φ(k, ξ)调整，现在更贴合实际行情价格

kappa/data_processing.py

@@ -119,8 +119,8 @@ def calculate_phi(prices, k, S0):
     :param S0: 初始价格
     :return: φ(k, ξ) 的值
     """
-    price_changes = np.array(prices) - S0
-    exponentials = np.exp(k * price_changes)
+    price_changes_pct = (np.array(prices) - S0) / np.array(prices)
+    exponentials = np.exp(k * price_changes_pct)
     phi = np.mean(exponentials)
     return phi
 

kappa/ws_client.py

@@ -9,7 +9,7 @@ from logger_config import logger
 from data_processing import on_message, stop_event
 
 # Gate.io WebSocket API URL
-SYMBOL = "ETH_USDT"
+SYMBOL = "BTC_USDT"
 SOCKET_TRADE = "wss://fx-ws.gateio.ws/v4/ws/usdt"
 
 # 订阅消息格式