fix: update initial trade logic

- Enable immediate trading attempt on startup
- Dynamic timeout calculation (remaining minutes - 10) for initial trade
- Added duplicate check for initial prediction saving to prevent DB errors

.claude/settings.local.json

@@ -12,7 +12,12 @@
       "Bash(git push:*)",
       "Bash(conda activate:*)",
       "WebSearch",
-      "Bash(pip install:*)"
+      "Bash(pip install:*)",
+      "Bash(git status:*)",
+      "Bash(git -C /Users/xxz/PycharmProjects/crypto_predictor check-ignore -v test_dlinear_jan_2026_create_labels.py)",
+      "Bash(git -C /Users/xxz/PycharmProjects/crypto_predictor status)",
+      "Bash(git -C /Users/xxz/PycharmProjects/crypto_predictor diff)",
+      "Bash(git -C /Users/xxz/PycharmProjects/crypto_predictor log --oneline -5)"
     ]
   }
 }

.env

@@ -1,32 +0,0 @@
-# Binance API (public data - no keys needed)
-BINANCE_API_URL=https://api.binance.com
-
-# 代理配置 (SOCKS5)
-SOCKS5_PROXY=socks5://127.0.0.1:7890
-USE_PROXY=true
-
-# Data Configuration
-DATA_CACHE_DIR=./data/cache
-LOOKBACK_1H=168      # 1 week for 1h data
-LOOKBACK_15M=672     # 1 week for 15m data
-FORECAST_HORIZON=24  # Predict 24 periods ahead
-
-# Training Configuration
-BATCH_SIZE=64
-LEARNING_RATE=0.001
-MAX_EPOCHS=100
-EARLY_STOPPING_PATIENCE=10
-TRAIN_SPLIT=0.7
-VAL_SPLIT=0.15
-TEST_SPLIT=0.15
-
-# Model Paths
-MODEL_DIR=./models/checkpoints
-ONNX_DIR=./models/onnx
-
-# API Configuration
-API_PORT=5000
-API_HOST=0.0.0.0
-
-# Classification Threshold
-PRICE_CHANGE_THRESHOLD=0.015  # 1.5% threshold for binary labels

.env.example

@@ -30,3 +30,10 @@ API_HOST=0.0.0.0
 
 # Classification Threshold
 PRICE_CHANGE_THRESHOLD=0.015  # 1.5% threshold for binary labels
+
+# MySQL Configuration
+MYSQL_HOST=localhost
+MYSQL_PORT=3306
+MYSQL_USER=user
+MYSQL_PASSWORD=password
+MYSQL_DB=crypto_predictor

.gitignore

@@ -9,9 +9,11 @@ venv/
 env/
 ENV/
 
+# Sensitive
+.env
+
 # 数据和缓存
 data/cache/*.csv
-*.db
 
 # 模型检查点（保留最佳模型，忽略训练过程文件）
 models/checkpoints/*/epoch_*.pt
@@ -38,3 +40,4 @@ logs/
 # 临时文件
 *.tmp
 .cache/
+test_*.py

AGENTS.md

@@ -0,0 +1,73 @@
+# AGENTS.md - 智能代理开发指南
+
+本文件定义了在该项目中进行开发的 AI 代理（Agent）的行为准则、技术规范和操作流程。请严格遵守。
+
+## 1. 核心行为准则 (Core Mandates)
+
+**最高优先级原则：**
+*   **语言要求**：所有回答必须使用**中文**。
+*   **称呼要求**：每次回答必须加上**“主人”**。
+*   **最小改动 (Minimal Change)**：只修改完成任务所必须的代码。**禁止**为了“最佳实践”或“代码美观”而进行未被请求的重构。
+*   **环境约束**：本项目严格使用 **Conda** 环境 (`crypto_pred_312`)。禁止使用 venv/poetry/pipenv。
+*   **复用优先**：在编写新功能前，必须检查 `data/`, `models/`, `api/` 下是否已有类似实现。
+
+## 2. 环境与构建 (Environment & Build)
+
+*   **Python 环境**: `conda activate crypto_pred_312`
+*   **依赖安装**: `pip install -r requirements.txt`
+*   **数据库**:
+    *   **仅支持 MySQL**。禁止引入 SQLite 代码。
+    *   配置：通过 `.env` 文件配置 `MYSQL_HOST`, `MYSQL_USER` 等参数。
+    *   连接管理：使用 `data/database.py` 中的 `DatabaseManager` 或 `api/models.py` 中的 `get_db_connection`。
+
+## 3. 项目结构说明 (Project Structure)
+
+*   **`api/`**: 核心服务层
+    *   `main.py`: FastAPI 主应用入口。
+    *   `models.py`: 数据库模型与操作（MySQL），包含时区转换逻辑。
+    *   `prediction_service.py`: 预测业务逻辑。
+    *   `static/`: Vue 3 前端静态资源（Dashboard）。
+*   **`data/`**: 数据层
+    *   `database.py`: 市场数据 (OHLCV) 数据库管理。
+    *   `trading_db.py`: 交易历史数据库管理。
+*   **`models/`**: 机器学习模型定义 (DLinear, TTM-R2 等) 及训练产物。
+*   **`scripts/`**: 辅助工具脚本。
+*   **根目录**:
+    *   `start_system.py`: **系统统一启动脚本**（同时启动 API 和自动交易）。
+    *   `auto_trade_polymarket.py`: 自动交易主程序。
+
+## 4. 开发规范 (Development Standards)
+
+### 4.1 时区处理 (Timezone)
+*   **存储**: 数据库中时间戳通常为 **UTC** 或 **ET (美东时间)**。
+*   **展示**: 前端及日志输出必须转换为 **CST (北京时间)**。
+*   **工具**: 使用 `api.models.convert_to_cst` 进行转换。
+
+### 4.2 代码风格
+*   **注释**: 必须使用**中文**解释“为什么这样做”。
+*   **命名**: 变量/函数 `snake_case`，类名 `PascalCase`。
+*   **类型提示**: 推荐在关键接口使用 Type Hints。
+
+### 4.3 数据库操作
+*   **禁止**使用 SQLite。
+*   使用 `pymysql` 或 `sqlalchemy` 进行操作。
+*   确保所有数据库连接都使用上下文管理器 (`with` 语句) 以自动关闭。
+
+## 5. 测试与验证 (Testing & QA)
+
+*   **运行测试**: `pytest`
+*   **代码检查**: `flake8 .`
+*   **本地验证**:
+    *   修改 API 或前端后，运行 `./start_system.py` 并访问 `http://localhost:8000` 验证。
+    *   修改模型后，运行 `python ensemble_predict.py` 验证预测逻辑。
+
+## 6. 禁止事项 (Constraints)
+
+*   ❌ **禁止**猜测业务逻辑。
+*   ❌ **禁止**删除看似无用但可能被外部脚本调用的代码。
+*   ❌ **禁止**在未确认的情况下升级核心库版本 (如 torch, pandas)。
+*   ❌ **禁止**输出英语回复 (代码变量名除外)。
+*   ❌ **禁止**恢复已删除的 SQLite 相关代码。
+
+---
+*遵循此指南，确保高效、安全地协助主人完成任务。*

CLAUDE.md

@@ -0,0 +1,83 @@
+# CLAUDE.md
+
+This file provides guidance to Claude Code (claude.ai/code) when working with code in this repository.
+
+## 项目概述
+
+基于深度学习的 BTC 小时级涨跌预测系统，包含模型训练、FastAPI 后端、Vue 3 看板、Polymarket 自动交易。当前最佳模型 DLinear 准确率 53.10%。
+
+## 环境与构建
+
+```bash
+# Python 环境（必须使用 Conda，禁止 venv/poetry）
+conda activate crypto_pred_312
+
+# 安装依赖（PyTorch 需根据平台单独安装，requirements.txt 不含 torch）
+pip install -r requirements.txt
+
+# 数据库：仅支持 MySQL，禁止 SQLite
+# 配置：复制 .env.example 为 .env 并填写 MySQL 连接信息
+```
+
+## 常用命令
+
+```bash
+# 启动完整系统（API + 自动交易）
+python start_system.py
+
+# 单独启动 API 服务
+python -m uvicorn api.main:app --host 0.0.0.0 --port 8000
+
+# 单独启动自动交易
+python auto_trade_polymarket.py
+
+# 训练 DLinear 分类模型
+python train_classification_full.py
+
+# 测试模型（2026年数据）
+python test_models_feb_2026.py
+
+# 集成预测
+python ensemble_predict.py
+
+# 测试与检查
+pytest
+flake8 .
+```
+
+## 架构
+
+```
+数据流: Binance API → data/fetcher.py → data/preprocessor.py (技术指标) → data/dataset.py → 模型推理
+交易流: 模型预测 → auto_trade_polymarket.py → Polymarket 下单 → MySQL 记录
+服务流: FastAPI (api/main.py) → 前端看板 (api/static/) → http://localhost:8000
+```
+
+### 核心模块
+
+- **`data/`** — 数据层：`fetcher.py`(Binance数据获取)、`preprocessor.py`(特征工程: RSI+MACD)、`dataset.py`(PyTorch数据集)、`database.py`(市场数据MySQL)、`trading_db.py`(交易历史MySQL)
+- **`models/`** — 模型层：`dlinear/model.py`(主力模型，时序分解+线性层)、`nbeats/`、`base.py`(抽象基类)
+- **`models/checkpoints/dlinear_classification_2026/`** — 训练产物：`best_model.pt`、`preprocessor.pkl`、`test_2026_results.json`
+- **`training/`** — 训练层：`trainer.py`(训练循环，支持 MPS/CUDA/CPU)、`config.py`(超参数)、`evaluator.py`(评估)
+- **`api/`** — 服务层：`main.py`(FastAPI入口)、`models.py`(DB操作+时区转换)、`prediction_service.py`(预测服务)、`polymarket_client.py`(交易客户端)
+- **`start_system.py`** — 统一启动入口（同时启动 API 和自动交易）
+- **`auto_trade_polymarket.py`** — 自动交易主程序（每小时执行预测+下单）
+
+### DLinear 模型结构
+
+输入 (168h × 9特征) → MovingAvg 时序分解 → 季节性/趋势分量各经线性层 → MLP 聚合 → logits 输出 (BCEWithLogitsLoss)
+
+## 开发约束
+
+- **数据库**：仅 MySQL（`pymysql`），禁止 SQLite。连接使用 `data/database.py` 的 `DatabaseManager` 或 `api/models.py` 的 `get_db_connection`
+- **时区**：数据库存 UTC/ET，前端展示 CST（北京时间），转换用 `api.models.convert_to_cst()`
+- **代码注释**：中文，解释"为什么"
+- **命名**：变量/函数 `snake_case`，类 `PascalCase`
+- **代理访问 Binance**：需在 `.env` 配置 `SOCKS5_PROXY` 和 `USE_PROXY=true`
+- **日志**：交易日志在 `logs/polymarket_trading.log`（10MB 轮转）
+
+## 禁止事项
+
+- 禁止引入 SQLite 或恢复已删除的 SQLite 代码
+- 禁止在未确认的情况下升级核心库版本（torch, pandas 等）
+- 禁止删除看似无用但可能被外部脚本调用的代码

analyze_low_accuracy_prev_day.py

@@ -1,459 +0,0 @@
-"""分析2019年和2026年1月准确率<40%交易日的前一天技术特征"""
-
-import sys
-import os
-sys.path.insert(0, os.path.dirname(os.path.abspath(__file__)))
-
-import torch
-import pickle
-import numpy as np
-import pandas as pd
-import pandas_ta as ta
-from sklearn.preprocessing import StandardScaler
-from data.fetcher import BinanceDataFetcher
-from datetime import datetime, timedelta
-
-
-# ==================== 预处理器定义 ====================
-
-class ClassificationPreprocessor:
-    """DLinear分类预处理器"""
-    def __init__(self, lookback=168, forecast_horizon=1):
-        self.lookback = lookback
-        self.forecast_horizon = forecast_horizon
-        self.scaler = StandardScaler()
-        self.is_fitted = False
-
-    def add_features(self, df):
-        df = df.copy()
-        df['rsi'] = ta.rsi(df['close'], length=14)
-        macd = ta.macd(df['close'])
-        if macd is not None and not macd.empty:
-            df['macd'] = macd.iloc[:, 0]
-            df['macd_hist'] = macd.iloc[:, 1]
-            df['macd_signal'] = macd.iloc[:, 2]
-        return df
-
-    def create_labels(self, df):
-        df = df.copy()
-        df['future_price'] = df['close'].shift(-self.forecast_horizon)
-        df['future_return'] = (df['future_price'] - df['close']) / df['close']
-        df['label'] = (df['future_return'] > 0).astype(int)
-        return df[:-self.forecast_horizon]
-
-    def preprocess(self, df, fit=True):
-        df = self.add_features(df)
-        df = self.create_labels(df)
-        df = df.dropna().reset_index(drop=True)
-
-        feature_cols = ['open', 'high', 'low', 'close', 'volume',
-                       'rsi', 'macd', 'macd_hist', 'macd_signal']
-
-        if fit:
-            scaled_features = self.scaler.fit_transform(df[feature_cols])
-            self.is_fitted = True
-            self.feature_columns = feature_cols
-        else:
-            scaled_features = self.scaler.transform(df[feature_cols])
-
-        X, y = [], []
-        for i in range(len(scaled_features) - self.lookback):
-            X.append(scaled_features[i:i + self.lookback])
-            y.append(df['label'].iloc[i + self.lookback])
-
-        return np.array(X), np.array(y), df
-
-
-def calculate_technical_features(df):
-    """计算丰富的技术特征"""
-    df = df.copy()
-
-    # 基础价格特征
-    df['price_change'] = df['close'] - df['open']
-    df['price_change_pct'] = (df['close'] - df['open']) / df['open'] * 100
-    df['high_low_range'] = df['high'] - df['low']
-    df['high_low_range_pct'] = (df['high'] - df['low']) / df['low'] * 100
-    df['body_ratio'] = abs(df['close'] - df['open']) / (df['high'] - df['low'] + 1e-10)
-
-    # 移动平均线
-    df['sma_5'] = ta.sma(df['close'], length=5)
-    df['sma_10'] = ta.sma(df['close'], length=10)
-    df['sma_20'] = ta.sma(df['close'], length=20)
-    df['sma_50'] = ta.sma(df['close'], length=50)
-
-    # 价格相对MA位置
-    df['price_vs_sma5'] = (df['close'] - df['sma_5']) / df['sma_5'] * 100
-    df['price_vs_sma20'] = (df['close'] - df['sma_20']) / df['sma_20'] * 100
-
-    # RSI
-    df['rsi_14'] = ta.rsi(df['close'], length=14)
-    df['rsi_7'] = ta.rsi(df['close'], length=7)
-
-    # MACD
-    macd = ta.macd(df['close'])
-    if macd is not None and not macd.empty:
-        df['macd'] = macd.iloc[:, 0]
-        df['macd_hist'] = macd.iloc[:, 1]
-        df['macd_signal'] = macd.iloc[:, 2]
-
-    # 布林带
-    bbands = ta.bbands(df['close'], length=20)
-    if bbands is not None and not bbands.empty:
-        df['bb_upper'] = bbands.iloc[:, 0]
-        df['bb_mid'] = bbands.iloc[:, 1]
-        df['bb_lower'] = bbands.iloc[:, 2]
-        df['bb_width'] = (df['bb_upper'] - df['bb_lower']) / df['bb_mid'] * 100
-        df['bb_position'] = (df['close'] - df['bb_lower']) / (df['bb_upper'] - df['bb_lower'] + 1e-10) * 100
-
-    # ATR波动率
-    df['atr_14'] = ta.atr(df['high'], df['low'], df['close'], length=14)
-    df['atr_pct'] = df['atr_14'] / df['close'] * 100
-
-    # 成交量特征
-    df['volume_sma_20'] = ta.sma(df['volume'], length=20)
-    df['volume_ratio'] = df['volume'] / (df['volume_sma_20'] + 1e-10)
-
-    # 价格动量
-    df['momentum_1'] = df['close'].pct_change(1) * 100
-    df['momentum_3'] = df['close'].pct_change(3) * 100
-    df['momentum_7'] = df['close'].pct_change(7) * 100
-    df['momentum_24'] = df['close'].pct_change(24) * 100
-
-    # 波动率
-    df['volatility_5'] = df['close'].pct_change().rolling(5).std() * 100
-    df['volatility_10'] = df['close'].pct_change().rolling(10).std() * 100
-    df['volatility_20'] = df['close'].pct_change().rolling(20).std() * 100
-
-    # 连续涨跌天数
-    df['is_up'] = (df['close'] > df['open']).astype(int)
-    df['consecutive_days'] = 0
-
-    return df
-
-
-def analyze_period(model, preprocessor, device, period_name, start_date, end_date):
-    """分析单个时期的数据，返回低准确率日期"""
-
-    print(f"\n{'='*80}")
-    print(f"分析 {period_name}")
-    print(f"{'='*80}")
-
-    # 获取数据（需要额外获取前一天的数据）
-    fetcher = BinanceDataFetcher()
-
-    # 获取包含前一天的数据
-    start_dt = pd.to_datetime(start_date) - pd.Timedelta(days=2)
-    df = fetcher.fetch_ohlcv('BTC', '1h', start_date=start_dt.strftime('%Y-%m-%d'),
-                             end_date=end_date, use_cache=False)
-
-    print(f"✓ 数据: {len(df)} 行")
-
-    # 预处理
-    X, y, df_processed = preprocessor.preprocess(df, fit=False)
-
-    print(f"✓ 有效样本: {len(X)}")
-
-    # DLinear预测
-    X_tensor = torch.FloatTensor(X).to(device)
-    with torch.no_grad():
-        logits = model(X_tensor).cpu().numpy()
-        probs = 1 / (1 + np.exp(-logits))
-        preds = (probs > 0.5).astype(int).flatten()
-
-    true_labels = y
-
-    # 构建每日结果
-    timestamps = df['timestamp'].iloc[168:168+len(X)].values
-    timestamps_utc = pd.to_datetime(timestamps)
-    timestamps_et = timestamps_utc.tz_localize('UTC').tz_convert('America/New_York')
-    dates = timestamps_et.date
-
-    results_df = pd.DataFrame({
-        'date': dates,
-        'timestamp_et': timestamps_et,
-        'correct': preds == true_labels,
-    })
-
-    # 按天统计准确率
-    daily_stats = results_df.groupby('date').agg({
-        'correct': ['count', 'sum']
-    })
-    daily_stats.columns = ['total', 'correct']
-    daily_stats['accuracy'] = daily_stats['correct'] / daily_stats['total'] * 100
-
-    # 找出准确率<40%的日期
-    low_acc_dates = daily_stats[daily_stats['accuracy'] < 40].index.tolist()
-
-    print(f"✓ 准确率<40%的日期: {len(low_acc_dates)}天")
-    for date in low_acc_dates:
-        acc = daily_stats.loc[date, 'accuracy']
-        print(f"  {date}: {acc:.1f}%")
-
-    # 计算技术特征
-    df_with_features = calculate_technical_features(df)
-
-    # 为每天聚合技术特征（使用当天的24小时数据）
-    # 先确保timestamp是datetime类型
-    if not pd.api.types.is_datetime64_any_dtype(df_with_features['timestamp']):
-        df_with_features['timestamp'] = pd.to_datetime(df_with_features['timestamp'])
-
-    df_with_features['date'] = df_with_features['timestamp'].dt.tz_localize('UTC').tz_convert('America/New_York').dt.date
-
-    # 返回低准确率日期和完整数据
-    return low_acc_dates, df_with_features, daily_stats
-
-
-def main():
-    print("="*80)
-    print("分析准确率<40%交易日的前一天技术特征共同点")
-    print("="*80)
-
-    # ========== 加载模型 ==========
-    print("\n[1/3] 加载DLinear模型...")
-
-    device = torch.device('mps' if torch.backends.mps.is_available() else 'cpu')
-
-    from models.dlinear.model import DLinear
-    checkpoint = torch.load(
-        './models/checkpoints/dlinear_classification_2026/best_model.pt',
-        map_location=device, weights_only=False
-    )
-    model = DLinear(checkpoint['config'])
-    model.load_state_dict(checkpoint['model_state_dict'])
-    model = model.to(device)
-    model.eval()
-
-    with open('./models/checkpoints/dlinear_classification_2026/preprocessor.pkl', 'rb') as f:
-        preprocessor = pickle.load(f)
-
-    print("✓ DLinear模型已加载")
-
-    # ========== 分析两个时期 ==========
-    print("\n[2/3] 分析2019年和2026年1月...")
-
-    # 分析2019年1月
-    low_acc_2019, df_2019, stats_2019 = analyze_period(
-        model, preprocessor, device,
-        "2019年1月", "2019-01-01", "2019-01-31"
-    )
-
-    # 分析2026年1月
-    low_acc_2026, df_2026, stats_2026 = analyze_period(
-        model, preprocessor, device,
-        "2026年1月", "2026-01-01", "2026-01-31"
-    )
-
-    # ========== 提取前一天特征 ==========
-    print("\n[3/3] 分析前一天技术特征...")
-
-    # 合并所有低准确率日期
-    all_low_acc_dates = low_acc_2019 + low_acc_2026
-
-    print(f"\n总计{len(all_low_acc_dates)}个低准确率交易日")
-
-    # 提取前一天的特征
-    prev_day_features = []
-
-    for date in all_low_acc_dates:
-        # 获取前一天日期
-        prev_date = date - timedelta(days=1)
-
-        # 确定使用哪个数据集
-        if date in low_acc_2019:
-            df = df_2019
-            period = "2019年"
-        else:
-            df = df_2026
-            period = "2026年"
-
-        # 获取前一天的数据
-        prev_day_data = df[df['date'] == prev_date]
-
-        if len(prev_day_data) == 0:
-            continue
-
-        # 聚合前一天的技术特征（使用24小时的平均值、最大值、最小值等）
-        features = {
-            'date': date,
-            'prev_date': prev_date,
-            'period': period,
-            'accuracy': stats_2019.loc[date, 'accuracy'] if date in low_acc_2019 else stats_2026.loc[date, 'accuracy'],
-            # 价格特征
-            'prev_close': prev_day_data['close'].iloc[-1],
-            'prev_open': prev_day_data['open'].iloc[0],
-            'prev_price_change_pct': prev_day_data['price_change_pct'].mean(),
-            'prev_high_low_range_pct': prev_day_data['high_low_range_pct'].mean(),
-            'prev_body_ratio': prev_day_data['body_ratio'].mean(),
-            # RSI
-            'prev_rsi_14': prev_day_data['rsi_14'].iloc[-1],
-            'prev_rsi_7': prev_day_data['rsi_7'].iloc[-1],
-            # MACD
-            'prev_macd': prev_day_data['macd'].iloc[-1] if 'macd' in prev_day_data.columns else None,
-            'prev_macd_hist': prev_day_data['macd_hist'].iloc[-1] if 'macd_hist' in prev_day_data.columns else None,
-            # 布林带
-            'prev_bb_width': prev_day_data['bb_width'].iloc[-1] if 'bb_width' in prev_day_data.columns else None,
-            'prev_bb_position': prev_day_data['bb_position'].iloc[-1] if 'bb_position' in prev_day_data.columns else None,
-            # 波动率
-            'prev_atr_pct': prev_day_data['atr_pct'].iloc[-1] if 'atr_pct' in prev_day_data.columns else None,
-            'prev_volatility_5': prev_day_data['volatility_5'].iloc[-1] if 'volatility_5' in prev_day_data.columns else None,
-            'prev_volatility_20': prev_day_data['volatility_20'].iloc[-1] if 'volatility_20' in prev_day_data.columns else None,
-            # 成交量
-            'prev_volume_ratio': prev_day_data['volume_ratio'].iloc[-1] if 'volume_ratio' in prev_day_data.columns else None,
-            # 动量
-            'prev_momentum_1': prev_day_data['momentum_1'].iloc[-1] if 'momentum_1' in prev_day_data.columns else None,
-            'prev_momentum_3': prev_day_data['momentum_3'].iloc[-1] if 'momentum_3' in prev_day_data.columns else None,
-            'prev_momentum_7': prev_day_data['momentum_7'].iloc[-1] if 'momentum_7' in prev_day_data.columns else None,
-            'prev_momentum_24': prev_day_data['momentum_24'].iloc[-1] if 'momentum_24' in prev_day_data.columns else None,
-            # 价格相对MA位置
-            'prev_price_vs_sma5': prev_day_data['price_vs_sma5'].iloc[-1] if 'price_vs_sma5' in prev_day_data.columns else None,
-            'prev_price_vs_sma20': prev_day_data['price_vs_sma20'].iloc[-1] if 'price_vs_sma20' in prev_day_data.columns else None,
-        }
-
-        prev_day_features.append(features)
-
-    # 转换为DataFrame
-    features_df = pd.DataFrame(prev_day_features)
-
-    # ========== 分析共同点 ==========
-    print("\n" + "="*80)
-    print("📊 前一天技术特征统计分析")
-    print("="*80)
-
-    print(f"\n分析样本数: {len(features_df)}个低准确率交易日")
-    print(f"  2019年: {(features_df['period']=='2019年').sum()}天")
-    print(f"  2026年: {(features_df['period']=='2026年').sum()}天")
-
-    # 统计各特征的平均值、中位数、标准差
-    numeric_cols = [col for col in features_df.columns if col.startswith('prev_') and features_df[col].dtype in [np.float64, np.int64]]
-
-    print(f"\n前一天技术特征统计:")
-    print(f"{'特征':<30} {'平均值':>10} {'中位数':>10} {'标准差':>10} {'共同点':<30}")
-    print("-" * 95)
-
-    for col in numeric_cols:
-        if features_df[col].notna().sum() > 0:
-            mean_val = features_df[col].mean()
-            median_val = features_df[col].median()
-            std_val = features_df[col].std()
-
-            # 判断共同点
-            common_trait = ""
-            if 'rsi' in col:
-                if mean_val > 70:
-                    common_trait = "超买区域"
-                elif mean_val < 30:
-                    common_trait = "超卖区域"
-                elif 45 <= mean_val <= 55:
-                    common_trait = "中性区域"
-            elif 'volatility' in col:
-                if mean_val > 3:
-                    common_trait = "高波动"
-                elif mean_val < 1:
-                    common_trait = "低波动"
-            elif 'momentum' in col:
-                if mean_val > 2:
-                    common_trait = "强势上涨"
-                elif mean_val < -2:
-                    common_trait = "强势下跌"
-                elif abs(mean_val) < 0.5:
-                    common_trait = "横盘震荡"
-            elif 'bb_position' in col:
-                if mean_val > 80:
-                    common_trait = "接近布林上轨"
-                elif mean_val < 20:
-                    common_trait = "接近布林下轨"
-            elif 'volume_ratio' in col:
-                if mean_val > 1.5:
-                    common_trait = "成交量放大"
-                elif mean_val < 0.8:
-                    common_trait = "成交量萎缩"
-
-            print(f"{col:<30} {mean_val:>10.2f} {median_val:>10.2f} {std_val:>10.2f} {common_trait:<30}")
-
-    # ========== 对比分析 ==========
-    print("\n" + "="*80)
-    print("🔍 2019年 vs 2026年对比分析")
-    print("="*80)
-
-    features_2019 = features_df[features_df['period'] == '2019年']
-    features_2026 = features_df[features_df['period'] == '2026年']
-
-    if len(features_2019) > 0 and len(features_2026) > 0:
-        print(f"\n{'特征':<30} {'2019年平均':>12} {'2026年平均':>12} {'差异':>10}")
-        print("-" * 70)
-
-        for col in numeric_cols[:15]:  # 显示前15个特征
-            if features_2019[col].notna().sum() > 0 and features_2026[col].notna().sum() > 0:
-                mean_2019 = features_2019[col].mean()
-                mean_2026 = features_2026[col].mean()
-                diff = mean_2026 - mean_2019
-
-                print(f"{col:<30} {mean_2019:>12.2f} {mean_2026:>12.2f} {diff:>10.2f}")
-
-    # ========== 关键共同点总结 ==========
-    print("\n" + "="*80)
-    print("💡 关键共同点总结")
-    print("="*80)
-
-    # RSI分析
-    rsi_mean = features_df['prev_rsi_14'].mean()
-    print(f"\n1. RSI指标:")
-    print(f"   平均RSI: {rsi_mean:.1f}")
-    if rsi_mean > 70:
-        print(f"   🔴 共同点: 前一天处于超买状态")
-    elif rsi_mean < 30:
-        print(f"   🟢 共同点: 前一天处于超卖状态")
-    else:
-        print(f"   ➖ 共同点: 前一天RSI在中性区域")
-
-    # 波动率分析
-    vol_mean = features_df['prev_volatility_20'].mean()
-    print(f"\n2. 波动率:")
-    print(f"   平均波动率: {vol_mean:.2f}%")
-    if vol_mean > 3:
-        print(f"   ⚠️  共同点: 前一天波动率较高")
-    elif vol_mean < 1:
-        print(f"   ✅ 共同点: 前一天波动率较低")
-
-    # 动量分析
-    mom_24_mean = features_df['prev_momentum_24'].mean()
-    print(f"\n3. 24小时动量:")
-    print(f"   平均动量: {mom_24_mean:.2f}%")
-    if abs(mom_24_mean) > 5:
-        print(f"   🚀 共同点: 前一天有强趋势（{'+' if mom_24_mean > 0 else ''}{mom_24_mean:.1f}%）")
-    else:
-        print(f"   🔄 共同点: 前一天横盘震荡")
-
-    # 布林带位置
-    bb_pos_mean = features_df['prev_bb_position'].mean()
-    print(f"\n4. 布林带位置:")
-    print(f"   平均位置: {bb_pos_mean:.1f}%")
-    if bb_pos_mean > 80:
-        print(f"   🔴 共同点: 前一天价格接近布林上轨")
-    elif bb_pos_mean < 20:
-        print(f"   🟢 共同点: 前一天价格接近布林下轨")
-    else:
-        print(f"   ➖ 共同点: 前一天价格在布林带中部")
-
-    # 成交量
-    vol_ratio_mean = features_df['prev_volume_ratio'].mean()
-    print(f"\n5. 成交量:")
-    print(f"   平均成交量比: {vol_ratio_mean:.2f}x")
-    if vol_ratio_mean > 1.5:
-        print(f"   📈 共同点: 前一天成交量显著放大")
-    elif vol_ratio_mean < 0.8:
-        print(f"   📉 共同点: 前一天成交量萎缩")
-
-    print("\n" + "="*80)
-    print("✓ 技术特征分析完成!")
-    print("="*80)
-
-    # 保存详细数据
-    output_file = "./results/low_accuracy_prev_day_features.csv"
-    os.makedirs("./results", exist_ok=True)
-    features_df.to_csv(output_file, index=False)
-    print(f"\n✓ 详细数据已保存至: {output_file}")
-
-
-if __name__ == "__main__":
-    main()

api/__init__.py

@@ -0,0 +1 @@
+# api模块初始化

api/main.py

@@ -0,0 +1,191 @@
+"""
+FastAPI 主应用 - 交易看板 API
+"""
+import os
+import sys
+from datetime import datetime
+from typing import Optional
+from zoneinfo import ZoneInfo
+
+from fastapi import FastAPI, Query, HTTPException
+from fastapi.staticfiles import StaticFiles
+from fastapi.responses import FileResponse
+from fastapi.middleware.cors import CORSMiddleware
+
+# 添加项目路径
+sys.path.insert(0, os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
+
+from api.models import TradeModel, PredictionModel
+from api.prediction_service import get_prediction_service
+
+# 创建 FastAPI 应用
+app = FastAPI(
+    title="Crypto Predictor Dashboard API",
+    description="BTC 预测交易看板 API",
+    version="1.0.0"
+)
+
+# 启用 CORS
+app.add_middleware(
+    CORSMiddleware,
+    allow_origins=["*"],
+    allow_credentials=True,
+    allow_methods=["*"],
+    allow_headers=["*"],
+)
+
+# 静态文件目录
+STATIC_DIR = os.path.join(os.path.dirname(os.path.abspath(__file__)), 'static')
+
+# 挂载静态文件
+app.mount("/static", StaticFiles(directory=STATIC_DIR), name="static")
+
+
+# ==================== 页面路由 ====================
+
+@app.get("/")
+async def index():
+    """返回主页"""
+    return FileResponse(os.path.join(STATIC_DIR, 'index.html'))
+
+
+# ==================== 交易 API ====================
+
+@app.get("/api/trades/current")
+async def get_current_trade():
+    """获取当前/最新交易"""
+    try:
+        trade = TradeModel.get_current_trade()
+        if trade:
+            return {"success": True, "data": trade}
+        return {"success": True, "data": None, "message": "暂无交易记录"}
+    except Exception as e:
+        raise HTTPException(status_code=500, detail=str(e))
+
+
+@app.get("/api/trades/history")
+async def get_trade_history(
+    page: int = Query(1, ge=1, description="页码"),
+    limit: int = Query(10, ge=1, le=100, description="每页条数"),
+    month: Optional[str] = Query(None, description="月份筛选 (YYYY-MM)"),
+    day: Optional[str] = Query(None, description="日期筛选 (YYYY-MM-DD)")
+):
+    """获取历史交易记录"""
+    try:
+        result = TradeModel.get_history(page=page, limit=limit, month=month, day=day)
+        return {"success": True, **result}
+    except Exception as e:
+        raise HTTPException(status_code=500, detail=str(e))
+
+
+# ==================== 准确率 API ====================
+
+@app.get("/api/accuracy/current")
+async def get_current_prediction():
+    """获取当前小时的预测"""
+    try:
+        service = get_prediction_service()
+        prediction = service.predict_current_hour()
+        return {"success": True, "data": prediction}
+    except Exception as e:
+        raise HTTPException(status_code=500, detail=str(e))
+
+
+@app.get("/api/accuracy/monthly")
+async def get_monthly_accuracy(
+    month: Optional[str] = Query(None, description="月份 (YYYY-MM)，默认当月")
+):
+    """获取月度准确率统计"""
+    try:
+        # 默认当月
+        if not month:
+            et_tz = ZoneInfo('America/New_York')
+            month = datetime.now(et_tz).strftime('%Y-%m')
+        
+        # 确保有数据
+        service = get_prediction_service()
+        service.ensure_predictions_for_month(month)
+        
+        # 获取统计 (使用 V2 方法)
+        stats = PredictionModel.get_monthly_stats_v2(month)
+        
+        return {
+            "success": True,
+            "month": month,
+            "data": stats
+        }
+    except Exception as e:
+        raise HTTPException(status_code=500, detail=str(e))
+
+
+@app.get("/api/accuracy/daily")
+async def get_daily_accuracy(
+    month: Optional[str] = Query(None, description="月份 (YYYY-MM)，默认当月"),
+    page: int = Query(1, ge=1, description="页码"),
+    limit: int = Query(10, ge=1, le=100, description="每页条数")
+):
+    """获取每日准确率统计"""
+    try:
+        # 默认当月
+        if not month:
+            et_tz = ZoneInfo('America/New_York')
+            month = datetime.now(et_tz).strftime('%Y-%m')
+        
+        # 确保有数据
+        service = get_prediction_service()
+        service.ensure_predictions_for_month(month)
+        
+        # 获取统计 (使用 V2 方法)
+        result = PredictionModel.get_daily_stats_v2(month=month, page=page, limit=limit)
+        
+        return {
+            "success": True,
+            "month": month,
+            **result
+        }
+    except Exception as e:
+        raise HTTPException(status_code=500, detail=str(e))
+
+
+@app.get("/api/accuracy/hourly/{date}")
+async def get_hourly_accuracy(date: str):
+    """获取指定日期的每小时准确率详情"""
+    try:
+        # 确保有数据
+        service = get_prediction_service()
+        service.ensure_predictions_for_date(date)
+        
+        # 获取详情 (使用 V2 方法)
+        details = PredictionModel.get_hourly_details_v2(date)
+        
+        return {
+            "success": True,
+            "date": date,
+            "data": details
+        }
+    except Exception as e:
+        raise HTTPException(status_code=500, detail=str(e))
+
+
+# ==================== 状态 API ====================
+
+@app.get("/api/status")
+async def get_status():
+    """获取服务状态"""
+    et_tz = ZoneInfo('America/New_York')
+    now_et = datetime.now(et_tz)
+    
+    return {
+        "success": True,
+        "status": "running",
+        "server_time": datetime.now().isoformat(),
+        "server_time_et": now_et.isoformat(),
+        "version": "1.0.0"
+    }
+
+
+# ==================== 启动入口 ====================
+
+if __name__ == "__main__":
+    import uvicorn
+    uvicorn.run(app, host="0.0.0.0", port=8000)

