auto: hourly snapshot 2026-06-08 06:34
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{
|
||||
"run_id": "20260608T061440",
|
||||
"coin": "BTC",
|
||||
"data_root": "/mnt/d/PaperTrader/research/hl_data/minutes",
|
||||
"days_glob": "20260415",
|
||||
"n_minutes": 300,
|
||||
"minute_range": [
|
||||
29603520,
|
||||
29603819
|
||||
],
|
||||
"map_scale": {
|
||||
"funding_bps_per_strength": 3000.0,
|
||||
"funding_strength_cap": 2.5,
|
||||
"bs_ratio_per_strength": 0.5,
|
||||
"bs_ratio_strength_cap": 3.0,
|
||||
"activity_per_strength": 3.0,
|
||||
"activity_strength_cap": 5.0,
|
||||
"cvd_div_tanh_scale": 2000000.0,
|
||||
"funding_vel_per_strength": 2000.0,
|
||||
"funding_vel_strength_cap": 2.0,
|
||||
"bs_ratio_vel_per_strength": 0.3,
|
||||
"bs_ratio_vel_strength_cap": 2.0,
|
||||
"activity_vel_per_strength": 2.0,
|
||||
"activity_vel_strength_cap": 3.0,
|
||||
"cvd_vel_tanh_scale": 3000000.0
|
||||
},
|
||||
"spatial": {
|
||||
"center": [
|
||||
512.0,
|
||||
512.0
|
||||
],
|
||||
"dipole_off": 64.0,
|
||||
"dipole_off_vel": 192.0,
|
||||
"ring_r": 192.0,
|
||||
"ring_r_act_vel": 320.0,
|
||||
"ring_r_cvd_vel": 96.0,
|
||||
"sigma": 32.0,
|
||||
"sigma_vel": 16.0,
|
||||
"vorticity_n_legs": 6,
|
||||
"act_vel_n_legs": 4
|
||||
},
|
||||
"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,
|
||||
"level_win_min": 240
|
||||
},
|
||||
"arms": [
|
||||
"A",
|
||||
"T"
|
||||
]
|
||||
}
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@@ -0,0 +1,27 @@
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[2026-06-08T06:14:40] === market_tension_injector run_id=20260608T061440 ===
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[2026-06-08T06:14:40] out_dir=/mnt/d/Resonance_Engine/traj/tension_20260608T061440
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[2026-06-08T06:14:40] args: days_glob=20260415 max_minutes=300 arms=A,T
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[2026-06-08T06:14:40] loading 1 day dirs (20260415 .. 20260415)
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[2026-06-08T06:14:40] loaded 1440 unique minutes of BTC
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[2026-06-08T06:14:40] capped to first 300 minutes
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[2026-06-08T06:14:40] fetching HL fundingHistory for BTC 1776204000000 -> 1776236340000
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[2026-06-08T06:14:41] funding rows: 9 mean=-1505.17bps std=+801.83bps range=-3397.26..-450.13
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[2026-06-08T06:14:41] tensions computed (per-minute + 4hr levels + 4hr velocities):
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[2026-06-08T06:14:41] funding_bps n_finite= 300/300 mean=-1332.7709 std=+72.3099 min=-1416.6059 max=-1235.6768
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[2026-06-08T06:14:41] bs_ratio_signed n_finite= 300/300 mean=+0.0106 std=+0.3216 min=-0.4947 max=+0.5000
|
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[2026-06-08T06:14:41] activity_excess n_finite= 250/300 mean=-0.2873 std=+0.4724 min=-0.9948 max=+2.3591
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[2026-06-08T06:14:41] cvd_divergence n_finite= 239/300 mean=+1068345.4349 std=+3365199.4080 min=-2390998.5587 max=+42621427.2366
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[2026-06-08T06:14:41] funding_bps_level n_finite= 240/300 mean=-1337.0007 std=+16.7796 min=-1402.2920 max=-1315.9638
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[2026-06-08T06:14:41] bs_ratio_signed_level n_finite= 240/300 mean=+0.0202 std=+0.0271 min=-0.0161 max=+0.0902
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[2026-06-08T06:14:41] activity_excess_level n_finite= 190/300 mean=-0.2583 std=+0.0236 min=-0.2933 max=-0.1988
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[2026-06-08T06:14:41] cvd_divergence_level n_finite= 179/300 mean=+490563.3847 std=+251954.0341 min=+209249.1350 max=+1064851.9417
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[2026-06-08T06:14:41] funding_bps_vel n_finite= 0/300 mean=+nan std=+nan min=+nan max=+nan
|
||||
[2026-06-08T06:14:41] bs_ratio_signed_vel n_finite= 0/300 mean=+nan std=+nan min=+nan max=+nan
|
||||
[2026-06-08T06:14:41] activity_excess_vel n_finite= 0/300 mean=+nan std=+nan min=+nan max=+nan
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||||
[2026-06-08T06:14:41] cvd_divergence_vel n_finite= 0/300 mean=+nan std=+nan min=+nan max=+nan
|
||||
[2026-06-08T06:14:41] ZMQ connected: SUB tcp://127.0.0.1:5556, PUB tcp://127.0.0.1:5557
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[2026-06-08T06:14:41] warming up SUB socket (3s) ...
