Market Microstructure·Performance Metrics·Advanced

Kyle Lambda Estimation

Estimate Kyle lambda as a measure of the price impact per unit of net order flow from trade and price data, providing a quantitative metric for the implicit cost of trading that varies across instruments, time periods, and market condition regimes.

market-microstructuremicrostructure-models

Estimate Kyle's Lambda Price Impact

Kyle's Lambda is a widely used measure in market microstructure that quantifies the price impact of an order. It represents the sensitivity of asset price to order flow, essentially measuring how much the price moves for a given trade size. A higher lambda indicates a greater price impact for a given order, implying lower market liquidity or greater information asymmetry.

Key Concepts

ConceptDescription
Kyle's Lambda (λ)A measure of market illiquidity and adverse selection cost. It quantifies the price change per unit of order flow (trade size). A higher λ means greater price impact.
Order FlowThe net buying or selling pressure in the market, often proxied by signed trade volume (e.g., buyer-initiated trades vs. seller-initiated trades).
Adverse SelectionThe cost incurred by market makers due to trading with informed investors. Informed trades tend to move prices, and market makers bear this risk. Kyle's Lambda captures this cost.
Market DepthThe quantity of buy and sell orders at different price levels in an order book. Deeper markets generally have lower price impact.
Information AsymmetryWhen one party in a transaction has more or better information than the other. In financial markets, informed traders can profit at the expense of less informed traders or market makers.
Price ImpactThe change in an asset's price resulting from a trade. It can be temporary (due to liquidity absorption) or permanent (due to information revelation).
Market MicrostructureThe study of the processes and mechanisms of financial markets at a granular level, including how prices are formed, how orders are executed, and how market participants interact.

Dependencies

First, we'll install the necessary libraries for data manipulation, numerical operations, plotting, and logging.

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# Install necessary libraries
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Library Imports

Next, we'll import all required libraries. Standard libraries will be imported first, followed by third-party libraries.

[2]
# Standard library imports
import time
import random
from collections import deque
from typing import Dict, Any, List

# Third-party library imports
import pandas as pd
import numpy as np
import matplotlib.pyplot as plt
import seaborn as sns
from scipy.stats import linregress
from loguru import logger

Core Functions

This section defines the core functions for simulating market data, creating the initial state, and calculating Kyle's Lambda. Each function is presented in its own block with a descriptive markdown header, a complete docstring, type hints, and logger statements for important operations.

Function Name: setup_logging

This function configures the loguru logger to ensure consistent logging across the notebook. It removes any default handlers and adds a new handler to print log messages to the console, formatted for readability.

Parameters: None

Returns: None

[3]
def setup_logging() -> None:
    """
    Sets up the loguru logger with a consistent format.

    Parameters
    ----------
    None

    Returns
    -------
    None
    """
    logger.remove()
    logger.add(lambda msg: print(msg, end=''), colorize=True, format="<green>{time:YYYY-MM-DD HH:mm:ss.SSS}</green> | <level>{level: <8}</level> | <cyan>{name}</cyan>:<cyan>{function}</cyan>:<cyan>{line}</cyan> - <level>{message}</level>")
    logger.info("Logging configured.")

setup_logging()
2026-06-10 04:52:15.484 | INFO     | __main__:setup_logging:15 - Logging configured.

Function Name: create_market_state

This function initializes the market state dictionary. It sets up parameters for simulating market data, such as initial price, volatility, and order book characteristics. This state will be passed and modified by subsequent functions.

Parameters: initial_price (float): The starting price of the asset. volatility (float): The daily volatility of the asset price. mean_trade_size (float): The average size of a trade. order_book_depth (int): The number of price levels in the simulated order book.

Returns: dict: An initial market state dictionary containing all parameters.

[4]
def create_market_state(initial_price: float = 100.0,
                        volatility: float = 0.01,
                        mean_trade_size: float = 100.0,
                        order_book_depth: int = 5) -> Dict[str, Any]:
    """
    Initializes the market state dictionary.

    Parameters
    ----------
    initial_price : float, optional
        The starting price of the asset, defaults to 100.0.
    volatility : float, optional
        The daily volatility of the asset price, defaults to 0.01.
    mean_trade_size : float, optional
        The average size of a trade, defaults to 100.0.
    order_book_depth : int, optional
        The number of price levels in the simulated order book, defaults to 5.

    Returns
    -------
    dict
        An initial market state dictionary containing all parameters.
    """
    state = {
        'current_price': initial_price,
        'volatility': volatility,
        'mean_trade_size': mean_trade_size,
        'order_book_depth': order_book_depth,
        'order_book': {},
        'trade_history': deque(maxlen=1000),
        'price_history': deque(maxlen=1000)
    }
    logger.info(f"Market state initialized with initial price: {initial_price}, volatility: {volatility}")
    return state

Function Name: simulate_trade

This function simulates a single trade event. It generates a random trade size and direction (buy/sell) and updates the current price based on this trade. The price impact is modeled to be proportional to the trade size, and random noise is added to simulate market fluctuations. Trade and price histories are maintained in the state.

Parameters: state (dict): The current market state dictionary.

Returns: dict: The updated market state dictionary after simulating a trade.

[5]
def simulate_trade(state: Dict[str, Any]) -> Dict[str, Any]:
    """
    Simulates a single trade event and updates the market state.

    Parameters
    ----------
    state : dict
        Current market state dictionary.

    Returns
    -------
    dict
        Updated market state with new trade and price information.
    """
    trade_size = np.random.exponential(state['mean_trade_size']) + random.uniform(1, 10)
    trade_direction = random.choice([-1, 1])  # -1 for sell, 1 for buy
    signed_trade_volume = trade_direction * trade_size

    # Simulate temporary price impact proportional to trade size and a random shock
    price_impact_factor = 0.0001 # A small factor to scale trade size to price impact
    price_change = signed_trade_volume * price_impact_factor + np.random.normal(0, state['volatility'] * 0.1)

    state['current_price'] += price_change
    state['price_history'].append(state['current_price'])
    state['trade_history'].append({'signed_volume': signed_trade_volume, 'price_change': price_change})

    logger.debug(f"Simulated trade: size={trade_size:.2f}, direction={trade_direction}, price_change={price_change:.4f}, new_price={state['current_price']:.4f}")
    return state

Function Name: calculate_kyle_lambda

This function calculates Kyle's Lambda (λ) using a linear regression approach. It models the relationship between price changes and signed trade volume (order flow). Lambda is estimated as the slope of this regression. It operates on a rolling window of trade data to capture dynamic price impact.

Parameters: state (dict): The current market state dictionary containing trade_history. window_size (int): The number of recent trades to consider for the calculation.

Returns: float or None: The calculated Kyle's Lambda for the given window, or None if insufficient data.

[6]
def calculate_kyle_lambda(state: Dict[str, Any], window_size: int = 100) -> float | None:
    """
    Calculates Kyle's Lambda (λ) using linear regression on price changes vs. signed volume.

    Parameters
    ----------
    state : dict
        Current market state dictionary, containing 'trade_history'.
    window_size : int, optional
        The number of recent trades to consider for the calculation, defaults to 100.

    Returns
    -------
    float or None
        The calculated Kyle's Lambda, or None if insufficient data.
    """
    history = list(state['trade_history'])
    if len(history) < window_size:
        logger.warning(f"Insufficient data for Kyle's Lambda calculation. Need at least {window_size} trades, but have {len(history)}.")
        return None

    recent_trades = history[-window_size:]
    price_changes = np.array([t['price_change'] for t in recent_trades])
    signed_volumes = np.array([t['signed_volume'] for t in recent_trades])

    # Avoid division by zero or singular matrix in linregress if all volumes are same
    if len(np.unique(signed_volumes)) < 2:
        logger.warning("Cannot calculate Kyle's Lambda: all signed volumes in window are identical.")
        return None

    # Perform linear regression: Price_Change = Lambda * Signed_Volume + epsilon
    slope, intercept, r_value, p_value, std_err = linregress(signed_volumes, price_changes)

    kyle_lambda = slope
    logger.debug(f"Calculated Kyle's Lambda: {kyle_lambda:.6f} (R^2: {r_value**2:.4f})")
    return kyle_lambda

Function Name: retry_with_exponential_backoff

This higher-order function implements a retry mechanism with exponential backoff for a given function. It catches specified exceptions and retries the function call, increasing the delay exponentially between retries. Jitter is added to the delay to prevent synchronized retries.

Parameters: func (Callable): The function to be executed and retried. exceptions (Tuple[Type[Exception], ...]): A tuple of exception types to catch and retry on. max_retries (int): The maximum number of times to retry the function. base_delay (float): The initial delay in seconds before the first retry.

Returns: Any: The result of the decorated function.

Example:

@retry_with_exponential_backoff(exceptions=(RuntimeError,), max_retries=3)
def flaky_function():
    if random.random() < 0.7: # 70% chance of failure
        raise RuntimeError("Simulated network error")
    return "Success"

# result = flaky_function()
[7]
import functools
from typing import Callable, Tuple, Type

def retry_with_exponential_backoff(exceptions: Tuple[Type[Exception], ...] = (Exception,),
                                   max_retries: int = 5,
                                   base_delay: float = 1.0) -> Callable[..., Any]:
    """
    A decorator that retries a function with exponential backoff on specified exceptions.

    Parameters
    ----------
    exceptions : Tuple[Type[Exception], ...], optional
        A tuple of exception types to catch and retry on, defaults to (Exception,).
    max_retries : int, optional
        The maximum number of times to retry the function, defaults to 5.
    base_delay : float, optional
        The initial delay in seconds before the first retry, defaults to 1.0.

    Returns
    -------
    Callable[..., Any]
        The decorated function.
    """
    def decorator(func: Callable[..., Any]) -> Callable[..., Any]:
        @functools.wraps(func)
        def wrapper(*args: Any, **kwargs: Any) -> Any:
            for attempt in range(1, max_retries + 1):
                try:
                    return func(*args, **kwargs)
                except exceptions as e:
                    if attempt == max_retries:
                        logger.error(f"Function '{func.__name__}' failed after {max_retries} attempts. Last error: {e}")
                        raise
                    delay = base_delay * (2 ** (attempt - 1)) + random.uniform(0, 0.1 * (2 ** (attempt - 1))) # Add jitter
                    logger.warning(f"Attempt {attempt}/{max_retries} failed for '{func.__name__}': {e}. Retrying in {delay:.2f} seconds...")
                    time.sleep(delay)
            return func(*args, **kwargs) # Should not be reached but for type hinting
        return wrapper
    return decorator

Demonstration/Visualization

This section demonstrates the usage of the developed functions by simulating market activity and calculating Kyle's Lambda. We will generate a series of trades, track price changes and order flow, and then visualize the results, including the dynamic estimation of Kyle's Lambda. We will use pandas DataFrames to structure our simulation results and matplotlib/seaborn for plotting.

Simulate Market Activity and Kyle's Lambda Calculation

We will simulate a specified number of trade events, updating the market state and calculating Kyle's Lambda at each step. The simulation will capture price movements and order flow, which are crucial for understanding price impact. The results will be stored in a Pandas DataFrame for subsequent analysis and visualization.

[8]
def run_simulation(num_trades: int = 5000, window_size: int = 200) -> pd.DataFrame:
    """
    Runs a market simulation to generate trade data and calculate Kyle's Lambda over time.

    Parameters
    ----------
    num_trades : int, optional
        The total number of trades to simulate, defaults to 5000.
    window_size : int, optional
        The window size for Kyle's Lambda calculation, defaults to 200.

    Returns
    -------
    pd.DataFrame
        A DataFrame containing simulation results: price, Kyle's Lambda, and other metrics.
    """
    logger.info(f"Starting simulation for {num_trades} trades with Kyle's Lambda window size {window_size}.")
    market_state = create_market_state(initial_price=100.0, volatility=0.005, mean_trade_size=50.0)

    simulation_data = []
    for i in range(num_trades):
        market_state = simulate_trade(market_state)
        current_price = market_state['current_price']

        # Add a small delay with jitter to simulate real-world timing variations
        time.sleep(0.001 + random.uniform(0, 0.0005))

        kyle_lambda = calculate_kyle_lambda(market_state, window_size=window_size)

        trade_record = market_state['trade_history'][-1] if market_state['trade_history'] else {'signed_volume': 0, 'price_change': 0}

        simulation_data.append({
            'time_step': i,
            'price': current_price,
            'signed_volume': trade_record['signed_volume'],
            'price_change': trade_record['price_change'],
            'kyle_lambda': kyle_lambda
        })
        if (i + 1) % (num_trades // 10) == 0:
            logger.info(f"Simulated {i + 1}/{num_trades} trades. Current price: {current_price:.2f}")

    df_sim = pd.DataFrame(simulation_data)
    logger.info("Simulation complete.")
    return df_sim

