-01-10 1 0.44787562 0 1 0 -1 0 False False False
67 2026-01-10 17:00:00 2026-01-10 12:00:00-05:00 2026-01-10 0 0.44727677 0 1 0 -1 0 True False True
68 2026-01-10 18:00:00 2026-01-10 13:00:00-05:00 2026-01-10 1 0.44855183 0 1 0 -1 0 False False False
69 2026-01-10 19:00:00 2026-01-10 14:00:00-05:00 2026-01-10 0 0.45485023 0 1 0 -1 0 True False True
70 2026-01-10 20:00:00 2026-01-10 15:00:00-05:00 2026-01-10 0 0.47032186 0 1 0 -1 0 True False True
71 2026-01-10 21:00:00 2026-01-10 16:00:00-05:00 2026-01-10 0 0.48025206 0 1 0 -1 0 True False True
72 2026-01-10 22:00:00 2026-01-10 17:00:00-05:00 2026-01-10 0 0.5247036 1 1 0 1 1 False False False
73 2026-01-10 23:00:00 2026-01-10 18:00:00-05:00 2026-01-10 0 0.58018094 1 1 0 1 1 False False False
74 2026-01-11 00:00:00 2026-01-10 19:00:00-05:00 2026-01-10 0 0.59668726 1 1 0 1 1 False False False
75 2026-01-11 01:00:00 2026-01-10 20:00:00-05:00 2026-01-10 1 0.5909982 1 1 0 1 1 True True True
76 2026-01-11 02:00:00 2026-01-10 21:00:00-05:00 2026-01-10 1 0.5297047 1 1 0 1 1 True True True
77 2026-01-11 03:00:00 2026-01-10 22:00:00-05:00 2026-01-10 0 0.5227216 1 1 0 1 1 False False False
78 2026-01-11 04:00:00 2026-01-10 23:00:00-05:00 2026-01-10 1 0.4885675 0 1 0 -1 0 False False False
79 2026-01-11 05:00:00 2026-01-11 00:00:00-05:00 2026-01-11 1 0.47107595 0 1 0 -1 0 False False False
80 2026-01-11 06:00:00 2026-01-11 01:00:00-05:00 2026-01-11 1 0.4610141 0 1 0 -1 0 False False False
81 2026-01-11 07:00:00 2026-01-11 02:00:00-05:00 2026-01-11 0 0.4598382 0 1 1 -1 1 True False False
82 2026-01-11 08:00:00 2026-01-11 03:00:00-05:00 2026-01-11 1 0.48207 0 1 1 -1 1 False False True
83 2026-01-11 09:00:00 2026-01-11 04:00:00-05:00 2026-01-11 1 0.513094 1 1 1 1 1 True True True
84 2026-01-11 10:00:00 2026-01-11 05:00:00-05:00 2026-01-11 0 0.47068593 0 1 1 -1 1 True False False
85 2026-01-11 11:00:00 2026-01-11 06:00:00-05:00 2026-01-11 0 0.4895874 0 1 1 -1 1 True False False
86 2026-01-11 12:00:00 2026-01-11 07:00:00-05:00 2026-01-11 1 0.46443766 0 1 1 -1 1 False False True
87 2026-01-11 13:00:00 2026-01-11 08:00:00-05:00 2026-01-11 1 0.4845122 0 1 1 -1 1 False False True
88 2026-01-11 14:00:00 2026-01-11 09:00:00-05:00 2026-01-11 1 0.50560534 1 1 1 1 1 True True True
89 2026-01-11 15:00:00 2026-01-11 10:00:00-05:00 2026-01-11 0 0.47123846 0 0 1 0 0 True True True
90 2026-01-11 16:00:00 2026-01-11 11:00:00-05:00 2026-01-11 0 0.45919827 0 1 1 -1 1 True False False
91 2026-01-11 17:00:00 2026-01-11 12:00:00-05:00 2026-01-11 1 0.52895916 1 0 1 -1 1 True False True
92 2026-01-11 18:00:00 2026-01-11 13:00:00-05:00 2026-01-11 1 0.5049388 1 1 1 1 1 True True True
93 2026-01-11 19:00:00 2026-01-11 14:00:00-05:00 2026-01-11 1 0.48020154 0 1 1 -1 1 False False True
94 2026-01-11 20:00:00 2026-01-11 15:00:00-05:00 2026-01-11 1 0.49915588 0 1 1 -1 1 False False True
95 2026-01-11 21:00:00 2026-01-11 16:00:00-05:00 2026-01-11 0 0.5144025 1 1 0 1 1 False False False
96 2026-01-11 22:00:00 2026-01-11 17:00:00-05:00 2026-01-11 1 0.49443942 0 1 0 -1 0 False False False
97 2026-01-11 23:00:00 2026-01-11 18:00:00-05:00 2026-01-11 1 0.4918472 0 1 0 -1 0 False False False
98 2026-01-12 00:00:00 2026-01-11 19:00:00-05:00 2026-01-11 0 0.4723591 0 0 1 0 0 True True True