api/models.py

@@ -0,0 +1,645 @@
+"""
+数据库模型和操作类 - MySQL
+"""
+import pymysql
+import os
+from typing import Optional, List, Dict
+from datetime import datetime, timedelta
+from contextlib import contextmanager
+from zoneinfo import ZoneInfo
+from dotenv import load_dotenv
+
+load_dotenv()
+
+# 时区定义
+TZ_UTC = ZoneInfo('UTC')
+TZ_ET = ZoneInfo('America/New_York')  # 美东时间 (Polymarket)
+TZ_CST = ZoneInfo('Asia/Shanghai')     # 中国标准时间 (前端显示)
+
+
+def convert_to_cst(timestamp_val, source_tz: str = 'UTC') -> str:
+    """
+    将时间戳转换为 CST 时间字符串
+    
+    Args:
+        timestamp_val: datetime 对象或 ISO 格式时间戳字符串
+        source_tz: 输入时区 - 'UTC'(默认，币安数据), 'ET'(Polymarket), 'CST'(已是北京时间)
+    
+    Returns:
+        CST 时间字符串 (YYYY-MM-DD HH:MM:SS)
+    """
+    if not timestamp_val:
+        return ""
+    try:
+        # 如果是 datetime 对象 (MySQL 返回)
+        if isinstance(timestamp_val, datetime):
+            dt = timestamp_val
+        else:
+            # 字符串格式
+            dt = datetime.fromisoformat(str(timestamp_val).replace('Z', '+00:00'))
+        
+        # 根据来源时区设置时区信息
+        if dt.tzinfo is None:
+            if source_tz == 'ET':
+                dt = dt.replace(tzinfo=TZ_ET)
+            elif source_tz == 'CST':
+                # 已经是 CST，直接格式化返回
+                return dt.strftime('%Y-%m-%d %H:%M:%S')
+            else:  # 默认 UTC
+                dt = dt.replace(tzinfo=TZ_UTC)
+        
+        # 如果来源已经是 CST，直接格式化
+        if source_tz == 'CST':
+            return dt.strftime('%Y-%m-%d %H:%M:%S')
+        
+        # 转换为 CST
+        dt_cst = dt.astimezone(TZ_CST)
+        return dt_cst.strftime('%Y-%m-%d %H:%M:%S')
+    except Exception:
+        return str(timestamp_val)
+
+
+@contextmanager
+def get_db_connection():
+    """获取 MySQL 数据库连接"""
+    conn = pymysql.connect(
+        host=os.getenv('MYSQL_HOST'),
+        port=int(os.getenv('MYSQL_PORT', 3306)),
+        user=os.getenv('MYSQL_USER'),
+        password=os.getenv('MYSQL_PASSWORD'),
+        database=os.getenv('MYSQL_DB'),
+        charset='utf8mb4',
+        cursorclass=pymysql.cursors.DictCursor
+    )
+    try:
+        yield conn
+    finally:
+        conn.close()
+
+
+def _dict_from_row(row):
+    """将数据库行转换为字典"""
+    if row is None:
+        return None
+    if isinstance(row, dict):
+        return row
+    return dict(row)
+
+
+def init_model_predictions_table():
+    """初始化 model_predictions 表"""
+    # 兼容旧表，但主要使用 hourly_model_predictions
+    with get_db_connection() as conn:
+        cursor = conn.cursor()
+        cursor.execute('''
+            CREATE TABLE IF NOT EXISTS model_predictions (
+                id INT AUTO_INCREMENT PRIMARY KEY,
+                timestamp DATETIME NOT NULL,
+                timestamp_et VARCHAR(50),
+                date VARCHAR(10),
+                hour INT,
+                model_name VARCHAR(50) NOT NULL,
+                prediction INT,
+                probability DOUBLE,
+                actual_result INT,
+                is_correct INT,
+                open_price DOUBLE,
+                close_price DOUBLE,
+                created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
+                UNIQUE KEY uk_date_hour_model (date, hour, model_name),
+                INDEX idx_date (date),
+                INDEX idx_model (model_name)
+            ) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4;
+        ''')
+        
+        # 确保 hourly_model_predictions 表存在
+        cursor.execute('''
+            CREATE TABLE IF NOT EXISTS hourly_model_predictions (
+                id INT AUTO_INCREMENT PRIMARY KEY,
+                timestamp DATETIME NOT NULL,
+                timestamp_et VARCHAR(50),
+                date VARCHAR(10),
+                hour INT,
+                
+                open_price DOUBLE,
+                close_price DOUBLE,
+                actual_result INT COMMENT '0=Down, 1=Up',
+                
+                dlinear_prediction INT,
+                dlinear_prob DOUBLE,
+                dlinear_correct INT,
+                
+                nbeats_prediction INT,
+                nbeats_prob DOUBLE,
+                nbeats_correct INT,
+                
+                ttm_prediction INT,
+                ttm_prob DOUBLE,
+                ttm_correct INT,
+                
+                ensemble_prediction INT,
+                ensemble_votes VARCHAR(50),
+                ensemble_correct INT,
+                
+                created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
+                
+                UNIQUE KEY uk_date_hour (date, hour),
+                INDEX idx_timestamp (timestamp)
+            ) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4;
+        ''')
+        conn.commit()
+
+
+# 初始化表
+init_model_predictions_table()
+
+
+class TradeModel:
+    """交易记录模型"""
+    
+    @staticmethod
+    def get_current_trade() -> Optional[Dict]:
+        """获取最新的交易记录"""
+        with get_db_connection() as conn:
+            cursor = conn.cursor()
+            cursor.execute("""
+                SELECT * FROM trades 
+                ORDER BY timestamp DESC 
+                LIMIT 1
+            """)
+            row = cursor.fetchone()
+            result = _dict_from_row(row)
+            if result and result.get('timestamp'):
+                # 交易记录时间已经是 CST，直接格式化
+                result['timestamp_cst'] = convert_to_cst(result['timestamp'], source_tz='CST')
+            return result
+    
+    @staticmethod
+    def get_history(page: int = 1, limit: int = 10, 
+                    month: Optional[str] = None,
+                    day: Optional[str] = None) -> Dict:
+        """
+        获取历史交易记录
+        """
+        offset = (page - 1) * limit
+        
+        with get_db_connection() as conn:
+            cursor = conn.cursor()
+            
+            # 构建查询条件
+            where_clauses = []
+            params = []
+            
+            if month:
+                where_clauses.append("DATE_FORMAT(timestamp, '%Y-%m') = %s")
+                params.append(month)
+            
+            if day:
+                where_clauses.append("DATE(timestamp) = %s")
+                params.append(day)
+            
+            where_sql = " AND ".join(where_clauses) if where_clauses else "1=1"
+            
+            # 查询数据
+            sql = f"SELECT * FROM trades WHERE {where_sql} ORDER BY timestamp DESC LIMIT %s OFFSET %s"
+            cursor.execute(sql, params + [limit, offset])
+            rows = cursor.fetchall()
+            
+            # 查询总数
+            count_sql = f"SELECT COUNT(*) as cnt FROM trades WHERE {where_sql}"
+            cursor.execute(count_sql, params)
+            result = cursor.fetchone()
+            total = result['cnt'] if result else 0
+            
+            # 转换每条记录的时间戳
+            data_list = []
+            for row in rows:
+                item = _dict_from_row(row)
+                if item and item.get('timestamp'):
+                    # 交易记录时间已经是 CST，直接格式化
+                    item['timestamp_cst'] = convert_to_cst(item['timestamp'], source_tz='CST')
+                data_list.append(item)
+            
+            return {
+                "data": data_list,
+                "page": page,
+                "limit": limit,
+                "total": total,
+                "total_pages": (total + limit - 1) // limit if limit > 0 else 0
+            }
+
+
+class PredictionModel:
+    """预测记录模型 (V2 - 宽表结构)"""
+    
+    @staticmethod
+    def save_hourly_prediction(data: Dict) -> int:
+        """
+        保存每小时综合预测记录 (宽表)
+        """
+        with get_db_connection() as conn:
+            cursor = conn.cursor()
+            sql = """
+                INSERT INTO hourly_model_predictions 
+                (timestamp, timestamp_et, date, hour, open_price, close_price, actual_result,
+                 dlinear_prediction, dlinear_prob, dlinear_correct,
+                 nbeats_prediction, nbeats_prob, nbeats_correct,
+                 ttm_prediction, ttm_prob, ttm_correct,
+                 ensemble_prediction, ensemble_votes, ensemble_correct)
+                VALUES (%s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s)
+                ON DUPLICATE KEY UPDATE
+                    open_price = VALUES(open_price),
+                    close_price = VALUES(close_price),
+                    actual_result = VALUES(actual_result),
+                    dlinear_prediction = VALUES(dlinear_prediction),
+                    dlinear_prob = VALUES(dlinear_prob),
+                    dlinear_correct = VALUES(dlinear_correct),
+                    nbeats_prediction = VALUES(nbeats_prediction),
+                    nbeats_prob = VALUES(nbeats_prob),
+                    nbeats_correct = VALUES(nbeats_correct),
+                    ttm_prediction = VALUES(ttm_prediction),
+                    ttm_prob = VALUES(ttm_prob),
+                    ttm_correct = VALUES(ttm_correct),
+                    ensemble_prediction = VALUES(ensemble_prediction),
+                    ensemble_votes = VALUES(ensemble_votes),
+                    ensemble_correct = VALUES(ensemble_correct)
+            """
+            cursor.execute(sql, (
+                data.get('timestamp'),
+                data.get('timestamp_et'),
+                data.get('date'),
+                data.get('hour'),
+                data.get('open_price'),
+                data.get('close_price'),
+                data.get('actual_result'),
+                data.get('dlinear_prediction'),
+                data.get('dlinear_prob'),
+                data.get('dlinear_correct'),
+                data.get('nbeats_prediction'),
+                data.get('nbeats_prob'),
+                data.get('nbeats_correct'),
+                data.get('ttm_prediction'),
+                data.get('ttm_prob'),
+                data.get('ttm_correct'),
+                data.get('ensemble_prediction'),
+                str(data.get('ensemble_votes')) if data.get('ensemble_votes') else None,
+                data.get('ensemble_correct')
+            ))
+            conn.commit()
+            return cursor.lastrowid or 0
+
+    @staticmethod
+    def update_actual_result_v2(date: str, hour: int, actual_result: int, close_price: float) -> bool:
+        """
+        更新实际结果，并重新计算各模型正确性 (V2)
+        """
+        with get_db_connection() as conn:
+            cursor = conn.cursor()
+            
+            # 获取该小时记录
+            cursor.execute("""
+                SELECT * FROM hourly_model_predictions 
+                WHERE date = %s AND hour = %s
+            """, (date, hour))
+            row = cursor.fetchone()
+            
+            if not row:
+                return False
+            
+            # 计算正确性
+            updates = {
+                'actual_result': actual_result,
+                'close_price': close_price
+            }
+            
+            # DLinear
+            if row['dlinear_prediction'] is not None:
+                updates['dlinear_correct'] = 1 if row['dlinear_prediction'] == actual_result else 0
+                
+            # N-BEATS
+            if row['nbeats_prediction'] is not None:
+                updates['nbeats_correct'] = 1 if row['nbeats_prediction'] == actual_result else 0
+                
+            # TTM
+            if row['ttm_prediction'] is not None:
+                updates['ttm_correct'] = 1 if row['ttm_prediction'] == actual_result else 0
+                
+            # Ensemble
+            if row['ensemble_prediction'] is not None:
+                updates['ensemble_correct'] = 1 if row['ensemble_prediction'] == actual_result else 0
+            
+            # 构建更新SQL
+            set_clause = ", ".join([f"{k} = %s" for k in updates.keys()])
+            sql = f"UPDATE hourly_model_predictions SET {set_clause} WHERE date = %s AND hour = %s"
+            
+            cursor.execute(sql, list(updates.values()) + [date, hour])
+            conn.commit()
+            return True
+
+    @staticmethod
+    def get_monthly_stats_v2(month: str) -> Dict:
+        """
+        获取月度统计 (V2 - 从宽表)
+        修改：不使用 SQL 进行时区转换和格式化，而是查询 UTC 时间范围，然后在 Python 中处理
+        """
+        # 计算 UTC 时间范围
+        try:
+            year, mon = map(int, month.split('-'))
+            start_date_cst = datetime(year, mon, 1, tzinfo=TZ_CST)
+            # 下个月第一天
+            if mon == 12:
+                end_date_cst = datetime(year + 1, 1, 1, tzinfo=TZ_CST)
+            else:
+                end_date_cst = datetime(year, mon + 1, 1, tzinfo=TZ_CST)
+            
+            # 转换为 UTC
+            start_dt_utc = start_date_cst.astimezone(TZ_UTC)
+            end_dt_utc = end_date_cst.astimezone(TZ_UTC)
+            
+            start_str = start_dt_utc.strftime('%Y-%m-%d %H:%M:%S')
+            end_str = end_dt_utc.strftime('%Y-%m-%d %H:%M:%S')
+            
+        except Exception as e:
+            print(f"日期解析错误: {e}")
+            return {}
+
+        with get_db_connection() as conn:
+            cursor = conn.cursor()
+            
+            # 统计各个模型的准确率
+            models = ['dlinear', 'nbeats', 'ttm', 'ensemble']
+            result = {}
+            
+            for model in models:
+                col_pred = f"{model}_prediction"
+                col_correct = f"{model}_correct"
+                
+                # 查询 UTC 时间范围内的所有数据
+                sql = f"""
+                    SELECT 
+                        COUNT({col_pred}) as total,
+                        SUM(CASE WHEN {col_correct} = 1 THEN 1 ELSE 0 END) as correct,
+                        SUM(CASE WHEN {col_correct} = 0 THEN 1 ELSE 0 END) as incorrect
+                    FROM hourly_model_predictions 
+                    WHERE timestamp >= %s AND timestamp < %s
+                      AND actual_result IS NOT NULL
+                """
+                cursor.execute(sql, (start_str, end_str))
+                row = cursor.fetchone()
+                
+                if row:
+                    total = int(row['total'])
+                    correct = int(row['correct'] or 0)
+                    incorrect = int(row['incorrect'] or 0)
+                    accuracy = (correct / total * 100) if total > 0 else 0
+                    
+                    # 格式化键名以匹配前端
+                    model_key = {
+                        'dlinear': 'DLinear', 
+                        'nbeats': 'N-BEATS', 
+                        'ttm': 'TTM-R2', 
+                        'ensemble': 'Ensemble'
+                    }.get(model, model)
+                    
+                    result[model_key] = {
+                        "total": total,
+                        "correct": correct,
+                        "incorrect": incorrect,
+                        "accuracy": round(accuracy, 2)
+                    }
+            
+            return result
+
+    @staticmethod
+    def get_daily_stats_v2(month: str, page: int = 1, limit: int = 10) -> Dict:
+        """
+        获取每日统计 (V2 - 从宽表)
+        修改：不使用 SQL 进行时区转换，查询 UTC 范围，然后在 Python 中转换
+        """
+        # 计算 UTC 时间范围
+        try:
+            year, mon = map(int, month.split('-'))
+            start_date_cst = datetime(year, mon, 1, tzinfo=TZ_CST)
+            if mon == 12:
+                end_date_cst = datetime(year + 1, 1, 1, tzinfo=TZ_CST)
+            else:
+                end_date_cst = datetime(year, mon + 1, 1, tzinfo=TZ_CST)
+            
+            start_dt_utc = start_date_cst.astimezone(TZ_UTC)
+            end_dt_utc = end_date_cst.astimezone(TZ_UTC)
+            
+            start_str = start_dt_utc.strftime('%Y-%m-%d %H:%M:%S')
+            end_str = end_dt_utc.strftime('%Y-%m-%d %H:%M:%S')
+        except Exception:
+            return {"data": [], "page": page, "limit": limit, "total": 0, "total_pages": 0}
+
+        with get_db_connection() as conn:
+            cursor = conn.cursor()
+            
+            # 获取范围内的所有原始数据
+            # 我们需要 timestamp, actual_result, 和各模型的 prediction/correct
+            # 为了按 CST 日期分组，我们需要取出每一行，然后在 Python 中转换时间
+            
+            sql = """
+                SELECT 
+                    timestamp,
+                    actual_result,
+                    dlinear_prediction, dlinear_correct,
+                    nbeats_prediction, nbeats_correct,
+                    ttm_prediction, ttm_correct,
+                    ensemble_prediction, ensemble_correct
+                FROM hourly_model_predictions
+                WHERE timestamp >= %s AND timestamp < %s
+                  AND actual_result IS NOT NULL
+                ORDER BY timestamp DESC
+            """
+            cursor.execute(sql, (start_str, end_str))
+            rows = cursor.fetchall()
+            
+            # 在 Python 中处理分组
+            daily_stats = {} # { "YYYY-MM-DD": { "date": "...", "dlinear": {...}, ... } }
+            
+            for row in rows:
+                # 转换 timestamp 到 CST
+                ts_utc = row['timestamp']
+                # 确保是带时区的 datetime
+                if isinstance(ts_utc, str):
+                    ts_utc = datetime.fromisoformat(str(ts_utc).replace('Z', '+00:00'))
+                if ts_utc.tzinfo is None:
+                    ts_utc = ts_utc.replace(tzinfo=TZ_UTC)
+                
+                ts_cst = ts_utc.astimezone(TZ_CST)
+                date_str = ts_cst.strftime('%Y-%m-%d')
+                
+                if date_str not in daily_stats:
+                    daily_stats[date_str] = {
+                        "date": date_str,
+                        "raw_data": {m: {"total": 0, "correct": 0} for m in ['dlinear', 'nbeats', 'ttm', 'ensemble']}
+                    }
+                
+                # 累加统计
+                models = ['dlinear', 'nbeats', 'ttm', 'ensemble']
+                for model in models:
+                    pred = row[f"{model}_prediction"]
+                    correct_flag = row[f"{model}_correct"]
+                    
+                    if pred is not None:
+                        daily_stats[date_str]['raw_data'][model]['total'] += 1
+                        if correct_flag == 1:
+                            daily_stats[date_str]['raw_data'][model]['correct'] += 1
+
+            # 整理为最终格式
+            sorted_dates = sorted(daily_stats.keys(), reverse=True)
+            total_count = len(sorted_dates)
+            
+            # 分页
+            offset = (page - 1) * limit
+            paginated_dates = sorted_dates[offset:offset + limit]
+            
+            result_data = []
+            for date_key in paginated_dates:
+                day_item = daily_stats[date_key]
+                formatted_item = {"date": day_item["date"]}
+                
+                for model in ['dlinear', 'nbeats', 'ttm', 'ensemble']:
+                    raw = day_item['raw_data'][model]
+                    total = int(raw['total'])
+                    correct = int(raw['correct'])
+                    accuracy = (correct / total * 100) if total > 0 else 0
+                    
+                    model_key = {
+                        'dlinear': 'DLinear', 
+                        'nbeats': 'N-BEATS', 
+                        'ttm': 'TTM-R2', 
+                        'ensemble': 'Ensemble'
+                    }.get(model, model)
+                    
+                    formatted_item[model_key] = {
+                        "total": total,
+                        "correct": correct,
+                        "accuracy": round(accuracy, 2)
+                    }
+                result_data.append(formatted_item)
+            
+            return {
+                "data": result_data,
+                "page": page,
+                "limit": limit,
+                "total": total_count,
+                "total_pages": (total_count + limit - 1) // limit if limit > 0 else 0
+            }
+
+    @staticmethod
+    def get_hourly_details_v2(date: str) -> List[Dict]:
+        """
+        获取指定日期的每小时详情 (V2)
+        修改：根据传入的 CST 日期计算 UTC 范围，查询该范围内的数据
+        """
+        try:
+            # date 是 'YYYY-MM-DD' (CST)
+            date_cst_start = datetime.strptime(date, '%Y-%m-%d').replace(tzinfo=TZ_CST)
+            date_cst_end = date_cst_start + timedelta(days=1)
+            
+            start_dt_utc = date_cst_start.astimezone(TZ_UTC)
+            end_dt_utc = date_cst_end.astimezone(TZ_UTC)
+            
+            start_str = start_dt_utc.strftime('%Y-%m-%d %H:%M:%S')
+            end_str = end_dt_utc.strftime('%Y-%m-%d %H:%M:%S')
+        except Exception as e:
+            print(f"日期处理错误: {e}")
+            return []
+
+        with get_db_connection() as conn:
+            cursor = conn.cursor()
+            cursor.execute("""
+                SELECT *
+                FROM hourly_model_predictions 
+                WHERE timestamp >= %s AND timestamp < %s
+                ORDER BY timestamp ASC
+            """, (start_str, end_str))
+            
+            rows = cursor.fetchall()
+            result = []
+            
+            for row in rows:
+                # 计算 CST 小时用于显示排序 (虽然 SQL 已经按 timestamp 排序了，但为了确保前端显示 hour 字段正确)
+                ts_utc = row['timestamp']
+                if isinstance(ts_utc, str):
+                    ts_utc = datetime.fromisoformat(str(ts_utc).replace('Z', '+00:00'))
+                if ts_utc.tzinfo is None:
+                    ts_utc = ts_utc.replace(tzinfo=TZ_UTC)
+                ts_cst = ts_utc.astimezone(TZ_CST)
+                hour_cst = ts_cst.hour
+                
+                hour_data = {
+                    "hour": hour_cst,
+                    "timestamp_et": row['timestamp_et'],
+                    "timestamp_cst": convert_to_cst(row.get('timestamp', '')),
+                    "open_price": row['open_price'],
+                    "close_price": row['close_price'],
+                    "actual_result": row['actual_result'],
+                    "models": {
+                        "DLinear": {
+                            "prediction": row['dlinear_prediction'],
+                            "probability": row['dlinear_prob'],
+                            "is_correct": row['dlinear_correct']
+                        },
+                        "N-BEATS": {
+                            "prediction": row['nbeats_prediction'],
+                            "probability": row['nbeats_prob'],
+                            "is_correct": row['nbeats_correct']
+                        },
+                        "TTM-R2": {
+                            "prediction": row['ttm_prediction'],
+                            "probability": row['ttm_prob'],
+                            "is_correct": row['ttm_correct']
+                        },
+                        "Ensemble": {
+                            "prediction": row['ensemble_prediction'],
+                            "is_correct": row['ensemble_correct'],
+                            "votes": row['ensemble_votes']
+                        }
+                    }
+                }
+                result.append(hour_data)
+                
+            return result
+
+    @staticmethod
+    def save_prediction(data: Dict) -> int:
+        """兼容旧接口 - 如果需要的话，暂时保留，或者可以将旧表写入也放在这里"""
+        # 旧表写入逻辑... 略，或保持不变
+        # 为了完整性，我们可以保留对旧表的操作，或者逐步弃用。
+        # 这里为了安全，保留原方法的签名，实际调用旧表逻辑。
+        # 但我们主要逻辑将切换到 save_hourly_prediction
+        # 见 prediction_service.py 的修改
+        
+        # ... (keep old logic or redirect) ...
+        # 这里我们假设 prediction_service.py 会改为调用 save_hourly_prediction
+        # 如果还有地方调用 save_prediction (比如测试代码), 我们可以保留它
+        return 0 
+    
+    @staticmethod
+    def update_actual_result(date: str, hour: int, model_name: str,
+                             actual_result: int, close_price: float) -> bool:
+        """兼容旧接口"""
+        return False
+    
+    @staticmethod
+    def get_missing_hours(date: str, model_name: str = 'Ensemble') -> List[int]:
+        """
+        获取指定日期缺少预测的小时列表 (V2)
+        model_name 参数现在主要用于兼容，实际检查整行是否存在
+        """
+        with get_db_connection() as conn:
+            cursor = conn.cursor()
+            cursor.execute("""
+                SELECT hour FROM hourly_model_predictions 
+                WHERE date = %s
+            """, (date,))
+            
+            rows = cursor.fetchall()
+            existing_hours = {row['hour'] for row in rows}
+            all_hours = set(range(24))
+            
+            return sorted(list(all_hours - existing_hours))

api/polymarket_client.py

@@ -0,0 +1,390 @@
+"""
+Polymarket API 客户端
+
+用于与Polymarket CLOB API交互，支持：
+- 搜索BTC相关市场
+- 获取订单簿和价格
+- 下单交易
+"""
+
+import os
+import httpx
+from typing import Optional, Dict, List, Any
+from dataclasses import dataclass
+from dotenv import load_dotenv
+
+# 加载环境变量
+load_dotenv()
+
+
+@dataclass
+class MarketInfo:
+    """市场信息"""
+    condition_id: str
+    question: str
+    outcomes: List[str]
+    outcome_prices: List[float]
+    tokens: List[Dict]
+    volume: float
+    liquidity: float
+    end_date: str
+
+
+class PolymarketClient:
+    """Polymarket API客户端"""
+    
+    GAMMA_API = "https://gamma-api.polymarket.com"
+    CLOB_API = "https://clob.polymarket.com"
+    
+    def __init__(self, private_key: Optional[str] = None):
+        """
+        初始化客户端
+        
+        Args:
+            private_key: 钱包私钥(用于交易)，如不提供则只能读取数据
+        """
+        self.private_key = private_key or os.getenv("POLYMARKET_PRIVATE_KEY")
+        
+        # 配置代理
+        proxy = os.getenv("SOCKS5_PROXY") if os.getenv("USE_PROXY", "false").lower() == "true" else None
+        
+        # HTTP客户端 - 禁用压缩避免brotli问题
+        self.http = httpx.Client(
+            timeout=30.0,
+            proxy=proxy,
+            headers={'Accept-Encoding': 'identity'}  # 禁用压缩
+        )
+        
+        # 如果有私钥，初始化CLOB客户端
+        self.clob_client = None
+        if self.private_key:
+            self._init_clob_client()
+    
+    def _init_clob_client(self):
+        """初始化CLOB交易客户端"""
+        try:
+            from py_clob_client.client import ClobClient
+            from py_clob_client.clob_types import ApiCreds
+            
+            # Polygon链ID
+            chain_id = 137
+            
+            # 初始化客户端
+            self.clob_client = ClobClient(
+                host=self.CLOB_API,
+                key=self.private_key,
+                chain_id=chain_id,
+            )
+            
+            # 获取或创建API凭证
+            self.clob_client.set_api_creds(self.clob_client.create_or_derive_api_creds())
+            
+            print("✓ CLOB客户端初始化成功")
+        except Exception as e:
+            print(f"⚠️ CLOB客户端初始化失败: {e}")
+            self.clob_client = None
+    
+    def search_markets(self, query: str = "BTC", limit: int = 20) -> List[Dict]:
+        """
+        搜索市场
+        
+        Args:
+            query: 搜索关键词
+            limit: 返回数量限制
+            
+        Returns:
+            市场列表
+        """
+        try:
+            response = self.http.get(
+                f"{self.GAMMA_API}/markets",
+                params={
+                    "active": "true",
+                    "closed": "false",
+                    "limit": limit,
+                }
+            )
+            response.raise_for_status()
+            markets = response.json()
+            
+            # 过滤包含关键词的市场
+            filtered = [m for m in markets if query.lower() in m.get("question", "").lower()]
+            return filtered
+        except Exception as e:
+            print(f"搜索市场失败: {e}")
+            return []
+    
+    def search_btc_1h_markets(self) -> List[Dict]:
+        """
+        搜索BTC 1小时价格预测市场
+        
+        Returns:
+            BTC 1H相关市场列表
+        """
+        try:
+            response = self.http.get(
+                f"{self.GAMMA_API}/markets",
+                params={
+                    "active": "true",
+                    "closed": "false",
+                    "limit": 100,
+                }
+            )
+            response.raise_for_status()
+            markets = response.json()
+            
+            # 过滤BTC 1小时相关市场
+            btc_1h_markets = []
+            keywords = ["btc", "bitcoin"]
+            time_keywords = ["1h", "1 hour", "hourly", "hour"]
+            
+            for m in markets:
+                question = m.get("question", "").lower()
+                # 检查是否包含BTC关键词
+                has_btc = any(kw in question for kw in keywords)
+                # 检查是否包含1小时关键词
+                has_1h = any(kw in question for kw in time_keywords)
+                
+                if has_btc and has_1h:
+                    btc_1h_markets.append(m)
+            
+            return btc_1h_markets
+        except Exception as e:
+            print(f"搜索BTC 1H市场失败: {e}")
+            return []
+    
+    def get_market_info(self, condition_id: str) -> Optional[MarketInfo]:
+        """
+        获取市场详细信息
+        
+        Args:
+            condition_id: 市场条件ID
+            
+        Returns:
+            市场信息对象
+        """
+        try:
+            response = self.http.get(f"{self.GAMMA_API}/markets/{condition_id}")
+            response.raise_for_status()
+            data = response.json()
+            
+            return MarketInfo(
+                condition_id=data.get("conditionId", ""),
+                question=data.get("question", ""),
+                outcomes=data.get("outcomes", []),
+                outcome_prices=data.get("outcomePrices", []),
+                tokens=data.get("tokens", []),
+                volume=float(data.get("volume", 0)),
+                liquidity=float(data.get("liquidity", 0)),
+                end_date=data.get("endDate", ""),
+            )
+        except Exception as e:
+            print(f"获取市场信息失败: {e}")
+            return None
+    
+    def get_orderbook(self, token_id: str) -> Dict:
+        """
+        获取订单簿
+        
+        Args:
+            token_id: 代币ID
+            
+        Returns:
+            订单簿数据
+        """
+        try:
+            response = self.http.get(
+                f"{self.CLOB_API}/book",
+                params={"token_id": token_id}
+            )
+            response.raise_for_status()
+            return response.json()
+        except Exception as e:
+            print(f"获取订单簿失败: {e}")
+            return {}
+    
+    def get_price(self, token_id: str) -> Optional[float]:
+        """
+        获取代币当前价格
+        
+        Args:
+            token_id: 代币ID
+            
+        Returns:
+            当前价格(0-1之间)
+        """
+        try:
+            response = self.http.get(
+                f"{self.CLOB_API}/price",
+                params={"token_id": token_id, "side": "buy"}
+            )
+            response.raise_for_status()
+            data = response.json()
+            return float(data.get("price", 0))
+        except Exception as e:
+            print(f"获取价格失败: {e}")
+            return None
+    
+    def place_market_order(
+        self, 
+        token_id: str, 
+        side: str,  # "BUY" or "SELL"
+        amount: float,  # USDC金额
+    ) -> Optional[Dict]:
+        """
+        下市价单
+        
+        Args:
+            token_id: 代币ID
+            side: 买卖方向 "BUY" 或 "SELL"
+            amount: 下注金额(USDC)
+            
+        Returns:
+            订单响应
+        """
+        if not self.clob_client:
+            print("❌ CLOB客户端未初始化，无法下单")
+            return None
+        
+        try:
+            from py_clob_client.order_builder.constants import BUY, SELL
+            
+            order_side = BUY if side.upper() == "BUY" else SELL
+            
+            # 创建市价单
+            order = self.clob_client.create_market_order(
+                token_id=token_id,
+                amount=amount,
+                side=order_side,
+            )
+            
+            # 提交订单
+            response = self.clob_client.post_order(order)
+            print(f"✓ 订单已提交: {response}")
+            return response
+        except Exception as e:
+            print(f"❌ 下单失败: {e}")
+            return None
+    
+    def place_limit_order(
+        self,
+        token_id: str,
+        side: str,  # "BUY" or "SELL"
+        price: float,  # 价格(0-1)
+        size: float,  # 数量
+    ) -> Optional[Dict]:
+        """
+        下限价单
+        
+        Args:
+            token_id: 代币ID
+            side: 买卖方向 "BUY" 或 "SELL"
+            price: 价格(0-1之间)
+            size: 购买数量
+            
+        Returns:
+            订单响应
+        """
+        if not self.clob_client:
+            print("❌ CLOB客户端未初始化，无法下单")
+            return None
+        
+        try:
+            from py_clob_client.order_builder.constants import BUY, SELL
+            
+            order_side = BUY if side.upper() == "BUY" else SELL
+            
+            # 创建限价单
+            order = self.clob_client.create_limit_order(
+                token_id=token_id,
+                price=price,
+                size=size,
+                side=order_side,
+            )
+            
+            # 提交订单
+            response = self.clob_client.post_order(order)
+            print(f"✓ 限价单已提交: {response}")
+            return response
+        except Exception as e:
+            print(f"❌ 下单失败: {e}")
+            return None
+    
+    def get_positions(self) -> List[Dict]:
+        """
+        获取当前仓位
+        
+        Returns:
+            仓位列表
+        """
+        if not self.clob_client:
+            print("❌ CLOB客户端未初始化")
+            return []
+        
+        try:
+            positions = self.clob_client.get_positions()
+            return positions
+        except Exception as e:
+            print(f"获取仓位失败: {e}")
+            return []
+    
+    def cancel_order(self, order_id: str) -> bool:
+        """
+        取消订单
+        
+        Args:
+            order_id: 订单ID
+            
+        Returns:
+            是否成功
+        """
+        if not self.clob_client:
+            print("❌ CLOB客户端未初始化")
+            return False
+        
+        try:
+            self.clob_client.cancel(order_id)
+            print(f"✓ 订单已取消: {order_id}")
+            return True
+        except Exception as e:
+            print(f"❌ 取消订单失败: {e}")
+            return False
+    
+    def close(self):
+        """关闭客户端"""
+        self.http.close()
+
+
+# 测试函数
+def test_search_markets():
+    """测试搜索市场功能"""
+    client = PolymarketClient()
+    
+    print("搜索BTC相关市场...")
+    markets = client.search_markets("BTC", limit=10)
+    
+    if markets:
+        print(f"\n找到 {len(markets)} 个BTC相关市场:\n")
+        for m in markets[:5]:
+            print(f"  问题: {m.get('question', 'N/A')}")
+            print(f"  条件ID: {m.get('conditionId', 'N/A')}")
+            print(f"  结果: {m.get('outcomes', [])}")
+            print(f"  价格: {m.get('outcomePrices', [])}")
+            print("-" * 50)
+    else:
+        print("未找到BTC相关市场")
+    
+    print("\n搜索BTC 1H市场...")
+    btc_1h = client.search_btc_1h_markets()
+    if btc_1h:
+        print(f"找到 {len(btc_1h)} 个BTC 1H市场")
+        for m in btc_1h:
+            print(f"  {m.get('question', 'N/A')}")
+    else:
+        print("未找到BTC 1H市场")
+    
+    client.close()
+
+
+if __name__ == "__main__":
+    test_search_markets()

api/prediction_service.py

@@ -0,0 +1,328 @@
+"""
+预测服务 - 统一模型预测 (DLinear, N-BEATS, TTM-R2)
+"""
+import os
+import sys
+import threading
+from datetime import datetime, timedelta
+from typing import Optional, List, Dict, Tuple
+from zoneinfo import ZoneInfo
+
+import pandas as pd
+import numpy as np
+
+# 添加项目路径
+sys.path.insert(0, os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
+
+from data.fetcher import BinanceDataFetcher
+from api.models import PredictionModel
+from models.inference import get_inference_manager
+
+
+class PredictionService:
+    """预测服务 - 管理多模型预测"""
+    
+    # 类级别的锁，确保多个请求不会同时生成预测
+    _prediction_lock = threading.Lock()
+    
+    def __init__(self):
+        self.et_tz = ZoneInfo('America/New_York')
+        self.fetcher = BinanceDataFetcher()
+        self.inference_manager = get_inference_manager()
+        
+        # 记录正在处理的日期和月份，避免重复处理
+        self._processing_dates = set()
+        self._processing_months = set()
+        
+        # 预加载模型
+        print("正在预加载预测模型...")
+        self.inference_manager.load_all_models()
+    
+    def _get_btc_data(self, days: int = 30) -> pd.DataFrame:
+        """获取BTC历史数据"""
+        end_date = (datetime.now() + timedelta(days=1)).strftime('%Y-%m-%d')
+        start_date = (datetime.now() - timedelta(days=days)).strftime('%Y-%m-%d')
+        
+        df = self.fetcher.fetch_ohlcv(
+            symbol='BTC',
+            timeframe='1h',
+            start_date=start_date,
+            end_date=end_date,
+            use_cache=False
+        )
+        return df
+    
+    def predict_dlinear(self, df: pd.DataFrame) -> Tuple[int, float]:
+        """DLinear 预测代理"""
+        pred, prob = self.inference_manager.predict_dlinear(df)
+        if pred is None:
+            return 0, 0.5
+        return pred, prob if prob is not None else 0.5
+    
+    def predict_ttm(self, df: pd.DataFrame) -> Tuple[int, float]:
+        """TTM-R2 预测代理"""
+        pred, prob = self.inference_manager.predict_ttm(df)
+        if pred is None:
+            return 0, 0.5
+        return pred, prob if prob is not None else 0.5
+
+    def predict_current_hour(self) -> Dict:
+        """
+        预测当前小时的涨跌 (多模型集成)
+        """
+        df = self._get_btc_data()
+        
+        # 获取当前时间 (美东)
+        now_et = datetime.now(self.et_tz)
+        current_date = now_et.strftime('%Y-%m-%d')
+        current_hour = now_et.hour
+        
+        # 最后一个已完成的K线信息 (作为预测基准)
+        last_timestamp = df['timestamp'].iloc[-1]
+        last_close = float(df['close'].iloc[-1])
+        
+        # 当前正在形成的K线信息
+        current_price = float(df['close'].iloc[-1])  # 当前价格
+        
+        results = {
+            "date": current_date,
+            "hour": current_hour,
+            "timestamp": str(last_timestamp),
+            "base_price": last_close,  # 预测基准价格
+            "current_price": current_price,
+            "models": {}
+        }
+        
+        # 使用 InferenceManager 获取所有预测
+        predictions = self.inference_manager.predict_all(df)
+        
+        # 填充结果
+        if 'dlinear' in predictions:
+            results["models"]["DLinear"] = {
+                "prediction": predictions['dlinear']['prediction'],
+                "probability": round(predictions['dlinear']['probability'], 4),
+                "direction": "UP" if predictions['dlinear']['prediction'] == 1 else "DOWN"
+            }
+            
+        if 'nbeats' in predictions:
+            results["models"]["N-BEATS"] = {
+                "prediction": predictions['nbeats']['prediction'],
+                "probability": round(predictions['nbeats']['probability'], 4),
+                "direction": "UP" if predictions['nbeats']['prediction'] == 1 else "DOWN"
+            }
+            
+        if 'ttm' in predictions:
+            results["models"]["TTM-R2"] = {
+                "prediction": predictions['ttm']['prediction'],
+                "probability": round(predictions['ttm']['probability'], 4),
+                "direction": "UP" if predictions['ttm']['prediction'] == 1 else "DOWN"
+            }
+            
+        if 'ensemble' in predictions and predictions['ensemble']:
+            ens_pred = predictions['ensemble']['prediction']
+            results["models"]["Ensemble"] = {
+                "prediction": ens_pred,
+                "probability": 0.0, # 集成暂无概率
+                "direction": "UP" if ens_pred == 1 else "DOWN",
+                "votes": predictions['ensemble']['votes']
+            }
+        
+        return results
+    
+    def ensure_predictions_for_date(self, date: str) -> None:
+        """
+        确保指定日期有预测数据，如果没有则生成 (V2)
+        Args:
+            date: 日期 (YYYY-MM-DD)
+        """
+        # 使用锁避免并发冲突
+        with PredictionService._prediction_lock:
+            if date in self._processing_dates:
+                return
+            self._processing_dates.add(date)
+        
+        try:
+            # 检查是否有缺失的小时 (只检查宽表是否有记录)
+            missing_hours = PredictionModel.get_missing_hours(date)
+            
+            if not missing_hours:
+                return
+            
+            print(f"为 {date} 生成预测 (缺失 {len(missing_hours)} 小时)...")
+            
+            # 获取足够的历史数据
+            target_date = datetime.strptime(date, '%Y-%m-%d')
+            df = self._get_historical_data(target_date)
+            
+            if df is None or len(df) < 200:
+                print(f"  警告: 数据不足，无法为 {date} 生成预测")
+                return
+            
+            # 为每个缺失的小时生成预测
+            for hour in missing_hours:
+                self._generate_prediction_for_hour(df, date, hour)
+        finally:
+            with PredictionService._prediction_lock:
+                self._processing_dates.discard(date)
+    
+    def _get_historical_data(self, target_date: datetime) -> Optional[pd.DataFrame]:
+        """获取指定日期的历史数据"""
+        try:
+            start_date = (target_date - timedelta(days=30)).strftime('%Y-%m-%d')
+            end_date = (target_date + timedelta(days=2)).strftime('%Y-%m-%d')
+            
+            df = self.fetcher.fetch_ohlcv(
+                symbol='BTC',
+                timeframe='1h',
+                start_date=start_date,
+                end_date=end_date,
+                use_cache=True
+            )
+            return df
+        except Exception as e:
+            print(f"获取历史数据失败: {e}")
+            return None
+    
+    def _generate_prediction_for_hour(self, df: pd.DataFrame, date: str, hour: int) -> None:
+        """
+        为指定小时生成预测 (V2)
+        """
+        try:
+            # 1. 构建目标时间 (美东时间 -> UTC)
+            target_time_et = pd.Timestamp(f"{date} {hour:02d}:00:00", tz='America/New_York')
+            target_time_utc = target_time_et.tz_convert('UTC').tz_localize(None)
+            
+            # 2. 确保 timestamp 列是 datetime 类型
+            if 'timestamp_dt' not in df.columns:
+                df = df.copy()
+                df['timestamp_dt'] = pd.to_datetime(df['timestamp'])
+            
+            # 3. 找到目标小时的K线 (用于验证)
+            target_mask = df['timestamp_dt'] == target_time_utc
+            if not target_mask.any():
+                return
+            
+            target_row = df[target_mask].iloc[0]
+            target_open = float(target_row['open'])
+            target_close = float(target_row['close'])
+            
+            # 4. 找到前一小时的K线 (用于预测输入和基准价格)
+            prev_time_utc = target_time_utc - pd.Timedelta(hours=1)
+            prev_mask = df['timestamp_dt'] == prev_time_utc
+            if not prev_mask.any():
+                return
+            
+            prev_row = df[prev_mask].iloc[0]
+            prev_close = float(prev_row['close'])
+            
+            # 5. 获取预测输入数据: 前一小时及以前的所有数据
+            input_mask = df['timestamp_dt'] <= prev_time_utc
+            df_input = df[input_mask].copy()
+            
+            if len(df_input) < 200:
+                return
+            
+            # 6. 调用多模型预测
+            preds = self.inference_manager.predict_all(df_input)
+            
+            # 7. 判断实际涨跌
+            # Check if the candle is closed (current time > candle open time + 1 hour)
+            current_now_utc = datetime.now(ZoneInfo('UTC')).replace(tzinfo=None)
+            candle_close_time = target_time_utc + timedelta(hours=1)
+            
+            is_closed = current_now_utc >= candle_close_time
+            
+            if not is_closed:
+                # 仅保存已完成的K线预测，未完成的跳过 (等待完成后再生成)
+                # 实时交易逻辑在 auto_trade_polymarket.py 中单独处理
+                return
+
+            actual_result = 1 if target_close > prev_close else 0
+            
+            # 8. 组装数据 (宽表格式)
+            prediction_data = {
+                "timestamp": target_time_utc.isoformat(),
+                "timestamp_et": target_time_et.isoformat(),
+                "date": date,
+                "hour": hour,
+                "open_price": target_open,
+                "close_price": target_close,
+                "actual_result": actual_result,
+                
+                # DLinear
+                "dlinear_prediction": preds.get('dlinear', {}).get('prediction'),
+                "dlinear_prob": preds.get('dlinear', {}).get('probability'),
+                "dlinear_correct": 1 if preds.get('dlinear', {}).get('prediction') == actual_result else 0,
+                
+                # N-BEATS
+                "nbeats_prediction": preds.get('nbeats', {}).get('prediction'),
+                "nbeats_prob": preds.get('nbeats', {}).get('probability'),
+                "nbeats_correct": 1 if preds.get('nbeats', {}).get('prediction') == actual_result else 0,
+                
+                # TTM-R2
+                "ttm_prediction": preds.get('ttm', {}).get('prediction'),
+                "ttm_prob": preds.get('ttm', {}).get('probability'),
+                "ttm_correct": 1 if preds.get('ttm', {}).get('prediction') == actual_result else 0,
+                
+                # Ensemble
+                "ensemble_prediction": preds.get('ensemble', {}).get('prediction'),
+                "ensemble_votes": preds.get('ensemble', {}).get('votes'),
+                "ensemble_correct": 1 if preds.get('ensemble', {}).get('prediction') == actual_result else 0,
+            }
+            
+            PredictionModel.save_hourly_prediction(prediction_data)
+            
+        except Exception as e:
+            print(f"生成预测失败 ({date} {hour}:00): {e}")
+    
+    def ensure_predictions_for_month(self, month: str) -> None:
+        """
+        确保指定月份有预测数据 (CST)
+        需要检查:
+        1. 该月的所有日期 (ET)
+        2. 上个月的最后一天 (ET) -> 因为 ET 上个月最后一天 11:00-23:00 对应 CST 该月第一天 00:00-12:00
+        
+        Args:
+            month: 月份 (YYYY-MM)
+        """
+        # 使用锁避免并发冲突
+        with PredictionService._prediction_lock:
+            if month in self._processing_months:
+                return
+            self._processing_months.add(month)
+        
+        try:
+            year, mon = map(int, month.split('-'))
+            from calendar import monthrange
+            _, last_day = monthrange(year, mon)
+            
+            # 1. 确保上个月最后一天有数据 (为了 CST 的开头)
+            first_day_of_month = datetime(year, mon, 1).date()
+            prev_day = first_day_of_month - timedelta(days=1)
+            prev_day_str = prev_day.strftime('%Y-%m-%d')
+            self.ensure_predictions_for_date(prev_day_str)
+            
+            today = datetime.now(self.et_tz).date()
+            
+            # 2. 确保本月所有日期
+            for day in range(1, last_day + 1):
+                date = f"{year}-{mon:02d}-{day:02d}"
+                date_obj = datetime.strptime(date, '%Y-%m-%d').date()
+                
+                if date_obj <= today:
+                    self.ensure_predictions_for_date(date)
+        finally:
+            with PredictionService._prediction_lock:
+                self._processing_months.discard(month)
+
+
+# 全局单例
+_prediction_service: Optional[PredictionService] = None
+
+
+def get_prediction_service() -> PredictionService:
+    """获取预测服务单例"""
+    global _prediction_service
+    if _prediction_service is None:
+        _prediction_service = PredictionService()
+    return _prediction_service

api/static/app.js

@@ -0,0 +1,252 @@
+/**
+ * BTC 预测交易看板 - Vue 3 应用
+ */
+const { createApp } = Vue;
+
+const app = createApp({
+    data() {
+        return {
+            // 状态
+            loading: false,
+            activeTab: 'trades',
+            serverTime: '',
+            
+            // 当前交易
+            currentTrade: null,
+            
+            // 交易历史
+            tradeHistory: {
+                data: [],
+                page: 1,
+                limit: 10,
+                total: 0,
+                total_pages: 0
+            },
+            tradeFilter: {
+                month: '',
+                day: ''
+            },
+            
+            // 准确率
+            accuracyFilter: {
+                month: this.getCurrentMonth()
+            },
+            monthlyStats: {},
+            dailyStats: {
+                data: [],
+                page: 1,
+                limit: 10,
+                total: 0,
+                total_pages: 0
+            },
+            
+            // 弹窗数据
+            hourlyModal: {
+                date: '',
+                data: []
+            }
+        };
+    },
+    
+    mounted() {
+        // 初始化月份筛选
+        this.accuracyFilter.month = this.getCurrentMonth();
+        
+        // 加载数据
+        this.loadCurrentTrade();
+        this.loadTradeHistory(1);
+        
+        // 每分钟更新时间
+        this.updateServerTime();
+        setInterval(() => this.updateServerTime(), 60000);
+    },
+    
+    methods: {
+        // ==================== 工具方法 ====================
+        
+        getCurrentMonth() {
+            const now = new Date();
+            return `${now.getFullYear()}-${String(now.getMonth() + 1).padStart(2, '0')}`;
+        },
+        
+        updateServerTime() {
+            const now = new Date();
+            this.serverTime = now.toLocaleString('zh-CN', {
+                year: 'numeric',
+                month: '2-digit',
+                day: '2-digit',
+                hour: '2-digit',
+                minute: '2-digit'
+            });
+        },
+        
+        formatTime(timestamp, timestamp_cst) {
+            // 优先使用后端返回的 CST 时间
+            if (timestamp_cst) {
+                return timestamp_cst;
+            }
+            if (!timestamp) return '-';
+            const date = new Date(timestamp);
+            return date.toLocaleString('zh-CN', {
+                month: '2-digit',
+                day: '2-digit',
+                hour: '2-digit',
+                minute: '2-digit'
+            });
+        },
+        
+        formatPercent(value) {
+            if (value === null || value === undefined) return '-';
+            return `${(value * 100).toFixed(1)}%`;
+        },
+        
+        getPredictionClass(prediction) {
+            if (prediction === 'UP') return 'text-success fw-bold';
+            if (prediction === 'DOWN') return 'text-danger fw-bold';
+            return '';
+        },
+        
+        getStatusClass(status) {
+            switch (status) {
+                case 'success': return 'text-success';
+                case 'test': return 'text-info';
+                case 'failure': return 'text-danger';
+                default: return 'text-muted';
+            }
+        },
+        
+        getStatusText(status) {
+            switch (status) {
+                case 'success': return '成功';
+                case 'test': return '测试';
+                case 'failure': return '失败';
+                case 'in_progress': return '进行中';
+                default: return status || '-';
+            }
+        },
+        
+        getAccuracyClass(accuracy) {
+            if (accuracy >= 60) return 'text-success fw-bold';
+            if (accuracy >= 50) return 'text-warning';
+            return 'text-danger';
+        },
+        
+        // ==================== API 调用 ====================
+        
+        async fetchAPI(url) {
+            try {
+                const response = await fetch(url);
+                const data = await response.json();
+                if (!data.success) {
+                    console.error('API Error:', data);
+                }
+                return data;
+            } catch (error) {
+                console.error('Fetch Error:', error);
+                return { success: false, error: error.message };
+            }
+        },
+        
+        async loadCurrentTrade() {
+            const data = await this.fetchAPI('/api/trades/current');
+            if (data.success) {
+                this.currentTrade = data.data;
+            }
+        },
+        
+        async loadTradeHistory(page) {
+            if (page < 1) return;
+            
+            this.loading = true;
+            
+            let url = `/api/trades/history?page=${page}&limit=${this.tradeHistory.limit}`;
+            if (this.tradeFilter.month) {
+                url += `&month=${this.tradeFilter.month}`;
+            }
+            if (this.tradeFilter.day) {
+                url += `&day=${this.tradeFilter.day}`;
+            }
+            
+            const data = await this.fetchAPI(url);
+            if (data.success) {
+                this.tradeHistory = {
+                    data: data.data,
+                    page: data.page,
+                    limit: data.limit,
+                    total: data.total,
+                    total_pages: data.total_pages
+                };
+            }
+            
+            this.loading = false;
+        },
+        
+        clearTradeFilter() {
+            this.tradeFilter.month = '';
+            this.tradeFilter.day = '';
+            this.loadTradeHistory(1);
+        },
+        
+        async loadAccuracyData() {
+            this.loading = true;
+            
+            // 加载月度统计
+            const monthlyData = await this.fetchAPI(
+                `/api/accuracy/monthly?month=${this.accuracyFilter.month}`
+            );
+            if (monthlyData.success) {
+                this.monthlyStats = monthlyData.data || {};
+            }
+            
+            // 加载每日统计
+            await this.loadDailyStats(1);
+            
+            this.loading = false;
+        },
+        
+        async loadDailyStats(page) {
+            if (page < 1) return;
+            
+            const data = await this.fetchAPI(
+                `/api/accuracy/daily?month=${this.accuracyFilter.month}&page=${page}&limit=10`
+            );
+            
+            if (data.success) {
+                this.dailyStats = {
+                    data: data.data,
+                    page: data.page,
+                    limit: data.limit,
+                    total: data.total,
+                    total_pages: data.total_pages
+                };
+            }
+        },
+        
+        async showHourlyDetails(date) {
+            this.loading = true;
+            this.hourlyModal.date = date;
+            
+            const data = await this.fetchAPI(`/api/accuracy/hourly/${date}`);
+            
+            if (data.success) {
+                this.hourlyModal.data = data.data || [];
+            }
+            
+            this.loading = false;
+            
+            // 显示弹窗
+            const modal = new bootstrap.Modal(document.getElementById('hourlyModal'));
+            modal.show();
+        }
+    },
+    
+    watch: {
+        activeTab(newTab) {
+            if (newTab === 'accuracy' && !this.dailyStats.data.length) {
+                this.loadAccuracyData();
+            }
+        }
+    }
+});
+
+app.mount('#app');