df_simulation_results = run_simulation(num_trades=10000, window_size=500)
print(df_simulation_results.head())
print(df_simulation_results.tail())
Streaming output truncated to the last 5000 lines.
2026-06-10 04:57:13.353 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=89.96, direction=1, price_change=0.0087, new_price=99.8440
2026-06-10 04:57:13.355 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:13.355 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=70.98, direction=-1, price_change=-0.0063, new_price=99.8377
2026-06-10 04:57:13.358 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:13.358 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=80.18, direction=1, price_change=0.0085, new_price=99.8462
2026-06-10 04:57:13.360 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:13.361 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=14.13, direction=1, price_change=0.0023, new_price=99.8485
2026-06-10 04:57:13.363 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:13.363 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=10.02, direction=-1, price_change=-0.0008, new_price=99.8477
2026-06-10 04:57:13.366 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:13.366 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=224.30, direction=-1, price_change=-0.0223, new_price=99.8254
2026-06-10 04:57:13.368 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:13.368 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=39.64, direction=1, price_change=0.0041, new_price=99.8295
2026-06-10 04:57:13.371 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:13.371 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=15.06, direction=1, price_change=0.0017, new_price=99.8313
2026-06-10 04:57:13.373 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:13.373 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=80.02, direction=-1, price_change=-0.0077, new_price=99.8236
2026-06-10 04:57:13.376 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:13.376 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=89.12, direction=1, price_change=0.0083, new_price=99.8319
2026-06-10 04:57:13.378 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:13.378 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=25.32, direction=1, price_change=0.0028, new_price=99.8347
2026-06-10 04:57:13.380 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:13.381 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=100.99, direction=-1, price_change=-0.0096, new_price=99.8251
2026-06-10 04:57:13.384 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:13.384 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=66.94, direction=-1, price_change=-0.0065, new_price=99.8186
2026-06-10 04:57:13.389 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:13.389 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=212.19, direction=1, price_change=0.0208, new_price=99.8394
2026-06-10 04:57:13.392 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:13.392 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=42.29, direction=-1, price_change=-0.0040, new_price=99.8354
2026-06-10 04:57:13.394 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:13.394 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=108.10, direction=1, price_change=0.0099, new_price=99.8453
2026-06-10 04:57:13.397 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:13.398 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=102.53, direction=-1, price_change=-0.0111, new_price=99.8342
2026-06-10 04:57:13.401 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:13.401 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=112.92, direction=1, price_change=0.0121, new_price=99.8463
2026-06-10 04:57:13.405 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:13.405 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=16.36, direction=-1, price_change=-0.0022, new_price=99.8441
2026-06-10 04:57:13.407 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:13.407 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=14.73, direction=1, price_change=0.0015, new_price=99.8456
2026-06-10 04:57:13.409 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:13.410 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=95.98, direction=-1, price_change=-0.0098, new_price=99.8358
2026-06-10 04:57:13.413 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:13.413 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=36.76, direction=-1, price_change=-0.0033, new_price=99.8325
2026-06-10 04:57:13.416 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:13.416 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=55.54, direction=1, price_change=0.0054, new_price=99.8379
2026-06-10 04:57:13.419 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:13.419 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=143.80, direction=-1, price_change=-0.0144, new_price=99.8235
2026-06-10 04:57:13.422 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:13.422 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=56.25, direction=1, price_change=0.0056, new_price=99.8290
2026-06-10 04:57:13.425 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:13.425 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=24.81, direction=-1, price_change=-0.0027, new_price=99.8264
2026-06-10 04:57:13.428 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:13.428 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=81.84, direction=-1, price_change=-0.0079, new_price=99.8185
2026-06-10 04:57:13.431 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:13.431 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=24.96, direction=1, price_change=0.0027, new_price=99.8212
2026-06-10 04:57:13.435 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:13.435 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=15.08, direction=1, price_change=0.0019, new_price=99.8231
2026-06-10 04:57:13.437 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:13.438 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=108.88, direction=1, price_change=0.0106, new_price=99.8337
2026-06-10 04:57:13.440 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:13.440 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=42.05, direction=1, price_change=0.0041, new_price=99.8378
2026-06-10 04:57:13.442 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:13.442 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=25.33, direction=1, price_change=0.0022, new_price=99.8400
2026-06-10 04:57:13.444 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:13.444 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=21.66, direction=-1, price_change=-0.0030, new_price=99.8370
2026-06-10 04:57:13.447 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:13.447 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=142.92, direction=-1, price_change=-0.0146, new_price=99.8224
2026-06-10 04:57:13.449 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:13.449 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=15.95, direction=1, price_change=0.0010, new_price=99.8234
2026-06-10 04:57:13.451 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:13.452 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=60.66, direction=1, price_change=0.0067, new_price=99.8301
2026-06-10 04:57:13.455 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:13.455 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=24.08, direction=-1, price_change=-0.0015, new_price=99.8286
2026-06-10 04:57:13.457 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:13.457 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=24.68, direction=1, price_change=0.0013, new_price=99.8300
2026-06-10 04:57:13.460 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:13.460 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=25.51, direction=1, price_change=0.0023, new_price=99.8323
2026-06-10 04:57:13.462 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:13.462 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=30.30, direction=1, price_change=0.0028, new_price=99.8351
2026-06-10 04:57:13.465 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:13.465 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=40.51, direction=1, price_change=0.0046, new_price=99.8397
2026-06-10 04:57:13.468 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:13.468 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=79.09, direction=1, price_change=0.0075, new_price=99.8473
2026-06-10 04:57:13.471 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:13.472 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=30.15, direction=1, price_change=0.0027, new_price=99.8500
2026-06-10 04:57:13.474 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:13.474 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=85.75, direction=-1, price_change=-0.0084, new_price=99.8416
2026-06-10 04:57:13.476 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:13.476 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=96.44, direction=1, price_change=0.0105, new_price=99.8521
2026-06-10 04:57:13.479 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:13.479 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=21.20, direction=1, price_change=0.0019, new_price=99.8540
2026-06-10 04:57:13.482 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:13.482 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=419.55, direction=-1, price_change=-0.0425, new_price=99.8115
2026-06-10 04:57:13.484 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:13.484 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=42.20, direction=-1, price_change=-0.0042, new_price=99.8073
2026-06-10 04:57:13.486 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:13.487 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=80.80, direction=-1, price_change=-0.0081, new_price=99.7992
2026-06-10 04:57:13.489 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:13.489 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=9.12, direction=-1, price_change=-0.0009, new_price=99.7984
2026-06-10 04:57:13.491 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:13.491 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=11.69, direction=1, price_change=0.0016, new_price=99.8000
2026-06-10 04:57:13.494 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:13.494 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=32.00, direction=1, price_change=0.0029, new_price=99.8029
2026-06-10 04:57:13.497 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:13.497 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=6.78, direction=-1, price_change=0.0001, new_price=99.8030
2026-06-10 04:57:13.499 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:13.500 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=9.98, direction=-1, price_change=-0.0012, new_price=99.8018
2026-06-10 04:57:13.502 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:13.502 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=121.69, direction=-1, price_change=-0.0122, new_price=99.7896
2026-06-10 04:57:13.504 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:13.504 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=37.17, direction=-1, price_change=-0.0036, new_price=99.7859
2026-06-10 04:57:13.507 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:13.507 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=19.96, direction=-1, price_change=-0.0017, new_price=99.7842
2026-06-10 04:57:13.511 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:13.511 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=18.30, direction=1, price_change=0.0022, new_price=99.7864
2026-06-10 04:57:13.514 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:13.514 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=61.60, direction=-1, price_change=-0.0062, new_price=99.7803
2026-06-10 04:57:13.517 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:13.517 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=33.23, direction=1, price_change=0.0031, new_price=99.7834
2026-06-10 04:57:13.521 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:13.521 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=32.93, direction=1, price_change=0.0031, new_price=99.7865
2026-06-10 04:57:13.524 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:13.524 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=117.12, direction=-1, price_change=-0.0112, new_price=99.7753
2026-06-10 04:57:13.529 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:13.529 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=7.03, direction=1, price_change=0.0009, new_price=99.7762
2026-06-10 04:57:13.531 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:13.532 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=12.24, direction=1, price_change=0.0010, new_price=99.7772
2026-06-10 04:57:13.534 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:13.534 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=18.39, direction=1, price_change=0.0014, new_price=99.7786
2026-06-10 04:57:13.538 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:13.538 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=19.98, direction=1, price_change=0.0020, new_price=99.7806
2026-06-10 04:57:13.540 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:13.540 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=16.21, direction=1, price_change=0.0022, new_price=99.7828
2026-06-10 04:57:13.543 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:13.543 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=116.67, direction=-1, price_change=-0.0116, new_price=99.7713
2026-06-10 04:57:13.547 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:13.547 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=42.27, direction=1, price_change=0.0045, new_price=99.7758
2026-06-10 04:57:13.551 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:13.551 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=103.75, direction=-1, price_change=-0.0097, new_price=99.7661
2026-06-10 04:57:13.553 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:13.553 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=91.98, direction=-1, price_change=-0.0102, new_price=99.7559
2026-06-10 04:57:13.557 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:13.557 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=16.56, direction=-1, price_change=-0.0015, new_price=99.7545
2026-06-10 04:57:13.559 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:13.560 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=68.27, direction=-1, price_change=-0.0074, new_price=99.7470
2026-06-10 04:57:13.563 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:13.563 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=87.46, direction=1, price_change=0.0082, new_price=99.7552
2026-06-10 04:57:13.565 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:13.565 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=44.26, direction=1, price_change=0.0043, new_price=99.7594
2026-06-10 04:57:13.569 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:13.569 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=40.71, direction=1, price_change=0.0044, new_price=99.7638
2026-06-10 04:57:13.571 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:13.571 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=23.93, direction=1, price_change=0.0013, new_price=99.7651
2026-06-10 04:57:13.574 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:13.575 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=147.78, direction=-1, price_change=-0.0137, new_price=99.7515
2026-06-10 04:57:13.577 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:13.577 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=73.92, direction=1, price_change=0.0065, new_price=99.7579
2026-06-10 04:57:13.579 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:13.579 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=8.32, direction=1, price_change=0.0006, new_price=99.7585
2026-06-10 04:57:13.583 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:13.583 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=37.29, direction=1, price_change=0.0031, new_price=99.7615
2026-06-10 04:57:13.585 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:13.585 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=71.54, direction=-1, price_change=-0.0065, new_price=99.7550
2026-06-10 04:57:13.588 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:13.588 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=14.11, direction=-1, price_change=-0.0009, new_price=99.7541
2026-06-10 04:57:13.591 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:13.591 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=16.56, direction=1, price_change=0.0013, new_price=99.7554
2026-06-10 04:57:13.593 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:13.594 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=54.91, direction=-1, price_change=-0.0055, new_price=99.7499
2026-06-10 04:57:13.596 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:13.596 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=9.03, direction=1, price_change=0.0006, new_price=99.7505
2026-06-10 04:57:13.599 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:13.599 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=7.35, direction=-1, price_change=-0.0007, new_price=99.7497
2026-06-10 04:57:13.601 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:13.601 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=86.12, direction=1, price_change=0.0084, new_price=99.7582
2026-06-10 04:57:13.604 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:13.604 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=48.94, direction=1, price_change=0.0051, new_price=99.7633
2026-06-10 04:57:13.606 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:13.607 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=119.63, direction=1, price_change=0.0123, new_price=99.7755
2026-06-10 04:57:13.609 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:13.609 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=10.88, direction=-1, price_change=-0.0003, new_price=99.7752
2026-06-10 04:57:13.611 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:13.612 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=40.65, direction=-1, price_change=-0.0033, new_price=99.7719
2026-06-10 04:57:13.614 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:13.614 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=147.78, direction=1, price_change=0.0143, new_price=99.7862
2026-06-10 04:57:13.617 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:13.617 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=40.68, direction=1, price_change=0.0030, new_price=99.7892
2026-06-10 04:57:13.619 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:13.619 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=9.20, direction=1, price_change=0.0019, new_price=99.7912
2026-06-10 04:57:13.622 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:13.622 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=43.80, direction=-1, price_change=-0.0047, new_price=99.7864
2026-06-10 04:57:13.624 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:13.624 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=71.17, direction=1, price_change=0.0086, new_price=99.7950
2026-06-10 04:57:13.626 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:13.627 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=31.61, direction=1, price_change=0.0030, new_price=99.7980
2026-06-10 04:57:13.629 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:13.629 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=18.85, direction=-1, price_change=-0.0023, new_price=99.7957
2026-06-10 04:57:13.631 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:13.631 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=201.67, direction=-1, price_change=-0.0204, new_price=99.7754
2026-06-10 04:57:13.634 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:13.634 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=82.77, direction=1, price_change=0.0077, new_price=99.7831
2026-06-10 04:57:13.636 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:13.637 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=139.24, direction=-1, price_change=-0.0146, new_price=99.7685
2026-06-10 04:57:13.639 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:13.639 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=54.63, direction=-1, price_change=-0.0052, new_price=99.7633
2026-06-10 04:57:13.642 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:13.642 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=12.25, direction=-1, price_change=-0.0005, new_price=99.7628
2026-06-10 04:57:13.645 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:13.645 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=89.71, direction=-1, price_change=-0.0092, new_price=99.7537
2026-06-10 04:57:13.647 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:13.647 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=30.53, direction=1, price_change=0.0028, new_price=99.7564
2026-06-10 04:57:13.650 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:13.650 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=25.58, direction=-1, price_change=-0.0024, new_price=99.7540
2026-06-10 04:57:13.652 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:13.652 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=55.01, direction=-1, price_change=-0.0063, new_price=99.7476
2026-06-10 04:57:13.655 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:13.655 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=107.01, direction=-1, price_change=-0.0105, new_price=99.7371
2026-06-10 04:57:13.658 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:13.658 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=38.97, direction=1, price_change=0.0045, new_price=99.7416
2026-06-10 04:57:13.660 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:13.661 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=19.54, direction=-1, price_change=-0.0021, new_price=99.7395
2026-06-10 04:57:13.663 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:13.663 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=19.72, direction=1, price_change=0.0015, new_price=99.7410
2026-06-10 04:57:13.665 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:13.665 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=56.39, direction=-1, price_change=-0.0063, new_price=99.7347
2026-06-10 04:57:13.668 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:13.668 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=17.35, direction=-1, price_change=-0.0018, new_price=99.7329
2026-06-10 04:57:13.671 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:13.671 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=45.95, direction=-1, price_change=-0.0046, new_price=99.7284
2026-06-10 04:57:13.673 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:13.673 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=19.42, direction=-1, price_change=-0.0016, new_price=99.7268
2026-06-10 04:57:13.676 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:13.676 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=42.94, direction=-1, price_change=-0.0044, new_price=99.7224
2026-06-10 04:57:13.678 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:13.678 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=10.13, direction=-1, price_change=-0.0015, new_price=99.7209
2026-06-10 04:57:13.681 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:13.681 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=109.65, direction=-1, price_change=-0.0110, new_price=99.7099
2026-06-10 04:57:13.683 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:13.683 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=17.21, direction=1, price_change=0.0021, new_price=99.7119
2026-06-10 04:57:13.686 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:13.686 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=96.98, direction=-1, price_change=-0.0097, new_price=99.7022
2026-06-10 04:57:13.688 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:13.688 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=30.15, direction=1, price_change=0.0029, new_price=99.7051
2026-06-10 04:57:13.691 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:13.691 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=12.57, direction=-1, price_change=-0.0008, new_price=99.7043
2026-06-10 04:57:13.693 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:13.693 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=18.94, direction=-1, price_change=-0.0025, new_price=99.7018
2026-06-10 04:57:13.696 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:13.696 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=46.70, direction=-1, price_change=-0.0046, new_price=99.6972
2026-06-10 04:57:13.699 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:13.699 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=132.33, direction=1, price_change=0.0140, new_price=99.7112
2026-06-10 04:57:13.701 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:13.701 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=16.51, direction=1, price_change=0.0011, new_price=99.7123
2026-06-10 04:57:13.704 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:13.704 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=34.37, direction=-1, price_change=-0.0029, new_price=99.7094
2026-06-10 04:57:13.707 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:13.707 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=10.09, direction=1, price_change=0.0019, new_price=99.7113
2026-06-10 04:57:13.710 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:13.710 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=74.57, direction=-1, price_change=-0.0079, new_price=99.7034
2026-06-10 04:57:13.712 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:13.713 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=18.29, direction=1, price_change=0.0020, new_price=99.7054
2026-06-10 04:57:13.715 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:13.715 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=231.58, direction=-1, price_change=-0.0235, new_price=99.6819
2026-06-10 04:57:13.718 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:13.718 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=40.84, direction=-1, price_change=-0.0037, new_price=99.6782
2026-06-10 04:57:13.722 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:13.722 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=21.48, direction=-1, price_change=-0.0014, new_price=99.6768
2026-06-10 04:57:13.725 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:13.725 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=69.34, direction=-1, price_change=-0.0075, new_price=99.6693
2026-06-10 04:57:13.727 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:13.727 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=20.14, direction=-1, price_change=-0.0031, new_price=99.6662
2026-06-10 04:57:13.730 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:13.730 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=87.67, direction=-1, price_change=-0.0086, new_price=99.6576
2026-06-10 04:57:13.732 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:13.732 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=60.86, direction=1, price_change=0.0053, new_price=99.6629
2026-06-10 04:57:13.735 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:13.735 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=11.22, direction=1, price_change=0.0018, new_price=99.6647
2026-06-10 04:57:13.737 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:13.738 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=54.02, direction=-1, price_change=-0.0054, new_price=99.6592
2026-06-10 04:57:13.740 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:13.740 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=155.37, direction=1, price_change=0.0156, new_price=99.6749
2026-06-10 04:57:13.742 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:13.743 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=129.33, direction=-1, price_change=-0.0136, new_price=99.6613
2026-06-10 04:57:13.745 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:13.745 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=14.63, direction=1, price_change=0.0023, new_price=99.6636
2026-06-10 04:57:13.747 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:13.748 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=122.17, direction=1, price_change=0.0120, new_price=99.6756
2026-06-10 04:57:13.750 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:13.750 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=3.87, direction=-1, price_change=0.0004, new_price=99.6760
2026-06-10 04:57:13.752 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:13.752 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=12.61, direction=1, price_change=0.0012, new_price=99.6771
2026-06-10 04:57:13.754 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:13.754 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=63.58, direction=-1, price_change=-0.0064, new_price=99.6707
2026-06-10 04:57:13.756 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:13.756 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=4.77, direction=1, price_change=0.0006, new_price=99.6714
2026-06-10 04:57:13.758 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:13.758 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=64.05, direction=1, price_change=0.0063, new_price=99.6777
2026-06-10 04:57:13.760 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:13.760 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=15.76, direction=-1, price_change=-0.0015, new_price=99.6762
2026-06-10 04:57:13.762 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:13.762 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=18.31, direction=-1, price_change=-0.0010, new_price=99.6752
2026-06-10 04:57:13.765 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:13.765 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=93.90, direction=-1, price_change=-0.0106, new_price=99.6646
2026-06-10 04:57:13.767 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:13.767 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=31.45, direction=1, price_change=0.0030, new_price=99.6676
2026-06-10 04:57:13.769 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:13.769 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=6.30, direction=1, price_change=0.0008, new_price=99.6685
2026-06-10 04:57:13.771 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:13.771 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=78.68, direction=1, price_change=0.0087, new_price=99.6772
2026-06-10 04:57:13.773 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:13.773 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=116.77, direction=1, price_change=0.0115, new_price=99.6887
2026-06-10 04:57:13.775 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:13.775 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=35.97, direction=1, price_change=0.0037, new_price=99.6924
2026-06-10 04:57:13.777 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:13.777 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=223.68, direction=-1, price_change=-0.0216, new_price=99.6708
2026-06-10 04:57:13.779 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:13.779 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=59.19, direction=1, price_change=0.0055, new_price=99.6763
2026-06-10 04:57:13.781 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:13.781 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=203.40, direction=1, price_change=0.0202, new_price=99.6965
2026-06-10 04:57:13.783 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:13.783 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=22.44, direction=1, price_change=0.0022, new_price=99.6987
2026-06-10 04:57:13.785 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:13.785 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=8.91, direction=-1, price_change=-0.0014, new_price=99.6973
2026-06-10 04:57:13.788 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:13.788 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=113.12, direction=1, price_change=0.0114, new_price=99.7087
2026-06-10 04:57:13.790 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:13.790 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=30.41, direction=-1, price_change=-0.0031, new_price=99.7056
2026-06-10 04:57:13.792 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:13.792 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=31.51, direction=-1, price_change=-0.0035, new_price=99.7021
2026-06-10 04:57:13.794 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:13.794 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=121.48, direction=1, price_change=0.0115, new_price=99.7136
2026-06-10 04:57:13.796 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:13.797 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=32.66, direction=1, price_change=0.0037, new_price=99.7173
2026-06-10 04:57:13.798 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:13.798 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=28.69, direction=1, price_change=0.0026, new_price=99.7199
2026-06-10 04:57:13.800 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:13.800 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=161.68, direction=-1, price_change=-0.0158, new_price=99.7041
2026-06-10 04:57:13.803 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:13.803 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=197.53, direction=-1, price_change=-0.0186, new_price=99.6855
2026-06-10 04:57:13.805 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:13.805 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=47.66, direction=1, price_change=0.0042, new_price=99.6897
2026-06-10 04:57:13.807 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:13.808 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=27.83, direction=1, price_change=0.0037, new_price=99.6934
2026-06-10 04:57:13.810 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:13.810 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=62.47, direction=1, price_change=0.0068, new_price=99.7002
2026-06-10 04:57:13.812 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:13.812 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=26.22, direction=-1, price_change=-0.0021, new_price=99.6981
2026-06-10 04:57:13.814 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:13.814 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=140.57, direction=-1, price_change=-0.0138, new_price=99.6843
2026-06-10 04:57:13.816 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:13.816 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=59.68, direction=1, price_change=0.0056, new_price=99.6900
2026-06-10 04:57:13.818 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:13.818 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=26.21, direction=-1, price_change=-0.0026, new_price=99.6874
2026-06-10 04:57:13.820 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:13.820 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=57.45, direction=1, price_change=0.0059, new_price=99.6933
2026-06-10 04:57:13.822 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:13.822 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=6.43, direction=-1, price_change=-0.0006, new_price=99.6927
2026-06-10 04:57:13.824 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:13.824 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=71.17, direction=-1, price_change=-0.0072, new_price=99.6855
2026-06-10 04:57:13.827 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:13.827 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=53.08, direction=1, price_change=0.0050, new_price=99.6905
2026-06-10 04:57:13.828 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:13.829 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=6.72, direction=-1, price_change=-0.0006, new_price=99.6899
2026-06-10 04:57:13.830 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:13.831 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=9.14, direction=-1, price_change=-0.0017, new_price=99.6882
2026-06-10 04:57:13.832 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:13.832 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=242.16, direction=1, price_change=0.0233, new_price=99.7115
2026-06-10 04:57:13.835 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:13.835 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=24.18, direction=1, price_change=0.0026, new_price=99.7141
2026-06-10 04:57:13.837 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:13.837 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=15.17, direction=1, price_change=0.0008, new_price=99.7149
2026-06-10 04:57:13.839 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:13.840 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=94.58, direction=-1, price_change=-0.0109, new_price=99.7040
2026-06-10 04:57:13.842 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:13.842 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=15.10, direction=-1, price_change=-0.0015, new_price=99.7025
2026-06-10 04:57:13.844 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:13.844 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=103.84, direction=1, price_change=0.0100, new_price=99.7125
2026-06-10 04:57:13.846 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:13.846 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=97.07, direction=1, price_change=0.0093, new_price=99.7217
2026-06-10 04:57:13.848 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:13.849 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=156.73, direction=1, price_change=0.0161, new_price=99.7378
2026-06-10 04:57:13.851 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:13.851 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=51.65, direction=1, price_change=0.0048, new_price=99.7426
2026-06-10 04:57:13.853 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:13.853 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=12.14, direction=-1, price_change=-0.0015, new_price=99.7411
2026-06-10 04:57:13.855 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:13.855 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=26.69, direction=-1, price_change=-0.0019, new_price=99.7392
2026-06-10 04:57:13.858 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:13.858 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=97.01, direction=1, price_change=0.0101, new_price=99.7493
2026-06-10 04:57:13.860 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:13.860 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=70.13, direction=-1, price_change=-0.0076, new_price=99.7417
2026-06-10 04:57:13.862 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:13.862 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=87.18, direction=-1, price_change=-0.0092, new_price=99.7325
2026-06-10 04:57:13.865 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:13.865 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=14.39, direction=-1, price_change=-0.0011, new_price=99.7314
2026-06-10 04:57:13.867 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:13.867 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=44.21, direction=1, price_change=0.0042, new_price=99.7356
2026-06-10 04:57:13.869 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:13.869 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=175.87, direction=-1, price_change=-0.0181, new_price=99.7175
2026-06-10 04:57:13.871 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:13.871 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=118.77, direction=-1, price_change=-0.0123, new_price=99.7052
2026-06-10 04:57:13.873 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:13.873 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=84.55, direction=-1, price_change=-0.0081, new_price=99.6971
2026-06-10 04:57:13.876 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:13.876 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=163.67, direction=1, price_change=0.0160, new_price=99.7131
2026-06-10 04:57:13.878 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:13.878 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=10.90, direction=1, price_change=0.0009, new_price=99.7140
2026-06-10 04:57:13.880 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:13.880 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=57.75, direction=-1, price_change=-0.0056, new_price=99.7084
2026-06-10 04:57:13.882 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:13.882 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=61.90, direction=-1, price_change=-0.0054, new_price=99.7030
2026-06-10 04:57:13.884 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:13.884 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=69.64, direction=1, price_change=0.0077, new_price=99.7106
2026-06-10 04:57:13.886 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:13.886 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=48.49, direction=-1, price_change=-0.0047, new_price=99.7059
2026-06-10 04:57:13.889 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:13.889 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=146.91, direction=1, price_change=0.0150, new_price=99.7209
2026-06-10 04:57:13.890 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:13.891 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=17.07, direction=-1, price_change=-0.0016, new_price=99.7193
2026-06-10 04:57:13.893 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:13.893 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=23.00, direction=1, price_change=0.0019, new_price=99.7213
2026-06-10 04:57:13.895 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:13.895 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=134.81, direction=1, price_change=0.0147, new_price=99.7360
2026-06-10 04:57:13.898 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:13.898 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=40.44, direction=1, price_change=0.0038, new_price=99.7399
2026-06-10 04:57:13.900 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:13.900 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=37.26, direction=-1, price_change=-0.0039, new_price=99.7359
2026-06-10 04:57:13.902 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:13.902 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=4.37, direction=-1, price_change=0.0001, new_price=99.7360
2026-06-10 04:57:13.904 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:13.904 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=30.46, direction=-1, price_change=-0.0028, new_price=99.7332
2026-06-10 04:57:13.906 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:13.906 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=13.22, direction=1, price_change=0.0022, new_price=99.7354
2026-06-10 04:57:13.908 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:13.908 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=14.07, direction=1, price_change=0.0009, new_price=99.7362
2026-06-10 04:57:13.910 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:13.910 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=16.50, direction=1, price_change=0.0016, new_price=99.7378
2026-06-10 04:57:13.912 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:13.912 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=131.86, direction=-1, price_change=-0.0137, new_price=99.7241
2026-06-10 04:57:13.914 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:13.914 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=40.48, direction=1, price_change=0.0042, new_price=99.7283
2026-06-10 04:57:13.917 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:13.917 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=94.61, direction=1, price_change=0.0096, new_price=99.7379
2026-06-10 04:57:13.920 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:13.920 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=20.41, direction=1, price_change=0.0033, new_price=99.7412
2026-06-10 04:57:13.923 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:13.923 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=14.77, direction=1, price_change=0.0017, new_price=99.7429
2026-06-10 04:57:13.926 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:13.926 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=42.89, direction=1, price_change=0.0052, new_price=99.7481
2026-06-10 04:57:13.929 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:13.929 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=80.02, direction=1, price_change=0.0081, new_price=99.7562
2026-06-10 04:57:13.933 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:13.933 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=42.30, direction=-1, price_change=-0.0039, new_price=99.7523
2026-06-10 04:57:13.936 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:13.936 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=52.27, direction=-1, price_change=-0.0064, new_price=99.7459
2026-06-10 04:57:13.938 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:13.938 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=59.44, direction=-1, price_change=-0.0056, new_price=99.7403
2026-06-10 04:57:13.941 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:13.941 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=53.83, direction=-1, price_change=-0.0059, new_price=99.7344
2026-06-10 04:57:13.943 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:13.944 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=146.57, direction=1, price_change=0.0148, new_price=99.7492
2026-06-10 04:57:13.946 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:13.946 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=99.77, direction=1, price_change=0.0091, new_price=99.7584
2026-06-10 04:57:13.948 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:13.948 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=23.64, direction=1, price_change=0.0023, new_price=99.7607
2026-06-10 04:57:13.951 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:13.951 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=96.91, direction=-1, price_change=-0.0095, new_price=99.7512
2026-06-10 04:57:13.953 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:13.953 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=131.53, direction=-1, price_change=-0.0137, new_price=99.7374
2026-06-10 04:57:13.955 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:13.955 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=49.58, direction=1, price_change=0.0045, new_price=99.7419
2026-06-10 04:57:13.958 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:13.958 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=73.75, direction=-1, price_change=-0.0081, new_price=99.7338
2026-06-10 04:57:13.960 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:13.960 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=50.44, direction=1, price_change=0.0055, new_price=99.7393
2026-06-10 04:57:13.962 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:13.962 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=111.54, direction=-1, price_change=-0.0115, new_price=99.7278
2026-06-10 04:57:13.964 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:13.964 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=11.47, direction=1, price_change=0.0016, new_price=99.7294
2026-06-10 04:57:13.966 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:13.966 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=30.72, direction=-1, price_change=-0.0024, new_price=99.7270
2026-06-10 04:57:13.968 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:13.968 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=28.38, direction=1, price_change=0.0030, new_price=99.7301
2026-06-10 04:57:13.972 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:13.972 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=44.54, direction=-1, price_change=-0.0049, new_price=99.7252
2026-06-10 04:57:13.976 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:13.977 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=37.42, direction=-1, price_change=-0.0043, new_price=99.7209
2026-06-10 04:57:13.979 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:13.979 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=10.07, direction=1, price_change=0.0015, new_price=99.7224
2026-06-10 04:57:13.982 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:13.982 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=54.93, direction=1, price_change=0.0054, new_price=99.7278
2026-06-10 04:57:13.984 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:13.984 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=26.76, direction=-1, price_change=-0.0025, new_price=99.7252
2026-06-10 04:57:13.986 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:13.986 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=145.10, direction=-1, price_change=-0.0146, new_price=99.7106
2026-06-10 04:57:13.988 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:13.988 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=24.34, direction=-1, price_change=-0.0027, new_price=99.7080
2026-06-10 04:57:13.991 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:13.991 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=27.00, direction=-1, price_change=-0.0021, new_price=99.7059
2026-06-10 04:57:13.993 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:13.993 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=17.54, direction=1, price_change=0.0026, new_price=99.7085
2026-06-10 04:57:13.995 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:13.995 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=53.14, direction=1, price_change=0.0058, new_price=99.7142
2026-06-10 04:57:13.997 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:13.997 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=25.88, direction=-1, price_change=-0.0017, new_price=99.7125
2026-06-10 04:57:13.999 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:13.999 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=100.38, direction=-1, price_change=-0.0102, new_price=99.7023
2026-06-10 04:57:14.002 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:14.002 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=128.43, direction=-1, price_change=-0.0128, new_price=99.6896
2026-06-10 04:57:14.003 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:14.004 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=6.97, direction=-1, price_change=-0.0007, new_price=99.6889
2026-06-10 04:57:14.006 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:14.006 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=141.32, direction=1, price_change=0.0134, new_price=99.7022
2026-06-10 04:57:14.008 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:14.008 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=22.16, direction=1, price_change=0.0018, new_price=99.7040
2026-06-10 04:57:14.010 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:14.010 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=6.53, direction=-1, price_change=0.0002, new_price=99.7042
2026-06-10 04:57:14.012 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:14.012 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=69.94, direction=-1, price_change=-0.0074, new_price=99.6967
2026-06-10 04:57:14.014 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:14.015 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=28.79, direction=-1, price_change=-0.0039, new_price=99.6928
2026-06-10 04:57:14.017 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:14.017 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=27.39, direction=-1, price_change=-0.0014, new_price=99.6914
2026-06-10 04:57:14.019 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:14.019 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=12.69, direction=1, price_change=0.0018, new_price=99.6931
2026-06-10 04:57:14.022 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:14.022 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=45.81, direction=-1, price_change=-0.0042, new_price=99.6890
2026-06-10 04:57:14.024 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:14.024 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=131.43, direction=1, price_change=0.0132, new_price=99.7021
2026-06-10 04:57:14.026 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:14.026 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=64.02, direction=-1, price_change=-0.0065, new_price=99.6956
2026-06-10 04:57:14.028 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:14.028 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=30.75, direction=1, price_change=0.0023, new_price=99.6980
2026-06-10 04:57:14.030 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:14.030 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=94.74, direction=-1, price_change=-0.0102, new_price=99.6878
2026-06-10 04:57:14.032 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:14.032 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=18.81, direction=-1, price_change=-0.0016, new_price=99.6862
2026-06-10 04:57:14.034 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:14.034 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=72.46, direction=1, price_change=0.0070, new_price=99.6932
2026-06-10 04:57:14.036 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:14.037 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=10.00, direction=1, price_change=0.0017, new_price=99.6949
2026-06-10 04:57:14.039 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:14.039 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=78.42, direction=1, price_change=0.0078, new_price=99.7026
2026-06-10 04:57:14.041 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:14.041 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=22.08, direction=1, price_change=0.0029, new_price=99.7055
2026-06-10 04:57:14.043 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:14.043 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=43.30, direction=-1, price_change=-0.0047, new_price=99.7009
2026-06-10 04:57:14.045 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:14.046 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=37.09, direction=-1, price_change=-0.0031, new_price=99.6978
2026-06-10 04:57:14.048 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:14.048 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=68.56, direction=1, price_change=0.0074, new_price=99.7052
2026-06-10 04:57:14.050 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:14.050 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=9.43, direction=-1, price_change=-0.0007, new_price=99.7045
2026-06-10 04:57:14.052 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:14.052 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=24.75, direction=1, price_change=0.0022, new_price=99.7068
2026-06-10 04:57:14.054 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:14.054 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=65.80, direction=-1, price_change=-0.0050, new_price=99.7017
2026-06-10 04:57:14.056 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:14.056 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=53.11, direction=-1, price_change=-0.0051, new_price=99.6967
2026-06-10 04:57:14.058 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:14.058 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=57.78, direction=-1, price_change=-0.0061, new_price=99.6905
2026-06-10 04:57:14.060 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:14.060 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=82.81, direction=1, price_change=0.0087, new_price=99.6993
2026-06-10 04:57:14.062 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:14.062 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=81.85, direction=1, price_change=0.0081, new_price=99.7074
2026-06-10 04:57:14.064 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:14.064 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=71.30, direction=1, price_change=0.0069, new_price=99.7143
2026-06-10 04:57:14.067 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:14.067 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=114.63, direction=-1, price_change=-0.0115, new_price=99.7028
2026-06-10 04:57:14.069 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:14.069 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=32.51, direction=1, price_change=0.0033, new_price=99.7061
2026-06-10 04:57:14.071 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:14.071 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=5.18, direction=-1, price_change=-0.0002, new_price=99.7059
2026-06-10 04:57:14.073 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:14.073 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=167.10, direction=-1, price_change=-0.0175, new_price=99.6884
2026-06-10 04:57:14.075 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:14.075 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=29.13, direction=1, price_change=0.0036, new_price=99.6920
2026-06-10 04:57:14.078 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:14.078 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=87.83, direction=-1, price_change=-0.0086, new_price=99.6834
2026-06-10 04:57:14.080 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:14.080 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=33.64, direction=-1, price_change=-0.0039, new_price=99.6796
2026-06-10 04:57:14.082 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:14.082 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=23.93, direction=1, price_change=0.0029, new_price=99.6825
2026-06-10 04:57:14.084 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:14.084 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=37.10, direction=-1, price_change=-0.0039, new_price=99.6786
2026-06-10 04:57:14.086 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:14.086 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=16.05, direction=-1, price_change=-0.0020, new_price=99.6767
2026-06-10 04:57:14.088 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:14.089 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=62.66, direction=1, price_change=0.0066, new_price=99.6833
2026-06-10 04:57:14.091 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:14.091 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=47.19, direction=-1, price_change=-0.0040, new_price=99.6793
2026-06-10 04:57:14.093 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:14.093 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=60.02, direction=-1, price_change=-0.0063, new_price=99.6730
2026-06-10 04:57:14.095 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:14.095 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=80.71, direction=-1, price_change=-0.0087, new_price=99.6643
2026-06-10 04:57:14.097 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:14.097 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=87.52, direction=-1, price_change=-0.0100, new_price=99.6543
2026-06-10 04:57:14.099 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:14.099 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=104.43, direction=1, price_change=0.0112, new_price=99.6655
2026-06-10 04:57:14.102 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:14.102 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=24.52, direction=1, price_change=0.0026, new_price=99.6682
2026-06-10 04:57:14.104 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:14.104 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=9.39, direction=1, price_change=0.0014, new_price=99.6696
2026-06-10 04:57:14.106 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:14.107 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=148.93, direction=1, price_change=0.0144, new_price=99.6841
2026-06-10 04:57:14.108 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:14.108 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=18.69, direction=1, price_change=0.0014, new_price=99.6855
2026-06-10 04:57:14.111 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:14.111 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=50.92, direction=1, price_change=0.0052, new_price=99.6907
2026-06-10 04:57:14.113 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:14.113 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=41.86, direction=1, price_change=0.0045, new_price=99.6952
2026-06-10 04:57:14.115 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:14.115 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=35.34, direction=-1, price_change=-0.0033, new_price=99.6919
2026-06-10 04:57:14.117 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:14.117 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=43.04, direction=1, price_change=0.0036, new_price=99.6955
2026-06-10 04:57:14.120 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:14.120 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=44.05, direction=-1, price_change=-0.0046, new_price=99.6909
2026-06-10 04:57:14.122 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:14.122 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=140.18, direction=1, price_change=0.0145, new_price=99.7054
2026-06-10 04:57:14.125 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:14.125 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=50.56, direction=-1, price_change=-0.0052, new_price=99.7002
2026-06-10 04:57:14.128 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:14.128 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=11.17, direction=-1, price_change=-0.0006, new_price=99.6996
2026-06-10 04:57:14.130 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:14.130 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=93.33, direction=-1, price_change=-0.0096, new_price=99.6901
2026-06-10 04:57:14.133 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:14.133 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=40.26, direction=-1, price_change=-0.0037, new_price=99.6864
2026-06-10 04:57:14.136 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:14.136 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=53.30, direction=1, price_change=0.0060, new_price=99.6923
2026-06-10 04:57:14.138 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:14.139 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=99.75, direction=-1, price_change=-0.0095, new_price=99.6829
2026-06-10 04:57:14.141 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:14.141 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=10.74, direction=-1, price_change=-0.0012, new_price=99.6817
2026-06-10 04:57:14.143 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:14.144 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=7.73, direction=-1, price_change=-0.0011, new_price=99.6805
2026-06-10 04:57:14.146 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:14.146 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=23.63, direction=-1, price_change=-0.0027, new_price=99.6778
2026-06-10 04:57:14.149 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:14.149 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=16.18, direction=-1, price_change=-0.0016, new_price=99.6762
2026-06-10 04:57:14.153 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:14.153 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=19.91, direction=1, price_change=0.0009, new_price=99.6771
2026-06-10 04:57:14.155 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9948)
2026-06-10 04:57:14.155 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=23.91, direction=-1, price_change=-0.0022, new_price=99.6749
2026-06-10 04:57:14.157 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9948)
2026-06-10 04:57:14.158 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=71.10, direction=-1, price_change=-0.0069, new_price=99.6679
2026-06-10 04:57:14.160 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:14.160 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=24.50, direction=-1, price_change=-0.0029, new_price=99.6650
2026-06-10 04:57:14.162 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:14.162 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=12.40, direction=1, price_change=0.0018, new_price=99.6669
2026-06-10 04:57:14.164 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:14.164 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=3.29, direction=-1, price_change=-0.0003, new_price=99.6666
2026-06-10 04:57:14.166 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:14.166 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=15.19, direction=-1, price_change=-0.0017, new_price=99.6648
2026-06-10 04:57:14.168 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:14.168 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=36.66, direction=-1, price_change=-0.0036, new_price=99.6612
2026-06-10 04:57:14.170 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:14.170 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=35.92, direction=-1, price_change=-0.0025, new_price=99.6587
2026-06-10 04:57:14.172 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:14.172 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=39.15, direction=1, price_change=0.0035, new_price=99.6622
2026-06-10 04:57:14.174 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:14.174 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=12.11, direction=-1, price_change=-0.0013, new_price=99.6609
2026-06-10 04:57:14.176 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:14.177 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=16.04, direction=1, price_change=0.0017, new_price=99.6626
2026-06-10 04:57:14.178 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:14.179 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=21.88, direction=-1, price_change=-0.0021, new_price=99.6605
2026-06-10 04:57:14.181 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:14.181 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=56.95, direction=1, price_change=0.0056, new_price=99.6661
2026-06-10 04:57:14.183 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:14.183 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=76.34, direction=1, price_change=0.0074, new_price=99.6735
2026-06-10 04:57:14.185 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:14.185 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=28.51, direction=-1, price_change=-0.0024, new_price=99.6710
2026-06-10 04:57:14.187 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:14.187 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=14.91, direction=1, price_change=0.0016, new_price=99.6726
2026-06-10 04:57:14.190 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:14.190 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=22.81, direction=-1, price_change=-0.0022, new_price=99.6704
2026-06-10 04:57:14.192 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:14.192 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=252.09, direction=1, price_change=0.0254, new_price=99.6958
2026-06-10 04:57:14.194 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:14.194 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=15.13, direction=-1, price_change=-0.0008, new_price=99.6950
2026-06-10 04:57:14.196 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:14.196 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=5.79, direction=-1, price_change=-0.0006, new_price=99.6944
2026-06-10 04:57:14.198 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:14.199 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=52.77, direction=-1, price_change=-0.0050, new_price=99.6894
2026-06-10 04:57:14.200 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:14.201 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=8.69, direction=1, price_change=-0.0002, new_price=99.6892
2026-06-10 04:57:14.203 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:14.203 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=226.73, direction=-1, price_change=-0.0221, new_price=99.6671
2026-06-10 04:57:14.205 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:14.205 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=76.32, direction=-1, price_change=-0.0082, new_price=99.6589
2026-06-10 04:57:14.207 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:14.207 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=46.09, direction=1, price_change=0.0053, new_price=99.6642
2026-06-10 04:57:14.210 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:14.210 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=200.07, direction=-1, price_change=-0.0202, new_price=99.6440
2026-06-10 04:57:14.212 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:14.212 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=52.04, direction=1, price_change=0.0053, new_price=99.6494
2026-06-10 04:57:14.214 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:14.214 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=132.59, direction=-1, price_change=-0.0134, new_price=99.6360
2026-06-10 04:57:14.216 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:14.217 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=24.30, direction=1, price_change=0.0031, new_price=99.6391
2026-06-10 04:57:14.218 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:14.218 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=45.09, direction=1, price_change=0.0050, new_price=99.6441
2026-06-10 04:57:14.221 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:14.221 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=75.20, direction=1, price_change=0.0080, new_price=99.6521
2026-06-10 04:57:14.223 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:14.223 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=46.33, direction=-1, price_change=-0.0048, new_price=99.6473
2026-06-10 04:57:14.225 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:14.225 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=30.69, direction=1, price_change=0.0027, new_price=99.6499
2026-06-10 04:57:14.227 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:14.227 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=45.42, direction=-1, price_change=-0.0048, new_price=99.6452
2026-06-10 04:57:14.230 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:14.230 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=105.79, direction=1, price_change=0.0095, new_price=99.6546
2026-06-10 04:57:14.231 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:14.232 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=53.90, direction=1, price_change=0.0046, new_price=99.6592
2026-06-10 04:57:14.234 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:14.234 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=20.24, direction=-1, price_change=-0.0029, new_price=99.6563