|
||||
[2026-06-08T06:14:43] initial tel_seen=18 latest_age_ms=-6568
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[2026-06-08T06:14:43]
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=== arm A: starting (300 minutes) ===
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[2026-06-08T06:14:43] arm A: NO INJECTIONS — sampling state at cadence only
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{
|
||||
"run_id": "20260608T061636",
|
||||
"coin": "BTC",
|
||||
"data_root": "/mnt/d/PaperTrader/research/hl_data/minutes",
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||||
"days_glob": "2026041[5-6]",
|
||||
"n_minutes": 800,
|
||||
"minute_range": [
|
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29603520,
|
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29604319
|
||||
],
|
||||
"map_scale": {
|
||||
"funding_level_per_strength": 1180.0,
|
||||
"funding_level_strength_cap": 2.1,
|
||||
"bs_ratio_level_per_strength": 0.06,
|
||||
"bs_ratio_level_strength_cap": 1.8,
|
||||
"activity_level_per_strength": 0.58,
|
||||
"activity_level_strength_cap": 2.2,
|
||||
"cvd_level_tanh_scale": 1240000.0,
|
||||
"funding_vel_per_strength": 900.0,
|
||||
"funding_vel_strength_cap": 1.8,
|
||||
"bs_ratio_vel_per_strength": 0.078,
|
||||
"bs_ratio_vel_strength_cap": 1.7,
|
||||
"activity_vel_per_strength": 0.87,
|
||||
"activity_vel_strength_cap": 1.8,
|
||||
"cvd_vel_tanh_scale": 1780000.0
|
||||
},
|
||||
"spatial": {
|
||||
"center": [
|
||||
512.0,
|
||||
512.0
|
||||
],
|
||||
"dipole_off": 64.0,
|
||||
"dipole_off_vel": 192.0,
|
||||
"ring_r": 192.0,
|
||||
"ring_r_act_vel": 320.0,
|
||||
"ring_r_cvd_vel": 96.0,
|
||||
"sigma": 32.0,
|
||||
"sigma_vel": 16.0,
|
||||
"vorticity_n_legs": 6,
|
||||
"act_vel_n_legs": 4
|
||||
},
|
||||
"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,
|
||||
"level_win_min": 240
|
||||
},
|
||||
"arms": [
|
||||
"A",
|
||||
"T"
|
||||
]
|
||||
}
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@@ -0,0 +1,43 @@
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[2026-06-08T06:16:36] === market_tension_injector run_id=20260608T061636 ===
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[2026-06-08T06:16:36] out_dir=/mnt/d/Resonance_Engine/traj/tension_20260608T061636
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[2026-06-08T06:16:36] args: days_glob=2026041[5-6] max_minutes=800 arms=A,T
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[2026-06-08T06:16:36] loading 2 day dirs (20260415 .. 20260416)
|
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[2026-06-08T06:16:37] loaded 2880 unique minutes of BTC
|
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[2026-06-08T06:16:37] capped to first 800 minutes
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[2026-06-08T06:16:37] fetching HL fundingHistory for BTC 1776204000000 -> 1776266340000
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[2026-06-08T06:16:37] funding rows: 18 mean=-1040.50bps std=+827.58bps range=-3397.26..+159.21
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[2026-06-08T06:16:37] tensions computed (per-minute + 4hr levels + 4hr velocities):
