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auto: hourly snapshot 2026-06-07 12:34

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Scruff AI
2026-06-07 12:34:31 +07:00
parent a73327c4d5
commit 0f21737e05
18 changed files with 9613 additions and 2 deletions
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traj/deribit_btc_dvol_202604.parquet
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traj/tension_20260607T122805/arm_A_no_inject.parquet
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traj/tension_20260607T122805/meta.json
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{
"run_id": "20260607T122805",
"coin": "BTC",
"data_root": "/mnt/d/PaperTrader/research/hl_data/minutes",
"days_glob": "20260415*",
"n_minutes": 5,
"minute_range": [
29603520,
29603524
],
"map_scale": {
"funding_bps_per_strength": 100.0,
"funding_strength_cap": 2.0,
"bs_ratio_per_strength": 0.5,
"bs_ratio_strength_cap": 1.0,
"activity_per_strength": 3.0,
"activity_strength_cap": 5.0,
"cvd_div_tanh_scale": 1000000.0
},
"spatial": {
"center": [
512.0,
512.0
],
"dipole_off": 64.0,
"offset_off": 64.0,
"ring_r": 96.0,
"sigma": 32.0,
"vorticity_n_legs": 6
},
"timing": {
"per_minute_ms": 100,
"wait_after_inject_ms": 80,
"cooldown_between_arms_s": 1200
},
"rolling_windows": {
"activity_baseline_min": 500,
"cvd_window_min": 60,
"eps_bps": 0.5
},
"arms": [
"A"
]
}
traj/tension_20260607T122805/progress.log
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[2026-06-07T12:28:05] === market_tension_injector run_id=20260607T122805 ===
[2026-06-07T12:28:05] out_dir=/mnt/d/Resonance_Engine/traj/tension_20260607T122805
[2026-06-07T12:28:05] args: days_glob=20260415* max_minutes=5 arms=A
[2026-06-07T12:28:05] loading 1 day dirs (20260415 .. 20260415)
[2026-06-07T12:28:06] loaded 1440 unique minutes of BTC
[2026-06-07T12:28:06] capped to first 5 minutes
[2026-06-07T12:28:06] tensions computed:
[2026-06-07T12:28:06] funding_bps n_finite= 0/5 mean=+nan std=+nan min=+nan max=+nan
[2026-06-07T12:28:06] bs_ratio_signed n_finite= 5/5 mean=+0.3804 std=+0.0961 min=+0.2175 max=+0.4670
[2026-06-07T12:28:06] activity_excess n_finite= 0/5 mean=+nan std=+nan min=+nan max=+nan
[2026-06-07T12:28:06] cvd_divergence n_finite= 0/5 mean=+nan std=+nan min=+nan max=+nan
[2026-06-07T12:28:06] ZMQ connected: SUB tcp://127.0.0.1:5556, PUB tcp://127.0.0.1:5557
[2026-06-07T12:28:06] warming up SUB socket (3s) ...
[2026-06-07T12:28:09] initial tel_seen=20 latest_age_ms=100
[2026-06-07T12:28:09]
=== arm A: starting (5 minutes) ===
[2026-06-07T12:28:09] arm A: NO INJECTIONS — sampling state at cadence only
[2026-06-07T12:28:09] arm A COMPLETE records=5 total=0.0min
[2026-06-07T12:28:09] saved arm_A_no_inject.parquet (5 rows)
[2026-06-07T12:28:09]
=== ALL ARMS COMPLETE ===
[2026-06-07T12:28:09] output: /mnt/d/Resonance_Engine/traj/tension_20260607T122805
traj/tension_20260607T123155/arm_A_no_inject.parquet
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traj/tension_20260607T123155/funding_history.parquet
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traj/tension_20260607T123155/meta.json
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{
"run_id": "20260607T123155",
"coin": "BTC",
"data_root": "/mnt/d/PaperTrader/research/hl_data/minutes",
"days_glob": "20260415*",
"n_minutes": 60,
"minute_range": [
29603520,
29603579
],
"map_scale": {
"funding_bps_per_strength": 100.0,
"funding_strength_cap": 2.0,
"bs_ratio_per_strength": 0.5,
"bs_ratio_strength_cap": 1.0,
"activity_per_strength": 3.0,
"activity_strength_cap": 5.0,
"cvd_div_tanh_scale": 2000000.0
},
"spatial": {
"center": [
512.0,
512.0
],
"dipole_off": 64.0,
"offset_off": 64.0,
"ring_r": 96.0,
"sigma": 32.0,
"vorticity_n_legs": 6
},
"timing": {
"per_minute_ms": 100,
"wait_after_inject_ms": 80,
"cooldown_between_arms_s": 1200
},
"rolling_windows": {
"activity_baseline_min": 500,
"cvd_window_min": 60,
"eps_bps": 0.5
},
"arms": [
"A",
"T"
]
}
traj/tension_20260607T123155/progress.log
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[2026-06-07T12:31:55] === market_tension_injector run_id=20260607T123155 ===
[2026-06-07T12:31:55] out_dir=/mnt/d/Resonance_Engine/traj/tension_20260607T123155
[2026-06-07T12:31:55] args: days_glob=20260415* max_minutes=60 arms=A,T
[2026-06-07T12:31:55] loading 1 day dirs (20260415 .. 20260415)
[2026-06-07T12:31:55] loaded 1440 unique minutes of BTC
[2026-06-07T12:31:55] capped to first 60 minutes
[2026-06-07T12:31:55] fetching HL fundingHistory for BTC 1776204000000 -> 1776221940000
[2026-06-07T12:31:56] funding rows: 5 mean=-1853.69bps std=+898.44bps range=-3397.26..-1235.68
[2026-06-07T12:31:56] tensions computed:
[2026-06-07T12:31:56] funding_bps n_finite= 60/60 mean=-1402.2920 std=+0.0000 min=-1402.2920 max=-1402.2920
[2026-06-07T12:31:56] bs_ratio_signed n_finite= 60/60 mean=+0.0900 std=+0.2998 min=-0.4396 max=+0.4902
[2026-06-07T12:31:56] activity_excess n_finite= 10/60 mean=-0.4355 std=+0.2214 min=-0.6889 max=+0.0893
[2026-06-07T12:31:56] cvd_divergence n_finite= 0/60 mean=+nan std=+nan min=+nan max=+nan
[2026-06-07T12:31:56] ZMQ connected: SUB tcp://127.0.0.1:5556, PUB tcp://127.0.0.1:5557
[2026-06-07T12:31:56] warming up SUB socket (3s) ...
[2026-06-07T12:31:59] initial tel_seen=19 latest_age_ms=84
[2026-06-07T12:31:59]
=== arm A: starting (60 minutes) ===
[2026-06-07T12:31:59] arm A: NO INJECTIONS — sampling state at cadence only
[2026-06-07T12:32:07] arm A COMPLETE records=60 total=0.1min
[2026-06-07T12:32:07] saved arm_A_no_inject.parquet (60 rows)
[2026-06-07T12:32:07] --- cooldown 1200s ---