2026-06-10 04:57:14.236 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:14.236 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=21.98, direction=-1, price_change=-0.0019, new_price=99.6544
2026-06-10 04:57:14.238 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:14.238 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=71.24, direction=-1, price_change=-0.0068, new_price=99.6477
2026-06-10 04:57:14.240 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:14.240 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=252.12, direction=1, price_change=0.0248, new_price=99.6725
2026-06-10 04:57:14.242 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:14.242 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=55.54, direction=1, price_change=0.0058, new_price=99.6783
2026-06-10 04:57:14.244 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:14.244 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=57.58, direction=-1, price_change=-0.0055, new_price=99.6727
2026-06-10 04:57:14.246 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:14.246 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=32.11, direction=1, price_change=0.0032, new_price=99.6759
2026-06-10 04:57:14.248 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:14.249 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=11.15, direction=-1, price_change=-0.0013, new_price=99.6746
2026-06-10 04:57:14.251 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:14.251 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=63.73, direction=1, price_change=0.0065, new_price=99.6811
2026-06-10 04:57:14.253 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:14.254 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=90.00, direction=1, price_change=0.0093, new_price=99.6904
2026-06-10 04:57:14.256 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:14.256 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=259.07, direction=-1, price_change=-0.0274, new_price=99.6629
2026-06-10 04:57:14.258 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:14.258 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=81.49, direction=-1, price_change=-0.0069, new_price=99.6560
2026-06-10 04:57:14.260 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:14.260 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=8.90, direction=-1, price_change=-0.0008, new_price=99.6553
2026-06-10 04:57:14.262 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:14.262 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=16.37, direction=-1, price_change=-0.0016, new_price=99.6537
2026-06-10 04:57:14.264 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:14.264 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=20.50, direction=1, price_change=0.0025, new_price=99.6562
2026-06-10 04:57:14.266 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:14.266 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=133.50, direction=1, price_change=0.0138, new_price=99.6700
2026-06-10 04:57:14.268 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:14.268 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=12.94, direction=1, price_change=0.0012, new_price=99.6712
2026-06-10 04:57:14.270 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:14.270 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=96.41, direction=-1, price_change=-0.0093, new_price=99.6618
2026-06-10 04:57:14.272 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:14.273 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=115.82, direction=1, price_change=0.0116, new_price=99.6735
2026-06-10 04:57:14.274 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:14.275 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=77.95, direction=1, price_change=0.0077, new_price=99.6811
2026-06-10 04:57:14.276 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:14.276 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=6.86, direction=1, price_change=0.0006, new_price=99.6817
2026-06-10 04:57:14.279 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:14.279 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=42.13, direction=-1, price_change=-0.0045, new_price=99.6772
2026-06-10 04:57:14.280 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:14.281 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=74.83, direction=-1, price_change=-0.0078, new_price=99.6695
2026-06-10 04:57:14.283 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:14.283 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=32.80, direction=1, price_change=0.0038, new_price=99.6732
2026-06-10 04:57:14.285 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:14.285 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=45.36, direction=1, price_change=0.0049, new_price=99.6781
2026-06-10 04:57:14.287 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:14.287 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=114.61, direction=1, price_change=0.0116, new_price=99.6898
2026-06-10 04:57:14.289 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:14.289 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=48.02, direction=1, price_change=0.0040, new_price=99.6938
2026-06-10 04:57:14.291 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:14.292 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=126.16, direction=1, price_change=0.0130, new_price=99.7067
2026-06-10 04:57:14.294 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:14.294 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=48.64, direction=1, price_change=0.0049, new_price=99.7116
2026-06-10 04:57:14.296 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:14.296 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=42.38, direction=-1, price_change=-0.0036, new_price=99.7080
2026-06-10 04:57:14.298 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:14.298 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=48.07, direction=-1, price_change=-0.0042, new_price=99.7038
2026-06-10 04:57:14.300 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:14.300 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=55.48, direction=1, price_change=0.0060, new_price=99.7099
2026-06-10 04:57:14.302 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:14.303 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=44.18, direction=-1, price_change=-0.0042, new_price=99.7057
2026-06-10 04:57:14.304 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:14.305 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=38.31, direction=-1, price_change=-0.0045, new_price=99.7011
2026-06-10 04:57:14.307 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:14.307 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=10.06, direction=-1, price_change=0.0001, new_price=99.7013
2026-06-10 04:57:14.309 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:14.309 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=79.02, direction=-1, price_change=-0.0079, new_price=99.6933
2026-06-10 04:57:14.311 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:14.311 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=32.32, direction=-1, price_change=-0.0041, new_price=99.6892
2026-06-10 04:57:14.313 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:14.313 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=84.88, direction=1, price_change=0.0094, new_price=99.6986
2026-06-10 04:57:14.315 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:14.315 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=35.41, direction=-1, price_change=-0.0038, new_price=99.6948
2026-06-10 04:57:14.318 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:14.318 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=33.88, direction=-1, price_change=-0.0033, new_price=99.6915
2026-06-10 04:57:14.320 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:14.320 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=88.20, direction=1, price_change=0.0077, new_price=99.6992
2026-06-10 04:57:14.322 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:14.322 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=72.51, direction=-1, price_change=-0.0072, new_price=99.6920
2026-06-10 04:57:14.325 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:14.325 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=146.15, direction=-1, price_change=-0.0138, new_price=99.6783
2026-06-10 04:57:14.328 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:14.328 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=21.36, direction=-1, price_change=-0.0025, new_price=99.6758
2026-06-10 04:57:14.331 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:14.331 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=26.38, direction=-1, price_change=-0.0027, new_price=99.6731
2026-06-10 04:57:14.334 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:14.334 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=91.17, direction=1, price_change=0.0094, new_price=99.6825
2026-06-10 04:57:14.336 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:14.336 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=37.45, direction=1, price_change=0.0044, new_price=99.6869
2026-06-10 04:57:14.339 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:14.339 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=54.90, direction=1, price_change=0.0053, new_price=99.6922
2026-06-10 04:57:14.341 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:14.341 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=20.51, direction=1, price_change=0.0024, new_price=99.6946
2026-06-10 04:57:14.344 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:14.344 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=20.03, direction=-1, price_change=-0.0013, new_price=99.6934
2026-06-10 04:57:14.347 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:14.347 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=73.62, direction=1, price_change=0.0074, new_price=99.7008
2026-06-10 04:57:14.349 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:14.349 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=79.56, direction=-1, price_change=-0.0082, new_price=99.6926
2026-06-10 04:57:14.351 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:14.352 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=48.19, direction=-1, price_change=-0.0050, new_price=99.6875
2026-06-10 04:57:14.354 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:14.354 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=270.61, direction=-1, price_change=-0.0277, new_price=99.6599
2026-06-10 04:57:14.356 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:14.356 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=58.73, direction=-1, price_change=-0.0053, new_price=99.6546
2026-06-10 04:57:14.358 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:14.358 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=66.51, direction=-1, price_change=-0.0056, new_price=99.6490
2026-06-10 04:57:14.360 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:14.360 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=45.03, direction=1, price_change=0.0046, new_price=99.6535
2026-06-10 04:57:14.362 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:14.363 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=35.17, direction=-1, price_change=-0.0030, new_price=99.6505
2026-06-10 04:57:14.364 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:14.364 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=50.43, direction=-1, price_change=-0.0043, new_price=99.6462
2026-06-10 04:57:14.366 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:14.367 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=52.53, direction=1, price_change=0.0057, new_price=99.6519
2026-06-10 04:57:14.369 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:14.369 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=19.38, direction=-1, price_change=-0.0017, new_price=99.6502
2026-06-10 04:57:14.371 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:14.371 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=42.11, direction=1, price_change=0.0039, new_price=99.6541
2026-06-10 04:57:14.373 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:14.373 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=38.72, direction=1, price_change=0.0038, new_price=99.6579
2026-06-10 04:57:14.375 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:14.375 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=128.69, direction=1, price_change=0.0132, new_price=99.6711
2026-06-10 04:57:14.377 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:14.377 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=18.18, direction=1, price_change=0.0019, new_price=99.6730
2026-06-10 04:57:14.380 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:14.380 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=59.54, direction=-1, price_change=-0.0058, new_price=99.6671
2026-06-10 04:57:14.382 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:14.382 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=102.63, direction=1, price_change=0.0103, new_price=99.6774
2026-06-10 04:57:14.384 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:14.384 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=7.69, direction=-1, price_change=-0.0004, new_price=99.6770
2026-06-10 04:57:14.386 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:14.386 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=7.53, direction=1, price_change=0.0004, new_price=99.6773
2026-06-10 04:57:14.388 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:14.388 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=21.71, direction=1, price_change=0.0023, new_price=99.6797
2026-06-10 04:57:14.390 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:14.390 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=68.53, direction=-1, price_change=-0.0068, new_price=99.6728
2026-06-10 04:57:14.393 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:14.393 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=7.89, direction=1, price_change=-0.0002, new_price=99.6726
2026-06-10 04:57:14.395 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:14.395 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=67.44, direction=-1, price_change=-0.0073, new_price=99.6653
2026-06-10 04:57:14.397 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:14.397 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=73.83, direction=1, price_change=0.0067, new_price=99.6720
2026-06-10 04:57:14.399 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:14.399 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=69.74, direction=1, price_change=0.0072, new_price=99.6792
2026-06-10 04:57:14.401 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:14.401 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=79.74, direction=1, price_change=0.0079, new_price=99.6871
2026-06-10 04:57:14.404 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:14.404 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=48.95, direction=1, price_change=0.0048, new_price=99.6919
2026-06-10 04:57:14.406 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:14.406 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=22.01, direction=-1, price_change=-0.0029, new_price=99.6890
2026-06-10 04:57:14.408 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:14.408 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=16.62, direction=1, price_change=0.0017, new_price=99.6907
2026-06-10 04:57:14.410 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:14.411 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=180.33, direction=1, price_change=0.0178, new_price=99.7085
2026-06-10 04:57:14.412 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:14.412 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=67.65, direction=1, price_change=0.0070, new_price=99.7154
2026-06-10 04:57:14.415 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:14.415 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=42.39, direction=-1, price_change=-0.0046, new_price=99.7108
2026-06-10 04:57:14.417 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:14.417 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=2.64, direction=1, price_change=0.0001, new_price=99.7110
2026-06-10 04:57:14.419 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:14.419 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=10.09, direction=-1, price_change=0.0001, new_price=99.7110
2026-06-10 04:57:14.421 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:14.421 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=4.38, direction=1, price_change=0.0005, new_price=99.7115
2026-06-10 04:57:14.424 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:14.424 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=58.74, direction=-1, price_change=-0.0060, new_price=99.7056
2026-06-10 04:57:14.426 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:14.426 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=108.07, direction=1, price_change=0.0106, new_price=99.7162
2026-06-10 04:57:14.428 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:14.428 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=39.02, direction=1, price_change=0.0039, new_price=99.7202
2026-06-10 04:57:14.431 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:14.431 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=94.93, direction=1, price_change=0.0090, new_price=99.7291
2026-06-10 04:57:14.433 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:14.433 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=35.69, direction=1, price_change=0.0034, new_price=99.7325
2026-06-10 04:57:14.435 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:14.435 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=7.70, direction=1, price_change=0.0011, new_price=99.7336
2026-06-10 04:57:14.438 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:14.438 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=29.36, direction=-1, price_change=-0.0027, new_price=99.7309
2026-06-10 04:57:14.440 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:14.440 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=38.51, direction=-1, price_change=-0.0040, new_price=99.7268
2026-06-10 04:57:14.443 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:14.443 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=25.36, direction=1, price_change=0.0018, new_price=99.7286
2026-06-10 04:57:14.445 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:14.446 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=13.92, direction=-1, price_change=-0.0010, new_price=99.7276
2026-06-10 04:57:14.448 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:14.448 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=163.29, direction=-1, price_change=-0.0175, new_price=99.7101
2026-06-10 04:57:14.451 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:14.451 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=94.96, direction=-1, price_change=-0.0103, new_price=99.6999
2026-06-10 04:57:14.453 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:14.453 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=58.94, direction=-1, price_change=-0.0066, new_price=99.6933
2026-06-10 04:57:14.456 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:14.456 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=24.69, direction=-1, price_change=-0.0014, new_price=99.6919
2026-06-10 04:57:14.458 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:14.458 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=20.10, direction=1, price_change=0.0016, new_price=99.6935
2026-06-10 04:57:14.461 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:14.461 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=43.97, direction=-1, price_change=-0.0044, new_price=99.6891
2026-06-10 04:57:14.463 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:14.463 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=64.20, direction=1, price_change=0.0067, new_price=99.6958
2026-06-10 04:57:14.465 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:14.465 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=11.20, direction=1, price_change=0.0013, new_price=99.6971
2026-06-10 04:57:14.468 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:14.468 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=47.23, direction=-1, price_change=-0.0046, new_price=99.6926
2026-06-10 04:57:14.470 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:14.470 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=65.83, direction=1, price_change=0.0065, new_price=99.6991
2026-06-10 04:57:14.472 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:14.472 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=11.94, direction=-1, price_change=-0.0006, new_price=99.6984
2026-06-10 04:57:14.474 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:14.474 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=33.98, direction=-1, price_change=-0.0039, new_price=99.6946
2026-06-10 04:57:14.476 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:14.476 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=74.03, direction=1, price_change=0.0081, new_price=99.7027
2026-06-10 04:57:14.478 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:14.478 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=18.48, direction=-1, price_change=-0.0021, new_price=99.7006
2026-06-10 04:57:14.480 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:14.480 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=146.38, direction=1, price_change=0.0147, new_price=99.7153
2026-06-10 04:57:14.482 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:14.482 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=45.12, direction=-1, price_change=-0.0038, new_price=99.7115
2026-06-10 04:57:14.485 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:14.485 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=141.33, direction=-1, price_change=-0.0150, new_price=99.6965
2026-06-10 04:57:14.487 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:14.487 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=19.49, direction=-1, price_change=-0.0029, new_price=99.6936
2026-06-10 04:57:14.489 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:14.489 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=203.64, direction=1, price_change=0.0202, new_price=99.7138
2026-06-10 04:57:14.491 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:14.491 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=136.84, direction=1, price_change=0.0134, new_price=99.7271
2026-06-10 04:57:14.493 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:14.493 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=9.72, direction=1, price_change=0.0014, new_price=99.7285
2026-06-10 04:57:14.495 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:14.495 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=57.73, direction=1, price_change=0.0061, new_price=99.7345
2026-06-10 04:57:14.497 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:14.497 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=38.37, direction=-1, price_change=-0.0041, new_price=99.7304
2026-06-10 04:57:14.499 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:14.500 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=35.62, direction=-1, price_change=-0.0034, new_price=99.7270
2026-06-10 04:57:14.501 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:14.501 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=14.66, direction=-1, price_change=-0.0015, new_price=99.7255
2026-06-10 04:57:14.503 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:14.503 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=39.97, direction=-1, price_change=-0.0046, new_price=99.7209
2026-06-10 04:57:14.505 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:14.506 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=51.14, direction=1, price_change=0.0054, new_price=99.7263
2026-06-10 04:57:14.508 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:14.508 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=26.11, direction=-1, price_change=-0.0027, new_price=99.7236
2026-06-10 04:57:14.510 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:14.510 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=47.18, direction=1, price_change=0.0052, new_price=99.7288
2026-06-10 04:57:14.512 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:14.512 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=32.71, direction=-1, price_change=-0.0026, new_price=99.7261
2026-06-10 04:57:14.514 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:14.514 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=13.71, direction=-1, price_change=-0.0014, new_price=99.7247
2026-06-10 04:57:14.516 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:14.516 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=55.14, direction=1, price_change=0.0064, new_price=99.7311
2026-06-10 04:57:14.518 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:14.518 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=26.68, direction=-1, price_change=-0.0037, new_price=99.7274
2026-06-10 04:57:14.520 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:14.520 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=5.57, direction=-1, price_change=-0.0008, new_price=99.7266
2026-06-10 04:57:14.522 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:14.522 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=49.88, direction=1, price_change=0.0050, new_price=99.7316
2026-06-10 04:57:14.524 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:14.525 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=58.41, direction=1, price_change=0.0048, new_price=99.7364
2026-06-10 04:57:14.528 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:14.528 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=74.95, direction=-1, price_change=-0.0073, new_price=99.7291
2026-06-10 04:57:14.530 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:14.531 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=53.53, direction=1, price_change=0.0049, new_price=99.7340
2026-06-10 04:57:14.533 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:14.533 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=10.96, direction=-1, price_change=0.0000, new_price=99.7340
2026-06-10 04:57:14.536 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:14.536 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=74.79, direction=-1, price_change=-0.0075, new_price=99.7266
2026-06-10 04:57:14.539 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:14.540 | INFO     | __main__:run_simulation:40 - Simulated 8000/10000 trades. Current price: 99.73
2026-06-10 04:57:14.540 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=35.34, direction=1, price_change=0.0035, new_price=99.7300
2026-06-10 04:57:14.542 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:14.542 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=44.23, direction=-1, price_change=-0.0046, new_price=99.7254
2026-06-10 04:57:14.545 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:14.545 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=48.68, direction=-1, price_change=-0.0041, new_price=99.7214
2026-06-10 04:57:14.547 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:14.547 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=48.06, direction=1, price_change=0.0049, new_price=99.7262
2026-06-10 04:57:14.550 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:14.550 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=99.15, direction=-1, price_change=-0.0105, new_price=99.7158
2026-06-10 04:57:14.552 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:14.552 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=19.82, direction=1, price_change=0.0022, new_price=99.7180
2026-06-10 04:57:14.554 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:14.555 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=20.56, direction=-1, price_change=-0.0025, new_price=99.7155
2026-06-10 04:57:14.557 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:14.557 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=62.30, direction=-1, price_change=-0.0061, new_price=99.7094
2026-06-10 04:57:14.559 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:14.559 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=46.29, direction=-1, price_change=-0.0048, new_price=99.7045
2026-06-10 04:57:14.561 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:14.561 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=9.88, direction=1, price_change=0.0011, new_price=99.7056
2026-06-10 04:57:14.563 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:14.563 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=21.20, direction=-1, price_change=-0.0025, new_price=99.7031
2026-06-10 04:57:14.565 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:14.565 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=45.67, direction=-1, price_change=-0.0048, new_price=99.6983
2026-06-10 04:57:14.567 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:14.568 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=26.86, direction=1, price_change=0.0025, new_price=99.7009
2026-06-10 04:57:14.569 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:14.570 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=8.37, direction=-1, price_change=-0.0014, new_price=99.6995
2026-06-10 04:57:14.572 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:14.572 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=15.90, direction=-1, price_change=-0.0014, new_price=99.6981
2026-06-10 04:57:14.574 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:14.574 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=89.03, direction=-1, price_change=-0.0088, new_price=99.6893
2026-06-10 04:57:14.576 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:14.576 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=24.85, direction=1, price_change=0.0027, new_price=99.6920
2026-06-10 04:57:14.578 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:14.579 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=50.94, direction=-1, price_change=-0.0057, new_price=99.6863
2026-06-10 04:57:14.580 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:14.581 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=81.25, direction=-1, price_change=-0.0088, new_price=99.6774
2026-06-10 04:57:14.583 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:14.583 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=45.42, direction=-1, price_change=-0.0050, new_price=99.6724
2026-06-10 04:57:14.585 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:14.585 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=13.05, direction=-1, price_change=-0.0018, new_price=99.6706
2026-06-10 04:57:14.587 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:14.587 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=84.54, direction=-1, price_change=-0.0088, new_price=99.6618
2026-06-10 04:57:14.589 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:14.589 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=37.57, direction=1, price_change=0.0045, new_price=99.6664
2026-06-10 04:57:14.591 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:14.591 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=56.04, direction=-1, price_change=-0.0056, new_price=99.6607
2026-06-10 04:57:14.593 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9954)
2026-06-10 04:57:14.594 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=71.26, direction=1, price_change=0.0071, new_price=99.6679
2026-06-10 04:57:14.596 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:14.596 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=83.84, direction=-1, price_change=-0.0088, new_price=99.6590
2026-06-10 04:57:14.598 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:14.598 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=124.32, direction=-1, price_change=-0.0122, new_price=99.6468
2026-06-10 04:57:14.600 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:14.600 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=181.50, direction=-1, price_change=-0.0176, new_price=99.6293
2026-06-10 04:57:14.602 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:14.602 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=21.97, direction=1, price_change=0.0028, new_price=99.6321
2026-06-10 04:57:14.604 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:14.604 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=17.30, direction=-1, price_change=-0.0011, new_price=99.6310
2026-06-10 04:57:14.607 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:14.607 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=74.48, direction=1, price_change=0.0072, new_price=99.6382
2026-06-10 04:57:14.609 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:14.609 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=35.47, direction=-1, price_change=-0.0029, new_price=99.6353
2026-06-10 04:57:14.611 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:14.611 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=56.26, direction=-1, price_change=-0.0052, new_price=99.6300
2026-06-10 04:57:14.614 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:14.614 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=4.35, direction=-1, price_change=-0.0002, new_price=99.6298
2026-06-10 04:57:14.616 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:14.616 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=31.09, direction=-1, price_change=-0.0030, new_price=99.6268
2026-06-10 04:57:14.618 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:14.618 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=59.97, direction=1, price_change=0.0062, new_price=99.6330
2026-06-10 04:57:14.620 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:14.620 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=29.49, direction=1, price_change=0.0028, new_price=99.6358
2026-06-10 04:57:14.622 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:14.622 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=24.03, direction=-1, price_change=-0.0020, new_price=99.6337
2026-06-10 04:57:14.624 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:14.624 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=147.30, direction=1, price_change=0.0145, new_price=99.6483
2026-06-10 04:57:14.626 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:14.626 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=53.87, direction=1, price_change=0.0056, new_price=99.6539
2026-06-10 04:57:14.628 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:14.628 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=34.38, direction=1, price_change=0.0034, new_price=99.6572
2026-06-10 04:57:14.630 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:14.630 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=64.14, direction=-1, price_change=-0.0065, new_price=99.6508
2026-06-10 04:57:14.633 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:14.633 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=163.83, direction=-1, price_change=-0.0165, new_price=99.6343
2026-06-10 04:57:14.635 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:14.635 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=74.36, direction=-1, price_change=-0.0074, new_price=99.6268
2026-06-10 04:57:14.637 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:14.637 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=71.34, direction=1, price_change=0.0070, new_price=99.6338
2026-06-10 04:57:14.640 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:14.640 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=14.09, direction=-1, price_change=-0.0010, new_price=99.6329
2026-06-10 04:57:14.642 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:14.642 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=67.94, direction=-1, price_change=-0.0073, new_price=99.6256
2026-06-10 04:57:14.644 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:14.644 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=11.63, direction=-1, price_change=-0.0018, new_price=99.6237
2026-06-10 04:57:14.646 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:14.646 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=31.92, direction=-1, price_change=-0.0039, new_price=99.6198
2026-06-10 04:57:14.648 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:14.648 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=41.35, direction=-1, price_change=-0.0047, new_price=99.6151
2026-06-10 04:57:14.650 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:14.650 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=46.24, direction=-1, price_change=-0.0049, new_price=99.6102
2026-06-10 04:57:14.652 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:14.652 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=62.80, direction=1, price_change=0.0065, new_price=99.6167
2026-06-10 04:57:14.654 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:14.654 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=44.25, direction=-1, price_change=-0.0050, new_price=99.6117
2026-06-10 04:57:14.656 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:14.656 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=133.30, direction=1, price_change=0.0126, new_price=99.6243
2026-06-10 04:57:14.659 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:14.659 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=38.44, direction=-1, price_change=-0.0031, new_price=99.6212
2026-06-10 04:57:14.661 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:14.661 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=3.53, direction=-1, price_change=0.0007, new_price=99.6219
2026-06-10 04:57:14.663 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:14.663 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=140.00, direction=-1, price_change=-0.0133, new_price=99.6086
2026-06-10 04:57:14.664 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:14.665 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=46.47, direction=-1, price_change=-0.0046, new_price=99.6040
2026-06-10 04:57:14.666 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:14.666 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=51.76, direction=1, price_change=0.0046, new_price=99.6086
2026-06-10 04:57:14.669 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:14.669 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=60.72, direction=1, price_change=0.0055, new_price=99.6141
2026-06-10 04:57:14.671 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:14.671 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=28.65, direction=-1, price_change=-0.0026, new_price=99.6115
2026-06-10 04:57:14.673 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:14.674 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=83.19, direction=-1, price_change=-0.0089, new_price=99.6026
2026-06-10 04:57:14.676 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:14.676 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=11.28, direction=1, price_change=0.0023, new_price=99.6049
2026-06-10 04:57:14.678 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:14.678 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=66.17, direction=1, price_change=0.0069, new_price=99.6118
2026-06-10 04:57:14.681 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:14.681 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=42.71, direction=-1, price_change=-0.0039, new_price=99.6080
2026-06-10 04:57:14.683 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:14.683 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=68.04, direction=-1, price_change=-0.0069, new_price=99.6011
2026-06-10 04:57:14.685 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:14.685 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=42.95, direction=-1, price_change=-0.0048, new_price=99.5963
2026-06-10 04:57:14.687 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:14.687 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=50.48, direction=-1, price_change=-0.0056, new_price=99.5907
2026-06-10 04:57:14.689 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:14.689 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=164.41, direction=1, price_change=0.0169, new_price=99.6076
2026-06-10 04:57:14.691 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:14.692 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=34.76, direction=1, price_change=0.0039, new_price=99.6115
2026-06-10 04:57:14.694 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:14.694 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=188.13, direction=1, price_change=0.0187, new_price=99.6303
2026-06-10 04:57:14.696 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:14.696 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=9.33, direction=-1, price_change=-0.0008, new_price=99.6295
2026-06-10 04:57:14.698 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:14.698 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=87.69, direction=1, price_change=0.0088, new_price=99.6382
2026-06-10 04:57:14.700 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:14.700 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=31.21, direction=-1, price_change=-0.0024, new_price=99.6359
2026-06-10 04:57:14.702 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:14.702 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=132.33, direction=1, price_change=0.0133, new_price=99.6492
2026-06-10 04:57:14.704 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:14.704 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=4.03, direction=-1, price_change=-0.0005, new_price=99.6486
2026-06-10 04:57:14.706 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:14.706 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=46.90, direction=-1, price_change=-0.0049, new_price=99.6437
2026-06-10 04:57:14.708 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:14.709 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=10.57, direction=-1, price_change=-0.0018, new_price=99.6420
2026-06-10 04:57:14.711 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:14.711 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=74.81, direction=-1, price_change=-0.0079, new_price=99.6341
2026-06-10 04:57:14.713 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:14.713 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=35.55, direction=1, price_change=0.0032, new_price=99.6373
2026-06-10 04:57:14.716 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:14.716 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=3.34, direction=1, price_change=-0.0002, new_price=99.6370
2026-06-10 04:57:14.718 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:14.718 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=30.41, direction=-1, price_change=-0.0031, new_price=99.6339
2026-06-10 04:57:14.720 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:14.720 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=22.53, direction=-1, price_change=-0.0026, new_price=99.6313
2026-06-10 04:57:14.722 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:14.722 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=78.58, direction=-1, price_change=-0.0088, new_price=99.6225
2026-06-10 04:57:14.724 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:14.724 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=25.62, direction=-1, price_change=-0.0011, new_price=99.6214
2026-06-10 04:57:14.727 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:14.727 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=9.06, direction=1, price_change=0.0007, new_price=99.6221
2026-06-10 04:57:14.729 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:14.729 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=50.41, direction=-1, price_change=-0.0047, new_price=99.6174
2026-06-10 04:57:14.732 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:14.732 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=40.95, direction=1, price_change=0.0031, new_price=99.6206
2026-06-10 04:57:14.735 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:14.735 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=40.86, direction=-1, price_change=-0.0034, new_price=99.6171
2026-06-10 04:57:14.737 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:14.737 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=46.43, direction=1, price_change=0.0051, new_price=99.6222
2026-06-10 04:57:14.740 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:14.740 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=55.00, direction=-1, price_change=-0.0057, new_price=99.6165
2026-06-10 04:57:14.743 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:14.743 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=6.90, direction=1, price_change=-0.0000, new_price=99.6164
2026-06-10 04:57:14.746 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:14.746 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=67.53, direction=1, price_change=0.0059, new_price=99.6223
2026-06-10 04:57:14.748 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:14.748 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=41.04, direction=1, price_change=0.0037, new_price=99.6260
2026-06-10 04:57:14.751 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:14.751 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=90.11, direction=-1, price_change=-0.0093, new_price=99.6167
2026-06-10 04:57:14.754 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:14.754 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=56.21, direction=-1, price_change=-0.0057, new_price=99.6110
2026-06-10 04:57:14.756 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:14.756 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=33.39, direction=1, price_change=0.0017, new_price=99.6127
2026-06-10 04:57:14.759 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:14.759 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=25.68, direction=1, price_change=0.0027, new_price=99.6154
2026-06-10 04:57:14.761 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:14.761 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=19.70, direction=1, price_change=0.0020, new_price=99.6174
2026-06-10 04:57:14.763 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:14.763 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=58.46, direction=-1, price_change=-0.0062, new_price=99.6112
2026-06-10 04:57:14.765 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:14.766 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=3.24, direction=-1, price_change=-0.0002, new_price=99.6110
2026-06-10 04:57:14.767 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:14.767 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=68.11, direction=-1, price_change=-0.0074, new_price=99.6036
2026-06-10 04:57:14.770 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:14.770 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=132.15, direction=1, price_change=0.0136, new_price=99.6172
2026-06-10 04:57:14.772 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9952)
2026-06-10 04:57:14.772 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=17.29, direction=-1, price_change=-0.0013, new_price=99.6159
2026-06-10 04:57:14.774 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9952)
2026-06-10 04:57:14.774 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=15.28, direction=-1, price_change=-0.0004, new_price=99.6155
2026-06-10 04:57:14.776 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:14.776 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=34.71, direction=-1, price_change=-0.0036, new_price=99.6118
2026-06-10 04:57:14.779 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:14.779 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=69.22, direction=1, price_change=0.0069, new_price=99.6187
2026-06-10 04:57:14.781 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:14.781 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=7.98, direction=1, price_change=0.0016, new_price=99.6203
2026-06-10 04:57:14.783 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:14.783 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=33.94, direction=-1, price_change=-0.0039, new_price=99.6164
2026-06-10 04:57:14.785 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:14.785 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=30.64, direction=-1, price_change=-0.0032, new_price=99.6132
2026-06-10 04:57:14.787 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:14.788 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=4.70, direction=-1, price_change=0.0001, new_price=99.6133
2026-06-10 04:57:14.790 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:14.790 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=64.99, direction=-1, price_change=-0.0066, new_price=99.6067
2026-06-10 04:57:14.792 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:14.792 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=75.51, direction=1, price_change=0.0080, new_price=99.6147
2026-06-10 04:57:14.794 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:14.794 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=14.83, direction=-1, price_change=-0.0015, new_price=99.6132
2026-06-10 04:57:14.796 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:14.796 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=16.47, direction=-1, price_change=-0.0015, new_price=99.6116
2026-06-10 04:57:14.798 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:14.798 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=8.19, direction=1, price_change=-0.0004, new_price=99.6113
2026-06-10 04:57:14.800 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:14.800 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=36.33, direction=-1, price_change=-0.0034, new_price=99.6079
2026-06-10 04:57:14.803 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:14.803 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=165.50, direction=-1, price_change=-0.0167, new_price=99.5912
2026-06-10 04:57:14.805 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:14.805 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=92.76, direction=1, price_change=0.0089, new_price=99.6001
2026-06-10 04:57:14.807 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:14.807 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=61.40, direction=-1, price_change=-0.0071, new_price=99.5929
2026-06-10 04:57:14.810 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:14.810 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=133.41, direction=-1, price_change=-0.0123, new_price=99.5806
2026-06-10 04:57:14.812 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:14.812 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=29.69, direction=1, price_change=0.0038, new_price=99.5844
2026-06-10 04:57:14.814 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:14.814 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=3.70, direction=-1, price_change=-0.0007, new_price=99.5838
2026-06-10 04:57:14.816 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:14.816 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=25.39, direction=-1, price_change=-0.0023, new_price=99.5815
2026-06-10 04:57:14.818 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:14.818 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=38.13, direction=1, price_change=0.0041, new_price=99.5856
2026-06-10 04:57:14.820 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:14.821 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=51.21, direction=1, price_change=0.0052, new_price=99.5908
2026-06-10 04:57:14.823 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:14.823 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=11.63, direction=1, price_change=0.0013, new_price=99.5920
2026-06-10 04:57:14.825 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:14.825 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=126.90, direction=-1, price_change=-0.0120, new_price=99.5800
2026-06-10 04:57:14.827 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:14.827 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=65.14, direction=-1, price_change=-0.0071, new_price=99.5729
2026-06-10 04:57:14.829 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:14.830 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=33.23, direction=-1, price_change=-0.0036, new_price=99.5694
2026-06-10 04:57:14.832 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:14.832 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=62.91, direction=-1, price_change=-0.0055, new_price=99.5638
2026-06-10 04:57:14.834 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:14.834 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=159.64, direction=-1, price_change=-0.0151, new_price=99.5487
2026-06-10 04:57:14.836 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:14.836 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=58.97, direction=-1, price_change=-0.0049, new_price=99.5438
2026-06-10 04:57:14.838 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:14.838 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=129.83, direction=1, price_change=0.0126, new_price=99.5564
2026-06-10 04:57:14.840 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:14.840 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=14.29, direction=1, price_change=0.0019, new_price=99.5583
2026-06-10 04:57:14.842 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:14.843 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=21.23, direction=-1, price_change=-0.0020, new_price=99.5563
2026-06-10 04:57:14.844 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:14.845 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=24.13, direction=-1, price_change=-0.0015, new_price=99.5549
2026-06-10 04:57:14.847 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:14.847 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=30.09, direction=1, price_change=0.0019, new_price=99.5568
2026-06-10 04:57:14.849 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:14.849 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=76.10, direction=1, price_change=0.0079, new_price=99.5647
2026-06-10 04:57:14.851 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:14.851 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=51.74, direction=1, price_change=0.0052, new_price=99.5698
2026-06-10 04:57:14.853 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:14.853 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=48.87, direction=-1, price_change=-0.0048, new_price=99.5650
2026-06-10 04:57:14.856 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:14.856 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=28.05, direction=1, price_change=0.0024, new_price=99.5674
2026-06-10 04:57:14.857 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:14.858 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=48.76, direction=1, price_change=0.0053, new_price=99.5727
2026-06-10 04:57:14.859 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:14.860 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=176.61, direction=-1, price_change=-0.0178, new_price=99.5548
2026-06-10 04:57:14.862 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:14.862 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=144.63, direction=-1, price_change=-0.0152, new_price=99.5397
2026-06-10 04:57:14.864 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:14.864 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=24.02, direction=1, price_change=0.0020, new_price=99.5417
2026-06-10 04:57:14.866 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:14.866 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=129.48, direction=1, price_change=0.0129, new_price=99.5546
2026-06-10 04:57:14.868 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:14.868 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=58.55, direction=-1, price_change=-0.0060, new_price=99.5487
2026-06-10 04:57:14.870 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:14.871 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=23.57, direction=-1, price_change=-0.0027, new_price=99.5459
2026-06-10 04:57:14.873 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:14.873 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=18.88, direction=-1, price_change=-0.0022, new_price=99.5438
2026-06-10 04:57:14.875 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:14.875 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=34.77, direction=-1, price_change=-0.0033, new_price=99.5404
2026-06-10 04:57:14.877 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:14.877 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=41.44, direction=-1, price_change=-0.0048, new_price=99.5356
2026-06-10 04:57:14.879 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:14.879 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=73.92, direction=-1, price_change=-0.0074, new_price=99.5283
2026-06-10 04:57:14.881 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:14.881 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=27.49, direction=-1, price_change=-0.0035, new_price=99.5248
2026-06-10 04:57:14.883 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:14.883 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=63.73, direction=-1, price_change=-0.0068, new_price=99.5180
2026-06-10 04:57:14.885 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:14.885 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=15.94, direction=-1, price_change=-0.0025, new_price=99.5155
2026-06-10 04:57:14.887 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:14.887 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=17.08, direction=1, price_change=0.0024, new_price=99.5179
2026-06-10 04:57:14.889 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:14.889 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=105.68, direction=-1, price_change=-0.0102, new_price=99.5077
2026-06-10 04:57:14.892 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:14.892 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=71.14, direction=1, price_change=0.0075, new_price=99.5152
2026-06-10 04:57:14.894 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:14.894 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=71.33, direction=1, price_change=0.0073, new_price=99.5224
2026-06-10 04:57:14.896 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:14.896 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=16.54, direction=1, price_change=0.0013, new_price=99.5237
2026-06-10 04:57:14.898 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:14.898 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=139.39, direction=-1, price_change=-0.0144, new_price=99.5094
2026-06-10 04:57:14.900 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:14.900 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=26.56, direction=1, price_change=0.0023, new_price=99.5117
2026-06-10 04:57:14.903 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:14.903 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=39.79, direction=1, price_change=0.0048, new_price=99.5164
2026-06-10 04:57:14.905 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:14.905 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=7.21, direction=1, price_change=0.0004, new_price=99.5168
2026-06-10 04:57:14.907 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:14.907 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=22.06, direction=1, price_change=0.0013, new_price=99.5181
2026-06-10 04:57:14.909 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:14.909 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=2.74, direction=1, price_change=-0.0001, new_price=99.5180
2026-06-10 04:57:14.911 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:14.911 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=130.76, direction=1, price_change=0.0132, new_price=99.5312
2026-06-10 04:57:14.914 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:14.914 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=22.41, direction=1, price_change=0.0027, new_price=99.5339
2026-06-10 04:57:14.916 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:14.916 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=6.13, direction=-1, price_change=-0.0012, new_price=99.5328
2026-06-10 04:57:14.918 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:14.918 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=32.59, direction=-1, price_change=-0.0043, new_price=99.5284
2026-06-10 04:57:14.920 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9948)
2026-06-10 04:57:14.920 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=29.23, direction=1, price_change=0.0024, new_price=99.5308
2026-06-10 04:57:14.922 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9948)
2026-06-10 04:57:14.922 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=112.53, direction=1, price_change=0.0116, new_price=99.5423
2026-06-10 04:57:14.924 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9948)
2026-06-10 04:57:14.925 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=20.71, direction=1, price_change=0.0027, new_price=99.5450
2026-06-10 04:57:14.927 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9948)
2026-06-10 04:57:14.927 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=45.03, direction=1, price_change=0.0042, new_price=99.5492
2026-06-10 04:57:14.929 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9948)
2026-06-10 04:57:14.929 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=43.06, direction=1, price_change=0.0043, new_price=99.5535
2026-06-10 04:57:14.931 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9948)
2026-06-10 04:57:14.931 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=13.41, direction=-1, price_change=-0.0013, new_price=99.5522
2026-06-10 04:57:14.934 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9948)
2026-06-10 04:57:14.934 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=80.27, direction=1, price_change=0.0089, new_price=99.5610
2026-06-10 04:57:14.936 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9948)
2026-06-10 04:57:14.936 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=37.30, direction=1, price_change=0.0031, new_price=99.5642
2026-06-10 04:57:14.939 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9948)
2026-06-10 04:57:14.939 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=20.35, direction=-1, price_change=-0.0027, new_price=99.5615
2026-06-10 04:57:14.944 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9948)
2026-06-10 04:57:14.944 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=38.13, direction=-1, price_change=-0.0030, new_price=99.5585
2026-06-10 04:57:14.946 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9948)
2026-06-10 04:57:14.947 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=16.74, direction=-1, price_change=-0.0022, new_price=99.5564
2026-06-10 04:57:14.949 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9948)
2026-06-10 04:57:14.949 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=6.69, direction=-1, price_change=-0.0010, new_price=99.5554
2026-06-10 04:57:14.951 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9947)
2026-06-10 04:57:14.951 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=9.21, direction=-1, price_change=-0.0010, new_price=99.5544
2026-06-10 04:57:14.954 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9947)
2026-06-10 04:57:14.954 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=3.55, direction=-1, price_change=-0.0002, new_price=99.5542
2026-06-10 04:57:14.956 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9947)
2026-06-10 04:57:14.956 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=77.33, direction=1, price_change=0.0077, new_price=99.5620
2026-06-10 04:57:14.958 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9947)
2026-06-10 04:57:14.959 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=13.51, direction=1, price_change=0.0012, new_price=99.5632
2026-06-10 04:57:14.960 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9947)
2026-06-10 04:57:14.961 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=61.53, direction=1, price_change=0.0069, new_price=99.5701
2026-06-10 04:57:14.963 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9947)
2026-06-10 04:57:14.963 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=89.54, direction=1, price_change=0.0098, new_price=99.5799
2026-06-10 04:57:14.965 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9947)
2026-06-10 04:57:14.965 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=152.47, direction=-1, price_change=-0.0151, new_price=99.5647
2026-06-10 04:57:14.967 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9947)
2026-06-10 04:57:14.967 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=10.48, direction=1, price_change=0.0016, new_price=99.5663
2026-06-10 04:57:14.969 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9948)
2026-06-10 04:57:14.970 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=20.49, direction=-1, price_change=-0.0027, new_price=99.5635
2026-06-10 04:57:14.972 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9947)
2026-06-10 04:57:14.972 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=38.98, direction=1, price_change=0.0027, new_price=99.5662
2026-06-10 04:57:14.973 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9946)
2026-06-10 04:57:14.974 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=51.47, direction=1, price_change=0.0046, new_price=99.5708
2026-06-10 04:57:14.976 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9946)
2026-06-10 04:57:14.976 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=62.03, direction=-1, price_change=-0.0059, new_price=99.5650
2026-06-10 04:57:14.978 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9947)
2026-06-10 04:57:14.978 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=46.31, direction=-1, price_change=-0.0042, new_price=99.5607
2026-06-10 04:57:14.980 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9947)
2026-06-10 04:57:14.980 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=95.69, direction=-1, price_change=-0.0102, new_price=99.5506
2026-06-10 04:57:14.982 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9947)
2026-06-10 04:57:14.982 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=13.40, direction=-1, price_change=-0.0020, new_price=99.5486
2026-06-10 04:57:14.984 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9946)
2026-06-10 04:57:14.984 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=65.86, direction=1, price_change=0.0061, new_price=99.5547
2026-06-10 04:57:14.986 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9946)
2026-06-10 04:57:14.986 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=61.08, direction=-1, price_change=-0.0067, new_price=99.5480
2026-06-10 04:57:14.988 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9946)
2026-06-10 04:57:14.989 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=10.30, direction=-1, price_change=-0.0008, new_price=99.5472
2026-06-10 04:57:14.990 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9946)
2026-06-10 04:57:14.990 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=114.46, direction=1, price_change=0.0112, new_price=99.5584
2026-06-10 04:57:14.993 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9946)
2026-06-10 04:57:14.993 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=210.35, direction=1, price_change=0.0204, new_price=99.5788
2026-06-10 04:57:14.995 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9947)
2026-06-10 04:57:14.995 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=44.26, direction=-1, price_change=-0.0047, new_price=99.5741
2026-06-10 04:57:14.997 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9947)
2026-06-10 04:57:14.997 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=9.88, direction=1, price_change=0.0010, new_price=99.5751
2026-06-10 04:57:14.999 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9947)
2026-06-10 04:57:15.000 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=177.67, direction=1, price_change=0.0176, new_price=99.5927
2026-06-10 04:57:15.002 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9947)
2026-06-10 04:57:15.002 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=86.42, direction=-1, price_change=-0.0077, new_price=99.5850
2026-06-10 04:57:15.004 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9947)
2026-06-10 04:57:15.004 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=17.81, direction=1, price_change=0.0014, new_price=99.5863
2026-06-10 04:57:15.006 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9947)
2026-06-10 04:57:15.006 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=73.46, direction=-1, price_change=-0.0066, new_price=99.5797
2026-06-10 04:57:15.008 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9946)
2026-06-10 04:57:15.008 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=37.36, direction=1, price_change=0.0035, new_price=99.5833
2026-06-10 04:57:15.010 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9946)
2026-06-10 04:57:15.010 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=26.57, direction=1, price_change=0.0022, new_price=99.5854
2026-06-10 04:57:15.012 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9946)
2026-06-10 04:57:15.012 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=16.88, direction=1, price_change=0.0016, new_price=99.5870
2026-06-10 04:57:15.015 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9946)
2026-06-10 04:57:15.015 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=8.55, direction=1, price_change=0.0010, new_price=99.5880
2026-06-10 04:57:15.017 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9946)
2026-06-10 04:57:15.017 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=5.42, direction=-1, price_change=-0.0009, new_price=99.5871
2026-06-10 04:57:15.019 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9946)
2026-06-10 04:57:15.019 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=9.87, direction=1, price_change=-0.0001, new_price=99.5870
2026-06-10 04:57:15.022 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9945)
2026-06-10 04:57:15.022 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=6.77, direction=1, price_change=-0.0007, new_price=99.5863
2026-06-10 04:57:15.024 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9944)
2026-06-10 04:57:15.024 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=15.12, direction=-1, price_change=-0.0019, new_price=99.5844
2026-06-10 04:57:15.026 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9944)
2026-06-10 04:57:15.026 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=5.88, direction=1, price_change=0.0015, new_price=99.5858