|
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[2026-06-08T06:16:37] funding_bps n_finite= 800/800 mean=-1021.1740 std=+396.0672 min=-1416.6059 max=-49.4152
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[2026-06-08T06:16:37] bs_ratio_signed n_finite= 800/800 mean=+0.0284 std=+0.3359 min=-0.5000 max=+0.5000
|
||||
[2026-06-08T06:16:37] activity_excess n_finite= 750/800 mean=-0.0778 std=+0.7687 min=-0.9948 max=+9.0615
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[2026-06-08T06:16:37] cvd_divergence n_finite= 739/800 mean=+402502.3085 std=+2597927.2679 min=-13251419.6361 max=+42621427.2366
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[2026-06-08T06:16:38] funding_bps_level n_finite= 740/800 mean=-1110.2711 std=+195.1318 min=-1402.2920 max=-674.9603
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[2026-06-08T06:16:38] bs_ratio_signed_level n_finite= 740/800 mean=+0.0216 std=+0.0315 min=-0.0301 max=+0.0902
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[2026-06-08T06:16:38] activity_excess_level n_finite= 690/800 mean=-0.1242 std=+0.1229 min=-0.2933 max=+0.0849
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[2026-06-08T06:16:38] cvd_divergence_level n_finite= 679/800 mean=+340433.2676 std=+495422.1898 min=-515595.2110 max=+1232487.4226
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[2026-06-08T06:16:38] funding_bps_vel n_finite= 500/800 mean=+210.7301 std=+81.6299 min=+68.7507 max=+352.1876
|
||||
[2026-06-08T06:16:38] bs_ratio_signed_vel n_finite= 500/800 mean=+0.0156 std=+0.0509 min=-0.1123 max=+0.0992
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||||
[2026-06-08T06:16:38] activity_excess_vel n_finite= 450/800 mean=+0.1405 std=+0.0894 min=-0.0296 max=+0.3075
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||||
[2026-06-08T06:16:38] cvd_divergence_vel n_finite= 439/800 mean=-395608.7558 std=+825638.2157 min=-1748082.6337 max=+944150.2972
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[2026-06-08T06:16:38] ZMQ connected: SUB tcp://127.0.0.1:5556, PUB tcp://127.0.0.1:5557
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||||
[2026-06-08T06:16:38] warming up SUB socket (3s) ...
|
||||
[2026-06-08T06:16:40] initial tel_seen=18 latest_age_ms=121
|
||||
[2026-06-08T06:16:40]
|
||||
=== arm A: starting (800 minutes) ===
|
||||
[2026-06-08T06:16:40] arm A: NO INJECTIONS — sampling state at cadence only
|
||||
[2026-06-08T06:17:44] arm A 293/800 (36.6%) rate=4.6min/s ETA=1.8min asym=801.686 latest_tel_age=6313ms tel_seen=412
|
||||
[2026-06-08T06:18:45] arm A 492/800 (61.5%) rate=3.9min/s ETA=1.3min asym=801.774 latest_tel_age=6255ms tel_seen=836
|
||||
[2026-06-08T06:19:50] arm A 739/800 (92.4%) rate=3.9min/s ETA=0.3min asym=804.555 latest_tel_age=12ms tel_seen=1295
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||||
[2026-06-08T06:19:55] arm A COMPLETE records=800 total=3.3min
|
||||
[2026-06-08T06:19:55] saved arm_A_no_inject.parquet (800 rows)
|
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[2026-06-08T06:19:55]
|
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=== arm T: starting (800 minutes) ===