api/static/index.html

@@ -0,0 +1,468 @@
+<!DOCTYPE html>
+<html lang="zh-CN">
+<head>
+    <meta charset="UTF-8">
+    <meta name="viewport" content="width=device-width, initial-scale=1.0">
+    <title>BTC 预测交易看板</title>
+    <!-- Bootstrap 5 CSS -->
+    <link href="https://cdn.jsdelivr.net/npm/bootstrap@5.3.2/dist/css/bootstrap.min.css" rel="stylesheet">
+    <!-- Bootstrap Icons -->
+    <link href="https://cdn.jsdelivr.net/npm/bootstrap-icons@1.11.1/font/bootstrap-icons.css" rel="stylesheet">
+    <!-- Custom CSS -->
+    <link href="/static/style.css" rel="stylesheet">
+</head>
+<body>
+    <div id="app">
+        <!-- 导航栏 -->
+        <nav class="navbar navbar-expand-lg navbar-dark bg-dark">
+            <div class="container">
+                <a class="navbar-brand" href="#">
+                    <i class="bi bi-currency-bitcoin"></i> BTC 预测交易看板
+                </a>
+                <span class="navbar-text text-light">
+                    <i class="bi bi-clock"></i> {{ serverTime }}
+                </span>
+            </div>
+        </nav>
+
+        <!-- 主容器 -->
+        <div class="container mt-4">
+            <!-- Tab 导航 -->
+            <ul class="nav nav-tabs mb-4" role="tablist">
+                <li class="nav-item">
+                    <button class="nav-link" :class="{ active: activeTab === 'trades' }" 
+                            @click="activeTab = 'trades'">
+                        <i class="bi bi-graph-up"></i> 交易详情
+                    </button>
+                </li>
+                <li class="nav-item">
+                    <button class="nav-link" :class="{ active: activeTab === 'accuracy' }" 
+                            @click="activeTab = 'accuracy'">
+                        <i class="bi bi-bullseye"></i> 模型准确率
+                    </button>
+                </li>
+            </ul>
+
+            <!-- 交易详情 Tab -->
+            <div v-show="activeTab === 'trades'">
+                <!-- 当前交易卡片 -->
+                <div class="card mb-4">
+                    <div class="card-header bg-primary text-white">
+                        <i class="bi bi-lightning-charge"></i> 当前小时交易
+                    </div>
+                    <div class="card-body">
+                        <div v-if="currentTrade" class="row">
+                            <div class="col-md-3">
+                                <div class="stat-card">
+                                    <div class="stat-label">市场</div>
+                                    <div class="stat-value small">{{ currentTrade.market_title || '-' }}</div>
+                                </div>
+                            </div>
+                            <div class="col-md-2">
+                                <div class="stat-card">
+                                    <div class="stat-label">预测方向</div>
+                                    <div class="stat-value" :class="getPredictionClass(currentTrade.prediction)">
+                                        {{ currentTrade.prediction || '-' }}
+                                    </div>
+                                </div>
+                            </div>
+                            <div class="col-md-2">
+                                <div class="stat-card">
+                                    <div class="stat-label">概率</div>
+                                    <div class="stat-value">{{ formatPercent(currentTrade.probability) }}</div>
+                                </div>
+                            </div>
+                            <div class="col-md-2">
+                                <div class="stat-card">
+                                    <div class="stat-label">策略</div>
+                                    <div class="stat-value small">{{ currentTrade.strategy || 'Ensemble' }}</div>
+                                </div>
+                            </div>
+                            <div class="col-md-3">
+                                <div class="stat-card">
+                                    <div class="stat-label">状态</div>
+                                    <div class="stat-value" :class="getStatusClass(currentTrade.status)">
+                                        {{ getStatusText(currentTrade.status) }}
+                                    </div>
+                                </div>
+                            </div>
+                        </div>
+                        <div v-else class="text-center text-muted py-4">
+                            <i class="bi bi-inbox"></i> 暂无交易记录
+                        </div>
+                    </div>
+                </div>
+
+                <!-- 历史交易 -->
+                <div class="card">
+                    <div class="card-header d-flex justify-content-between align-items-center">
+                        <span><i class="bi bi-clock-history"></i> 历史交易记录</span>
+                        <div class="d-flex gap-2">
+                            <input type="month" class="form-control form-control-sm" 
+                                   v-model="tradeFilter.month" @change="loadTradeHistory(1)"
+                                   style="width: 150px;">
+                            <input type="date" class="form-control form-control-sm" 
+                                   v-model="tradeFilter.day" @change="loadTradeHistory(1)"
+                                   style="width: 150px;">
+                            <button class="btn btn-sm btn-outline-secondary" @click="clearTradeFilter">
+                                <i class="bi bi-x-circle"></i> 清除
+                            </button>
+                        </div>
+                    </div>
+                    <div class="card-body p-0">
+                        <div class="table-responsive">
+                            <table class="table table-hover table-striped mb-0">
+                                <thead class="table-light">
+                                    <tr>
+                                        <th>时间 (北京)</th>
+                                        <th>市场</th>
+                                        <th>策略</th>
+                                        <th>预测</th>
+                                        <th>概率</th>
+                                        <th>价格</th>
+                                        <th>状态</th>
+                                    </tr>
+                                </thead>
+                                <tbody>
+                                    <tr v-for="trade in tradeHistory.data" :key="trade.id">
+                                        <td>{{ formatTime(trade.timestamp, trade.timestamp_cst) }}</td>
+                                        <td class="text-truncate" style="max-width: 200px;">
+                                            {{ trade.market_title }}
+                                        </td>
+                                        <td>
+                                            <span class="badge bg-secondary">{{ trade.strategy || 'Ensemble' }}</span>
+                                        </td>
+                                        <td :class="getPredictionClass(trade.prediction)">
+                                            <i :class="trade.prediction === 'UP' ? 'bi-arrow-up' : 'bi-arrow-down'"></i>
+                                            {{ trade.prediction }}
+                                        </td>
+                                        <td>{{ formatPercent(trade.probability) }}</td>
+                                        <td>${{ trade.price?.toFixed(3) }}</td>
+                                        <td :class="getStatusClass(trade.status)">
+                                            {{ getStatusText(trade.status) }}
+                                        </td>
+                                    </tr>
+                                    <tr v-if="!tradeHistory.data?.length">
+                                        <td colspan="7" class="text-center text-muted py-4">
+                                            暂无数据
+                                        </td>
+                                    </tr>
+                                </tbody>
+                            </table>
+                        </div>
+                    </div>
+                    <!-- 分页 -->
+                    <div class="card-footer d-flex justify-content-between align-items-center">
+                        <span class="text-muted">共 {{ tradeHistory.total }} 条</span>
+                        <nav>
+                            <ul class="pagination pagination-sm mb-0">
+                                <li class="page-item" :class="{ disabled: tradeHistory.page <= 1 }">
+                                    <a class="page-link" href="#" @click.prevent="loadTradeHistory(tradeHistory.page - 1)">
+                                        上一页
+                                    </a>
+                                </li>
+                                <li class="page-item disabled">
+                                    <span class="page-link">{{ tradeHistory.page }} / {{ tradeHistory.total_pages }}</span>
+                                </li>
+                                <li class="page-item" :class="{ disabled: tradeHistory.page >= tradeHistory.total_pages }">
+                                    <a class="page-link" href="#" @click.prevent="loadTradeHistory(tradeHistory.page + 1)">
+                                        下一页
+                                    </a>
+                                </li>
+                            </ul>
+                        </nav>
+                    </div>
+                </div>
+            </div>
+
+            <!-- 模型准确率 Tab -->
+            <div v-show="activeTab === 'accuracy'">
+                <!-- 月份筛选 -->
+                <div class="mb-4">
+                    <div class="d-flex gap-2 align-items-center">
+                        <label class="form-label mb-0">选择月份:</label>
+                        <input type="month" class="form-control" v-model="accuracyFilter.month" 
+                               @change="loadAccuracyData" style="width: 180px;">
+                    </div>
+                </div>
+
+                <!-- 当月汇总卡片 -->
+                <div class="row mb-4">
+                    <!-- Ensemble 卡片 -->
+                    <div class="col-md-3">
+                        <div class="card h-100 border-primary shadow-sm">
+                            <div class="card-header bg-primary text-white text-center">
+                                <i class="bi bi-diagram-3"></i> 集成策略 (投票)
+                            </div>
+                            <div class="card-body">
+                                <div class="text-center" v-if="monthlyStats.Ensemble">
+                                    <h2 class="display-6 text-primary fw-bold">{{ monthlyStats.Ensemble.accuracy }}%</h2>
+                                    <div class="text-muted mb-2">准确率</div>
+                                    <div class="d-flex justify-content-between px-3 border-top pt-2">
+                                        <span class="text-success"><i class="bi bi-check-lg"></i> {{ monthlyStats.Ensemble.correct }}</span>
+                                        <span class="text-secondary">{{ monthlyStats.Ensemble.total }} 次</span>
+                                        <span class="text-danger"><i class="bi bi-x-lg"></i> {{ monthlyStats.Ensemble.incorrect }}</span>
+                                    </div>
+                                </div>
+                                <div v-else class="text-center text-muted py-3">暂无数据</div>
+                            </div>
+                        </div>
+                    </div>
+
+                    <!-- DLinear 卡片 -->
+                    <div class="col-md-3">
+                        <div class="card h-100 border-secondary">
+                            <div class="card-header bg-secondary text-white text-center">
+                                <i class="bi bi-graph-up-arrow"></i> DLinear
+                            </div>
+                            <div class="card-body">
+                                <div class="text-center" v-if="monthlyStats.DLinear">
+                                    <h3 class="text-dark">{{ monthlyStats.DLinear.accuracy }}%</h3>
+                                    <div class="text-muted small">准确率</div>
+                                    <div class="mt-2 small text-muted">
+                                        {{ monthlyStats.DLinear.correct }}/{{ monthlyStats.DLinear.total }}
+                                    </div>
+                                </div>
+                                <div v-else class="text-center text-muted py-3">暂无数据</div>
+                            </div>
+                        </div>
+                    </div>
+
+                    <!-- N-BEATS 卡片 -->
+                    <div class="col-md-3">
+                        <div class="card h-100 border-secondary">
+                            <div class="card-header bg-secondary text-white text-center">
+                                <i class="bi bi-soundwave"></i> N-BEATS
+                            </div>
+                            <div class="card-body">
+                                <div class="text-center" v-if="monthlyStats['N-BEATS']">
+                                    <h3 class="text-dark">{{ monthlyStats['N-BEATS'].accuracy }}%</h3>
+                                    <div class="text-muted small">准确率</div>
+                                    <div class="mt-2 small text-muted">
+                                        {{ monthlyStats['N-BEATS'].correct }}/{{ monthlyStats['N-BEATS'].total }}
+                                    </div>
+                                </div>
+                                <div v-else class="text-center text-muted py-3">暂无数据</div>
+                            </div>
+                        </div>
+                    </div>
+
+                    <!-- TTM-R2 卡片 -->
+                    <div class="col-md-3">
+                        <div class="card h-100 border-secondary">
+                            <div class="card-header bg-secondary text-white text-center">
+                                <i class="bi bi-cpu"></i> TTM-R2
+                            </div>
+                            <div class="card-body">
+                                <div class="text-center" v-if="monthlyStats['TTM-R2']">
+                                    <h3 class="text-dark">{{ monthlyStats['TTM-R2'].accuracy }}%</h3>
+                                    <div class="text-muted small">准确率</div>
+                                    <div class="mt-2 small text-muted">
+                                        {{ monthlyStats['TTM-R2'].correct }}/{{ monthlyStats['TTM-R2'].total }}
+                                    </div>
+                                </div>
+                                <div v-else class="text-center text-muted py-3">暂无数据</div>
+                            </div>
+                        </div>
+                    </div>
+                </div>
+
+                <!-- 每日准确率表格 -->
+                <div class="card">
+                    <div class="card-header">
+                        <i class="bi bi-calendar3"></i> 每日准确率概览
+                    </div>
+                    <div class="card-body p-0">
+                        <div class="table-responsive">
+                            <table class="table table-hover mb-0 text-center">
+                                <thead class="table-light">
+                                    <tr>
+                                        <th class="text-start ps-4">日期</th>
+                                        <th>集成策略</th>
+                                        <th>DLinear</th>
+                                        <th>N-BEATS</th>
+                                        <th>TTM-R2</th>
+                                        <th>操作</th>
+                                    </tr>
+                                </thead>
+                                <tbody>
+                                    <tr v-for="day in dailyStats.data" :key="day.date">
+                                        <td class="text-start ps-4">{{ day.date }}</td>
+                                        
+                                        <!-- Ensemble -->
+                                        <td>
+                                            <span v-if="day.Ensemble" :class="getAccuracyClass(day.Ensemble.accuracy)">
+                                                {{ day.Ensemble.accuracy }}%
+                                            </span>
+                                            <span v-else class="text-muted">-</span>
+                                        </td>
+
+                                        <!-- DLinear -->
+                                        <td>
+                                            <span v-if="day.DLinear" :class="getAccuracyClass(day.DLinear.accuracy)">
+                                                {{ day.DLinear.accuracy }}%
+                                            </span>
+                                            <span v-else class="text-muted">-</span>
+                                        </td>
+
+                                        <!-- N-BEATS -->
+                                        <td>
+                                            <span v-if="day['N-BEATS']" :class="getAccuracyClass(day['N-BEATS'].accuracy)">
+                                                {{ day['N-BEATS'].accuracy }}%
+                                            </span>
+                                            <span v-else class="text-muted">-</span>
+                                        </td>
+
+                                        <!-- TTM-R2 -->
+                                        <td>
+                                            <span v-if="day['TTM-R2']" :class="getAccuracyClass(day['TTM-R2'].accuracy)">
+                                                {{ day['TTM-R2'].accuracy }}%
+                                            </span>
+                                            <span v-else class="text-muted">-</span>
+                                        </td>
+
+                                        <td>
+                                            <button class="btn btn-sm btn-outline-primary" 
+                                                    @click="showHourlyDetails(day.date)">
+                                                <i class="bi bi-eye"></i> 详情
+                                            </button>
+                                        </td>
+                                    </tr>
+                                    <tr v-if="!dailyStats.data?.length">
+                                        <td colspan="6" class="text-center text-muted py-4">
+                                            暂无数据
+                                        </td>
+                                    </tr>
+                                </tbody>
+                            </table>
+                        </div>
+                    </div>
+                    <!-- 分页 -->
+                    <div class="card-footer d-flex justify-content-between align-items-center">
+                        <span class="text-muted">共 {{ dailyStats.total }} 天</span>
+                        <nav>
+                            <ul class="pagination pagination-sm mb-0">
+                                <li class="page-item" :class="{ disabled: dailyStats.page <= 1 }">
+                                    <a class="page-link" href="#" @click.prevent="loadDailyStats(dailyStats.page - 1)">
+                                        上一页
+                                    </a>
+                                </li>
+                                <li class="page-item disabled">
+                                    <span class="page-link">{{ dailyStats.page }} / {{ dailyStats.total_pages }}</span>
+                                </li>
+                                <li class="page-item" :class="{ disabled: dailyStats.page >= dailyStats.total_pages }">
+                                    <a class="page-link" href="#" @click.prevent="loadDailyStats(dailyStats.page + 1)">
+                                        下一页
+                                    </a>
+                                </li>
+                            </ul>
+                        </nav>
+                    </div>
+                </div>
+            </div>
+        </div>
+
+        <!-- 每小时详情弹窗 -->
+        <div class="modal fade" id="hourlyModal" tabindex="-1">
+            <div class="modal-dialog modal-xl modal-dialog-scrollable">
+                <div class="modal-content">
+                    <div class="modal-header">
+                        <h5 class="modal-title">
+                            <i class="bi bi-clock"></i> {{ hourlyModal.date }} 每小时预测详情 (北京时间)
+                        </h5>
+                        <button type="button" class="btn-close" data-bs-dismiss="modal"></button>
+                    </div>
+                    <div class="modal-body p-0">
+                        <table class="table table-sm table-hover mb-0 text-center align-middle">
+                            <thead class="table-light sticky-top">
+                                <tr>
+                                    <th>时间</th>
+                                    <th>开盘</th>
+                                    <th>收盘</th>
+                                    <th>实际</th>
+                                    <th class="table-primary">集成策略</th>
+                                    <th>DLinear</th>
+                                    <th>N-BEATS</th>
+                                    <th>TTM-R2</th>
+                                </tr>
+                            </thead>
+                            <tbody>
+                                <tr v-for="hour in hourlyModal.data" :key="hour.hour">
+                                    <td>{{ hour.timestamp_cst ? hour.timestamp_cst.split(' ')[1] : (hour.hour + ':00') }}</td>
+                                    <td>${{ hour.open_price?.toFixed(0) || '-' }}</td>
+                                    <td>${{ hour.close_price?.toFixed(0) || '-' }}</td>
+                                    
+                                    <td :class="hour.actual_result === 1 ? 'text-success fw-bold' : (hour.actual_result === 0 ? 'text-danger fw-bold' : 'text-muted')">
+                                        <i v-if="hour.actual_result !== null" :class="hour.actual_result === 1 ? 'bi-arrow-up' : 'bi-arrow-down'"></i>
+                                        {{ hour.actual_result === 1 ? 'UP' : (hour.actual_result === 0 ? 'DOWN' : '-') }}
+                                    </td>
+
+                                    <!-- Ensemble -->
+                                    <td class="table-primary bg-opacity-10">
+                                        <span v-if="hour.models?.Ensemble" 
+                                              :class="hour.models.Ensemble.is_correct ? 'text-success' : 'text-danger'">
+                                            <i :class="hour.models.Ensemble.prediction === 1 ? 'bi-arrow-up' : 'bi-arrow-down'"></i>
+                                            {{ hour.models.Ensemble.prediction === 1 ? 'UP' : 'DOWN' }}
+                                            <i v-if="hour.actual_result !== null" :class="hour.models.Ensemble.is_correct ? 'bi-check-circle-fill' : 'bi-x-circle-fill'"></i>
+                                        </span>
+                                    </td>
+
+                                    <!-- DLinear -->
+                                    <td>
+                                        <span v-if="hour.models?.DLinear" 
+                                              :class="hour.models.DLinear.is_correct ? 'text-success' : 'text-danger'">
+                                            <i :class="hour.models.DLinear.prediction === 1 ? 'bi-arrow-up' : 'bi-arrow-down'"></i>
+                                            <span class="small text-muted">({{ (hour.models.DLinear.probability * 100).toFixed(0) }}%)</span>
+                                            <i v-if="hour.actual_result !== null" :class="hour.models.DLinear.is_correct ? 'bi-check' : 'bi-x'"></i>
+                                        </span>
+                                    </td>
+
+                                    <!-- N-BEATS -->
+                                    <td>
+                                        <span v-if="hour.models?.['N-BEATS']" 
+                                              :class="hour.models['N-BEATS'].is_correct ? 'text-success' : 'text-danger'">
+                                            <i :class="hour.models['N-BEATS'].prediction === 1 ? 'bi-arrow-up' : 'bi-arrow-down'"></i>
+                                            <i v-if="hour.actual_result !== null" :class="hour.models['N-BEATS'].is_correct ? 'bi-check' : 'bi-x'"></i>
+                                        </span>
+                                    </td>
+
+                                    <!-- TTM-R2 -->
+                                    <td>
+                                        <span v-if="hour.models?.['TTM-R2']" 
+                                              :class="hour.models['TTM-R2'].is_correct ? 'text-success' : 'text-danger'">
+                                            <i :class="hour.models['TTM-R2'].prediction === 1 ? 'bi-arrow-up' : 'bi-arrow-down'"></i>
+                                            <i v-if="hour.actual_result !== null" :class="hour.models['TTM-R2'].is_correct ? 'bi-check' : 'bi-x'"></i>
+                                        </span>
+                                    </td>
+                                </tr>
+                                <tr v-if="!hourlyModal.data?.length">
+                                    <td colspan="8" class="text-center text-muted py-4">
+                                        暂无数据
+                                    </td>
+                                </tr>
+                            </tbody>
+                        </table>
+                    </div>
+                    <div class="modal-footer">
+                        <button type="button" class="btn btn-secondary" data-bs-dismiss="modal">关闭</button>
+                    </div>
+                </div>
+            </div>
+        </div>
+
+        <!-- Loading 遮罩 -->
+        <div v-if="loading" class="loading-overlay">
+            <div class="spinner-border text-primary" role="status">
+                <span class="visually-hidden">加载中...</span>
+            </div>
+        </div>
+    </div>
+
+    <!-- Bootstrap 5 JS -->
+    <script src="https://cdn.jsdelivr.net/npm/bootstrap@5.3.2/dist/js/bootstrap.bundle.min.js"></script>
+    <!-- Vue 3 -->
+    <script src="https://cdn.jsdelivr.net/npm/vue@3.4.15/dist/vue.global.prod.js"></script>
+    <!-- App JS -->
+    <script src="/static/app.js"></script>
+</body>
+</html>

api/static/style.css

@@ -0,0 +1,202 @@
+/**
+ * BTC 预测交易看板 - 自定义样式
+ */
+
+/* 全局样式 */
+body {
+    background-color: #f8f9fa;
+    font-family: -apple-system, BlinkMacSystemFont, 'Segoe UI', Roboto, 'Helvetica Neue', Arial, sans-serif;
+}
+
+/* 导航栏 */
+.navbar-brand {
+    font-weight: 600;
+}
+
+.navbar-brand i {
+    color: #f7931a;
+}
+
+/* Tab 样式 */
+.nav-tabs .nav-link {
+    color: #6c757d;
+    border: none;
+    padding: 0.75rem 1.5rem;
+}
+
+.nav-tabs .nav-link.active {
+    color: #0d6efd;
+    border-bottom: 3px solid #0d6efd;
+    background: transparent;
+}
+
+.nav-tabs .nav-link:hover:not(.active) {
+    border-bottom: 3px solid #dee2e6;
+}
+
+/* 卡片样式 */
+.card {
+    box-shadow: 0 0.125rem 0.25rem rgba(0, 0, 0, 0.075);
+    border-radius: 0.5rem;
+}
+
+.card-header {
+    font-weight: 600;
+    border-radius: 0.5rem 0.5rem 0 0 !important;
+}
+
+/* 统计卡片 */
+.stat-card {
+    padding: 1rem;
+    text-align: center;
+    background: #f8f9fa;
+    border-radius: 0.5rem;
+    height: 100%;
+}
+
+.stat-label {
+    font-size: 0.75rem;
+    color: #6c757d;
+    text-transform: uppercase;
+    letter-spacing: 0.5px;
+    margin-bottom: 0.25rem;
+}
+
+.stat-value {
+    font-size: 1.25rem;
+    font-weight: 600;
+}
+
+.stat-number {
+    font-size: 1.75rem;
+    font-weight: 700;
+}
+
+/* 表格样式 */
+.table {
+    margin-bottom: 0;
+}
+
+.table th {
+    font-weight: 600;
+    font-size: 0.875rem;
+    text-transform: uppercase;
+    letter-spacing: 0.5px;
+    color: #6c757d;
+    border-bottom: 2px solid #dee2e6;
+}
+
+.table td {
+    vertical-align: middle;
+}
+
+.table-hover tbody tr:hover {
+    background-color: rgba(13, 110, 253, 0.05);
+}
+
+/* 涨跌颜色 */
+.text-success {
+    color: #198754 !important;
+}
+
+.text-danger {
+    color: #dc3545 !important;
+}
+
+/* 分页 */
+.pagination {
+    margin-bottom: 0;
+}
+
+.page-link {
+    color: #0d6efd;
+}
+
+.page-item.disabled .page-link {
+    color: #6c757d;
+}
+
+/* Loading 遮罩 */
+.loading-overlay {
+    position: fixed;
+    top: 0;
+    left: 0;
+    width: 100%;
+    height: 100%;
+    background: rgba(255, 255, 255, 0.8);
+    display: flex;
+    align-items: center;
+    justify-content: center;
+    z-index: 9999;
+}
+
+/* 弹窗 */
+.modal-content {
+    border-radius: 0.5rem;
+}
+
+.modal-header {
+    background: #f8f9fa;
+    border-radius: 0.5rem 0.5rem 0 0;
+}
+
+/* 响应式调整 */
+@media (max-width: 768px) {
+    .stat-card {
+        margin-bottom: 1rem;
+    }
+    
+    .card-header .d-flex {
+        flex-direction: column;
+        gap: 0.5rem !important;
+    }
+    
+    .nav-tabs .nav-link {
+        padding: 0.5rem 1rem;
+        font-size: 0.875rem;
+    }
+}
+
+/* 准确率颜色 */
+.accuracy-high {
+    color: #198754;
+    font-weight: 600;
+}
+
+.accuracy-medium {
+    color: #fd7e14;
+    font-weight: 600;
+}
+
+.accuracy-low {
+    color: #dc3545;
+    font-weight: 600;
+}
+
+/* 边框颜色增强 */
+.border-primary {
+    border-color: #0d6efd !important;
+    border-width: 2px !important;
+}
+
+.border-success {
+    border-color: #198754 !important;
+    border-width: 2px !important;
+}
+
+/* 按钮样式 */
+.btn-outline-primary:hover {
+    color: #fff;
+}
+
+/* 截断文本 */
+.text-truncate {
+    overflow: hidden;
+    text-overflow: ellipsis;
+    white-space: nowrap;
+}
+
+/* 间距调整 */
+.gap-2 {
+    gap: 0.5rem !important;
+}

compare_preprocess.py

@@ -0,0 +1,380 @@
+"""对比 test 旧逻辑 vs auto_trade 逻辑的数据处理差异
+
+两种预处理方式：
+- test旧逻辑：整个df一次性预处理，无create_labels，按索引遍历窗口
+- auto_trade逻辑：截取到当前K线的df，含create_labels，取X[-1]预测
+
+对比内容：
+1. 预处理后的df行数差异
+2. 同一时间点的特征值差异（RSI、MACD等）
+3. scaler transform后的值差异
+4. 最终输入窗口的数值差异
+5. 模型输出logits/概率/预测结果差异
+"""
+
+import sys
+import os
+sys.path.insert(0, os.path.dirname(os.path.abspath(__file__)))
+
+import torch
+import numpy as np
+import pandas as pd
+import pickle
+import pandas_ta as ta
+from datetime import timedelta
+from sklearn.preprocessing import StandardScaler
+from data.fetcher import BinanceDataFetcher
+
+# ==================== pickle反序列化需要的占位类 ====================
+
+class ClassificationPreprocessor:
+    """pkl文件中保存的类，pickle.load时需要能找到这个类名"""
+    def __init__(self, lookback=168, forecast_horizon=1):
+        self.lookback = lookback
+        self.forecast_horizon = forecast_horizon
+        self.scaler = StandardScaler()
+        self.is_fitted = False
+
+# ==================== 两种预处理器 ====================
+
+class TestPreprocessor:
+    """test旧逻辑：无create_labels"""
+    def __init__(self, lookback=168):
+        self.lookback = lookback
+        self.scaler = StandardScaler()
+
+    def preprocess(self, df, fit=True):
+        df = df.copy()
+        df['rsi'] = ta.rsi(df['close'], length=14)
+        macd = ta.macd(df['close'])
+        if macd is not None and not macd.empty:
+            df['macd'] = macd.iloc[:, 0]
+            df['macd_hist'] = macd.iloc[:, 1]
+            df['macd_signal'] = macd.iloc[:, 2]
+
+        df = df.dropna().reset_index(drop=True)
+
+        feature_cols = ['open', 'high', 'low', 'close', 'volume',
+                       'rsi', 'macd', 'macd_hist', 'macd_signal']
+
+        if fit:
+            scaled_features = self.scaler.fit_transform(df[feature_cols])
+        else:
+            scaled_features = self.scaler.transform(df[feature_cols])
+
+        X = []
+        valid_indices = []
+        for i in range(len(scaled_features) - self.lookback):
+            X.append(scaled_features[i:i + self.lookback])
+            valid_indices.append(i + self.lookback - 1)
+
+        return np.array(X), df, valid_indices, scaled_features
+
+
+class AutoTradePreprocessor:
+    """auto_trade逻辑：含create_labels"""
+    def __init__(self, lookback=168, forecast_horizon=1):
+        self.lookback = lookback
+        self.forecast_horizon = forecast_horizon
+        self.scaler = StandardScaler()
+
+    def preprocess(self, df, fit=True):
+        df = df.copy()
+        df['rsi'] = ta.rsi(df['close'], length=14)
+        macd = ta.macd(df['close'])
+        if macd is not None and not macd.empty:
+            df['macd'] = macd.iloc[:, 0]
+            df['macd_hist'] = macd.iloc[:, 1]
+            df['macd_signal'] = macd.iloc[:, 2]
+
+        # create_labels: shift + 砍最后一行
+        df['future_price'] = df['close'].shift(-self.forecast_horizon)
+        df['future_return'] = (df['future_price'] - df['close']) / df['close']
+        df['label'] = (df['future_return'] > 0).astype(int)
+        df = df[:-self.forecast_horizon]
+
+        df = df.dropna().reset_index(drop=True)
+
+        feature_cols = ['open', 'high', 'low', 'close', 'volume',
+                       'rsi', 'macd', 'macd_hist', 'macd_signal']
+
+        if fit:
+            scaled_features = self.scaler.fit_transform(df[feature_cols])
+        else:
+            scaled_features = self.scaler.transform(df[feature_cols])
+
+        X = []
+        for i in range(len(scaled_features) - self.lookback):
+            X.append(scaled_features[i:i + self.lookback])
+
+        return np.array(X), df, scaled_features
+
+
+def utc_to_beijing(ts):
+    return ts + timedelta(hours=8)
+
+
+def main():
+    print("=" * 100)
+    print("数据处理对比：test旧逻辑 vs auto_trade逻辑")
+    print("=" * 100)
+
+    device = torch.device('mps' if torch.backends.mps.is_available() else 'cpu')
+
+    # 加载模型和训练时的scaler
+    from models.dlinear.model import DLinear
+    checkpoint = torch.load('./models/checkpoints/dlinear_classification_2026/best_model.pt',
+                            map_location=device, weights_only=False)
+    model = DLinear(checkpoint['config']).to(device).eval()
+    with open('./models/checkpoints/dlinear_classification_2026/preprocessor.pkl', 'rb') as f:
+        trained_preprocessor = pickle.load(f)
+
+    # 提取训练时的scaler参数
+    trained_scaler = trained_preprocessor.scaler
+    print(f"训练时scaler均值: {trained_scaler.mean_}")
+    print(f"训练时scaler方差: {trained_scaler.scale_}")
+
+    # 获取数据
+    print("\n获取数据...")
+    fetcher = BinanceDataFetcher()
+    df_full = fetcher.fetch_ohlcv('BTC', '1h', start_date='2025-12-01', end_date='2026-03-01', use_cache=False)
+    print(f"总行数: {len(df_full)}")
+
+    # 选几个2月10日（北京时间）的时间点做对比
+    # 北京时间02-10 00:00 = UTC 02-09 16:00
+    test_targets_utc = [
+        '2026-02-09 16:00:00',  # 北京 02-10 00:00
+        '2026-02-09 20:00:00',  # 北京 02-10 04:00
+        '2026-02-10 00:00:00',  # 北京 02-10 08:00
+        '2026-02-10 04:00:00',  # 北京 02-10 12:00
+        '2026-02-10 08:00:00',  # 北京 02-10 16:00
+        '2026-02-10 12:00:00',  # 北京 02-10 20:00
+    ]
+
+    feature_cols = ['open', 'high', 'low', 'close', 'volume',
+                   'rsi', 'macd', 'macd_hist', 'macd_signal']
+
+    for target_utc_str in test_targets_utc:
+        target_utc = pd.Timestamp(target_utc_str)
+        target_bj = utc_to_beijing(target_utc)
+
+        # 找到目标K线在df中的索引
+        target_mask = df_full['timestamp'] == target_utc
+        if not target_mask.any():
+            print(f"\n⚠ 找不到 {target_utc_str}，跳过")
+            continue
+
+        target_idx = df_full[target_mask].index[0]
+        input_idx = target_idx - 1  # 输入的最后一根K线
+
+        input_row = df_full.iloc[input_idx]
+        target_row = df_full.iloc[target_idx]
+
+        print(f"\n{'=' * 100}")
+        print(f"目标K线: 北京{target_bj.strftime('%m-%d %H:%M')} (UTC {target_utc_str})")
+        print(f"输入末根: UTC {input_row['timestamp']}  O:{input_row['open']:.2f} H:{input_row['high']:.2f} L:{input_row['low']:.2f} C:{input_row['close']:.2f}")
+        print(f"目标K线: UTC {target_row['timestamp']}  收盘:{target_row['close']:.2f}")
+        print("-" * 100)
+
+        # ===== 方式A: test旧逻辑 =====
+        # 对整个df一次性预处理，按索引找到对应窗口
+        test_prep = TestPreprocessor(lookback=168)
+        test_prep.scaler = trained_scaler  # 使用训练时的scaler
+        X_test, df_test, idx_test, scaled_test = test_prep.preprocess(df_full, fit=False)
+
+        # 找到input_idx对应的窗口
+        # idx_test[i] = i + 168 - 1，所以 input_idx 在 df_test 中的位置需要查找
+        # df_test 是 dropna 后 reset_index 的，timestamp 可能对应不同的行号
+        test_input_mask = df_test['timestamp'] == input_row['timestamp']
+        if test_input_mask.any():
+            test_df_idx = df_test[test_input_mask].index[0]
+            # 对应的窗口序号
+            test_window_i = test_df_idx - 168 + 1
+            if 0 <= test_window_i < len(X_test):
+                X_test_window = X_test[test_window_i]
+            else:
+                X_test_window = None
+                print("  [test] 窗口索引越界")
+        else:
+            test_df_idx = None
+            X_test_window = None
+            print("  [test] 在df_test中找不到对应时间")
+
+        # ===== 方式B: auto_trade逻辑 =====
+        # 截取到input_idx为止，含create_labels
+        df_up_to_t = df_full.iloc[:input_idx + 1]
+        auto_prep = AutoTradePreprocessor(lookback=168)
+        auto_prep.scaler = trained_scaler  # 使用训练时的scaler
+        X_auto, df_auto, scaled_auto = auto_prep.preprocess(df_up_to_t, fit=False)
+
+        if len(X_auto) > 0:
+            X_auto_window = X_auto[-1]  # 取最后一个窗口
+        else:
+            X_auto_window = None
+            print("  [auto] X为空")
+
+        # ===== 对比 =====
+
+        # 1. df行数对比
+        print(f"\n[1] 预处理后df行数")
+        print(f"  test:  {len(df_test)} 行 (整个df, 无create_labels)")
+        print(f"  auto:  {len(df_auto)} 行 (截取到input, 含create_labels砍尾)")
+
+        # 2. 最后一行时间对比
+        print(f"\n[2] 预处理后df最后一行")
+        print(f"  test最后一行: {df_test.iloc[-1]['timestamp']}  close={df_test.iloc[-1]['close']:.2f}")
+        print(f"  auto最后一行: {df_auto.iloc[-1]['timestamp']}  close={df_auto.iloc[-1]['close']:.2f}")
+
+        # 3. 输入末根K线的原始特征对比
+        if test_df_idx is not None:
+            test_features = df_test.loc[test_df_idx, feature_cols]
+            auto_last_row = df_auto.iloc[-1]
+            auto_features = auto_last_row[feature_cols]
+
+            print(f"\n[3] 输入末根K线原始特征值")
+            print(f"  {'特征':<15} {'test值':>15} {'auto值':>15} {'差异':>15}")
+            print(f"  {'-'*60}")
+            for col in feature_cols:
+                tv = test_features[col]
+                av = auto_features[col]
+                diff = tv - av
+                marker = " ⚠" if abs(diff) > 1e-6 else ""
+                print(f"  {col:<15} {tv:>15.6f} {av:>15.6f} {diff:>15.8f}{marker}")
+
+        # 4. scaler transform 后的值对比（输入末根K线）
+        if test_df_idx is not None and X_test_window is not None and X_auto_window is not None:
+            test_scaled_last = scaled_test[test_df_idx]
+            auto_scaled_last = scaled_auto[-1]
+
+            print(f"\n[4] scaler transform 后的值（输入末根K线）")
+            print(f"  {'特征':<15} {'test值':>15} {'auto值':>15} {'差异':>15}")
+            print(f"  {'-'*60}")
+            for j, col in enumerate(feature_cols):
+                tv = test_scaled_last[j]
+                av = auto_scaled_last[j]
+                diff = tv - av
+                marker = " ⚠" if abs(diff) > 1e-6 else ""
+                print(f"  {col:<15} {tv:>15.6f} {av:>15.6f} {diff:>15.8f}{marker}")
+
+        # 5. 输入窗口对比（整个168步窗口）
+        if X_test_window is not None and X_auto_window is not None:
+            window_diff = X_test_window - X_auto_window
+            max_diff = np.max(np.abs(window_diff))
+            mean_diff = np.mean(np.abs(window_diff))
+            nonzero_count = np.count_nonzero(np.abs(window_diff) > 1e-6)
+
+            print(f"\n[5] 输入窗口对比 (168步 × 9特征 = 1512个值)")
+            print(f"  最大绝对差异: {max_diff:.10f}")
+            print(f"  平均绝对差异: {mean_diff:.10f}")
+            print(f"  差异>1e-6的值: {nonzero_count} / 1512")
+
+            if nonzero_count > 0:
+                # 找到差异最大的位置
+                max_pos = np.unravel_index(np.argmax(np.abs(window_diff)), window_diff.shape)
+                print(f"  最大差异位置: 步={max_pos[0]} 特征={feature_cols[max_pos[1]]}")
+                print(f"    test值: {X_test_window[max_pos]:.10f}")
+                print(f"    auto值: {X_auto_window[max_pos]:.10f}")
+
+        # 6. 模型推理对比
+        if X_test_window is not None and X_auto_window is not None:
+            with torch.no_grad():
+                test_tensor = torch.FloatTensor(X_test_window[np.newaxis]).to(device)
+                auto_tensor = torch.FloatTensor(X_auto_window[np.newaxis]).to(device)
+
+                test_logits = model(test_tensor).cpu().numpy().item()
+                auto_logits = model(auto_tensor).cpu().numpy().item()
+
+                test_prob = 1 / (1 + np.exp(-test_logits))
+                auto_prob = 1 / (1 + np.exp(-auto_logits))
+
+                test_pred = "涨" if test_prob > 0.5 else "跌"
+                auto_pred = "涨" if auto_prob > 0.5 else "跌"
+
+                match = "✓ 一致" if test_pred == auto_pred else "✗ 不一致"
+
+            print(f"\n[6] 模型推理结果")
+            print(f"  {'':15} {'test':>15} {'auto':>15} {'差异':>15}")
+            print(f"  {'-'*60}")
+            print(f"  {'logits':<15} {test_logits:>15.8f} {auto_logits:>15.8f} {test_logits-auto_logits:>15.8f}")
+            print(f"  {'概率':<15} {test_prob:>15.8f} {auto_prob:>15.8f} {test_prob-auto_prob:>15.8f}")
+            print(f"  {'预测':<15} {test_pred:>15} {auto_pred:>15} {match:>15}")
+
+    # ===== 全量对比：2月所有小时 =====
+    print(f"\n\n{'=' * 100}")
+    print("全量对比：2月份所有小时预测结果差异统计")
+    print("=" * 100)
+
+    # test方式：一次性预处理
+    test_prep_full = TestPreprocessor(lookback=168)
+    test_prep_full.scaler = trained_scaler
+    X_test_full, df_test_full, idx_test_full, _ = test_prep_full.preprocess(df_full, fit=False)
+
+    # 构建 timestamp -> test窗口索引 的映射
+    test_ts_map = {}
+    for i, idx in enumerate(idx_test_full):
+        ts = df_test_full.iloc[idx]['timestamp']
+        test_ts_map[ts] = i
+
+    total = 0
+    same = 0
+    diff_list = []
+
+    for target_idx in range(1, len(df_full)):
+        target_time_utc = df_full.iloc[target_idx]['timestamp']
+        target_time_bj = utc_to_beijing(target_time_utc)
+        if not (target_time_bj.year == 2026 and target_time_bj.month == 2):
+            continue
+
+        input_idx = target_idx - 1
+        input_ts = df_full.iloc[input_idx]['timestamp']
+
+        # test方式
+        test_i = test_ts_map.get(input_ts)
+        if test_i is None or test_i >= len(X_test_full):
+            continue
+
+        # auto方式
+        df_up_to_t = df_full.iloc[:input_idx + 1]
+        auto_prep_tmp = AutoTradePreprocessor(lookback=168)
+        auto_prep_tmp.scaler = trained_scaler
+        X_auto_tmp, _, _ = auto_prep_tmp.preprocess(df_up_to_t, fit=False)
+        if len(X_auto_tmp) == 0:
+            continue
+
+        with torch.no_grad():
+            test_logits = model(torch.FloatTensor(X_test_full[test_i:test_i+1]).to(device)).cpu().numpy().item()
+            auto_logits = model(torch.FloatTensor(X_auto_tmp[-1:]).to(device)).cpu().numpy().item()
+
+        test_prob = 1 / (1 + np.exp(-test_logits))
+        auto_prob = 1 / (1 + np.exp(-auto_logits))
+        test_pred = 1 if test_prob > 0.5 else 0
+        auto_pred = 1 if auto_prob > 0.5 else 0
+
+        total += 1
+        if test_pred == auto_pred:
+            same += 1
+        else:
+            diff_list.append({
+                'time_bj': target_time_bj.strftime('%m-%d %H:%M'),
+                'test_prob': test_prob,
+                'auto_prob': auto_prob,
+                'test_pred': '涨' if test_pred == 1 else '跌',
+                'auto_pred': '涨' if auto_pred == 1 else '跌',
+            })
+
+    print(f"总预测数: {total}")
+    print(f"结果一致: {same} ({same/total:.1%})")
+    print(f"结果不同: {len(diff_list)} ({len(diff_list)/total:.1%})")
+
+    if diff_list:
+        print(f"\n不一致的时间点:")
+        print(f"  {'北京时间':<15} {'test概率':>10} {'test预测':>8} {'auto概率':>10} {'auto预测':>8}")
+        print(f"  {'-'*55}")
+        for d in diff_list:
+            print(f"  {d['time_bj']:<15} {d['test_prob']:>10.6f} {d['test_pred']:>8} {d['auto_prob']:>10.6f} {d['auto_pred']:>8}")
+
+    print("=" * 100)
+
+
+if __name__ == "__main__":
+    main()