2026-06-10 04:57:15.028 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9944)
2026-06-10 04:57:15.028 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=40.95, direction=-1, price_change=-0.0040, new_price=99.5819
2026-06-10 04:57:15.030 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9944)
2026-06-10 04:57:15.030 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=257.64, direction=1, price_change=0.0261, new_price=99.6080
2026-06-10 04:57:15.032 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9945)
2026-06-10 04:57:15.032 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=72.01, direction=1, price_change=0.0066, new_price=99.6146
2026-06-10 04:57:15.034 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9945)
2026-06-10 04:57:15.034 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=178.01, direction=-1, price_change=-0.0178, new_price=99.5968
2026-06-10 04:57:15.036 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9946)
2026-06-10 04:57:15.037 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=14.73, direction=-1, price_change=-0.0007, new_price=99.5961
2026-06-10 04:57:15.039 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9946)
2026-06-10 04:57:15.039 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=40.40, direction=1, price_change=0.0036, new_price=99.5997
2026-06-10 04:57:15.041 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9946)
2026-06-10 04:57:15.041 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=13.38, direction=-1, price_change=-0.0016, new_price=99.5981
2026-06-10 04:57:15.044 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9946)
2026-06-10 04:57:15.044 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=44.14, direction=-1, price_change=-0.0038, new_price=99.5943
2026-06-10 04:57:15.046 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9946)
2026-06-10 04:57:15.046 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=62.26, direction=1, price_change=0.0063, new_price=99.6006
2026-06-10 04:57:15.048 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9946)
2026-06-10 04:57:15.048 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=92.17, direction=-1, price_change=-0.0093, new_price=99.5913
2026-06-10 04:57:15.050 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9946)
2026-06-10 04:57:15.051 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=49.86, direction=1, price_change=0.0049, new_price=99.5962
2026-06-10 04:57:15.053 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9946)
2026-06-10 04:57:15.053 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=6.75, direction=1, price_change=0.0017, new_price=99.5979
2026-06-10 04:57:15.055 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9945)
2026-06-10 04:57:15.055 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=32.40, direction=-1, price_change=-0.0036, new_price=99.5943
2026-06-10 04:57:15.057 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9946)
2026-06-10 04:57:15.057 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=20.44, direction=1, price_change=0.0024, new_price=99.5966
2026-06-10 04:57:15.059 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9946)
2026-06-10 04:57:15.059 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=57.62, direction=-1, price_change=-0.0048, new_price=99.5918
2026-06-10 04:57:15.061 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9946)
2026-06-10 04:57:15.061 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=57.97, direction=1, price_change=0.0059, new_price=99.5977
2026-06-10 04:57:15.063 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9946)
2026-06-10 04:57:15.063 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=42.84, direction=1, price_change=0.0039, new_price=99.6015
2026-06-10 04:57:15.065 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9946)
2026-06-10 04:57:15.065 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=32.48, direction=1, price_change=0.0034, new_price=99.6049
2026-06-10 04:57:15.067 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9946)
2026-06-10 04:57:15.067 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=138.87, direction=1, price_change=0.0147, new_price=99.6196
2026-06-10 04:57:15.069 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9946)
2026-06-10 04:57:15.069 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=110.91, direction=1, price_change=0.0107, new_price=99.6303
2026-06-10 04:57:15.071 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9947)
2026-06-10 04:57:15.071 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=22.70, direction=-1, price_change=-0.0024, new_price=99.6279
2026-06-10 04:57:15.073 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9946)
2026-06-10 04:57:15.073 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=9.89, direction=1, price_change=0.0010, new_price=99.6289
2026-06-10 04:57:15.076 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9946)
2026-06-10 04:57:15.076 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=86.59, direction=1, price_change=0.0088, new_price=99.6377
2026-06-10 04:57:15.078 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9946)
2026-06-10 04:57:15.078 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=29.12, direction=1, price_change=0.0035, new_price=99.6412
2026-06-10 04:57:15.080 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9946)
2026-06-10 04:57:15.080 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=26.32, direction=-1, price_change=-0.0025, new_price=99.6388
2026-06-10 04:57:15.082 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9946)
2026-06-10 04:57:15.082 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=67.61, direction=-1, price_change=-0.0066, new_price=99.6321
2026-06-10 04:57:15.084 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9946)
2026-06-10 04:57:15.085 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=152.12, direction=1, price_change=0.0150, new_price=99.6471
2026-06-10 04:57:15.087 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9946)
2026-06-10 04:57:15.087 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=13.12, direction=-1, price_change=-0.0021, new_price=99.6451
2026-06-10 04:57:15.089 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9946)
2026-06-10 04:57:15.089 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=5.61, direction=-1, price_change=-0.0013, new_price=99.6438
2026-06-10 04:57:15.091 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9946)
2026-06-10 04:57:15.091 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=36.34, direction=1, price_change=0.0035, new_price=99.6473
2026-06-10 04:57:15.093 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9946)
2026-06-10 04:57:15.093 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=82.36, direction=-1, price_change=-0.0079, new_price=99.6394
2026-06-10 04:57:15.095 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9946)
2026-06-10 04:57:15.096 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=28.23, direction=-1, price_change=-0.0030, new_price=99.6364
2026-06-10 04:57:15.098 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9946)
2026-06-10 04:57:15.098 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=54.96, direction=-1, price_change=-0.0055, new_price=99.6309
2026-06-10 04:57:15.100 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9946)
2026-06-10 04:57:15.100 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=71.50, direction=-1, price_change=-0.0066, new_price=99.6243
2026-06-10 04:57:15.102 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9946)
2026-06-10 04:57:15.102 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=15.94, direction=1, price_change=0.0019, new_price=99.6263
2026-06-10 04:57:15.104 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9946)
2026-06-10 04:57:15.105 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=53.47, direction=-1, price_change=-0.0064, new_price=99.6199
2026-06-10 04:57:15.107 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9946)
2026-06-10 04:57:15.107 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=130.79, direction=1, price_change=0.0144, new_price=99.6343
2026-06-10 04:57:15.109 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9946)
2026-06-10 04:57:15.109 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=55.59, direction=1, price_change=0.0056, new_price=99.6399
2026-06-10 04:57:15.111 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9945)
2026-06-10 04:57:15.111 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=16.42, direction=-1, price_change=-0.0006, new_price=99.6394
2026-06-10 04:57:15.113 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9945)
2026-06-10 04:57:15.113 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=56.75, direction=1, price_change=0.0057, new_price=99.6450
2026-06-10 04:57:15.115 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9945)
2026-06-10 04:57:15.115 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=83.22, direction=1, price_change=0.0079, new_price=99.6530
2026-06-10 04:57:15.117 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9946)
2026-06-10 04:57:15.118 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=8.86, direction=1, price_change=0.0015, new_price=99.6545
2026-06-10 04:57:15.120 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9945)
2026-06-10 04:57:15.120 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=251.97, direction=1, price_change=0.0254, new_price=99.6799
2026-06-10 04:57:15.122 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9947)
2026-06-10 04:57:15.122 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=26.02, direction=-1, price_change=-0.0019, new_price=99.6779
2026-06-10 04:57:15.124 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9947)
2026-06-10 04:57:15.125 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=10.19, direction=-1, price_change=-0.0006, new_price=99.6774
2026-06-10 04:57:15.127 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9946)
2026-06-10 04:57:15.127 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=69.43, direction=1, price_change=0.0063, new_price=99.6837
2026-06-10 04:57:15.129 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9946)
2026-06-10 04:57:15.129 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=33.79, direction=1, price_change=0.0035, new_price=99.6871
2026-06-10 04:57:15.131 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9946)
2026-06-10 04:57:15.131 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=12.93, direction=1, price_change=0.0017, new_price=99.6888
2026-06-10 04:57:15.134 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9946)
2026-06-10 04:57:15.134 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=31.41, direction=-1, price_change=-0.0033, new_price=99.6855
2026-06-10 04:57:15.138 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9946)
2026-06-10 04:57:15.138 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=143.62, direction=1, price_change=0.0143, new_price=99.6999
2026-06-10 04:57:15.141 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9947)
2026-06-10 04:57:15.141 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=94.91, direction=1, price_change=0.0093, new_price=99.7092
2026-06-10 04:57:15.144 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9947)
2026-06-10 04:57:15.144 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=57.58, direction=-1, price_change=-0.0056, new_price=99.7037
2026-06-10 04:57:15.147 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9948)
2026-06-10 04:57:15.147 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=56.47, direction=-1, price_change=-0.0066, new_price=99.6971
2026-06-10 04:57:15.151 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9948)
2026-06-10 04:57:15.151 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=86.10, direction=-1, price_change=-0.0083, new_price=99.6888
2026-06-10 04:57:15.154 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9948)
2026-06-10 04:57:15.154 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=194.27, direction=1, price_change=0.0194, new_price=99.7082
2026-06-10 04:57:15.157 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9948)
2026-06-10 04:57:15.158 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=76.61, direction=-1, price_change=-0.0067, new_price=99.7015
2026-06-10 04:57:15.160 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9948)
2026-06-10 04:57:15.160 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=36.61, direction=-1, price_change=-0.0035, new_price=99.6980
2026-06-10 04:57:15.162 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9948)
2026-06-10 04:57:15.163 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=51.01, direction=-1, price_change=-0.0051, new_price=99.6928
2026-06-10 04:57:15.166 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9948)
2026-06-10 04:57:15.166 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=57.90, direction=1, price_change=0.0059, new_price=99.6988
2026-06-10 04:57:15.169 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9948)
2026-06-10 04:57:15.169 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=69.02, direction=1, price_change=0.0070, new_price=99.7058
2026-06-10 04:57:15.172 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9948)
2026-06-10 04:57:15.172 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=7.89, direction=-1, price_change=0.0001, new_price=99.7059
2026-06-10 04:57:15.174 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9948)
2026-06-10 04:57:15.174 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=85.35, direction=1, price_change=0.0090, new_price=99.7149
2026-06-10 04:57:15.177 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9948)
2026-06-10 04:57:15.177 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=171.54, direction=1, price_change=0.0182, new_price=99.7331
2026-06-10 04:57:15.179 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:15.179 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=37.42, direction=-1, price_change=-0.0036, new_price=99.7296
2026-06-10 04:57:15.181 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:15.181 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=6.38, direction=-1, price_change=-0.0002, new_price=99.7294
2026-06-10 04:57:15.183 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:15.183 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=13.72, direction=-1, price_change=-0.0012, new_price=99.7281
2026-06-10 04:57:15.185 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:15.185 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=44.95, direction=-1, price_change=-0.0051, new_price=99.7230
2026-06-10 04:57:15.187 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:15.187 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=9.80, direction=-1, price_change=-0.0009, new_price=99.7221
2026-06-10 04:57:15.190 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:15.190 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=41.65, direction=1, price_change=0.0042, new_price=99.7263
2026-06-10 04:57:15.192 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.192 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=14.91, direction=-1, price_change=-0.0008, new_price=99.7255
2026-06-10 04:57:15.194 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:15.194 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=63.32, direction=1, price_change=0.0073, new_price=99.7328
2026-06-10 04:57:15.196 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:15.196 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=137.44, direction=1, price_change=0.0138, new_price=99.7466
2026-06-10 04:57:15.199 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:15.199 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=168.50, direction=1, price_change=0.0173, new_price=99.7639
2026-06-10 04:57:15.201 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.201 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=167.12, direction=-1, price_change=-0.0166, new_price=99.7474
2026-06-10 04:57:15.203 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.203 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=10.27, direction=-1, price_change=-0.0012, new_price=99.7462
2026-06-10 04:57:15.205 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.205 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=3.02, direction=-1, price_change=0.0003, new_price=99.7464
2026-06-10 04:57:15.207 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.207 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=118.88, direction=1, price_change=0.0117, new_price=99.7581
2026-06-10 04:57:15.209 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.209 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=8.39, direction=-1, price_change=0.0000, new_price=99.7581
2026-06-10 04:57:15.211 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:15.212 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=68.68, direction=-1, price_change=-0.0073, new_price=99.7508
2026-06-10 04:57:15.214 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.214 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=21.92, direction=1, price_change=0.0010, new_price=99.7518
2026-06-10 04:57:15.216 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:15.216 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=9.60, direction=1, price_change=0.0012, new_price=99.7530
2026-06-10 04:57:15.218 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:15.218 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=11.06, direction=1, price_change=0.0009, new_price=99.7539
2026-06-10 04:57:15.220 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:15.220 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=91.27, direction=-1, price_change=-0.0089, new_price=99.7451
2026-06-10 04:57:15.222 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:15.222 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=148.88, direction=1, price_change=0.0156, new_price=99.7607
2026-06-10 04:57:15.224 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.224 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=18.67, direction=-1, price_change=-0.0013, new_price=99.7593
2026-06-10 04:57:15.226 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:15.227 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=23.69, direction=1, price_change=0.0021, new_price=99.7615
2026-06-10 04:57:15.229 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.229 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=8.60, direction=1, price_change=0.0012, new_price=99.7626
2026-06-10 04:57:15.231 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:15.231 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=14.63, direction=-1, price_change=-0.0008, new_price=99.7618
2026-06-10 04:57:15.233 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:15.233 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=17.31, direction=1, price_change=0.0018, new_price=99.7636
2026-06-10 04:57:15.235 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.235 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=23.63, direction=-1, price_change=-0.0021, new_price=99.7615
2026-06-10 04:57:15.238 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.238 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=137.46, direction=-1, price_change=-0.0142, new_price=99.7473
2026-06-10 04:57:15.240 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.240 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=9.61, direction=-1, price_change=-0.0009, new_price=99.7464
2026-06-10 04:57:15.242 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.242 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=89.08, direction=1, price_change=0.0087, new_price=99.7551
2026-06-10 04:57:15.244 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.244 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=59.58, direction=-1, price_change=-0.0063, new_price=99.7488
2026-06-10 04:57:15.246 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.246 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=20.44, direction=1, price_change=0.0023, new_price=99.7511
2026-06-10 04:57:15.248 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.248 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=29.13, direction=1, price_change=0.0028, new_price=99.7539
2026-06-10 04:57:15.250 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.250 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=29.47, direction=1, price_change=0.0026, new_price=99.7565
2026-06-10 04:57:15.252 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.253 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=17.70, direction=-1, price_change=-0.0019, new_price=99.7546
2026-06-10 04:57:15.254 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.255 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=61.90, direction=-1, price_change=-0.0065, new_price=99.7481
2026-06-10 04:57:15.257 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.257 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=17.60, direction=-1, price_change=-0.0015, new_price=99.7465
2026-06-10 04:57:15.259 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.259 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=223.86, direction=1, price_change=0.0220, new_price=99.7686
2026-06-10 04:57:15.261 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:15.262 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=28.78, direction=-1, price_change=-0.0033, new_price=99.7653
2026-06-10 04:57:15.264 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:15.264 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=28.37, direction=-1, price_change=-0.0031, new_price=99.7622
2026-06-10 04:57:15.266 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.266 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=89.11, direction=1, price_change=0.0087, new_price=99.7709
2026-06-10 04:57:15.268 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:15.268 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=31.45, direction=-1, price_change=-0.0030, new_price=99.7680
2026-06-10 04:57:15.270 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:15.270 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=164.29, direction=1, price_change=0.0166, new_price=99.7846
2026-06-10 04:57:15.272 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:15.272 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=23.10, direction=1, price_change=0.0027, new_price=99.7873
2026-06-10 04:57:15.274 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:15.274 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=95.48, direction=-1, price_change=-0.0090, new_price=99.7783
2026-06-10 04:57:15.277 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:15.277 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=33.38, direction=-1, price_change=-0.0034, new_price=99.7748
2026-06-10 04:57:15.279 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:15.279 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=7.37, direction=1, price_change=0.0007, new_price=99.7755
2026-06-10 04:57:15.281 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:15.281 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=30.19, direction=-1, price_change=-0.0028, new_price=99.7727
2026-06-10 04:57:15.283 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:15.283 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=18.01, direction=1, price_change=0.0006, new_price=99.7734
2026-06-10 04:57:15.286 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:15.286 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=16.09, direction=1, price_change=0.0008, new_price=99.7742
2026-06-10 04:57:15.288 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:15.288 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=125.95, direction=1, price_change=0.0124, new_price=99.7867
2026-06-10 04:57:15.290 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:15.290 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=21.57, direction=1, price_change=0.0017, new_price=99.7884
2026-06-10 04:57:15.292 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:15.292 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=10.55, direction=-1, price_change=-0.0007, new_price=99.7877
2026-06-10 04:57:15.294 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:15.294 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=54.31, direction=1, price_change=0.0050, new_price=99.7927
2026-06-10 04:57:15.296 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:15.296 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=58.36, direction=-1, price_change=-0.0053, new_price=99.7873
2026-06-10 04:57:15.298 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:15.298 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=256.44, direction=-1, price_change=-0.0248, new_price=99.7625
2026-06-10 04:57:15.300 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:15.301 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=42.15, direction=-1, price_change=-0.0050, new_price=99.7576
2026-06-10 04:57:15.302 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:15.303 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=6.05, direction=-1, price_change=-0.0005, new_price=99.7570
2026-06-10 04:57:15.304 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:15.305 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=33.03, direction=1, price_change=0.0034, new_price=99.7604
2026-06-10 04:57:15.306 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:15.306 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=44.86, direction=1, price_change=0.0049, new_price=99.7653
2026-06-10 04:57:15.308 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:15.308 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=11.13, direction=1, price_change=0.0011, new_price=99.7664
2026-06-10 04:57:15.311 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:15.311 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=62.46, direction=1, price_change=0.0056, new_price=99.7720
2026-06-10 04:57:15.313 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:15.313 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=45.95, direction=1, price_change=0.0044, new_price=99.7764
2026-06-10 04:57:15.315 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:15.315 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=29.35, direction=1, price_change=0.0029, new_price=99.7792
2026-06-10 04:57:15.317 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:15.317 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=57.42, direction=1, price_change=0.0062, new_price=99.7854
2026-06-10 04:57:15.319 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:15.320 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=79.15, direction=-1, price_change=-0.0078, new_price=99.7776
2026-06-10 04:57:15.322 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:15.322 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=9.88, direction=1, price_change=0.0012, new_price=99.7788
2026-06-10 04:57:15.324 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:15.324 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=80.14, direction=-1, price_change=-0.0077, new_price=99.7711
2026-06-10 04:57:15.326 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:15.327 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=105.85, direction=1, price_change=0.0114, new_price=99.7824
2026-06-10 04:57:15.328 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:15.329 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=85.57, direction=1, price_change=0.0085, new_price=99.7909
2026-06-10 04:57:15.331 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:15.331 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=147.60, direction=1, price_change=0.0148, new_price=99.8057
2026-06-10 04:57:15.333 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:15.333 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=28.96, direction=-1, price_change=-0.0019, new_price=99.8037
2026-06-10 04:57:15.336 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:15.336 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=87.52, direction=1, price_change=0.0086, new_price=99.8124
2026-06-10 04:57:15.338 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:15.339 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=16.67, direction=-1, price_change=-0.0026, new_price=99.8097
2026-06-10 04:57:15.341 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.341 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=27.95, direction=1, price_change=0.0022, new_price=99.8120
2026-06-10 04:57:15.343 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.343 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=146.97, direction=-1, price_change=-0.0142, new_price=99.7978
2026-06-10 04:57:15.346 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.346 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=21.47, direction=1, price_change=0.0017, new_price=99.7995
2026-06-10 04:57:15.349 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.349 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=27.60, direction=-1, price_change=-0.0030, new_price=99.7964
2026-06-10 04:57:15.351 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.351 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=25.21, direction=-1, price_change=-0.0020, new_price=99.7945
2026-06-10 04:57:15.353 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.353 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=196.82, direction=1, price_change=0.0206, new_price=99.8150
2026-06-10 04:57:15.356 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.356 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=20.75, direction=-1, price_change=-0.0022, new_price=99.8128
2026-06-10 04:57:15.358 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.358 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=55.38, direction=-1, price_change=-0.0054, new_price=99.8074
2026-06-10 04:57:15.360 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.360 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=17.61, direction=-1, price_change=-0.0016, new_price=99.8058
2026-06-10 04:57:15.363 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:15.363 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=33.28, direction=1, price_change=0.0037, new_price=99.8095
2026-06-10 04:57:15.365 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:15.365 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=8.30, direction=-1, price_change=-0.0021, new_price=99.8074
2026-06-10 04:57:15.367 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:15.367 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=5.94, direction=1, price_change=0.0011, new_price=99.8085
2026-06-10 04:57:15.369 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:15.369 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=76.83, direction=-1, price_change=-0.0075, new_price=99.8010
2026-06-10 04:57:15.371 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:15.371 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=23.93, direction=-1, price_change=-0.0017, new_price=99.7993
2026-06-10 04:57:15.373 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:15.373 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=33.23, direction=1, price_change=0.0039, new_price=99.8031
2026-06-10 04:57:15.375 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:15.376 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=17.12, direction=1, price_change=0.0006, new_price=99.8038
2026-06-10 04:57:15.378 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:15.378 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=24.87, direction=1, price_change=0.0025, new_price=99.8063
2026-06-10 04:57:15.380 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:15.380 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=15.93, direction=1, price_change=0.0011, new_price=99.8074
2026-06-10 04:57:15.382 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:15.382 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=19.05, direction=1, price_change=0.0025, new_price=99.8099
2026-06-10 04:57:15.384 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:15.384 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=11.56, direction=1, price_change=0.0007, new_price=99.8106
2026-06-10 04:57:15.386 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9948)
2026-06-10 04:57:15.386 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=43.97, direction=-1, price_change=-0.0043, new_price=99.8063
2026-06-10 04:57:15.389 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9948)
2026-06-10 04:57:15.389 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=80.82, direction=-1, price_change=-0.0083, new_price=99.7980
2026-06-10 04:57:15.391 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9948)
2026-06-10 04:57:15.391 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=74.27, direction=-1, price_change=-0.0080, new_price=99.7900
2026-06-10 04:57:15.393 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9948)
2026-06-10 04:57:15.393 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=63.85, direction=-1, price_change=-0.0061, new_price=99.7839
2026-06-10 04:57:15.395 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9948)
2026-06-10 04:57:15.395 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=129.87, direction=1, price_change=0.0142, new_price=99.7981
2026-06-10 04:57:15.397 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9948)
2026-06-10 04:57:15.397 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=52.74, direction=-1, price_change=-0.0041, new_price=99.7940
2026-06-10 04:57:15.399 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9947)
2026-06-10 04:57:15.399 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=15.28, direction=-1, price_change=-0.0020, new_price=99.7920
2026-06-10 04:57:15.401 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9947)
2026-06-10 04:57:15.401 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=28.02, direction=-1, price_change=-0.0031, new_price=99.7889
2026-06-10 04:57:15.403 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9947)
2026-06-10 04:57:15.403 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=113.48, direction=-1, price_change=-0.0109, new_price=99.7779
2026-06-10 04:57:15.406 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9947)
2026-06-10 04:57:15.406 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=70.24, direction=-1, price_change=-0.0071, new_price=99.7708
2026-06-10 04:57:15.408 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9947)
2026-06-10 04:57:15.408 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=63.56, direction=-1, price_change=-0.0067, new_price=99.7641
2026-06-10 04:57:15.410 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9947)
2026-06-10 04:57:15.410 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=4.73, direction=-1, price_change=-0.0005, new_price=99.7635
2026-06-10 04:57:15.412 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9947)
2026-06-10 04:57:15.412 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=22.43, direction=1, price_change=0.0025, new_price=99.7661
2026-06-10 04:57:15.414 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9947)
2026-06-10 04:57:15.415 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=20.67, direction=1, price_change=0.0026, new_price=99.7686
2026-06-10 04:57:15.417 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9947)
2026-06-10 04:57:15.417 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=58.58, direction=1, price_change=0.0058, new_price=99.7744
2026-06-10 04:57:15.419 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9947)
2026-06-10 04:57:15.419 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=82.08, direction=1, price_change=0.0083, new_price=99.7827
2026-06-10 04:57:15.421 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9947)
2026-06-10 04:57:15.421 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=135.34, direction=-1, price_change=-0.0129, new_price=99.7698
2026-06-10 04:57:15.423 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9947)
2026-06-10 04:57:15.424 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=74.48, direction=-1, price_change=-0.0079, new_price=99.7619
2026-06-10 04:57:15.426 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9947)
2026-06-10 04:57:15.426 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=101.02, direction=-1, price_change=-0.0102, new_price=99.7517
2026-06-10 04:57:15.428 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9947)
2026-06-10 04:57:15.428 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=19.30, direction=-1, price_change=-0.0007, new_price=99.7510
2026-06-10 04:57:15.430 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9947)
2026-06-10 04:57:15.431 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=149.49, direction=-1, price_change=-0.0160, new_price=99.7350
2026-06-10 04:57:15.433 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9947)
2026-06-10 04:57:15.433 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=24.11, direction=-1, price_change=-0.0023, new_price=99.7328
2026-06-10 04:57:15.435 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9947)
2026-06-10 04:57:15.435 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=49.45, direction=-1, price_change=-0.0046, new_price=99.7282
2026-06-10 04:57:15.437 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9947)
2026-06-10 04:57:15.437 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=18.99, direction=-1, price_change=-0.0023, new_price=99.7259
2026-06-10 04:57:15.439 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9947)
2026-06-10 04:57:15.439 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=20.95, direction=1, price_change=0.0014, new_price=99.7272
2026-06-10 04:57:15.441 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9947)
2026-06-10 04:57:15.441 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=45.79, direction=-1, price_change=-0.0044, new_price=99.7229
2026-06-10 04:57:15.443 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9947)
2026-06-10 04:57:15.444 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=8.30, direction=-1, price_change=-0.0006, new_price=99.7223
2026-06-10 04:57:15.446 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9948)
2026-06-10 04:57:15.446 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=36.59, direction=-1, price_change=-0.0028, new_price=99.7195
2026-06-10 04:57:15.448 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9947)
2026-06-10 04:57:15.448 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=95.00, direction=1, price_change=0.0095, new_price=99.7290
2026-06-10 04:57:15.450 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9948)
2026-06-10 04:57:15.450 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=33.24, direction=1, price_change=0.0029, new_price=99.7319
2026-06-10 04:57:15.452 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9947)
2026-06-10 04:57:15.452 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=9.12, direction=-1, price_change=-0.0006, new_price=99.7312
2026-06-10 04:57:15.454 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9948)
2026-06-10 04:57:15.454 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=72.42, direction=1, price_change=0.0074, new_price=99.7387
2026-06-10 04:57:15.456 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9948)
2026-06-10 04:57:15.456 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=32.10, direction=1, price_change=0.0031, new_price=99.7417
2026-06-10 04:57:15.458 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9948)
2026-06-10 04:57:15.459 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=41.25, direction=1, price_change=0.0043, new_price=99.7461
2026-06-10 04:57:15.461 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9948)
2026-06-10 04:57:15.461 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=13.77, direction=1, price_change=0.0007, new_price=99.7467
2026-06-10 04:57:15.463 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9948)
2026-06-10 04:57:15.464 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=12.04, direction=1, price_change=0.0015, new_price=99.7482
2026-06-10 04:57:15.467 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9947)
2026-06-10 04:57:15.467 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=196.53, direction=1, price_change=0.0201, new_price=99.7683
2026-06-10 04:57:15.470 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9948)
2026-06-10 04:57:15.470 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=48.27, direction=1, price_change=0.0041, new_price=99.7724
2026-06-10 04:57:15.472 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9948)
2026-06-10 04:57:15.472 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=47.73, direction=1, price_change=0.0050, new_price=99.7774
2026-06-10 04:57:15.474 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9948)
2026-06-10 04:57:15.475 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=22.13, direction=1, price_change=0.0021, new_price=99.7795
2026-06-10 04:57:15.477 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9948)
2026-06-10 04:57:15.477 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=21.55, direction=-1, price_change=-0.0019, new_price=99.7776
2026-06-10 04:57:15.480 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9948)
2026-06-10 04:57:15.480 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=44.03, direction=1, price_change=0.0045, new_price=99.7821
2026-06-10 04:57:15.482 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9948)
2026-06-10 04:57:15.482 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=41.47, direction=1, price_change=0.0038, new_price=99.7858
2026-06-10 04:57:15.485 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9948)
2026-06-10 04:57:15.485 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=125.34, direction=1, price_change=0.0130, new_price=99.7988
2026-06-10 04:57:15.487 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9947)
2026-06-10 04:57:15.488 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=29.84, direction=1, price_change=0.0044, new_price=99.8032
2026-06-10 04:57:15.490 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9946)
2026-06-10 04:57:15.490 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=33.86, direction=-1, price_change=-0.0037, new_price=99.7995
2026-06-10 04:57:15.492 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9947)
2026-06-10 04:57:15.492 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=17.95, direction=-1, price_change=-0.0018, new_price=99.7977
2026-06-10 04:57:15.494 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9946)
2026-06-10 04:57:15.495 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=133.16, direction=-1, price_change=-0.0128, new_price=99.7850
2026-06-10 04:57:15.497 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9947)
2026-06-10 04:57:15.497 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=22.15, direction=1, price_change=0.0022, new_price=99.7871
2026-06-10 04:57:15.499 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9947)
2026-06-10 04:57:15.499 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=17.16, direction=-1, price_change=-0.0014, new_price=99.7857
2026-06-10 04:57:15.501 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9947)
2026-06-10 04:57:15.501 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=10.83, direction=1, price_change=0.0017, new_price=99.7874
2026-06-10 04:57:15.503 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9947)
2026-06-10 04:57:15.503 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=36.70, direction=-1, price_change=-0.0040, new_price=99.7834
2026-06-10 04:57:15.505 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9947)
2026-06-10 04:57:15.506 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=44.26, direction=-1, price_change=-0.0052, new_price=99.7783
2026-06-10 04:57:15.507 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9947)
2026-06-10 04:57:15.507 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=48.69, direction=-1, price_change=-0.0048, new_price=99.7735
2026-06-10 04:57:15.510 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9946)
2026-06-10 04:57:15.510 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=17.40, direction=1, price_change=0.0015, new_price=99.7750
2026-06-10 04:57:15.512 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9946)
2026-06-10 04:57:15.512 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=19.35, direction=-1, price_change=-0.0025, new_price=99.7725
2026-06-10 04:57:15.514 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9946)
2026-06-10 04:57:15.514 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=18.29, direction=1, price_change=0.0012, new_price=99.7737
2026-06-10 04:57:15.516 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9946)
2026-06-10 04:57:15.516 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=78.77, direction=-1, price_change=-0.0078, new_price=99.7660
2026-06-10 04:57:15.518 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9946)
2026-06-10 04:57:15.519 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=73.83, direction=-1, price_change=-0.0082, new_price=99.7578
2026-06-10 04:57:15.520 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9946)
2026-06-10 04:57:15.521 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=61.32, direction=-1, price_change=-0.0053, new_price=99.7525
2026-06-10 04:57:15.523 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9946)
2026-06-10 04:57:15.523 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=13.03, direction=1, price_change=0.0012, new_price=99.7536
2026-06-10 04:57:15.525 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9946)
2026-06-10 04:57:15.525 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=149.60, direction=-1, price_change=-0.0158, new_price=99.7378
2026-06-10 04:57:15.527 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9946)
2026-06-10 04:57:15.527 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=20.45, direction=1, price_change=0.0013, new_price=99.7391
2026-06-10 04:57:15.529 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9946)
2026-06-10 04:57:15.529 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=70.47, direction=1, price_change=0.0072, new_price=99.7463
2026-06-10 04:57:15.532 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9946)
2026-06-10 04:57:15.532 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=24.85, direction=-1, price_change=-0.0025, new_price=99.7438
2026-06-10 04:57:15.534 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9946)
2026-06-10 04:57:15.534 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=29.43, direction=-1, price_change=-0.0028, new_price=99.7410
2026-06-10 04:57:15.536 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9946)
2026-06-10 04:57:15.536 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=55.41, direction=1, price_change=0.0053, new_price=99.7463
2026-06-10 04:57:15.539 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9946)
2026-06-10 04:57:15.539 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=11.68, direction=1, price_change=0.0014, new_price=99.7477
2026-06-10 04:57:15.541 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9946)
2026-06-10 04:57:15.541 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=62.25, direction=-1, price_change=-0.0066, new_price=99.7411
2026-06-10 04:57:15.545 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9946)
2026-06-10 04:57:15.545 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=79.71, direction=1, price_change=0.0089, new_price=99.7500
2026-06-10 04:57:15.548 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9945)
2026-06-10 04:57:15.548 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=12.52, direction=1, price_change=0.0008, new_price=99.7508
2026-06-10 04:57:15.550 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9945)
2026-06-10 04:57:15.550 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=19.84, direction=1, price_change=0.0025, new_price=99.7533
2026-06-10 04:57:15.553 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9945)
2026-06-10 04:57:15.553 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=49.37, direction=1, price_change=0.0050, new_price=99.7583
2026-06-10 04:57:15.556 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9945)
2026-06-10 04:57:15.556 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=20.14, direction=-1, price_change=-0.0015, new_price=99.7568
2026-06-10 04:57:15.558 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9946)
2026-06-10 04:57:15.558 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=127.47, direction=-1, price_change=-0.0128, new_price=99.7440
2026-06-10 04:57:15.560 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9946)
2026-06-10 04:57:15.560 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=93.79, direction=-1, price_change=-0.0091, new_price=99.7349
2026-06-10 04:57:15.563 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9946)
2026-06-10 04:57:15.563 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=24.88, direction=1, price_change=0.0030, new_price=99.7379
2026-06-10 04:57:15.565 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9946)
2026-06-10 04:57:15.565 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=48.13, direction=-1, price_change=-0.0045, new_price=99.7334
2026-06-10 04:57:15.568 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9946)
2026-06-10 04:57:15.568 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=170.83, direction=1, price_change=0.0172, new_price=99.7506
2026-06-10 04:57:15.570 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9946)
2026-06-10 04:57:15.570 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=32.60, direction=-1, price_change=-0.0039, new_price=99.7467
2026-06-10 04:57:15.572 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9946)
2026-06-10 04:57:15.573 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=47.42, direction=-1, price_change=-0.0050, new_price=99.7418
2026-06-10 04:57:15.575 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9946)
2026-06-10 04:57:15.575 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=26.59, direction=-1, price_change=-0.0032, new_price=99.7386
2026-06-10 04:57:15.577 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9946)
2026-06-10 04:57:15.577 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=82.10, direction=1, price_change=0.0083, new_price=99.7469
2026-06-10 04:57:15.578 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9946)
2026-06-10 04:57:15.579 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=10.91, direction=1, price_change=0.0004, new_price=99.7472
2026-06-10 04:57:15.580 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9946)
2026-06-10 04:57:15.581 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=124.92, direction=-1, price_change=-0.0118, new_price=99.7354
2026-06-10 04:57:15.583 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9946)
2026-06-10 04:57:15.583 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=89.19, direction=-1, price_change=-0.0091, new_price=99.7263
2026-06-10 04:57:15.585 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9946)
2026-06-10 04:57:15.585 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=90.63, direction=-1, price_change=-0.0094, new_price=99.7169
2026-06-10 04:57:15.586 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9947)
2026-06-10 04:57:15.587 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=91.37, direction=1, price_change=0.0091, new_price=99.7260
2026-06-10 04:57:15.589 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9947)
2026-06-10 04:57:15.589 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=49.39, direction=1, price_change=0.0045, new_price=99.7306
2026-06-10 04:57:15.591 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9947)
2026-06-10 04:57:15.591 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=44.53, direction=-1, price_change=-0.0047, new_price=99.7259
2026-06-10 04:57:15.593 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9947)
2026-06-10 04:57:15.593 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=14.83, direction=-1, price_change=-0.0015, new_price=99.7244
2026-06-10 04:57:15.595 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9947)
2026-06-10 04:57:15.595 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=65.23, direction=1, price_change=0.0065, new_price=99.7309
2026-06-10 04:57:15.597 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9947)
2026-06-10 04:57:15.597 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=21.61, direction=1, price_change=0.0026, new_price=99.7336
2026-06-10 04:57:15.599 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9947)
2026-06-10 04:57:15.599 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=12.21, direction=1, price_change=0.0006, new_price=99.7342
2026-06-10 04:57:15.601 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9947)
2026-06-10 04:57:15.601 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=86.44, direction=1, price_change=0.0089, new_price=99.7431
2026-06-10 04:57:15.603 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9947)
2026-06-10 04:57:15.603 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=20.84, direction=1, price_change=0.0022, new_price=99.7453
2026-06-10 04:57:15.605 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9947)
2026-06-10 04:57:15.606 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=88.42, direction=-1, price_change=-0.0091, new_price=99.7362
2026-06-10 04:57:15.608 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9948)
2026-06-10 04:57:15.608 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=5.62, direction=1, price_change=0.0009, new_price=99.7371
2026-06-10 04:57:15.610 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9948)
2026-06-10 04:57:15.610 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=106.19, direction=1, price_change=0.0109, new_price=99.7480
2026-06-10 04:57:15.612 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9948)
2026-06-10 04:57:15.612 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=205.99, direction=-1, price_change=-0.0209, new_price=99.7272
2026-06-10 04:57:15.614 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9948)
2026-06-10 04:57:15.614 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=13.71, direction=-1, price_change=-0.0016, new_price=99.7256
2026-06-10 04:57:15.616 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9948)
2026-06-10 04:57:15.616 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=30.29, direction=-1, price_change=-0.0036, new_price=99.7220
2026-06-10 04:57:15.618 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9948)
2026-06-10 04:57:15.619 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=9.75, direction=1, price_change=0.0008, new_price=99.7228
2026-06-10 04:57:15.620 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9948)
2026-06-10 04:57:15.620 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=38.53, direction=-1, price_change=-0.0039, new_price=99.7189
2026-06-10 04:57:15.623 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9948)
2026-06-10 04:57:15.623 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=23.24, direction=-1, price_change=-0.0022, new_price=99.7168
2026-06-10 04:57:15.625 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9947)
2026-06-10 04:57:15.625 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=96.12, direction=1, price_change=0.0095, new_price=99.7262
2026-06-10 04:57:15.627 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9948)
2026-06-10 04:57:15.627 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=11.42, direction=1, price_change=0.0009, new_price=99.7272
2026-06-10 04:57:15.629 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9947)
2026-06-10 04:57:15.629 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=10.64, direction=1, price_change=0.0012, new_price=99.7284
2026-06-10 04:57:15.631 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9947)
2026-06-10 04:57:15.631 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=23.01, direction=1, price_change=0.0024, new_price=99.7308
2026-06-10 04:57:15.633 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9947)
2026-06-10 04:57:15.633 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=19.42, direction=1, price_change=0.0020, new_price=99.7328
2026-06-10 04:57:15.635 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9947)
2026-06-10 04:57:15.635 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=36.96, direction=1, price_change=0.0041, new_price=99.7369
2026-06-10 04:57:15.637 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9947)
2026-06-10 04:57:15.637 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=60.73, direction=1, price_change=0.0064, new_price=99.7434
2026-06-10 04:57:15.639 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9947)
2026-06-10 04:57:15.639 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=62.97, direction=-1, price_change=-0.0055, new_price=99.7378
2026-06-10 04:57:15.641 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9947)
2026-06-10 04:57:15.642 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=55.01, direction=-1, price_change=-0.0045, new_price=99.7334
2026-06-10 04:57:15.644 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9947)
2026-06-10 04:57:15.644 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=96.65, direction=1, price_change=0.0103, new_price=99.7437
2026-06-10 04:57:15.646 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9947)
2026-06-10 04:57:15.646 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=79.92, direction=1, price_change=0.0089, new_price=99.7526
2026-06-10 04:57:15.648 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9947)
2026-06-10 04:57:15.648 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=65.47, direction=1, price_change=0.0067, new_price=99.7593
2026-06-10 04:57:15.650 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9947)
2026-06-10 04:57:15.650 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=12.57, direction=1, price_change=0.0014, new_price=99.7607
2026-06-10 04:57:15.652 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9948)
2026-06-10 04:57:15.652 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=91.13, direction=1, price_change=0.0092, new_price=99.7698
2026-06-10 04:57:15.654 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9948)
2026-06-10 04:57:15.654 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=50.17, direction=1, price_change=0.0056, new_price=99.7755
2026-06-10 04:57:15.656 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9948)
2026-06-10 04:57:15.657 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=64.58, direction=-1, price_change=-0.0066, new_price=99.7689
2026-06-10 04:57:15.659 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9948)
2026-06-10 04:57:15.659 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=62.76, direction=-1, price_change=-0.0069, new_price=99.7620
2026-06-10 04:57:15.661 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9948)
2026-06-10 04:57:15.661 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=82.28, direction=1, price_change=0.0084, new_price=99.7704
2026-06-10 04:57:15.663 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9948)
2026-06-10 04:57:15.663 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=57.32, direction=-1, price_change=-0.0052, new_price=99.7652
2026-06-10 04:57:15.665 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:15.665 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=19.95, direction=-1, price_change=-0.0027, new_price=99.7625
2026-06-10 04:57:15.667 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:15.667 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=142.07, direction=1, price_change=0.0151, new_price=99.7776
2026-06-10 04:57:15.669 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:15.669 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=184.60, direction=1, price_change=0.0193, new_price=99.7969
2026-06-10 04:57:15.671 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:15.672 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=76.28, direction=-1, price_change=-0.0075, new_price=99.7893
2026-06-10 04:57:15.674 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:15.674 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=24.24, direction=1, price_change=0.0022, new_price=99.7915
2026-06-10 04:57:15.676 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:15.676 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=13.26, direction=-1, price_change=-0.0013, new_price=99.7902
2026-06-10 04:57:15.678 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:15.678 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=22.53, direction=1, price_change=0.0021, new_price=99.7924
2026-06-10 04:57:15.680 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:15.680 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=8.30, direction=1, price_change=0.0008, new_price=99.7931
2026-06-10 04:57:15.682 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:15.682 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=42.05, direction=-1, price_change=-0.0038, new_price=99.7894
2026-06-10 04:57:15.684 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:15.684 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=49.51, direction=-1, price_change=-0.0057, new_price=99.7836
2026-06-10 04:57:15.686 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:15.686 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=33.31, direction=-1, price_change=-0.0027, new_price=99.7809
2026-06-10 04:57:15.689 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:15.689 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=74.70, direction=1, price_change=0.0076, new_price=99.7885
2026-06-10 04:57:15.691 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:15.691 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=219.03, direction=-1, price_change=-0.0205, new_price=99.7680
2026-06-10 04:57:15.693 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:15.693 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=69.08, direction=-1, price_change=-0.0072, new_price=99.7608
2026-06-10 04:57:15.695 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:15.695 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=159.11, direction=-1, price_change=-0.0150, new_price=99.7458
2026-06-10 04:57:15.697 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:15.697 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=8.94, direction=1, price_change=0.0006, new_price=99.7464
2026-06-10 04:57:15.699 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:15.699 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=140.49, direction=1, price_change=0.0135, new_price=99.7599
2026-06-10 04:57:15.701 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:15.701 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=42.52, direction=-1, price_change=-0.0039, new_price=99.7560
2026-06-10 04:57:15.703 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:15.703 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=132.99, direction=1, price_change=0.0134, new_price=99.7694
2026-06-10 04:57:15.706 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.706 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=81.78, direction=-1, price_change=-0.0088, new_price=99.7606
2026-06-10 04:57:15.708 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.708 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=160.95, direction=1, price_change=0.0157, new_price=99.7764
2026-06-10 04:57:15.710 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.710 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=32.23, direction=-1, price_change=-0.0031, new_price=99.7733
2026-06-10 04:57:15.712 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.712 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=82.76, direction=-1, price_change=-0.0080, new_price=99.7653
2026-06-10 04:57:15.715 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.715 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=31.51, direction=1, price_change=0.0033, new_price=99.7686
2026-06-10 04:57:15.717 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:15.717 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=34.29, direction=-1, price_change=-0.0033, new_price=99.7653
2026-06-10 04:57:15.719 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:15.719 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=50.80, direction=1, price_change=0.0047, new_price=99.7699
2026-06-10 04:57:15.721 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.721 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=13.86, direction=1, price_change=0.0014, new_price=99.7713
2026-06-10 04:57:15.723 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.724 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=105.40, direction=1, price_change=0.0107, new_price=99.7820
2026-06-10 04:57:15.726 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.726 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=53.25, direction=-1, price_change=-0.0054, new_price=99.7766
2026-06-10 04:57:15.728 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.728 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=58.54, direction=-1, price_change=-0.0061, new_price=99.7705
2026-06-10 04:57:15.730 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.730 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=29.15, direction=-1, price_change=-0.0037, new_price=99.7667
2026-06-10 04:57:15.732 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.732 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=74.45, direction=-1, price_change=-0.0072, new_price=99.7595
2026-06-10 04:57:15.734 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.734 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=142.76, direction=1, price_change=0.0140, new_price=99.7735
2026-06-10 04:57:15.736 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.736 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=140.95, direction=1, price_change=0.0140, new_price=99.7875
2026-06-10 04:57:15.739 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:15.739 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=49.46, direction=-1, price_change=-0.0050, new_price=99.7825
2026-06-10 04:57:15.742 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:15.742 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=3.60, direction=-1, price_change=-0.0006, new_price=99.7819
2026-06-10 04:57:15.744 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:15.745 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=59.62, direction=1, price_change=0.0070, new_price=99.7889
2026-06-10 04:57:15.747 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.747 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=40.31, direction=1, price_change=0.0040, new_price=99.7929
2026-06-10 04:57:15.750 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.750 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=12.68, direction=-1, price_change=-0.0007, new_price=99.7922
2026-06-10 04:57:15.752 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.752 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=55.54, direction=1, price_change=0.0060, new_price=99.7982
2026-06-10 04:57:15.754 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.754 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=19.75, direction=-1, price_change=-0.0020, new_price=99.7962
2026-06-10 04:57:15.757 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.757 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=187.86, direction=1, price_change=0.0183, new_price=99.8144
2026-06-10 04:57:15.759 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.759 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=121.46, direction=1, price_change=0.0116, new_price=99.8260
2026-06-10 04:57:15.762 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:15.762 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=110.31, direction=-1, price_change=-0.0116, new_price=99.8145
2026-06-10 04:57:15.764 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.764 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=33.66, direction=1, price_change=0.0039, new_price=99.8183
2026-06-10 04:57:15.767 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.767 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=115.88, direction=1, price_change=0.0112, new_price=99.8295
2026-06-10 04:57:15.769 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.770 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=156.90, direction=-1, price_change=-0.0148, new_price=99.8147
2026-06-10 04:57:15.772 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.772 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=7.76, direction=1, price_change=0.0008, new_price=99.8155
2026-06-10 04:57:15.774 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.774 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=95.97, direction=-1, price_change=-0.0100, new_price=99.8055
2026-06-10 04:57:15.776 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.776 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=65.68, direction=1, price_change=0.0070, new_price=99.8125
2026-06-10 04:57:15.778 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:15.778 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=4.55, direction=-1, price_change=-0.0008, new_price=99.8117
2026-06-10 04:57:15.780 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:15.780 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=13.96, direction=-1, price_change=-0.0008, new_price=99.8109
2026-06-10 04:57:15.782 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:15.782 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=7.57, direction=1, price_change=0.0012, new_price=99.8121
2026-06-10 04:57:15.784 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.785 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=15.25, direction=1, price_change=-0.0001, new_price=99.8121
2026-06-10 04:57:15.786 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.786 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=22.52, direction=1, price_change=0.0025, new_price=99.8145
2026-06-10 04:57:15.788 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.789 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=46.64, direction=1, price_change=0.0042, new_price=99.8187
2026-06-10 04:57:15.791 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.791 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=27.06, direction=-1, price_change=-0.0023, new_price=99.8164
2026-06-10 04:57:15.793 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.793 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=16.19, direction=1, price_change=0.0013, new_price=99.8177