99 2026-01-12 01:00:00 2026-01-11 20:00:00-05:00 2026-01-11 0 0.45115232 0 1 1 -1 1 True False False
100 2026-01-12 02:00:00 2026-01-11 21:00:00-05:00 2026-01-11 1 0.47599584 0 1 1 -1 1 False False True
101 2026-01-12 03:00:00 2026-01-11 22:00:00-05:00 2026-01-11 0 0.51635396 1 0 1 -1 1 False False False
102 2026-01-12 04:00:00 2026-01-11 23:00:00-05:00 2026-01-11 1 0.47296882 0 1 0 -1 0 False False False
103 2026-01-12 05:00:00 2026-01-12 00:00:00-05:00 2026-01-12 1 0.48586744 0 1 0 -1 0 False False False
104 2026-01-12 06:00:00 2026-01-12 01:00:00-05:00 2026-01-12 0 0.47855884 0 1 0 -1 0 True False True
105 2026-01-12 07:00:00 2026-01-12 02:00:00-05:00 2026-01-12 0 0.4667405 0 1 0 -1 0 True False True
106 2026-01-12 08:00:00 2026-01-12 03:00:00-05:00 2026-01-12 1 0.47844118 0 1 0 -1 0 False False False
107 2026-01-12 09:00:00 2026-01-12 04:00:00-05:00 2026-01-12 1 0.49896824 0 1 0 -1 0 False False False
108 2026-01-12 10:00:00 2026-01-12 05:00:00-05:00 2026-01-12 1 0.4889443 0 1 0 -1 0 False False False
109 2026-01-12 11:00:00 2026-01-12 06:00:00-05:00 2026-01-12 0 0.45522135 0 1 0 -1 0 True False True
110 2026-01-12 12:00:00 2026-01-12 07:00:00-05:00 2026-01-12 1 0.45169547 0 0 0 0 0 False False False
111 2026-01-12 13:00:00 2026-01-12 08:00:00-05:00 2026-01-12 0 0.48637372 0 0 0 0 0 True True True
112 2026-01-12 14:00:00 2026-01-12 09:00:00-05:00 2026-01-12 0 0.45615003 0 1 0 -1 0 True False True
113 2026-01-12 15:00:00 2026-01-12 10:00:00-05:00 2026-01-12 1 0.45153883 0 1 0 -1 0 False False False
114 2026-01-12 16:00:00 2026-01-12 11:00:00-05:00 2026-01-12 1 0.47393757 0 0 0 0 0 False False False
115 2026-01-12 17:00:00 2026-01-12 12:00:00-05:00 2026-01-12 1 0.47199413 0 1 0 -1 0 False False False
116 2026-01-12 18:00:00 2026-01-12 13:00:00-05:00 2026-01-12 0 0.43410957 0 1 1 -1 1 True False False
117 2026-01-12 19:00:00 2026-01-12 14:00:00-05:00 2026-01-12 0 0.44708502 0 1 1 -1 1 True False False
118 2026-01-12 20:00:00 2026-01-12 15:00:00-05:00 2026-01-12 1 0.58962935 1 1 1 1 1 True True True
119 2026-01-12 21:00:00 2026-01-12 16:00:00-05:00 2026-01-12 1 0.5799872 1 1 1 1 1 True True True
120 2026-01-12 22:00:00 2026-01-12 17:00:00-05:00 2026-01-12 0 0.5379354 1 1 0 1 1 False False False
121 2026-01-12 23:00:00 2026-01-12 18:00:00-05:00 2026-01-12 1 0.52044976 1 0 0 -1 0 True False False
122 2026-01-13 00:00:00 2026-01-12 19:00:00-05:00 2026-01-12 1 0.546228 1 0 0 -1 0 True False False
123 2026-01-13 01:00:00 2026-01-12 20:00:00-05:00 2026-01-12 0 0.50185496 1 0 0 -1 0 False False True
124 2026-01-13 02:00:00 2026-01-12 21:00:00-05:00 2026-01-12 1 0.5131573 1 0 0 -1 0 True False False
125 2026-01-13 03:00:00 2026-01-12 22:00:00-05:00 2026-01-12 0 0.49922633 0 1 1 -1 1 True False False
126 2026-01-13 04:00:00 2026-01-12 23:00:00-05:00 2026-01-12 1 0.47469753 0 1 0 -1 0 False False False
127 2026-01-13 05:00:00 2026-01-13 00:00:00-05:00 2026-01-13 1 0.45794666 0 1 1 -1 1 False False True
128 2026-01-13 06:00:00 2026-01-13 01:00:00-05:00 2026-01-13 1 0.45379728 0 1 1 -1 1 False False True
129 2026-01-13 07:00:00 2026-01-13 02:00:00-05:00 2026-01-13 0 0.45295683 0 1 1 -1 1 True False False
130 2026-01-13 08:00:00 2026-01-13 03:00:00-05:00 2026-01-13 0 0.44573298 0 1 0 -1 0 True False True