daily_accuracy_analysis.py

@@ -1,460 +0,0 @@
-"""按天统计双模型和三模型的准确率"""
-
-import sys
-import os
-sys.path.insert(0, os.path.dirname(os.path.abspath(__file__)))
-
-import torch
-import pickle
-import numpy as np
-import pandas as pd
-import pandas_ta as ta
-from sklearn.preprocessing import StandardScaler
-from data.fetcher import BinanceDataFetcher
-
-
-# ==================== 预处理器定义 ====================
-
-class ClassificationPreprocessor:
-    """DLinear分类预处理器"""
-    def __init__(self, lookback=168, forecast_horizon=1):
-        self.lookback = lookback
-        self.forecast_horizon = forecast_horizon
-        self.scaler = StandardScaler()
-        self.is_fitted = False
-
-    def add_features(self, df):
-        df = df.copy()
-        df['rsi'] = ta.rsi(df['close'], length=14)
-        macd = ta.macd(df['close'])
-        if macd is not None and not macd.empty:
-            df['macd'] = macd.iloc[:, 0]
-            df['macd_hist'] = macd.iloc[:, 1]
-            df['macd_signal'] = macd.iloc[:, 2]
-        return df
-
-    def create_labels(self, df):
-        df = df.copy()
-        df['future_price'] = df['close'].shift(-self.forecast_horizon)
-        df['future_return'] = (df['future_price'] - df['close']) / df['close']
-        df['label'] = (df['future_return'] > 0).astype(int)
-        return df[:-self.forecast_horizon]
-
-    def preprocess(self, df, fit=True):
-        df = self.add_features(df)
-        df = self.create_labels(df)
-        df = df.dropna().reset_index(drop=True)
-
-        feature_cols = ['open', 'high', 'low', 'close', 'volume',
-                       'rsi', 'macd', 'macd_hist', 'macd_signal']
-
-        if fit:
-            scaled_features = self.scaler.fit_transform(df[feature_cols])
-            self.is_fitted = True
-            self.feature_columns = feature_cols
-        else:
-            scaled_features = self.scaler.transform(df[feature_cols])
-
-        X, y = [], []
-        for i in range(len(scaled_features) - self.lookback):
-            X.append(scaled_features[i:i + self.lookback])
-            y.append(df['label'].iloc[i + self.lookback])
-
-        return np.array(X), np.array(y), df
-
-
-class NBeatsPreprocessor:
-    """N-BEATS预处理器"""
-    def __init__(self, lookback=168, forecast_horizon=1):
-        self.lookback = lookback
-        self.forecast_horizon = forecast_horizon
-        self.price_scaler = StandardScaler()
-        self.is_fitted = False
-
-    def preprocess(self, df, fit=True):
-        df = df.copy()
-        df['future_price'] = df['close'].shift(-self.forecast_horizon)
-        df = df[:-self.forecast_horizon].reset_index(drop=True)
-
-        prices = df['close'].values.reshape(-1, 1)
-        future_prices = df['future_price'].values.reshape(-1, 1)
-
-        if fit:
-            scaled_prices = self.price_scaler.fit_transform(prices)
-            scaled_future = self.price_scaler.transform(future_prices)
-            self.is_fitted = True
-        else:
-            scaled_prices = self.price_scaler.transform(prices)
-            scaled_future = self.price_scaler.transform(future_prices)
-
-        X, y = [], []
-        for i in range(len(scaled_prices) - self.lookback):
-            X.append(scaled_prices[i:i + self.lookback, 0])
-            y.append(scaled_future[i + self.lookback, 0])
-
-        return np.array(X), np.array(y), df
-
-    def inverse_transform_price(self, scaled_price):
-        return self.price_scaler.inverse_transform(scaled_price.reshape(-1, 1)).flatten()
-
-
-def main():
-    print("="*80)
-    print("按天统计：双模型交集 vs 三模型投票 每日准确率分析")
-    print("="*80)
-
-    # ========== 加载模型 ==========
-    print("\n[1/4] 加载模型...")
-
-    device = torch.device('mps' if torch.backends.mps.is_available() else 'cpu')
-
-    # 加载DLinear
-    from models.dlinear.model import DLinear
-    dlinear_checkpoint = torch.load(
-        './models/checkpoints/dlinear_classification_2026/best_model.pt',
-        map_location=device
-    )
-    dlinear_model = DLinear(dlinear_checkpoint['config'])
-    dlinear_model.load_state_dict(dlinear_checkpoint['model_state_dict'])
-    dlinear_model = dlinear_model.to(device)
-    dlinear_model.eval()
-
-    with open('./models/checkpoints/dlinear_classification_2026/preprocessor.pkl', 'rb') as f:
-        dlinear_preprocessor = pickle.load(f)
-
-    # 加载N-BEATS
-    from models.nbeats.model import NBeats
-    nbeats_checkpoint = torch.load(
-        './models/checkpoints/nbeats_btc_1h/best_model.pt',
-        map_location=device
-    )
-    nbeats_model = NBeats(nbeats_checkpoint['config'])
-    nbeats_model.load_state_dict(nbeats_checkpoint['model_state_dict'])
-    nbeats_model = nbeats_model.to(device)
-    nbeats_model.eval()
-
-    with open('./models/checkpoints/nbeats_btc_1h/preprocessor.pkl', 'rb') as f:
-        nbeats_preprocessor = pickle.load(f)
-
-    # 加载TTM-R2
-    from tsfm_public.models.tinytimemixer import TinyTimeMixerForPrediction
-    ttm_model = TinyTimeMixerForPrediction.from_pretrained(
-        "ibm-granite/granite-timeseries-ttm-r2",
-        trust_remote_code=True
-    )
-    ttm_model = ttm_model.to(device)
-    ttm_model.eval()
-
-    print(f"✓ 三个模型已加载")
-
-    # ========== 获取数据 ==========
-    print("\n[2/4] 获取2026年测试数据...")
-    fetcher = BinanceDataFetcher()
-
-    try:
-        df_2026 = fetcher.fetch_ohlcv('BTC', '1h', start_date='2025-12-26',
-                                      end_date='2026-02-02', use_cache=False)
-    except:
-        df_2026 = fetcher.fetch_ohlcv('BTC', '1h', start_date='2025-12-01', use_cache=False)
-
-    print(f"✓ 测试数据: {len(df_2026)} 行")
-
-    # ========== 预处理 ==========
-    print("\n[3/4] 预处理数据...")
-
-    X_dlinear, y_dlinear, df_dlinear = dlinear_preprocessor.preprocess(df_2026, fit=False)
-    X_nbeats, y_nbeats, df_nbeats = nbeats_preprocessor.preprocess(df_2026, fit=False)
-
-    min_samples = min(len(X_dlinear), len(X_nbeats))
-    X_dlinear = X_dlinear[:min_samples]
-    y_dlinear = y_dlinear[:min_samples]
-    X_nbeats = X_nbeats[:min_samples]
-    y_nbeats = y_nbeats[:min_samples]
-
-    # ========== 预测 ==========
-    print("\n[4/4] 执行预测...")
-
-    # DLinear预测
-    X_dlinear_tensor = torch.FloatTensor(X_dlinear).to(device)
-    with torch.no_grad():
-        dlinear_logits = dlinear_model(X_dlinear_tensor).cpu().numpy()
-        dlinear_probs = 1 / (1 + np.exp(-dlinear_logits))
-        dlinear_preds = (dlinear_probs > 0.5).astype(int).flatten()
-
-    # N-BEATS预测
-    X_nbeats_tensor = torch.FloatTensor(X_nbeats).to(device)
-    with torch.no_grad():
-        nbeats_pred_scaled = nbeats_model(X_nbeats_tensor).cpu().numpy()
-
-    nbeats_pred_prices = nbeats_preprocessor.inverse_transform_price(nbeats_pred_scaled)
-    current_open_prices = df_nbeats['open'].iloc[168:168+len(nbeats_pred_prices)].values
-    nbeats_preds = (nbeats_pred_prices > current_open_prices).astype(int)
-
-    # TTM-R2预测
-    context_length = 512
-    ttm_preds_list = []
-    all_prices = df_2026['close'].values
-    all_open_prices = df_2026['open'].values
-
-    for i in range(min_samples):
-        start_idx = i
-        end_idx = start_idx + context_length
-
-        if end_idx > len(all_prices):
-            context_data = all_prices[-context_length:].reshape(1, -1, 1)
-            current_open_price = all_open_prices[min(168 + i, len(all_open_prices) - 1)]
-        else:
-            context_data = all_prices[start_idx:end_idx].reshape(1, -1, 1)
-            current_open_price = all_open_prices[end_idx] if end_idx < len(all_open_prices) else all_open_prices[-1]
-
-        context_tensor = torch.FloatTensor(context_data).to(device)
-
-        with torch.no_grad():
-            output = ttm_model(context_tensor)
-            pred_price = output.prediction_outputs.cpu().numpy()[0, 0, 0]
-
-        ttm_preds_list.append(1 if pred_price > current_open_price else 0)
-
-    ttm_preds = np.array(ttm_preds_list)
-
-    print(f"✓ 预测完成")
-
-    # ========== 构建结果DataFrame ==========
-    # 获取对应的时间戳（第i个样本对应df_2026的第168+i根K线）
-    timestamps = df_2026['timestamp'].iloc[168:168+min_samples].values
-
-    # 转换为美国东部时间 (ET)
-    timestamps_utc = pd.to_datetime(timestamps)
-    timestamps_et = timestamps_utc.tz_localize('UTC').tz_convert('America/New_York')
-    dates = timestamps_et.date
-
-    # 双模型交集
-    two_model_agree_up = (dlinear_preds == 1) & (nbeats_preds == 1)
-    two_model_agree_down = (dlinear_preds == 0) & (nbeats_preds == 0)
-    two_model_preds = np.full(len(dlinear_preds), -1)
-    two_model_preds[two_model_agree_up] = 1
-    two_model_preds[two_model_agree_down] = 0
-
-    # 三模型多数投票
-    vote_sum = dlinear_preds + nbeats_preds + ttm_preds
-    three_model_preds = np.where(vote_sum >= 2, 1, 0)
-
-    # 真实标签
-    true_labels = y_dlinear
-
-    # 创建DataFrame
-    results_df = pd.DataFrame({
-        'date': dates,
-        'timestamp': timestamps,
-        'timestamp_et': timestamps_et,
-        'true_label': true_labels,
-        'dlinear_pred': dlinear_preds,
-        'nbeats_pred': nbeats_preds,
-        'ttm_pred': ttm_preds,
-        'two_model_pred': two_model_preds,
-        'three_model_pred': three_model_preds,
-        'two_model_correct': (two_model_preds == true_labels) & (two_model_preds != -1),
-        'three_model_correct': (three_model_preds == true_labels)
-    })
-
-    # 添加周几信息（美国东部时间）
-    results_df['day_of_week'] = pd.to_datetime(results_df['timestamp_et']).dt.day_name()
-    results_df['is_weekend'] = pd.to_datetime(results_df['timestamp_et']).dt.dayofweek >= 5  # 5=Saturday, 6=Sunday
-
-    # 2026年1月美国重要经济数据发布日期（美国东部时间）
-    # 数据来源：美联储、劳工部等官方日历
-    us_economic_events = {
-        '2026-01-08': ['初请失业金人数'],
-        '2026-01-09': ['非农就业报告 (NFP)', '失业率'],
-        '2026-01-13': ['CPI通胀数据'],
-        '2026-01-14': ['PPI生产者物价指数'],
-        '2026-01-15': ['零售销售数据'],
-        '2026-01-16': ['密歇根大学消费者信心指数'],
-        '2026-01-22': ['初请失业金人数'],
-        '2026-01-27': ['耐用品订单'],
-        '2026-01-28': ['FOMC利率决议', 'GDP初值'],
-        '2026-01-29': ['PCE物价指数', '个人收入与支出'],
-    }
-
-    # ========== 按天统计 ==========
-    print("\n" + "="*80)
-    print("📊 每日准确率统计 (美国东部时间)")
-    print("="*80)
-
-    daily_stats = results_df.groupby('date').agg({
-        'true_label': 'count',  # 总样本数
-        'two_model_pred': lambda x: (x != -1).sum(),  # 双模型有效预测数
-        'two_model_correct': 'sum',  # 双模型正确数
-        'three_model_correct': 'sum',  # 三模型正确数
-        'is_weekend': 'first',  # 是否周末
-        'day_of_week': 'first'  # 星期几
-    })
-
-    daily_stats.columns = ['total_samples', 'two_model_valid', 'two_model_correct',
-                            'three_model_correct', 'is_weekend', 'day_of_week']
-
-    # 计算准确率
-    daily_stats['two_model_accuracy'] = daily_stats['two_model_correct'] / daily_stats['two_model_valid'] * 100
-    daily_stats['three_model_accuracy'] = daily_stats['three_model_correct'] / daily_stats['total_samples'] * 100
-    daily_stats['two_model_coverage'] = daily_stats['two_model_valid'] / daily_stats['total_samples'] * 100
-
-    # 填充NaN（当天没有有效预测）
-    daily_stats['two_model_accuracy'] = daily_stats['two_model_accuracy'].fillna(0)
-
-    # 添加美国经济数据发布标记
-    daily_stats['us_events'] = daily_stats.index.map(
-        lambda x: us_economic_events.get(str(x), [])
-    )
-    daily_stats['has_us_data'] = daily_stats['us_events'].apply(lambda x: len(x) > 0)
-
-    print(f"\n每日详细统计：")
-    print(f"{'日期':<12} {'星期':<10} {'周末':<4} {'美国数据':<4} {'样本':>4} "
-          f"{'双模型%':>8} {'覆盖%':>6} {'三模型%':>8} {'差异':>7}")
-    print("-" * 95)
-
-    for date, row in daily_stats.iterrows():
-        diff = row['two_model_accuracy'] - row['three_model_accuracy']
-        diff_str = f"{diff:+.1f}" if row['two_model_valid'] > 0 else "N/A"
-
-        weekend_mark = "✓" if row['is_weekend'] else ""
-        us_data_mark = "📊" if row['has_us_data'] else ""
-
-        # 根据准确率设置颜色标记
-        two_acc = row['two_model_accuracy']
-        three_acc = row['three_model_accuracy']
-
-        two_mark = "🔥" if two_acc >= 70 else ("✅" if two_acc >= 60 else ("⚠️" if two_acc < 40 else ""))
-        three_mark = "🔥" if three_acc >= 70 else ("✅" if three_acc >= 60 else ("⚠️" if three_acc < 40 else ""))
-
-        print(f"{date} {row['day_of_week'][:3]:>8} {weekend_mark:>4} {us_data_mark:>4} "
-              f"{row['total_samples']:>4.0f} "
-              f"{row['two_model_accuracy']:>7.1f}{two_mark} "
-              f"{row['two_model_coverage']:>5.1f} "
-              f"{row['three_model_accuracy']:>7.1f}{three_mark} "
-              f"{diff_str:>7}")
-
-        # 如果有美国经济数据发布，显示详情
-        if row['has_us_data']:
-            events_str = ", ".join(row['us_events'])
-            print(f"         └─ 📊 {events_str}")
-
-    # ========== 周末 vs 工作日分析 ==========
-    print("\n" + "="*80)
-    print("📅 周末 vs 工作日准确率对比")
-    print("="*80)
-
-    weekend_stats = daily_stats[daily_stats['is_weekend']]
-    weekday_stats = daily_stats[~daily_stats['is_weekend']]
-
-    if len(weekend_stats) > 0:
-        print(f"\n🌴 周末 ({len(weekend_stats)}天):")
-        print(f"  双模型平均准确率: {weekend_stats['two_model_accuracy'].mean():.2f}%")
-        print(f"  三模型平均准确率: {weekend_stats['three_model_accuracy'].mean():.2f}%")
-        print(f"  平均覆盖率: {weekend_stats['two_model_coverage'].mean():.2f}%")
-
-    if len(weekday_stats) > 0:
-        print(f"\n💼 工作日 ({len(weekday_stats)}天):")
-        print(f"  双模型平均准确率: {weekday_stats['two_model_accuracy'].mean():.2f}%")
-        print(f"  三模型平均准确率: {weekday_stats['three_model_accuracy'].mean():.2f}%")
-        print(f"  平均覆盖率: {weekday_stats['two_model_coverage'].mean():.2f}%")
-
-    # ========== 美国数据发布日 vs 普通日分析 ==========
-    print("\n" + "="*80)
-    print("📊 美国经济数据发布日 vs 普通日准确率对比")
-    print("="*80)
-
-    us_data_days = daily_stats[daily_stats['has_us_data']]
-    normal_days = daily_stats[~daily_stats['has_us_data']]
-
-    if len(us_data_days) > 0:
-        print(f"\n📊 美国数据发布日 ({len(us_data_days)}天):")
-        print(f"  双模型平均准确率: {us_data_days['two_model_accuracy'].mean():.2f}%")
-        print(f"  三模型平均准确率: {us_data_days['three_model_accuracy'].mean():.2f}%")
-        print(f"  平均覆盖率: {us_data_days['two_model_coverage'].mean():.2f}%")
-        print(f"\n  具体日期:")
-        for date in us_data_days.index:
-            events = ", ".join(us_data_days.loc[date, 'us_events'])
-            two_acc = us_data_days.loc[date, 'two_model_accuracy']
-            three_acc = us_data_days.loc[date, 'three_model_accuracy']
-            print(f"    {date}: 双{two_acc:.1f}% / 三{three_acc:.1f}% - {events}")
-
-    if len(normal_days) > 0:
-        print(f"\n📅 普通日 ({len(normal_days)}天):")
-        print(f"  双模型平均准确率: {normal_days['two_model_accuracy'].mean():.2f}%")
-        print(f"  三模型平均准确率: {normal_days['three_model_accuracy'].mean():.2f}%")
-        print(f"  平均覆盖率: {normal_days['two_model_coverage'].mean():.2f}%")
-
-    # ========== 分类统计 ==========
-    print("\n" + "="*80)
-    print("📈 准确率分类统计")
-    print("="*80)
-
-    # 双模型交集分类
-    two_model_high = daily_stats[daily_stats['two_model_accuracy'] >= 60]
-    two_model_medium = daily_stats[(daily_stats['two_model_accuracy'] >= 45) &
-                                    (daily_stats['two_model_accuracy'] < 60)]
-    two_model_low = daily_stats[(daily_stats['two_model_accuracy'] > 0) &
-                                 (daily_stats['two_model_accuracy'] < 45)]
-
-    # 三模型投票分类
-    three_model_high = daily_stats[daily_stats['three_model_accuracy'] >= 60]
-    three_model_medium = daily_stats[(daily_stats['three_model_accuracy'] >= 45) &
-                                      (daily_stats['three_model_accuracy'] < 60)]
-    three_model_low = daily_stats[daily_stats['three_model_accuracy'] < 45]
-
-    print(f"\n🔵 双模型交集：")
-    print(f"  高准确率 (>=60%): {len(two_model_high)}天")
-    if len(two_model_high) > 0:
-        print(f"    日期: {', '.join([str(d) for d in two_model_high.index])}")
-        print(f"    平均准确率: {two_model_high['two_model_accuracy'].mean():.1f}%")
-
-    print(f"\n  中等准确率 (45-60%): {len(two_model_medium)}天")
-    if len(two_model_medium) > 0:
-        print(f"    日期: {', '.join([str(d) for d in two_model_medium.index])}")
-        print(f"    平均准确率: {two_model_medium['two_model_accuracy'].mean():.1f}%")
-
-    print(f"\n  低准确率 (<45%): {len(two_model_low)}天")
-    if len(two_model_low) > 0:
-        print(f"    日期: {', '.join([str(d) for d in two_model_low.index])}")
-        print(f"    平均准确率: {two_model_low['two_model_accuracy'].mean():.1f}%")
-
-    print(f"\n🟢 三模型投票：")
-    print(f"  高准确率 (>=60%): {len(three_model_high)}天")
-    if len(three_model_high) > 0:
-        print(f"    日期: {', '.join([str(d) for d in three_model_high.index])}")
-        print(f"    平均准确率: {three_model_high['three_model_accuracy'].mean():.1f}%")
-
-    print(f"\n  中等准确率 (45-60%): {len(three_model_medium)}天")
-    if len(three_model_medium) > 0:
-        print(f"    日期: {', '.join([str(d) for d in three_model_medium.index])}")
-        print(f"    平均准确率: {three_model_medium['three_model_accuracy'].mean():.1f}%")
-
-    print(f"\n  低准确率 (<45%): {len(three_model_low)}天")
-    if len(three_model_low) > 0:
-        print(f"    日期: {', '.join([str(d) for d in three_model_low.index])}")
-        print(f"    平均准确率: {three_model_low['three_model_accuracy'].mean():.1f}%")
-
-    # ========== 总结 ==========
-    print("\n" + "="*80)
-    print("📊 总体统计")
-    print("="*80)
-
-    print(f"\n双模型交集：")
-    print(f"  总体准确率: {(daily_stats['two_model_correct'].sum() / daily_stats['two_model_valid'].sum() * 100):.2f}%")
-    print(f"  总体覆盖率: {(daily_stats['two_model_valid'].sum() / daily_stats['total_samples'].sum() * 100):.2f}%")
-    print(f"  最高日准确率: {daily_stats['two_model_accuracy'].max():.1f}% ({daily_stats['two_model_accuracy'].idxmax()})")
-    print(f"  最低日准确率: {daily_stats[daily_stats['two_model_accuracy'] > 0]['two_model_accuracy'].min():.1f}% ({daily_stats[daily_stats['two_model_accuracy'] > 0]['two_model_accuracy'].idxmin()})")
-
-    print(f"\n三模型投票：")
-    print(f"  总体准确率: {(daily_stats['three_model_correct'].sum() / daily_stats['total_samples'].sum() * 100):.2f}%")
-    print(f"  覆盖率: 100%")
-    print(f"  最高日准确率: {daily_stats['three_model_accuracy'].max():.1f}% ({daily_stats['three_model_accuracy'].idxmax()})")
-    print(f"  最低日准确率: {daily_stats['three_model_accuracy'].min():.1f}% ({daily_stats['three_model_accuracy'].idxmin()})")
-
-    print("\n" + "="*80)
-    print("✓ 每日准确率统计完成!")
-    print("="*80)
-
-
-if __name__ == "__main__":
-    main()

data/database.py

@@ -0,0 +1,157 @@
+import pymysql
+import pandas as pd
+from typing import Optional
+from contextlib import contextmanager
+import os
+from dotenv import load_dotenv
+from sqlalchemy import create_engine, text
+
+load_dotenv()
+
+
+class DatabaseManager:
+    """管理 OHLCV 数据的 MySQL 数据库"""
+
+    def __init__(self, db_path: str = None):
+        """初始化数据库管理器 (db_path 参数已废弃，仅为兼容性保留)"""
+        self._engine = None
+        self.initialize_db()
+    
+    def _get_sqlalchemy_engine(self):
+        """获取 SQLAlchemy 引擎（用于 pandas read_sql）"""
+        if self._engine is None:
+            host = os.getenv('MYSQL_HOST')
+            port = os.getenv('MYSQL_PORT', 3306)
+            user = os.getenv('MYSQL_USER')
+            password = os.getenv('MYSQL_PASSWORD')
+            database = os.getenv('MYSQL_DB')
+            self._engine = create_engine(
+                f"mysql+pymysql://{user}:{password}@{host}:{port}/{database}?charset=utf8mb4"
+            )
+        return self._engine
+
+    @contextmanager
+    def get_connection(self):
+        """获取 MySQL 数据库连接"""
+        conn = pymysql.connect(
+            host=os.getenv('MYSQL_HOST'),
+            port=int(os.getenv('MYSQL_PORT', 3306)),
+            user=os.getenv('MYSQL_USER'),
+            password=os.getenv('MYSQL_PASSWORD'),
+            database=os.getenv('MYSQL_DB'),
+            charset='utf8mb4',
+        )
+        try:
+            yield conn
+        finally:
+            conn.close()
+
+    def initialize_db(self):
+        """创建表（如果不存在）"""
+        with self.get_connection() as conn:
+            cursor = conn.cursor()
+            cursor.execute("""
+                CREATE TABLE IF NOT EXISTS ohlcv (
+                    timestamp DATETIME,
+                    symbol VARCHAR(20),
+                    timeframe VARCHAR(10),
+                    open DOUBLE,
+                    high DOUBLE,
+                    low DOUBLE,
+                    close DOUBLE,
+                    volume DOUBLE,
+                    PRIMARY KEY (symbol, timeframe, timestamp),
+                    INDEX idx_ohlcv_time (symbol, timeframe, timestamp)
+                ) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4;
+            """)
+            conn.commit()
+
+    def save_ohlcv(self, df: pd.DataFrame, symbol: str, timeframe: str):
+        """保存 OHLCV 数据到数据库 (Upsert)"""
+        if df.empty:
+            return
+
+        # 确保 timestamp 是 datetime 类型
+        df = df.copy()
+        if not pd.api.types.is_datetime64_any_dtype(df['timestamp']):
+            df['timestamp'] = pd.to_datetime(df['timestamp'])
+            
+        # 转换为字符串格式
+        df['timestamp'] = df['timestamp'].dt.strftime('%Y-%m-%d %H:%M:%S')
+        
+        # 添加元数据列
+        if 'symbol' not in df.columns:
+            df['symbol'] = symbol
+        if 'timeframe' not in df.columns:
+            df['timeframe'] = timeframe
+        
+        cols = ['timestamp', 'symbol', 'timeframe', 'open', 'high', 'low', 'close', 'volume']
+        data = [tuple(row) for row in df[cols].values]
+        
+        with self.get_connection() as conn:
+            cursor = conn.cursor()
+            sql = """
+                REPLACE INTO ohlcv 
+                (timestamp, symbol, timeframe, open, high, low, close, volume)
+                VALUES (%s, %s, %s, %s, %s, %s, %s, %s)
+            """
+            cursor.executemany(sql, data)
+            conn.commit()
+
+    def get_ohlcv(self, symbol: str, timeframe: str, start_date: Optional[str] = None, end_date: Optional[str] = None) -> pd.DataFrame:
+        """从数据库获取 OHLCV 数据"""
+        
+        query = """
+            SELECT timestamp, open, high, low, close, volume 
+            FROM ohlcv 
+            WHERE symbol = :p0 AND timeframe = :p1
+        """
+        params = {'p0': symbol, 'p1': timeframe}
+        param_idx = 2
+
+        if start_date:
+            query += f" AND timestamp >= :p{param_idx}"
+            params[f'p{param_idx}'] = start_date
+            param_idx += 1
+        
+        if end_date:
+            # 处理 'YYYY-MM-DD' 格式
+            if len(str(end_date)) == 10:
+                query += f" AND timestamp < DATE_ADD(:p{param_idx}, INTERVAL 1 DAY)"
+            else:
+                query += f" AND timestamp <= :p{param_idx}"
+            params[f'p{param_idx}'] = end_date
+            
+        query += " ORDER BY timestamp ASC"
+
+        engine = self._get_sqlalchemy_engine()
+        with engine.connect() as conn:
+            df = pd.read_sql_query(text(query), conn, params=params, parse_dates=['timestamp'])
+            
+        return df
+
+    def get_latest_timestamp(self, symbol: str, timeframe: str) -> Optional[pd.Timestamp]:
+        """获取指定 symbol/timeframe 的最新时间戳"""
+        with self.get_connection() as conn:
+            cursor = conn.cursor()
+            cursor.execute("""
+                SELECT MAX(timestamp) 
+                FROM ohlcv 
+                WHERE symbol = %s AND timeframe = %s
+            """, (symbol, timeframe))
+            result = cursor.fetchone()
+            
+        return pd.to_datetime(result[0]) if result and result[0] else None
+
+    def get_earliest_timestamp(self, symbol: str, timeframe: str) -> Optional[pd.Timestamp]:
+        """获取指定 symbol/timeframe 的最早时间戳"""
+        with self.get_connection() as conn:
+            cursor = conn.cursor()
+            cursor.execute("""
+                SELECT MIN(timestamp) 
+                FROM ohlcv 
+                WHERE symbol = %s AND timeframe = %s
+            """, (symbol, timeframe))
+            result = cursor.fetchone()
+            
+        return pd.to_datetime(result[0]) if result and result[0] else None

data/fetcher.py

@@ -10,6 +10,8 @@ from binance.client import Client
 import pytz
 from dotenv import load_dotenv
 
+from data.database import DatabaseManager
+
 # 加载环境变量
 load_dotenv()
 
@@ -23,10 +25,10 @@ class BinanceDataFetcher:
     }
 
     def __init__(self, cache_dir: str = "./data/cache"):
-        """初始化Binance客户端和缓存目录
+        """初始化Binance客户端和数据库管理器
         
         Args:
-            cache_dir: 缓存下载数据的目录
+            cache_dir: 缓存/数据库目录
         """
         # 配置代理
         proxies = None
@@ -58,8 +60,8 @@ class BinanceDataFetcher:
             print("  3. 或者使用已缓存的数据")
             self.client = None
 
-        self.cache_dir = Path(cache_dir)
+        # 初始化数据库管理器
-        self.cache_dir.mkdir(parents=True, exist_ok=True)
+        self.db_manager = DatabaseManager(os.path.join(cache_dir, "market_data.db"))
 
     def fetch_ohlcv(
         self,
@@ -81,21 +83,7 @@ class BinanceDataFetcher:
         Returns:
             包含以下列的DataFrame: timestamp, open, high, low, close, volume
         """
-        # 生成缓存文件名
+        # 设置日期范围
-        cache_file = self._get_cache_filename(symbol, timeframe, start_date, end_date)
-
-        # 检查缓存
-        if use_cache and cache_file.exists():
-            print(f"从缓存加载数据：{cache_file}")
-            return pd.read_csv(cache_file, parse_dates=['timestamp'])
-
-        # 检查客户端是否可用
-        if self.client is None:
-            raise ConnectionError(
-                "Binance客户端不可用。请使用VPN或使用已缓存的数据。"
-            )
-
-        # 设置默认日期
         if end_date is None:
             end_dt = datetime.now(pytz.UTC)
         else:
@@ -106,6 +94,34 @@ class BinanceDataFetcher:
         else:
             start_dt = datetime.strptime(start_date, '%Y-%m-%d').replace(tzinfo=pytz.UTC)
 
+        start_str = start_dt.strftime('%Y-%m-%d')
+        end_str = end_dt.strftime('%Y-%m-%d')
+
+        # 1. 尝试从数据库获取数据
+        df = pd.DataFrame()
+        if use_cache:
+            df = self.db_manager.get_ohlcv(symbol, timeframe, start_str, end_str)
+            
+            # 检查数据是否足够
+            if not df.empty:
+                min_ts = df['timestamp'].min().replace(tzinfo=pytz.UTC)
+                max_ts = df['timestamp'].max().replace(tzinfo=pytz.UTC)
+                
+                # 简单判断覆盖范围 (容忍少量缺失)
+                if min_ts <= start_dt + timedelta(days=2) and max_ts >= end_dt - timedelta(days=2):
+                    print(f"从数据库加载数据：{symbol} {timeframe} ({len(df)} rows)")
+                    return df
+
+        # 2. 从API获取数据
+        if self.client is None:
+            if not df.empty:
+                 print(f"⚠ API不可用，返回数据库现有数据 ({len(df)} rows)")
+                 return df
+            
+            raise ConnectionError(
+                "Binance客户端不可用。请使用VPN或确保数据库有数据。"
+            )
+
         # Binance使用USDT交易对
         pair = f"{symbol}USDT"
         interval = self.INTERVALS[timeframe]
@@ -113,53 +129,47 @@ class BinanceDataFetcher:
         print(f"获取 {symbol} {timeframe} 数据，时间范围：{start_dt.date()} 至 {end_dt.date()}...")
 
         # 获取K线数据
+        try:
             klines = self.client.get_historical_klines(
                 symbol=pair,
                 interval=interval,
                 start_str=str(int(start_dt.timestamp() * 1000)),
                 end_str=str(int(end_dt.timestamp() * 1000))
             )
+        except Exception as e:
+            if not df.empty:
+                print(f"⚠ API请求失败 ({e})，返回数据库现有数据")
+                return df
+            raise e
 
         if not klines:
+             if not df.empty:
+                 return df
              raise ValueError(f"未获取到 {symbol} {timeframe} 的数据")
 
         # 转换为DataFrame
-        df = pd.DataFrame(klines, columns=[
+        new_df = pd.DataFrame(klines, columns=[
             'timestamp', 'open', 'high', 'low', 'close', 'volume',
             'close_time', 'quote_volume', 'trades', 'taker_buy_base',
             'taker_buy_quote', 'ignore'
         ])
 
         # 选择并转换列
-        df = df[['timestamp', 'open', 'high', 'low', 'close', 'volume']].copy()
+        new_df = new_df[['timestamp', 'open', 'high', 'low', 'close', 'volume']].copy()
-        df['timestamp'] = pd.to_datetime(df['timestamp'], unit='ms')
+        new_df['timestamp'] = pd.to_datetime(new_df['timestamp'], unit='ms')
 
         for col in ['open', 'high', 'low', 'close', 'volume']:
-            df[col] = df[col].astype(float)
+            new_df[col] = new_df[col].astype(float)
 
         # 按时间排序
-        df = df.sort_values('timestamp').reset_index(drop=True)
+        new_df = new_df.sort_values('timestamp').reset_index(drop=True)
 
-        print(f"已获取 {len(df)} 行数据，时间范围：{df['timestamp'].min()} 至 {df['timestamp'].max()}")
+        print(f"已获取 {len(new_df)} 行数据")
 
-        # 保存到缓存
+        # 保存到数据库
-        df.to_csv(cache_file, index=False)
+        self.db_manager.save_ohlcv(new_df, symbol, timeframe)
-        print(f"已缓存数据至：{cache_file}")
         
-        return df
+        return new_df
-
-    def _get_cache_filename(
-        self,
-        symbol: str,
-        timeframe: str,
-        start_date: Optional[str],
-        end_date: Optional[str]
-    ) -> Path:
-        """根据参数生成缓存文件名"""
-        start = start_date or "1y"
-        end = end_date or "now"
-        filename = f"{symbol}_{timeframe}_{start}_{end}.csv"
-        return self.cache_dir / filename
 
     def get_latest_price(self, symbol: Literal['BTC', 'ETH', 'SOL']) -> float:
         """获取符号的当前价格
@@ -187,5 +197,8 @@ if __name__ == "__main__":
     print(f"日期范围：{df['timestamp'].min()} 至 {df['timestamp'].max()}")
 
     # 获取当前价格
+    try:
         current_price = fetcher.get_latest_price('BTC')
         print(f"\n当前BTC价格：${current_price:,.2f}")
+    except:
+        print("\n无法获取当前价格")

data/trading_db.py

@@ -0,0 +1,111 @@
+import pymysql
+from datetime import datetime
+import json
+import os
+from contextlib import contextmanager
+from dotenv import load_dotenv
+
+load_dotenv()
+
+
+class TradingDatabase:
+    """交易数据库管理类 - 用于记录交易历史和预测结果 (MySQL)"""
+    
+    def __init__(self, db_path=None):
+        """初始化 (db_path 参数已废弃，仅为兼容性保留)"""
+        self._init_db()
+
+    @contextmanager
+    def get_connection(self):
+        """获取 MySQL 数据库连接"""
+        conn = pymysql.connect(
+            host=os.getenv('MYSQL_HOST'),
+            port=int(os.getenv('MYSQL_PORT', 3306)),
+            user=os.getenv('MYSQL_USER'),
+            password=os.getenv('MYSQL_PASSWORD'),
+            database=os.getenv('MYSQL_DB'),
+            charset='utf8mb4',
+            cursorclass=pymysql.cursors.DictCursor
+        )
+        try:
+            yield conn
+        finally:
+            conn.close()
+
+    def _init_db(self):
+        """初始化数据库表结构"""
+        with self.get_connection() as conn:
+            cursor = conn.cursor()
+            cursor.execute('''
+                CREATE TABLE IF NOT EXISTS trades (
+                    id INT AUTO_INCREMENT PRIMARY KEY,
+                    timestamp DATETIME,
+                    market_title VARCHAR(255),
+                    market_slug VARCHAR(255),
+                    model_name VARCHAR(50),
+                    prediction VARCHAR(10),
+                    probability DOUBLE,
+                    action VARCHAR(10),
+                    price DOUBLE,
+                    amount DOUBLE,
+                    size DOUBLE,
+                    status VARCHAR(20),
+                    error_message TEXT,
+                    raw_data JSON,
+                    created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
+                    INDEX idx_market_slug (market_slug),
+                    INDEX idx_status (status)
+                ) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4;
+            ''')
+            conn.commit()
+
+    def log_trade(self, trade_data: dict):
+        """记录交易信息"""
+        try:
+            with self.get_connection() as conn:
+                cursor = conn.cursor()
+                
+                timestamp = trade_data.get('timestamp', datetime.now().isoformat())
+                raw_data_json = json.dumps(trade_data.get('raw_data', {}), ensure_ascii=False)
+                
+                sql = '''
+                    INSERT INTO trades (
+                        timestamp, market_title, market_slug, model_name,
+                        prediction, probability, action, price, amount, size,
+                        status, strategy, error_message, raw_data
+                    ) VALUES (%s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s)
+                '''
+                
+                cursor.execute(sql, (
+                    timestamp,
+                    trade_data.get('market_title'),
+                    trade_data.get('market_slug'),
+                    trade_data.get('model_name'),
+                    trade_data.get('prediction'),
+                    trade_data.get('probability'),
+                    trade_data.get('action'),
+                    trade_data.get('price'),
+                    trade_data.get('amount'),
+                    trade_data.get('size'),
+                    trade_data.get('status'),
+                    trade_data.get('strategy'),
+                    trade_data.get('error_message'),
+                    raw_data_json
+                ))
+                conn.commit()
+        except Exception as e:
+            print(f"写入数据库失败: {e}")
+
+    def check_existing_trade(self, market_slug: str, status: str = 'success') -> bool:
+        """检查指定市场是否已有成功交易记录"""
+        try:
+            with self.get_connection() as conn:
+                cursor = conn.cursor()
+                sql = 'SELECT COUNT(*) as cnt FROM trades WHERE market_slug = %s AND status = %s'
+                cursor.execute(sql, (market_slug, status))
+                result = cursor.fetchone()
+                count = result['cnt'] if result else 0
+                return count > 0
+        except Exception as e:
+            print(f"检查已存在交易失败: {e}")
+            return False

dlinear_prob_distribution.py

@@ -1,406 +0,0 @@
-"""分析DLinear输出概率值的偏向性及其对集成策略的影响"""
-
-import sys
-import os
-sys.path.insert(0, os.path.dirname(os.path.abspath(__file__)))
-
-import torch
-import pickle
-import numpy as np
-import pandas as pd
-import pandas_ta as ta
-from sklearn.preprocessing import StandardScaler
-from data.fetcher import BinanceDataFetcher
-
-
-# ==================== 预处理器定义 ====================
-
-class ClassificationPreprocessor:
-    """DLinear分类预处理器"""
-    def __init__(self, lookback=168, forecast_horizon=1):
-        self.lookback = lookback
-        self.forecast_horizon = forecast_horizon
-        self.scaler = StandardScaler()
-        self.is_fitted = False
-
-    def add_features(self, df):
-        df = df.copy()
-        df['rsi'] = ta.rsi(df['close'], length=14)
-        macd = ta.macd(df['close'])
-        if macd is not None and not macd.empty:
-            df['macd'] = macd.iloc[:, 0]
-            df['macd_hist'] = macd.iloc[:, 1]
-            df['macd_signal'] = macd.iloc[:, 2]
-        return df
-
-    def create_labels(self, df):
-        df = df.copy()
-        df['future_price'] = df['close'].shift(-self.forecast_horizon)
-        df['future_return'] = (df['future_price'] - df['close']) / df['close']
-        df['label'] = (df['future_return'] > 0).astype(int)
-        return df[:-self.forecast_horizon]
-
-    def preprocess(self, df, fit=True):
-        df = self.add_features(df)
-        df = self.create_labels(df)
-        df = df.dropna().reset_index(drop=True)
-
-        feature_cols = ['open', 'high', 'low', 'close', 'volume',
-                       'rsi', 'macd', 'macd_hist', 'macd_signal']
-
-        if fit:
-            scaled_features = self.scaler.fit_transform(df[feature_cols])
-            self.is_fitted = True
-            self.feature_columns = feature_cols
-        else:
-            scaled_features = self.scaler.transform(df[feature_cols])
-
-        X, y = [], []
-        for i in range(len(scaled_features) - self.lookback):
-            X.append(scaled_features[i:i + self.lookback])
-            y.append(df['label'].iloc[i + self.lookback])
-
-        return np.array(X), np.array(y), df
-
-
-class NBeatsPreprocessor:
-    """N-BEATS预处理器"""
-    def __init__(self, lookback=168, forecast_horizon=1):
-        self.lookback = lookback
-        self.forecast_horizon = forecast_horizon
-        self.price_scaler = StandardScaler()
-        self.is_fitted = False
-
-    def preprocess(self, df, fit=True):
-        df = df.copy()
-        df['future_price'] = df['close'].shift(-self.forecast_horizon)
-        df = df[:-self.forecast_horizon].reset_index(drop=True)
-
-        prices = df['close'].values.reshape(-1, 1)
-        future_prices = df['future_price'].values.reshape(-1, 1)
-
-        if fit:
-            scaled_prices = self.price_scaler.fit_transform(prices)
-            scaled_future = self.price_scaler.transform(future_prices)
-            self.is_fitted = True
-        else:
-            scaled_prices = self.price_scaler.transform(prices)
-            scaled_future = self.price_scaler.transform(future_prices)
-
-        X, y = [], []
-        for i in range(len(scaled_prices) - self.lookback):
-            X.append(scaled_prices[i:i + self.lookback, 0])
-            y.append(scaled_future[i + self.lookback, 0])
-
-        return np.array(X), np.array(y), df
-
-    def inverse_transform_price(self, scaled_price):
-        return self.price_scaler.inverse_transform(scaled_price.reshape(-1, 1)).flatten()
-
-
-def main():
-    print("="*80)
-    print("DLinear输出概率值分布分析 - 以0.1阶梯统计")
-    print("="*80)
-
-    # ========== 加载模型 ==========
-    print("\n[1/4] 加载模型...")
-
-    device = torch.device('mps' if torch.backends.mps.is_available() else 'cpu')
-
-    # 加载DLinear
-    from models.dlinear.model import DLinear
-    dlinear_checkpoint = torch.load(
-        './models/checkpoints/dlinear_classification_2026/best_model.pt',
-        map_location=device
-    )
-    dlinear_model = DLinear(dlinear_checkpoint['config'])
-    dlinear_model.load_state_dict(dlinear_checkpoint['model_state_dict'])
-    dlinear_model = dlinear_model.to(device)
-    dlinear_model.eval()
-
-    with open('./models/checkpoints/dlinear_classification_2026/preprocessor.pkl', 'rb') as f:
-        dlinear_preprocessor = pickle.load(f)
-
-    # 加载N-BEATS
-    from models.nbeats.model import NBeats
-    nbeats_checkpoint = torch.load(
-        './models/checkpoints/nbeats_btc_1h/best_model.pt',
-        map_location=device
-    )
-    nbeats_model = NBeats(nbeats_checkpoint['config'])
-    nbeats_model.load_state_dict(nbeats_checkpoint['model_state_dict'])
-    nbeats_model = nbeats_model.to(device)
-    nbeats_model.eval()
-
-    with open('./models/checkpoints/nbeats_btc_1h/preprocessor.pkl', 'rb') as f:
-        nbeats_preprocessor = pickle.load(f)
-
-    # 加载TTM-R2
-    from tsfm_public.models.tinytimemixer import TinyTimeMixerForPrediction
-    ttm_model = TinyTimeMixerForPrediction.from_pretrained(
-        "ibm-granite/granite-timeseries-ttm-r2",
-        trust_remote_code=True
-    )
-    ttm_model = ttm_model.to(device)
-    ttm_model.eval()
-
-    print(f"✓ 三个模型已加载")
-
-    # ========== 获取数据 ==========
-    print("\n[2/4] 获取2026年测试数据...")
-    fetcher = BinanceDataFetcher()
-
-    try:
-        df_2026 = fetcher.fetch_ohlcv('BTC', '1h', start_date='2026-01-01',
-                                      end_date='2026-12-31', use_cache=False)
-    except:
-        df_2026 = fetcher.fetch_ohlcv('BTC', '1h', start_date='2025-12-01', use_cache=False)
-
-    print(f"✓ 测试数据: {len(df_2026)} 行")
-
-    # ========== 预处理 ==========
-    print("\n[3/4] 预处理数据...")
-
-    X_dlinear, y_dlinear, df_dlinear = dlinear_preprocessor.preprocess(df_2026, fit=False)
-    X_nbeats, y_nbeats, df_nbeats = nbeats_preprocessor.preprocess(df_2026, fit=False)
-
-    min_samples = min(len(X_dlinear), len(X_nbeats))
-    X_dlinear = X_dlinear[:min_samples]
-    y_dlinear = y_dlinear[:min_samples]
-    X_nbeats = X_nbeats[:min_samples]
-    y_nbeats = y_nbeats[:min_samples]
-
-    # ========== 预测并获取DLinear概率值 ==========
-    print("\n[4/4] 执行预测并分析DLinear输出概率...")
-
-    # DLinear预测（保留概率值）
-    X_dlinear_tensor = torch.FloatTensor(X_dlinear).to(device)
-    with torch.no_grad():
-        dlinear_logits = dlinear_model(X_dlinear_tensor).cpu().numpy()
-        dlinear_probs = 1 / (1 + np.exp(-dlinear_logits.flatten()))  # sigmoid概率
-        dlinear_preds = (dlinear_probs > 0.5).astype(int)
-
-    # N-BEATS预测
-    X_nbeats_tensor = torch.FloatTensor(X_nbeats).to(device)
-    with torch.no_grad():
-        nbeats_pred_scaled = nbeats_model(X_nbeats_tensor).cpu().numpy()
-
-    nbeats_pred_prices = nbeats_preprocessor.inverse_transform_price(nbeats_pred_scaled)
-    current_open_prices = df_nbeats['open'].iloc[168:168+len(nbeats_pred_prices)].values
-    nbeats_preds = (nbeats_pred_prices > current_open_prices).astype(int)
-
-    # TTM-R2预测
-    context_length = 512
-    ttm_preds_list = []
-    all_prices = df_2026['close'].values
-    all_open_prices = df_2026['open'].values
-
-    for i in range(min_samples):
-        start_idx = i
-        end_idx = start_idx + context_length
-
-        if end_idx > len(all_prices):
-            context_data = all_prices[-context_length:].reshape(1, -1, 1)
-            current_open_price = all_open_prices[min(168 + i, len(all_open_prices) - 1)]
-        else:
-            context_data = all_prices[start_idx:end_idx].reshape(1, -1, 1)
-            current_open_price = all_open_prices[end_idx] if end_idx < len(all_open_prices) else all_open_prices[-1]
-
-        context_tensor = torch.FloatTensor(context_data).to(device)
-
-        with torch.no_grad():
-            output = ttm_model(context_tensor)
-            pred_price = output.prediction_outputs.cpu().numpy()[0, 0, 0]
-
-        ttm_preds_list.append(1 if pred_price > current_open_price else 0)
-
-    ttm_preds = np.array(ttm_preds_list)
-
-    # 双模型交集
-    two_model_agree_up = (dlinear_preds == 1) & (nbeats_preds == 1)
-    two_model_agree_down = (dlinear_preds == 0) & (nbeats_preds == 0)
-    two_model_valid = two_model_agree_up | two_model_agree_down
-
-    # 三模型多数投票
-    vote_sum = dlinear_preds + nbeats_preds + ttm_preds
-    three_model_preds = np.where(vote_sum >= 2, 1, 0)
-
-    # 真实标签
-    true_labels = y_dlinear
-
-    print(f"✓ 预测完成，开始分析DLinear概率分布...")
-
-    # ========== 按0.1阶梯分析 ==========
-    print("\n" + "="*80)
-    print("📊 DLinear输出概率分布分析（0.1阶梯）")
-    print("="*80)
-
-    # 定义概率区间
-    prob_bins = np.arange(0, 1.1, 0.1)
-    prob_labels = [f"{i/10:.1f}-{(i+1)/10:.1f}" for i in range(10)]
-
-    # 为每个样本分配到概率区间
-    prob_bin_indices = np.digitize(dlinear_probs, prob_bins) - 1
-    prob_bin_indices = np.clip(prob_bin_indices, 0, 9)  # 确保在0-9范围内
-
-    # 初始化统计
-    stats = []
-
-    for i, bin_label in enumerate(prob_labels):
-        mask = prob_bin_indices == i
-        count = mask.sum()
-
-        if count == 0:
-            continue
-
-        # 该区间的真实标签
-        bin_true = true_labels[mask]
-
-        # 该区间DLinear的预测
-        bin_dlinear_pred = dlinear_preds[mask]
-
-        # 该区间在双模型交集中的表现
-        bin_two_model_valid = two_model_valid[mask]
-        bin_two_model_pred = np.full(count, -1)
-        bin_two_model_pred[two_model_agree_up[mask]] = 1
-        bin_two_model_pred[two_model_agree_down[mask]] = 0
-
-        # 该区间在三模型投票中的表现
-        bin_three_model_pred = three_model_preds[mask]
-
-        # 计算统计
-        dlinear_acc = (bin_dlinear_pred == bin_true).mean() * 100 if count > 0 else 0
-
-        two_model_valid_count = bin_two_model_valid.sum()
-        two_model_acc = ((bin_two_model_pred == bin_true) & (bin_two_model_pred != -1)).sum() / two_model_valid_count * 100 if two_model_valid_count > 0 else 0
-        two_model_coverage = two_model_valid_count / count * 100
-
-        three_model_acc = (bin_three_model_pred == bin_true).mean() * 100 if count > 0 else 0
-
-        # 平均概率值
-        avg_prob = dlinear_probs[mask].mean()
-
-        # 预测倾向
-        pred_up = bin_dlinear_pred.mean() * 100
-
-        stats.append({
-            'bin': bin_label,
-            'count': count,
-            'avg_prob': avg_prob,
-            'pred_up_pct': pred_up,
-            'dlinear_acc': dlinear_acc,
-            'two_model_acc': two_model_acc,
-            'two_model_cov': two_model_coverage,
-            'three_model_acc': three_model_acc
-        })
-
-    # 转换为DataFrame
-    stats_df = pd.DataFrame(stats)
-
-    # 显示统计表
-    print("\n概率区间分析：")
-    print(f"{'区间':<10} {'样本数':>6} {'平均概率':>8} {'预测↑%':>7} "
-          f"{'DL准确率':>9} {'双模准确率':>10} {'双模覆盖':>8} {'三模准确率':>10}")
-    print("-" * 95)
-
-    for _, row in stats_df.iterrows():
-        # 根据准确率添加标记
-        dl_mark = "🔥" if row['dlinear_acc'] >= 70 else ("✅" if row['dlinear_acc'] >= 60 else ("⚠️" if row['dlinear_acc'] < 45 else ""))
-        two_mark = "🔥" if row['two_model_acc'] >= 70 else ("✅" if row['two_model_acc'] >= 60 else ("⚠️" if row['two_model_acc'] < 45 else ""))
-        three_mark = "🔥" if row['three_model_acc'] >= 70 else ("✅" if row['three_model_acc'] >= 60 else ("⚠️" if row['three_model_acc'] < 45 else ""))
-
-        print(f"{row['bin']:<10} {row['count']:>6} {row['avg_prob']:>8.3f} {row['pred_up_pct']:>6.1f}% "
-              f"{row['dlinear_acc']:>8.1f}{dl_mark} "
-              f"{row['two_model_acc']:>9.1f}{two_mark} "
-              f"{row['two_model_cov']:>7.1f}% "
-              f"{row['three_model_acc']:>9.1f}{three_mark}")
-
-    # ========== 关键发现 ==========
-    print("\n" + "="*80)
-    print("🔍 关键发现")
-    print("="*80)
-
-    # 极端概率区间（高置信度）
-    high_conf_up = stats_df[stats_df['avg_prob'] >= 0.65]
-    high_conf_down = stats_df[stats_df['avg_prob'] <= 0.35]
-
-    print(f"\n📈 高置信度看涨区间 (概率≥0.65):")
-    if len(high_conf_up) > 0:
-        total_samples = high_conf_up['count'].sum()
-        avg_dl_acc = (high_conf_up['dlinear_acc'] * high_conf_up['count']).sum() / total_samples
-        avg_two_acc = (high_conf_up['two_model_acc'] * high_conf_up['count']).sum() / total_samples
-        avg_three_acc = (high_conf_up['three_model_acc'] * high_conf_up['count']).sum() / total_samples
-
-        print(f"  样本数: {total_samples} ({total_samples/len(dlinear_probs)*100:.1f}%)")
-        print(f"  DLinear平均准确率: {avg_dl_acc:.2f}%")
-        print(f"  双模型平均准确率: {avg_two_acc:.2f}%")
-        print(f"  三模型平均准确率: {avg_three_acc:.2f}%")
-    else:
-        print("  无数据")
-
-    print(f"\n📉 高置信度看跌区间 (概率≤0.35):")
-    if len(high_conf_down) > 0:
-        total_samples = high_conf_down['count'].sum()
-        avg_dl_acc = (high_conf_down['dlinear_acc'] * high_conf_down['count']).sum() / total_samples
-        avg_two_acc = (high_conf_down['two_model_acc'] * high_conf_down['count']).sum() / total_samples
-        avg_three_acc = (high_conf_down['three_model_acc'] * high_conf_down['count']).sum() / total_samples
-
-        print(f"  样本数: {total_samples} ({total_samples/len(dlinear_probs)*100:.1f}%)")
-        print(f"  DLinear平均准确率: {avg_dl_acc:.2f}%")
-        print(f"  双模型平均准确率: {avg_two_acc:.2f}%")
-        print(f"  三模型平均准确率: {avg_three_acc:.2f}%")
-    else:
-        print("  无数据")
-
-    # 中等置信度区间
-    mid_conf = stats_df[(stats_df['avg_prob'] > 0.45) & (stats_df['avg_prob'] < 0.55)]
-
-    print(f"\n⚖️  中等置信度区间 (0.45-0.55):")
-    if len(mid_conf) > 0:
-        total_samples = mid_conf['count'].sum()
-        avg_dl_acc = (mid_conf['dlinear_acc'] * mid_conf['count']).sum() / total_samples
-        avg_two_acc = (mid_conf['two_model_acc'] * mid_conf['count']).sum() / total_samples if total_samples > 0 else 0
-        avg_three_acc = (mid_conf['three_model_acc'] * mid_conf['count']).sum() / total_samples
-
-        print(f"  样本数: {total_samples} ({total_samples/len(dlinear_probs)*100:.1f}%)")
-        print(f"  DLinear平均准确率: {avg_dl_acc:.2f}%")
-        print(f"  双模型平均准确率: {avg_two_acc:.2f}%")
-        print(f"  三模型平均准确率: {avg_three_acc:.2f}%")
-        print(f"  ⚠️  建议: 低置信度区间，考虑弃权或减仓")
-    else:
-        print("  无数据")
-
-    # 找出表现最好的概率区间
-    best_bin = stats_df.loc[stats_df['dlinear_acc'].idxmax()]
-    worst_bin = stats_df.loc[stats_df['dlinear_acc'].idxmin()]
-
-    print(f"\n🏆 DLinear表现最佳区间:")
-    print(f"  区间: {best_bin['bin']}")
-    print(f"  准确率: {best_bin['dlinear_acc']:.1f}%")
-    print(f"  样本数: {best_bin['count']}")
-
-    print(f"\n💀 DLinear表现最差区间:")
-    print(f"  区间: {worst_bin['bin']}")
-    print(f"  准确率: {worst_bin['dlinear_acc']:.1f}%")
-    print(f"  样本数: {worst_bin['count']}")
-
-    # ========== 概率分布可视化 ==========
-    print("\n" + "="*80)
-    print("📊 DLinear概率分布直方图")
-    print("="*80)
-
-    print("\n样本数分布:")
-    max_count = stats_df['count'].max()
-    for _, row in stats_df.iterrows():
-        bar_length = int(row['count'] / max_count * 40)
-        bar = "█" * bar_length
-        print(f"{row['bin']:<10} {bar} {row['count']}")
-
-    print("\n" + "="*80)
-    print("✓ DLinear概率分布分析完成!")
-    print("="*80)
-
-
-if __name__ == "__main__":
-    main()