2026-06-10 04:57:15.795 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.795 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=13.81, direction=-1, price_change=-0.0002, new_price=99.8175
2026-06-10 04:57:15.797 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:15.797 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=93.43, direction=1, price_change=0.0089, new_price=99.8264
2026-06-10 04:57:15.799 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:15.799 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=56.25, direction=-1, price_change=-0.0064, new_price=99.8200
2026-06-10 04:57:15.801 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:15.801 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=21.84, direction=1, price_change=0.0022, new_price=99.8222
2026-06-10 04:57:15.804 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:15.804 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=38.52, direction=-1, price_change=-0.0040, new_price=99.8182
2026-06-10 04:57:15.806 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:15.806 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=32.43, direction=-1, price_change=-0.0028, new_price=99.8154
2026-06-10 04:57:15.808 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.808 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=26.06, direction=-1, price_change=-0.0034, new_price=99.8120
2026-06-10 04:57:15.810 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.810 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=55.61, direction=-1, price_change=-0.0058, new_price=99.8062
2026-06-10 04:57:15.813 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.813 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=20.99, direction=-1, price_change=-0.0025, new_price=99.8037
2026-06-10 04:57:15.815 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:15.815 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=84.16, direction=-1, price_change=-0.0082, new_price=99.7955
2026-06-10 04:57:15.817 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.817 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=169.10, direction=-1, price_change=-0.0155, new_price=99.7800
2026-06-10 04:57:15.819 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:15.819 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=4.96, direction=-1, price_change=-0.0009, new_price=99.7791
2026-06-10 04:57:15.822 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:15.822 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=23.45, direction=-1, price_change=-0.0025, new_price=99.7766
2026-06-10 04:57:15.824 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:15.824 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=12.19, direction=-1, price_change=-0.0014, new_price=99.7752
2026-06-10 04:57:15.826 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9948)
2026-06-10 04:57:15.826 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=22.29, direction=-1, price_change=-0.0026, new_price=99.7727
2026-06-10 04:57:15.828 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9948)
2026-06-10 04:57:15.828 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=96.51, direction=-1, price_change=-0.0091, new_price=99.7636
2026-06-10 04:57:15.831 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9948)
2026-06-10 04:57:15.831 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=61.55, direction=1, price_change=0.0058, new_price=99.7694
2026-06-10 04:57:15.833 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9948)
2026-06-10 04:57:15.833 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=125.92, direction=1, price_change=0.0121, new_price=99.7815
2026-06-10 04:57:15.835 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9948)
2026-06-10 04:57:15.835 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=42.73, direction=-1, price_change=-0.0045, new_price=99.7770
2026-06-10 04:57:15.837 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9948)
2026-06-10 04:57:15.837 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=93.28, direction=-1, price_change=-0.0101, new_price=99.7670
2026-06-10 04:57:15.839 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9948)
2026-06-10 04:57:15.839 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=34.77, direction=-1, price_change=-0.0033, new_price=99.7637
2026-06-10 04:57:15.841 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9948)
2026-06-10 04:57:15.841 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=7.50, direction=-1, price_change=-0.0008, new_price=99.7629
2026-06-10 04:57:15.843 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9948)
2026-06-10 04:57:15.843 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=15.03, direction=-1, price_change=-0.0019, new_price=99.7610
2026-06-10 04:57:15.845 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9948)
2026-06-10 04:57:15.845 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=60.95, direction=1, price_change=0.0049, new_price=99.7659
2026-06-10 04:57:15.847 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9948)
2026-06-10 04:57:15.847 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=44.68, direction=1, price_change=0.0046, new_price=99.7705
2026-06-10 04:57:15.849 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9948)
2026-06-10 04:57:15.849 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=47.50, direction=-1, price_change=-0.0052, new_price=99.7653
2026-06-10 04:57:15.851 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9948)
2026-06-10 04:57:15.851 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=58.29, direction=1, price_change=0.0060, new_price=99.7714
2026-06-10 04:57:15.853 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9948)
2026-06-10 04:57:15.853 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=13.29, direction=-1, price_change=-0.0010, new_price=99.7704
2026-06-10 04:57:15.856 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:15.856 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=12.67, direction=1, price_change=0.0014, new_price=99.7718
2026-06-10 04:57:15.858 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:15.858 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=91.46, direction=1, price_change=0.0085, new_price=99.7803
2026-06-10 04:57:15.860 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:15.860 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=87.51, direction=-1, price_change=-0.0086, new_price=99.7717
2026-06-10 04:57:15.862 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:15.862 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=58.78, direction=1, price_change=0.0064, new_price=99.7781
2026-06-10 04:57:15.864 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.864 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=7.60, direction=-1, price_change=-0.0006, new_price=99.7775
2026-06-10 04:57:15.867 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.867 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=15.17, direction=-1, price_change=-0.0019, new_price=99.7755
2026-06-10 04:57:15.869 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:15.869 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=4.20, direction=-1, price_change=-0.0009, new_price=99.7747
2026-06-10 04:57:15.871 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.871 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=44.89, direction=1, price_change=0.0048, new_price=99.7795
2026-06-10 04:57:15.873 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.873 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=8.62, direction=1, price_change=0.0008, new_price=99.7802
2026-06-10 04:57:15.876 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.876 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=44.53, direction=-1, price_change=-0.0056, new_price=99.7746
2026-06-10 04:57:15.878 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:15.878 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=122.65, direction=1, price_change=0.0115, new_price=99.7861
2026-06-10 04:57:15.880 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:15.880 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=61.18, direction=-1, price_change=-0.0067, new_price=99.7793
2026-06-10 04:57:15.882 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.883 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=4.76, direction=1, price_change=0.0003, new_price=99.7797
2026-06-10 04:57:15.884 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.885 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=35.45, direction=-1, price_change=-0.0028, new_price=99.7768
2026-06-10 04:57:15.887 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.887 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=15.11, direction=1, price_change=0.0014, new_price=99.7782
2026-06-10 04:57:15.889 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.889 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=37.87, direction=-1, price_change=-0.0029, new_price=99.7752
2026-06-10 04:57:15.891 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.891 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=67.05, direction=-1, price_change=-0.0068, new_price=99.7684
2026-06-10 04:57:15.893 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.893 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=15.87, direction=1, price_change=0.0011, new_price=99.7695
2026-06-10 04:57:15.896 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:15.896 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=204.63, direction=1, price_change=0.0216, new_price=99.7910
2026-06-10 04:57:15.898 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.898 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=12.01, direction=1, price_change=0.0008, new_price=99.7919
2026-06-10 04:57:15.900 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.900 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=35.67, direction=-1, price_change=-0.0030, new_price=99.7889
2026-06-10 04:57:15.902 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.903 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=182.72, direction=1, price_change=0.0176, new_price=99.8065
2026-06-10 04:57:15.904 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.905 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=40.56, direction=-1, price_change=-0.0035, new_price=99.8030
2026-06-10 04:57:15.907 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:15.907 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=30.77, direction=-1, price_change=-0.0040, new_price=99.7990
2026-06-10 04:57:15.909 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.909 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=231.89, direction=1, price_change=0.0229, new_price=99.8219
2026-06-10 04:57:15.911 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:15.911 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=40.70, direction=1, price_change=0.0038, new_price=99.8257
2026-06-10 04:57:15.913 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:15.913 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=61.30, direction=1, price_change=0.0057, new_price=99.8314
2026-06-10 04:57:15.916 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:15.916 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=99.92, direction=-1, price_change=-0.0110, new_price=99.8204
2026-06-10 04:57:15.918 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:15.918 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=28.81, direction=-1, price_change=-0.0024, new_price=99.8180
2026-06-10 04:57:15.920 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:15.920 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=85.80, direction=-1, price_change=-0.0079, new_price=99.8101
2026-06-10 04:57:15.922 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:15.922 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=51.90, direction=-1, price_change=-0.0061, new_price=99.8041
2026-06-10 04:57:15.924 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:15.924 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=142.18, direction=1, price_change=0.0151, new_price=99.8191
2026-06-10 04:57:15.926 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:15.926 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=29.72, direction=-1, price_change=-0.0028, new_price=99.8163
2026-06-10 04:57:15.929 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:15.929 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=21.26, direction=1, price_change=0.0026, new_price=99.8189
2026-06-10 04:57:15.931 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:15.931 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=7.62, direction=-1, price_change=0.0006, new_price=99.8195
2026-06-10 04:57:15.933 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.933 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=17.12, direction=1, price_change=0.0010, new_price=99.8205
2026-06-10 04:57:15.935 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.935 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=23.88, direction=-1, price_change=-0.0025, new_price=99.8179
2026-06-10 04:57:15.937 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.937 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=152.70, direction=-1, price_change=-0.0156, new_price=99.8023
2026-06-10 04:57:15.939 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:15.939 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=23.88, direction=1, price_change=0.0020, new_price=99.8043
2026-06-10 04:57:15.942 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:15.942 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=110.97, direction=1, price_change=0.0109, new_price=99.8152
2026-06-10 04:57:15.944 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:15.944 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=12.92, direction=1, price_change=0.0006, new_price=99.8158
2026-06-10 04:57:15.947 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:15.947 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=48.80, direction=-1, price_change=-0.0056, new_price=99.8102
2026-06-10 04:57:15.949 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:15.949 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=33.45, direction=-1, price_change=-0.0036, new_price=99.8065
2026-06-10 04:57:15.952 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:15.952 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=57.64, direction=-1, price_change=-0.0058, new_price=99.8008
2026-06-10 04:57:15.955 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:15.955 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=77.94, direction=-1, price_change=-0.0078, new_price=99.7929
2026-06-10 04:57:15.957 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:15.957 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=81.61, direction=-1, price_change=-0.0082, new_price=99.7847
2026-06-10 04:57:15.959 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:15.959 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=43.66, direction=-1, price_change=-0.0041, new_price=99.7806
2026-06-10 04:57:15.962 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:15.962 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=31.05, direction=1, price_change=0.0037, new_price=99.7842
2026-06-10 04:57:15.964 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:15.965 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=103.72, direction=1, price_change=0.0099, new_price=99.7942
2026-06-10 04:57:15.967 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:15.967 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=88.23, direction=-1, price_change=-0.0091, new_price=99.7851
2026-06-10 04:57:15.969 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:15.969 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=172.01, direction=-1, price_change=-0.0169, new_price=99.7682
2026-06-10 04:57:15.972 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:15.972 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=65.07, direction=-1, price_change=-0.0067, new_price=99.7615
2026-06-10 04:57:15.974 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:15.974 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=98.55, direction=-1, price_change=-0.0098, new_price=99.7517
2026-06-10 04:57:15.976 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:15.977 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=29.68, direction=1, price_change=0.0028, new_price=99.7545
2026-06-10 04:57:15.979 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:15.979 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=68.82, direction=1, price_change=0.0059, new_price=99.7604
2026-06-10 04:57:15.981 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:15.981 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=62.85, direction=-1, price_change=-0.0063, new_price=99.7541
2026-06-10 04:57:15.983 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:15.984 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=41.49, direction=1, price_change=0.0035, new_price=99.7576
2026-06-10 04:57:15.986 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:15.986 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=71.20, direction=-1, price_change=-0.0071, new_price=99.7505
2026-06-10 04:57:15.988 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:15.988 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=80.14, direction=1, price_change=0.0077, new_price=99.7582
2026-06-10 04:57:15.990 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:15.990 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=37.82, direction=1, price_change=0.0029, new_price=99.7612
2026-06-10 04:57:15.992 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:15.992 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=37.46, direction=1, price_change=0.0036, new_price=99.7648
2026-06-10 04:57:15.995 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:15.995 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=63.84, direction=1, price_change=0.0059, new_price=99.7707
2026-06-10 04:57:15.997 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:15.997 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=50.76, direction=1, price_change=0.0047, new_price=99.7755
2026-06-10 04:57:15.999 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:15.999 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=49.21, direction=-1, price_change=-0.0053, new_price=99.7701
2026-06-10 04:57:16.001 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:16.001 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=21.64, direction=1, price_change=0.0025, new_price=99.7726
2026-06-10 04:57:16.003 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:16.003 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=35.46, direction=1, price_change=0.0034, new_price=99.7760
2026-06-10 04:57:16.005 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:16.005 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=24.23, direction=-1, price_change=-0.0019, new_price=99.7741
2026-06-10 04:57:16.008 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:16.008 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=56.28, direction=1, price_change=0.0061, new_price=99.7803
2026-06-10 04:57:16.010 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:16.010 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=9.95, direction=-1, price_change=-0.0016, new_price=99.7787
2026-06-10 04:57:16.012 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:16.012 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=75.81, direction=-1, price_change=-0.0075, new_price=99.7711
2026-06-10 04:57:16.014 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:16.014 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=66.66, direction=-1, price_change=-0.0070, new_price=99.7641
2026-06-10 04:57:16.017 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:16.017 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=26.53, direction=-1, price_change=-0.0022, new_price=99.7619
2026-06-10 04:57:16.019 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:16.019 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=50.11, direction=1, price_change=0.0054, new_price=99.7673
2026-06-10 04:57:16.021 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:16.021 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=113.57, direction=-1, price_change=-0.0115, new_price=99.7558
2026-06-10 04:57:16.024 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:16.024 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=19.18, direction=1, price_change=0.0019, new_price=99.7577
2026-06-10 04:57:16.026 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:16.026 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=25.85, direction=-1, price_change=-0.0027, new_price=99.7550
2026-06-10 04:57:16.028 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:16.028 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=322.23, direction=-1, price_change=-0.0327, new_price=99.7222
2026-06-10 04:57:16.030 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:16.030 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=44.64, direction=-1, price_change=-0.0054, new_price=99.7169
2026-06-10 04:57:16.032 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:16.032 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=6.93, direction=-1, price_change=-0.0008, new_price=99.7161
2026-06-10 04:57:16.034 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:16.035 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=41.02, direction=-1, price_change=-0.0033, new_price=99.7127
2026-06-10 04:57:16.036 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:16.037 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=80.80, direction=-1, price_change=-0.0087, new_price=99.7040
2026-06-10 04:57:16.039 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:16.039 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=7.99, direction=1, price_change=0.0010, new_price=99.7050
2026-06-10 04:57:16.041 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:16.041 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=15.10, direction=1, price_change=0.0012, new_price=99.7062
2026-06-10 04:57:16.043 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:16.043 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=4.18, direction=-1, price_change=-0.0000, new_price=99.7062
2026-06-10 04:57:16.045 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:16.046 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=44.14, direction=1, price_change=0.0034, new_price=99.7095
2026-06-10 04:57:16.048 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:16.048 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=51.54, direction=-1, price_change=-0.0053, new_price=99.7042
2026-06-10 04:57:16.050 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:16.050 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=52.53, direction=-1, price_change=-0.0047, new_price=99.6996
2026-06-10 04:57:16.052 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:16.052 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=89.55, direction=-1, price_change=-0.0087, new_price=99.6908
2026-06-10 04:57:16.054 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:16.054 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=56.89, direction=1, price_change=0.0061, new_price=99.6970
2026-06-10 04:57:16.056 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:16.056 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=56.13, direction=1, price_change=0.0057, new_price=99.7027
2026-06-10 04:57:16.059 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:16.059 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=50.46, direction=-1, price_change=-0.0054, new_price=99.6973
2026-06-10 04:57:16.061 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:16.061 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=53.35, direction=-1, price_change=-0.0047, new_price=99.6925
2026-06-10 04:57:16.063 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:16.063 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=110.15, direction=1, price_change=0.0116, new_price=99.7041
2026-06-10 04:57:16.065 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:16.065 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=18.49, direction=-1, price_change=-0.0016, new_price=99.7025
2026-06-10 04:57:16.067 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:16.067 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=97.83, direction=-1, price_change=-0.0095, new_price=99.6930
2026-06-10 04:57:16.069 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.069 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=21.62, direction=-1, price_change=-0.0022, new_price=99.6908
2026-06-10 04:57:16.071 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.071 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=27.92, direction=1, price_change=0.0034, new_price=99.6942
2026-06-10 04:57:16.073 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.073 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=92.87, direction=1, price_change=0.0087, new_price=99.7030
2026-06-10 04:57:16.075 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.075 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=18.11, direction=-1, price_change=-0.0011, new_price=99.7019
2026-06-10 04:57:16.078 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.078 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=78.21, direction=1, price_change=0.0082, new_price=99.7101
2026-06-10 04:57:16.080 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.080 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=31.67, direction=1, price_change=0.0028, new_price=99.7129
2026-06-10 04:57:16.082 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.082 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=100.52, direction=1, price_change=0.0100, new_price=99.7229
2026-06-10 04:57:16.085 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.085 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=100.47, direction=1, price_change=0.0102, new_price=99.7330
2026-06-10 04:57:16.087 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.087 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=74.89, direction=-1, price_change=-0.0078, new_price=99.7253
2026-06-10 04:57:16.089 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.089 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=5.87, direction=1, price_change=0.0011, new_price=99.7263
2026-06-10 04:57:16.091 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.092 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=4.66, direction=-1, price_change=-0.0008, new_price=99.7255
2026-06-10 04:57:16.094 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.094 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=7.51, direction=1, price_change=0.0016, new_price=99.7271
2026-06-10 04:57:16.096 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.096 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=187.55, direction=1, price_change=0.0187, new_price=99.7458
2026-06-10 04:57:16.098 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.098 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=47.33, direction=-1, price_change=-0.0051, new_price=99.7408
2026-06-10 04:57:16.100 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.100 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=126.94, direction=-1, price_change=-0.0123, new_price=99.7285
2026-06-10 04:57:16.103 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.103 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=88.11, direction=-1, price_change=-0.0081, new_price=99.7203
2026-06-10 04:57:16.105 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.105 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=43.81, direction=1, price_change=0.0049, new_price=99.7253
2026-06-10 04:57:16.107 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.107 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=44.17, direction=1, price_change=0.0044, new_price=99.7297
2026-06-10 04:57:16.109 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.110 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=26.22, direction=1, price_change=0.0019, new_price=99.7316
2026-06-10 04:57:16.111 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.112 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=35.70, direction=-1, price_change=-0.0030, new_price=99.7286
2026-06-10 04:57:16.113 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.114 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=16.64, direction=-1, price_change=-0.0016, new_price=99.7270
2026-06-10 04:57:16.115 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.115 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=48.46, direction=1, price_change=0.0053, new_price=99.7323
2026-06-10 04:57:16.118 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.118 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=14.69, direction=-1, price_change=-0.0021, new_price=99.7302
2026-06-10 04:57:16.120 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.120 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=88.01, direction=-1, price_change=-0.0080, new_price=99.7222
2026-06-10 04:57:16.122 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.122 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=13.33, direction=-1, price_change=-0.0010, new_price=99.7212
2026-06-10 04:57:16.124 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.124 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=112.81, direction=-1, price_change=-0.0106, new_price=99.7106
2026-06-10 04:57:16.126 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:16.127 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=5.16, direction=1, price_change=-0.0002, new_price=99.7104
2026-06-10 04:57:16.128 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:16.129 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=244.12, direction=1, price_change=0.0244, new_price=99.7348
2026-06-10 04:57:16.131 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.131 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=132.87, direction=-1, price_change=-0.0131, new_price=99.7216
2026-06-10 04:57:16.133 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.133 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=76.12, direction=-1, price_change=-0.0082, new_price=99.7134
2026-06-10 04:57:16.135 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.135 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=119.54, direction=1, price_change=0.0116, new_price=99.7251
2026-06-10 04:57:16.137 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.137 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=45.74, direction=-1, price_change=-0.0050, new_price=99.7201
2026-06-10 04:57:16.140 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.140 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=9.37, direction=1, price_change=0.0005, new_price=99.7206
2026-06-10 04:57:16.142 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.142 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=162.41, direction=-1, price_change=-0.0165, new_price=99.7041
2026-06-10 04:57:16.144 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.144 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=10.46, direction=-1, price_change=-0.0017, new_price=99.7024
2026-06-10 04:57:16.147 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:16.147 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=11.95, direction=1, price_change=0.0007, new_price=99.7032
2026-06-10 04:57:16.149 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:16.149 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=38.05, direction=-1, price_change=-0.0038, new_price=99.6994
2026-06-10 04:57:16.152 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:16.152 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=27.66, direction=1, price_change=0.0034, new_price=99.7028
2026-06-10 04:57:16.154 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:16.154 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=41.28, direction=1, price_change=0.0040, new_price=99.7068
2026-06-10 04:57:16.157 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:16.157 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=3.35, direction=-1, price_change=-0.0007, new_price=99.7061
2026-06-10 04:57:16.160 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.160 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=6.89, direction=1, price_change=0.0016, new_price=99.7077
2026-06-10 04:57:16.162 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.162 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=30.18, direction=-1, price_change=-0.0021, new_price=99.7056
2026-06-10 04:57:16.165 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.165 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=70.83, direction=1, price_change=0.0074, new_price=99.7130
2026-06-10 04:57:16.167 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.167 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=74.68, direction=1, price_change=0.0077, new_price=99.7207
2026-06-10 04:57:16.170 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.170 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=6.72, direction=1, price_change=0.0014, new_price=99.7221
2026-06-10 04:57:16.172 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.172 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=30.20, direction=-1, price_change=-0.0022, new_price=99.7199
2026-06-10 04:57:16.174 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.175 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=28.29, direction=-1, price_change=-0.0025, new_price=99.7175
2026-06-10 04:57:16.177 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.177 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=8.26, direction=-1, price_change=-0.0013, new_price=99.7162
2026-06-10 04:57:16.179 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.179 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=87.70, direction=1, price_change=0.0080, new_price=99.7242
2026-06-10 04:57:16.181 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.181 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=158.49, direction=-1, price_change=-0.0156, new_price=99.7086
2026-06-10 04:57:16.183 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.183 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=26.56, direction=-1, price_change=-0.0026, new_price=99.7060
2026-06-10 04:57:16.185 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.185 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=68.02, direction=1, price_change=0.0075, new_price=99.7135
2026-06-10 04:57:16.187 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.187 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=12.03, direction=1, price_change=0.0009, new_price=99.7144
2026-06-10 04:57:16.189 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.189 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=47.49, direction=1, price_change=0.0044, new_price=99.7188
2026-06-10 04:57:16.191 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.191 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=163.58, direction=-1, price_change=-0.0160, new_price=99.7028
2026-06-10 04:57:16.193 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.194 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=83.26, direction=-1, price_change=-0.0085, new_price=99.6943
2026-06-10 04:57:16.195 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.196 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=11.42, direction=-1, price_change=-0.0010, new_price=99.6933
2026-06-10 04:57:16.198 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.198 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=18.38, direction=-1, price_change=-0.0024, new_price=99.6910
2026-06-10 04:57:16.200 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.200 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=59.13, direction=1, price_change=0.0060, new_price=99.6969
2026-06-10 04:57:16.203 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.203 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=16.88, direction=-1, price_change=-0.0013, new_price=99.6957
2026-06-10 04:57:16.205 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.205 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=67.26, direction=-1, price_change=-0.0066, new_price=99.6891
2026-06-10 04:57:16.207 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.207 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=50.91, direction=1, price_change=0.0050, new_price=99.6941
2026-06-10 04:57:16.209 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.209 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=155.94, direction=-1, price_change=-0.0153, new_price=99.6788
2026-06-10 04:57:16.211 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:16.212 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=44.35, direction=1, price_change=0.0046, new_price=99.6835
2026-06-10 04:57:16.214 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.214 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=26.72, direction=1, price_change=0.0026, new_price=99.6861
2026-06-10 04:57:16.215 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.216 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=95.41, direction=-1, price_change=-0.0094, new_price=99.6767
2026-06-10 04:57:16.218 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.218 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=6.98, direction=-1, price_change=0.0000, new_price=99.6767
2026-06-10 04:57:16.220 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:16.220 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=5.86, direction=-1, price_change=-0.0011, new_price=99.6756
2026-06-10 04:57:16.222 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.222 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=161.77, direction=-1, price_change=-0.0164, new_price=99.6592
2026-06-10 04:57:16.224 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:16.224 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=12.23, direction=1, price_change=0.0009, new_price=99.6601
2026-06-10 04:57:16.226 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:16.226 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=58.27, direction=1, price_change=0.0050, new_price=99.6652
2026-06-10 04:57:16.229 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.229 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=41.67, direction=-1, price_change=-0.0040, new_price=99.6612
2026-06-10 04:57:16.230 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:16.231 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=82.55, direction=1, price_change=0.0079, new_price=99.6691
2026-06-10 04:57:16.233 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:16.233 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=62.41, direction=1, price_change=0.0061, new_price=99.6752
2026-06-10 04:57:16.235 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:16.235 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=34.29, direction=-1, price_change=-0.0036, new_price=99.6716
2026-06-10 04:57:16.237 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:16.237 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=19.92, direction=1, price_change=0.0033, new_price=99.6749
2026-06-10 04:57:16.239 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:16.239 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=42.09, direction=1, price_change=0.0039, new_price=99.6789
2026-06-10 04:57:16.241 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:16.241 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=23.38, direction=1, price_change=0.0023, new_price=99.6812
2026-06-10 04:57:16.243 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:16.244 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=41.54, direction=-1, price_change=-0.0051, new_price=99.6760
2026-06-10 04:57:16.246 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:16.246 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=88.10, direction=1, price_change=0.0087, new_price=99.6848
2026-06-10 04:57:16.248 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:16.248 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=80.61, direction=1, price_change=0.0092, new_price=99.6940
2026-06-10 04:57:16.251 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.251 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=137.93, direction=1, price_change=0.0132, new_price=99.7072
2026-06-10 04:57:16.253 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.253 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=63.08, direction=-1, price_change=-0.0060, new_price=99.7012
2026-06-10 04:57:16.255 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.255 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=131.48, direction=-1, price_change=-0.0136, new_price=99.6876
2026-06-10 04:57:16.257 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.257 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=142.02, direction=1, price_change=0.0138, new_price=99.7014
2026-06-10 04:57:16.259 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.259 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=34.56, direction=1, price_change=0.0037, new_price=99.7052
2026-06-10 04:57:16.262 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:16.262 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=86.76, direction=1, price_change=0.0089, new_price=99.7141
2026-06-10 04:57:16.265 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:16.265 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=27.15, direction=1, price_change=0.0027, new_price=99.7168
2026-06-10 04:57:16.267 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.267 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=77.62, direction=1, price_change=0.0088, new_price=99.7255
2026-06-10 04:57:16.269 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.269 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=19.22, direction=1, price_change=0.0023, new_price=99.7278
2026-06-10 04:57:16.271 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.272 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=6.93, direction=1, price_change=0.0012, new_price=99.7290
2026-06-10 04:57:16.274 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.274 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=16.26, direction=1, price_change=0.0021, new_price=99.7311
2026-06-10 04:57:16.276 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.276 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=123.00, direction=-1, price_change=-0.0128, new_price=99.7183
2026-06-10 04:57:16.278 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.278 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=72.22, direction=-1, price_change=-0.0074, new_price=99.7109
2026-06-10 04:57:16.280 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.280 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=40.97, direction=1, price_change=0.0034, new_price=99.7143
2026-06-10 04:57:16.282 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.282 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=56.71, direction=1, price_change=0.0056, new_price=99.7199
2026-06-10 04:57:16.284 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.284 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=32.04, direction=1, price_change=0.0029, new_price=99.7228
2026-06-10 04:57:16.286 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.287 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=16.73, direction=1, price_change=0.0018, new_price=99.7245
2026-06-10 04:57:16.288 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.288 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=9.31, direction=1, price_change=0.0010, new_price=99.7256
2026-06-10 04:57:16.290 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.291 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=34.77, direction=1, price_change=0.0026, new_price=99.7281
2026-06-10 04:57:16.292 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.293 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=119.55, direction=1, price_change=0.0119, new_price=99.7400
2026-06-10 04:57:16.294 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.295 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=77.51, direction=1, price_change=0.0076, new_price=99.7476
2026-06-10 04:57:16.296 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.297 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=21.62, direction=-1, price_change=-0.0022, new_price=99.7454
2026-06-10 04:57:16.299 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.299 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=34.40, direction=1, price_change=0.0026, new_price=99.7480
2026-06-10 04:57:16.301 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.301 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=24.06, direction=1, price_change=0.0025, new_price=99.7505
2026-06-10 04:57:16.303 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.304 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=41.76, direction=-1, price_change=-0.0048, new_price=99.7457
2026-06-10 04:57:16.306 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.306 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=71.96, direction=1, price_change=0.0078, new_price=99.7535
2026-06-10 04:57:16.308 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.308 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=35.74, direction=1, price_change=0.0036, new_price=99.7572
2026-06-10 04:57:16.310 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.310 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=104.02, direction=-1, price_change=-0.0101, new_price=99.7471
2026-06-10 04:57:16.312 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.312 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=50.44, direction=1, price_change=0.0047, new_price=99.7518
2026-06-10 04:57:16.315 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.315 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=101.34, direction=1, price_change=0.0106, new_price=99.7624
2026-06-10 04:57:16.317 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.317 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=36.31, direction=1, price_change=0.0035, new_price=99.7659
2026-06-10 04:57:16.319 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.319 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=48.02, direction=-1, price_change=-0.0041, new_price=99.7619
2026-06-10 04:57:16.321 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.321 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=6.30, direction=-1, price_change=-0.0013, new_price=99.7605
2026-06-10 04:57:16.323 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.324 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=43.94, direction=-1, price_change=-0.0048, new_price=99.7557
2026-06-10 04:57:16.325 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:16.325 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=29.85, direction=1, price_change=0.0031, new_price=99.7588
2026-06-10 04:57:16.328 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.328 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=44.48, direction=-1, price_change=-0.0044, new_price=99.7544
2026-06-10 04:57:16.330 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.330 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=14.74, direction=1, price_change=0.0021, new_price=99.7565
2026-06-10 04:57:16.332 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.332 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=167.40, direction=1, price_change=0.0173, new_price=99.7738
2026-06-10 04:57:16.335 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.335 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=10.29, direction=1, price_change=0.0008, new_price=99.7746
2026-06-10 04:57:16.337 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.337 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=41.80, direction=1, price_change=0.0042, new_price=99.7788
2026-06-10 04:57:16.339 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.339 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=8.48, direction=-1, price_change=-0.0005, new_price=99.7783
2026-06-10 04:57:16.341 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.341 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=23.33, direction=-1, price_change=-0.0029, new_price=99.7754
2026-06-10 04:57:16.343 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.343 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=75.28, direction=1, price_change=0.0073, new_price=99.7827
2026-06-10 04:57:16.346 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.347 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=83.23, direction=1, price_change=0.0086, new_price=99.7913
2026-06-10 04:57:16.350 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.350 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=18.82, direction=1, price_change=0.0022, new_price=99.7935
2026-06-10 04:57:16.353 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.353 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=46.99, direction=1, price_change=0.0056, new_price=99.7991
2026-06-10 04:57:16.356 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.356 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=28.63, direction=1, price_change=0.0034, new_price=99.8026
2026-06-10 04:57:16.358 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.358 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=70.83, direction=-1, price_change=-0.0071, new_price=99.7954
2026-06-10 04:57:16.361 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.361 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=49.22, direction=-1, price_change=-0.0054, new_price=99.7901
2026-06-10 04:57:16.363 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.364 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=162.21, direction=1, price_change=0.0162, new_price=99.8062
2026-06-10 04:57:16.366 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.366 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=29.57, direction=-1, price_change=-0.0027, new_price=99.8035
2026-06-10 04:57:16.369 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.369 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=8.12, direction=-1, price_change=-0.0006, new_price=99.8030
2026-06-10 04:57:16.371 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.371 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=30.50, direction=-1, price_change=-0.0039, new_price=99.7990
2026-06-10 04:57:16.374 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.374 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=37.28, direction=-1, price_change=-0.0040, new_price=99.7951
2026-06-10 04:57:16.376 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.376 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=79.23, direction=1, price_change=0.0079, new_price=99.8030
2026-06-10 04:57:16.378 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.379 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=12.53, direction=-1, price_change=-0.0006, new_price=99.8024
2026-06-10 04:57:16.381 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.381 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=42.64, direction=1, price_change=0.0043, new_price=99.8067
2026-06-10 04:57:16.383 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.384 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=37.03, direction=1, price_change=0.0040, new_price=99.8107
2026-06-10 04:57:16.386 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:16.386 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=113.08, direction=-1, price_change=-0.0117, new_price=99.7990
2026-06-10 04:57:16.388 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:16.388 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=62.72, direction=-1, price_change=-0.0067, new_price=99.7924
2026-06-10 04:57:16.390 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:16.390 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=8.10, direction=1, price_change=-0.0005, new_price=99.7919
2026-06-10 04:57:16.392 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:16.392 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=42.43, direction=1, price_change=0.0039, new_price=99.7958
2026-06-10 04:57:16.394 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:16.395 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=7.82, direction=-1, price_change=-0.0014, new_price=99.7944
2026-06-10 04:57:16.397 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:16.397 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=149.59, direction=1, price_change=0.0151, new_price=99.8096
2026-06-10 04:57:16.399 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:16.399 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=14.02, direction=-1, price_change=-0.0025, new_price=99.8071
2026-06-10 04:57:16.401 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:16.401 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=370.22, direction=1, price_change=0.0373, new_price=99.8444
2026-06-10 04:57:16.403 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.403 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=57.82, direction=-1, price_change=-0.0054, new_price=99.8390
2026-06-10 04:57:16.405 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.405 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=47.68, direction=1, price_change=0.0046, new_price=99.8436
2026-06-10 04:57:16.408 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.408 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=29.09, direction=-1, price_change=-0.0025, new_price=99.8410
2026-06-10 04:57:16.410 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.410 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=61.62, direction=1, price_change=0.0068, new_price=99.8478
2026-06-10 04:57:16.412 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.412 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=142.12, direction=1, price_change=0.0139, new_price=99.8617
2026-06-10 04:57:16.414 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.414 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=151.20, direction=-1, price_change=-0.0148, new_price=99.8468
2026-06-10 04:57:16.416 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.417 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=30.34, direction=-1, price_change=-0.0030, new_price=99.8439
2026-06-10 04:57:16.418 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.418 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=21.40, direction=-1, price_change=-0.0026, new_price=99.8413
2026-06-10 04:57:16.420 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.421 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=22.46, direction=-1, price_change=-0.0029, new_price=99.8384
2026-06-10 04:57:16.423 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.423 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=13.69, direction=1, price_change=0.0007, new_price=99.8390
2026-06-10 04:57:16.425 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.425 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=44.75, direction=1, price_change=0.0049, new_price=99.8439
2026-06-10 04:57:16.427 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.427 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=43.97, direction=-1, price_change=-0.0034, new_price=99.8405
2026-06-10 04:57:16.429 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.429 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=98.46, direction=1, price_change=0.0103, new_price=99.8509
2026-06-10 04:57:16.431 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.431 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=13.98, direction=-1, price_change=-0.0019, new_price=99.8490
2026-06-10 04:57:16.433 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.433 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=102.08, direction=1, price_change=0.0098, new_price=99.8589
2026-06-10 04:57:16.435 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.435 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=11.11, direction=-1, price_change=-0.0006, new_price=99.8582
2026-06-10 04:57:16.437 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.437 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=55.69, direction=1, price_change=0.0050, new_price=99.8632
2026-06-10 04:57:16.439 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.439 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=10.23, direction=-1, price_change=-0.0012, new_price=99.8621
2026-06-10 04:57:16.441 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.441 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=2.62, direction=-1, price_change=-0.0001, new_price=99.8620
2026-06-10 04:57:16.443 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.443 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=40.24, direction=-1, price_change=-0.0041, new_price=99.8579
2026-06-10 04:57:16.446 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.446 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=47.28, direction=-1, price_change=-0.0041, new_price=99.8538
2026-06-10 04:57:16.448 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.448 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=22.58, direction=1, price_change=0.0020, new_price=99.8558
2026-06-10 04:57:16.450 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.450 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=89.56, direction=-1, price_change=-0.0093, new_price=99.8465
2026-06-10 04:57:16.452 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.452 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=151.87, direction=-1, price_change=-0.0149, new_price=99.8316
2026-06-10 04:57:16.454 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.455 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=29.44, direction=1, price_change=0.0032, new_price=99.8348
2026-06-10 04:57:16.456 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.457 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=135.30, direction=1, price_change=0.0141, new_price=99.8489
2026-06-10 04:57:16.459 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.459 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=33.18, direction=1, price_change=0.0027, new_price=99.8516
2026-06-10 04:57:16.461 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.461 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=111.57, direction=-1, price_change=-0.0124, new_price=99.8392
2026-06-10 04:57:16.463 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.463 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=66.74, direction=1, price_change=0.0077, new_price=99.8469
2026-06-10 04:57:16.465 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.465 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=67.40, direction=-1, price_change=-0.0063, new_price=99.8406
2026-06-10 04:57:16.467 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.467 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=14.99, direction=1, price_change=0.0021, new_price=99.8427
2026-06-10 04:57:16.469 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.469 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=97.93, direction=1, price_change=0.0097, new_price=99.8524
2026-06-10 04:57:16.471 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.472 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=121.38, direction=1, price_change=0.0125, new_price=99.8650
2026-06-10 04:57:16.474 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.474 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=48.78, direction=1, price_change=0.0060, new_price=99.8710
2026-06-10 04:57:16.476 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:16.476 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=18.97, direction=1, price_change=0.0027, new_price=99.8737
2026-06-10 04:57:16.478 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:16.478 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=10.26, direction=-1, price_change=-0.0013, new_price=99.8724
2026-06-10 04:57:16.481 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:16.481 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=87.51, direction=1, price_change=0.0092, new_price=99.8816
2026-06-10 04:57:16.483 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:16.483 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=32.99, direction=1, price_change=0.0030, new_price=99.8847
2026-06-10 04:57:16.485 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:16.485 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=112.89, direction=-1, price_change=-0.0108, new_price=99.8739
2026-06-10 04:57:16.487 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.487 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=31.47, direction=1, price_change=0.0032, new_price=99.8771
2026-06-10 04:57:16.490 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.490 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=72.54, direction=-1, price_change=-0.0069, new_price=99.8701
2026-06-10 04:57:16.492 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.492 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=93.75, direction=1, price_change=0.0094, new_price=99.8795
2026-06-10 04:57:16.495 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.495 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=61.42, direction=1, price_change=0.0055, new_price=99.8851
2026-06-10 04:57:16.497 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.497 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=19.90, direction=1, price_change=0.0020, new_price=99.8871
2026-06-10 04:57:16.499 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.499 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=90.19, direction=1, price_change=0.0096, new_price=99.8966
2026-06-10 04:57:16.502 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.502 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=3.73, direction=-1, price_change=-0.0002, new_price=99.8964
2026-06-10 04:57:16.505 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.505 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=23.10, direction=-1, price_change=-0.0025, new_price=99.8939
2026-06-10 04:57:16.507 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.507 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=30.57, direction=-1, price_change=-0.0025, new_price=99.8915
2026-06-10 04:57:16.509 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.510 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=153.55, direction=-1, price_change=-0.0149, new_price=99.8765
2026-06-10 04:57:16.512 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.512 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=77.21, direction=1, price_change=0.0075, new_price=99.8840
2026-06-10 04:57:16.515 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.515 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=8.66, direction=-1, price_change=-0.0019, new_price=99.8822
2026-06-10 04:57:16.517 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.517 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=11.12, direction=1, price_change=0.0011, new_price=99.8832
2026-06-10 04:57:16.519 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.519 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=60.32, direction=-1, price_change=-0.0072, new_price=99.8760
2026-06-10 04:57:16.521 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.521 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=101.35, direction=1, price_change=0.0107, new_price=99.8867
2026-06-10 04:57:16.524 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.524 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=38.69, direction=-1, price_change=-0.0042, new_price=99.8825
2026-06-10 04:57:16.526 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.526 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=19.35, direction=-1, price_change=-0.0007, new_price=99.8817
2026-06-10 04:57:16.528 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.528 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=37.72, direction=-1, price_change=-0.0033, new_price=99.8784
2026-06-10 04:57:16.530 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.530 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=175.21, direction=1, price_change=0.0177, new_price=99.8961
2026-06-10 04:57:16.532 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.532 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=86.67, direction=-1, price_change=-0.0081, new_price=99.8880
2026-06-10 04:57:16.534 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.534 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=68.89, direction=-1, price_change=-0.0075, new_price=99.8805
2026-06-10 04:57:16.536 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.536 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=21.68, direction=-1, price_change=-0.0022, new_price=99.8783
2026-06-10 04:57:16.538 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.538 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=140.56, direction=-1, price_change=-0.0142, new_price=99.8641
2026-06-10 04:57:16.541 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.541 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=9.17, direction=1, price_change=0.0014, new_price=99.8655
2026-06-10 04:57:16.543 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.543 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=103.69, direction=-1, price_change=-0.0106, new_price=99.8549
2026-06-10 04:57:16.545 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.545 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=80.90, direction=-1, price_change=-0.0076, new_price=99.8473
2026-06-10 04:57:16.548 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.548 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=54.36, direction=-1, price_change=-0.0048, new_price=99.8425
2026-06-10 04:57:16.550 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.550 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=15.35, direction=-1, price_change=-0.0013, new_price=99.8412
2026-06-10 04:57:16.552 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.553 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=14.63, direction=1, price_change=0.0008, new_price=99.8420
2026-06-10 04:57:16.555 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.555 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=131.27, direction=1, price_change=0.0128, new_price=99.8548
2026-06-10 04:57:16.557 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.557 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=42.05, direction=-1, price_change=-0.0047, new_price=99.8502
2026-06-10 04:57:16.560 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.560 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=56.37, direction=-1, price_change=-0.0057, new_price=99.8445
2026-06-10 04:57:16.564 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.564 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=50.35, direction=-1, price_change=-0.0057, new_price=99.8388
2026-06-10 04:57:16.566 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.566 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=34.18, direction=1, price_change=0.0033, new_price=99.8421
2026-06-10 04:57:16.569 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.569 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=20.40, direction=1, price_change=0.0023, new_price=99.8444
2026-06-10 04:57:16.571 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.572 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=8.33, direction=1, price_change=0.0012, new_price=99.8456
2026-06-10 04:57:16.574 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.574 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=74.10, direction=1, price_change=0.0070, new_price=99.8526
2026-06-10 04:57:16.576 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.577 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=75.38, direction=1, price_change=0.0079, new_price=99.8605
2026-06-10 04:57:16.579 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.579 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=146.84, direction=-1, price_change=-0.0149, new_price=99.8456
2026-06-10 04:57:16.581 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:16.581 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=27.40, direction=-1, price_change=-0.0025, new_price=99.8431
2026-06-10 04:57:16.584 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:16.584 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=13.34, direction=-1, price_change=-0.0015, new_price=99.8416
2026-06-10 04:57:16.586 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:16.586 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=5.40, direction=-1, price_change=-0.0003, new_price=99.8412
2026-06-10 04:57:16.588 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:16.588 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=21.20, direction=-1, price_change=-0.0020, new_price=99.8393
2026-06-10 04:57:16.590 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:16.590 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=48.35, direction=1, price_change=0.0052, new_price=99.8445
2026-06-10 04:57:16.592 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:16.592 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=59.50, direction=1, price_change=0.0064, new_price=99.8508
2026-06-10 04:57:16.594 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:16.594 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=27.20, direction=-1, price_change=-0.0028, new_price=99.8480
2026-06-10 04:57:16.596 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.597 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=128.02, direction=-1, price_change=-0.0133, new_price=99.8347
2026-06-10 04:57:16.599 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:16.599 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=8.15, direction=1, price_change=0.0004, new_price=99.8352
2026-06-10 04:57:16.601 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:16.601 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=34.77, direction=-1, price_change=-0.0037, new_price=99.8314
2026-06-10 04:57:16.603 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:16.604 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=123.55, direction=1, price_change=0.0122, new_price=99.8436
2026-06-10 04:57:16.606 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:16.606 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=18.50, direction=-1, price_change=-0.0027, new_price=99.8409
