handlers.py 文件源码

def printAnalysisStats(self):
    print("Analysis of %d metric datapoints" % len(self._analysis_metrics))
    trade_mean, trade_std = weighted_avg_and_std(self._trade_prices, self._trade_volumes)
    print("Weighted mean trade price: %.2f" % trade_mean)
    print("Weighted STD trade price: %.2f" % trade_std)

    mean  = np.average(list(map(abs, self._analysis_metrics)))
    print("Metric mean of abs: %s" % mean)
    std   = np.std(self._analysis_metrics)
    print("Metric standard deviation: %f" % std)
    n_sigma = 2
    faktor = 5 / (n_sigma * std)
    print("Best quantization factor: %f" % faktor)

    mean, sd = weighted_avg_and_std(self._trade_intervals)
    print("Mean gap between trades: %.2fs" % mean)
    print("SD of trade gaps: %.2fs" % sd)