docs/WINDOWS_INSTALL.md

@@ -0,0 +1,295 @@
+# Windows 环境安装指南
+
+本指南帮助您在 Windows 系统上部署加密货币预测系统。
+
+---
+
+## 一、前置要求
+
+- Windows 10/11 (64位)
+- 至少 8GB 内存
+- 至少 10GB 可用磁盘空间
+- 网络连接（需访问 GitHub、PyPI、Binance API）
+
+---
+
+## 二、安装 Miniconda
+
+### 1. 下载 Miniconda
+
+访问 [Miniconda 官网](https://docs.conda.io/en/latest/miniconda.html) 下载 Windows 64-bit 安装包，或直接下载：
+
+```
+https://repo.anaconda.com/miniconda/Miniconda3-latest-Windows-x86_64.exe
+```
+
+### 2. 安装
+
+1. 双击运行安装程序
+2. 选择 "Just Me" (仅为当前用户安装)
+3. 安装路径建议使用默认值或 `C:\Miniconda3`
+4. **重要**：勾选 "Add Miniconda3 to my PATH environment variable"
+5. 完成安装
+
+### 3. 验证安装
+
+打开 **命令提示符 (CMD)** 或 **PowerShell**：
+
+```powershell
+conda --version
+# 应显示类似: conda 24.x.x
+```
+
+---
+
+## 三、创建 Conda 环境
+
+### 1. 创建 Python 3.12 环境
+
+```powershell
+conda create -n crypto_pred_312 python=3.12 -y
+```
+
+### 2. 激活环境
+
+```powershell
+conda activate crypto_pred_312
+```
+
+激活后，命令行前缀应显示 `(crypto_pred_312)`
+
+---
+
+## 四、克隆项目
+
+### 1. 安装 Git (如未安装)
+
+下载并安装 [Git for Windows](https://git-scm.com/download/win)
+
+### 2. 克隆仓库
+
+```powershell
+cd C:\Projects  # 或您喜欢的目录
+git clone http://192.168.50.24:3000/subuhui/crpto_predictor.git
+cd crpto_predictor
+```
+
+---
+
+## 五、安装依赖
+
+### 1. 安装 PyTorch (CPU 版本)
+
+```powershell
+# CPU 版本 PyTorch（Windows 不使用 GPU）
+pip install torch torchvision torchaudio --index-url https://download.pytorch.org/whl/cpu
+```
+
+### 2. 安装项目依赖
+
+```powershell
+pip install -r requirements.txt
+```
+
+### 3. 安装 IBM 时序模型 (TTM-R2)
+
+```powershell
+# PyPI 包名是 granite-tsfm，导入时用 tsfm_public
+pip install granite-tsfm
+```
+
+验证安装：
+```powershell
+python -c "from tsfm_public.models.tinytimemixer import TinyTimeMixerForPrediction; print('TTM-R2 安装成功')"
+```
+
+---
+
+## 六、配置环境变量
+
+### 1. 复制环境变量模板
+
+```powershell
+copy .env.example .env
+```
+
+### 2. 编辑 .env 文件
+
+使用记事本或 VSCode 编辑 `.env` 文件：
+
+```ini
+# MySQL 数据库配置
+MYSQL_HOST=your_mysql_host
+MYSQL_PORT=3306
+MYSQL_USER=your_username
+MYSQL_PASSWORD=your_password
+MYSQL_DB=crypto_predictor
+
+# Binance API (可选，用于实时数据)
+BINANCE_API_KEY=your_api_key
+BINANCE_API_SECRET=your_api_secret
+
+# Polymarket 配置 (可选，用于自动交易)
+POLYMARKET_PRIVATE_KEY=your_private_key
+DRY_RUN=true  # 设为 true 进行模拟交易
+
+# 代理配置 (可选)
+USE_PROXY=false
+SOCKS5_PROXY=socks5://127.0.0.1:1080
+```
+
+---
+
+## 七、数据库配置
+
+### 1. 安装 MySQL
+
+下载并安装 [MySQL Community Server](https://dev.mysql.com/downloads/mysql/)
+
+或使用 Docker:
+```powershell
+docker run -d --name mysql -p 3306:3306 -e MYSQL_ROOT_PASSWORD=yourpassword mysql:8.0
+```
+
+### 2. 创建数据库
+
+```sql
+CREATE DATABASE crypto_predictor CHARACTER SET utf8mb4 COLLATE utf8mb4_unicode_ci;
+```
+
+### 3. 初始化表结构
+
+首次运行时会自动创建表，或手动执行：
+```powershell
+python -c "from api.models import init_model_predictions_table; from data.trading_db import TradingDatabase; TradingDatabase()"
+```
+
+---
+
+## 八、验证安装
+
+### 1. 测试 PyTorch
+
+```powershell
+python -c "import torch; print(f'PyTorch: {torch.__version__}'); print(f'Device: cpu')"
+```
+
+### 2. 测试模型加载
+
+```powershell
+python -c "from training.config import TrainingConfig; c = TrainingConfig(); print(f'Device: {c.get_device()}')"
+# 应输出: Device: cpu
+```
+
+### 3. 测试数据库连接
+
+```powershell
+python -c "from api.models import get_db_connection; conn = get_db_connection(); print('数据库连接成功!')"
+```
+
+---
+
+## 九、运行系统
+
+### 方式一：双击批处理脚本 (推荐)
+
+双击项目根目录的 `start_system.bat`
+
+### 方式二：PowerShell 脚本
+
+```powershell
+.\start_system.ps1
+```
+
+### 方式三：Python 脚本
+
+```powershell
+python start_system.py
+```
+
+### 方式四：分别启动
+
+```powershell
+# 终端 1: API 服务
+python -m uvicorn api.main:app --host 0.0.0.0 --port 8000
+
+# 终端 2: 自动交易
+python auto_trade_polymarket.py
+```
+
+---
+
+## 十、访问系统
+
+- **前端看板**: http://localhost:8000
+- **API 文档**: http://localhost:8000/docs
+
+---
+
+## 常见问题
+
+### Q1: `conda activate` 不生效
+
+在 PowerShell 中需要先初始化 conda：
+```powershell
+conda init powershell
+# 重启 PowerShell
+```
+
+### Q2: pip 安装超时
+
+使用国内镜像：
+```powershell
+pip install -r requirements.txt -i https://pypi.tuna.tsinghua.edu.cn/simple
+```
+
+### Q3: PyTorch 安装失败
+
+确保使用 CPU 版本的安装命令，不要安装 CUDA 版本。
+
+### Q4: 数据库连接失败
+
+1. 检查 MySQL 服务是否运行
+2. 检查 `.env` 中的数据库配置
+3. 检查防火墙是否允许 3306 端口
+
+### Q5: 模型文件缺失
+
+确保 `models/checkpoints/` 目录包含预训练模型文件。如缺失，联系管理员获取。
+
+---
+
+## 目录结构
+
+```
+crpto_predictor/
+├── api/                    # API 服务
+│   ├── main.py            # FastAPI 入口
+│   ├── models.py          # 数据库模型
+│   ├── prediction_service.py  # 预测服务
+│   └── static/            # 前端静态文件
+├── models/                 # 模型定义和权重
+│   ├── checkpoints/       # 模型权重文件
+│   └── dlinear/           # DLinear 模型
+├── data/                   # 数据层
+├── training/               # 训练配置
+├── start_system.py        # 跨平台启动脚本
+├── start_system.bat       # Windows CMD 脚本
+├── start_system.ps1       # Windows PowerShell 脚本
+├── auto_trade_polymarket.py  # 自动交易程序
+├── requirements.txt       # 依赖列表
+└── .env                   # 环境变量 (需自行创建)
+```
+
+---
+
+## 更新项目
+
+```powershell
+git pull origin main
+pip install -r requirements.txt
+```
+
+---
+
+*如有问题，请联系管理员。*

ensemble_daily_accuracy_multi_periods.py

@@ -1,395 +0,0 @@
-"""四模型集成每日准确率分析 - 多时间段测试（2019年1月、2020年1月、2026年1月）"""
-
-import sys
-import os
-sys.path.insert(0, os.path.dirname(os.path.abspath(__file__)))
-
-import torch
-import pickle
-import numpy as np
-import pandas as pd
-import pandas_ta as ta
-from sklearn.preprocessing import StandardScaler
-from data.fetcher import BinanceDataFetcher
-
-
-# ==================== 预处理器定义 ====================
-
-class ClassificationPreprocessor:
-    """DLinear分类预处理器"""
-    def __init__(self, lookback=168, forecast_horizon=1):
-        self.lookback = lookback
-        self.forecast_horizon = forecast_horizon
-        self.scaler = StandardScaler()
-        self.is_fitted = False
-
-    def add_features(self, df):
-        df = df.copy()
-        df['rsi'] = ta.rsi(df['close'], length=14)
-        macd = ta.macd(df['close'])
-        if macd is not None and not macd.empty:
-            df['macd'] = macd.iloc[:, 0]
-            df['macd_hist'] = macd.iloc[:, 1]
-            df['macd_signal'] = macd.iloc[:, 2]
-        return df
-
-    def create_labels(self, df):
-        df = df.copy()
-        df['future_price'] = df['close'].shift(-self.forecast_horizon)
-        df['future_return'] = (df['future_price'] - df['close']) / df['close']
-        df['label'] = (df['future_return'] > 0).astype(int)
-        return df[:-self.forecast_horizon]
-
-    def preprocess(self, df, fit=True):
-        df = self.add_features(df)
-        df = self.create_labels(df)
-        df = df.dropna().reset_index(drop=True)
-
-        feature_cols = ['open', 'high', 'low', 'close', 'volume',
-                       'rsi', 'macd', 'macd_hist', 'macd_signal']
-
-        if fit:
-            scaled_features = self.scaler.fit_transform(df[feature_cols])
-            self.is_fitted = True
-            self.feature_columns = feature_cols
-        else:
-            scaled_features = self.scaler.transform(df[feature_cols])
-
-        X, y = [], []
-        for i in range(len(scaled_features) - self.lookback):
-            X.append(scaled_features[i:i + self.lookback])
-            y.append(df['label'].iloc[i + self.lookback])
-
-        return np.array(X), np.array(y), df
-
-
-class NBeatsPreprocessor:
-    """N-BEATS预处理器"""
-    def __init__(self, lookback=168, forecast_horizon=1):
-        self.lookback = lookback
-        self.forecast_horizon = forecast_horizon
-        self.price_scaler = StandardScaler()
-        self.is_fitted = False
-
-    def preprocess(self, df, fit=True):
-        df = df.copy()
-        df['future_price'] = df['close'].shift(-self.forecast_horizon)
-        df = df[:-self.forecast_horizon].reset_index(drop=True)
-
-        prices = df['close'].values.reshape(-1, 1)
-        future_prices = df['future_price'].values.reshape(-1, 1)
-
-        if fit:
-            scaled_prices = self.price_scaler.fit_transform(prices)
-            scaled_future = self.price_scaler.transform(future_prices)
-            self.is_fitted = True
-        else:
-            scaled_prices = self.price_scaler.transform(prices)
-            scaled_future = self.price_scaler.transform(future_prices)
-
-        X, y = [], []
-        for i in range(len(scaled_prices) - self.lookback):
-            X.append(scaled_prices[i:i + self.lookback, 0])
-            y.append(scaled_future[i + self.lookback, 0])
-
-        return np.array(X), np.array(y), df
-
-    def inverse_transform_price(self, scaled_price):
-        return self.price_scaler.inverse_transform(scaled_price.reshape(-1, 1)).flatten()
-
-
-def predict_period(period_name, start_date, end_date, dlinear_model, nbeats_model, ttm_model, timesfm_model,
-                   dlinear_preprocessor, nbeats_preprocessor, device):
-    """预测单个时间段的数据"""
-
-    print(f"\n{'='*80}")
-    print(f"📅 {period_name} ({start_date} 至 {end_date})")
-    print(f"{'='*80}")
-
-    # 获取数据
-    fetcher = BinanceDataFetcher()
-    df = fetcher.fetch_ohlcv('BTC', '1h', start_date=start_date, end_date=end_date, use_cache=False)
-
-    print(f"✓ 数据: {len(df)} 行")
-
-    # 预处理
-    X_dlinear, y_dlinear, df_dlinear = dlinear_preprocessor.preprocess(df, fit=False)
-    X_nbeats, y_nbeats, df_nbeats = nbeats_preprocessor.preprocess(df, fit=False)
-
-    min_samples = min(len(X_dlinear), len(X_nbeats))
-    X_dlinear = X_dlinear[:min_samples]
-    y_dlinear = y_dlinear[:min_samples]
-    X_nbeats = X_nbeats[:min_samples]
-
-    print(f"✓ 样本数: {min_samples}")
-
-    # DLinear预测
-    X_dlinear_tensor = torch.FloatTensor(X_dlinear).to(device)
-    with torch.no_grad():
-        dlinear_logits = dlinear_model(X_dlinear_tensor).cpu().numpy()
-        dlinear_probs = 1 / (1 + np.exp(-dlinear_logits))
-        dlinear_preds = (dlinear_probs > 0.5).astype(int).flatten()
-
-    # N-BEATS预测
-    X_nbeats_tensor = torch.FloatTensor(X_nbeats).to(device)
-    with torch.no_grad():
-        nbeats_pred_scaled = nbeats_model(X_nbeats_tensor).cpu().numpy()
-
-    nbeats_pred_prices = nbeats_preprocessor.inverse_transform_price(nbeats_pred_scaled)
-    current_open_prices = df_nbeats['open'].iloc[168:168+len(nbeats_pred_prices)].values
-    nbeats_preds = (nbeats_pred_prices > current_open_prices).astype(int)
-
-    # TTM-R2预测
-    context_length = 512
-    ttm_preds_list = []
-    all_prices = df['close'].values
-    all_open_prices = df['open'].values
-
-    for i in range(min_samples):
-        start_idx = i
-        end_idx = start_idx + context_length
-
-        if end_idx > len(all_prices):
-            context_data = all_prices[-context_length:].reshape(1, -1, 1)
-            current_open_price = all_open_prices[min(168 + i, len(all_open_prices) - 1)]
-        else:
-            context_data = all_prices[start_idx:end_idx].reshape(1, -1, 1)
-            current_open_price = all_open_prices[end_idx] if end_idx < len(all_open_prices) else all_open_prices[-1]
-
-        context_tensor = torch.FloatTensor(context_data).to(device)
-
-        with torch.no_grad():
-            output = ttm_model(context_tensor)
-            pred_price = output.prediction_outputs.cpu().numpy()[0, 0, 0]
-
-        ttm_preds_list.append(1 if pred_price > current_open_price else 0)
-
-    ttm_preds = np.array(ttm_preds_list)
-
-    # TimesFM预测
-    timesfm_preds_list = []
-
-    for i in range(min_samples):
-        start_idx = i
-        end_idx = start_idx + 512
-
-        if end_idx > len(all_prices):
-            context_prices = all_prices[-512:]
-            current_open_price = all_open_prices[min(168 + i, len(all_open_prices) - 1)]
-        else:
-            context_prices = all_prices[start_idx:end_idx]
-            current_open_price = all_open_prices[end_idx] if end_idx < len(all_open_prices) else all_open_prices[-1]
-
-        try:
-            point_forecast, _ = timesfm_model.forecast(horizon=1, inputs=[context_prices])
-            pred_price = point_forecast[0, 0]
-            timesfm_preds_list.append(1 if pred_price > current_open_price else 0)
-        except:
-            timesfm_preds_list.append(np.random.randint(0, 2))
-
-    timesfm_preds = np.array(timesfm_preds_list)
-
-    # 集成策略
-    true_labels = y_dlinear
-
-    # 双模型交集
-    two_model_agree_up = (dlinear_preds == 1) & (nbeats_preds == 1)
-    two_model_agree_down = (dlinear_preds == 0) & (nbeats_preds == 0)
-    two_model_preds = np.full(len(dlinear_preds), -1)
-    two_model_preds[two_model_agree_up] = 1
-    two_model_preds[two_model_agree_down] = 0
-
-    # 三模型投票
-    vote_sum_3 = dlinear_preds + nbeats_preds + ttm_preds
-    three_model_preds = np.where(vote_sum_3 >= 2, 1, 0)
-
-    # 四模型投票
-    vote_sum_4 = dlinear_preds + nbeats_preds + ttm_preds + timesfm_preds
-    four_model_preds = np.where(vote_sum_4 >= 3, 1, 0)
-
-    # 构建每日结果DataFrame
-    timestamps = df['timestamp'].iloc[168:168+min_samples].values
-    timestamps_utc = pd.to_datetime(timestamps)
-    timestamps_et = timestamps_utc.tz_localize('UTC').tz_convert('America/New_York')
-    dates = timestamps_et.date
-
-    results_df = pd.DataFrame({
-        'date': dates,
-        'timestamp_et': timestamps_et,
-        'true_label': true_labels,
-        'dlinear_pred': dlinear_preds,
-        'nbeats_pred': nbeats_preds,
-        'ttm_pred': ttm_preds,
-        'timesfm_pred': timesfm_preds,
-        'two_model_pred': two_model_preds,
-        'three_model_pred': three_model_preds,
-        'four_model_pred': four_model_preds,
-    })
-
-    # 按天统计
-    daily_stats = results_df.groupby('date').agg({
-        'true_label': 'count',
-        'dlinear_pred': lambda x: (x == results_df.loc[x.index, 'true_label']).sum(),
-        'nbeats_pred': lambda x: (x == results_df.loc[x.index, 'true_label']).sum(),
-        'ttm_pred': lambda x: (x == results_df.loc[x.index, 'true_label']).sum(),
-        'timesfm_pred': lambda x: (x == results_df.loc[x.index, 'true_label']).sum(),
-        'two_model_pred': lambda x: ((x == results_df.loc[x.index, 'true_label']) & (x != -1)).sum(),
-        'three_model_pred': lambda x: (x == results_df.loc[x.index, 'true_label']).sum(),
-        'four_model_pred': lambda x: (x == results_df.loc[x.index, 'true_label']).sum(),
-    })
-
-    daily_stats.columns = ['total', 'dlinear_correct', 'nbeats_correct', 'ttm_correct',
-                            'timesfm_correct', 'two_model_correct', 'three_model_correct', 'four_model_correct']
-
-    # 计算每天的有效预测数（双模型）
-    two_model_valid = results_df.groupby('date')['two_model_pred'].apply(lambda x: (x != -1).sum())
-    daily_stats['two_model_valid'] = two_model_valid
-
-    # 计算准确率
-    daily_stats['dlinear_acc'] = daily_stats['dlinear_correct'] / daily_stats['total'] * 100
-    daily_stats['nbeats_acc'] = daily_stats['nbeats_correct'] / daily_stats['total'] * 100
-    daily_stats['ttm_acc'] = daily_stats['ttm_correct'] / daily_stats['total'] * 100
-    daily_stats['timesfm_acc'] = daily_stats['timesfm_correct'] / daily_stats['total'] * 100
-    daily_stats['two_model_acc'] = daily_stats['two_model_correct'] / daily_stats['two_model_valid'] * 100
-    daily_stats['three_model_acc'] = daily_stats['three_model_correct'] / daily_stats['total'] * 100
-    daily_stats['four_model_acc'] = daily_stats['four_model_correct'] / daily_stats['total'] * 100
-
-    daily_stats['two_model_acc'] = daily_stats['two_model_acc'].fillna(0)
-
-    return daily_stats, results_df
-
-
-def main():
-    print("="*80)
-    print("四模型集成每日准确率分析 - 多时间段测试")
-    print("测试时段: 2019年1月、2020年1月、2026年1月")
-    print("="*80)
-
-    # ========== 加载模型 ==========
-    print("\n[1/2] 加载模型...")
-
-    device = torch.device('mps' if torch.backends.mps.is_available() else 'cpu')
-
-    from models.dlinear.model import DLinear
-    dlinear_checkpoint = torch.load(
-        './models/checkpoints/dlinear_classification_2026/best_model.pt',
-        map_location=device, weights_only=False
-    )
-    dlinear_model = DLinear(dlinear_checkpoint['config'])
-    dlinear_model.load_state_dict(dlinear_checkpoint['model_state_dict'])
-    dlinear_model = dlinear_model.to(device)
-    dlinear_model.eval()
-
-    with open('./models/checkpoints/dlinear_classification_2026/preprocessor.pkl', 'rb') as f:
-        dlinear_preprocessor = pickle.load(f)
-
-    from models.nbeats.model import NBeats
-    nbeats_checkpoint = torch.load(
-        './models/checkpoints/nbeats_btc_1h/best_model.pt',
-        map_location=device, weights_only=False
-    )
-    nbeats_model = NBeats(nbeats_checkpoint['config'])
-    nbeats_model.load_state_dict(nbeats_checkpoint['model_state_dict'])
-    nbeats_model = nbeats_model.to(device)
-    nbeats_model.eval()
-
-    with open('./models/checkpoints/nbeats_btc_1h/preprocessor.pkl', 'rb') as f:
-        nbeats_preprocessor = pickle.load(f)
-
-    from tsfm_public.models.tinytimemixer import TinyTimeMixerForPrediction
-    ttm_model = TinyTimeMixerForPrediction.from_pretrained(
-        "ibm-granite/granite-timeseries-ttm-r2",
-        trust_remote_code=True
-    )
-    ttm_model = ttm_model.to(device)
-    ttm_model.eval()
-
-    import timesfm
-    timesfm_model = timesfm.TimesFM_2p5_200M_torch.from_pretrained(
-        "google/timesfm-2.5-200m-pytorch",
-        torch_compile=False
-    )
-    timesfm_model.compile(
-        timesfm.ForecastConfig(
-            max_context=512,
-            max_horizon=1,
-            normalize_inputs=True,
-            use_continuous_quantile_head=True,
-            force_flip_invariance=True,
-            infer_is_positive=True,
-            fix_quantile_crossing=True,
-        )
-    )
-
-    print("✓ 四个模型已加载 (DLinear, N-BEATS, TTM-R2, TimesFM)")
-
-    # ========== 多时间段预测 ==========
-    print("\n[2/2] 多时间段预测...")
-
-    periods = [
-        ("2019年1月", "2019-01-01", "2019-01-31"),
-        ("2020年1月", "2020-01-01", "2020-01-31"),
-        ("2026年1月", "2026-01-01", "2026-01-31"),
-    ]
-
-    all_period_stats = {}
-
-    for period_name, start_date, end_date in periods:
-        daily_stats, results_df = predict_period(
-            period_name, start_date, end_date,
-            dlinear_model, nbeats_model, ttm_model, timesfm_model,
-            dlinear_preprocessor, nbeats_preprocessor, device
-        )
-        all_period_stats[period_name] = daily_stats
-
-        # 显示每日准确率
-        print(f"\n每日准确率明细:")
-        print(f"{'日期':<12} {'样本':>4} {'DLinear':>8} {'N-BEATS':>8} {'TTM-R2':>8} {'TimesFM':>8} {'双模型':>8} {'三模型':>8} {'四模型':>8}")
-        print("-" * 95)
-
-        for date, row in daily_stats.iterrows():
-            print(f"{date} {row['total']:>4.0f} "
-                  f"{row['dlinear_acc']:>7.1f}% "
-                  f"{row['nbeats_acc']:>7.1f}% "
-                  f"{row['ttm_acc']:>7.1f}% "
-                  f"{row['timesfm_acc']:>7.1f}% "
-                  f"{row['two_model_acc']:>7.1f}% "
-                  f"{row['three_model_acc']:>7.1f}% "
-                  f"{row['four_model_acc']:>7.1f}%")
-
-        # 统计总体
-        print(f"\n{period_name} 总体统计:")
-        print(f"  DLinear:  {daily_stats['dlinear_correct'].sum() / daily_stats['total'].sum() * 100:.2f}%")
-        print(f"  N-BEATS:  {daily_stats['nbeats_correct'].sum() / daily_stats['total'].sum() * 100:.2f}%")
-        print(f"  TTM-R2:   {daily_stats['ttm_correct'].sum() / daily_stats['total'].sum() * 100:.2f}%")
-        print(f"  TimesFM:  {daily_stats['timesfm_correct'].sum() / daily_stats['total'].sum() * 100:.2f}%")
-        print(f"  双模型:   {daily_stats['two_model_correct'].sum() / daily_stats['two_model_valid'].sum() * 100:.2f}% (覆盖率: {daily_stats['two_model_valid'].sum() / daily_stats['total'].sum() * 100:.1f}%)")
-        print(f"  三模型:   {daily_stats['three_model_correct'].sum() / daily_stats['total'].sum() * 100:.2f}%")
-        print(f"  四模型:   {daily_stats['four_model_correct'].sum() / daily_stats['total'].sum() * 100:.2f}%")
-
-    # ========== 跨时期对比 ==========
-    print("\n" + "="*80)
-    print("📊 跨时期对比总结")
-    print("="*80)
-
-    print(f"\n{'时期':<12} {'DLinear':>9} {'N-BEATS':>9} {'TTM-R2':>9} {'TimesFM':>9} {'双模型':>9} {'三模型':>9} {'四模型':>9}")
-    print("-" * 95)
-
-    for period_name in ["2019年1月", "2020年1月", "2026年1月"]:
-        stats = all_period_stats[period_name]
-        print(f"{period_name:<12} "
-              f"{stats['dlinear_correct'].sum() / stats['total'].sum() * 100:>8.2f}% "
-              f"{stats['nbeats_correct'].sum() / stats['total'].sum() * 100:>8.2f}% "
-              f"{stats['ttm_correct'].sum() / stats['total'].sum() * 100:>8.2f}% "
-              f"{stats['timesfm_correct'].sum() / stats['total'].sum() * 100:>8.2f}% "
-              f"{stats['two_model_correct'].sum() / stats['two_model_valid'].sum() * 100:>8.2f}% "
-              f"{stats['three_model_correct'].sum() / stats['total'].sum() * 100:>8.2f}% "
-              f"{stats['four_model_correct'].sum() / stats['total'].sum() * 100:>8.2f}%")
-
-    print("\n" + "="*80)
-    print("✓ 多时间段每日准确率分析完成!")
-    print("="*80)
-
-
-if __name__ == "__main__":
-    main()

ensemble_five_models.py

@@ -1,454 +0,0 @@
-"""五模型集成预测：DLinear + N-BEATS + TTM-R2 + TimesFM 2.5 + CatBoost"""
-
-import sys
-import os
-sys.path.insert(0, os.path.dirname(os.path.abspath(__file__)))
-
-import torch
-import pickle
-import numpy as np
-import pandas as pd
-import pandas_ta as ta
-from sklearn.preprocessing import StandardScaler
-from catboost import CatBoostClassifier
-from data.fetcher import BinanceDataFetcher
-
-
-# ==================== 预处理器定义 ====================
-
-class ClassificationPreprocessor:
-    """DLinear分类预处理器"""
-    def __init__(self, lookback=168, forecast_horizon=1):
-        self.lookback = lookback
-        self.forecast_horizon = forecast_horizon
-        self.scaler = StandardScaler()
-        self.is_fitted = False
-
-    def add_features(self, df):
-        df = df.copy()
-        df['rsi'] = ta.rsi(df['close'], length=14)
-        macd = ta.macd(df['close'])
-        if macd is not None and not macd.empty:
-            df['macd'] = macd.iloc[:, 0]
-            df['macd_hist'] = macd.iloc[:, 1]
-            df['macd_signal'] = macd.iloc[:, 2]
-        return df
-
-    def create_labels(self, df):
-        df = df.copy()
-        df['future_price'] = df['close'].shift(-self.forecast_horizon)
-        df['future_return'] = (df['future_price'] - df['close']) / df['close']
-        df['label'] = (df['future_return'] > 0).astype(int)
-        return df[:-self.forecast_horizon]
-
-    def preprocess(self, df, fit=True):
-        df = self.add_features(df)
-        df = self.create_labels(df)
-        df = df.dropna().reset_index(drop=True)
-
-        feature_cols = ['open', 'high', 'low', 'close', 'volume',
-                       'rsi', 'macd', 'macd_hist', 'macd_signal']
-
-        if fit:
-            scaled_features = self.scaler.fit_transform(df[feature_cols])
-            self.is_fitted = True
-            self.feature_columns = feature_cols
-        else:
-            scaled_features = self.scaler.transform(df[feature_cols])
-
-        X, y = [], []
-        for i in range(len(scaled_features) - self.lookback):
-            X.append(scaled_features[i:i + self.lookback])
-            y.append(df['label'].iloc[i + self.lookback])
-
-        return np.array(X), np.array(y), df
-
-
-class NBeatsPreprocessor:
-    """N-BEATS预处理器"""
-    def __init__(self, lookback=168, forecast_horizon=1):
-        self.lookback = lookback
-        self.forecast_horizon = forecast_horizon
-        self.price_scaler = StandardScaler()
-        self.is_fitted = False
-
-    def preprocess(self, df, fit=True):
-        df = df.copy()
-        df['future_price'] = df['close'].shift(-self.forecast_horizon)
-        df = df[:-self.forecast_horizon].reset_index(drop=True)
-
-        prices = df['close'].values.reshape(-1, 1)
-        future_prices = df['future_price'].values.reshape(-1, 1)
-
-        if fit:
-            scaled_prices = self.price_scaler.fit_transform(prices)
-            scaled_future = self.price_scaler.transform(future_prices)
-            self.is_fitted = True
-        else:
-            scaled_prices = self.price_scaler.transform(prices)
-            scaled_future = self.price_scaler.transform(future_prices)
-
-        X, y = [], []
-        for i in range(len(scaled_prices) - self.lookback):
-            X.append(scaled_prices[i:i + self.lookback, 0])
-            y.append(scaled_future[i + self.lookback, 0])
-
-        return np.array(X), np.array(y), df
-
-    def inverse_transform_price(self, scaled_price):
-        return self.price_scaler.inverse_transform(scaled_price.reshape(-1, 1)).flatten()
-
-
-def add_catboost_features(df):
-    """为CatBoost添加丰富的技术指标特征"""
-    df = df.copy()
-
-    # 基础价格特征
-    df['price_change'] = df['close'] - df['open']
-    df['price_change_pct'] = (df['close'] - df['open']) / df['open']
-    df['high_low_range'] = df['high'] - df['low']
-    df['high_low_range_pct'] = (df['high'] - df['low']) / df['low']
-
-    # 移动平均线
-    df['sma_7'] = ta.sma(df['close'], length=7)
-    df['sma_25'] = ta.sma(df['close'], length=25)
-    df['sma_99'] = ta.sma(df['close'], length=99)
-    df['ema_12'] = ta.ema(df['close'], length=12)
-    df['ema_26'] = ta.ema(df['close'], length=26)
-
-    # RSI
-    df['rsi_14'] = ta.rsi(df['close'], length=14)
-    df['rsi_7'] = ta.rsi(df['close'], length=7)
-
-    # MACD
-    macd = ta.macd(df['close'])
-    if macd is not None and not macd.empty:
-        df['macd'] = macd.iloc[:, 0]
-        df['macd_hist'] = macd.iloc[:, 1]
-        df['macd_signal'] = macd.iloc[:, 2]
-
-    # 布林带
-    bbands = ta.bbands(df['close'], length=20)
-    if bbands is not None and not bbands.empty:
-        df['bb_upper'] = bbands.iloc[:, 0]
-        df['bb_mid'] = bbands.iloc[:, 1]
-        df['bb_lower'] = bbands.iloc[:, 2]
-        df['bb_width'] = (df['bb_upper'] - df['bb_lower']) / df['bb_mid']
-        df['bb_position'] = (df['close'] - df['bb_lower']) / (df['bb_upper'] - df['bb_lower'])
-
-    # ATR
-    df['atr'] = ta.atr(df['high'], df['low'], df['close'], length=14)
-
-    # 成交量特征
-    df['volume_sma_7'] = ta.sma(df['volume'], length=7)
-    df['volume_ratio'] = df['volume'] / df['volume_sma_7']
-
-    # OBV
-    df['obv'] = ta.obv(df['close'], df['volume'])
-
-    # Stochastic
-    stoch = ta.stoch(df['high'], df['low'], df['close'])
-    if stoch is not None and not stoch.empty:
-        df['stoch_k'] = stoch.iloc[:, 0]
-        df['stoch_d'] = stoch.iloc[:, 1]
-
-    # ADX
-    adx = ta.adx(df['high'], df['low'], df['close'])
-    if adx is not None and not adx.empty:
-        df['adx'] = adx.iloc[:, 0]
-
-    # 价格动量
-    df['momentum_1'] = df['close'].pct_change(1)
-    df['momentum_3'] = df['close'].pct_change(3)
-    df['momentum_7'] = df['close'].pct_change(7)
-
-    return df
-
-
-def main():
-    print("="*80)
-    print("五模型集成预测：DLinear + N-BEATS + TTM-R2 + TimesFM + CatBoost")
-    print("="*80)
-
-    # ========== 步骤1: 加载PyTorch模型 ==========
-    print("\n[1/8] 加载DLinear和N-BEATS模型...")
-
-    device = torch.device('mps' if torch.backends.mps.is_available() else 'cpu')
-
-    # 加载DLinear
-    from models.dlinear.model import DLinear
-    dlinear_checkpoint = torch.load(
-        './models/checkpoints/dlinear_classification_2026/best_model.pt',
-        map_location=device
-    )
-    dlinear_model = DLinear(dlinear_checkpoint['config'])
-    dlinear_model.load_state_dict(dlinear_checkpoint['model_state_dict'])
-    dlinear_model = dlinear_model.to(device)
-    dlinear_model.eval()
-
-    with open('./models/checkpoints/dlinear_classification_2026/preprocessor.pkl', 'rb') as f:
-        dlinear_preprocessor = pickle.load(f)
-
-    print(f"✓ DLinear已加载")
-
-    # 加载N-BEATS
-    from models.nbeats.model import NBeats
-    nbeats_checkpoint = torch.load(
-        './models/checkpoints/nbeats_btc_1h/best_model.pt',
-        map_location=device
-    )
-    nbeats_model = NBeats(nbeats_checkpoint['config'])
-    nbeats_model.load_state_dict(nbeats_checkpoint['model_state_dict'])
-    nbeats_model = nbeats_model.to(device)
-    nbeats_model.eval()
-
-    with open('./models/checkpoints/nbeats_btc_1h/preprocessor.pkl', 'rb') as f:
-        nbeats_preprocessor = pickle.load(f)
-
-    print(f"✓ N-BEATS已加载")
-
-    # ========== 步骤2: 加载TTM-R2 ==========
-    print("\n[2/8] 加载TTM-R2零样本模型...")
-
-    from tsfm_public.models.tinytimemixer import TinyTimeMixerForPrediction
-
-    ttm_model = TinyTimeMixerForPrediction.from_pretrained(
-        "ibm-granite/granite-timeseries-ttm-r2",
-        trust_remote_code=True
-    )
-    ttm_model = ttm_model.to(device)
-    ttm_model.eval()
-
-    print(f"✓ TTM-R2已加载")
-
-    # ========== 步骤3: 加载TimesFM 2.5 ==========
-    print("\n[3/8] 加载TimesFM 2.5模型...")
-
-    import timesfm
-
-    timesfm_model = timesfm.TimesFM_2p5_200M_torch.from_pretrained(
-        "google/timesfm-2.5-200m-pytorch",
-        torch_compile=False
-    )
-
-    timesfm_model.compile(
-        timesfm.ForecastConfig(
-            max_context=512,
-            max_horizon=1,
-            normalize_inputs=True,
-            use_continuous_quantile_head=True,
-            force_flip_invariance=True,
-            infer_is_positive=True,
-            fix_quantile_crossing=True,
-        )
-    )
-
-    print(f"✓ TimesFM 2.5已加载")
-
-    # ========== 步骤4: 加载CatBoost ==========
-    print("\n[4/8] 加载CatBoost模型...")
-
-    catboost_model = CatBoostClassifier()
-    catboost_model.load_model('./models/checkpoints/catboost_classification_2026/catboost_model.cbm')
-
-    with open('./models/checkpoints/catboost_classification_2026/metadata.pkl', 'rb') as f:
-        catboost_metadata = pickle.load(f)
-        catboost_feature_cols = catboost_metadata['feature_cols']
-
-    print(f"✓ CatBoost已加载 (特征数: {len(catboost_feature_cols)})")
-
-    # ========== 步骤5: 获取测试数据 ==========
-    print("\n[5/8] 获取2026年1月测试数据...")
-
-    fetcher = BinanceDataFetcher()
-    df_2026 = fetcher.fetch_ohlcv('BTC', '1h', start_date='2026-01-01',
-                                   end_date='2026-01-31', use_cache=False)
-
-    print(f"✓ 数据获取完成: {len(df_2026)} 行")
-
-    # ========== 步骤6: 预处理 ==========
-    print("\n[6/8] 预处理数据...")
-
-    X_dlinear, y_dlinear, df_dlinear = dlinear_preprocessor.preprocess(df_2026, fit=False)
-    X_nbeats, y_nbeats, df_nbeats = nbeats_preprocessor.preprocess(df_2026, fit=False)
-
-    # CatBoost特征工程
-    df_catboost = add_catboost_features(df_2026)
-    df_catboost = df_catboost.dropna().reset_index(drop=True)
-    X_catboost = df_catboost[catboost_feature_cols]
-
-    # 确保样本数量一致
-    min_samples = min(len(X_dlinear), len(X_nbeats), len(X_catboost))
-    X_dlinear = X_dlinear[:min_samples]
-    y_dlinear = y_dlinear[:min_samples]
-    X_nbeats = X_nbeats[:min_samples]
-    X_catboost = X_catboost.iloc[:min_samples]
-
-    print(f"✓ 对齐样本数: {min_samples}")
-
-    # ========== 步骤7: 五个模型分别预测 ==========
-    print("\n[7/8] 五个模型分别预测...")
-
-    # 7.1 DLinear预测
-    X_dlinear_tensor = torch.FloatTensor(X_dlinear).to(device)
-    with torch.no_grad():
-        dlinear_logits = dlinear_model(X_dlinear_tensor).cpu().numpy()
-        dlinear_probs = 1 / (1 + np.exp(-dlinear_logits))
-        dlinear_preds = (dlinear_probs > 0.5).astype(int).flatten()
-
-    print(f"✓ DLinear: 涨{(dlinear_preds==1).sum()} ({(dlinear_preds==1).sum()/len(dlinear_preds)*100:.1f}%)")
-
-    # 7.2 N-BEATS预测
-    X_nbeats_tensor = torch.FloatTensor(X_nbeats).to(device)
-    with torch.no_grad():
-        nbeats_pred_scaled = nbeats_model(X_nbeats_tensor).cpu().numpy()
-
-    nbeats_pred_prices = nbeats_preprocessor.inverse_transform_price(nbeats_pred_scaled)
-    current_open_prices = df_nbeats['open'].iloc[168:168+len(nbeats_pred_prices)].values
-    nbeats_preds = (nbeats_pred_prices > current_open_prices).astype(int)
-
-    print(f"✓ N-BEATS: 涨{(nbeats_preds==1).sum()} ({(nbeats_preds==1).sum()/len(nbeats_preds)*100:.1f}%)")
-
-    # 7.3 TTM-R2预测
-    context_length = 512
-    ttm_preds_list = []
-    all_prices = df_2026['close'].values
-    all_open_prices = df_2026['open'].values
-
-    for i in range(min_samples):
-        start_idx = i
-        end_idx = start_idx + context_length
-
-        if end_idx > len(all_prices):
-            context_data = all_prices[-context_length:].reshape(1, -1, 1)
-            current_open_price = all_open_prices[min(168 + i, len(all_open_prices) - 1)]
-        else:
-            context_data = all_prices[start_idx:end_idx].reshape(1, -1, 1)
-            current_open_price = all_open_prices[end_idx] if end_idx < len(all_open_prices) else all_open_prices[-1]
-
-        context_tensor = torch.FloatTensor(context_data).to(device)
-
-        with torch.no_grad():
-            output = ttm_model(context_tensor)
-            pred_price = output.prediction_outputs.cpu().numpy()[0, 0, 0]
-
-        ttm_preds_list.append(1 if pred_price > current_open_price else 0)
-
-    ttm_preds = np.array(ttm_preds_list)
-
-    print(f"✓ TTM-R2: 涨{(ttm_preds==1).sum()} ({(ttm_preds==1).sum()/len(ttm_preds)*100:.1f}%)")
-
-    # 7.4 TimesFM 2.5预测
-    timesfm_preds_list = []
-
-    for i in range(min_samples):
-        start_idx = i
-        end_idx = start_idx + 512
-
-        if end_idx > len(all_prices):
-            context_prices = all_prices[-512:]
-            current_open_price = all_open_prices[min(168 + i, len(all_open_prices) - 1)]
-        else:
-            context_prices = all_prices[start_idx:end_idx]
-            current_open_price = all_open_prices[end_idx] if end_idx < len(all_open_prices) else all_open_prices[-1]
-
-        try:
-            point_forecast, _ = timesfm_model.forecast(
-                horizon=1,
-                inputs=[context_prices],
-            )
-            pred_price = point_forecast[0, 0]
-            timesfm_preds_list.append(1 if pred_price > current_open_price else 0)
-        except:
-            timesfm_preds_list.append(np.random.randint(0, 2))
-
-    timesfm_preds = np.array(timesfm_preds_list)
-
-    print(f"✓ TimesFM: 涨{(timesfm_preds==1).sum()} ({(timesfm_preds==1).sum()/len(timesfm_preds)*100:.1f}%)")
-
-    # 7.5 CatBoost预测
-    catboost_preds = catboost_model.predict(X_catboost).astype(int)
-
-    print(f"✓ CatBoost: 涨{(catboost_preds==1).sum()} ({(catboost_preds==1).sum()/len(catboost_preds)*100:.1f}%)")
-
-    # ========== 步骤8: 集成策略评估 ==========
-    print("\n[8/8] 集成策略评估...")
-
-    true_labels = y_dlinear
-
-    # 策略1: 双模型交集（DLinear + N-BEATS）
-    two_model_agree_up = (dlinear_preds == 1) & (nbeats_preds == 1)
-    two_model_agree_down = (dlinear_preds == 0) & (nbeats_preds == 0)
-    two_model_preds = np.full(len(dlinear_preds), -1)
-    two_model_preds[two_model_agree_up] = 1
-    two_model_preds[two_model_agree_down] = 0
-
-    two_model_valid = two_model_preds != -1
-    two_model_correct = (two_model_preds == true_labels) & two_model_valid
-    two_model_acc = two_model_correct.sum() / two_model_valid.sum() * 100 if two_model_valid.sum() > 0 else 0
-    two_model_coverage = two_model_valid.sum() / len(true_labels) * 100
-
-    # 策略2: 三模型投票（DLinear + N-BEATS + TTM-R2）
-    vote_sum_3 = dlinear_preds + nbeats_preds + ttm_preds
-    three_model_preds = np.where(vote_sum_3 >= 2, 1, 0)
-    three_model_acc = (three_model_preds == true_labels).mean() * 100
-
-    # 策略3: 四模型投票
-    vote_sum_4 = dlinear_preds + nbeats_preds + ttm_preds + timesfm_preds
-    four_model_preds = np.where(vote_sum_4 >= 3, 1, 0)
-    four_model_acc = (four_model_preds == true_labels).mean() * 100
-
-    # 策略4: 五模型强投票（≥3票）
-    vote_sum_5 = dlinear_preds + nbeats_preds + ttm_preds + timesfm_preds + catboost_preds
-    five_model_preds_strong = np.where(vote_sum_5 >= 3, 1, 0)
-    five_model_acc_strong = (five_model_preds_strong == true_labels).mean() * 100
-
-    # 策略5: 五模型弱投票（≥2票）
-    five_model_preds_weak = np.where(vote_sum_5 >= 2, 1, 0)
-    five_model_acc_weak = (five_model_preds_weak == true_labels).mean() * 100
-
-    # ========== 结果展示 ==========
-    print("\n" + "="*80)
-    print("📊 五模型集成策略对比结果")
-    print("="*80)
-
-    print(f"\n单模型性能：")
-    print(f"  DLinear:     {(dlinear_preds == true_labels).mean() * 100:.2f}%")
-    print(f"  CatBoost:    {(catboost_preds == true_labels).mean() * 100:.2f}%")
-    print(f"  TimesFM 2.5: {(timesfm_preds == true_labels).mean() * 100:.2f}%")
-    print(f"  TTM-R2:      {(ttm_preds == true_labels).mean() * 100:.2f}%")
-    print(f"  N-BEATS:     {(nbeats_preds == true_labels).mean() * 100:.2f}%")
-
-    print(f"\n集成策略性能：")
-    print(f"  双模型交集 (DL+NB):            {two_model_acc:.2f}% (覆盖率: {two_model_coverage:.2f}%)")
-    print(f"  三模型投票 (DL+NB+TTM, ≥2票):  {three_model_acc:.2f}% (覆盖率: 100%)")
-    print(f"  四模型投票 (前4, ≥3票):        {four_model_acc:.2f}% (覆盖率: 100%)")
-    print(f"  五模型强投票 (所有, ≥3票):     {five_model_acc_strong:.2f}% (覆盖率: 100%)")
-    print(f"  五模型弱投票 (所有, ≥2票):     {five_model_acc_weak:.2f}% (覆盖率: 100%)")
-
-    # 投票分布分析
-    print(f"\n五模型投票分布：")
-    for votes in range(6):
-        count = (vote_sum_5 == votes).sum()
-        pct = count / len(vote_sum_5) * 100
-        bars = "█" * int(pct / 2)
-        print(f"  {votes}票同意: {count:3d}次 ({pct:5.1f}%) {bars}")
-
-    # 模型一致性分析
-    print(f"\n模型一致性分析：")
-    all_agree_up = (dlinear_preds == 1) & (nbeats_preds == 1) & (ttm_preds == 1) & (timesfm_preds == 1) & (catboost_preds == 1)
-    all_agree_down = (dlinear_preds == 0) & (nbeats_preds == 0) & (ttm_preds == 0) & (timesfm_preds == 0) & (catboost_preds == 0)
-    all_agree = all_agree_up | all_agree_down
-
-    print(f"  五模型完全一致: {all_agree.sum()}次 ({all_agree.sum()/len(all_agree)*100:.1f}%)")
-    if all_agree.sum() > 0:
-        all_agree_acc = ((five_model_preds_strong[all_agree] == true_labels[all_agree]).mean() * 100)
-        print(f"    一致时准确率: {all_agree_acc:.2f}%")
-
-    print("\n" + "="*80)
-    print("✓ 五模型集成预测完成!")
-    print("="*80)
-
-
-if __name__ == "__main__":
-    main()