2026-06-10 04:57:16.608 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:16.608 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=135.63, direction=-1, price_change=-0.0123, new_price=99.8286
2026-06-10 04:57:16.610 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.610 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=70.72, direction=-1, price_change=-0.0073, new_price=99.8213
2026-06-10 04:57:16.612 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.613 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=23.64, direction=-1, price_change=-0.0035, new_price=99.8179
2026-06-10 04:57:16.615 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.615 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=65.36, direction=-1, price_change=-0.0070, new_price=99.8108
2026-06-10 04:57:16.617 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.617 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=20.55, direction=-1, price_change=-0.0026, new_price=99.8082
2026-06-10 04:57:16.619 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.619 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=13.82, direction=1, price_change=0.0012, new_price=99.8095
2026-06-10 04:57:16.621 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.621 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=79.84, direction=1, price_change=0.0080, new_price=99.8175
2026-06-10 04:57:16.623 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.624 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=46.60, direction=-1, price_change=-0.0033, new_price=99.8142
2026-06-10 04:57:16.626 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.626 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=28.38, direction=1, price_change=0.0029, new_price=99.8171
2026-06-10 04:57:16.628 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.628 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=16.79, direction=-1, price_change=-0.0014, new_price=99.8157
2026-06-10 04:57:16.630 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.630 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=153.45, direction=-1, price_change=-0.0158, new_price=99.7999
2026-06-10 04:57:16.632 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.632 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=17.01, direction=-1, price_change=-0.0018, new_price=99.7981
2026-06-10 04:57:16.635 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.635 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=44.40, direction=-1, price_change=-0.0042, new_price=99.7939
2026-06-10 04:57:16.637 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.637 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=13.15, direction=-1, price_change=-0.0009, new_price=99.7931
2026-06-10 04:57:16.639 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.639 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=54.28, direction=1, price_change=0.0055, new_price=99.7986
2026-06-10 04:57:16.641 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.641 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=17.95, direction=-1, price_change=-0.0016, new_price=99.7970
2026-06-10 04:57:16.643 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.644 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=94.88, direction=-1, price_change=-0.0096, new_price=99.7874
2026-06-10 04:57:16.646 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:16.646 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=31.15, direction=-1, price_change=-0.0038, new_price=99.7836
2026-06-10 04:57:16.648 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:16.648 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=77.20, direction=-1, price_change=-0.0079, new_price=99.7757
2026-06-10 04:57:16.650 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:16.650 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=52.63, direction=1, price_change=0.0043, new_price=99.7800
2026-06-10 04:57:16.653 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.653 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=47.85, direction=1, price_change=0.0040, new_price=99.7840
2026-06-10 04:57:16.655 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.655 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=51.38, direction=1, price_change=0.0051, new_price=99.7891
2026-06-10 04:57:16.657 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.657 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=70.81, direction=-1, price_change=-0.0071, new_price=99.7820
2026-06-10 04:57:16.659 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.659 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=27.05, direction=1, price_change=0.0030, new_price=99.7850
2026-06-10 04:57:16.661 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.661 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=67.31, direction=1, price_change=0.0062, new_price=99.7912
2026-06-10 04:57:16.664 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.664 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=132.77, direction=-1, price_change=-0.0136, new_price=99.7776
2026-06-10 04:57:16.666 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:16.666 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=19.81, direction=1, price_change=0.0015, new_price=99.7791
2026-06-10 04:57:16.668 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:16.668 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=8.93, direction=1, price_change=0.0004, new_price=99.7796
2026-06-10 04:57:16.670 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:16.670 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=22.75, direction=1, price_change=0.0023, new_price=99.7819
2026-06-10 04:57:16.673 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:16.673 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=45.48, direction=-1, price_change=-0.0043, new_price=99.7776
2026-06-10 04:57:16.675 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:16.675 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=87.04, direction=1, price_change=0.0089, new_price=99.7865
2026-06-10 04:57:16.678 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:16.678 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=17.33, direction=-1, price_change=-0.0013, new_price=99.7851
2026-06-10 04:57:16.680 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:16.680 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=49.70, direction=-1, price_change=-0.0053, new_price=99.7798
2026-06-10 04:57:16.682 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:16.682 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=129.93, direction=1, price_change=0.0118, new_price=99.7916
2026-06-10 04:57:16.685 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.685 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=145.61, direction=1, price_change=0.0154, new_price=99.8070
2026-06-10 04:57:16.687 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:16.688 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=30.60, direction=-1, price_change=-0.0026, new_price=99.8044
2026-06-10 04:57:16.690 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.690 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=13.34, direction=1, price_change=0.0012, new_price=99.8056
2026-06-10 04:57:16.694 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.694 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=169.72, direction=-1, price_change=-0.0167, new_price=99.7889
2026-06-10 04:57:16.697 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:16.697 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=139.24, direction=1, price_change=0.0137, new_price=99.8026
2026-06-10 04:57:16.699 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:16.700 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=91.42, direction=1, price_change=0.0084, new_price=99.8110
2026-06-10 04:57:16.702 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:16.703 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=15.91, direction=1, price_change=0.0016, new_price=99.8126
2026-06-10 04:57:16.705 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:16.705 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=13.93, direction=1, price_change=0.0015, new_price=99.8141
2026-06-10 04:57:16.708 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:16.708 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=17.14, direction=1, price_change=0.0015, new_price=99.8156
2026-06-10 04:57:16.711 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:16.712 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=43.55, direction=-1, price_change=-0.0046, new_price=99.8110
2026-06-10 04:57:16.715 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:16.715 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=85.83, direction=1, price_change=0.0093, new_price=99.8203
2026-06-10 04:57:16.717 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:16.717 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=27.72, direction=1, price_change=0.0021, new_price=99.8225
2026-06-10 04:57:16.719 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.719 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=58.67, direction=1, price_change=0.0059, new_price=99.8284
2026-06-10 04:57:16.721 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.722 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=52.52, direction=-1, price_change=-0.0048, new_price=99.8236
2026-06-10 04:57:16.724 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.724 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=39.30, direction=-1, price_change=-0.0036, new_price=99.8200
2026-06-10 04:57:16.726 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.726 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=25.57, direction=1, price_change=0.0024, new_price=99.8225
2026-06-10 04:57:16.728 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.728 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=134.07, direction=-1, price_change=-0.0141, new_price=99.8083
2026-06-10 04:57:16.731 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.731 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=56.05, direction=1, price_change=0.0064, new_price=99.8147
2026-06-10 04:57:16.733 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.733 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=6.39, direction=1, price_change=0.0004, new_price=99.8151
2026-06-10 04:57:16.735 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.735 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=42.34, direction=-1, price_change=-0.0046, new_price=99.8104
2026-06-10 04:57:16.737 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.738 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=48.25, direction=1, price_change=0.0046, new_price=99.8150
2026-06-10 04:57:16.740 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.740 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=8.82, direction=-1, price_change=-0.0003, new_price=99.8147
2026-06-10 04:57:16.742 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.742 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=59.39, direction=-1, price_change=-0.0062, new_price=99.8086
2026-06-10 04:57:16.744 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.744 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=14.94, direction=1, price_change=0.0016, new_price=99.8102
2026-06-10 04:57:16.746 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.746 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=5.14, direction=-1, price_change=-0.0007, new_price=99.8094
2026-06-10 04:57:16.748 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.748 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=15.76, direction=-1, price_change=-0.0013, new_price=99.8081
2026-06-10 04:57:16.750 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.750 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=100.08, direction=-1, price_change=-0.0101, new_price=99.7980
2026-06-10 04:57:16.753 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.753 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=12.71, direction=1, price_change=0.0016, new_price=99.7996
2026-06-10 04:57:16.756 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.756 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=60.18, direction=1, price_change=0.0067, new_price=99.8062
2026-06-10 04:57:16.758 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.758 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=21.04, direction=-1, price_change=-0.0025, new_price=99.8037
2026-06-10 04:57:16.761 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.761 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=25.46, direction=1, price_change=0.0021, new_price=99.8059
2026-06-10 04:57:16.764 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.764 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=100.41, direction=-1, price_change=-0.0103, new_price=99.7955
2026-06-10 04:57:16.766 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.766 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=50.50, direction=-1, price_change=-0.0048, new_price=99.7907
2026-06-10 04:57:16.768 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.769 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=37.93, direction=-1, price_change=-0.0036, new_price=99.7871
2026-06-10 04:57:16.771 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.771 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=49.95, direction=1, price_change=0.0041, new_price=99.7913
2026-06-10 04:57:16.774 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.774 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=98.08, direction=1, price_change=0.0095, new_price=99.8008
2026-06-10 04:57:16.776 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.776 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=42.22, direction=1, price_change=0.0041, new_price=99.8049
2026-06-10 04:57:16.779 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.779 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=19.60, direction=1, price_change=0.0012, new_price=99.8061
2026-06-10 04:57:16.781 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.782 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=42.64, direction=-1, price_change=-0.0040, new_price=99.8021
2026-06-10 04:57:16.784 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.784 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=108.85, direction=-1, price_change=-0.0107, new_price=99.7915
2026-06-10 04:57:16.786 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.786 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=12.92, direction=1, price_change=0.0012, new_price=99.7927
2026-06-10 04:57:16.788 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.788 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=49.56, direction=-1, price_change=-0.0056, new_price=99.7871
2026-06-10 04:57:16.790 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.790 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=64.26, direction=-1, price_change=-0.0060, new_price=99.7811
2026-06-10 04:57:16.792 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.792 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=104.01, direction=-1, price_change=-0.0103, new_price=99.7707
2026-06-10 04:57:16.794 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.794 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=11.42, direction=-1, price_change=-0.0012, new_price=99.7695
2026-06-10 04:57:16.796 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.796 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=159.64, direction=-1, price_change=-0.0159, new_price=99.7536
2026-06-10 04:57:16.798 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.798 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=2.98, direction=1, price_change=-0.0004, new_price=99.7532
2026-06-10 04:57:16.800 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.800 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=45.00, direction=1, price_change=0.0041, new_price=99.7572
2026-06-10 04:57:16.803 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.803 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=27.56, direction=1, price_change=0.0028, new_price=99.7601
2026-06-10 04:57:16.804 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.804 | INFO     | __main__:run_simulation:40 - Simulated 9000/10000 trades. Current price: 99.76
2026-06-10 04:57:16.805 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=9.37, direction=-1, price_change=-0.0016, new_price=99.7585
2026-06-10 04:57:16.807 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.807 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=11.28, direction=1, price_change=0.0016, new_price=99.7601
2026-06-10 04:57:16.809 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:16.809 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=21.26, direction=1, price_change=0.0031, new_price=99.7631
2026-06-10 04:57:16.811 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.811 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=50.04, direction=-1, price_change=-0.0047, new_price=99.7584
2026-06-10 04:57:16.813 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.813 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=95.73, direction=1, price_change=0.0095, new_price=99.7679
2026-06-10 04:57:16.816 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.816 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=42.03, direction=-1, price_change=-0.0049, new_price=99.7630
2026-06-10 04:57:16.818 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.818 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=82.16, direction=1, price_change=0.0078, new_price=99.7708
2026-06-10 04:57:16.819 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.820 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=61.10, direction=1, price_change=0.0060, new_price=99.7768
2026-06-10 04:57:16.821 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.822 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=8.29, direction=-1, price_change=-0.0019, new_price=99.7749
2026-06-10 04:57:16.824 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.824 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=7.15, direction=1, price_change=0.0005, new_price=99.7754
2026-06-10 04:57:16.826 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.826 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=37.04, direction=1, price_change=0.0029, new_price=99.7784
2026-06-10 04:57:16.829 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.829 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=96.66, direction=1, price_change=0.0103, new_price=99.7886
2026-06-10 04:57:16.830 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.831 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=82.93, direction=1, price_change=0.0085, new_price=99.7971
2026-06-10 04:57:16.833 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.833 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=86.06, direction=-1, price_change=-0.0085, new_price=99.7887
2026-06-10 04:57:16.835 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.835 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=18.63, direction=-1, price_change=-0.0012, new_price=99.7875
2026-06-10 04:57:16.837 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.837 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=39.47, direction=-1, price_change=-0.0044, new_price=99.7831
2026-06-10 04:57:16.839 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.839 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=53.45, direction=1, price_change=0.0057, new_price=99.7888
2026-06-10 04:57:16.842 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:16.842 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=32.21, direction=-1, price_change=-0.0029, new_price=99.7859
2026-06-10 04:57:16.844 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:16.844 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=113.05, direction=1, price_change=0.0120, new_price=99.7978
2026-06-10 04:57:16.846 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:16.846 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=47.51, direction=-1, price_change=-0.0039, new_price=99.7939
2026-06-10 04:57:16.848 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:16.848 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=58.40, direction=-1, price_change=-0.0053, new_price=99.7886
2026-06-10 04:57:16.851 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:16.851 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=18.40, direction=-1, price_change=-0.0023, new_price=99.7864
2026-06-10 04:57:16.853 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:16.853 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=10.64, direction=1, price_change=0.0007, new_price=99.7871
2026-06-10 04:57:16.855 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:16.855 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=18.56, direction=1, price_change=0.0020, new_price=99.7891
2026-06-10 04:57:16.857 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:16.857 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=35.23, direction=1, price_change=0.0033, new_price=99.7924
2026-06-10 04:57:16.859 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:16.860 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=20.88, direction=-1, price_change=-0.0028, new_price=99.7896
2026-06-10 04:57:16.862 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:16.862 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=23.63, direction=-1, price_change=-0.0027, new_price=99.7870
2026-06-10 04:57:16.864 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:16.864 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=62.48, direction=1, price_change=0.0052, new_price=99.7922
2026-06-10 04:57:16.866 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:16.866 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=62.85, direction=1, price_change=0.0067, new_price=99.7989
2026-06-10 04:57:16.868 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:16.868 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=72.26, direction=-1, price_change=-0.0057, new_price=99.7931
2026-06-10 04:57:16.871 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:16.871 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=16.14, direction=-1, price_change=-0.0015, new_price=99.7916
2026-06-10 04:57:16.873 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:16.873 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=176.33, direction=-1, price_change=-0.0178, new_price=99.7737
2026-06-10 04:57:16.875 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:16.876 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=55.21, direction=1, price_change=0.0044, new_price=99.7782
2026-06-10 04:57:16.878 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:16.878 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=42.50, direction=1, price_change=0.0039, new_price=99.7821
2026-06-10 04:57:16.880 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:16.880 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=54.63, direction=-1, price_change=-0.0051, new_price=99.7770
2026-06-10 04:57:16.882 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:16.882 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=59.32, direction=-1, price_change=-0.0057, new_price=99.7713
2026-06-10 04:57:16.885 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:16.885 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=5.84, direction=1, price_change=0.0005, new_price=99.7718
2026-06-10 04:57:16.887 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:16.887 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=24.49, direction=-1, price_change=-0.0020, new_price=99.7697
2026-06-10 04:57:16.889 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:16.889 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=16.95, direction=-1, price_change=-0.0022, new_price=99.7676
2026-06-10 04:57:16.891 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:16.891 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=30.96, direction=-1, price_change=-0.0029, new_price=99.7647
2026-06-10 04:57:16.893 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:16.893 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=13.11, direction=1, price_change=0.0019, new_price=99.7666
2026-06-10 04:57:16.895 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:16.895 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=68.53, direction=1, price_change=0.0074, new_price=99.7740
2026-06-10 04:57:16.898 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:16.898 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=66.02, direction=1, price_change=0.0063, new_price=99.7803
2026-06-10 04:57:16.900 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:16.900 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=14.69, direction=1, price_change=0.0016, new_price=99.7819
2026-06-10 04:57:16.902 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:16.902 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=7.25, direction=-1, price_change=0.0002, new_price=99.7820
2026-06-10 04:57:16.904 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:16.904 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=148.52, direction=1, price_change=0.0149, new_price=99.7969
2026-06-10 04:57:16.907 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:16.907 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=22.53, direction=-1, price_change=-0.0018, new_price=99.7952
2026-06-10 04:57:16.909 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:16.909 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=46.79, direction=-1, price_change=-0.0046, new_price=99.7906
2026-06-10 04:57:16.911 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:16.911 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=95.30, direction=1, price_change=0.0093, new_price=99.7998
2026-06-10 04:57:16.913 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:16.913 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=28.23, direction=1, price_change=0.0033, new_price=99.8031
2026-06-10 04:57:16.915 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:16.915 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=75.82, direction=1, price_change=0.0071, new_price=99.8102
2026-06-10 04:57:16.917 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:16.917 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=56.63, direction=-1, price_change=-0.0064, new_price=99.8039
2026-06-10 04:57:16.920 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:16.920 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=21.09, direction=1, price_change=0.0025, new_price=99.8063
2026-06-10 04:57:16.922 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:16.922 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=189.87, direction=1, price_change=0.0193, new_price=99.8257
2026-06-10 04:57:16.924 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:16.924 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=81.49, direction=-1, price_change=-0.0094, new_price=99.8162
2026-06-10 04:57:16.926 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:16.926 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=22.91, direction=1, price_change=0.0020, new_price=99.8182
2026-06-10 04:57:16.928 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:16.929 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=31.37, direction=1, price_change=0.0022, new_price=99.8204
2026-06-10 04:57:16.930 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:16.930 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=81.04, direction=-1, price_change=-0.0083, new_price=99.8121
2026-06-10 04:57:16.933 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:16.933 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=23.72, direction=-1, price_change=-0.0022, new_price=99.8099
2026-06-10 04:57:16.935 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:16.935 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=31.95, direction=-1, price_change=-0.0037, new_price=99.8062
2026-06-10 04:57:16.937 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:16.938 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=19.71, direction=1, price_change=0.0015, new_price=99.8076
2026-06-10 04:57:16.940 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:16.940 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=41.71, direction=1, price_change=0.0047, new_price=99.8124
2026-06-10 04:57:16.942 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:16.942 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=35.09, direction=-1, price_change=-0.0038, new_price=99.8086
2026-06-10 04:57:16.944 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:16.944 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=47.05, direction=-1, price_change=-0.0049, new_price=99.8036
2026-06-10 04:57:16.947 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:16.947 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=92.56, direction=-1, price_change=-0.0097, new_price=99.7940
2026-06-10 04:57:16.949 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:16.949 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=86.70, direction=-1, price_change=-0.0082, new_price=99.7857
2026-06-10 04:57:16.951 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:16.951 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=70.02, direction=1, price_change=0.0078, new_price=99.7935
2026-06-10 04:57:16.953 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:16.953 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=30.00, direction=-1, price_change=-0.0030, new_price=99.7905
2026-06-10 04:57:16.955 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:16.955 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=65.82, direction=1, price_change=0.0061, new_price=99.7966
2026-06-10 04:57:16.958 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:16.958 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=98.86, direction=1, price_change=0.0100, new_price=99.8066
2026-06-10 04:57:16.960 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:16.960 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=34.06, direction=1, price_change=0.0030, new_price=99.8096
2026-06-10 04:57:16.963 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:16.963 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=20.90, direction=-1, price_change=-0.0016, new_price=99.8080
2026-06-10 04:57:16.966 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:16.966 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=138.33, direction=-1, price_change=-0.0142, new_price=99.7938
2026-06-10 04:57:16.969 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:16.969 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=7.10, direction=1, price_change=0.0011, new_price=99.7949
2026-06-10 04:57:16.971 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:16.971 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=73.79, direction=-1, price_change=-0.0070, new_price=99.7878
2026-06-10 04:57:16.974 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:16.974 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=10.44, direction=-1, price_change=-0.0009, new_price=99.7869
2026-06-10 04:57:16.976 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:16.976 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=22.11, direction=-1, price_change=-0.0016, new_price=99.7853
2026-06-10 04:57:16.979 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:16.979 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=9.03, direction=1, price_change=0.0008, new_price=99.7861
2026-06-10 04:57:16.981 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:16.981 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=10.98, direction=-1, price_change=-0.0007, new_price=99.7854
2026-06-10 04:57:16.984 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:16.984 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=34.44, direction=-1, price_change=-0.0027, new_price=99.7827
2026-06-10 04:57:16.986 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:16.986 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=22.36, direction=1, price_change=0.0020, new_price=99.7846
2026-06-10 04:57:16.989 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:16.989 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=149.25, direction=1, price_change=0.0142, new_price=99.7989
2026-06-10 04:57:16.991 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:16.992 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=31.19, direction=-1, price_change=-0.0030, new_price=99.7959
2026-06-10 04:57:16.994 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:16.994 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=32.73, direction=-1, price_change=-0.0035, new_price=99.7923
2026-06-10 04:57:16.996 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:16.996 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=53.24, direction=-1, price_change=-0.0052, new_price=99.7871
2026-06-10 04:57:16.998 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:16.999 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=29.50, direction=1, price_change=0.0029, new_price=99.7900
2026-06-10 04:57:17.000 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:17.001 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=58.63, direction=1, price_change=0.0058, new_price=99.7958
2026-06-10 04:57:17.003 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.003 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=30.50, direction=1, price_change=0.0032, new_price=99.7990
2026-06-10 04:57:17.005 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:17.005 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=55.72, direction=-1, price_change=-0.0051, new_price=99.7939
2026-06-10 04:57:17.007 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:17.007 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=60.84, direction=1, price_change=0.0052, new_price=99.7991
2026-06-10 04:57:17.009 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:17.009 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=293.96, direction=-1, price_change=-0.0288, new_price=99.7702
2026-06-10 04:57:17.011 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.011 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=19.01, direction=1, price_change=0.0020, new_price=99.7722
2026-06-10 04:57:17.013 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.014 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=39.03, direction=-1, price_change=-0.0037, new_price=99.7685
2026-06-10 04:57:17.016 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.016 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=116.01, direction=-1, price_change=-0.0111, new_price=99.7574
2026-06-10 04:57:17.018 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.018 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=125.45, direction=1, price_change=0.0128, new_price=99.7702
2026-06-10 04:57:17.020 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.020 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=45.71, direction=1, price_change=0.0045, new_price=99.7746
2026-06-10 04:57:17.022 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.022 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=40.07, direction=-1, price_change=-0.0037, new_price=99.7709
2026-06-10 04:57:17.024 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.025 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=113.04, direction=1, price_change=0.0116, new_price=99.7825
2026-06-10 04:57:17.027 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.027 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=99.37, direction=1, price_change=0.0103, new_price=99.7928
2026-06-10 04:57:17.029 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.029 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=33.63, direction=-1, price_change=-0.0038, new_price=99.7890
2026-06-10 04:57:17.031 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.031 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=35.66, direction=1, price_change=0.0037, new_price=99.7928
2026-06-10 04:57:17.033 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.033 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=24.67, direction=1, price_change=0.0028, new_price=99.7956
2026-06-10 04:57:17.036 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.036 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=26.87, direction=1, price_change=0.0026, new_price=99.7982
2026-06-10 04:57:17.038 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.038 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=6.00, direction=-1, price_change=-0.0001, new_price=99.7981
2026-06-10 04:57:17.040 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.040 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=97.70, direction=1, price_change=0.0097, new_price=99.8079
2026-06-10 04:57:17.043 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.043 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=123.91, direction=1, price_change=0.0129, new_price=99.8208
2026-06-10 04:57:17.045 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.045 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=44.92, direction=1, price_change=0.0044, new_price=99.8252
2026-06-10 04:57:17.047 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.047 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=100.54, direction=-1, price_change=-0.0099, new_price=99.8153
2026-06-10 04:57:17.050 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.050 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=95.75, direction=1, price_change=0.0088, new_price=99.8241
2026-06-10 04:57:17.052 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:17.052 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=47.31, direction=1, price_change=0.0048, new_price=99.8288
2026-06-10 04:57:17.054 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.054 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=24.06, direction=-1, price_change=-0.0034, new_price=99.8255
2026-06-10 04:57:17.056 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.056 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=22.95, direction=-1, price_change=-0.0020, new_price=99.8235
2026-06-10 04:57:17.059 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.059 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=13.45, direction=1, price_change=0.0014, new_price=99.8249
2026-06-10 04:57:17.061 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.061 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=3.02, direction=1, price_change=-0.0007, new_price=99.8241
2026-06-10 04:57:17.064 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.064 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=132.95, direction=-1, price_change=-0.0131, new_price=99.8110
2026-06-10 04:57:17.065 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.066 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=10.82, direction=-1, price_change=-0.0011, new_price=99.8099
2026-06-10 04:57:17.068 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.068 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=109.29, direction=1, price_change=0.0115, new_price=99.8214
2026-06-10 04:57:17.070 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.070 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=76.96, direction=1, price_change=0.0076, new_price=99.8290
2026-06-10 04:57:17.072 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.072 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=73.07, direction=-1, price_change=-0.0076, new_price=99.8215
2026-06-10 04:57:17.074 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.074 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=54.39, direction=1, price_change=0.0056, new_price=99.8271
2026-06-10 04:57:17.077 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:17.077 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=50.22, direction=-1, price_change=-0.0051, new_price=99.8220
2026-06-10 04:57:17.079 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:17.079 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=14.78, direction=-1, price_change=-0.0016, new_price=99.8204
2026-06-10 04:57:17.081 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:17.081 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=40.95, direction=-1, price_change=-0.0047, new_price=99.8157
2026-06-10 04:57:17.083 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:17.084 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=22.52, direction=1, price_change=0.0023, new_price=99.8179
2026-06-10 04:57:17.085 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:17.086 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=41.14, direction=-1, price_change=-0.0049, new_price=99.8131
2026-06-10 04:57:17.087 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.088 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=49.59, direction=1, price_change=0.0049, new_price=99.8180
2026-06-10 04:57:17.089 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.090 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=61.76, direction=1, price_change=0.0072, new_price=99.8252
2026-06-10 04:57:17.092 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.092 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=66.93, direction=1, price_change=0.0061, new_price=99.8313
2026-06-10 04:57:17.094 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.094 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=40.11, direction=1, price_change=0.0042, new_price=99.8355
2026-06-10 04:57:17.096 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.096 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=97.12, direction=1, price_change=0.0099, new_price=99.8454
2026-06-10 04:57:17.099 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.099 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=56.22, direction=1, price_change=0.0062, new_price=99.8515
2026-06-10 04:57:17.101 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.101 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=28.30, direction=1, price_change=0.0030, new_price=99.8546
2026-06-10 04:57:17.103 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.103 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=35.83, direction=-1, price_change=-0.0030, new_price=99.8515
2026-06-10 04:57:17.105 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.105 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=29.21, direction=1, price_change=0.0034, new_price=99.8550
2026-06-10 04:57:17.108 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.108 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=12.01, direction=-1, price_change=-0.0012, new_price=99.8537
2026-06-10 04:57:17.110 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.110 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=131.11, direction=1, price_change=0.0133, new_price=99.8671
2026-06-10 04:57:17.112 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.112 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=29.68, direction=-1, price_change=-0.0029, new_price=99.8642
2026-06-10 04:57:17.114 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.114 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=27.90, direction=1, price_change=0.0023, new_price=99.8665
2026-06-10 04:57:17.117 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.117 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=4.06, direction=-1, price_change=-0.0010, new_price=99.8654
2026-06-10 04:57:17.119 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.119 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=63.02, direction=1, price_change=0.0061, new_price=99.8715
2026-06-10 04:57:17.121 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.121 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=13.04, direction=-1, price_change=-0.0007, new_price=99.8709
2026-06-10 04:57:17.123 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.123 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=14.27, direction=-1, price_change=-0.0023, new_price=99.8686
2026-06-10 04:57:17.125 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.125 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=54.19, direction=-1, price_change=-0.0050, new_price=99.8636
2026-06-10 04:57:17.127 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.127 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=103.97, direction=-1, price_change=-0.0103, new_price=99.8533
2026-06-10 04:57:17.130 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.130 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=22.10, direction=-1, price_change=-0.0024, new_price=99.8509
2026-06-10 04:57:17.132 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.132 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=59.22, direction=-1, price_change=-0.0059, new_price=99.8450
2026-06-10 04:57:17.134 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.134 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=10.15, direction=1, price_change=0.0003, new_price=99.8453
2026-06-10 04:57:17.136 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.137 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=214.48, direction=1, price_change=0.0214, new_price=99.8666
2026-06-10 04:57:17.139 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.139 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=46.94, direction=-1, price_change=-0.0048, new_price=99.8619
2026-06-10 04:57:17.141 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.141 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=46.28, direction=-1, price_change=-0.0041, new_price=99.8578
2026-06-10 04:57:17.143 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.143 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=58.79, direction=1, price_change=0.0056, new_price=99.8634
2026-06-10 04:57:17.145 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.146 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=141.11, direction=1, price_change=0.0141, new_price=99.8775
2026-06-10 04:57:17.148 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.148 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=33.56, direction=-1, price_change=-0.0029, new_price=99.8746
2026-06-10 04:57:17.150 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.150 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=23.60, direction=-1, price_change=-0.0027, new_price=99.8718
2026-06-10 04:57:17.152 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:17.152 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=96.29, direction=1, price_change=0.0091, new_price=99.8809
2026-06-10 04:57:17.154 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.154 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=33.65, direction=1, price_change=0.0029, new_price=99.8837
2026-06-10 04:57:17.157 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.157 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=69.56, direction=-1, price_change=-0.0073, new_price=99.8764
2026-06-10 04:57:17.160 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.160 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=110.70, direction=1, price_change=0.0106, new_price=99.8871
2026-06-10 04:57:17.163 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:17.163 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=29.66, direction=-1, price_change=-0.0026, new_price=99.8845
2026-06-10 04:57:17.165 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.165 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=15.23, direction=-1, price_change=-0.0019, new_price=99.8826
2026-06-10 04:57:17.168 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.168 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=55.75, direction=-1, price_change=-0.0059, new_price=99.8767
2026-06-10 04:57:17.171 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.171 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=190.51, direction=1, price_change=0.0187, new_price=99.8954
2026-06-10 04:57:17.173 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.174 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=106.37, direction=1, price_change=0.0103, new_price=99.9057
2026-06-10 04:57:17.177 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.177 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=23.75, direction=-1, price_change=-0.0030, new_price=99.9028
2026-06-10 04:57:17.179 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.179 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=17.14, direction=1, price_change=0.0012, new_price=99.9040
2026-06-10 04:57:17.181 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.182 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=95.42, direction=1, price_change=0.0105, new_price=99.9145
2026-06-10 04:57:17.184 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.184 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=62.97, direction=1, price_change=0.0070, new_price=99.9215
2026-06-10 04:57:17.187 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.187 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=13.69, direction=-1, price_change=-0.0018, new_price=99.9198
2026-06-10 04:57:17.189 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.189 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=193.41, direction=1, price_change=0.0191, new_price=99.9389
2026-06-10 04:57:17.191 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.191 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=72.73, direction=1, price_change=0.0080, new_price=99.9469
2026-06-10 04:57:17.194 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.194 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=28.73, direction=1, price_change=0.0021, new_price=99.9490
2026-06-10 04:57:17.196 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.196 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=77.20, direction=1, price_change=0.0085, new_price=99.9575
2026-06-10 04:57:17.198 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.198 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=31.95, direction=1, price_change=0.0026, new_price=99.9602
2026-06-10 04:57:17.201 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.201 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=141.12, direction=1, price_change=0.0140, new_price=99.9742
2026-06-10 04:57:17.203 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.203 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=102.97, direction=1, price_change=0.0099, new_price=99.9841
2026-06-10 04:57:17.205 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.205 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=76.12, direction=1, price_change=0.0066, new_price=99.9907
2026-06-10 04:57:17.207 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.207 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=113.66, direction=1, price_change=0.0114, new_price=100.0020
2026-06-10 04:57:17.209 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.209 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=63.91, direction=-1, price_change=-0.0066, new_price=99.9954
2026-06-10 04:57:17.211 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.211 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=17.35, direction=1, price_change=0.0009, new_price=99.9962
2026-06-10 04:57:17.213 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.213 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=88.72, direction=-1, price_change=-0.0094, new_price=99.9869
2026-06-10 04:57:17.215 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.215 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=22.89, direction=1, price_change=0.0020, new_price=99.9889
2026-06-10 04:57:17.218 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.218 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=71.27, direction=1, price_change=0.0061, new_price=99.9950
2026-06-10 04:57:17.220 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.220 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=22.26, direction=-1, price_change=-0.0029, new_price=99.9921
2026-06-10 04:57:17.222 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.222 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=49.80, direction=1, price_change=0.0043, new_price=99.9965
2026-06-10 04:57:17.224 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.224 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=33.11, direction=-1, price_change=-0.0036, new_price=99.9928
2026-06-10 04:57:17.226 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.226 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=18.70, direction=1, price_change=0.0015, new_price=99.9943
2026-06-10 04:57:17.228 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.228 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=72.56, direction=-1, price_change=-0.0072, new_price=99.9871
2026-06-10 04:57:17.230 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.231 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=312.80, direction=-1, price_change=-0.0308, new_price=99.9563
2026-06-10 04:57:17.233 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.233 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=24.05, direction=-1, price_change=-0.0027, new_price=99.9536
2026-06-10 04:57:17.235 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.235 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=11.14, direction=1, price_change=0.0006, new_price=99.9542
2026-06-10 04:57:17.237 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.237 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=45.49, direction=-1, price_change=-0.0041, new_price=99.9501
2026-06-10 04:57:17.239 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.239 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=36.42, direction=1, price_change=0.0038, new_price=99.9539
2026-06-10 04:57:17.242 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:17.242 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=127.61, direction=1, price_change=0.0124, new_price=99.9663
2026-06-10 04:57:17.244 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.244 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=9.85, direction=1, price_change=0.0010, new_price=99.9673
2026-06-10 04:57:17.246 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.246 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=3.98, direction=-1, price_change=-0.0002, new_price=99.9671
2026-06-10 04:57:17.248 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.249 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=142.38, direction=-1, price_change=-0.0143, new_price=99.9528
2026-06-10 04:57:17.251 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.251 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=83.33, direction=1, price_change=0.0085, new_price=99.9612
2026-06-10 04:57:17.253 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:17.253 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=32.73, direction=1, price_change=0.0041, new_price=99.9654
2026-06-10 04:57:17.255 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.255 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=16.59, direction=1, price_change=0.0016, new_price=99.9669
2026-06-10 04:57:17.258 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:17.258 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=46.92, direction=-1, price_change=-0.0044, new_price=99.9625
2026-06-10 04:57:17.260 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:17.260 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=27.58, direction=1, price_change=0.0023, new_price=99.9648
2026-06-10 04:57:17.262 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:17.262 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=67.56, direction=1, price_change=0.0072, new_price=99.9720
2026-06-10 04:57:17.264 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:17.264 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=222.58, direction=-1, price_change=-0.0230, new_price=99.9490
2026-06-10 04:57:17.266 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:17.266 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=11.70, direction=-1, price_change=-0.0011, new_price=99.9479
2026-06-10 04:57:17.268 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9957)
2026-06-10 04:57:17.268 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=34.40, direction=-1, price_change=-0.0029, new_price=99.9450
2026-06-10 04:57:17.270 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9957)
2026-06-10 04:57:17.271 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=39.86, direction=-1, price_change=-0.0039, new_price=99.9411
2026-06-10 04:57:17.273 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9957)
2026-06-10 04:57:17.273 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=52.96, direction=-1, price_change=-0.0049, new_price=99.9362
2026-06-10 04:57:17.275 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9957)
2026-06-10 04:57:17.275 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=7.56, direction=-1, price_change=-0.0012, new_price=99.9350
2026-06-10 04:57:17.277 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:17.277 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=2.23, direction=1, price_change=0.0000, new_price=99.9350
2026-06-10 04:57:17.279 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.279 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=21.13, direction=-1, price_change=-0.0025, new_price=99.9325
2026-06-10 04:57:17.281 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.281 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=18.50, direction=1, price_change=0.0009, new_price=99.9334
2026-06-10 04:57:17.283 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.283 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=33.03, direction=1, price_change=0.0024, new_price=99.9358
2026-06-10 04:57:17.285 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.285 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=27.49, direction=1, price_change=0.0035, new_price=99.9393
2026-06-10 04:57:17.287 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.287 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=76.37, direction=-1, price_change=-0.0083, new_price=99.9310
2026-06-10 04:57:17.289 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.289 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=27.31, direction=-1, price_change=-0.0032, new_price=99.9277
2026-06-10 04:57:17.291 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.292 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=8.86, direction=1, price_change=0.0005, new_price=99.9282
2026-06-10 04:57:17.293 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.294 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=59.21, direction=1, price_change=0.0063, new_price=99.9346
2026-06-10 04:57:17.296 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.296 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=9.95, direction=-1, price_change=-0.0015, new_price=99.9330
2026-06-10 04:57:17.298 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.298 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=7.71, direction=1, price_change=0.0006, new_price=99.9336
2026-06-10 04:57:17.300 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.300 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=75.08, direction=1, price_change=0.0075, new_price=99.9412
2026-06-10 04:57:17.302 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.302 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=32.11, direction=1, price_change=0.0025, new_price=99.9437
2026-06-10 04:57:17.304 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.304 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=24.60, direction=-1, price_change=-0.0022, new_price=99.9415
2026-06-10 04:57:17.306 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.307 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=192.41, direction=1, price_change=0.0200, new_price=99.9614
2026-06-10 04:57:17.309 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.309 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=97.20, direction=1, price_change=0.0091, new_price=99.9705
2026-06-10 04:57:17.311 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.311 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=230.21, direction=-1, price_change=-0.0228, new_price=99.9477
2026-06-10 04:57:17.313 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:17.313 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=34.86, direction=-1, price_change=-0.0030, new_price=99.9448
2026-06-10 04:57:17.315 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:17.315 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=63.14, direction=1, price_change=0.0076, new_price=99.9524
2026-06-10 04:57:17.317 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:17.317 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=22.07, direction=1, price_change=0.0028, new_price=99.9552
2026-06-10 04:57:17.319 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:17.320 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=76.37, direction=-1, price_change=-0.0073, new_price=99.9479
2026-06-10 04:57:17.322 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:17.322 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=10.51, direction=1, price_change=0.0022, new_price=99.9501
2026-06-10 04:57:17.324 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.324 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=110.03, direction=1, price_change=0.0109, new_price=99.9610
2026-06-10 04:57:17.326 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.326 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=69.54, direction=1, price_change=0.0073, new_price=99.9683
2026-06-10 04:57:17.328 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.329 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=14.53, direction=1, price_change=0.0017, new_price=99.9700
2026-06-10 04:57:17.331 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.331 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=36.53, direction=1, price_change=0.0040, new_price=99.9740
2026-06-10 04:57:17.333 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.333 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=19.17, direction=1, price_change=0.0025, new_price=99.9765
2026-06-10 04:57:17.335 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.335 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=167.45, direction=1, price_change=0.0166, new_price=99.9931
2026-06-10 04:57:17.337 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.337 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=117.08, direction=1, price_change=0.0115, new_price=100.0045
2026-06-10 04:57:17.339 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.339 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=171.47, direction=-1, price_change=-0.0168, new_price=99.9877
2026-06-10 04:57:17.341 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:17.341 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=27.41, direction=-1, price_change=-0.0021, new_price=99.9856
2026-06-10 04:57:17.344 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.344 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=28.52, direction=-1, price_change=-0.0034, new_price=99.9821
2026-06-10 04:57:17.346 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.346 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=16.67, direction=-1, price_change=-0.0006, new_price=99.9816
2026-06-10 04:57:17.348 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.348 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=59.18, direction=1, price_change=0.0056, new_price=99.9872
2026-06-10 04:57:17.350 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.350 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=13.05, direction=-1, price_change=-0.0013, new_price=99.9859
2026-06-10 04:57:17.353 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.353 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=9.69, direction=-1, price_change=-0.0011, new_price=99.9848
2026-06-10 04:57:17.355 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.355 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=27.30, direction=-1, price_change=-0.0023, new_price=99.9825
2026-06-10 04:57:17.357 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.357 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=32.82, direction=1, price_change=0.0032, new_price=99.9858
2026-06-10 04:57:17.359 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.359 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=67.75, direction=-1, price_change=-0.0079, new_price=99.9779
2026-06-10 04:57:17.361 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.361 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=89.42, direction=-1, price_change=-0.0089, new_price=99.9690
2026-06-10 04:57:17.365 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.365 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=13.45, direction=-1, price_change=-0.0004, new_price=99.9686
2026-06-10 04:57:17.367 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.368 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=8.24, direction=-1, price_change=-0.0007, new_price=99.9679
2026-06-10 04:57:17.371 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.371 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=50.78, direction=-1, price_change=-0.0057, new_price=99.9622
2026-06-10 04:57:17.373 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.373 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=36.14, direction=1, price_change=0.0041, new_price=99.9663
2026-06-10 04:57:17.376 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.376 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=21.01, direction=-1, price_change=-0.0026, new_price=99.9637
2026-06-10 04:57:17.379 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.379 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=76.77, direction=-1, price_change=-0.0073, new_price=99.9564
2026-06-10 04:57:17.382 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.382 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=68.23, direction=1, price_change=0.0063, new_price=99.9627
2026-06-10 04:57:17.384 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.384 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=26.41, direction=1, price_change=0.0038, new_price=99.9665
2026-06-10 04:57:17.387 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.387 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=60.84, direction=-1, price_change=-0.0060, new_price=99.9604
2026-06-10 04:57:17.389 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.389 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=16.83, direction=-1, price_change=-0.0019, new_price=99.9585
2026-06-10 04:57:17.392 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.392 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=15.50, direction=1, price_change=0.0014, new_price=99.9599
2026-06-10 04:57:17.394 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.394 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=72.24, direction=-1, price_change=-0.0061, new_price=99.9538
2026-06-10 04:57:17.397 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.397 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=31.48, direction=1, price_change=0.0024, new_price=99.9563
2026-06-10 04:57:17.399 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.399 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=92.69, direction=1, price_change=0.0090, new_price=99.9652
2026-06-10 04:57:17.401 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.401 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=33.75, direction=1, price_change=0.0035, new_price=99.9687
2026-06-10 04:57:17.404 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.404 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=10.24, direction=-1, price_change=-0.0009, new_price=99.9678
2026-06-10 04:57:17.406 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.406 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=24.74, direction=-1, price_change=-0.0028, new_price=99.9650
2026-06-10 04:57:17.408 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.408 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=148.80, direction=1, price_change=0.0153, new_price=99.9803
2026-06-10 04:57:17.410 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.410 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=75.61, direction=1, price_change=0.0078, new_price=99.9881
2026-06-10 04:57:17.412 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.412 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=1.87, direction=1, price_change=-0.0005, new_price=99.9876
2026-06-10 04:57:17.414 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.414 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=21.63, direction=-1, price_change=-0.0021, new_price=99.9856
2026-06-10 04:57:17.417 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.417 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=25.36, direction=1, price_change=0.0019, new_price=99.9875
2026-06-10 04:57:17.419 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.419 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=113.31, direction=1, price_change=0.0115, new_price=99.9989
2026-06-10 04:57:17.421 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.421 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=33.17, direction=1, price_change=0.0034, new_price=100.0023
2026-06-10 04:57:17.423 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.423 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=22.88, direction=1, price_change=0.0019, new_price=100.0042
2026-06-10 04:57:17.425 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.425 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=118.43, direction=1, price_change=0.0120, new_price=100.0162
2026-06-10 04:57:17.427 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.427 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=11.88, direction=1, price_change=0.0019, new_price=100.0181
2026-06-10 04:57:17.429 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.429 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=54.38, direction=-1, price_change=-0.0047, new_price=100.0135
2026-06-10 04:57:17.432 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.432 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=93.07, direction=1, price_change=0.0084, new_price=100.0218
2026-06-10 04:57:17.434 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.434 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=93.34, direction=-1, price_change=-0.0093, new_price=100.0126
2026-06-10 04:57:17.436 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.436 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=18.36, direction=-1, price_change=-0.0016, new_price=100.0110