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[2026-06-08T06:19:55] arm T: 8 TENSION INJECTIONS per minute (4 levels + 4 velocities, 4hr window)
|
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[2026-06-08T06:20:55] arm T 256/800 (32.0%) rate=4.3min/s ETA=2.1min asym=707.869 latest_tel_age=70ms tel_seen=1800
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||||
[2026-06-08T06:22:00] arm T 495/800 (61.9%) rate=4.0min/s ETA=1.3min asym=786.503 latest_tel_age=6324ms tel_seen=2210
|
||||
[2026-06-08T06:23:00] arm T 685/800 (85.6%) rate=3.7min/s ETA=0.5min asym=889.778 latest_tel_age=6352ms tel_seen=2595
|
||||
[2026-06-08T06:23:23] arm T COMPLETE records=800 total=3.5min
|
||||
[2026-06-08T06:23:23] saved arm_T_tension.parquet (800 rows)
|
||||
[2026-06-08T06:23:23]
|
||||
=== ALL ARMS COMPLETE ===
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[2026-06-08T06:23:23] output: /mnt/d/Resonance_Engine/traj/tension_20260608T061636
|
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@@ -0,0 +1,57 @@
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{
|
||||
"run_id": "20260608T062437",
|
||||
"coin": "BTC",
|
||||
"data_root": "/mnt/d/PaperTrader/research/hl_data/minutes",
|
||||
"days_glob": "202604*",
|
||||
"n_minutes": 43192,
|
||||
"minute_range": [
|
||||
29583359,
|
||||
29626559
|
||||
],
|
||||
"map_scale": {
|
||||
"funding_level_per_strength": 1180.0,
|
||||
"funding_level_strength_cap": 2.1,
|
||||
"bs_ratio_level_per_strength": 0.06,
|
||||
"bs_ratio_level_strength_cap": 1.8,
|
||||
"activity_level_per_strength": 0.58,
|
||||
"activity_level_strength_cap": 2.2,
|
||||
"cvd_level_tanh_scale": 1240000.0,
|
||||
"funding_vel_per_strength": 900.0,
|
||||
"funding_vel_strength_cap": 1.8,
|
||||
"bs_ratio_vel_per_strength": 0.078,
|
||||
"bs_ratio_vel_strength_cap": 1.7,
|
||||
"activity_vel_per_strength": 0.87,
|
||||
"activity_vel_strength_cap": 1.8,
|
||||
"cvd_vel_tanh_scale": 1780000.0
|
||||
},
|
||||
"spatial": {
|
||||
"center": [
|
||||
512.0,
|
||||
512.0
|
||||
],
|
||||
"dipole_off": 64.0,
|
||||
"dipole_off_vel": 192.0,
|
||||
"ring_r": 192.0,
|
||||
"ring_r_act_vel": 320.0,
|
||||
"ring_r_cvd_vel": 96.0,
|
||||
"sigma": 32.0,
|
||||
"sigma_vel": 16.0,
|
||||
"vorticity_n_legs": 6,
|
||||
"act_vel_n_legs": 4
|
||||
},
|
||||
"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,
|
||||
"level_win_min": 240
|
||||
},
|
||||
"arms": [
|
||||
"A",
|
||||
"T"
|
||||
]
|
||||
}
|
||||
@@ -0,0 +1,35 @@
|
||||
[2026-06-08T06:24:37] === market_tension_injector run_id=20260608T062437 ===
|
||||
[2026-06-08T06:24:37] out_dir=/mnt/d/Resonance_Engine/traj/tension_20260608T062437
|
||||
[2026-06-08T06:24:37] args: days_glob=202604* max_minutes=None arms=A,T
|
||||
[2026-06-08T06:24:37] loading 30 day dirs (20260401 .. 20260430)
|
||||
[2026-06-08T06:24:42] loaded 43192 unique minutes of BTC
|
||||
[2026-06-08T06:24:42] fetching HL fundingHistory for BTC 1774994340000 -> 1777600740000
|
||||
[2026-06-08T06:24:43] funding rows: 724 mean=-89.69bps std=+875.46bps range=-3835.11..+1095.00
|
||||