ensemble_four_models.py

@@ -1,385 +0,0 @@
-"""四模型集成预测：DLinear + N-BEATS + TTM-R2 + TimesFM 2.5"""
-
-import sys
-import os
-sys.path.insert(0, os.path.dirname(os.path.abspath(__file__)))
-
-import torch
-import pickle
-import numpy as np
-import pandas as pd
-import pandas_ta as ta
-from sklearn.preprocessing import StandardScaler
-from data.fetcher import BinanceDataFetcher
-
-
-# ==================== 预处理器定义 ====================
-
-class ClassificationPreprocessor:
-    """DLinear分类预处理器"""
-    def __init__(self, lookback=168, forecast_horizon=1):
-        self.lookback = lookback
-        self.forecast_horizon = forecast_horizon
-        self.scaler = StandardScaler()
-        self.is_fitted = False
-
-    def add_features(self, df):
-        df = df.copy()
-        df['rsi'] = ta.rsi(df['close'], length=14)
-        macd = ta.macd(df['close'])
-        if macd is not None and not macd.empty:
-            df['macd'] = macd.iloc[:, 0]
-            df['macd_hist'] = macd.iloc[:, 1]
-            df['macd_signal'] = macd.iloc[:, 2]
-        return df
-
-    def create_labels(self, df):
-        df = df.copy()
-        df['future_price'] = df['close'].shift(-self.forecast_horizon)
-        df['future_return'] = (df['future_price'] - df['close']) / df['close']
-        df['label'] = (df['future_return'] > 0).astype(int)
-        return df[:-self.forecast_horizon]
-
-    def preprocess(self, df, fit=True):
-        df = self.add_features(df)
-        df = self.create_labels(df)
-        df = df.dropna().reset_index(drop=True)
-
-        feature_cols = ['open', 'high', 'low', 'close', 'volume',
-                       'rsi', 'macd', 'macd_hist', 'macd_signal']
-
-        if fit:
-            scaled_features = self.scaler.fit_transform(df[feature_cols])
-            self.is_fitted = True
-            self.feature_columns = feature_cols
-        else:
-            scaled_features = self.scaler.transform(df[feature_cols])
-
-        X, y = [], []
-        for i in range(len(scaled_features) - self.lookback):
-            X.append(scaled_features[i:i + self.lookback])
-            y.append(df['label'].iloc[i + self.lookback])
-
-        return np.array(X), np.array(y), df
-
-
-class NBeatsPreprocessor:
-    """N-BEATS预处理器"""
-    def __init__(self, lookback=168, forecast_horizon=1):
-        self.lookback = lookback
-        self.forecast_horizon = forecast_horizon
-        self.price_scaler = StandardScaler()
-        self.is_fitted = False
-
-    def preprocess(self, df, fit=True):
-        df = df.copy()
-        df['future_price'] = df['close'].shift(-self.forecast_horizon)
-        df = df[:-self.forecast_horizon].reset_index(drop=True)
-
-        prices = df['close'].values.reshape(-1, 1)
-        future_prices = df['future_price'].values.reshape(-1, 1)
-
-        if fit:
-            scaled_prices = self.price_scaler.fit_transform(prices)
-            scaled_future = self.price_scaler.transform(future_prices)
-            self.is_fitted = True
-        else:
-            scaled_prices = self.price_scaler.transform(prices)
-            scaled_future = self.price_scaler.transform(future_prices)
-
-        X, y = [], []
-        for i in range(len(scaled_prices) - self.lookback):
-            X.append(scaled_prices[i:i + self.lookback, 0])
-            y.append(scaled_future[i + self.lookback, 0])
-
-        return np.array(X), np.array(y), df
-
-    def inverse_transform_price(self, scaled_price):
-        return self.price_scaler.inverse_transform(scaled_price.reshape(-1, 1)).flatten()
-
-
-def main():
-    print("="*80)
-    print("四模型集成预测：DLinear + N-BEATS + TTM-R2 + TimesFM 2.5")
-    print("="*80)
-
-    # ========== 步骤1: 加载DLinear和N-BEATS模型 ==========
-    print("\n[1/7] 加载DLinear和N-BEATS模型...")
-
-    device = torch.device('mps' if torch.backends.mps.is_available() else 'cpu')
-
-    # 加载DLinear
-    from models.dlinear.model import DLinear
-    dlinear_checkpoint = torch.load(
-        './models/checkpoints/dlinear_classification_2026/best_model.pt',
-        map_location=device
-    )
-    dlinear_model = DLinear(dlinear_checkpoint['config'])
-    dlinear_model.load_state_dict(dlinear_checkpoint['model_state_dict'])
-    dlinear_model = dlinear_model.to(device)
-    dlinear_model.eval()
-
-    with open('./models/checkpoints/dlinear_classification_2026/preprocessor.pkl', 'rb') as f:
-        dlinear_preprocessor = pickle.load(f)
-
-    print(f"✓ DLinear已加载")
-
-    # 加载N-BEATS
-    from models.nbeats.model import NBeats
-    nbeats_checkpoint = torch.load(
-        './models/checkpoints/nbeats_btc_1h/best_model.pt',
-        map_location=device
-    )
-    nbeats_model = NBeats(nbeats_checkpoint['config'])
-    nbeats_model.load_state_dict(nbeats_checkpoint['model_state_dict'])
-    nbeats_model = nbeats_model.to(device)
-    nbeats_model.eval()
-
-    with open('./models/checkpoints/nbeats_btc_1h/preprocessor.pkl', 'rb') as f:
-        nbeats_preprocessor = pickle.load(f)
-
-    print(f"✓ N-BEATS已加载")
-
-    # ========== 步骤2: 加载TTM-R2 ==========
-    print("\n[2/7] 加载TTM-R2零样本模型...")
-
-    from tsfm_public.models.tinytimemixer import TinyTimeMixerForPrediction
-
-    ttm_model = TinyTimeMixerForPrediction.from_pretrained(
-        "ibm-granite/granite-timeseries-ttm-r2",
-        trust_remote_code=True
-    )
-    ttm_model = ttm_model.to(device)
-    ttm_model.eval()
-
-    print(f"✓ TTM-R2已加载 (参数量: {sum(p.numel() for p in ttm_model.parameters())})")
-
-    # ========== 步骤3: 加载TimesFM 2.5 ==========
-    print("\n[3/7] 加载TimesFM 2.5模型...")
-
-    import timesfm
-
-    timesfm_model = timesfm.TimesFM_2p5_200M_torch.from_pretrained(
-        "google/timesfm-2.5-200m-pytorch",
-        torch_compile=False  # 推理时不使用torch.compile
-    )
-
-    # 配置TimesFM用于BTC 1小时预测
-    timesfm_model.compile(
-        timesfm.ForecastConfig(
-            max_context=512,        # 使用512小时历史数据
-            max_horizon=1,          # 预测未来1小时
-            normalize_inputs=True,
-            use_continuous_quantile_head=True,
-            force_flip_invariance=True,
-            infer_is_positive=True,
-            fix_quantile_crossing=True,
-        )
-    )
-
-    print(f"✓ TimesFM 2.5已加载并配置")
-    print(f"  上下文长度: 512小时")
-    print(f"  预测长度: 1小时")
-
-    # ========== 步骤4: 获取测试数据 ==========
-    print("\n[4/7] 获取2026年1月测试数据...")
-
-    fetcher = BinanceDataFetcher()
-    df_2026 = fetcher.fetch_ohlcv('BTC', '1h', start_date='2026-01-01',
-                                   end_date='2026-01-30', use_cache=False)
-
-    print(f"✓ 数据获取完成: {len(df_2026)} 行")
-    print(f"✓ 时间范围: {df_2026['timestamp'].min()} 至 {df_2026['timestamp'].max()}")
-
-    # ========== 步骤5: 预处理 ==========
-    print("\n[5/7] 预处理数据...")
-
-    X_dlinear, y_dlinear, df_dlinear = dlinear_preprocessor.preprocess(df_2026, fit=False)
-    X_nbeats, y_nbeats, df_nbeats = nbeats_preprocessor.preprocess(df_2026, fit=False)
-
-    # 确保样本数量一致
-    min_samples = min(len(X_dlinear), len(X_nbeats))
-    X_dlinear = X_dlinear[:min_samples]
-    y_dlinear = y_dlinear[:min_samples]
-    X_nbeats = X_nbeats[:min_samples]
-    y_nbeats = y_nbeats[:min_samples]
-
-    print(f"✓ 对齐样本数: {min_samples}")
-
-    # ========== 步骤6: 四个模型分别预测 ==========
-    print("\n[6/7] 四个模型分别预测...")
-
-    # 6.1 DLinear预测
-    X_dlinear_tensor = torch.FloatTensor(X_dlinear).to(device)
-    with torch.no_grad():
-        dlinear_logits = dlinear_model(X_dlinear_tensor).cpu().numpy()
-        dlinear_probs = 1 / (1 + np.exp(-dlinear_logits))  # sigmoid
-        dlinear_preds = (dlinear_probs > 0.5).astype(int).flatten()  # 1=涨, 0=跌
-
-    print(f"✓ DLinear预测完成")
-    print(f"  预测上涨: {(dlinear_preds==1).sum()} ({(dlinear_preds==1).sum()/len(dlinear_preds)*100:.1f}%)")
-    print(f"  预测下跌: {(dlinear_preds==0).sum()} ({(dlinear_preds==0).sum()/len(dlinear_preds)*100:.1f}%)")
-
-    # 6.2 N-BEATS预测
-    X_nbeats_tensor = torch.FloatTensor(X_nbeats).to(device)
-    with torch.no_grad():
-        nbeats_pred_scaled = nbeats_model(X_nbeats_tensor).cpu().numpy()
-
-    # 还原真实价格并使用当前K线open价格判断
-    nbeats_pred_prices = nbeats_preprocessor.inverse_transform_price(nbeats_pred_scaled)
-    current_open_prices = df_nbeats['open'].iloc[168:168+len(nbeats_pred_prices)].values
-    nbeats_preds = (nbeats_pred_prices > current_open_prices).astype(int)  # 1=涨, 0=跌
-
-    print(f"✓ N-BEATS预测完成 (使用当前K线open价格判断)")
-    print(f"  预测上涨: {(nbeats_preds==1).sum()} ({(nbeats_preds==1).sum()/len(nbeats_preds)*100:.1f}%)")
-    print(f"  预测下跌: {(nbeats_preds==0).sum()} ({(nbeats_preds==0).sum()/len(nbeats_preds)*100:.1f}%)")
-
-    # 6.3 TTM-R2预测
-    print(f"✓ TTM-R2预测中...")
-
-    context_length = 512
-    ttm_preds_list = []
-    all_prices = df_2026['close'].values
-    all_open_prices = df_2026['open'].values
-
-    for i in range(min_samples):
-        start_idx = i
-        end_idx = start_idx + context_length
-
-        if end_idx > len(all_prices):
-            context_data = all_prices[-context_length:].reshape(1, -1, 1)
-            current_open_price = all_open_prices[min(168 + i, len(all_open_prices) - 1)]
-        else:
-            context_data = all_prices[start_idx:end_idx].reshape(1, -1, 1)
-            current_open_price = all_open_prices[end_idx] if end_idx < len(all_open_prices) else all_open_prices[-1]
-
-        context_tensor = torch.FloatTensor(context_data).to(device)
-
-        with torch.no_grad():
-            output = ttm_model(context_tensor)
-            pred_price = output.prediction_outputs.cpu().numpy()[0, 0, 0]
-
-        ttm_preds_list.append(1 if pred_price > current_open_price else 0)
-
-    ttm_preds = np.array(ttm_preds_list)
-
-    print(f"✓ TTM-R2预测完成")
-    print(f"  预测上涨: {(ttm_preds==1).sum()} ({(ttm_preds==1).sum()/len(ttm_preds)*100:.1f}%)")
-    print(f"  预测下跌: {(ttm_preds==0).sum()} ({(ttm_preds==0).sum()/len(ttm_preds)*100:.1f}%)")
-
-    # 6.4 TimesFM 2.5预测
-    print(f"✓ TimesFM 2.5预测中...")
-
-    timesfm_preds_list = []
-
-    for i in range(min_samples):
-        # TimesFM使用512小时上下文
-        start_idx = i
-        end_idx = start_idx + 512
-
-        if end_idx > len(all_prices):
-            # 如果数据不足，使用最后512个数据点
-            context_prices = all_prices[-512:]
-            current_open_price = all_open_prices[min(168 + i, len(all_open_prices) - 1)]
-        else:
-            context_prices = all_prices[start_idx:end_idx]
-            current_open_price = all_open_prices[end_idx] if end_idx < len(all_open_prices) else all_open_prices[-1]
-
-        # TimesFM的forecast方法接受list of arrays作为inputs
-        try:
-            point_forecast, _ = timesfm_model.forecast(
-                horizon=1,
-                inputs=[context_prices],  # list包含单个序列
-            )
-
-            # point_forecast形状: (1, 1) - (num_series, horizon)
-            pred_price = point_forecast[0, 0]
-
-            # 与当前K线open价格比较
-            timesfm_preds_list.append(1 if pred_price > current_open_price else 0)
-
-        except Exception as e:
-            print(f"  ⚠️ TimesFM预测第{i}个样本失败: {e}")
-            # 使用随机预测作为fallback
-            timesfm_preds_list.append(np.random.randint(0, 2))
-
-    timesfm_preds = np.array(timesfm_preds_list)
-
-    print(f"✓ TimesFM 2.5预测完成")
-    print(f"  预测上涨: {(timesfm_preds==1).sum()} ({(timesfm_preds==1).sum()/len(timesfm_preds)*100:.1f}%)")
-    print(f"  预测下跌: {(timesfm_preds==0).sum()} ({(timesfm_preds==0).sum()/len(timesfm_preds)*100:.1f}%)")
-
-    # ========== 步骤7: 集成策略评估 ==========
-    print("\n[7/7] 集成策略评估...")
-
-    true_labels = y_dlinear
-
-    # 策略1: 双模型交集（DLinear + N-BEATS）
-    two_model_agree_up = (dlinear_preds == 1) & (nbeats_preds == 1)
-    two_model_agree_down = (dlinear_preds == 0) & (nbeats_preds == 0)
-    two_model_preds = np.full(len(dlinear_preds), -1)
-    two_model_preds[two_model_agree_up] = 1
-    two_model_preds[two_model_agree_down] = 0
-
-    two_model_valid = two_model_preds != -1
-    two_model_correct = (two_model_preds == true_labels) & two_model_valid
-    two_model_acc = two_model_correct.sum() / two_model_valid.sum() * 100 if two_model_valid.sum() > 0 else 0
-    two_model_coverage = two_model_valid.sum() / len(true_labels) * 100
-
-    # 策略2: 三模型多数投票（DLinear + N-BEATS + TTM-R2）
-    vote_sum_3 = dlinear_preds + nbeats_preds + ttm_preds
-    three_model_preds = np.where(vote_sum_3 >= 2, 1, 0)
-    three_model_acc = (three_model_preds == true_labels).mean() * 100
-
-    # 策略3: 四模型多数投票（至少3个模型同意）
-    vote_sum_4 = dlinear_preds + nbeats_preds + ttm_preds + timesfm_preds
-    four_model_preds = np.where(vote_sum_4 >= 3, 1, 0)
-    four_model_acc = (four_model_preds == true_labels).mean() * 100
-
-    # 策略4: 四模型半数以上投票（至少2个模型同意）
-    four_model_preds_half = np.where(vote_sum_4 >= 2, 1, 0)
-    four_model_acc_half = (four_model_preds_half == true_labels).mean() * 100
-
-    # ========== 结果展示 ==========
-    print("\n" + "="*80)
-    print("📊 集成策略对比结果")
-    print("="*80)
-
-    print(f"\n单模型性能：")
-    print(f"  DLinear:     {(dlinear_preds == true_labels).mean() * 100:.2f}%")
-    print(f"  N-BEATS:     {(nbeats_preds == true_labels).mean() * 100:.2f}%")
-    print(f"  TTM-R2:      {(ttm_preds == true_labels).mean() * 100:.2f}%")
-    print(f"  TimesFM 2.5: {(timesfm_preds == true_labels).mean() * 100:.2f}%")
-
-    print(f"\n集成策略性能：")
-    print(f"  双模型交集 (DL+NB):           {two_model_acc:.2f}% (覆盖率: {two_model_coverage:.2f}%)")
-    print(f"  三模型投票 (DL+NB+TTM, ≥2票): {three_model_acc:.2f}% (覆盖率: 100%)")
-    print(f"  四模型强投票 (所有, ≥3票):    {four_model_acc:.2f}% (覆盖率: 100%)")
-    print(f"  四模型弱投票 (所有, ≥2票):    {four_model_acc_half:.2f}% (覆盖率: 100%)")
-
-    # 投票分布分析
-    print(f"\n四模型投票分布：")
-    for votes in range(5):
-        count = (vote_sum_4 == votes).sum()
-        pct = count / len(vote_sum_4) * 100
-        bars = "█" * int(pct / 2)
-        print(f"  {votes}票同意: {count:3d}次 ({pct:5.1f}%) {bars}")
-
-    # 模型一致性分析
-    print(f"\n模型一致性分析：")
-    all_agree_up = (dlinear_preds == 1) & (nbeats_preds == 1) & (ttm_preds == 1) & (timesfm_preds == 1)
-    all_agree_down = (dlinear_preds == 0) & (nbeats_preds == 0) & (ttm_preds == 0) & (timesfm_preds == 0)
-    all_agree = all_agree_up | all_agree_down
-
-    print(f"  四模型完全一致: {all_agree.sum()}次 ({all_agree.sum()/len(all_agree)*100:.1f}%)")
-    if all_agree.sum() > 0:
-        all_agree_acc = ((four_model_preds[all_agree] == true_labels[all_agree]).mean() * 100)
-        print(f"    一致时准确率: {all_agree_acc:.2f}%")
-
-    print("\n" + "="*80)
-    print("✓ 四模型集成预测完成!")
-    print("="*80)
-
-
-if __name__ == "__main__":
-    main()

ensemble_three_models.py

@@ -205,12 +205,13 @@ def main():
     # 还原真实价格
     nbeats_pred_prices = nbeats_preprocessor.inverse_transform_price(nbeats_pred_scaled)
 
-    # 【修改】获取当前K线的open价格（未来可交易价格）用于判断方向
+    # 【修复】使用当前K线的close价格判断涨跌（与标签定义一致）
-    # 第i个样本对应的是第168+i根K线，其open价格是真正可以交易的价格
+    # 第i个样本对应的是第168+i根K线，其close价格是当前收盘价
-    current_open_prices = df_nbeats['open'].iloc[168:168+len(nbeats_pred_prices)].values
+    # 标签定义: label = (future_close > current_close) 
-    nbeats_preds = (nbeats_pred_prices > current_open_prices).astype(int)  # 1=涨, 0=跌
+    current_close_prices = df_nbeats['close'].iloc[168:168+len(nbeats_pred_prices)].values
+    nbeats_preds = (nbeats_pred_prices > current_close_prices).astype(int)  # 1=涨, 0=跌
 
-    print(f"✓ N-BEATS预测完成 (使用当前K线open价格判断)")
+    print(f"✓ N-BEATS预测完成 (使用当前K线close价格判断)")
     print(f"  预测上涨: {(nbeats_preds==1).sum()} ({(nbeats_preds==1).sum()/len(nbeats_preds)*100:.1f}%)")
     print(f"  预测下跌: {(nbeats_preds==0).sum()} ({(nbeats_preds==0).sum()/len(nbeats_preds)*100:.1f}%)")
 
@@ -223,7 +224,6 @@ def main():
 
     # 从df_2026获取价格数据
     all_prices = df_2026['close'].values
-    all_open_prices = df_2026['open'].values
 
     # 为每个样本创建预测
     for i in range(min_samples):
@@ -235,12 +235,12 @@ def main():
         if end_idx > len(all_prices):
             # 如果超出范围，使用最后512个价格
             context_data = all_prices[-context_length:].reshape(1, -1, 1)
-            # 【修改】使用对应K线的open价格作为当前可交易价格
+            # 【修复】使用对应K线的close价格作为当前收盘价
-            current_open_price = all_open_prices[min(168 + i, len(all_open_prices) - 1)]
+            current_close_price = all_prices[min(168 + i, len(all_prices) - 1)]
         else:
             context_data = all_prices[start_idx:end_idx].reshape(1, -1, 1)
-            # 【修改】使用第end_idx根K线的open价格（即当前K线的开盘价）
+            # 【修复】使用第168+i根K线的close价格（即当前K线的收盘价）
-            current_open_price = all_open_prices[end_idx] if end_idx < len(all_open_prices) else all_open_prices[-1]
+            current_close_price = all_prices[168 + i] if 168 + i < len(all_prices) else all_prices[-1]
 
         context_tensor = torch.FloatTensor(context_data).to(device)
 
@@ -249,12 +249,12 @@ def main():
             # 预测第一个时间步的值
             pred_price = output.prediction_outputs.cpu().numpy()[0, 0, 0]
 
-        # 【修改】判断方向: 预测价格 vs 当前K线open价格
+        # 【修复】判断方向: 预测价格 vs 当前K线close价格（与标签定义一致）
-        ttm_preds_list.append(1 if pred_price > current_open_price else 0)
+        ttm_preds_list.append(1 if pred_price > current_close_price else 0)
 
     ttm_preds = np.array(ttm_preds_list)
 
-    print(f"✓ TTM-R2预测完成 (使用当前K线open价格判断)")
+    print(f"✓ TTM-R2预测完成 (使用当前K线close价格判断)")
     print(f"  预测上涨: {(ttm_preds==1).sum()} ({(ttm_preds==1).sum()/len(ttm_preds)*100:.1f}%)")
     print(f"  预测下跌: {(ttm_preds==0).sum()} ({(ttm_preds==0).sum()/len(ttm_preds)*100:.1f}%)")
 
@@ -358,9 +358,7 @@ def main():
 
     print(f"\n集成策略性能:")
     print(f"  双模型交集 (DLinear+NBEATS): {two_model_acc*100:.2f}% (覆盖率: {two_model_valid.sum()/len(dlinear_preds)*100:.1f}%)")
-
+    print(f"  三模型多数投票: {ensemble_accuracy*100:.2f}% (覆盖率: 100%)")
-    if len(valid_preds) > 0:
-        print(f"  三模型交集 (ALL): {ensemble_accuracy*100:.2f}% (覆盖率: {valid_mask.sum()/len(dlinear_preds)*100:.1f}%)")
 
     # 性能评估
     print("\n" + "="*80)
@@ -371,25 +369,11 @@ def main():
 
     if ensemble_accuracy > best_single:
         improvement = ensemble_accuracy - best_single
-            print(f"\n  ✅ 三模型交集优于所有单模型!")
+        print(f"\n  ✅ 三模型多数投票优于所有单模型!")
         print(f"     准确率提升: {improvement*100:.2f}个百分点")
-            print(f"     代价: 弃权{(~valid_mask).sum()}次预测 ({(~valid_mask).sum()/len(dlinear_preds)*100:.1f}%)")
-        elif ensemble_accuracy > two_model_acc:
-            improvement = ensemble_accuracy - two_model_acc
-            print(f"\n  ✅ 三模型交集优于双模型交集!")
-            print(f"     准确率提升: {improvement*100:.2f}个百分点")
-            print(f"     但覆盖率下降: {(two_model_valid.sum() - valid_mask.sum())/len(dlinear_preds)*100:.1f}%")
     else:
-            print(f"\n  ⚠️  三模型交集未能提升准确率")
+        print(f"\n  ⚠️  三模型多数投票未能超越最佳单模型")
-            print(f"     可能原因: TTM-R2表现太差({ttm_acc*100:.2f}%)，拖累了整体性能")
+        print(f"     可能原因: 某个模型表现太差，拖累整体性能")
-            print(f"     建议: 使用双模型交集(DLinear+NBEATS)")
-
-        # 实际收益分析
-        print(f"\n💰 实际收益分析:")
-        print(f"  如果只在三个模型都同意时交易:")
-        print(f"    - 交易次数: {valid_mask.sum()} ({valid_mask.sum()/len(dlinear_preds)*100:.1f}%)")
-        print(f"    - 准确率: {ensemble_accuracy*100:.2f}%")
-        print(f"    - 避免交易: {(~valid_mask).sum()}次 (规避不确定性)")
 
     print("\n" + "="*80)
     print("✓ 三模型集成预测分析完成!")

environment.yml

@@ -1,63 +0,0 @@
-name: crypto_pred
-channels:
-  - pytorch
-  - conda-forge
-  - defaults
-dependencies:
-  # Python
-  - python=3.10
-
-  # PyTorch (Mac M1 支持)
-  - pytorch
-  - torchvision
-  - torchaudio
-
-  # 数据处理
-  - pandas>=2.0.0
-  - numpy>=1.24.0
-  - scikit-learn>=1.3.0
-
-  # 开发工具
-  - jupyter
-  - ipython
-  - tqdm
-
-  # 可视化
-  - matplotlib
-  - seaborn
-
-  # 通过pip安装的包
-  - pip
-  - pip:
-    # Binance API
-    - python-binance>=1.0.19
-
-    # 环境变量
-    - python-dotenv>=1.0.0
-
-    # 时区处理
-    - pytz
-
-    # ONNX
-    - onnx>=1.14.0
-    - onnxruntime>=1.15.0
-
-    # 技术指标
-    - pandas-ta>=0.3.14b
-
-    # 模型库
-    - darts>=0.27.0
-    - u8darts[torch]>=0.27.0
-    - tsfm_public>=0.2.0
-    - gluonts[torch]>=0.14.0
-
-    # FastAPI
-    - fastapi>=0.104.0
-    - uvicorn[standard]>=0.24.0
-    - pydantic>=2.0.0
-    - python-multipart>=0.0.6
-
-    # 测试
-    - pytest>=7.4.0
-    - black>=23.0.0
-    - flake8>=6.0.0

install_windows.bat

@@ -0,0 +1,58 @@
+@echo off
+chcp 65001 >nul
+REM ============================================
+REM  Windows 环境安装脚本
+REM  安装所有依赖和模型
+REM ============================================
+
+echo ==========================================
+echo   加密货币预测系统 - Windows 安装脚本
+echo ==========================================
+echo.
+
+REM 检查 conda
+where conda >nul 2>&1
+if %errorlevel% neq 0 (
+    echo [错误] 未找到 conda
+    echo 请先安装 Miniconda: https://docs.conda.io/en/latest/miniconda.html
+    pause
+    exit /b 1
+)
+
+echo [1/6] 创建 conda 环境...
+call conda create -n crypto_pred_312 python=3.12 -y
+if %errorlevel% neq 0 (
+    echo [警告] 环境可能已存在，继续...
+)
+
+echo.
+echo [2/6] 激活环境...
+call conda activate crypto_pred_312
+
+echo.
+echo [3/6] 安装 PyTorch (CPU 版本)...
+pip install torch torchvision torchaudio --index-url https://download.pytorch.org/whl/cpu
+
+echo.
+echo [4/5] 安装项目依赖...
+pip install -r requirements.txt
+
+echo.
+echo [5/5] 验证安装...
+python -c "import torch; print(f'PyTorch: {torch.__version__}')"
+python -c "from tsfm_public.models.tinytimemixer import TinyTimeMixerForPrediction; print('TTM-R2: 已安装')"
+python -c "import pandas_ta; print('pandas-ta: 已安装')"
+python -c "from training.config import TrainingConfig; c=TrainingConfig(); print(f'设备: {c.get_device()}')"
+
+echo.
+echo ==========================================
+echo   安装完成!
+echo ==========================================
+echo.
+echo 下一步:
+echo   1. 复制 .env.example 为 .env 并配置数据库
+echo   2. 双击 start_system.bat 启动系统
+echo   3. 访问 http://localhost:8000
+echo.
+
+pause

models/inference.py

@@ -0,0 +1,417 @@
+"""
+模型推理服务 - 统一管理 DLinear, N-BEATS, TTM-R2 模型加载与预测
+"""
+import os
+import sys
+import pickle
+import torch
+import numpy as np
+import pandas as pd
+import pandas_ta as ta
+from typing import Dict, List, Optional, Tuple, Union, Any
+from sklearn.preprocessing import StandardScaler
+
+# 添加项目根目录到 sys.path
+sys.path.insert(0, os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
+
+from models.dlinear.model import DLinear
+from models.nbeats.model import NBeats
+try:
+    from tsfm_public.models.tinytimemixer import TinyTimeMixerForPrediction
+except (ImportError, NameError):
+    # 尝试作为可选依赖处理
+    TinyTimeMixerForPrediction = None
+
+
+
+class CustomUnpickler(pickle.Unpickler):
+    """自定义反序列化器，用于处理 __main__ 模块的类重定向"""
+    def find_class(self, module, name):
+        # 将 __main__ 中的类重定向到当前模块
+        if module == "__main__":
+            if name == "ClassificationPreprocessor":
+                return ClassificationPreprocessor
+            if name == "NBeatsPreprocessor":
+                return NBeatsPreprocessor
+        return super().find_class(module, name)
+
+
+class ClassificationPreprocessor:
+    """DLinear分类预处理器"""
+    
+    def __init__(self, lookback: int = 168, forecast_horizon: int = 1):
+        self.lookback = lookback
+        self.forecast_horizon = forecast_horizon
+        self.scaler = StandardScaler()
+        self.is_fitted = False
+        self.feature_columns = ['open', 'high', 'low', 'close', 'volume', 
+                               'rsi', 'macd', 'macd_hist', 'macd_signal']
+
+    def add_features(self, df: pd.DataFrame) -> pd.DataFrame:
+        df = df.copy()
+        df['rsi'] = ta.rsi(df['close'], length=14)
+        macd = ta.macd(df['close'])
+        if macd is not None and not macd.empty:
+            df['macd'] = macd.iloc[:, 0]
+            df['macd_hist'] = macd.iloc[:, 1]
+            df['macd_signal'] = macd.iloc[:, 2]
+        return df
+
+    def create_labels(self, df: pd.DataFrame) -> pd.DataFrame:
+        df = df.copy()
+        df['future_price'] = df['close'].shift(-self.forecast_horizon)
+        df['future_return'] = (df['future_price'] - df['close']) / df['close']
+        df['label'] = (df['future_return'] > 0).astype(int)
+        return df[:-self.forecast_horizon]
+
+    def preprocess(self, df: pd.DataFrame, fit: bool = True):
+        df = self.add_features(df)
+        df = self.create_labels(df)
+        df = df.dropna().reset_index(drop=True)
+        
+        if fit:
+            scaled_features = self.scaler.fit_transform(df[self.feature_columns])
+            self.is_fitted = True
+        else:
+            scaled_features = self.scaler.transform(df[self.feature_columns])
+        
+        X, y = [], []
+        for i in range(len(scaled_features) - self.lookback):
+            X.append(scaled_features[i:i + self.lookback])
+            y.append(df['label'].iloc[i + self.lookback])
+        
+        return np.array(X), np.array(y), df
+
+    def preprocess_for_inference(self, df: pd.DataFrame):
+        """推理专用预处理：整个df一次性处理，不生成标签"""
+        df = self.add_features(df)
+        df = df.dropna().reset_index(drop=True)
+        
+        # 确保有足够的数据
+        if len(df) == 0:
+             return np.array([]), df, []
+
+        scaled_features = self.scaler.transform(df[self.feature_columns])
+        
+        X = []
+        valid_indices = []
+        
+        if len(scaled_features) < self.lookback:
+            return np.array([]), df, []
+            
+        # 注意：这里生成的窗口数量应该是 len(scaled) - lookback + 1
+        # 例如 len=168, lookback=168 -> range(1) -> i=0 -> [0:168] (1个窗口)
+        for i in range(len(scaled_features) - self.lookback + 1):
+            window = scaled_features[i:i + self.lookback]
+            X.append(window)
+            valid_indices.append(i + self.lookback - 1)
+            
+        return np.array(X), df, valid_indices
+
+
+class NBeatsPreprocessor:
+    """N-BEATS预处理器"""
+    def __init__(self, lookback: int = 168, forecast_horizon: int = 1):
+        self.lookback = lookback
+        self.forecast_horizon = forecast_horizon
+        self.price_scaler = StandardScaler()
+        self.is_fitted = False
+
+    def preprocess(self, df: pd.DataFrame, fit: bool = True):
+        df = df.copy()
+        prices = df['close'].values.reshape(-1, 1)
+
+        if fit:
+            scaled_prices = self.price_scaler.fit_transform(prices)
+            self.is_fitted = True
+        else:
+            scaled_prices = self.price_scaler.transform(prices)
+
+        X = []
+        valid_indices = []
+
+        if len(scaled_prices) < self.lookback:
+            return np.array([]), df, []
+
+        for i in range(len(scaled_prices) - self.lookback + 1):
+            X.append(scaled_prices[i:i + self.lookback, 0])
+            valid_indices.append(i + self.lookback - 1)
+
+        return np.array(X), df, valid_indices
+
+
+class InferenceManager:
+    """统一模型推理管理器"""
+    
+    _instance = None
+    
+    def __new__(cls, *args, **kwargs):
+        if cls._instance is None:
+            cls._instance = super(InferenceManager, cls).__new__(cls)
+            cls._instance.initialized = False
+        return cls._instance
+
+    def __init__(self, device_str: str = None):
+        if self.initialized:
+            return
+            
+        import platform
+        if device_str:
+            self.device = torch.device(device_str)
+        elif platform.system() == 'Darwin' and torch.backends.mps.is_available():
+            self.device = torch.device('mps')
+        else:
+            self.device = torch.device('cpu')
+            
+        print(f"InferenceManager 使用设备: {self.device}")
+        
+        self.models = {}
+        self.preprocessors = {}
+        
+        # 配置路径
+        self.configs = {
+            'dlinear': {
+                'model_path': './models/checkpoints/dlinear_classification_2026/best_model.pt',
+                'preprocessor_path': './models/checkpoints/dlinear_classification_2026/preprocessor.pkl'
+            },
+            'nbeats': {
+                'model_path': './models/checkpoints/nbeats_btc_1h/best_model.pt',
+                'preprocessor_path': './models/checkpoints/nbeats_btc_1h/preprocessor.pkl'
+            },
+            'ttm': {
+                'model_name': 'ibm-granite/granite-timeseries-ttm-r2'
+            }
+        }
+        self.initialized = True
+
+    def load_model(self, model_name: str):
+        """加载指定模型"""
+        if model_name in self.models:
+            return
+
+        print(f"正在加载 {model_name}...")
+        try:
+            if model_name == 'dlinear':
+                self._load_dlinear()
+            elif model_name == 'nbeats':
+                self._load_nbeats()
+            elif model_name == 'ttm':
+                self._load_ttm()
+            else:
+                print(f"未知模型: {model_name}")
+        except Exception as e:
+            print(f"加载 {model_name} 失败: {e}")
+            import traceback
+            traceback.print_exc()
+
+    def load_all_models(self):
+        """加载所有模型"""
+        self.load_model('dlinear')
+        self.load_model('nbeats')
+        self.load_model('ttm')
+
+    def _load_dlinear(self):
+        config = self.configs['dlinear']
+        if not os.path.exists(config['model_path']):
+            print(f"DLinear 模型文件不存在: {config['model_path']}")
+            return
+
+        checkpoint = torch.load(config['model_path'], map_location=self.device, weights_only=False)
+        model = DLinear(checkpoint['config'])
+        model.load_state_dict(checkpoint['model_state_dict'])
+        self.models['dlinear'] = model.to(self.device).eval()
+        
+        with open(config['preprocessor_path'], 'rb') as f:
+            try:
+                self.preprocessors['dlinear'] = pickle.load(f)
+            except AttributeError:
+                f.seek(0)
+                self.preprocessors['dlinear'] = CustomUnpickler(f).load()
+        print("  ✓ DLinear 已加载")
+
+    def _load_nbeats(self):
+        config = self.configs['nbeats']
+        if not os.path.exists(config['model_path']):
+            print(f"N-BEATS 模型文件不存在: {config['model_path']}")
+            return
+
+        checkpoint = torch.load(config['model_path'], map_location=self.device, weights_only=False)
+        model = NBeats(checkpoint['config'])
+        self.models['nbeats'] = model.to(self.device).eval()
+        with open(config['preprocessor_path'], 'rb') as f:
+             try:
+                self.preprocessors['nbeats'] = pickle.load(f)
+             except AttributeError:
+                f.seek(0)
+                self.preprocessors['nbeats'] = CustomUnpickler(f).load()
+        print("  ✓ N-BEATS 已加载")
+
+    def _load_ttm(self):
+        # 检查 TTM 类是否已导入
+        if TinyTimeMixerForPrediction is None:
+            print("TTM-R2 模型类未定义 (可能是依赖库缺失)")
+            return
+
+        config = self.configs['ttm']
+        try:
+            model = TinyTimeMixerForPrediction.from_pretrained(
+                config['model_name'],
+                trust_remote_code=True
+            )
+            self.models['ttm'] = model.to(self.device).eval()
+            print("  ✓ TTM-R2 已加载")
+        except Exception as e:
+            print(f"TTM 加载失败: {e}")
+
+    def predict_dlinear(self, df: pd.DataFrame) -> Tuple[Optional[int], Optional[float]]:
+        """
+        DLinear预测 (输入df包含历史数据，预测下一时刻)
+        """
+        if 'dlinear' not in self.models:
+            self.load_model('dlinear')
+            if 'dlinear' not in self.models:
+                return None, None
+            
+        model = self.models['dlinear']
+        preprocessor = self.preprocessors['dlinear']
+        
+        # 预处理
+        X, _, _ = preprocessor.preprocess_for_inference(df)
+        
+        if len(X) == 0:
+            return None, None
+            
+        # 取最后一个窗口
+        X_last = torch.FloatTensor(X[-1:]).to(self.device)
+        
+        with torch.no_grad():
+            logits = model(X_last).cpu().numpy()
+            prob = 1 / (1 + np.exp(-logits))
+            prediction = int(prob.item() > 0.5)
+            probability = float(prob.item())
+            
+        return prediction, probability
+
+    def predict_nbeats(self, df: pd.DataFrame) -> Tuple[Optional[int], Optional[float]]:
+        """
+        N-BEATS预测
+        """
+        if 'nbeats' not in self.models:
+            self.load_model('nbeats')
+            if 'nbeats' not in self.models:
+                return None, None
+            
+        model = self.models['nbeats']
+        preprocessor = self.preprocessors['nbeats']
+        
+        # 预处理
+        X, _, _ = preprocessor.preprocess(df, fit=False)
+        
+        if len(X) == 0:
+            return None, None
+            
+        # 取最后一个窗口
+        X_last = torch.FloatTensor(X[-1:]).to(self.device)
+        current_price_scaled = X[-1, -1] # 窗口中最后一个点的缩放价格
+        
+        with torch.no_grad():
+            output = model(X_last).cpu().numpy()
+            # output shape: (batch, forecast_horizon) or (batch, 1)
+            if output.ndim == 1:
+                pred_price_scaled = output[0]
+            else:
+                pred_price_scaled = output[0, 0]
+                
+            prediction = 1 if pred_price_scaled > current_price_scaled else 0
+            
+            # N-BEATS 回归模型没有直接概率
+            probability = 0.6 if prediction == 1 else 0.4 # 占位
+            
+        return prediction, probability
+
+    def predict_ttm(self, df: pd.DataFrame) -> Tuple[Optional[int], Optional[float]]:
+        """
+        TTM-R2预测
+        """
+        if 'ttm' not in self.models:
+            self.load_model('ttm')
+            if 'ttm' not in self.models:
+                return None, None
+            
+        model = self.models['ttm']
+        context_length = 512
+        
+        all_prices = df['close'].values
+        if len(all_prices) == 0:
+             return None, None
+             
+        # TTM 上下文准备
+        if len(all_prices) >= context_length:
+            context_data = all_prices[-context_length:].reshape(1, -1, 1)
+        else:
+            padded = np.full(context_length, all_prices[-1])
+            padded[-len(all_prices):] = all_prices
+            context_data = padded.reshape(1, -1, 1)
+            
+        context_tensor = torch.FloatTensor(context_data).to(self.device)
+        base_price = float(df['close'].iloc[-1])
+        
+        with torch.no_grad():
+            output = model(context_tensor)
+            pred_price = output.prediction_outputs.cpu().numpy()[0, 0, 0]
+            
+        prediction = 1 if pred_price > base_price else 0
+        
+        # 简单的概率模拟
+        price_pct = (pred_price - base_price) / base_price
+        probability = 1 / (1 + np.exp(-price_pct * 100))
+        
+        return prediction, float(probability)
+
+    def predict_all(self, df: pd.DataFrame) -> Dict[str, Any]:
+        """
+        使用所有加载的模型进行预测
+        """
+        results = {}
+        
+        # DLinear
+        dl_pred, dl_prob = self.predict_dlinear(df)
+        if dl_pred is not None:
+            results['dlinear'] = {'prediction': dl_pred, 'probability': dl_prob}
+            
+        # N-BEATS
+        nb_pred, nb_prob = self.predict_nbeats(df)
+        if nb_pred is not None:
+            results['nbeats'] = {'prediction': nb_pred, 'probability': nb_prob}
+            
+        # TTM
+        ttm_pred, ttm_prob = self.predict_ttm(df)
+        if ttm_pred is not None:
+            results['ttm'] = {'prediction': ttm_pred, 'probability': ttm_prob}
+            
+        # 集成 (投票)
+        votes = []
+        if dl_pred is not None: votes.append(dl_pred)
+        if nb_pred is not None: votes.append(nb_pred)
+        if ttm_pred is not None: votes.append(ttm_pred)
+        
+        if votes:
+            # 简单投票: > 50% 胜出
+            vote_sum = sum(votes)
+            if vote_sum > len(votes) / 2:
+                ensemble_pred = 1
+            elif vote_sum < len(votes) / 2:
+                ensemble_pred = 0
+            else:
+                # 平票时，如果有 DLinear，优先 DLinear，否则 0 (保守)
+                ensemble_pred = dl_pred if dl_pred is not None else 0
+                
+            results['ensemble'] = {'prediction': ensemble_pred, 'votes': votes}
+        else:
+            results['ensemble'] = None
+            
+        return results
+
+def get_inference_manager() -> InferenceManager:
+    """获取单例"""
+    return InferenceManager()

requirements.txt

@@ -1,40 +1,69 @@
-# Core dependencies
+# ==============================================
-torch>=2.0.0
+# 加密货币预测系统依赖
-torchvision
+# Python 3.12 | 支持 macOS (MPS) 和 Windows (CPU)
-torchaudio
+# ==============================================
-python-binance>=1.0.19
+
+# ----------------------------------------------
+# PyTorch (根据平台单独安装)
+# ----------------------------------------------
+# macOS: pip install torch torchvision torchaudio
+# Windows CPU: pip install torch torchvision torchaudio --index-url https://download.pytorch.org/whl/cpu
+# 注意：requirements.txt 中不包含 torch，需要手动安装
+
+# ----------------------------------------------
+# 数据处理
+# ----------------------------------------------
 pandas>=2.0.0
 numpy>=1.24.0
 scikit-learn>=1.3.0
 pytz
-python-dotenv>=1.0.0
 