131 2026-01-13 09:00:00 2026-01-13 04:00:00-05:00 2026-01-13 1 0.4709209 0 1 0 -1 0 False False False
132 2026-01-13 10:00:00 2026-01-13 05:00:00-05:00 2026-01-13 1 0.54900587 1 1 1 1 1 True True True
133 2026-01-13 11:00:00 2026-01-13 06:00:00-05:00 2026-01-13 0 0.54181457 1 1 1 1 1 False False False
134 2026-01-13 12:00:00 2026-01-13 07:00:00-05:00 2026-01-13 0 0.47640413 0 1 1 -1 1 True False False
135 2026-01-13 13:00:00 2026-01-13 08:00:00-05:00 2026-01-13 1 0.5774929 1 0 1 -1 1 True False True
136 2026-01-13 14:00:00 2026-01-13 09:00:00-05:00 2026-01-13 0 0.55843365 1 1 1 1 1 False False False
137 2026-01-13 15:00:00 2026-01-13 10:00:00-05:00 2026-01-13 0 0.53291476 1 1 1 1 1 False False False
138 2026-01-13 16:00:00 2026-01-13 11:00:00-05:00 2026-01-13 0 0.5417355 1 0 1 -1 1 False False False
139 2026-01-13 17:00:00 2026-01-13 12:00:00-05:00 2026-01-13 0 0.526461 1 1 1 1 1 False False False
140 2026-01-13 18:00:00 2026-01-13 13:00:00-05:00 2026-01-13 1 0.5094685 1 1 1 1 1 True True True
141 2026-01-13 19:00:00 2026-01-13 14:00:00-05:00 2026-01-13 1 0.50502 1 0 1 -1 1 True False True
142 2026-01-13 20:00:00 2026-01-13 15:00:00-05:00 2026-01-13 0 0.5074931 1 1 1 1 1 False False False
143 2026-01-13 21:00:00 2026-01-13 16:00:00-05:00 2026-01-13 1 0.50496596 1 1 1 1 1 True True True
144 2026-01-13 22:00:00 2026-01-13 17:00:00-05:00 2026-01-13 1 0.5311341 1 1 1 1 1 True True True
145 2026-01-13 23:00:00 2026-01-13 18:00:00-05:00 2026-01-13 1 0.5194955 1 0 1 -1 1 True False True
146 2026-01-14 00:00:00 2026-01-13 19:00:00-05:00 2026-01-13 0 0.51150465 1 0 1 -1 1 False False False
147 2026-01-14 01:00:00 2026-01-13 20:00:00-05:00 2026-01-13 0 0.53702235 1 0 1 -1 1 False False False
148 2026-01-14 02:00:00 2026-01-13 21:00:00-05:00 2026-01-13 1 0.4907134 0 0 0 0 0 False False False
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492 2026-01-28 10:00:00 2026-01-28 05:00:00-05:00 2026-01-28 1 0.54665875 1 1 0 1 1 True True True
493 2026-01-28 11:00:00 2026-01-28 06:00:00-05:00 2026-01-28 1 0.5373869 1 1 0 1 1 True True True
494 2026-01-28 12:00:00 2026-01-28 07:00:00-05:00 2026-01-28 1 0.53682816 1 1 0 1 1 True True True
495 2026-01-28 13:00:00 2026-01-28 08:00:00-05:00 2026-01-28 1 0.50733596 1 1 0 1 1 True True True
496 2026-01-28 14:00:00 2026-01-28 09:00:00-05:00 2026-01-28 0 0.466285 0 1 0 -1 0 True False True
results/summary_report_2026_01.json
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{
"测试期间": {
"开始日期": "2026-01-01 00:00:00",
"结束日期": "2026-01-30 00:00:00",
"总天数": 22,
"总样本数": 495
},
"单模型性能": {
"DLinear": {
"准确率": "53.33%",
"预测上涨比例": "47.1%"
},
"N-BEATS": {
"准确率": "49.90%",
"预测上涨比例": "73.5%"
},
"TTM-R2": {
"准确率": "51.31%",
"预测上涨比例": "23.6%"
}
},
"集成策略性能": {
"双模型交集": {
"准确率": "53.39%",
"覆盖率": "47.68%",
"有效预测数": 236
},
"三模型投票": {
"准确率": "52.93%",
"覆盖率": "100.00%",
"有效预测数": 495
}
},
"DLinear概率分布": {
"0.4-0.5区间": "262个 (52.9%)",
"0.5-0.6区间": "229个 (46.3%)",
"0.6-0.7区间": "4个 (0.8%)",
"平均概率": "0.501"
},
"最佳/最差交易日": {
"双模型最佳日": {
"日期": "2026-01-11",
"准确率": "83.3%"
},
"双模型最差日": {
"日期": "2026-01-23",
"准确率": "28.6%"
},
"三模型最佳日": {
"日期": "2026-01-28",
"准确率": "80.0%"
},
"三模型最差日": {
"日期": "2026-01-23",
"准确率": "29.2%"
}
}
}