2026-06-10 04:57:17.438 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.438 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=140.40, direction=-1, price_change=-0.0137, new_price=99.9972
2026-06-10 04:57:17.440 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.440 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=129.35, direction=1, price_change=0.0132, new_price=100.0105
2026-06-10 04:57:17.442 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.442 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=21.83, direction=1, price_change=0.0023, new_price=100.0128
2026-06-10 04:57:17.444 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.444 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=28.50, direction=1, price_change=0.0024, new_price=100.0152
2026-06-10 04:57:17.447 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.447 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=150.45, direction=-1, price_change=-0.0158, new_price=99.9994
2026-06-10 04:57:17.449 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.449 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=4.52, direction=-1, price_change=-0.0009, new_price=99.9985
2026-06-10 04:57:17.451 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.451 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=63.89, direction=1, price_change=0.0073, new_price=100.0058
2026-06-10 04:57:17.453 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.454 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=301.32, direction=1, price_change=0.0305, new_price=100.0363
2026-06-10 04:57:17.455 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.455 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=31.85, direction=-1, price_change=-0.0037, new_price=100.0326
2026-06-10 04:57:17.458 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.458 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=84.58, direction=1, price_change=0.0078, new_price=100.0403
2026-06-10 04:57:17.460 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.460 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=13.37, direction=-1, price_change=-0.0015, new_price=100.0388
2026-06-10 04:57:17.462 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.463 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=103.09, direction=-1, price_change=-0.0098, new_price=100.0290
2026-06-10 04:57:17.464 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.464 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=109.47, direction=-1, price_change=-0.0103, new_price=100.0186
2026-06-10 04:57:17.466 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.466 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=105.45, direction=1, price_change=0.0113, new_price=100.0300
2026-06-10 04:57:17.469 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.469 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=29.13, direction=-1, price_change=-0.0033, new_price=100.0267
2026-06-10 04:57:17.471 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.471 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=49.01, direction=-1, price_change=-0.0051, new_price=100.0216
2026-06-10 04:57:17.473 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.473 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=23.16, direction=1, price_change=0.0018, new_price=100.0234
2026-06-10 04:57:17.475 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.475 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=14.24, direction=-1, price_change=-0.0018, new_price=100.0216
2026-06-10 04:57:17.476 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.477 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=21.31, direction=1, price_change=0.0020, new_price=100.0236
2026-06-10 04:57:17.479 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.479 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=29.95, direction=1, price_change=0.0027, new_price=100.0263
2026-06-10 04:57:17.481 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.481 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=76.24, direction=-1, price_change=-0.0080, new_price=100.0183
2026-06-10 04:57:17.483 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.483 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=26.96, direction=1, price_change=0.0034, new_price=100.0217
2026-06-10 04:57:17.485 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.486 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=110.57, direction=1, price_change=0.0110, new_price=100.0327
2026-06-10 04:57:17.488 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.488 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=142.11, direction=-1, price_change=-0.0150, new_price=100.0177
2026-06-10 04:57:17.490 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.490 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=88.49, direction=1, price_change=0.0092, new_price=100.0268
2026-06-10 04:57:17.492 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:17.492 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=84.59, direction=-1, price_change=-0.0089, new_price=100.0180
2026-06-10 04:57:17.494 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:17.494 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=20.59, direction=1, price_change=0.0022, new_price=100.0202
2026-06-10 04:57:17.497 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:17.497 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=42.18, direction=1, price_change=0.0036, new_price=100.0238
2026-06-10 04:57:17.499 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:17.499 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=49.53, direction=1, price_change=0.0045, new_price=100.0283
2026-06-10 04:57:17.501 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:17.501 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=104.51, direction=1, price_change=0.0109, new_price=100.0392
2026-06-10 04:57:17.503 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:17.503 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=9.39, direction=-1, price_change=-0.0004, new_price=100.0388
2026-06-10 04:57:17.505 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:17.506 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=26.70, direction=1, price_change=0.0032, new_price=100.0420
2026-06-10 04:57:17.507 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.507 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=107.20, direction=1, price_change=0.0105, new_price=100.0525
2026-06-10 04:57:17.510 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.510 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=132.87, direction=-1, price_change=-0.0131, new_price=100.0394
2026-06-10 04:57:17.511 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:17.512 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=31.17, direction=-1, price_change=-0.0036, new_price=100.0359
2026-06-10 04:57:17.514 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:17.514 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=120.33, direction=-1, price_change=-0.0114, new_price=100.0245
2026-06-10 04:57:17.516 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:17.516 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=77.38, direction=1, price_change=0.0082, new_price=100.0327
2026-06-10 04:57:17.519 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:17.519 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=132.83, direction=1, price_change=0.0141, new_price=100.0468
2026-06-10 04:57:17.521 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:17.521 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=34.54, direction=-1, price_change=-0.0034, new_price=100.0434
2026-06-10 04:57:17.524 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:17.524 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=11.66, direction=1, price_change=0.0007, new_price=100.0441
2026-06-10 04:57:17.526 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:17.526 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=43.83, direction=-1, price_change=-0.0056, new_price=100.0385
2026-06-10 04:57:17.529 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.529 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=97.24, direction=-1, price_change=-0.0091, new_price=100.0294
2026-06-10 04:57:17.532 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.532 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=19.61, direction=1, price_change=0.0020, new_price=100.0314
2026-06-10 04:57:17.534 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:17.534 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=11.36, direction=-1, price_change=-0.0015, new_price=100.0299
2026-06-10 04:57:17.537 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:17.537 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=11.91, direction=1, price_change=0.0001, new_price=100.0300
2026-06-10 04:57:17.539 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:17.539 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=77.02, direction=-1, price_change=-0.0070, new_price=100.0230
2026-06-10 04:57:17.542 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.542 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=39.17, direction=-1, price_change=-0.0035, new_price=100.0195
2026-06-10 04:57:17.544 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9956)
2026-06-10 04:57:17.544 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=41.60, direction=-1, price_change=-0.0042, new_price=100.0153
2026-06-10 04:57:17.547 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.547 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=253.56, direction=-1, price_change=-0.0246, new_price=99.9907
2026-06-10 04:57:17.549 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.549 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=21.65, direction=-1, price_change=-0.0025, new_price=99.9883
2026-06-10 04:57:17.551 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.551 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=53.99, direction=1, price_change=0.0058, new_price=99.9941
2026-06-10 04:57:17.553 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.553 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=23.65, direction=1, price_change=0.0022, new_price=99.9963
2026-06-10 04:57:17.556 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.556 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=41.58, direction=-1, price_change=-0.0033, new_price=99.9930
2026-06-10 04:57:17.558 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.558 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=23.97, direction=1, price_change=0.0032, new_price=99.9962
2026-06-10 04:57:17.560 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.560 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=18.68, direction=-1, price_change=-0.0025, new_price=99.9937
2026-06-10 04:57:17.562 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.563 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=9.59, direction=1, price_change=0.0015, new_price=99.9952
2026-06-10 04:57:17.565 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.565 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=20.23, direction=1, price_change=0.0023, new_price=99.9975
2026-06-10 04:57:17.567 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.568 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=39.00, direction=-1, price_change=-0.0037, new_price=99.9937
2026-06-10 04:57:17.570 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.570 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=43.45, direction=-1, price_change=-0.0043, new_price=99.9894
2026-06-10 04:57:17.573 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.573 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=20.54, direction=1, price_change=0.0018, new_price=99.9912
2026-06-10 04:57:17.575 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.575 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=31.12, direction=1, price_change=0.0042, new_price=99.9954
2026-06-10 04:57:17.578 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.578 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=93.78, direction=-1, price_change=-0.0090, new_price=99.9864
2026-06-10 04:57:17.580 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.580 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=4.98, direction=1, price_change=0.0006, new_price=99.9870
2026-06-10 04:57:17.583 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.583 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=189.43, direction=-1, price_change=-0.0192, new_price=99.9678
2026-06-10 04:57:17.586 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.586 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=38.05, direction=1, price_change=0.0036, new_price=99.9714
2026-06-10 04:57:17.588 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.588 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=18.30, direction=1, price_change=0.0020, new_price=99.9734
2026-06-10 04:57:17.591 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.591 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=35.59, direction=1, price_change=0.0033, new_price=99.9767
2026-06-10 04:57:17.593 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.593 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=144.66, direction=1, price_change=0.0144, new_price=99.9912
2026-06-10 04:57:17.596 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.596 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=18.44, direction=1, price_change=0.0018, new_price=99.9930
2026-06-10 04:57:17.598 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.598 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=83.24, direction=-1, price_change=-0.0090, new_price=99.9840
2026-06-10 04:57:17.600 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.601 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=146.20, direction=-1, price_change=-0.0141, new_price=99.9699
2026-06-10 04:57:17.602 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.603 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=42.74, direction=-1, price_change=-0.0055, new_price=99.9644
2026-06-10 04:57:17.604 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.605 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=75.43, direction=1, price_change=0.0074, new_price=99.9719
2026-06-10 04:57:17.607 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.607 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=5.06, direction=1, price_change=0.0005, new_price=99.9723
2026-06-10 04:57:17.609 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.609 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=9.47, direction=1, price_change=0.0010, new_price=99.9734
2026-06-10 04:57:17.611 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.611 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=58.67, direction=-1, price_change=-0.0060, new_price=99.9673
2026-06-10 04:57:17.613 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.613 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=29.31, direction=1, price_change=0.0032, new_price=99.9705
2026-06-10 04:57:17.615 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.615 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=55.48, direction=-1, price_change=-0.0052, new_price=99.9653
2026-06-10 04:57:17.617 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.617 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=120.00, direction=-1, price_change=-0.0118, new_price=99.9535
2026-06-10 04:57:17.619 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.619 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=41.00, direction=-1, price_change=-0.0034, new_price=99.9501
2026-06-10 04:57:17.621 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.621 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=4.57, direction=1, price_change=-0.0003, new_price=99.9498
2026-06-10 04:57:17.623 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.623 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=26.15, direction=-1, price_change=-0.0022, new_price=99.9476
2026-06-10 04:57:17.625 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.626 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=17.27, direction=1, price_change=0.0021, new_price=99.9497
2026-06-10 04:57:17.628 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.628 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=74.62, direction=-1, price_change=-0.0076, new_price=99.9421
2026-06-10 04:57:17.630 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.630 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=19.24, direction=1, price_change=0.0013, new_price=99.9434
2026-06-10 04:57:17.632 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.632 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=121.51, direction=1, price_change=0.0129, new_price=99.9563
2026-06-10 04:57:17.634 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.635 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=11.28, direction=1, price_change=0.0010, new_price=99.9573
2026-06-10 04:57:17.637 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.637 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=5.38, direction=1, price_change=0.0004, new_price=99.9576
2026-06-10 04:57:17.638 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.638 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=26.39, direction=-1, price_change=-0.0033, new_price=99.9543
2026-06-10 04:57:17.640 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.641 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=4.70, direction=-1, price_change=-0.0007, new_price=99.9536
2026-06-10 04:57:17.643 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.643 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=52.36, direction=1, price_change=0.0042, new_price=99.9578
2026-06-10 04:57:17.645 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.645 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=100.88, direction=-1, price_change=-0.0095, new_price=99.9483
2026-06-10 04:57:17.647 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.647 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=118.43, direction=-1, price_change=-0.0124, new_price=99.9359
2026-06-10 04:57:17.649 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.649 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=57.83, direction=-1, price_change=-0.0055, new_price=99.9305
2026-06-10 04:57:17.651 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.651 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=19.20, direction=1, price_change=0.0017, new_price=99.9322
2026-06-10 04:57:17.653 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.654 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=68.25, direction=1, price_change=0.0066, new_price=99.9388
2026-06-10 04:57:17.655 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.655 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=51.95, direction=-1, price_change=-0.0048, new_price=99.9340
2026-06-10 04:57:17.658 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.658 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=13.38, direction=-1, price_change=-0.0017, new_price=99.9324
2026-06-10 04:57:17.660 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.660 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=24.45, direction=1, price_change=0.0026, new_price=99.9350
2026-06-10 04:57:17.662 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.662 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=13.94, direction=1, price_change=0.0026, new_price=99.9376
2026-06-10 04:57:17.664 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.664 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=37.15, direction=-1, price_change=-0.0043, new_price=99.9333
2026-06-10 04:57:17.666 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.666 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=11.20, direction=-1, price_change=-0.0002, new_price=99.9331
2026-06-10 04:57:17.668 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.668 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=71.76, direction=1, price_change=0.0077, new_price=99.9407
2026-06-10 04:57:17.670 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.670 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=46.69, direction=-1, price_change=-0.0051, new_price=99.9356
2026-06-10 04:57:17.672 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.672 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=14.24, direction=1, price_change=0.0017, new_price=99.9374
2026-06-10 04:57:17.674 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.674 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=92.53, direction=1, price_change=0.0096, new_price=99.9470
2026-06-10 04:57:17.677 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.677 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=44.36, direction=1, price_change=0.0045, new_price=99.9515
2026-06-10 04:57:17.679 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.679 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=20.14, direction=1, price_change=0.0019, new_price=99.9534
2026-06-10 04:57:17.681 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.681 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=39.18, direction=1, price_change=0.0039, new_price=99.9573
2026-06-10 04:57:17.683 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.683 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=73.85, direction=-1, price_change=-0.0072, new_price=99.9501
2026-06-10 04:57:17.685 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.685 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=15.77, direction=-1, price_change=-0.0014, new_price=99.9487
2026-06-10 04:57:17.687 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.687 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=56.32, direction=-1, price_change=-0.0058, new_price=99.9429
2026-06-10 04:57:17.689 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.690 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=43.84, direction=1, price_change=0.0042, new_price=99.9471
2026-06-10 04:57:17.692 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.692 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=3.09, direction=1, price_change=-0.0006, new_price=99.9466
2026-06-10 04:57:17.694 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.694 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=13.73, direction=-1, price_change=-0.0015, new_price=99.9451
2026-06-10 04:57:17.696 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.696 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=17.10, direction=-1, price_change=-0.0009, new_price=99.9441
2026-06-10 04:57:17.698 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.698 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=11.12, direction=-1, price_change=-0.0003, new_price=99.9438
2026-06-10 04:57:17.700 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.701 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=26.37, direction=1, price_change=0.0019, new_price=99.9458
2026-06-10 04:57:17.702 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:17.702 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=146.73, direction=1, price_change=0.0144, new_price=99.9602
2026-06-10 04:57:17.705 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.705 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=33.92, direction=-1, price_change=-0.0037, new_price=99.9565
2026-06-10 04:57:17.707 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.707 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=201.65, direction=1, price_change=0.0200, new_price=99.9765
2026-06-10 04:57:17.709 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.709 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=153.11, direction=1, price_change=0.0151, new_price=99.9916
2026-06-10 04:57:17.711 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.712 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=38.02, direction=1, price_change=0.0038, new_price=99.9954
2026-06-10 04:57:17.714 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.714 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=5.50, direction=-1, price_change=0.0004, new_price=99.9958
2026-06-10 04:57:17.716 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.716 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=29.71, direction=-1, price_change=-0.0024, new_price=99.9934
2026-06-10 04:57:17.718 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.718 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=35.24, direction=1, price_change=0.0028, new_price=99.9962
2026-06-10 04:57:17.720 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.720 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=9.69, direction=-1, price_change=-0.0004, new_price=99.9958
2026-06-10 04:57:17.723 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.723 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=37.43, direction=-1, price_change=-0.0039, new_price=99.9920
2026-06-10 04:57:17.725 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.725 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=128.20, direction=-1, price_change=-0.0127, new_price=99.9793
2026-06-10 04:57:17.727 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.727 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=44.18, direction=1, price_change=0.0032, new_price=99.9825
2026-06-10 04:57:17.729 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.729 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=113.25, direction=1, price_change=0.0114, new_price=99.9939
2026-06-10 04:57:17.731 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.731 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=15.70, direction=1, price_change=0.0010, new_price=99.9949
2026-06-10 04:57:17.733 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.734 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=45.64, direction=1, price_change=0.0036, new_price=99.9985
2026-06-10 04:57:17.736 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:17.736 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=75.22, direction=1, price_change=0.0075, new_price=100.0060
2026-06-10 04:57:17.738 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:17.738 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=59.87, direction=-1, price_change=-0.0053, new_price=100.0007
2026-06-10 04:57:17.740 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:17.740 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=41.51, direction=-1, price_change=-0.0032, new_price=99.9975
2026-06-10 04:57:17.742 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:17.742 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=100.54, direction=1, price_change=0.0104, new_price=100.0078
2026-06-10 04:57:17.744 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:17.745 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=114.10, direction=-1, price_change=-0.0118, new_price=99.9960
2026-06-10 04:57:17.747 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:17.747 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=100.03, direction=1, price_change=0.0101, new_price=100.0061
2026-06-10 04:57:17.749 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.749 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=21.08, direction=1, price_change=0.0020, new_price=100.0081
2026-06-10 04:57:17.751 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.751 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=11.28, direction=1, price_change=0.0015, new_price=100.0096
2026-06-10 04:57:17.753 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.753 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=108.52, direction=-1, price_change=-0.0105, new_price=99.9992
2026-06-10 04:57:17.755 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.755 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=78.82, direction=-1, price_change=-0.0080, new_price=99.9912
2026-06-10 04:57:17.757 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.758 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=39.29, direction=-1, price_change=-0.0038, new_price=99.9873
2026-06-10 04:57:17.760 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.760 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=34.34, direction=1, price_change=0.0043, new_price=99.9916
2026-06-10 04:57:17.762 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.762 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=14.44, direction=-1, price_change=-0.0018, new_price=99.9898
2026-06-10 04:57:17.764 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.764 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=11.92, direction=1, price_change=0.0009, new_price=99.9907
2026-06-10 04:57:17.766 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.766 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=67.45, direction=1, price_change=0.0076, new_price=99.9984
2026-06-10 04:57:17.768 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.768 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=68.86, direction=1, price_change=0.0067, new_price=100.0051
2026-06-10 04:57:17.771 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.771 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=9.37, direction=1, price_change=0.0010, new_price=100.0061
2026-06-10 04:57:17.773 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.774 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=9.69, direction=-1, price_change=-0.0004, new_price=100.0057
2026-06-10 04:57:17.776 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.776 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=9.65, direction=-1, price_change=-0.0010, new_price=100.0046
2026-06-10 04:57:17.778 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.779 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=124.70, direction=1, price_change=0.0125, new_price=100.0171
2026-06-10 04:57:17.781 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.781 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=78.37, direction=1, price_change=0.0078, new_price=100.0250
2026-06-10 04:57:17.784 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.784 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=87.86, direction=1, price_change=0.0078, new_price=100.0328
2026-06-10 04:57:17.788 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.788 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=24.14, direction=1, price_change=0.0032, new_price=100.0360
2026-06-10 04:57:17.790 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.790 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=20.03, direction=1, price_change=0.0017, new_price=100.0377
2026-06-10 04:57:17.793 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.793 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=67.90, direction=-1, price_change=-0.0068, new_price=100.0309
2026-06-10 04:57:17.795 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.795 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=103.66, direction=1, price_change=0.0100, new_price=100.0409
2026-06-10 04:57:17.798 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.798 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=11.74, direction=1, price_change=0.0012, new_price=100.0421
2026-06-10 04:57:17.800 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.800 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=17.60, direction=1, price_change=0.0022, new_price=100.0443
2026-06-10 04:57:17.803 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.803 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=38.15, direction=1, price_change=0.0046, new_price=100.0489
2026-06-10 04:57:17.805 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.805 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=80.01, direction=1, price_change=0.0082, new_price=100.0571
2026-06-10 04:57:17.807 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.807 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=87.51, direction=-1, price_change=-0.0086, new_price=100.0485
2026-06-10 04:57:17.809 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.809 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=96.77, direction=-1, price_change=-0.0096, new_price=100.0390
2026-06-10 04:57:17.811 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.811 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=27.23, direction=-1, price_change=-0.0035, new_price=100.0355
2026-06-10 04:57:17.814 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.814 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=12.68, direction=1, price_change=0.0015, new_price=100.0370
2026-06-10 04:57:17.816 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.816 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=28.55, direction=1, price_change=0.0032, new_price=100.0402
2026-06-10 04:57:17.818 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.818 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=35.34, direction=-1, price_change=-0.0038, new_price=100.0364
2026-06-10 04:57:17.820 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.820 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=25.19, direction=1, price_change=0.0028, new_price=100.0392
2026-06-10 04:57:17.822 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.822 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=82.92, direction=-1, price_change=-0.0085, new_price=100.0307
2026-06-10 04:57:17.824 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.824 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=88.88, direction=-1, price_change=-0.0092, new_price=100.0215
2026-06-10 04:57:17.826 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.826 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=17.24, direction=-1, price_change=-0.0020, new_price=100.0195
2026-06-10 04:57:17.828 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.828 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=37.99, direction=-1, price_change=-0.0030, new_price=100.0165
2026-06-10 04:57:17.830 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.831 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=59.04, direction=-1, price_change=-0.0063, new_price=100.0102
2026-06-10 04:57:17.832 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.833 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=44.56, direction=1, price_change=0.0044, new_price=100.0146
2026-06-10 04:57:17.835 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.835 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=45.41, direction=1, price_change=0.0039, new_price=100.0185
2026-06-10 04:57:17.837 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:17.837 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=112.29, direction=-1, price_change=-0.0111, new_price=100.0074
2026-06-10 04:57:17.839 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.839 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=4.91, direction=-1, price_change=0.0000, new_price=100.0075
2026-06-10 04:57:17.841 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:17.841 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=12.32, direction=-1, price_change=-0.0015, new_price=100.0060
2026-06-10 04:57:17.843 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:17.843 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=35.33, direction=-1, price_change=-0.0034, new_price=100.0026
2026-06-10 04:57:17.844 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:17.845 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=12.67, direction=-1, price_change=-0.0012, new_price=100.0014
2026-06-10 04:57:17.847 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:17.847 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=11.93, direction=1, price_change=0.0013, new_price=100.0028
2026-06-10 04:57:17.849 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:17.849 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=166.11, direction=1, price_change=0.0156, new_price=100.0184
2026-06-10 04:57:17.851 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.851 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=25.45, direction=1, price_change=0.0018, new_price=100.0202
2026-06-10 04:57:17.853 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:17.853 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=72.75, direction=-1, price_change=-0.0080, new_price=100.0122
2026-06-10 04:57:17.855 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:17.855 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=5.29, direction=1, price_change=0.0002, new_price=100.0123
2026-06-10 04:57:17.857 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:17.857 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=29.98, direction=-1, price_change=-0.0027, new_price=100.0097
2026-06-10 04:57:17.859 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:17.860 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=45.28, direction=-1, price_change=-0.0034, new_price=100.0062
2026-06-10 04:57:17.862 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:17.862 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=70.14, direction=-1, price_change=-0.0068, new_price=99.9994
2026-06-10 04:57:17.864 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:17.864 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=26.59, direction=1, price_change=0.0031, new_price=100.0025
2026-06-10 04:57:17.866 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:17.866 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=18.18, direction=1, price_change=0.0021, new_price=100.0046
2026-06-10 04:57:17.869 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:17.869 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=183.94, direction=1, price_change=0.0184, new_price=100.0230
2026-06-10 04:57:17.871 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.871 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=38.86, direction=1, price_change=0.0040, new_price=100.0269
2026-06-10 04:57:17.873 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.873 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=140.60, direction=-1, price_change=-0.0150, new_price=100.0120
2026-06-10 04:57:17.875 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.875 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=31.47, direction=1, price_change=0.0041, new_price=100.0161
2026-06-10 04:57:17.878 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:17.878 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=11.39, direction=1, price_change=0.0007, new_price=100.0168
2026-06-10 04:57:17.880 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:17.880 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=177.30, direction=-1, price_change=-0.0178, new_price=99.9990
2026-06-10 04:57:17.882 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.882 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=142.71, direction=1, price_change=0.0144, new_price=100.0133
2026-06-10 04:57:17.885 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.885 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=101.57, direction=-1, price_change=-0.0101, new_price=100.0032
2026-06-10 04:57:17.887 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.887 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=18.80, direction=1, price_change=0.0016, new_price=100.0049
2026-06-10 04:57:17.889 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.889 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=31.38, direction=1, price_change=0.0039, new_price=100.0087
2026-06-10 04:57:17.891 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.891 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=27.57, direction=-1, price_change=-0.0026, new_price=100.0062
2026-06-10 04:57:17.894 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.894 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=12.93, direction=-1, price_change=-0.0010, new_price=100.0052
2026-06-10 04:57:17.896 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.896 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=169.89, direction=1, price_change=0.0167, new_price=100.0219
2026-06-10 04:57:17.898 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.898 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=39.02, direction=-1, price_change=-0.0041, new_price=100.0179
2026-06-10 04:57:17.900 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.900 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=181.24, direction=-1, price_change=-0.0181, new_price=99.9998
2026-06-10 04:57:17.902 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.903 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=72.44, direction=-1, price_change=-0.0084, new_price=99.9914
2026-06-10 04:57:17.904 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.905 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=53.07, direction=-1, price_change=-0.0055, new_price=99.9859
2026-06-10 04:57:17.907 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.907 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=71.04, direction=-1, price_change=-0.0068, new_price=99.9791
2026-06-10 04:57:17.909 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.910 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=20.10, direction=-1, price_change=-0.0022, new_price=99.9770
2026-06-10 04:57:17.912 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.912 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=9.72, direction=-1, price_change=-0.0006, new_price=99.9763
2026-06-10 04:57:17.914 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.914 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=40.56, direction=1, price_change=0.0045, new_price=99.9808
2026-06-10 04:57:17.916 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.916 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=130.93, direction=-1, price_change=-0.0136, new_price=99.9672
2026-06-10 04:57:17.918 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.918 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=69.04, direction=-1, price_change=-0.0063, new_price=99.9609
2026-06-10 04:57:17.920 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.920 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=17.57, direction=-1, price_change=-0.0022, new_price=99.9587
2026-06-10 04:57:17.922 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.922 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=4.53, direction=-1, price_change=0.0003, new_price=99.9590
2026-06-10 04:57:17.924 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.924 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=18.65, direction=1, price_change=0.0024, new_price=99.9614
2026-06-10 04:57:17.927 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.927 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=55.32, direction=1, price_change=0.0050, new_price=99.9664
2026-06-10 04:57:17.928 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.928 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=9.31, direction=-1, price_change=-0.0001, new_price=99.9663
2026-06-10 04:57:17.931 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.931 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=56.56, direction=-1, price_change=-0.0052, new_price=99.9611
2026-06-10 04:57:17.933 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.933 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=83.76, direction=-1, price_change=-0.0087, new_price=99.9524
2026-06-10 04:57:17.935 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.935 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=83.80, direction=-1, price_change=-0.0084, new_price=99.9440
2026-06-10 04:57:17.937 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:17.937 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=9.20, direction=-1, price_change=-0.0015, new_price=99.9425
2026-06-10 04:57:17.939 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.939 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=117.57, direction=1, price_change=0.0126, new_price=99.9551
2026-06-10 04:57:17.941 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.941 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=119.77, direction=-1, price_change=-0.0122, new_price=99.9429
2026-06-10 04:57:17.943 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.943 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=33.11, direction=-1, price_change=-0.0033, new_price=99.9397
2026-06-10 04:57:17.945 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.945 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=22.08, direction=1, price_change=0.0025, new_price=99.9422
2026-06-10 04:57:17.947 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.947 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=63.65, direction=1, price_change=0.0066, new_price=99.9488
2026-06-10 04:57:17.949 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.949 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=5.55, direction=1, price_change=0.0003, new_price=99.9491
2026-06-10 04:57:17.951 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.951 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=64.36, direction=-1, price_change=-0.0063, new_price=99.9428
2026-06-10 04:57:17.953 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.954 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=30.60, direction=1, price_change=0.0032, new_price=99.9460
2026-06-10 04:57:17.956 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.956 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=73.50, direction=1, price_change=0.0073, new_price=99.9533
2026-06-10 04:57:17.957 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.958 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=42.64, direction=-1, price_change=-0.0045, new_price=99.9489
2026-06-10 04:57:17.960 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.960 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=15.73, direction=-1, price_change=-0.0015, new_price=99.9474
2026-06-10 04:57:17.962 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.962 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=32.37, direction=1, price_change=0.0036, new_price=99.9510
2026-06-10 04:57:17.964 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.964 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=109.71, direction=-1, price_change=-0.0107, new_price=99.9403
2026-06-10 04:57:17.966 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.966 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=32.19, direction=1, price_change=0.0040, new_price=99.9443
2026-06-10 04:57:17.968 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.968 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=10.29, direction=1, price_change=0.0005, new_price=99.9449
2026-06-10 04:57:17.970 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.970 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=69.03, direction=1, price_change=0.0079, new_price=99.9528
2026-06-10 04:57:17.972 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.972 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=15.54, direction=-1, price_change=-0.0018, new_price=99.9509
2026-06-10 04:57:17.976 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.976 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=41.06, direction=1, price_change=0.0045, new_price=99.9555
2026-06-10 04:57:17.978 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.978 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=108.73, direction=1, price_change=0.0116, new_price=99.9671
2026-06-10 04:57:17.981 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.981 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=79.23, direction=1, price_change=0.0090, new_price=99.9760
2026-06-10 04:57:17.984 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.984 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=38.96, direction=1, price_change=0.0041, new_price=99.9801
2026-06-10 04:57:17.986 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.986 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=8.15, direction=1, price_change=0.0019, new_price=99.9820
2026-06-10 04:57:17.988 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.988 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=139.42, direction=-1, price_change=-0.0142, new_price=99.9678
2026-06-10 04:57:17.991 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.991 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=80.77, direction=-1, price_change=-0.0082, new_price=99.9596
2026-06-10 04:57:17.993 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:17.993 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=32.89, direction=1, price_change=0.0035, new_price=99.9631
2026-06-10 04:57:17.995 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.996 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=53.52, direction=1, price_change=0.0053, new_price=99.9685
2026-06-10 04:57:17.998 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:17.998 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=8.36, direction=1, price_change=0.0016, new_price=99.9701
2026-06-10 04:57:18.000 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:18.000 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=13.34, direction=1, price_change=0.0014, new_price=99.9715
2026-06-10 04:57:18.002 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:18.002 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=13.46, direction=1, price_change=0.0024, new_price=99.9739
2026-06-10 04:57:18.005 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:18.005 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=48.91, direction=1, price_change=0.0059, new_price=99.9798
2026-06-10 04:57:18.007 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:18.008 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=8.84, direction=-1, price_change=-0.0006, new_price=99.9792
2026-06-10 04:57:18.009 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:18.010 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=15.09, direction=1, price_change=0.0012, new_price=99.9804
2026-06-10 04:57:18.012 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:18.012 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=94.04, direction=1, price_change=0.0108, new_price=99.9912
2026-06-10 04:57:18.014 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:18.014 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=70.33, direction=-1, price_change=-0.0071, new_price=99.9841
2026-06-10 04:57:18.016 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:18.016 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=113.90, direction=-1, price_change=-0.0115, new_price=99.9725
2026-06-10 04:57:18.018 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:18.018 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=38.57, direction=1, price_change=0.0034, new_price=99.9760
2026-06-10 04:57:18.020 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:18.020 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=47.89, direction=-1, price_change=-0.0049, new_price=99.9711
2026-06-10 04:57:18.022 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:18.022 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=65.23, direction=1, price_change=0.0069, new_price=99.9781
2026-06-10 04:57:18.024 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:18.025 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=22.27, direction=1, price_change=0.0032, new_price=99.9813
2026-06-10 04:57:18.027 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:18.027 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=86.98, direction=1, price_change=0.0089, new_price=99.9902
2026-06-10 04:57:18.029 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:18.029 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=18.68, direction=1, price_change=0.0018, new_price=99.9920
2026-06-10 04:57:18.031 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:18.031 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=70.68, direction=1, price_change=0.0071, new_price=99.9991
2026-06-10 04:57:18.033 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:18.034 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=102.34, direction=-1, price_change=-0.0101, new_price=99.9890
2026-06-10 04:57:18.035 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:18.036 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=27.03, direction=1, price_change=0.0028, new_price=99.9918
2026-06-10 04:57:18.037 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:18.038 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=29.02, direction=-1, price_change=-0.0032, new_price=99.9886
2026-06-10 04:57:18.039 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:18.040 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=13.51, direction=-1, price_change=-0.0016, new_price=99.9870
2026-06-10 04:57:18.042 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:18.042 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=68.41, direction=1, price_change=0.0076, new_price=99.9947
2026-06-10 04:57:18.044 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:18.044 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=76.71, direction=-1, price_change=-0.0079, new_price=99.9867
2026-06-10 04:57:18.046 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:18.046 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=71.56, direction=1, price_change=0.0078, new_price=99.9945
2026-06-10 04:57:18.048 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:18.049 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=33.05, direction=-1, price_change=-0.0037, new_price=99.9908
2026-06-10 04:57:18.051 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:18.051 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=9.42, direction=1, price_change=0.0011, new_price=99.9919
2026-06-10 04:57:18.053 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:18.053 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=26.40, direction=1, price_change=0.0029, new_price=99.9948
2026-06-10 04:57:18.055 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:18.055 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=31.23, direction=-1, price_change=-0.0033, new_price=99.9915
2026-06-10 04:57:18.057 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:18.057 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=49.42, direction=-1, price_change=-0.0055, new_price=99.9860
2026-06-10 04:57:18.059 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 04:57:18.059 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=45.87, direction=1, price_change=0.0048, new_price=99.9908
2026-06-10 04:57:18.061 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:18.061 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=13.50, direction=-1, price_change=-0.0020, new_price=99.9888
2026-06-10 04:57:18.063 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:18.063 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=8.85, direction=-1, price_change=-0.0005, new_price=99.9883
2026-06-10 04:57:18.065 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:18.065 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=74.95, direction=-1, price_change=-0.0061, new_price=99.9821
2026-06-10 04:57:18.067 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:18.067 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=71.15, direction=1, price_change=0.0065, new_price=99.9886
2026-06-10 04:57:18.069 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:18.070 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=55.39, direction=1, price_change=0.0059, new_price=99.9945
2026-06-10 04:57:18.072 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:18.072 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=17.80, direction=-1, price_change=-0.0016, new_price=99.9929
2026-06-10 04:57:18.074 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:18.074 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=139.09, direction=-1, price_change=-0.0142, new_price=99.9787
2026-06-10 04:57:18.076 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:18.076 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=67.26, direction=1, price_change=0.0063, new_price=99.9849
2026-06-10 04:57:18.078 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:18.078 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=73.60, direction=1, price_change=0.0085, new_price=99.9934
2026-06-10 04:57:18.080 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:18.080 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=49.83, direction=1, price_change=0.0048, new_price=99.9982
2026-06-10 04:57:18.083 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:18.083 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=16.82, direction=1, price_change=0.0013, new_price=99.9995
2026-06-10 04:57:18.085 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:18.085 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=72.94, direction=-1, price_change=-0.0069, new_price=99.9926
2026-06-10 04:57:18.087 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:18.087 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=26.99, direction=1, price_change=0.0020, new_price=99.9946
2026-06-10 04:57:18.089 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:18.089 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=82.48, direction=1, price_change=0.0079, new_price=100.0025
2026-06-10 04:57:18.091 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:18.092 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=24.69, direction=-1, price_change=-0.0029, new_price=99.9996
2026-06-10 04:57:18.094 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:18.094 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=13.12, direction=-1, price_change=-0.0015, new_price=99.9981
2026-06-10 04:57:18.096 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:18.096 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=14.34, direction=-1, price_change=-0.0017, new_price=99.9964
2026-06-10 04:57:18.098 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:18.098 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=118.93, direction=1, price_change=0.0120, new_price=100.0084
2026-06-10 04:57:18.100 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:18.100 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=37.89, direction=-1, price_change=-0.0040, new_price=100.0043
2026-06-10 04:57:18.103 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:18.103 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=27.25, direction=1, price_change=0.0031, new_price=100.0075
2026-06-10 04:57:18.105 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:18.105 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=98.72, direction=-1, price_change=-0.0102, new_price=99.9973
2026-06-10 04:57:18.107 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:18.107 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=22.99, direction=1, price_change=0.0024, new_price=99.9996
2026-06-10 04:57:18.109 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:18.109 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=16.84, direction=-1, price_change=-0.0025, new_price=99.9971
2026-06-10 04:57:18.111 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:18.111 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=90.15, direction=-1, price_change=-0.0094, new_price=99.9877
2026-06-10 04:57:18.113 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:18.113 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=29.99, direction=1, price_change=0.0025, new_price=99.9902
2026-06-10 04:57:18.115 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:18.115 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=90.86, direction=1, price_change=0.0087, new_price=99.9990
2026-06-10 04:57:18.117 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:18.118 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=144.20, direction=-1, price_change=-0.0147, new_price=99.9842
2026-06-10 04:57:18.120 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9954)
2026-06-10 04:57:18.120 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=2.71, direction=-1, price_change=-0.0015, new_price=99.9827
2026-06-10 04:57:18.122 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:18.122 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=34.27, direction=1, price_change=0.0045, new_price=99.9872
2026-06-10 04:57:18.124 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:18.124 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=23.42, direction=-1, price_change=-0.0019, new_price=99.9853
2026-06-10 04:57:18.127 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:18.127 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=17.48, direction=1, price_change=0.0014, new_price=99.9867
2026-06-10 04:57:18.129 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:18.129 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=39.20, direction=-1, price_change=-0.0033, new_price=99.9834
2026-06-10 04:57:18.131 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9953)
2026-06-10 04:57:18.131 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=29.94, direction=1, price_change=0.0036, new_price=99.9870
2026-06-10 04:57:18.133 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9952)
2026-06-10 04:57:18.133 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=33.74, direction=1, price_change=0.0040, new_price=99.9910
2026-06-10 04:57:18.135 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:18.135 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=35.58, direction=-1, price_change=-0.0038, new_price=99.9871
2026-06-10 04:57:18.137 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:18.137 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=124.62, direction=1, price_change=0.0117, new_price=99.9988
2026-06-10 04:57:18.139 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:18.139 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=38.56, direction=-1, price_change=-0.0035, new_price=99.9953
2026-06-10 04:57:18.142 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:18.142 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=104.53, direction=-1, price_change=-0.0101, new_price=99.9852
2026-06-10 04:57:18.144 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:18.144 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=30.51, direction=1, price_change=0.0031, new_price=99.9884
2026-06-10 04:57:18.146 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:18.146 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=157.82, direction=1, price_change=0.0162, new_price=100.0046
2026-06-10 04:57:18.148 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:18.148 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=144.19, direction=-1, price_change=-0.0139, new_price=99.9907
2026-06-10 04:57:18.150 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:18.150 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=15.86, direction=-1, price_change=-0.0011, new_price=99.9896
2026-06-10 04:57:18.152 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:18.152 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=63.60, direction=-1, price_change=-0.0060, new_price=99.9836
2026-06-10 04:57:18.154 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:18.154 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=28.25, direction=-1, price_change=-0.0026, new_price=99.9811
2026-06-10 04:57:18.156 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:18.156 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=94.15, direction=-1, price_change=-0.0103, new_price=99.9708
2026-06-10 04:57:18.158 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:18.158 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=15.08, direction=-1, price_change=-0.0016, new_price=99.9692
2026-06-10 04:57:18.160 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:18.160 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=59.75, direction=-1, price_change=-0.0064, new_price=99.9628
2026-06-10 04:57:18.163 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:18.163 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=10.44, direction=1, price_change=0.0006, new_price=99.9635
2026-06-10 04:57:18.165 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:18.165 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=53.08, direction=-1, price_change=-0.0045, new_price=99.9590
2026-06-10 04:57:18.167 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:18.167 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=73.09, direction=1, price_change=0.0078, new_price=99.9668
2026-06-10 04:57:18.169 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:18.169 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=72.86, direction=-1, price_change=-0.0061, new_price=99.9607
2026-06-10 04:57:18.172 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:18.172 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=12.96, direction=1, price_change=0.0012, new_price=99.9619
2026-06-10 04:57:18.174 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:18.174 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=87.12, direction=1, price_change=0.0092, new_price=99.9711
2026-06-10 04:57:18.176 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:18.176 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=16.43, direction=-1, price_change=-0.0019, new_price=99.9691
2026-06-10 04:57:18.179 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:18.179 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=68.64, direction=1, price_change=0.0065, new_price=99.9756
2026-06-10 04:57:18.182 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:18.182 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=82.23, direction=1, price_change=0.0088, new_price=99.9844
2026-06-10 04:57:18.184 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:18.184 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=50.42, direction=1, price_change=0.0041, new_price=99.9885
2026-06-10 04:57:18.187 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:18.187 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=88.89, direction=-1, price_change=-0.0096, new_price=99.9789
2026-06-10 04:57:18.190 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:18.190 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=90.97, direction=-1, price_change=-0.0098, new_price=99.9691
2026-06-10 04:57:18.192 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:18.193 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=23.33, direction=-1, price_change=-0.0021, new_price=99.9670
2026-06-10 04:57:18.195 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:18.195 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=107.68, direction=1, price_change=0.0111, new_price=99.9781
2026-06-10 04:57:18.198 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:18.198 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=19.68, direction=-1, price_change=-0.0016, new_price=99.9765
2026-06-10 04:57:18.200 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:18.200 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=43.93, direction=1, price_change=0.0055, new_price=99.9820
2026-06-10 04:57:18.203 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:18.203 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=78.40, direction=1, price_change=0.0079, new_price=99.9899
2026-06-10 04:57:18.206 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:18.206 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=51.88, direction=1, price_change=0.0049, new_price=99.9948
2026-06-10 04:57:18.208 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:18.208 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=33.24, direction=1, price_change=0.0033, new_price=99.9982
2026-06-10 04:57:18.211 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:18.211 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=22.68, direction=1, price_change=0.0026, new_price=100.0007
2026-06-10 04:57:18.213 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:18.213 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=71.27, direction=-1, price_change=-0.0080, new_price=99.9927
2026-06-10 04:57:18.215 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:18.216 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=87.58, direction=1, price_change=0.0083, new_price=100.0010
2026-06-10 04:57:18.217 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:18.217 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=36.69, direction=1, price_change=0.0037, new_price=100.0047
2026-06-10 04:57:18.219 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:18.219 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=60.87, direction=-1, price_change=-0.0053, new_price=99.9995
2026-06-10 04:57:18.221 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:18.221 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=80.02, direction=1, price_change=0.0084, new_price=100.0079
2026-06-10 04:57:18.223 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:18.223 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=17.97, direction=1, price_change=0.0024, new_price=100.0103
2026-06-10 04:57:18.225 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:18.225 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=41.23, direction=1, price_change=0.0040, new_price=100.0143
2026-06-10 04:57:18.228 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:18.228 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=7.41, direction=-1, price_change=-0.0012, new_price=100.0132
2026-06-10 04:57:18.230 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:18.230 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=55.52, direction=-1, price_change=-0.0057, new_price=100.0075
2026-06-10 04:57:18.232 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:18.232 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=23.12, direction=-1, price_change=-0.0023, new_price=100.0052
2026-06-10 04:57:18.234 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:18.234 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=20.31, direction=-1, price_change=-0.0021, new_price=100.0030
2026-06-10 04:57:18.236 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:18.236 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=8.80, direction=-1, price_change=0.0001, new_price=100.0031
2026-06-10 04:57:18.238 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:18.238 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=57.83, direction=-1, price_change=-0.0063, new_price=99.9969
2026-06-10 04:57:18.240 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:18.240 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=64.14, direction=1, price_change=0.0073, new_price=100.0042