-# ONNX
+# ----------------------------------------------
-onnx>=1.14.0
+# 时序模型
-onnxruntime>=1.15.0
+# ----------------------------------------------
+# IBM Granite TTM-R2 (导入名: tsfm_public)
+granite-tsfm>=0.3.0
 
-# Model-specific dependencies
+# ----------------------------------------------
-darts>=0.27.0
+# 技术指标
-u8darts[torch]>=0.27.0
+# ----------------------------------------------
-tsfm_public>=0.2.0
+pandas-ta>=0.3.14b
-gluonts[torch]>=0.14.0
 
-# API dependencies
+# ----------------------------------------------
+# API 服务
+# ----------------------------------------------
 fastapi>=0.104.0
 uvicorn[standard]>=0.24.0
 pydantic>=2.0.0
 python-multipart>=0.0.6
 
-# Technical indicators
+# ----------------------------------------------
-pandas-ta>=0.3.14b
+# HTTP 客户端
+# ----------------------------------------------
+httpx>=0.25.0
 
-# Development tools
+# ----------------------------------------------
-jupyter>=1.0.0
+# 数据源
-matplotlib>=3.7.0
+# ----------------------------------------------
-seaborn>=0.12.0
+python-binance>=1.0.19
-pytest>=7.4.0
-black>=23.0.0
-flake8>=6.0.0
 
-# Utilities
+# ----------------------------------------------
+# 任务调度
+# ----------------------------------------------
+schedule>=1.2.0
+
+# ----------------------------------------------
+# 数据库
+# ----------------------------------------------
+pymysql>=1.1.0
+cryptography>=41.0.0
+
+# ----------------------------------------------
+# 环境变量
+# ----------------------------------------------
+python-dotenv>=1.0.0
+
+# ----------------------------------------------
+# 进度条
+# ----------------------------------------------
 tqdm>=4.66.0

save_all_results.py

@@ -1,458 +0,0 @@
-"""保存所有测试结果到项目 - 生成完整报告"""
-
-import sys
-import os
-sys.path.insert(0, os.path.dirname(os.path.abspath(__file__)))
-
-import torch
-import pickle
-import numpy as np
-import pandas as pd
-import pandas_ta as ta
-from sklearn.preprocessing import StandardScaler
-from sklearn.metrics import confusion_matrix
-from data.fetcher import BinanceDataFetcher
-import json
-from datetime import datetime
-
-
-# ==================== 预处理器定义 ====================
-
-class ClassificationPreprocessor:
-    """DLinear分类预处理器"""
-    def __init__(self, lookback=168, forecast_horizon=1):
-        self.lookback = lookback
-        self.forecast_horizon = forecast_horizon
-        self.scaler = StandardScaler()
-        self.is_fitted = False
-
-    def add_features(self, df):
-        df = df.copy()
-        df['rsi'] = ta.rsi(df['close'], length=14)
-        macd = ta.macd(df['close'])
-        if macd is not None and not macd.empty:
-            df['macd'] = macd.iloc[:, 0]
-            df['macd_hist'] = macd.iloc[:, 1]
-            df['macd_signal'] = macd.iloc[:, 2]
-        return df
-
-    def create_labels(self, df):
-        df = df.copy()
-        df['future_price'] = df['close'].shift(-self.forecast_horizon)
-        df['future_return'] = (df['future_price'] - df['close']) / df['close']
-        df['label'] = (df['future_return'] > 0).astype(int)
-        return df[:-self.forecast_horizon]
-
-    def preprocess(self, df, fit=True):
-        df = self.add_features(df)
-        df = self.create_labels(df)
-        df = df.dropna().reset_index(drop=True)
-
-        feature_cols = ['open', 'high', 'low', 'close', 'volume',
-                       'rsi', 'macd', 'macd_hist', 'macd_signal']
-
-        if fit:
-            scaled_features = self.scaler.fit_transform(df[feature_cols])
-            self.is_fitted = True
-            self.feature_columns = feature_cols
-        else:
-            scaled_features = self.scaler.transform(df[feature_cols])
-
-        X, y = [], []
-        for i in range(len(scaled_features) - self.lookback):
-            X.append(scaled_features[i:i + self.lookback])
-            y.append(df['label'].iloc[i + self.lookback])
-
-        return np.array(X), np.array(y), df
-
-
-class NBeatsPreprocessor:
-    """N-BEATS预处理器"""
-    def __init__(self, lookback=168, forecast_horizon=1):
-        self.lookback = lookback
-        self.forecast_horizon = forecast_horizon
-        self.price_scaler = StandardScaler()
-        self.is_fitted = False
-
-    def preprocess(self, df, fit=True):
-        df = df.copy()
-        df['future_price'] = df['close'].shift(-self.forecast_horizon)
-        df = df[:-self.forecast_horizon].reset_index(drop=True)
-
-        prices = df['close'].values.reshape(-1, 1)
-        future_prices = df['future_price'].values.reshape(-1, 1)
-
-        if fit:
-            scaled_prices = self.price_scaler.fit_transform(prices)
-            scaled_future = self.price_scaler.transform(future_prices)
-            self.is_fitted = True
-        else:
-            scaled_prices = self.price_scaler.transform(prices)
-            scaled_future = self.price_scaler.transform(future_prices)
-
-        X, y = [], []
-        for i in range(len(scaled_prices) - self.lookback):
-            X.append(scaled_prices[i:i + self.lookback, 0])
-            y.append(scaled_future[i + self.lookback, 0])
-
-        return np.array(X), np.array(y), df
-
-    def inverse_transform_price(self, scaled_price):
-        return self.price_scaler.inverse_transform(scaled_price.reshape(-1, 1)).flatten()
-
-
-def main():
-    print("="*80)
-    print("保存完整测试结果到项目")
-    print("="*80)
-
-    # 创建结果目录
-    results_dir = "./results"
-    os.makedirs(results_dir, exist_ok=True)
-
-    timestamp = datetime.now().strftime("%Y%m%d_%H%M%S")
-
-    # ========== 加载模型 ==========
-    print("\n[1/5] 加载模型...")
-
-    device = torch.device('mps' if torch.backends.mps.is_available() else 'cpu')
-
-    from models.dlinear.model import DLinear
-    dlinear_checkpoint = torch.load(
-        './models/checkpoints/dlinear_classification_2026/best_model.pt',
-        map_location=device
-    )
-    dlinear_model = DLinear(dlinear_checkpoint['config'])
-    dlinear_model.load_state_dict(dlinear_checkpoint['model_state_dict'])
-    dlinear_model = dlinear_model.to(device)
-    dlinear_model.eval()
-
-    with open('./models/checkpoints/dlinear_classification_2026/preprocessor.pkl', 'rb') as f:
-        dlinear_preprocessor = pickle.load(f)
-
-    from models.nbeats.model import NBeats
-    nbeats_checkpoint = torch.load(
-        './models/checkpoints/nbeats_btc_1h/best_model.pt',
-        map_location=device
-    )
-    nbeats_model = NBeats(nbeats_checkpoint['config'])
-    nbeats_model.load_state_dict(nbeats_checkpoint['model_state_dict'])
-    nbeats_model = nbeats_model.to(device)
-    nbeats_model.eval()
-
-    with open('./models/checkpoints/nbeats_btc_1h/preprocessor.pkl', 'rb') as f:
-        nbeats_preprocessor = pickle.load(f)
-
-    from tsfm_public.models.tinytimemixer import TinyTimeMixerForPrediction
-    ttm_model = TinyTimeMixerForPrediction.from_pretrained(
-        "ibm-granite/granite-timeseries-ttm-r2",
-        trust_remote_code=True
-    )
-    ttm_model = ttm_model.to(device)
-    ttm_model.eval()
-
-    print("✓ 三个模型已加载")
-
-    # ========== 获取数据 ==========
-    print("\n[2/5] 获取2026年1月测试数据...")
-    fetcher = BinanceDataFetcher()
-
-    df_2026 = fetcher.fetch_ohlcv('BTC', '1h', start_date='2026-01-01',
-                                   end_date='2026-01-30', use_cache=False)
-
-    print(f"✓ 数据: {len(df_2026)} 行, {df_2026['timestamp'].min()} 至 {df_2026['timestamp'].max()}")
-
-    # ========== 预处理和预测 ==========
-    print("\n[3/5] 预处理和预测...")
-
-    X_dlinear, y_dlinear, df_dlinear = dlinear_preprocessor.preprocess(df_2026, fit=False)
-    X_nbeats, y_nbeats, df_nbeats = nbeats_preprocessor.preprocess(df_2026, fit=False)
-
-    min_samples = min(len(X_dlinear), len(X_nbeats))
-    X_dlinear = X_dlinear[:min_samples]
-    y_dlinear = y_dlinear[:min_samples]
-    X_nbeats = X_nbeats[:min_samples]
-
-    # DLinear预测
-    X_dlinear_tensor = torch.FloatTensor(X_dlinear).to(device)
-    with torch.no_grad():
-        dlinear_logits = dlinear_model(X_dlinear_tensor).cpu().numpy()
-        dlinear_probs = 1 / (1 + np.exp(-dlinear_logits.flatten()))
-        dlinear_preds = (dlinear_probs > 0.5).astype(int)
-
-    # N-BEATS预测
-    X_nbeats_tensor = torch.FloatTensor(X_nbeats).to(device)
-    with torch.no_grad():
-        nbeats_pred_scaled = nbeats_model(X_nbeats_tensor).cpu().numpy()
-
-    nbeats_pred_prices = nbeats_preprocessor.inverse_transform_price(nbeats_pred_scaled)
-    current_open_prices = df_nbeats['open'].iloc[168:168+len(nbeats_pred_prices)].values
-    nbeats_preds = (nbeats_pred_prices > current_open_prices).astype(int)
-
-    # TTM-R2预测
-    context_length = 512
-    ttm_preds_list = []
-    all_prices = df_2026['close'].values
-    all_open_prices = df_2026['open'].values
-
-    for i in range(min_samples):
-        start_idx = i
-        end_idx = start_idx + context_length
-
-        if end_idx > len(all_prices):
-            context_data = all_prices[-context_length:].reshape(1, -1, 1)
-            current_open_price = all_open_prices[min(168 + i, len(all_open_prices) - 1)]
-        else:
-            context_data = all_prices[start_idx:end_idx].reshape(1, -1, 1)
-            current_open_price = all_open_prices[end_idx] if end_idx < len(all_open_prices) else all_open_prices[-1]
-
-        context_tensor = torch.FloatTensor(context_data).to(device)
-        with torch.no_grad():
-            output = ttm_model(context_tensor)
-            pred_price = output.prediction_outputs.cpu().numpy()[0, 0, 0]
-        ttm_preds_list.append(1 if pred_price > current_open_price else 0)
-
-    ttm_preds = np.array(ttm_preds_list)
-
-    # 双模型交集
-    two_model_agree_up = (dlinear_preds == 1) & (nbeats_preds == 1)
-    two_model_agree_down = (dlinear_preds == 0) & (nbeats_preds == 0)
-    two_model_preds = np.full(len(dlinear_preds), -1)
-    two_model_preds[two_model_agree_up] = 1
-    two_model_preds[two_model_agree_down] = 0
-
-    # 三模型投票
-    vote_sum = dlinear_preds + nbeats_preds + ttm_preds
-    three_model_preds = np.where(vote_sum >= 2, 1, 0)
-
-    true_labels = y_dlinear
-
-    print(f"✓ 预测完成，样本数: {min_samples}")
-
-    # ========== 生成详细结果 ==========
-    print("\n[4/5] 生成详细结果...")
-
-    # 时间戳和日期
-    timestamps = df_2026['timestamp'].iloc[168:168+min_samples].values
-    timestamps_utc = pd.to_datetime(timestamps)
-    timestamps_et = timestamps_utc.tz_localize('UTC').tz_convert('America/New_York')
-    dates = timestamps_et.date
-
-    # 创建详细结果DataFrame
-    results_df = pd.DataFrame({
-        'timestamp_utc': timestamps_utc,
-        'timestamp_et': timestamps_et,
-        'date': dates,
-        'true_label': true_labels,
-        'dlinear_prob': dlinear_probs,
-        'dlinear_pred': dlinear_preds,
-        'nbeats_pred': nbeats_preds,
-        'ttm_pred': ttm_preds,
-        'two_model_pred': two_model_preds,
-        'three_model_pred': three_model_preds,
-        'dlinear_correct': dlinear_preds == true_labels,
-        'two_model_correct': (two_model_preds == true_labels) & (two_model_preds != -1),
-        'three_model_correct': three_model_preds == true_labels
-    })
-
-    # 按天统计
-    daily_stats = results_df.groupby('date').agg({
-        'true_label': 'count',
-        'two_model_pred': lambda x: (x != -1).sum(),
-        'two_model_correct': 'sum',
-        'three_model_correct': 'sum',
-        'dlinear_correct': 'sum'
-    })
-
-    daily_stats.columns = ['total_samples', 'two_model_valid', 'two_model_correct',
-                            'three_model_correct', 'dlinear_correct']
-
-    daily_stats['dlinear_accuracy'] = daily_stats['dlinear_correct'] / daily_stats['total_samples'] * 100
-    daily_stats['two_model_accuracy'] = daily_stats['two_model_correct'] / daily_stats['two_model_valid'] * 100
-    daily_stats['three_model_accuracy'] = daily_stats['three_model_correct'] / daily_stats['total_samples'] * 100
-    daily_stats['two_model_coverage'] = daily_stats['two_model_valid'] / daily_stats['total_samples'] * 100
-
-    daily_stats['two_model_accuracy'] = daily_stats['two_model_accuracy'].fillna(0)
-
-    # ========== 保存结果 ==========
-    print("\n[5/5] 保存结果文件...")
-
-    # 1. 保存逐小时详细结果
-    hourly_file = f"{results_dir}/hourly_predictions_2026_01.csv"
-    results_df.to_csv(hourly_file, index=False)
-    print(f"✓ 保存逐小时预测: {hourly_file}")
-
-    # 2. 保存每日统计
-    daily_file = f"{results_dir}/daily_statistics_2026_01.csv"
-    daily_stats.to_csv(daily_file)
-    print(f"✓ 保存每日统计: {daily_file}")
-
-    # 3. 生成总结报告
-    summary = {
-        "测试期间": {
-            "开始日期": str(df_2026['timestamp'].min()),
-            "结束日期": str(df_2026['timestamp'].max()),
-            "总天数": len(daily_stats),
-            "总样本数": int(min_samples)
-        },
-        "单模型性能": {
-            "DLinear": {
-                "准确率": f"{(dlinear_preds == true_labels).mean() * 100:.2f}%",
-                "预测上涨比例": f"{(dlinear_preds == 1).mean() * 100:.1f}%"
-            },
-            "N-BEATS": {
-                "准确率": f"{(nbeats_preds == true_labels).mean() * 100:.2f}%",
-                "预测上涨比例": f"{(nbeats_preds == 1).mean() * 100:.1f}%"
-            },
-            "TTM-R2": {
-                "准确率": f"{(ttm_preds == true_labels).mean() * 100:.2f}%",
-                "预测上涨比例": f"{(ttm_preds == 1).mean() * 100:.1f}%"
-            }
-        },
-        "集成策略性能": {
-            "双模型交集": {
-                "准确率": f"{((two_model_preds == true_labels) & (two_model_preds != -1)).sum() / (two_model_preds != -1).sum() * 100:.2f}%",
-                "覆盖率": f"{(two_model_preds != -1).mean() * 100:.2f}%",
-                "有效预测数": int((two_model_preds != -1).sum())
-            },
-            "三模型投票": {
-                "准确率": f"{(three_model_preds == true_labels).mean() * 100:.2f}%",
-                "覆盖率": "100.00%",
-                "有效预测数": int(len(three_model_preds))
-            }
-        },
-        "DLinear概率分布": {
-            "0.4-0.5区间": f"{((dlinear_probs >= 0.4) & (dlinear_probs < 0.5)).sum()}个 ({((dlinear_probs >= 0.4) & (dlinear_probs < 0.5)).mean() * 100:.1f}%)",
-            "0.5-0.6区间": f"{((dlinear_probs >= 0.5) & (dlinear_probs < 0.6)).sum()}个 ({((dlinear_probs >= 0.5) & (dlinear_probs < 0.6)).mean() * 100:.1f}%)",
-            "0.6-0.7区间": f"{((dlinear_probs >= 0.6) & (dlinear_probs < 0.7)).sum()}个 ({((dlinear_probs >= 0.6) & (dlinear_probs < 0.7)).mean() * 100:.1f}%)",
-            "平均概率": f"{dlinear_probs.mean():.3f}"
-        },
-        "最佳/最差交易日": {
-            "双模型最佳日": {
-                "日期": str(daily_stats['two_model_accuracy'].idxmax()),
-                "准确率": f"{daily_stats['two_model_accuracy'].max():.1f}%"
-            },
-            "双模型最差日": {
-                "日期": str(daily_stats[daily_stats['two_model_accuracy'] > 0]['two_model_accuracy'].idxmin()),
-                "准确率": f"{daily_stats[daily_stats['two_model_accuracy'] > 0]['two_model_accuracy'].min():.1f}%"
-            },
-            "三模型最佳日": {
-                "日期": str(daily_stats['three_model_accuracy'].idxmax()),
-                "准确率": f"{daily_stats['three_model_accuracy'].max():.1f}%"
-            },
-            "三模型最差日": {
-                "日期": str(daily_stats['three_model_accuracy'].idxmin()),
-                "准确率": f"{daily_stats['three_model_accuracy'].min():.1f}%"
-            }
-        }
-    }
-
-    summary_file = f"{results_dir}/summary_report_2026_01.json"
-    with open(summary_file, 'w', encoding='utf-8') as f:
-        json.dump(summary, f, indent=2, ensure_ascii=False)
-    print(f"✓ 保存总结报告: {summary_file}")
-
-    # 4. 生成Markdown报告
-    markdown_report = f"""# 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**: {len(daily_stats)}天
-- **总样本数**: {min_samples}个小时
-- **生成时间**: {datetime.now().strftime('%Y-%m-%d %H:%M:%S')}
-
----
-
-## 单模型性能
-
-### DLinear分类模型
-- **准确率**: {(dlinear_preds == true_labels).mean() * 100:.2f}%
-- **预测上涨比例**: {(dlinear_preds == 1).mean() * 100:.1f}%
-- **预测下跌比例**: {(dlinear_preds == 0).mean() * 100:.1f}%
-
-### N-BEATS回归模型
-- **准确率**: {(nbeats_preds == true_labels).mean() * 100:.2f}%
-- **预测上涨比例**: {(nbeats_preds == 1).mean() * 100:.1f}%
-- **预测下跌比例**: {(nbeats_preds == 0).mean() * 100:.1f}%
-
-### TTM-R2零样本模型
-- **准确率**: {(ttm_preds == true_labels).mean() * 100:.2f}%
-- **预测上涨比例**: {(ttm_preds == 1).mean() * 100:.1f}%
-- **预测下跌比例**: {(ttm_preds == 0).mean() * 100:.1f}%
-
----
-
-## 集成策略性能
-
-### 双模型交集（DLinear + N-BEATS）
-- **准确率**: {((two_model_preds == true_labels) & (two_model_preds != -1)).sum() / (two_model_preds != -1).sum() * 100:.2f}%
-- **覆盖率**: {(two_model_preds != -1).mean() * 100:.2f}%
-- **有效预测数**: {(two_model_preds != -1).sum()}次
-
-### 三模型多数投票（DLinear + N-BEATS + TTM-R2）
-- **准确率**: {(three_model_preds == true_labels).mean() * 100:.2f}%
-- **覆盖率**: 100.00%
-- **有效预测数**: {len(three_model_preds)}次
-
----
-
-## DLinear概率分布分析
-
-| 概率区间 | 样本数 | 占比 |
-|---------|--------|------|
-| 0.4-0.5 | {((dlinear_probs >= 0.4) & (dlinear_probs < 0.5)).sum()} | {((dlinear_probs >= 0.4) & (dlinear_probs < 0.5)).mean() * 100:.1f}% |
-| 0.5-0.6 | {((dlinear_probs >= 0.5) & (dlinear_probs < 0.6)).sum()} | {((dlinear_probs >= 0.5) & (dlinear_probs < 0.6)).mean() * 100:.1f}% |
-| 0.6-0.7 | {((dlinear_probs >= 0.6) & (dlinear_probs < 0.7)).sum()} | {((dlinear_probs >= 0.6) & (dlinear_probs < 0.7)).mean() * 100:.1f}% |
-
-**平均概率**: {dlinear_probs.mean():.3f}
-
----
-
-## 最佳/最差交易日
-
-### 双模型交集
-- **最佳日**: {daily_stats['two_model_accuracy'].idxmax()} ({daily_stats['two_model_accuracy'].max():.1f}%)
-- **最差日**: {daily_stats[daily_stats['two_model_accuracy'] > 0]['two_model_accuracy'].idxmin()} ({daily_stats[daily_stats['two_model_accuracy'] > 0]['two_model_accuracy'].min():.1f}%)
-
-### 三模型投票
-- **最佳日**: {daily_stats['three_model_accuracy'].idxmax()} ({daily_stats['three_model_accuracy'].max():.1f}%)
-- **最差日**: {daily_stats['three_model_accuracy'].idxmin()} ({daily_stats['three_model_accuracy'].min():.1f}%)
-
----
-
-## 结论
-
-1. **最佳单模型**: DLinear ({(dlinear_preds == true_labels).mean() * 100:.2f}%)
-2. **最佳集成策略**: 双模型交集 ({((two_model_preds == true_labels) & (two_model_preds != -1)).sum() / (two_model_preds != -1).sum() * 100:.2f}%)
-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: {datetime.now().strftime('%Y-%m-%d %H:%M:%S')}
-"""
-
-    markdown_file = f"{results_dir}/README_2026_01.md"
-    with open(markdown_file, 'w', encoding='utf-8') as f:
-        f.write(markdown_report)
-    print(f"✓ 保存Markdown报告: {markdown_file}")
-
-    print("\n" + "="*80)
-    print("✓ 所有结果已保存到 ./results/ 目录")
-    print("="*80)
-    print(f"\n保存的文件:")
-    print(f"  1. {hourly_file}")
-    print(f"  2. {daily_file}")
-    print(f"  3. {summary_file}")
-    print(f"  4. {markdown_file}")
-    print("\n" + "="*80)
-
-
-if __name__ == "__main__":
-    main()

scripts/export_onnx.py

@@ -0,0 +1,37 @@
+"""导出 DLinear 模型为 ONNX 格式。
+
+用法:
+    python scripts/export_onnx.py
+
+输出:
+    models/checkpoints/dlinear_classification_2026/model.onnx
+"""
+
+import sys
+from pathlib import Path
+
+# 添加项目根目录到路径
+project_root = Path(__file__).parent.parent
+sys.path.insert(0, str(project_root))
+
+from models.dlinear.model import DLinear
+
+
+def main():
+    # 模型路径
+    checkpoint_path = project_root / "models/checkpoints/dlinear_classification_2026/best_model.pt"
+    output_path = checkpoint_path.parent / "model.onnx"
+
+    print(f"加载模型: {checkpoint_path}")
+    model = DLinear.load(str(checkpoint_path), device='cpu')
+
+    print(f"模型配置: lookback={model.config.lookback}, input_dim={model.config.input_dim}")
+    print(f"参数量: {model.count_parameters():,}")
+
+    # 导出为 ONNX
+    model.to_onnx(str(output_path))
+    print(f"✓ ONNX 模型已保存到: {output_path}")
+
+
+if __name__ == "__main__":
+    main()

scripts/generate_sample_data.py

@@ -1,10 +1,17 @@
 """生成测试数据以便在无法连接Binance时使用"""
 
+import sys
+import os
+from pathlib import Path
+
+# 添加项目根目录 to path
+sys.path.append(str(Path(__file__).resolve().parent.parent))
+
 import pandas as pd
 import numpy as np
 from datetime import datetime, timedelta
-from pathlib import Path
 
+from data.database import DatabaseManager
 
 def generate_sample_data(
     symbol: str = 'BTC',
@@ -76,14 +83,13 @@ def generate_sample_data(
 
     df = pd.DataFrame(data)
 
-    # 保存到缓存
+    # 保存到数据库
-    cache_dir = Path('./data/cache')
+    # 注意：我们这里假设DatabaseManager的默认路径在脚本运行时是相对于CWD的
-    cache_dir.mkdir(parents=True, exist_ok=True)
+    # 如果从根目录运行，./data/cache/market_data.db 是正确的
+    db_manager = DatabaseManager()
+    db_manager.save_ohlcv(df, symbol, timeframe)
 
-    cache_file = cache_dir / f"{symbol}_{timeframe}_1y_now.csv"
+    print(f"✓ 已生成 {len(df)} 行模拟数据并保存到数据库")
-    df.to_csv(cache_file, index=False)
-
-    print(f"✓ 已生成 {len(df)} 行模拟数据并保存到：{cache_file}")
     return df
 
 

scripts/patch_trader.py

@@ -0,0 +1,91 @@
+import os
+
+file_path = 'trader/auto_trade_polymarket.py'
+
+with open(file_path, 'r', encoding='utf-8') as f:
+    lines = f.readlines()
+
+new_lines = []
+inserted = False
+
+# Code to insert
+insert_code = """
+        # === 新增: 保存初始预测和状态 ===
+        try:
+            # 确定最终预测 (用于日志)
+            final_pred = 0
+            if 'ensemble' in all_preds and all_preds['ensemble']:
+                final_pred = all_preds['ensemble']['prediction']
+            elif 'dlinear' in all_preds:
+                final_pred = all_preds['dlinear']['prediction']
+            
+            et_tz = ZoneInfo('America/New_York')
+            current_time_utc = pd.Timestamp(current_time)
+            current_time_et = current_time_utc.tz_localize('UTC').tz_convert(et_tz)
+            
+            # 1. 保存预测到 model_predictions
+            common_data = {
+                "timestamp": current_time_utc.isoformat(),
+                "timestamp_et": current_time_et.isoformat(),
+                "date": current_time_et.strftime('%Y-%m-%d'),
+                "hour": current_time_et.hour,
+                "actual_result": None,
+                "is_correct": None,
+                "open_price": float(df['open'].iloc[-1]),
+                "close_price": None,
+            }
+            
+            def save_single_pred(name, pred_res):
+                data = common_data.copy()
+                data['model_name'] = name
+                data['prediction'] = pred_res['prediction']
+                data['probability'] = pred_res.get('probability', 0.5)
+                PredictionModel.save_prediction(data)
+
+            if 'dlinear' in all_preds: save_single_pred("DLinear", all_preds['dlinear'])
+            if 'nbeats' in all_preds: save_single_pred("N-BEATS", all_preds['nbeats'])
+            if 'ttm' in all_preds: save_single_pred("TTM-R2", all_preds['ttm'])
+            if 'ensemble' in all_preds and all_preds['ensemble']: save_single_pred("Ensemble", all_preds['ensemble'])
+            
+            logger.info(f"💾 [Init] 初始预测已保存到数据库")
+
+            # 2. 记录当前监控状态到 trades (作为 'in_progress')
+            status = 'in_progress'
+            market_title = self.current_market['title'] if self.current_market else "Waiting for Market..."
+            market_slug = self.current_market['slug'] if self.current_market else None
+            
+            log_data = {
+                'timestamp': datetime.now().isoformat(),
+                'market_title': market_title,
+                'market_slug': market_slug,
+                'model_name': 'Ensemble',
+                'prediction': 'UP' if final_pred == 1 else 'DOWN',
+                'probability': 0.0,
+                'action': 'MONITOR',
+                'price': 0,
+                'amount': 0,
+                'size': 0,
+                'status': status,
+                'error_message': 'System Started - Monitoring',
+                'raw_data': {}
+            }
+            self.db.log_trade(log_data)
+            logger.info(f"💾 [Init] 初始监控状态已记录")
+
+        except Exception as e:
+            logger.error(f"保存初始状态失败: {e}")
+            import traceback
+            traceback.print_exc()
+            
+"""
+
+for line in lines:
+    if "def wait_for_next_hour(self)" in line and not inserted:
+        new_lines.append(insert_code)
+        inserted = True
+    new_lines.append(line)
+
+with open(file_path, 'w', encoding='utf-8') as f:
+    f.writelines(new_lines)
+
+print("Successfully patched trader/auto_trade_polymarket.py")

smart_rest_strategy.py

@@ -1,451 +0,0 @@
-"""智能休息策略回测：基于历史准确率动态决定是否交易"""
-
-import sys
-import os
-sys.path.insert(0, os.path.dirname(os.path.abspath(__file__)))
-
-import torch
-import pickle
-import numpy as np
-import pandas as pd
-import pandas_ta as ta
-from sklearn.preprocessing import StandardScaler
-from data.fetcher import BinanceDataFetcher
-
-
-# ==================== 预处理器定义 ====================
-
-class ClassificationPreprocessor:
-    """DLinear分类预处理器"""
-    def __init__(self, lookback=168, forecast_horizon=1):
-        self.lookback = lookback
-        self.forecast_horizon = forecast_horizon
-        self.scaler = StandardScaler()
-        self.is_fitted = False
-
-    def add_features(self, df):
-        df = df.copy()
-        df['rsi'] = ta.rsi(df['close'], length=14)
-        macd = ta.macd(df['close'])
-        if macd is not None and not macd.empty:
-            df['macd'] = macd.iloc[:, 0]
-            df['macd_hist'] = macd.iloc[:, 1]
-            df['macd_signal'] = macd.iloc[:, 2]
-        return df
-
-    def create_labels(self, df):
-        df = df.copy()
-        df['future_price'] = df['close'].shift(-self.forecast_horizon)
-        df['future_return'] = (df['future_price'] - df['close']) / df['close']
-        df['label'] = (df['future_return'] > 0).astype(int)
-        return df[:-self.forecast_horizon]
-
-    def preprocess(self, df, fit=True):
-        df = self.add_features(df)
-        df = self.create_labels(df)
-        df = df.dropna().reset_index(drop=True)
-
-        feature_cols = ['open', 'high', 'low', 'close', 'volume',
-                       'rsi', 'macd', 'macd_hist', 'macd_signal']
-
-        if fit:
-            scaled_features = self.scaler.fit_transform(df[feature_cols])
-            self.is_fitted = True
-            self.feature_columns = feature_cols
-        else:
-            scaled_features = self.scaler.transform(df[feature_cols])
-
-        X, y = [], []
-        for i in range(len(scaled_features) - self.lookback):
-            X.append(scaled_features[i:i + self.lookback])
-            y.append(df['label'].iloc[i + self.lookback])
-
-        return np.array(X), np.array(y), df
-
-
-class NBeatsPreprocessor:
-    """N-BEATS预处理器"""
-    def __init__(self, lookback=168, forecast_horizon=1):
-        self.lookback = lookback
-        self.forecast_horizon = forecast_horizon
-        self.price_scaler = StandardScaler()
-        self.is_fitted = False
-
-    def preprocess(self, df, fit=True):
-        df = df.copy()
-        df['future_price'] = df['close'].shift(-self.forecast_horizon)
-        df = df[:-self.forecast_horizon].reset_index(drop=True)
-
-        prices = df['close'].values.reshape(-1, 1)
-        future_prices = df['future_price'].values.reshape(-1, 1)
-
-        if fit:
-            scaled_prices = self.price_scaler.fit_transform(prices)
-            scaled_future = self.price_scaler.transform(future_prices)
-            self.is_fitted = True
-        else:
-            scaled_prices = self.price_scaler.transform(prices)
-            scaled_future = self.price_scaler.transform(future_prices)
-
-        X, y = [], []
-        for i in range(len(scaled_prices) - self.lookback):
-            X.append(scaled_prices[i:i + self.lookback, 0])
-            y.append(scaled_future[i + self.lookback, 0])
-
-        return np.array(X), np.array(y), df
-
-    def inverse_transform_price(self, scaled_price):
-        return self.price_scaler.inverse_transform(scaled_price.reshape(-1, 1)).flatten()
-
-
-def main():
-    print("="*80)
-    print("智能休息策略回测：基于历史准确率动态决定是否交易")
-    print("="*80)
-    print("\n策略规则：")
-    print("  1. 如果前一天准确率超过70% → 当天休息")
-    print("  2. 如果连续两天准确率超过60% → 第三天休息")
-    print("  3. 其他情况 → 正常交易")
-    print("="*80)
-
-    # ========== 加载模型 ==========
-    print("\n[1/4] 加载模型...")
-
-    device = torch.device('mps' if torch.backends.mps.is_available() else 'cpu')
-
-    # 加载DLinear
-    from models.dlinear.model import DLinear
-    dlinear_checkpoint = torch.load(
-        './models/checkpoints/dlinear_classification_2026/best_model.pt',
-        map_location=device
-    )
-    dlinear_model = DLinear(dlinear_checkpoint['config'])
-    dlinear_model.load_state_dict(dlinear_checkpoint['model_state_dict'])
-    dlinear_model = dlinear_model.to(device)
-    dlinear_model.eval()
-
-    with open('./models/checkpoints/dlinear_classification_2026/preprocessor.pkl', 'rb') as f:
-        dlinear_preprocessor = pickle.load(f)
-
-    # 加载N-BEATS
-    from models.nbeats.model import NBeats
-    nbeats_checkpoint = torch.load(
-        './models/checkpoints/nbeats_btc_1h/best_model.pt',
-        map_location=device
-    )
-    nbeats_model = NBeats(nbeats_checkpoint['config'])
-    nbeats_model.load_state_dict(nbeats_checkpoint['model_state_dict'])
-    nbeats_model = nbeats_model.to(device)
-    nbeats_model.eval()
-
-    with open('./models/checkpoints/nbeats_btc_1h/preprocessor.pkl', 'rb') as f:
-        nbeats_preprocessor = pickle.load(f)
-
-    # 加载TTM-R2
-    from tsfm_public.models.tinytimemixer import TinyTimeMixerForPrediction
-    ttm_model = TinyTimeMixerForPrediction.from_pretrained(
-        "ibm-granite/granite-timeseries-ttm-r2",
-        trust_remote_code=True
-    )
-    ttm_model = ttm_model.to(device)
-    ttm_model.eval()
-
-    print(f"✓ 三个模型已加载")
-
-    # ========== 获取数据 ==========
-    print("\n[2/4] 获取2026年1月测试数据（1月1日-1月30日）...")
-    fetcher = BinanceDataFetcher()
-
-    df_2026 = fetcher.fetch_ohlcv('BTC', '1h', start_date='2026-01-01',
-                                   end_date='2026-01-30', use_cache=False)
-
-    print(f"✓ 测试数据: {len(df_2026)} 行")
-    print(f"✓ 时间范围: {df_2026['timestamp'].min()} 至 {df_2026['timestamp'].max()}")
-
-    # ========== 预处理 ==========
-    print("\n[3/4] 预处理数据...")
-
-    X_dlinear, y_dlinear, df_dlinear = dlinear_preprocessor.preprocess(df_2026, fit=False)
-    X_nbeats, y_nbeats, df_nbeats = nbeats_preprocessor.preprocess(df_2026, fit=False)
-
-    min_samples = min(len(X_dlinear), len(X_nbeats))
-    X_dlinear = X_dlinear[:min_samples]
-    y_dlinear = y_dlinear[:min_samples]
-    X_nbeats = X_nbeats[:min_samples]
-    y_nbeats = y_nbeats[:min_samples]
-
-    # ========== 预测 ==========
-    print("\n[4/4] 执行预测...")
-
-    # DLinear预测
-    X_dlinear_tensor = torch.FloatTensor(X_dlinear).to(device)
-    with torch.no_grad():
-        dlinear_logits = dlinear_model(X_dlinear_tensor).cpu().numpy()
-        dlinear_probs = 1 / (1 + np.exp(-dlinear_logits))
-        dlinear_preds = (dlinear_probs > 0.5).astype(int).flatten()
-
-    # N-BEATS预测
-    X_nbeats_tensor = torch.FloatTensor(X_nbeats).to(device)
-    with torch.no_grad():
-        nbeats_pred_scaled = nbeats_model(X_nbeats_tensor).cpu().numpy()
-
-    nbeats_pred_prices = nbeats_preprocessor.inverse_transform_price(nbeats_pred_scaled)
-    current_open_prices = df_nbeats['open'].iloc[168:168+len(nbeats_pred_prices)].values
-    nbeats_preds = (nbeats_pred_prices > current_open_prices).astype(int)
-
-    # TTM-R2预测
-    context_length = 512
-    ttm_preds_list = []
-    all_prices = df_2026['close'].values
-    all_open_prices = df_2026['open'].values
-
-    for i in range(min_samples):
-        start_idx = i
-        end_idx = start_idx + context_length
-
-        if end_idx > len(all_prices):
-            context_data = all_prices[-context_length:].reshape(1, -1, 1)
-            current_open_price = all_open_prices[min(168 + i, len(all_open_prices) - 1)]
-        else:
-            context_data = all_prices[start_idx:end_idx].reshape(1, -1, 1)
-            current_open_price = all_open_prices[end_idx] if end_idx < len(all_open_prices) else all_open_prices[-1]
-
-        context_tensor = torch.FloatTensor(context_data).to(device)
-
-        with torch.no_grad():
-            output = ttm_model(context_tensor)
-            pred_price = output.prediction_outputs.cpu().numpy()[0, 0, 0]
-
-        ttm_preds_list.append(1 if pred_price > current_open_price else 0)
-
-    ttm_preds = np.array(ttm_preds_list)
-
-    # 双模型交集
-    two_model_agree_up = (dlinear_preds == 1) & (nbeats_preds == 1)
-    two_model_agree_down = (dlinear_preds == 0) & (nbeats_preds == 0)
-    two_model_preds = np.full(len(dlinear_preds), -1)
-    two_model_preds[two_model_agree_up] = 1
-    two_model_preds[two_model_agree_down] = 0
-
-    # 三模型多数投票
-    vote_sum = dlinear_preds + nbeats_preds + ttm_preds
-    three_model_preds = np.where(vote_sum >= 2, 1, 0)
-
-    # 真实标签
-    true_labels = y_dlinear
-
-    # ========== 构建每日数据 ==========
-    timestamps = df_2026['timestamp'].iloc[168:168+min_samples].values
-    timestamps_utc = pd.to_datetime(timestamps)
-    timestamps_et = timestamps_utc.tz_localize('UTC').tz_convert('America/New_York')
-    dates = timestamps_et.date
-
-    results_df = pd.DataFrame({
-        'date': dates,
-        'timestamp_et': timestamps_et,
-        'true_label': true_labels,
-        'two_model_pred': two_model_preds,
-        'three_model_pred': three_model_preds,
-        'two_model_correct': (two_model_preds == true_labels) & (two_model_preds != -1),
-        'three_model_correct': (three_model_preds == true_labels)
-    })
-
-    # 按天统计基础数据
-    daily_stats = results_df.groupby('date').agg({
-        'true_label': 'count',
-        'two_model_pred': lambda x: (x != -1).sum(),
-        'two_model_correct': 'sum',
-        'three_model_correct': 'sum'
-    })
-
-    daily_stats.columns = ['total_samples', 'two_model_valid', 'two_model_correct', 'three_model_correct']
-
-    # 计算每日准确率
-    daily_stats['two_model_accuracy'] = daily_stats['two_model_correct'] / daily_stats['two_model_valid'] * 100
-    daily_stats['three_model_accuracy'] = daily_stats['three_model_correct'] / daily_stats['total_samples'] * 100
-    daily_stats['two_model_accuracy'] = daily_stats['two_model_accuracy'].fillna(0)
-
-    # ========== 应用智能休息策略 ==========
-    print("\n" + "="*80)
-    print("📊 应用智能休息策略")
-    print("="*80)
-
-    # 为每一天添加"是否休息"标记
-    daily_stats['two_model_rest'] = False
-    daily_stats['three_model_rest'] = False
-    daily_stats['rest_reason'] = ''
-
-    dates_list = daily_stats.index.tolist()
-
-    for i, date in enumerate(dates_list):
-        if i == 0:
-            continue  # 第一天没有历史数据，不休息
-
-        # 获取前一天和前两天的数据
-        prev_date = dates_list[i-1]
-        prev2_date = dates_list[i-2] if i >= 2 else None
-
-        # 双模型休息逻辑
-        # 规则1：前一天准确率超过70%
-        if daily_stats.loc[prev_date, 'two_model_accuracy'] > 70:
-            daily_stats.loc[date, 'two_model_rest'] = True
-            daily_stats.loc[date, 'rest_reason'] = f'前日准确率{daily_stats.loc[prev_date, "two_model_accuracy"]:.1f}%>70%'
-
-        # 规则2：连续两天准确率超过60%
-        elif (prev2_date is not None and
-              daily_stats.loc[prev_date, 'two_model_accuracy'] > 60 and
-              daily_stats.loc[prev2_date, 'two_model_accuracy'] > 60):
-            daily_stats.loc[date, 'two_model_rest'] = True
-            daily_stats.loc[date, 'rest_reason'] = f'连续2天>60% ({daily_stats.loc[prev2_date, "two_model_accuracy"]:.1f}%, {daily_stats.loc[prev_date, "two_model_accuracy"]:.1f}%)'
-
-        # 三模型休息逻辑
-        # 规则1：前一天准确率超过70%
-        if daily_stats.loc[prev_date, 'three_model_accuracy'] > 70:
-            daily_stats.loc[date, 'three_model_rest'] = True
-            if not daily_stats.loc[date, 'rest_reason']:
-                daily_stats.loc[date, 'rest_reason'] = f'三模前日{daily_stats.loc[prev_date, "three_model_accuracy"]:.1f}%>70%'
-
-        # 规则2：连续两天准确率超过60%
-        elif (prev2_date is not None and
-              daily_stats.loc[prev_date, 'three_model_accuracy'] > 60 and
-              daily_stats.loc[prev2_date, 'three_model_accuracy'] > 60):
-            daily_stats.loc[date, 'three_model_rest'] = True
-            if not daily_stats.loc[date, 'rest_reason']:
-                daily_stats.loc[date, 'rest_reason'] = f'三模连续2天>60%'
-
-    # ========== 统计休息天数 ==========
-    two_model_rest_days = daily_stats['two_model_rest'].sum()
-    three_model_rest_days = daily_stats['three_model_rest'].sum()
-    total_days = len(daily_stats)
-
-    print(f"\n休息天数统计：")
-    print(f"  总交易日: {total_days}天")
-    print(f"  双模型休息: {two_model_rest_days}天 ({two_model_rest_days/total_days*100:.1f}%)")
-    print(f"  三模型休息: {three_model_rest_days}天 ({three_model_rest_days/total_days*100:.1f}%)")
-
-    # ========== 计算休息策略的实际表现 ==========
-    print("\n" + "="*80)
-    print("📈 策略对比：正常交易 vs 智能休息")
-    print("="*80)
-
-    # 双模型策略
-    print(f"\n🔵 双模型交集策略：")
-
-    # 正常交易（不休息）
-    two_normal_correct = daily_stats['two_model_correct'].sum()
-    two_normal_total = daily_stats['two_model_valid'].sum()
-    two_normal_acc = two_normal_correct / two_normal_total * 100 if two_normal_total > 0 else 0
-
-    print(f"\n  📊 正常交易（不休息）：")
-    print(f"    交易天数: {total_days}天")
-    print(f"    有效预测: {two_normal_total}次")
-    print(f"    正确预测: {two_normal_correct}次")
-    print(f"    准确率: {two_normal_acc:.2f}%")
-
-    # 智能休息
-    two_rest_mask = ~daily_stats['two_model_rest']
-    two_rest_correct = daily_stats.loc[two_rest_mask, 'two_model_correct'].sum()
-    two_rest_total = daily_stats.loc[two_rest_mask, 'two_model_valid'].sum()
-    two_rest_acc = two_rest_correct / two_rest_total * 100 if two_rest_total > 0 else 0
-    two_trade_days = two_rest_mask.sum()
-
-    print(f"\n  🛌 智能休息策略：")
-    print(f"    交易天数: {two_trade_days}天 (休息{two_model_rest_days}天)")
-    print(f"    有效预测: {two_rest_total}次")
-    print(f"    正确预测: {two_rest_correct}次")
-    print(f"    准确率: {two_rest_acc:.2f}%")
-
-    two_acc_diff = two_rest_acc - two_normal_acc
-    two_diff_mark = "✅" if two_acc_diff > 0 else ("⚠️" if two_acc_diff < 0 else "")
-    print(f"\n    准确率变化: {two_acc_diff:+.2f}% {two_diff_mark}")
-
-    # 休息日的实际表现
-    if two_model_rest_days > 0:
-        two_rest_days_mask = daily_stats['two_model_rest']
-        two_rest_day_correct = daily_stats.loc[two_rest_days_mask, 'two_model_correct'].sum()
-        two_rest_day_total = daily_stats.loc[two_rest_days_mask, 'two_model_valid'].sum()
-        two_rest_day_acc = two_rest_day_correct / two_rest_day_total * 100 if two_rest_day_total > 0 else 0
-
-        print(f"\n    🔍 被休息的{two_model_rest_days}天实际表现:")
-        print(f"      准确率: {two_rest_day_acc:.2f}%")
-        avoided_loss = "避免了低准确率" if two_rest_day_acc < two_normal_acc else "⚠️ 错过了好机会"
-        print(f"      评价: {avoided_loss}")
-
-    # 三模型策略
-    print(f"\n🟢 三模型投票策略：")
-
-    # 正常交易
-    three_normal_correct = daily_stats['three_model_correct'].sum()
-    three_normal_total = daily_stats['total_samples'].sum()
-    three_normal_acc = three_normal_correct / three_normal_total * 100
-
-    print(f"\n  📊 正常交易（不休息）：")
-    print(f"    交易天数: {total_days}天")
-    print(f"    有效预测: {three_normal_total}次")
-    print(f"    正确预测: {three_normal_correct}次")
-    print(f"    准确率: {three_normal_acc:.2f}%")
-
-    # 智能休息
-    three_rest_mask = ~daily_stats['three_model_rest']
-    three_rest_correct = daily_stats.loc[three_rest_mask, 'three_model_correct'].sum()
-    three_rest_total = daily_stats.loc[three_rest_mask, 'total_samples'].sum()
-    three_rest_acc = three_rest_correct / three_rest_total * 100 if three_rest_total > 0 else 0
-    three_trade_days = three_rest_mask.sum()
-
-    print(f"\n  🛌 智能休息策略：")
-    print(f"    交易天数: {three_trade_days}天 (休息{three_model_rest_days}天)")
-    print(f"    有效预测: {three_rest_total}次")
-    print(f"    正确预测: {three_rest_correct}次")
-    print(f"    准确率: {three_rest_acc:.2f}%")
-
-    three_acc_diff = three_rest_acc - three_normal_acc
-    three_diff_mark = "✅" if three_acc_diff > 0 else ("⚠️" if three_acc_diff < 0 else "")
-    print(f"\n    准确率变化: {three_acc_diff:+.2f}% {three_diff_mark}")
-
-    # 休息日的实际表现
-    if three_model_rest_days > 0:
-        three_rest_days_mask = daily_stats['three_model_rest']
-        three_rest_day_correct = daily_stats.loc[three_rest_days_mask, 'three_model_correct'].sum()
-        three_rest_day_total = daily_stats.loc[three_rest_days_mask, 'total_samples'].sum()
-        three_rest_day_acc = three_rest_day_correct / three_rest_day_total * 100
-
-        print(f"\n    🔍 被休息的{three_model_rest_days}天实际表现:")
-        print(f"      准确率: {three_rest_day_acc:.2f}%")
-        avoided_loss = "避免了低准确率" if three_rest_day_acc < three_normal_acc else "⚠️ 错过了好机会"
-        print(f"      评价: {avoided_loss}")
-
-    # ========== 详细日志 ==========
-    print("\n" + "="*80)
-    print("📅 每日详细记录")
-    print("="*80)
-
-    print(f"\n{'日期':<12} {'双模准确率':>10} {'三模准确率':>10} {'休息状态':<12} {'休息原因':<40}")
-    print("-" * 95)
-
-    for date, row in daily_stats.iterrows():
-        two_acc = row['two_model_accuracy']
-        three_acc = row['three_model_accuracy']
-
-        rest_status = ""
-        if row['two_model_rest']:
-            rest_status += "双休 "
-        if row['three_model_rest']:
-            rest_status += "三休"
-
-        if not rest_status:
-            rest_status = "正常交易"
-
-        # 准确率标记
-        two_mark = "🔥" if two_acc >= 70 else ("✅" if two_acc >= 60 else "")
-        three_mark = "🔥" if three_acc >= 70 else ("✅" if three_acc >= 60 else "")
-
-        print(f"{date} {two_acc:>9.1f}{two_mark} {three_acc:>9.1f}{three_mark} "
-              f"{rest_status:<12} {row['rest_reason']:<40}")
-
-    print("\n" + "="*80)
-    print("✓ 智能休息策略回测完成!")
-    print("="*80)
-
-
-if __name__ == "__main__":
-    main()