[2026-06-08T06:24:43] tensions computed (per-minute + 4hr levels + 4hr velocities):
|
||||
[2026-06-08T06:24:43] funding_bps n_finite=43192/43192 mean=-84.9101 std=+874.7694 min=-3835.1105 max=+1095.0000
|
||||
[2026-06-08T06:24:43] bs_ratio_signed n_finite=43192/43192 mean=+0.0119 std=+0.3164 min=-0.5000 max=+0.5000
|
||||
[2026-06-08T06:24:43] activity_excess n_finite=43142/43192 mean=+0.0383 std=+1.1094 min=-0.9988 max=+27.9545
|
||||
[2026-06-08T06:24:43] cvd_divergence n_finite=43131/43192 mean=-34439.4864 std=+3257348.4386 min=-103326599.0381 max=+68714965.5549
|
||||
[2026-06-08T06:24:43] funding_bps_level n_finite=43132/43192 mean=-82.9505 std=+798.6792 min=-3077.5654 max=+1095.0000
|
||||
[2026-06-08T06:24:43] bs_ratio_signed_level n_finite=43132/43192 mean=+0.0120 std=+0.0343 min=-0.1084 max=+0.1349
|
||||
[2026-06-08T06:24:43] activity_excess_level n_finite=43082/43192 mean=+0.0389 std=+0.3901 min=-0.6184 max=+1.8639
|
||||
[2026-06-08T06:24:43] cvd_divergence_level n_finite=43071/43192 mean=-31424.6334 std=+782628.6558 min=-4022512.4501 max=+2813064.6255
|
||||
[2026-06-08T06:24:43] funding_bps_vel n_finite=42892/43192 mean=+0.4552 std=+531.5123 min=-2355.6516 max=+1960.4376
|
||||
[2026-06-08T06:24:43] bs_ratio_signed_vel n_finite=42892/43192 mean=-0.0002 std=+0.0473 min=-0.1545 max=+0.1531
|
||||
[2026-06-08T06:24:43] activity_excess_vel n_finite=42842/43192 mean=-0.0008 std=+0.5210 min=-2.1995 max=+1.7842
|
||||
[2026-06-08T06:24:43] cvd_divergence_vel n_finite=42831/43192 mean=-1243.3642 std=+1122310.2319 min=-5086440.9684 max=+4284800.9085
|
||||
[2026-06-08T06:24:43] ZMQ connected: SUB tcp://127.0.0.1:5556, PUB tcp://127.0.0.1:5557
|
||||
[2026-06-08T06:24:43] warming up SUB socket (3s) ...
|
||||
[2026-06-08T06:24:45] initial tel_seen=18 latest_age_ms=127
|
||||
[2026-06-08T06:24:45]
|
||||
=== arm A: starting (43192 minutes) ===
|
||||
[2026-06-08T06:24:45] arm A: NO INJECTIONS — sampling state at cadence only
|
||||
[2026-06-08T06:25:51] arm A 307/43192 (0.7%) rate=4.7min/s ETA=151.6min asym=787.578 latest_tel_age=6354ms tel_seen=421
|
||||
[2026-06-08T06:26:56] arm A 616/43192 (1.4%) rate=4.7min/s ETA=150.0min asym=784.393 latest_tel_age=6312ms tel_seen=890
|
||||
[2026-06-08T06:28:01] arm A 858/43192 (2.0%) rate=4.4min/s ETA=160.6min asym=784.254 latest_tel_age=6282ms tel_seen=1360
|
||||
[2026-06-08T06:29:01] arm A 1114/43192 (2.6%) rate=4.4min/s ETA=160.8min asym=786.019 latest_tel_age=6570ms tel_seen=1790
|
||||
[2026-06-08T06:30:06] arm A 1423/43192 (3.3%) rate=4.4min/s ETA=156.8min asym=785.294 latest_tel_age=6251ms tel_seen=2270
|
||||
[2026-06-08T06:31:06] arm A 1672/43192 (3.9%) rate=4.4min/s ETA=157.5min asym=785.678 latest_tel_age=5ms tel_seen=2710
|
||||
[2026-06-08T06:32:06] arm A 1924/43192 (4.5%) rate=4.4min/s ETA=157.5min asym=785.583 latest_tel_age=6312ms tel_seen=3151
|
||||
[2026-06-08T06:33:11] arm A 2168/43192 (5.0%) rate=4.3min/s ETA=159.5min asym=785.938 latest_tel_age=6344ms tel_seen=3627
|
||||
[2026-06-08T06:34:11] arm A 2419/43192 (5.6%) rate=4.3min/s ETA=158.9min asym=787.002 latest_tel_age=6284ms tel_seen=4052
|
||||
Reference in New Issue
Block a user