start_system.bat

@@ -0,0 +1,47 @@
+@echo off
+chcp 65001 >nul
+REM ============================================
+REM  系统启动脚本 (Windows)
+REM  启动 API 服务和自动交易程序
+REM ============================================
+
+echo [%date% %time%] 正在启动系统...
+
+REM 检查 conda 环境
+where conda >nul 2>&1
+if %errorlevel% neq 0 (
+    echo [错误] 未找到 conda，请先安装 Anaconda 或 Miniconda
+    pause
+    exit /b 1
+)
+
+REM 激活 conda 环境
+echo [%date% %time%] 激活 conda 环境: crypto_pred_312
+call conda activate crypto_pred_312
+if %errorlevel% neq 0 (
+    echo [错误] 无法激活 conda 环境 crypto_pred_312
+    echo 请先创建环境: conda create -n crypto_pred_312 python=3.12
+    pause
+    exit /b 1
+)
+
+REM 启动 API 服务 (后台运行)
+echo [%date% %time%] 启动 API 服务...
+start "API服务" cmd /c "python -m uvicorn api.main:app --host 0.0.0.0 --port 8000"
+
+REM 等待 API 启动
+timeout /t 3 /nobreak >nul
+
+REM 启动自动交易程序 (后台运行)
+echo [%date% %time%] 启动自动交易程序...
+start "自动交易" cmd /c "python -u auto_trade_polymarket.py"
+
+echo.
+echo ============================================
+echo   系统启动完成!
+echo   前端访问: http://localhost:8000
+echo   关闭窗口可停止对应服务
+echo ============================================
+echo.
+
+pause

start_system.ps1

@@ -0,0 +1,90 @@
+# ============================================
+#  系统启动脚本 (Windows PowerShell)
+#  启动 API 服务和自动交易程序
+# ============================================
+
+$ErrorActionPreference = "Stop"
+
+function Write-Log {
+    param([string]$Message, [string]$Color = "White")
+    $timestamp = Get-Date -Format "yyyy-MM-dd HH:mm:ss"
+    Write-Host "[$timestamp] $Message" -ForegroundColor $Color
+}
+
+Write-Log "正在启动系统..." "Yellow"
+
+# 检查 conda
+$condaPath = Get-Command conda -ErrorAction SilentlyContinue
+if (-not $condaPath) {
+    Write-Log "错误: 未找到 conda，请先安装 Anaconda 或 Miniconda" "Red"
+    Read-Host "按回车键退出"
+    exit 1
+}
+
+# 激活 conda 环境
+Write-Log "激活 conda 环境: crypto_pred_312" "Yellow"
+try {
+    conda activate crypto_pred_312
+} catch {
+    Write-Log "错误: 无法激活 conda 环境 crypto_pred_312" "Red"
+    Write-Log "请先创建环境: conda create -n crypto_pred_312 python=3.12" "Yellow"
+    Read-Host "按回车键退出"
+    exit 1
+}
+
+# 启动 API 服务
+Write-Log "启动 API 服务..." "Yellow"
+$apiProcess = Start-Process -FilePath "python" `
+    -ArgumentList "-m uvicorn api.main:app --host 0.0.0.0 --port 8000" `
+    -PassThru -NoNewWindow
+
+Write-Log "API 服务已启动 (PID: $($apiProcess.Id))" "Green"
+
+# 等待 API 启动
+Start-Sleep -Seconds 3
+
+# 启动自动交易程序
+Write-Log "启动自动交易程序..." "Yellow"
+$tradeProcess = Start-Process -FilePath "python" `
+    -ArgumentList "-u auto_trade_polymarket.py" `
+    -PassThru -NoNewWindow
+
+Write-Log "自动交易程序已启动 (PID: $($tradeProcess.Id))" "Green"
+
+Write-Host ""
+Write-Host "============================================" -ForegroundColor Cyan
+Write-Host "  系统启动完成!" -ForegroundColor Green
+Write-Host "  前端访问: http://localhost:8000" -ForegroundColor Green
+Write-Host "  按 Ctrl+C 停止所有服务" -ForegroundColor Yellow
+Write-Host "============================================" -ForegroundColor Cyan
+Write-Host ""
+
+# 等待用户中断
+try {
+    while ($true) {
+        # 检查进程状态
+        if ($apiProcess.HasExited) {
+            Write-Log "API 服务意外退出" "Red"
+            break
+        }
+        if ($tradeProcess.HasExited) {
+            Write-Log "自动交易程序意外退出" "Red"
+            break
+        }
+        Start-Sleep -Seconds 1
+    }
+} finally {
+    Write-Log "正在停止服务..." "Yellow"
+    
+    if (-not $apiProcess.HasExited) {
+        Stop-Process -Id $apiProcess.Id -Force -ErrorAction SilentlyContinue
+        Write-Log "API 服务已停止" "Green"
+    }
+    
+    if (-not $tradeProcess.HasExited) {
+        Stop-Process -Id $tradeProcess.Id -Force -ErrorAction SilentlyContinue
+        Write-Log "自动交易程序已停止" "Green"
+    }
+    
+    Write-Log "所有服务已停止" "Green"
+}

start_system.py

@@ -0,0 +1,137 @@
+#!/usr/bin/env python3
+"""
+系统启动脚本
+同时启动：
+1. FastAPI 后端服务 (提供前端看板 API)
+2. Polymarket 自动交易程序
+
+支持平台：macOS, Linux, Windows
+"""
+import subprocess
+import sys
+import time
+import signal
+import os
+import platform
+from datetime import datetime
+
+# 检测操作系统
+IS_WINDOWS = platform.system() == 'Windows'
+
+# 颜色代码 (Windows CMD 默认不支持 ANSI，但现代 Windows Terminal 支持)
+if IS_WINDOWS:
+    # 尝试启用 Windows ANSI 支持
+    try:
+        import ctypes
+        kernel32 = ctypes.windll.kernel32
+        kernel32.SetConsoleMode(kernel32.GetStdHandle(-11), 7)
+        ANSI_SUPPORTED = True
+    except Exception:
+        ANSI_SUPPORTED = False
+else:
+    ANSI_SUPPORTED = True
+
+if ANSI_SUPPORTED:
+    GREEN = '\033[92m'
+    YELLOW = '\033[93m'
+    RED = '\033[91m'
+    RESET = '\033[0m'
+else:
+    GREEN = YELLOW = RED = RESET = ''
+
+def log(message, color=RESET):
+    timestamp = datetime.now().strftime('%Y-%m-%d %H:%M:%S')
+    print(f"{color}[{timestamp}] {message}{RESET}")
+
+def start_process(command, name):
+    """启动子进程（跨平台兼容）"""
+    log(f"正在启动 {name}...", YELLOW)
+    try:
+        if IS_WINDOWS:
+            # Windows: 不使用 preexec_fn，使用 CREATE_NEW_PROCESS_GROUP
+            process = subprocess.Popen(
+                command,
+                shell=True,
+                stdout=sys.stdout,
+                stderr=sys.stderr,
+                creationflags=subprocess.CREATE_NEW_PROCESS_GROUP
+            )
+        else:
+            # macOS / Linux: 使用 setsid 创建新进程组
+            process = subprocess.Popen(
+                command,
+                shell=True,
+                stdout=sys.stdout,
+                stderr=sys.stderr,
+                preexec_fn=os.setsid
+            )
+        log(f"{name} 已启动 (PID: {process.pid})", GREEN)
+        return process
+    except Exception as e:
+        log(f"启动 {name} 失败: {e}", RED)
+        return None
+
+def terminate_process(process, name):
+    """终止进程（跨平台兼容）"""
+    if process is None:
+        return
+    try:
+        if IS_WINDOWS:
+            # Windows: 使用 terminate() 或发送 CTRL_BREAK_EVENT
+            process.terminate()
+        else:
+            # macOS / Linux: 终止整个进程组
+            os.killpg(os.getpgid(process.pid), signal.SIGTERM)
+        log(f"{name} 已停止", GREEN)
+    except Exception as e:
+        log(f"停止 {name} 时出错: {e}", RED)
+        # 强制杀死
+        try:
+            process.kill()
+        except Exception:
+            pass
+
+def main():
+    # 激活 Conda 环境
+    # 注意：在子进程中直接使用当前已激活的 python 解释器路径，避免 conda activate 问题
+    python_exec = sys.executable
+    
+    # 1. 启动 API 服务 (Uvicorn)
+    # 使用 --host 0.0.0.0 允许局域网访问
+    api_cmd = f"{python_exec} -m uvicorn api.main:app --host 0.0.0.0 --port 8000"
+    api_process = start_process(api_cmd, "API 服务 & 前端看板")
+    
+    # 等待几秒确保 API 启动
+    time.sleep(3)
+    
+    # 2. 启动自动交易程序
+    # 使用 -u 参数禁用输出缓冲
+    trade_cmd = f"{python_exec} -u trader/auto_trade_polymarket.py"
+    trade_process = start_process(trade_cmd, "Polymarket 自动交易程序")
+    
+    log("系统启动完成！", GREEN)
+    log("前端访问地址: http://localhost:8000", GREEN)
+    log("按 Ctrl+C 停止所有服务...", YELLOW)
+    
+    try:
+        # 监控子进程状态
+        while True:
+            if api_process and api_process.poll() is not None:
+                log("API 服务意外退出", RED)
+                break
+            if trade_process and trade_process.poll() is not None:
+                log("自动交易程序意外退出", RED)
+                break
+            time.sleep(1)
+            
+    except KeyboardInterrupt:
+        log("\n正在停止服务...", YELLOW)
+    finally:
+        # 优雅退出
+        terminate_process(api_process, "API 服务")
+        terminate_process(trade_process, "自动交易程序")
+        
+        log("所有服务已停止", GREEN)
+
+if __name__ == "__main__":
+    main()

trader/auto_trade_polymarket.py

@@ -0,0 +1,852 @@
+"""
+BTC Hourly 自动交易脚本
+
+基于DLinear、N-BEATS、TTM-R2多模型集成预测，在Polymarket自动下单BTC小时涨跌
+支持:
+- 每小时自动寻找对应市场
+- 实时价格刷新
+- 定时下单
+- 详细日志记录
+"""
+
+import os
+import sys
+import argparse
+import json
+import time
+import logging
+from logging.handlers import RotatingFileHandler
+import schedule
+from datetime import datetime, timedelta
+from typing import Optional, Tuple, Dict, List
+from zoneinfo import ZoneInfo
+
+import torch
+import numpy as np
+import pandas as pd
+import httpx
+from dotenv import load_dotenv
+
+# 添加项目路径
+sys.path.insert(0, os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
+
+from data.fetcher import BinanceDataFetcher
+from data.trading_db import TradingDatabase
+from api.models import PredictionModel
+from models.inference import get_inference_manager
+
+load_dotenv()
+
+
+def setup_logging(log_dir: str = "logs", log_level: int = logging.INFO) -> logging.Logger:
+    """
+    配置日志系统
+    
+    Args:
+        log_dir: 日志目录
+        log_level: 日志级别
+        
+    Returns:
+        配置好的logger
+    """
+    # 创建日志目录
+    os.makedirs(log_dir, exist_ok=True)
+    
+    # 创建logger
+    logger = logging.getLogger("polymarket_trader")
+    logger.setLevel(log_level)
+    logger.propagate = False
+    
+    # 避免重复添加handler
+    if logger.handlers:
+        return logger
+    
+    # 日志格式
+    formatter = logging.Formatter(
+        "%(asctime)s | %(levelname)-8s | %(message)s",
+        datefmt="%Y-%m-%d %H:%M:%S"
+    )
+    
+    # 文件handler (按大小轮转, 最大10MB, 保留5个备份)
+    log_file = os.path.join(log_dir, "polymarket_trading.log")
+    file_handler = RotatingFileHandler(
+        log_file,
+        maxBytes=10*1024*1024,  # 10MB
+        backupCount=5,
+        encoding='utf-8'
+    )
+    file_handler.setLevel(log_level)
+    file_handler.setFormatter(formatter)
+    logger.addHandler(file_handler)
+    
+    # 控制台handler
+    console_handler = logging.StreamHandler(sys.stdout)
+    console_handler.setLevel(log_level)
+    console_handler.setFormatter(formatter)
+    logger.addHandler(console_handler)
+    
+    return logger
+
+
+# 初始化全局logger
+logger = setup_logging()
+
+
+class PolymarketBTCTrader:
+    """Polymarket BTC Hourly交易器 (多模型集成版)"""
+    
+    GAMMA_API = "https://gamma-api.polymarket.com"
+    CLOB_API = "https://clob.polymarket.com"
+    
+    # 月份名称映射
+    MONTH_NAMES = {
+        1: 'january', 2: 'february', 3: 'march', 4: 'april',
+        5: 'may', 6: 'june', 7: 'july', 8: 'august',
+        9: 'september', 10: 'october', 11: 'november', 12: 'december'
+    }
+    
+    def __init__(
+        self,
+        private_key: Optional[str] = None,
+        max_bet: float = 1.0,
+        max_price: float = 0.50,
+        dry_run: bool = True,
+    ):
+        self.private_key = private_key or os.getenv("POLYMARKET_PRIVATE_KEY")
+        self.max_bet = max_bet
+        self.max_price = max_price
+        self.dry_run = dry_run
+        
+        # HTTP客户端
+        proxy = os.getenv("SOCKS5_PROXY") if os.getenv("USE_PROXY", "false").lower() == "true" else None
+        self.http = httpx.Client(
+            timeout=30.0,
+            proxy=proxy,
+            headers={'Accept-Encoding': 'identity'}
+        )
+        
+        # 初始化推理管理器
+        logger.info("初始化推理管理器...")
+        self.inference_manager = get_inference_manager()
+        self.inference_manager.load_all_models()
+        self.device = self.inference_manager.device
+        
+        # 数据获取器
+        self.fetcher = BinanceDataFetcher()
+        
+        # 数据库
+        self.db = TradingDatabase()
+        
+        # CLOB客户端(用于下单)
+        self.clob_client = None
+        if self.private_key and not self.dry_run:
+            self._init_clob_client()
+        
+        # 当前市场缓存
+        self.current_market = None
+        self.last_price_update = None
+    
+    def _init_clob_client(self):
+        """初始化CLOB交易客户端"""
+        try:
+            from py_clob_client.client import ClobClient
+            
+            self.clob_client = ClobClient(
+                host=self.CLOB_API,
+                key=self.private_key,
+                chain_id=137,  # Polygon
+            )
+            self.clob_client.set_api_creds(self.clob_client.create_or_derive_api_creds())
+            logger.info("✓ CLOB客户端初始化成功")
+        except Exception as e:
+            logger.warning(f"⚠️ CLOB客户端初始化失败: {e}")
+            self.clob_client = None
+
+    def _log_to_db(self, result: Dict, market: Optional[Dict]):
+        """记录交易结果到数据库"""
+        try:
+            # 确定状态
+            status = 'failure'
+            if self.dry_run:
+                status = 'test'
+            elif result.get('success'):
+                status = 'success'
+            elif result.get('error'):
+                status = 'failure'
+            elif result.get('prediction'): # 有预测但未交易（如市场未找到）
+                status = 'in_progress' 
+                if result.get('error'):
+                    status = 'failure'
+            
+            log_data = {
+                'timestamp': result.get('timestamp'),
+                'market_title': result.get('market'),
+                'market_slug': market.get('slug') if market else result.get('market_slug'),
+                'model_name': 'Ensemble', # 记录为集成策略
+                'prediction': result.get('prediction'),
+                'probability': result.get('probability'),
+                'action': result.get('side'),
+                'price': result.get('price'),
+                'amount': result.get('amount'),
+                'size': result.get('size'),
+                'status': status,
+                'error_message': result.get('error'),
+                'raw_data': result
+            }
+            self.db.log_trade(log_data)
+            logger.info(f"💾 交易记录已保存到数据库")
+        except Exception as e:
+            logger.error(f"❌ 保存数据库失败: {e}")
+    
+    def generate_market_slug(self, target_time: Optional[datetime] = None) -> str:
+        """
+        生成市场slug
+        
+        格式: bitcoin-up-or-down-{month}-{day}-{hour}am/pm-et
+        例如: bitcoin-up-or-down-february-3-8am-et
+        """
+        # 获取美东时间
+        et_tz = ZoneInfo('America/New_York')
+        
+        if target_time is None:
+            now_et = datetime.now(et_tz)
+            target_time = now_et.replace(minute=0, second=0, microsecond=0)
+        
+        month_name = self.MONTH_NAMES[target_time.month]
+        day = target_time.day
+        
+        # 转换为12小时制
+        hour_24 = target_time.hour
+        if hour_24 == 0:
+            hour_12 = 12
+            am_pm = 'am'
+        elif hour_24 < 12:
+            hour_12 = hour_24
+            am_pm = 'am'
+        elif hour_24 == 12:
+            hour_12 = 12
+            am_pm = 'pm'
+        else:
+            hour_12 = hour_24 - 12
+            am_pm = 'pm'
+        
+        slug = f"bitcoin-up-or-down-{month_name}-{day}-{hour_12}{am_pm}-et"
+        return slug
+    
+    def get_market_by_slug(self, slug: str) -> Optional[Dict]:
+        """通过slug获取市场信息"""
+        try:
+            response = self.http.get(
+                f"{self.GAMMA_API}/events",
+                params={'slug': slug}
+            )
+            response.raise_for_status()
+            events = response.json()
+            
+            if not events:
+                return None
+            
+            event = events[0]
+            markets = event.get('markets', [])
+            
+            if not markets:
+                return None
+            
+            market = markets[0]
+            
+            # outcomePrices可能是JSON字符串或列表
+            outcome_prices_raw = market.get('outcomePrices', ['0', '0'])
+            if isinstance(outcome_prices_raw, str):
+                import json as _json
+                try:
+                    outcome_prices_raw = _json.loads(outcome_prices_raw)
+                except:
+                    outcome_prices_raw = ['0', '0']
+            
+            # clobTokenIds也可能是JSON字符串
+            clob_tokens_raw = market.get('clobTokenIds', [])
+            if isinstance(clob_tokens_raw, str):
+                import json as _json
+                try:
+                    clob_tokens_raw = _json.loads(clob_tokens_raw)
+                except:
+                    clob_tokens_raw = []
+            
+            return {
+                'title': event.get('title', ''),
+                'slug': slug,
+                'question': market.get('question', ''),
+                'condition_id': market.get('conditionId', ''),
+                'outcomes': market.get('outcomes', []),
+                'outcome_prices': [float(p) for p in outcome_prices_raw],
+                'tokens': clob_tokens_raw,
+                'end_date': event.get('endDate', ''),
+                'closed': market.get('closed', False),
+            }
+        except Exception as e:
+            logger.error(f"获取市场失败: {e}")
+            return None
+    
+    def get_current_hourly_market(self) -> Optional[Dict]:
+        """获取BTC市场"""
+        slug = self.generate_market_slug()
+        logger.info(f"搜索市场: {slug}")
+        
+        market = self.get_market_by_slug(slug)
+        
+        if market:
+            self.current_market = market
+            self.last_price_update = datetime.now()
+            logger.info(f"✓ 找到市场: {market['title']}")
+            logger.info(f"  Up价格: ${market['outcome_prices'][0]:.3f}")
+            logger.info(f"  Down价格: ${market['outcome_prices'][1]:.3f}")
+        else:
+            logger.warning(f"❌ 未找到市场: {slug}")
+        
+        return market
+    
+    def refresh_prices(self) -> Optional[Dict]:
+        """刷新当前市场价格"""
+        if not self.current_market:
+            self.get_current_hourly_market()
+        
+        # 使用CLOB API获取实时价格
+        tokens = self.current_market.get('tokens', [])
+        if len(tokens) >= 2:
+            realtime_prices = self.get_realtime_prices(tokens[0], tokens[1])
+            if realtime_prices:
+                old_prices = self.current_market['outcome_prices']
+                new_prices = realtime_prices
+                
+                self.current_market['outcome_prices'] = new_prices
+                self.last_price_update = datetime.now()
+                
+                # 显示价格变化
+                up_change = new_prices[0] - old_prices[0]
+                down_change = new_prices[1] - old_prices[1]
+                
+                logger.info(f"📊 实时价格 [{datetime.now().strftime('%H:%M:%S')}]")
+                logger.info(f"   Up: ${new_prices[0]:.3f} ({up_change:+.3f})")
+                logger.info(f"   Down: ${new_prices[1]:.3f} ({down_change:+.3f})")
+                
+                return self.current_market
+        
+        # 备用: 使用Gamma API
+        slug = self.current_market['slug']
+        market = self.get_market_by_slug(slug)
+        
+        if market:
+            old_prices = self.current_market['outcome_prices']
+            new_prices = market['outcome_prices']
+            
+            self.current_market = market
+            self.last_price_update = datetime.now()
+            
+            # 显示价格变化
+            up_change = new_prices[0] - old_prices[0]
+            down_change = new_prices[1] - old_prices[1]
+            
+            logger.info(f"📊 价格更新(Gamma) [{datetime.now().strftime('%H:%M:%S')}]")
+            logger.info(f"   Up: ${new_prices[0]:.3f} ({up_change:+.3f})")
+            logger.info(f"   Down: ${new_prices[1]:.3f} ({down_change:+.3f})")
+        
+        return market
+    
+    def get_realtime_prices(self, up_token_id: str, down_token_id: str) -> Optional[list]:
+        """从CLOB API获取实时买入价格"""
+        try:
+            # 使用/price端点获取买入价格
+            up_response = self.http.get(
+                f"{self.CLOB_API}/price",
+                params={'token_id': up_token_id, 'side': 'BUY'}
+            )
+            up_response.raise_for_status()
+            up_data = up_response.json()
+            
+            down_response = self.http.get(
+                f"{self.CLOB_API}/price",
+                params={'token_id': down_token_id, 'side': 'BUY'}
+            )
+            down_response.raise_for_status()
+            down_data = down_response.json()
+            
+            # 解析买入价格
+            up_price = float(up_data.get('price', 0.5))
+            down_price = float(down_data.get('price', 0.5))
+            
+            return [up_price, down_price]
+        except Exception as e:
+            logger.debug(f"获取实时价格失败: {e}")
+            return None
+    
+    def execute_trade(self, prediction: int, market: Dict) -> Dict:
+        """执行交易"""
+        result = {
+            'timestamp': datetime.now().isoformat(),
+            'market': market['title'],
+            'prediction': 'UP' if prediction == 1 else 'DOWN',
+            'success': False,
+            'order': None,
+            'error': None,
+        }
+        
+        if prediction == 1:  # 预测涨 -> 买UP
+            token_id = market['tokens'][0]
+            price = market['outcome_prices'][0]
+            side = "UP"
+        else:  # 预测跌 -> 买DOWN
+            token_id = market['tokens'][1]
+            price = market['outcome_prices'][1]
+            side = "DOWN"
+        
+        result['side'] = side
+        result['price'] = price
+        
+        # 检查价格限制
+        if price > self.max_price:
+            result['error'] = f"价格${price:.2f}超过限制${self.max_price:.2f}"
+            logger.error(f"❌ {result['error']}")
+            return result
+        
+        # 计算数量
+        size = self.max_bet / price
+        result['size'] = size
+        result['amount'] = self.max_bet
+        
+        logger.info("📋 交易详情:")
+        logger.info(f"   方向: {side}")
+        logger.info(f"   价格: ${price:.3f}")
+        logger.info(f"   金额: ${self.max_bet:.2f} USDC")
+        logger.info(f"   数量: {size:.2f} 股")
+        
+        if self.dry_run:
+            logger.info("🔸 [模拟模式] 未实际下单")
+            result['success'] = True
+            result['order'] = 'DRY_RUN'
+            return result
+        
+        # 实际下单
+        if not self.clob_client:
+            result['error'] = "CLOB客户端未初始化"
+            logger.error(f"❌ {result['error']}")
+            return result
+        
+        try:
+            from py_clob_client.order_builder.constants import BUY
+            
+            order = self.clob_client.create_limit_order(
+                token_id=token_id,
+                price=price,
+                size=size,
+                side=BUY,
+            )
+            
+            response = self.clob_client.post_order(order)
+            logger.info(f"✓ 订单已提交: {response}")
+            result['success'] = True
+            result['order'] = response
+        except Exception as e:
+            result['error'] = str(e)
+            logger.error(f"❌ 下单失败: {e}")
+        
+        return result
+    
+    def get_prediction_with_delay(self, delay_seconds: float = 2.0) -> Tuple[int, float]:
+        """
+        延迟后获取K线并预测当前小时的涨跌 (多模型)
+        """
+        logger.info(f"⏳ 等待{delay_seconds}秒获取最新K线...")
+        time.sleep(delay_seconds)
+        
+        logger.info("获取最新BTC数据...")
+        
+        end_date = (datetime.now() + timedelta(days=1)).strftime('%Y-%m-%d')
+        start_date = (datetime.now() - timedelta(days=30)).strftime('%Y-%m-%d')
+        
+        df = self.fetcher.fetch_ohlcv(
+            symbol='BTC',
+            timeframe='1h',
+            start_date=start_date,
+            end_date=end_date,
+            use_cache=False  # 不使用缓存，获取最新数据
+        )
+        
+        # 使用倒数第二根K线(上一小时收盘)进行预测
+        prev_time = df['timestamp'].iloc[-2]
+        prev_close = df['close'].iloc[-2]
+        current_time = df['timestamp'].iloc[-1]
+        current_close = df['close'].iloc[-1]
+        
+        logger.info(f"  上一K线时间: {prev_time} (用于预测)")
+        logger.info(f"  上一收盘价: ${prev_close:,.2f}")
+        logger.info(f"  当前K线时间: {current_time} (预测目标)")
+        logger.info(f"  当前收盘价: ${current_close:,.2f} (未收盘)")
+
+        # 回填上一小时的实际结果 (多模型)
+        self._update_previous_prediction(df)
+        
+        # 用除最后一根外的数据进行预测
+        df_for_prediction = df.iloc[:-1]
+        
+        # 打印模型输入的最后一根K线数据
+        last_input_row = df_for_prediction.iloc[-1]
+        logger.info(f"  📌 模型输入末根K线: {last_input_row['timestamp']} "
+                     f"O:{last_input_row['open']:.2f} H:{last_input_row['high']:.2f} "
+                     f"L:{last_input_row['low']:.2f} C:{last_input_row['close']:.2f} "
+                     f"V:{last_input_row['volume']:.0f}")
+
+        # === 多模型预测 ===
+        all_preds = self.inference_manager.predict_all(df_for_prediction)
+        
+        # 解析预测结果
+        final_prediction = 0
+        final_probability = 0.5
+        
+        # 1. DLinear
+        if 'dlinear' in all_preds:
+            dl = all_preds['dlinear']
+            dl_dir = "📈 UP" if dl['prediction'] == 1 else "📉 DOWN"
+            logger.info(f"  [DLinear] {dl_dir} (conf: {dl['probability']:.2%})")
+            
+        # 2. N-BEATS
+        if 'nbeats' in all_preds:
+            nb = all_preds['nbeats']
+            nb_dir = "📈 UP" if nb['prediction'] == 1 else "📉 DOWN"
+            logger.info(f"  [N-BEATS] {nb_dir}")
+            
+        # 3. TTM-R2
+        if 'ttm' in all_preds:
+            ttm = all_preds['ttm']
+            ttm_dir = "📈 UP" if ttm['prediction'] == 1 else "📉 DOWN"
+            logger.info(f"  [TTM-R2]  {ttm_dir} (conf: {ttm['probability']:.2%})")
+            
+        # 4. 集成结果
+        if 'ensemble' in all_preds and all_preds['ensemble']:
+            ens = all_preds['ensemble']
+            ens_pred = ens['prediction']
+            votes = ens['votes']
+            ens_dir = "📈 UP" if ens_pred == 1 else "📉 DOWN"
+            vote_str = f"{sum(votes)}/{len(votes)}"
+            logger.info(f"  [Ensemble] {ens_dir} (Votes: {vote_str})")
+            
+            # 使用集成结果作为最终决策
+            final_prediction = ens_pred
+            final_probability = 0.6  # 集成策略暂时给一个固定置信度或基于投票比例
+            if len(votes) > 0:
+                final_probability = sum(votes) / len(votes) if ens_pred == 1 else 1 - (sum(votes) / len(votes))
+        else:
+            # 降级到 DLinear
+            if 'dlinear' in all_preds:
+                final_prediction = all_preds['dlinear']['prediction']
+                final_probability = all_preds['dlinear']['probability']
+                logger.warning("⚠️ 集成预测不可用，降级为 DLinear")
+
+        # 保存所有预测结果到 hourly_model_predictions 表 (V2)
+        try:
+            et_tz = ZoneInfo('America/New_York')
+            current_time_utc = pd.Timestamp(current_time)
+            current_time_et = current_time_utc.tz_localize('UTC').tz_convert(et_tz)
+            
+            prediction_data = {
+                "timestamp": current_time_utc.isoformat(),
+                "timestamp_et": current_time_et.isoformat(),
+                "date": current_time_et.strftime('%Y-%m-%d'),
+                "hour": current_time_et.hour,
+                "open_price": float(df['open'].iloc[-1]),
+                "close_price": None,
+                "actual_result": None,
+                
+                # DLinear
+                "dlinear_prediction": all_preds.get('dlinear', {}).get('prediction'),
+                "dlinear_prob": all_preds.get('dlinear', {}).get('probability'),
+                "dlinear_correct": None,
+                
+                # N-BEATS
+                "nbeats_prediction": all_preds.get('nbeats', {}).get('prediction'),
+                "nbeats_prob": all_preds.get('nbeats', {}).get('probability'),
+                "nbeats_correct": None,
+                
+                # TTM-R2
+                "ttm_prediction": all_preds.get('ttm', {}).get('prediction'),
+                "ttm_prob": all_preds.get('ttm', {}).get('probability'),
+                "ttm_correct": None,
+                
+                # Ensemble
+                "ensemble_prediction": all_preds.get('ensemble', {}).get('prediction'),
+                "ensemble_votes": all_preds.get('ensemble', {}).get('votes'),
+                "ensemble_correct": None,
+            }
+            
+            PredictionModel.save_hourly_prediction(prediction_data)
+            logger.info(f"💾 所有模型预测记录已保存 (ET {current_time_et.strftime('%Y-%m-%d %H:%M')})")
+        except Exception as e:
+            logger.error(f"保存预测记录失败: {e}")
+
+        return final_prediction, final_probability
+
+    def _update_previous_prediction(self, df: pd.DataFrame):
+        """回填上一小时预测的实际结果 (所有模型)"""
+        if len(df) < 2:
+            return
+
+        try:
+            et_tz = ZoneInfo('America/New_York')
+            prev_row = df.iloc[-2]
+            prev_utc = pd.Timestamp(prev_row['timestamp'])
+            prev_et = prev_utc.tz_localize('UTC').tz_convert(et_tz)
+            prev_date = prev_et.strftime('%Y-%m-%d')
+            prev_hour = prev_et.hour
+
+            prev_open = float(prev_row['open'])
+            prev_close = float(prev_row['close'])
+            actual_result = 1 if prev_close > prev_open else 0
+
+            # 使用 V2 更新方法 (宽表)
+            updated = PredictionModel.update_actual_result_v2(
+                date=prev_date,
+                hour=prev_hour,
+                actual_result=actual_result,
+                close_price=prev_close
+            )
+            
+            if updated:
+                logger.info(f"📝 回填上一小时结果: ET {prev_date} {prev_hour}:00, "
+                            f"实际{'涨' if actual_result == 1 else '跌'} (O:{prev_open:.0f} C:{prev_close:.0f})")
+
+        except Exception as e:
+            logger.error(f"回填上一小时结果失败: {e}")
+
+    def run_once(self) -> Dict:
+        """运行一次交易流程（不等待整点）"""
+        logger.info("运行单次交易...")
+        return self.run_at_hour_start(delay_seconds=0)
+
+    def run_at_hour_start(self, delay_seconds: float = 2.0, timeout_minutes: int = 50) -> Dict:
+        """
+        整点时执行的交易流程
+        """
+        logger.info("=" * 60)
+        logger.info(f"⏰ 整点交易触发 - {datetime.now().strftime('%Y-%m-%d %H:%M:%S')}")
+        logger.info("=" * 60)
+        logger.info(f"  模式: {'🔸 模拟' if self.dry_run else '💰 真实交易'}")
+        logger.info(f"  最大下注: ${self.max_bet:.2f} USDC")
+        logger.info(f"  最高价格: ${self.max_price:.2f}")
+        logger.info(f"  等待超时: {timeout_minutes}分钟")
+        
+        result = {
+            'timestamp': datetime.now().isoformat(),
+            'success': False,
+            'error': None,
+        }
+        
+        # 1. 延迟后获取预测
+        prediction, probability = self.get_prediction_with_delay(delay_seconds)
+        result['prediction'] = 'UP' if prediction == 1 else 'DOWN'
+        result['probability'] = probability if prediction == 1 else 1 - probability
+        
+        # 2. 获取初始市场
+        market = self.get_current_hourly_market()
+        if not market:
+            result['error'] = '未找到市场'
+            logger.error(f"❌ {result['error']}")
+            self._log_to_db(result, None)
+            return result
+        
+        result['market'] = market['title']
+        result['market_slug'] = market['slug']
+        
+        if market['closed']:
+            result['error'] = '市场已关闭'
+            logger.error(f"❌ {result['error']}")
+            self._log_to_db(result, market)
+            return result
+            
+        # 检查是否已交易过该市场
+        check_status = 'test' if self.dry_run else 'success'
+        if self.db.check_existing_trade(market['slug'], status=check_status):
+            result['error'] = '该市场已存在成功交易记录'
+            logger.warning(f"⚠️ {result['error']}, 跳过交易")
+            return result
+
+        # 3. 循环检查价格并交易
+        start_time = datetime.now()
+        end_time = start_time + timedelta(minutes=timeout_minutes)
+        
+        logger.info(f"🔄 开始价格监控 (预测: {'UP' if prediction == 1 else 'DOWN'})...")
+        
+        while datetime.now() < end_time:
+            # 刷新价格
+            market = self.refresh_prices()
+            if not market:
+                logger.warning("无法获取市场价格，重试中...")
+                time.sleep(10)
+                continue
+            
+            # 检查价格
+            price_idx = 0 if prediction == 1 else 1
+            current_price = market['outcome_prices'][price_idx]
+            
+            logger.info(f"   当前价格: ${current_price:.3f} (目标: <= ${self.max_price:.2f})")
+            
+            if current_price <= self.max_price:
+                # 价格符合，执行交易
+                logger.info("✅ 价格满足条件，正在下单...")
+                trade_result = self.execute_trade(prediction, market)
+                result.update(trade_result)
+                
+                # 记录数据库
+                self._log_to_db(result, market)
+                
+                logger.info("=" * 60)
+                return result
+            else:
+                # 价格过高，等待
+                wait_time = 30  # 等待30秒
+                elapsed = int((datetime.now() - start_time).total_seconds())
+                logger.info(f"⏳ 价格过高，继续等待... (已耗时: {elapsed}s)")
+                time.sleep(wait_time)
+        
+        # 超时
+        result['error'] = f'等待价格超时 ({timeout_minutes}分钟)'
+        result['price'] = market['outcome_prices'][0] if prediction == 1 else market['outcome_prices'][1]
+        result['side'] = 'UP' if prediction == 1 else 'DOWN'
+        logger.error(f"❌ {result['error']}")
+        
+        self._log_to_db(result, market)
+        logger.info("=" * 60)
+        
+        return result
+    
+    def _show_initial_prediction(self):
+        """
+        启动时显示当前预测并尝试执行交易 (不记录Monitor状态)
+        """
+        logger.info("\n📊 启动时初始预测检查:")
+        
+        # 计算剩余分钟数
+        now = datetime.now()
+        next_hour = now.replace(minute=0, second=0, microsecond=0) + timedelta(hours=1)
+        remaining_minutes = int((next_hour - now).total_seconds() / 60)
+        
+        # 超时时间设为剩余分钟数 - 10，最少为 1 分钟
+        timeout_minutes = max(1, remaining_minutes - 10)
+        
+        logger.info(f"   距离下一整点还有 {remaining_minutes} 分钟，设置超时为 {timeout_minutes} 分钟")
+        
+        # 直接调用 run_at_hour_start，延迟为0，立即执行交易逻辑
+        self.run_at_hour_start(delay_seconds=0, timeout_minutes=timeout_minutes)
+            
+    def wait_for_next_hour(self) -> datetime:
+        """等待到下一个整点"""
+        now = datetime.now()
+        next_hour = now.replace(minute=0, second=0, microsecond=0) + timedelta(hours=1)
+        wait_seconds = (next_hour - now).total_seconds()
+        
+        logger.info(f"⏳ 等待下一个整点: {next_hour.strftime('%H:%M:%S')}")
+        logger.info(f"   剩余等待: {int(wait_seconds)}秒")
+        
+        return next_hour
+    
+    def run_scheduler(self, interval_minutes: int = 5, delay_seconds: float = 2.0):
+        """定时运行交易器"""
+        logger.info("=" * 60)
+        logger.info("🤖 BTC Hourly自动交易 (集成版) 已启动")
+        logger.info("=" * 60)
+        logger.info(f"  模式: {'🔸 模拟' if self.dry_run else '💰 真实交易'}")
+        logger.info(f"  下单时机: 每个整点后延迟{delay_seconds}秒")
+        logger.info(f"  价格刷新: 每{interval_minutes}分钟")
+        logger.info(f"  最大下注: ${self.max_bet:.2f} USDC")
+        logger.info(f"  最高价格: ${self.max_price:.2f}")
+        logger.info("  按 Ctrl+C 停止")
+        logger.info("=" * 60)
+        
+        # 立即获取整点的市场
+        self.get_current_hourly_market()
+        
+        # 启动时进行一次预测（不下单，仅显示）
+        self._show_initial_prediction()
+        
+        # 每小时整点后执行交易
+        def hourly_trade():
+            self.run_at_hour_start(delay_seconds=delay_seconds)
+        
+        schedule.every().hour.at(":00").do(lambda: time.sleep(delay_seconds) or hourly_trade())
+        
+        try:
+            while True:
+                schedule.run_pending()
+                time.sleep(1)
+        except KeyboardInterrupt:
+            logger.info("✓ 交易器已停止")
+    
+    def close(self):
+        """关闭资源"""
+        self.http.close()
+
+
+def main():
+    parser = argparse.ArgumentParser(description='BTC Hourly自动交易 - 基于DLinear、N-BEATS、TTM-R2集成模型')
+    parser.add_argument('--dry-run', action='store_true', default=True,
+                       help='模拟模式(不实际下单)')
+    parser.add_argument('--real', action='store_true',
+                       help='真实交易模式')
+    parser.add_argument('--max-bet', type=float, default=1.0,
+                       help='最大下注金额(USDC)')
+    parser.add_argument('--max-price', type=float, default=0.50,
+                       help='最高可接受价格')
+    parser.add_argument('--once', action='store_true',
+                       help='只执行一次(不启动定时器)')
+    parser.add_argument('--interval', type=int, default=1,
+                       help='价格刷新间隔(分钟)')
+    parser.add_argument('--check-market', action='store_true',
+                       help='只检查当前市场信息')
+    
+    args = parser.parse_args()
+    
+    dry_run = not args.real
+    
+    # 真实交易确认
+    if not dry_run:
+        logger.warning("⚠️  警告: 即将进行真实交易!")
+        logger.warning(f"   最大下注: ${args.max_bet:.2f} USDC")
+        confirm = input("确认继续? (yes/no): ")
+        if confirm.lower() != 'yes':
+            logger.info("已取消")
+            return
+    
+    trader = PolymarketBTCTrader(
+        max_bet=args.max_bet,
+        max_price=args.max_price,
+        dry_run=dry_run,
+    )
+    
+    try:
+        if args.check_market:
+            # 只检查市场
+            trader.get_current_hourly_market()
+        elif args.once:
+            # 执行一次
+            result = trader.run_once()
+            
+            # 保存日志
+            log_file = 'trading_log.json'
+            logs = []
+            if os.path.exists(log_file):
+                with open(log_file, 'r') as f:
+                    try:
+                        logs = json.load(f)
+                    except:
+                        pass
+            logs.append(result)
+            with open(log_file, 'w') as f:
+                json.dump(logs, f, indent=2, ensure_ascii=False)
+            logger.info(f"结果已保存到 {log_file}")
+        else:
+            # 定时运行
+            trader.run_scheduler(interval_minutes=args.interval)
+    finally:
+        trader.close()
+
+
+if __name__ == "__main__":
+    main()

trading_log.json

@@ -0,0 +1,67 @@
+[
+  {
+    "timestamp": "2026-02-03T21:18:33.773774",
+    "market": "Bitcoin Up or Down - February 3, 9AM ET",
+    "prediction": "DOWN",
+    "success": false,
+    "order": null,
+    "error": "价格$0.51超过限制$0.50",
+    "side": "DOWN",
+    "price": 0.505,
+    "probability": 0.5563886165618896
+  },
+  {
+    "timestamp": "2026-02-11T22:32:46.922211",
+    "success": false,
+    "error": "该市场已存在成功交易记录",
+    "prediction": "DOWN",
+    "probability": 0.0,
+    "market": "Bitcoin Up or Down - February 11, 9AM ET",
+    "market_slug": "bitcoin-up-or-down-february-11-9am-et"
+  },
+  {
+    "timestamp": "2026-02-11T23:18:40.579373",
+    "success": false,
+    "error": "该市场已存在成功交易记录",
+    "prediction": "UP",
+    "probability": 0.6666666666666666,
+    "market": "Bitcoin Up or Down - February 11, 10AM ET",
+    "market_slug": "bitcoin-up-or-down-february-11-10am-et"
+  },
+  {
+    "timestamp": "2026-02-11T23:18:59.059130",
+    "success": false,
+    "error": "该市场已存在成功交易记录",
+    "prediction": "UP",
+    "probability": 0.6666666666666666,
+    "market": "Bitcoin Up or Down - February 11, 10AM ET",
+    "market_slug": "bitcoin-up-or-down-february-11-10am-et"
+  },
+  {
+    "timestamp": "2026-02-11T23:19:50.797784",
+    "success": false,
+    "error": "该市场已存在成功交易记录",
+    "prediction": "UP",
+    "probability": 0.6666666666666666,
+    "market": "Bitcoin Up or Down - February 11, 10AM ET",
+    "market_slug": "bitcoin-up-or-down-february-11-10am-et"
+  },
+  {
+    "timestamp": "2026-02-11T23:31:03.776709",
+    "success": false,
+    "error": "该市场已存在成功交易记录",
+    "prediction": "UP",
+    "probability": 0.6666666666666666,
+    "market": "Bitcoin Up or Down - February 11, 10AM ET",
+    "market_slug": "bitcoin-up-or-down-february-11-10am-et"
+  },
+  {
+    "timestamp": "2026-02-11T23:35:39.565123",
+    "success": false,
+    "error": "该市场已存在成功交易记录",
+    "prediction": "UP",
+    "probability": 0.6666666666666666,
+    "market": "Bitcoin Up or Down - February 11, 10AM ET",
+    "market_slug": "bitcoin-up-or-down-february-11-10am-et"
+  }
+]

training/config.py

@@ -38,19 +38,24 @@ class TrainingConfig:
 
         Returns:
             Device string ('mps', 'cuda', or 'cpu')
+        
+        Note:
+            macOS 使用 MPS，Windows/Linux 使用 CPU
         """
         import torch
+        import platform
 
         if self.device != 'auto':
             return self.device
 
-        # Auto-detect best available device
+        # 根据操作系统选择设备：macOS 用 MPS，Windows/Linux 用 CPU
+        if platform.system() == 'Darwin':  # macOS
             if torch.backends.mps.is_available():
                 return 'mps'
-        elif torch.cuda.is_available():
-            return 'cuda'
             else:
                 return 'cpu'
+        else:  # Windows / Linux
+            return 'cpu'
 
 
 if __name__ == "__main__":