2026-06-10 04:57:18.242 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:18.242 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=41.07, direction=-1, price_change=-0.0027, new_price=100.0015
2026-06-10 04:57:18.245 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:18.245 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=44.62, direction=-1, price_change=-0.0049, new_price=99.9965
2026-06-10 04:57:18.247 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:18.247 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=46.47, direction=1, price_change=0.0045, new_price=100.0011
2026-06-10 04:57:18.249 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:18.249 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=45.29, direction=1, price_change=0.0049, new_price=100.0060
2026-06-10 04:57:18.251 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:18.251 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=46.55, direction=-1, price_change=-0.0041, new_price=100.0019
2026-06-10 04:57:18.253 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:18.253 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=57.08, direction=-1, price_change=-0.0061, new_price=99.9958
2026-06-10 04:57:18.255 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:18.255 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=28.93, direction=-1, price_change=-0.0036, new_price=99.9922
2026-06-10 04:57:18.258 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:18.258 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=43.99, direction=1, price_change=0.0048, new_price=99.9970
2026-06-10 04:57:18.260 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9949)
2026-06-10 04:57:18.260 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=3.91, direction=1, price_change=0.0010, new_price=99.9980
2026-06-10 04:57:18.262 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9948)
2026-06-10 04:57:18.262 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=10.31, direction=-1, price_change=-0.0002, new_price=99.9978
2026-06-10 04:57:18.264 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9948)
2026-06-10 04:57:18.265 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=5.43, direction=-1, price_change=-0.0003, new_price=99.9975
2026-06-10 04:57:18.266 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9948)
2026-06-10 04:57:18.267 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=30.54, direction=1, price_change=0.0032, new_price=100.0007
2026-06-10 04:57:18.269 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9948)
2026-06-10 04:57:18.269 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=148.85, direction=1, price_change=0.0157, new_price=100.0164
2026-06-10 04:57:18.271 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9948)
2026-06-10 04:57:18.271 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=363.73, direction=1, price_change=0.0370, new_price=100.0535
2026-06-10 04:57:18.273 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:18.273 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=12.23, direction=-1, price_change=-0.0014, new_price=100.0521
2026-06-10 04:57:18.276 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:18.276 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=76.36, direction=1, price_change=0.0078, new_price=100.0599
2026-06-10 04:57:18.278 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9950)
2026-06-10 04:57:18.278 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=86.69, direction=1, price_change=0.0087, new_price=100.0686
2026-06-10 04:57:18.280 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:18.280 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=138.34, direction=-1, price_change=-0.0144, new_price=100.0542
2026-06-10 04:57:18.282 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9951)
2026-06-10 04:57:18.282 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=44.29, direction=-1, price_change=-0.0053, new_price=100.0489
2026-06-10 04:57:18.284 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.284 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=17.33, direction=-1, price_change=-0.0020, new_price=100.0469
2026-06-10 04:57:18.286 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.286 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=35.61, direction=-1, price_change=-0.0039, new_price=100.0430
2026-06-10 04:57:18.288 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.288 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=38.59, direction=-1, price_change=-0.0045, new_price=100.0385
2026-06-10 04:57:18.290 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9950)
2026-06-10 04:57:18.290 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=58.72, direction=-1, price_change=-0.0053, new_price=100.0332
2026-06-10 04:57:18.292 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9950)
2026-06-10 04:57:18.292 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=44.14, direction=-1, price_change=-0.0056, new_price=100.0276
2026-06-10 04:57:18.294 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9949)
2026-06-10 04:57:18.295 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=19.45, direction=1, price_change=0.0029, new_price=100.0305
2026-06-10 04:57:18.297 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9949)
2026-06-10 04:57:18.297 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=13.04, direction=1, price_change=0.0014, new_price=100.0320
2026-06-10 04:57:18.299 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9949)
2026-06-10 04:57:18.299 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=41.21, direction=-1, price_change=-0.0038, new_price=100.0282
2026-06-10 04:57:18.301 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9949)
2026-06-10 04:57:18.301 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=62.13, direction=-1, price_change=-0.0060, new_price=100.0222
2026-06-10 04:57:18.303 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9949)
2026-06-10 04:57:18.303 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=28.59, direction=-1, price_change=-0.0026, new_price=100.0196
2026-06-10 04:57:18.305 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9949)
2026-06-10 04:57:18.305 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=314.79, direction=1, price_change=0.0314, new_price=100.0510
2026-06-10 04:57:18.307 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.307 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=15.97, direction=-1, price_change=-0.0015, new_price=100.0495
2026-06-10 04:57:18.309 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.309 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=15.01, direction=-1, price_change=-0.0014, new_price=100.0481
2026-06-10 04:57:18.311 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.311 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=38.37, direction=-1, price_change=-0.0042, new_price=100.0440
2026-06-10 04:57:18.314 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.314 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=56.68, direction=1, price_change=0.0051, new_price=100.0491
2026-06-10 04:57:18.316 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.316 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=39.85, direction=1, price_change=0.0036, new_price=100.0526
2026-06-10 04:57:18.318 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.318 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=25.97, direction=1, price_change=0.0029, new_price=100.0555
2026-06-10 04:57:18.320 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9950)
2026-06-10 04:57:18.320 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=38.89, direction=-1, price_change=-0.0040, new_price=100.0515
2026-06-10 04:57:18.322 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.322 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=28.36, direction=-1, price_change=-0.0028, new_price=100.0487
2026-06-10 04:57:18.324 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.324 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=45.55, direction=1, price_change=0.0048, new_price=100.0535
2026-06-10 04:57:18.326 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.326 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=85.74, direction=-1, price_change=-0.0083, new_price=100.0452
2026-06-10 04:57:18.328 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.328 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=31.46, direction=1, price_change=0.0035, new_price=100.0487
2026-06-10 04:57:18.331 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.331 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=17.94, direction=1, price_change=0.0010, new_price=100.0497
2026-06-10 04:57:18.333 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.333 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=33.99, direction=1, price_change=0.0038, new_price=100.0535
2026-06-10 04:57:18.335 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.335 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=29.19, direction=-1, price_change=-0.0026, new_price=100.0508
2026-06-10 04:57:18.337 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.337 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=96.20, direction=-1, price_change=-0.0087, new_price=100.0422
2026-06-10 04:57:18.339 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.339 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=7.05, direction=1, price_change=-0.0002, new_price=100.0420
2026-06-10 04:57:18.341 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.341 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=138.26, direction=1, price_change=0.0144, new_price=100.0564
2026-06-10 04:57:18.344 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.344 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=33.16, direction=1, price_change=0.0038, new_price=100.0602
2026-06-10 04:57:18.346 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.346 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=125.59, direction=-1, price_change=-0.0116, new_price=100.0486
2026-06-10 04:57:18.348 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9950)
2026-06-10 04:57:18.348 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=81.72, direction=1, price_change=0.0075, new_price=100.0561
2026-06-10 04:57:18.350 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9949)
2026-06-10 04:57:18.350 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=73.62, direction=1, price_change=0.0072, new_price=100.0632
2026-06-10 04:57:18.352 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9950)
2026-06-10 04:57:18.352 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=88.34, direction=-1, price_change=-0.0087, new_price=100.0546
2026-06-10 04:57:18.355 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9950)
2026-06-10 04:57:18.355 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=43.42, direction=-1, price_change=-0.0047, new_price=100.0499
2026-06-10 04:57:18.357 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9950)
2026-06-10 04:57:18.357 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=21.36, direction=1, price_change=0.0026, new_price=100.0525
2026-06-10 04:57:18.359 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9949)
2026-06-10 04:57:18.359 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=48.21, direction=1, price_change=0.0043, new_price=100.0568
2026-06-10 04:57:18.362 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9949)
2026-06-10 04:57:18.362 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=34.39, direction=-1, price_change=-0.0039, new_price=100.0529
2026-06-10 04:57:18.364 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9949)
2026-06-10 04:57:18.364 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=45.84, direction=-1, price_change=-0.0053, new_price=100.0476
2026-06-10 04:57:18.366 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9949)
2026-06-10 04:57:18.366 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=71.16, direction=-1, price_change=-0.0067, new_price=100.0409
2026-06-10 04:57:18.368 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9949)
2026-06-10 04:57:18.368 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=34.10, direction=-1, price_change=-0.0041, new_price=100.0368
2026-06-10 04:57:18.370 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9949)
2026-06-10 04:57:18.370 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=14.93, direction=1, price_change=0.0012, new_price=100.0380
2026-06-10 04:57:18.372 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9949)
2026-06-10 04:57:18.373 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=6.18, direction=-1, price_change=-0.0003, new_price=100.0377
2026-06-10 04:57:18.374 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9949)
2026-06-10 04:57:18.374 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=4.91, direction=1, price_change=0.0004, new_price=100.0381
2026-06-10 04:57:18.377 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9949)
2026-06-10 04:57:18.377 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=34.89, direction=-1, price_change=-0.0036, new_price=100.0345
2026-06-10 04:57:18.379 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9949)
2026-06-10 04:57:18.379 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=120.70, direction=-1, price_change=-0.0118, new_price=100.0227
2026-06-10 04:57:18.381 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9948)
2026-06-10 04:57:18.382 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=34.44, direction=1, price_change=0.0035, new_price=100.0262
2026-06-10 04:57:18.384 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9948)
2026-06-10 04:57:18.384 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=32.97, direction=-1, price_change=-0.0037, new_price=100.0226
2026-06-10 04:57:18.387 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9948)
2026-06-10 04:57:18.387 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=137.39, direction=1, price_change=0.0148, new_price=100.0374
2026-06-10 04:57:18.390 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9948)
2026-06-10 04:57:18.390 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=144.87, direction=1, price_change=0.0148, new_price=100.0522
2026-06-10 04:57:18.392 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9949)
2026-06-10 04:57:18.392 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=13.01, direction=-1, price_change=-0.0004, new_price=100.0518
2026-06-10 04:57:18.395 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9948)
2026-06-10 04:57:18.395 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=23.73, direction=1, price_change=0.0021, new_price=100.0539
2026-06-10 04:57:18.397 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9948)
2026-06-10 04:57:18.397 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=64.89, direction=1, price_change=0.0065, new_price=100.0604
2026-06-10 04:57:18.399 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9949)
2026-06-10 04:57:18.399 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=99.18, direction=-1, price_change=-0.0104, new_price=100.0501
2026-06-10 04:57:18.402 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9949)
2026-06-10 04:57:18.402 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=64.27, direction=-1, price_change=-0.0066, new_price=100.0434
2026-06-10 04:57:18.404 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9950)
2026-06-10 04:57:18.404 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=16.83, direction=1, price_change=0.0009, new_price=100.0443
2026-06-10 04:57:18.407 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9949)
2026-06-10 04:57:18.407 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=19.42, direction=1, price_change=0.0016, new_price=100.0459
2026-06-10 04:57:18.409 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9949)
2026-06-10 04:57:18.409 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=11.95, direction=-1, price_change=-0.0010, new_price=100.0448
2026-06-10 04:57:18.412 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9949)
2026-06-10 04:57:18.412 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=24.19, direction=1, price_change=0.0025, new_price=100.0473
2026-06-10 04:57:18.414 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9950)
2026-06-10 04:57:18.414 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=30.25, direction=-1, price_change=-0.0019, new_price=100.0454
2026-06-10 04:57:18.416 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9949)
2026-06-10 04:57:18.416 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=142.61, direction=-1, price_change=-0.0143, new_price=100.0311
2026-06-10 04:57:18.418 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9950)
2026-06-10 04:57:18.418 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=132.68, direction=-1, price_change=-0.0132, new_price=100.0179
2026-06-10 04:57:18.420 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9950)
2026-06-10 04:57:18.420 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=9.90, direction=-1, price_change=-0.0006, new_price=100.0174
2026-06-10 04:57:18.423 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9950)
2026-06-10 04:57:18.423 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=10.85, direction=1, price_change=0.0016, new_price=100.0190
2026-06-10 04:57:18.425 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9950)
2026-06-10 04:57:18.425 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=52.58, direction=-1, price_change=-0.0050, new_price=100.0140
2026-06-10 04:57:18.427 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9950)
2026-06-10 04:57:18.427 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=37.24, direction=1, price_change=0.0042, new_price=100.0182
2026-06-10 04:57:18.429 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9949)
2026-06-10 04:57:18.429 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=26.83, direction=-1, price_change=-0.0025, new_price=100.0157
2026-06-10 04:57:18.431 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9949)
2026-06-10 04:57:18.431 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=25.82, direction=-1, price_change=-0.0028, new_price=100.0128
2026-06-10 04:57:18.433 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9948)
2026-06-10 04:57:18.433 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=112.98, direction=-1, price_change=-0.0114, new_price=100.0014
2026-06-10 04:57:18.435 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9949)
2026-06-10 04:57:18.436 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=20.53, direction=-1, price_change=-0.0017, new_price=99.9998
2026-06-10 04:57:18.437 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9949)
2026-06-10 04:57:18.438 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=29.10, direction=1, price_change=0.0030, new_price=100.0028
2026-06-10 04:57:18.439 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9949)
2026-06-10 04:57:18.439 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=15.58, direction=1, price_change=0.0020, new_price=100.0048
2026-06-10 04:57:18.441 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9949)
2026-06-10 04:57:18.441 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=26.91, direction=-1, price_change=-0.0022, new_price=100.0026
2026-06-10 04:57:18.444 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9949)
2026-06-10 04:57:18.444 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=13.80, direction=1, price_change=0.0016, new_price=100.0042
2026-06-10 04:57:18.446 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9949)
2026-06-10 04:57:18.446 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=8.40, direction=1, price_change=0.0008, new_price=100.0050
2026-06-10 04:57:18.448 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9949)
2026-06-10 04:57:18.448 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=8.74, direction=1, price_change=0.0005, new_price=100.0055
2026-06-10 04:57:18.450 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9949)
2026-06-10 04:57:18.450 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=44.35, direction=-1, price_change=-0.0039, new_price=100.0016
2026-06-10 04:57:18.452 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9949)
2026-06-10 04:57:18.452 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=197.71, direction=-1, price_change=-0.0193, new_price=99.9822
2026-06-10 04:57:18.454 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9950)
2026-06-10 04:57:18.455 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=22.80, direction=1, price_change=0.0027, new_price=99.9850
2026-06-10 04:57:18.457 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9949)
2026-06-10 04:57:18.457 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=36.73, direction=1, price_change=0.0046, new_price=99.9895
2026-06-10 04:57:18.459 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9949)
2026-06-10 04:57:18.459 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=113.50, direction=1, price_change=0.0116, new_price=100.0011
2026-06-10 04:57:18.461 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9949)
2026-06-10 04:57:18.461 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=133.69, direction=1, price_change=0.0139, new_price=100.0150
2026-06-10 04:57:18.463 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9949)
2026-06-10 04:57:18.463 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=17.61, direction=1, price_change=0.0011, new_price=100.0161
2026-06-10 04:57:18.466 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9949)
2026-06-10 04:57:18.466 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=121.49, direction=1, price_change=0.0124, new_price=100.0285
2026-06-10 04:57:18.468 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9950)
2026-06-10 04:57:18.468 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=81.87, direction=1, price_change=0.0086, new_price=100.0371
2026-06-10 04:57:18.470 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9950)
2026-06-10 04:57:18.470 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=19.02, direction=1, price_change=0.0013, new_price=100.0384
2026-06-10 04:57:18.472 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9950)
2026-06-10 04:57:18.473 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=9.72, direction=1, price_change=0.0018, new_price=100.0402
2026-06-10 04:57:18.475 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9949)
2026-06-10 04:57:18.475 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=10.00, direction=1, price_change=0.0009, new_price=100.0411
2026-06-10 04:57:18.477 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9949)
2026-06-10 04:57:18.477 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=285.69, direction=-1, price_change=-0.0291, new_price=100.0120
2026-06-10 04:57:18.480 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.480 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=44.96, direction=-1, price_change=-0.0041, new_price=100.0079
2026-06-10 04:57:18.482 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.482 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=38.65, direction=1, price_change=0.0037, new_price=100.0116
2026-06-10 04:57:18.484 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.484 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=112.00, direction=-1, price_change=-0.0107, new_price=100.0009
2026-06-10 04:57:18.486 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.486 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=17.05, direction=-1, price_change=-0.0024, new_price=99.9985
2026-06-10 04:57:18.488 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.488 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=11.82, direction=-1, price_change=-0.0015, new_price=99.9970
2026-06-10 04:57:18.490 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.490 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=81.09, direction=1, price_change=0.0083, new_price=100.0054
2026-06-10 04:57:18.492 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9952)
2026-06-10 04:57:18.492 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=29.81, direction=-1, price_change=-0.0030, new_price=100.0023
2026-06-10 04:57:18.494 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9952)
2026-06-10 04:57:18.494 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=51.50, direction=1, price_change=0.0049, new_price=100.0072
2026-06-10 04:57:18.496 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9952)
2026-06-10 04:57:18.496 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=35.12, direction=-1, price_change=-0.0036, new_price=100.0036
2026-06-10 04:57:18.498 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9952)
2026-06-10 04:57:18.498 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=60.11, direction=-1, price_change=-0.0064, new_price=99.9971
2026-06-10 04:57:18.500 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9952)
2026-06-10 04:57:18.501 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=46.14, direction=1, price_change=0.0047, new_price=100.0019
2026-06-10 04:57:18.503 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9952)
2026-06-10 04:57:18.503 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=33.36, direction=-1, price_change=-0.0034, new_price=99.9984
2026-06-10 04:57:18.505 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9952)
2026-06-10 04:57:18.505 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=6.26, direction=1, price_change=0.0004, new_price=99.9989
2026-06-10 04:57:18.507 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9952)
2026-06-10 04:57:18.507 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=44.15, direction=-1, price_change=-0.0035, new_price=99.9954
2026-06-10 04:57:18.509 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9952)
2026-06-10 04:57:18.509 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=19.65, direction=1, price_change=0.0024, new_price=99.9978
2026-06-10 04:57:18.511 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9952)
2026-06-10 04:57:18.511 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=20.89, direction=-1, price_change=-0.0025, new_price=99.9953
2026-06-10 04:57:18.513 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9952)
2026-06-10 04:57:18.513 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=11.17, direction=1, price_change=0.0007, new_price=99.9960
2026-06-10 04:57:18.515 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9952)
2026-06-10 04:57:18.515 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=19.19, direction=1, price_change=0.0018, new_price=99.9978
2026-06-10 04:57:18.518 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9952)
2026-06-10 04:57:18.518 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=52.40, direction=-1, price_change=-0.0054, new_price=99.9924
2026-06-10 04:57:18.520 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9952)
2026-06-10 04:57:18.520 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=9.91, direction=-1, price_change=-0.0011, new_price=99.9913
2026-06-10 04:57:18.522 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9952)
2026-06-10 04:57:18.522 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=95.94, direction=1, price_change=0.0097, new_price=100.0009
2026-06-10 04:57:18.524 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9952)
2026-06-10 04:57:18.524 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=59.54, direction=-1, price_change=-0.0058, new_price=99.9951
2026-06-10 04:57:18.526 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9952)
2026-06-10 04:57:18.526 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=14.96, direction=1, price_change=0.0017, new_price=99.9968
2026-06-10 04:57:18.528 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9952)
2026-06-10 04:57:18.528 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=101.44, direction=1, price_change=0.0100, new_price=100.0067
2026-06-10 04:57:18.530 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9952)
2026-06-10 04:57:18.530 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=11.64, direction=-1, price_change=0.0000, new_price=100.0067
2026-06-10 04:57:18.533 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9952)
2026-06-10 04:57:18.533 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=121.20, direction=1, price_change=0.0129, new_price=100.0197
2026-06-10 04:57:18.535 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9952)
2026-06-10 04:57:18.535 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=37.13, direction=1, price_change=0.0037, new_price=100.0233
2026-06-10 04:57:18.537 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9952)
2026-06-10 04:57:18.537 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=22.12, direction=-1, price_change=-0.0035, new_price=100.0199
2026-06-10 04:57:18.539 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.539 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=9.28, direction=-1, price_change=-0.0007, new_price=100.0192
2026-06-10 04:57:18.541 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.542 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=36.36, direction=1, price_change=0.0037, new_price=100.0229
2026-06-10 04:57:18.544 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.544 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=83.16, direction=1, price_change=0.0084, new_price=100.0313
2026-06-10 04:57:18.548 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9952)
2026-06-10 04:57:18.548 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=18.10, direction=-1, price_change=-0.0011, new_price=100.0302
2026-06-10 04:57:18.550 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.551 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=102.13, direction=1, price_change=0.0093, new_price=100.0395
2026-06-10 04:57:18.553 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.553 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=131.54, direction=-1, price_change=-0.0135, new_price=100.0260
2026-06-10 04:57:18.555 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.555 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=122.46, direction=-1, price_change=-0.0127, new_price=100.0133
2026-06-10 04:57:18.558 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.558 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=31.64, direction=-1, price_change=-0.0034, new_price=100.0099
2026-06-10 04:57:18.560 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.560 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=27.73, direction=-1, price_change=-0.0037, new_price=100.0063
2026-06-10 04:57:18.562 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.562 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=75.00, direction=-1, price_change=-0.0076, new_price=99.9987
2026-06-10 04:57:18.565 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.565 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=59.02, direction=1, price_change=0.0064, new_price=100.0051
2026-06-10 04:57:18.568 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.568 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=15.61, direction=1, price_change=0.0010, new_price=100.0061
2026-06-10 04:57:18.570 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.570 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=27.92, direction=-1, price_change=-0.0031, new_price=100.0030
2026-06-10 04:57:18.572 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9949)
2026-06-10 04:57:18.572 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=96.45, direction=-1, price_change=-0.0095, new_price=99.9935
2026-06-10 04:57:18.574 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9949)
2026-06-10 04:57:18.574 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=110.73, direction=-1, price_change=-0.0108, new_price=99.9827
2026-06-10 04:57:18.576 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9950)
2026-06-10 04:57:18.576 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=126.48, direction=-1, price_change=-0.0126, new_price=99.9701
2026-06-10 04:57:18.579 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9950)
2026-06-10 04:57:18.579 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=31.18, direction=1, price_change=0.0028, new_price=99.9729
2026-06-10 04:57:18.581 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9950)
2026-06-10 04:57:18.581 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=145.11, direction=-1, price_change=-0.0140, new_price=99.9589
2026-06-10 04:57:18.583 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9950)
2026-06-10 04:57:18.583 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=29.42, direction=1, price_change=0.0035, new_price=99.9624
2026-06-10 04:57:18.586 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9950)
2026-06-10 04:57:18.586 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=78.79, direction=1, price_change=0.0079, new_price=99.9703
2026-06-10 04:57:18.589 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9950)
2026-06-10 04:57:18.589 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=10.53, direction=-1, price_change=-0.0008, new_price=99.9694
2026-06-10 04:57:18.591 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9950)
2026-06-10 04:57:18.592 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=171.83, direction=1, price_change=0.0171, new_price=99.9865
2026-06-10 04:57:18.595 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.595 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=75.93, direction=1, price_change=0.0070, new_price=99.9935
2026-06-10 04:57:18.598 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.598 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=7.11, direction=-1, price_change=-0.0013, new_price=99.9922
2026-06-10 04:57:18.602 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.602 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=13.53, direction=1, price_change=0.0019, new_price=99.9941
2026-06-10 04:57:18.605 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.605 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=11.86, direction=-1, price_change=-0.0010, new_price=99.9931
2026-06-10 04:57:18.607 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9950)
2026-06-10 04:57:18.608 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=131.23, direction=1, price_change=0.0127, new_price=100.0058
2026-06-10 04:57:18.610 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.610 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=3.29, direction=-1, price_change=-0.0001, new_price=100.0057
2026-06-10 04:57:18.612 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.612 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=4.07, direction=-1, price_change=-0.0008, new_price=100.0049
2026-06-10 04:57:18.614 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9950)
2026-06-10 04:57:18.615 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=51.10, direction=1, price_change=0.0047, new_price=100.0095
2026-06-10 04:57:18.617 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9950)
2026-06-10 04:57:18.617 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=93.27, direction=1, price_change=0.0092, new_price=100.0188
2026-06-10 04:57:18.619 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9950)
2026-06-10 04:57:18.619 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=64.64, direction=1, price_change=0.0070, new_price=100.0257
2026-06-10 04:57:18.622 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9950)
2026-06-10 04:57:18.622 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=69.33, direction=-1, price_change=-0.0067, new_price=100.0190
2026-06-10 04:57:18.624 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9950)
2026-06-10 04:57:18.624 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=155.86, direction=-1, price_change=-0.0156, new_price=100.0035
2026-06-10 04:57:18.627 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.627 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=59.28, direction=-1, price_change=-0.0057, new_price=99.9977
2026-06-10 04:57:18.629 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.629 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=54.91, direction=1, price_change=0.0060, new_price=100.0038
2026-06-10 04:57:18.631 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.631 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=15.11, direction=-1, price_change=-0.0009, new_price=100.0029
2026-06-10 04:57:18.633 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.633 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=36.70, direction=-1, price_change=-0.0035, new_price=99.9994
2026-06-10 04:57:18.635 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.635 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=186.44, direction=1, price_change=0.0192, new_price=100.0186
2026-06-10 04:57:18.637 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.637 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=17.89, direction=-1, price_change=-0.0021, new_price=100.0165
2026-06-10 04:57:18.639 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.640 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=35.15, direction=-1, price_change=-0.0027, new_price=100.0137
2026-06-10 04:57:18.642 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.642 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=17.74, direction=1, price_change=0.0019, new_price=100.0156
2026-06-10 04:57:18.644 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.644 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=46.62, direction=-1, price_change=-0.0042, new_price=100.0114
2026-06-10 04:57:18.646 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9950)
2026-06-10 04:57:18.646 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=50.04, direction=1, price_change=0.0047, new_price=100.0161
2026-06-10 04:57:18.648 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9950)
2026-06-10 04:57:18.648 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=7.83, direction=-1, price_change=-0.0005, new_price=100.0156
2026-06-10 04:57:18.650 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9950)
2026-06-10 04:57:18.651 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=7.41, direction=1, price_change=0.0012, new_price=100.0168
2026-06-10 04:57:18.653 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.653 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=10.86, direction=-1, price_change=-0.0008, new_price=100.0160
2026-06-10 04:57:18.655 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.655 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=93.20, direction=1, price_change=0.0098, new_price=100.0258
2026-06-10 04:57:18.657 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.657 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=52.32, direction=1, price_change=0.0050, new_price=100.0308
2026-06-10 04:57:18.659 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.659 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=19.07, direction=-1, price_change=-0.0020, new_price=100.0287
2026-06-10 04:57:18.661 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9952)
2026-06-10 04:57:18.661 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=75.40, direction=1, price_change=0.0083, new_price=100.0370
2026-06-10 04:57:18.664 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9952)
2026-06-10 04:57:18.664 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=47.18, direction=1, price_change=0.0044, new_price=100.0414
2026-06-10 04:57:18.666 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9952)
2026-06-10 04:57:18.666 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=36.01, direction=-1, price_change=-0.0036, new_price=100.0379
2026-06-10 04:57:18.668 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9952)
2026-06-10 04:57:18.668 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=112.60, direction=1, price_change=0.0121, new_price=100.0499
2026-06-10 04:57:18.669 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.670 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=25.61, direction=1, price_change=0.0022, new_price=100.0521
2026-06-10 04:57:18.671 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.672 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=45.07, direction=-1, price_change=-0.0047, new_price=100.0474
2026-06-10 04:57:18.674 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.674 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=55.57, direction=1, price_change=0.0054, new_price=100.0528
2026-06-10 04:57:18.676 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.676 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=32.95, direction=1, price_change=0.0031, new_price=100.0559
2026-06-10 04:57:18.678 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.678 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=16.00, direction=1, price_change=0.0016, new_price=100.0575
2026-06-10 04:57:18.680 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.680 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=105.45, direction=-1, price_change=-0.0106, new_price=100.0469
2026-06-10 04:57:18.682 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9952)
2026-06-10 04:57:18.682 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=24.55, direction=1, price_change=0.0022, new_price=100.0490
2026-06-10 04:57:18.685 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9952)
2026-06-10 04:57:18.685 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=35.63, direction=-1, price_change=-0.0040, new_price=100.0451
2026-06-10 04:57:18.687 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9952)
2026-06-10 04:57:18.687 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=101.56, direction=1, price_change=0.0094, new_price=100.0545
2026-06-10 04:57:18.689 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9952)
2026-06-10 04:57:18.689 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=51.44, direction=-1, price_change=-0.0044, new_price=100.0501
2026-06-10 04:57:18.691 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.691 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=228.35, direction=1, price_change=0.0227, new_price=100.0728
2026-06-10 04:57:18.693 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9952)
2026-06-10 04:57:18.693 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=51.05, direction=-1, price_change=-0.0049, new_price=100.0679
2026-06-10 04:57:18.695 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9953)
2026-06-10 04:57:18.695 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=73.93, direction=1, price_change=0.0081, new_price=100.0760
2026-06-10 04:57:18.697 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9953)
2026-06-10 04:57:18.697 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=11.03, direction=-1, price_change=-0.0019, new_price=100.0741
2026-06-10 04:57:18.699 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9952)
2026-06-10 04:57:18.699 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=19.35, direction=-1, price_change=-0.0021, new_price=100.0720
2026-06-10 04:57:18.702 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9952)
2026-06-10 04:57:18.702 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=25.25, direction=-1, price_change=-0.0024, new_price=100.0696
2026-06-10 04:57:18.704 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9952)
2026-06-10 04:57:18.704 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=22.80, direction=1, price_change=0.0029, new_price=100.0726
2026-06-10 04:57:18.706 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9952)
2026-06-10 04:57:18.706 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=33.78, direction=1, price_change=0.0027, new_price=100.0752
2026-06-10 04:57:18.708 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.708 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=66.55, direction=1, price_change=0.0060, new_price=100.0812
2026-06-10 04:57:18.710 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.710 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=14.18, direction=-1, price_change=-0.0022, new_price=100.0790
2026-06-10 04:57:18.712 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.712 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=14.62, direction=-1, price_change=-0.0008, new_price=100.0782
2026-06-10 04:57:18.714 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9950)
2026-06-10 04:57:18.714 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=54.12, direction=1, price_change=0.0056, new_price=100.0838
2026-06-10 04:57:18.716 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9950)
2026-06-10 04:57:18.716 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=9.74, direction=1, price_change=0.0003, new_price=100.0841
2026-06-10 04:57:18.718 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.719 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=18.02, direction=1, price_change=0.0024, new_price=100.0865
2026-06-10 04:57:18.720 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9950)
2026-06-10 04:57:18.720 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=19.54, direction=1, price_change=0.0014, new_price=100.0879
2026-06-10 04:57:18.723 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9950)
2026-06-10 04:57:18.723 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=64.93, direction=1, price_change=0.0069, new_price=100.0948
2026-06-10 04:57:18.725 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9950)
2026-06-10 04:57:18.725 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=11.06, direction=1, price_change=0.0017, new_price=100.0965
2026-06-10 04:57:18.727 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9950)
2026-06-10 04:57:18.727 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=58.84, direction=-1, price_change=-0.0059, new_price=100.0906
2026-06-10 04:57:18.729 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9950)
2026-06-10 04:57:18.729 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=108.69, direction=-1, price_change=-0.0109, new_price=100.0797
2026-06-10 04:57:18.731 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9950)
2026-06-10 04:57:18.732 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=5.62, direction=1, price_change=0.0003, new_price=100.0800
2026-06-10 04:57:18.734 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9950)
2026-06-10 04:57:18.734 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=44.19, direction=-1, price_change=-0.0053, new_price=100.0748
2026-06-10 04:57:18.736 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9950)
2026-06-10 04:57:18.736 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=106.77, direction=1, price_change=0.0109, new_price=100.0856
2026-06-10 04:57:18.738 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.738 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=80.08, direction=-1, price_change=-0.0080, new_price=100.0776
2026-06-10 04:57:18.740 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.740 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=30.09, direction=1, price_change=0.0035, new_price=100.0810
2026-06-10 04:57:18.742 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.742 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=96.19, direction=-1, price_change=-0.0107, new_price=100.0704
2026-06-10 04:57:18.744 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9950)
2026-06-10 04:57:18.744 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=9.33, direction=-1, price_change=-0.0002, new_price=100.0702
2026-06-10 04:57:18.747 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9950)
2026-06-10 04:57:18.747 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=119.41, direction=-1, price_change=-0.0119, new_price=100.0584
2026-06-10 04:57:18.749 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9950)
2026-06-10 04:57:18.749 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=17.87, direction=-1, price_change=-0.0020, new_price=100.0563
2026-06-10 04:57:18.751 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9950)
2026-06-10 04:57:18.752 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=87.73, direction=1, price_change=0.0084, new_price=100.0647
2026-06-10 04:57:18.754 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.754 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=9.29, direction=-1, price_change=-0.0011, new_price=100.0637
2026-06-10 04:57:18.756 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.756 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=43.85, direction=-1, price_change=-0.0042, new_price=100.0595
2026-06-10 04:57:18.758 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.758 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=18.74, direction=-1, price_change=-0.0014, new_price=100.0581
2026-06-10 04:57:18.760 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.760 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=45.81, direction=-1, price_change=-0.0044, new_price=100.0537
2026-06-10 04:57:18.762 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.762 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=16.23, direction=1, price_change=0.0024, new_price=100.0561
2026-06-10 04:57:18.764 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.765 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=9.00, direction=-1, price_change=-0.0016, new_price=100.0545
2026-06-10 04:57:18.767 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.767 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=39.27, direction=1, price_change=0.0033, new_price=100.0578
2026-06-10 04:57:18.769 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9950)
2026-06-10 04:57:18.769 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=44.27, direction=1, price_change=0.0046, new_price=100.0624
2026-06-10 04:57:18.771 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9950)
2026-06-10 04:57:18.771 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=34.99, direction=-1, price_change=-0.0033, new_price=100.0591
2026-06-10 04:57:18.773 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9950)
2026-06-10 04:57:18.773 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=52.68, direction=1, price_change=0.0050, new_price=100.0642
2026-06-10 04:57:18.775 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9950)
2026-06-10 04:57:18.775 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=5.74, direction=-1, price_change=-0.0000, new_price=100.0641
2026-06-10 04:57:18.777 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9950)
2026-06-10 04:57:18.777 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=80.62, direction=-1, price_change=-0.0082, new_price=100.0560
2026-06-10 04:57:18.780 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.780 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=5.73, direction=1, price_change=-0.0000, new_price=100.0559
2026-06-10 04:57:18.782 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.782 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=38.48, direction=-1, price_change=-0.0032, new_price=100.0527
2026-06-10 04:57:18.785 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:18.785 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=390.34, direction=1, price_change=0.0401, new_price=100.0929
2026-06-10 04:57:18.787 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9954)
2026-06-10 04:57:18.787 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=54.19, direction=-1, price_change=-0.0054, new_price=100.0875
2026-06-10 04:57:18.789 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9954)
2026-06-10 04:57:18.790 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=18.49, direction=1, price_change=0.0021, new_price=100.0896
2026-06-10 04:57:18.792 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9954)
2026-06-10 04:57:18.792 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=30.53, direction=-1, price_change=-0.0036, new_price=100.0860
2026-06-10 04:57:18.794 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9954)
2026-06-10 04:57:18.795 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=8.38, direction=-1, price_change=-0.0005, new_price=100.0855
2026-06-10 04:57:18.797 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9954)
2026-06-10 04:57:18.797 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=41.90, direction=-1, price_change=-0.0036, new_price=100.0818
2026-06-10 04:57:18.800 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9953)
2026-06-10 04:57:18.800 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=80.16, direction=-1, price_change=-0.0078, new_price=100.0740
2026-06-10 04:57:18.802 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9954)
2026-06-10 04:57:18.802 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=102.72, direction=1, price_change=0.0101, new_price=100.0841
2026-06-10 04:57:18.805 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9954)
2026-06-10 04:57:18.805 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=104.20, direction=1, price_change=0.0102, new_price=100.0943
2026-06-10 04:57:18.807 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9954)
2026-06-10 04:57:18.807 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=52.41, direction=1, price_change=0.0052, new_price=100.0995
2026-06-10 04:57:18.810 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9954)
2026-06-10 04:57:18.810 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=21.73, direction=1, price_change=0.0018, new_price=100.1013
2026-06-10 04:57:18.812 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9954)
2026-06-10 04:57:18.812 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=55.18, direction=1, price_change=0.0060, new_price=100.1073
2026-06-10 04:57:18.815 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9954)
2026-06-10 04:57:18.815 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=15.60, direction=1, price_change=0.0002, new_price=100.1075
2026-06-10 04:57:18.818 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9953)
2026-06-10 04:57:18.818 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=20.49, direction=1, price_change=0.0016, new_price=100.1091
2026-06-10 04:57:18.819 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9953)
2026-06-10 04:57:18.820 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=16.88, direction=-1, price_change=-0.0017, new_price=100.1074
2026-06-10 04:57:18.821 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9954)
2026-06-10 04:57:18.821 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=31.95, direction=-1, price_change=-0.0033, new_price=100.1041
2026-06-10 04:57:18.823 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9954)
2026-06-10 04:57:18.823 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=21.03, direction=1, price_change=0.0023, new_price=100.1064
2026-06-10 04:57:18.825 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9954)
2026-06-10 04:57:18.826 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=8.69, direction=1, price_change=0.0010, new_price=100.1073
2026-06-10 04:57:18.828 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9954)
2026-06-10 04:57:18.828 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=160.56, direction=1, price_change=0.0159, new_price=100.1233
2026-06-10 04:57:18.830 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9953)
2026-06-10 04:57:18.830 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=22.50, direction=-1, price_change=-0.0025, new_price=100.1208
2026-06-10 04:57:18.832 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9953)
2026-06-10 04:57:18.832 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=46.20, direction=1, price_change=0.0052, new_price=100.1260
2026-06-10 04:57:18.835 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9953)
2026-06-10 04:57:18.835 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=48.66, direction=-1, price_change=-0.0046, new_price=100.1214
2026-06-10 04:57:18.837 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9953)
2026-06-10 04:57:18.837 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=14.73, direction=-1, price_change=-0.0016, new_price=100.1198
2026-06-10 04:57:18.839 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9953)
2026-06-10 04:57:18.839 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=95.56, direction=-1, price_change=-0.0096, new_price=100.1102
2026-06-10 04:57:18.841 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9954)
2026-06-10 04:57:18.841 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=28.83, direction=1, price_change=0.0025, new_price=100.1127
2026-06-10 04:57:18.843 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9954)
2026-06-10 04:57:18.843 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=80.55, direction=-1, price_change=-0.0086, new_price=100.1041
2026-06-10 04:57:18.845 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9954)
2026-06-10 04:57:18.845 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=49.31, direction=1, price_change=0.0049, new_price=100.1091
2026-06-10 04:57:18.847 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9954)
2026-06-10 04:57:18.847 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=55.79, direction=-1, price_change=-0.0055, new_price=100.1036
2026-06-10 04:57:18.849 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9954)
2026-06-10 04:57:18.849 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=117.92, direction=-1, price_change=-0.0111, new_price=100.0924
2026-06-10 04:57:18.851 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9954)
2026-06-10 04:57:18.851 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=4.92, direction=1, price_change=-0.0010, new_price=100.0915
2026-06-10 04:57:18.854 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9953)
2026-06-10 04:57:18.854 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=9.22, direction=1, price_change=0.0004, new_price=100.0919
2026-06-10 04:57:18.856 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9954)
2026-06-10 04:57:18.856 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=63.00, direction=-1, price_change=-0.0071, new_price=100.0848
2026-06-10 04:57:18.858 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9953)
2026-06-10 04:57:18.858 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=9.28, direction=-1, price_change=-0.0010, new_price=100.0837
2026-06-10 04:57:18.860 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9954)
2026-06-10 04:57:18.860 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=12.50, direction=-1, price_change=-0.0020, new_price=100.0817
2026-06-10 04:57:18.863 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9954)
2026-06-10 04:57:18.863 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=3.92, direction=-1, price_change=-0.0007, new_price=100.0810
2026-06-10 04:57:18.865 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9953)
2026-06-10 04:57:18.865 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=59.60, direction=1, price_change=0.0056, new_price=100.0866
2026-06-10 04:57:18.868 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9953)
2026-06-10 04:57:18.868 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=24.14, direction=-1, price_change=-0.0030, new_price=100.0836
2026-06-10 04:57:18.870 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9953)
2026-06-10 04:57:18.870 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=31.52, direction=-1, price_change=-0.0026, new_price=100.0810
2026-06-10 04:57:18.872 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9953)
2026-06-10 04:57:18.872 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=54.18, direction=-1, price_change=-0.0046, new_price=100.0764
2026-06-10 04:57:18.874 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9953)
2026-06-10 04:57:18.874 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=31.95, direction=1, price_change=0.0038, new_price=100.0802
2026-06-10 04:57:18.877 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9952)
2026-06-10 04:57:18.877 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=75.26, direction=1, price_change=0.0076, new_price=100.0878
2026-06-10 04:57:18.879 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9952)
2026-06-10 04:57:18.879 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=24.30, direction=1, price_change=0.0024, new_price=100.0902
2026-06-10 04:57:18.881 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9952)
2026-06-10 04:57:18.881 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=95.56, direction=-1, price_change=-0.0083, new_price=100.0818
2026-06-10 04:57:18.883 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9952)
2026-06-10 04:57:18.883 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=19.48, direction=-1, price_change=-0.0023, new_price=100.0796
2026-06-10 04:57:18.885 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9952)
2026-06-10 04:57:18.886 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=20.30, direction=1, price_change=0.0029, new_price=100.0825
2026-06-10 04:57:18.887 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9952)
2026-06-10 04:57:18.888 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=28.17, direction=1, price_change=0.0021, new_price=100.0846
2026-06-10 04:57:18.890 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9952)
2026-06-10 04:57:18.890 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=72.52, direction=1, price_change=0.0074, new_price=100.0919
2026-06-10 04:57:18.892 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9952)
2026-06-10 04:57:18.892 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=75.95, direction=1, price_change=0.0085, new_price=100.1004
2026-06-10 04:57:18.894 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9952)
2026-06-10 04:57:18.894 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=82.27, direction=1, price_change=0.0085, new_price=100.1089
2026-06-10 04:57:18.896 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9952)
2026-06-10 04:57:18.897 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=182.20, direction=-1, price_change=-0.0185, new_price=100.0904
2026-06-10 04:57:18.899 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9953)
2026-06-10 04:57:18.899 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=52.55, direction=-1, price_change=-0.0054, new_price=100.0850
2026-06-10 04:57:18.901 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9952)
2026-06-10 04:57:18.901 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=44.30, direction=1, price_change=0.0046, new_price=100.0897
2026-06-10 04:57:18.903 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9952)
2026-06-10 04:57:18.903 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=21.76, direction=-1, price_change=-0.0023, new_price=100.0874
2026-06-10 04:57:18.905 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9953)
2026-06-10 04:57:18.905 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=38.80, direction=-1, price_change=-0.0047, new_price=100.0827
2026-06-10 04:57:18.907 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9953)
2026-06-10 04:57:18.907 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=31.56, direction=-1, price_change=-0.0040, new_price=100.0787
2026-06-10 04:57:18.909 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9952)
2026-06-10 04:57:18.909 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=10.06, direction=-1, price_change=-0.0019, new_price=100.0768
2026-06-10 04:57:18.911 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9952)
2026-06-10 04:57:18.912 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=23.95, direction=1, price_change=0.0023, new_price=100.0791
2026-06-10 04:57:18.914 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9952)
2026-06-10 04:57:18.914 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=45.65, direction=-1, price_change=-0.0048, new_price=100.0743
2026-06-10 04:57:18.916 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9952)
2026-06-10 04:57:18.916 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=74.62, direction=-1, price_change=-0.0079, new_price=100.0664
2026-06-10 04:57:18.918 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9952)
2026-06-10 04:57:18.918 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=20.36, direction=1, price_change=0.0019, new_price=100.0683
2026-06-10 04:57:18.921 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9952)
2026-06-10 04:57:18.921 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=2.73, direction=1, price_change=0.0008, new_price=100.0691
2026-06-10 04:57:18.923 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9952)
2026-06-10 04:57:18.923 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=17.14, direction=1, price_change=0.0021, new_price=100.0711
2026-06-10 04:57:18.925 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9952)
2026-06-10 04:57:18.926 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=135.54, direction=-1, price_change=-0.0139, new_price=100.0573
2026-06-10 04:57:18.928 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9952)
2026-06-10 04:57:18.928 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=10.38, direction=-1, price_change=-0.0006, new_price=100.0567
2026-06-10 04:57:18.930 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9952)
2026-06-10 04:57:18.930 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=12.52, direction=1, price_change=0.0010, new_price=100.0577
2026-06-10 04:57:18.932 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9952)
2026-06-10 04:57:18.932 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=11.98, direction=-1, price_change=-0.0012, new_price=100.0565
2026-06-10 04:57:18.935 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9952)
2026-06-10 04:57:18.935 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=182.27, direction=-1, price_change=-0.0182, new_price=100.0383
2026-06-10 04:57:18.936 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9953)
2026-06-10 04:57:18.937 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=29.42, direction=1, price_change=0.0034, new_price=100.0417
2026-06-10 04:57:18.939 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9953)
2026-06-10 04:57:18.939 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=89.82, direction=1, price_change=0.0095, new_price=100.0512
2026-06-10 04:57:18.941 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9953)
2026-06-10 04:57:18.941 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=59.47, direction=-1, price_change=-0.0054, new_price=100.0459
2026-06-10 04:57:18.943 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9952)
2026-06-10 04:57:18.943 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=32.92, direction=1, price_change=0.0028, new_price=100.0487
2026-06-10 04:57:18.945 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9952)
2026-06-10 04:57:18.945 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=66.13, direction=-1, price_change=-0.0063, new_price=100.0424
2026-06-10 04:57:18.947 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9953)
2026-06-10 04:57:18.947 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=35.77, direction=-1, price_change=-0.0039, new_price=100.0385
2026-06-10 04:57:18.949 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9953)
2026-06-10 04:57:18.949 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=22.84, direction=1, price_change=0.0026, new_price=100.0411
2026-06-10 04:57:18.951 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9952)
2026-06-10 04:57:18.951 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=101.33, direction=-1, price_change=-0.0097, new_price=100.0314
2026-06-10 04:57:18.953 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9953)
2026-06-10 04:57:18.953 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=18.41, direction=1, price_change=0.0020, new_price=100.0334
2026-06-10 04:57:18.955 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9953)
2026-06-10 04:57:18.955 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=22.80, direction=1, price_change=0.0017, new_price=100.0351
2026-06-10 04:57:18.958 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9952)
2026-06-10 04:57:18.958 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=40.08, direction=-1, price_change=-0.0044, new_price=100.0306
2026-06-10 04:57:18.960 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9952)
2026-06-10 04:57:18.960 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=25.77, direction=-1, price_change=-0.0025, new_price=100.0281
2026-06-10 04:57:18.962 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9952)
2026-06-10 04:57:18.962 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=46.66, direction=1, price_change=0.0047, new_price=100.0328
2026-06-10 04:57:18.964 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9952)
2026-06-10 04:57:18.964 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=11.19, direction=-1, price_change=-0.0004, new_price=100.0324
2026-06-10 04:57:18.966 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9952)
2026-06-10 04:57:18.966 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=4.10, direction=1, price_change=0.0006, new_price=100.0330
2026-06-10 04:57:18.969 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9952)
2026-06-10 04:57:18.969 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=12.10, direction=1, price_change=0.0017, new_price=100.0346
2026-06-10 04:57:18.971 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9953)
2026-06-10 04:57:18.971 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=5.65, direction=-1, price_change=-0.0009, new_price=100.0337
2026-06-10 04:57:18.972 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9953)
2026-06-10 04:57:18.973 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=11.95, direction=-1, price_change=-0.0008, new_price=100.0329
2026-06-10 04:57:18.974 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9953)
2026-06-10 04:57:18.975 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=56.57, direction=1, price_change=0.0056, new_price=100.0385
2026-06-10 04:57:18.977 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9953)
2026-06-10 04:57:18.977 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=128.00, direction=1, price_change=0.0126, new_price=100.0510
2026-06-10 04:57:18.979 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9953)
2026-06-10 04:57:18.979 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=11.88, direction=-1, price_change=-0.0010, new_price=100.0500
2026-06-10 04:57:18.981 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9953)
2026-06-10 04:57:18.981 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=17.81, direction=1, price_change=0.0024, new_price=100.0524
2026-06-10 04:57:18.983 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9953)
2026-06-10 04:57:18.983 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=34.66, direction=1, price_change=0.0041, new_price=100.0565
2026-06-10 04:57:18.986 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9953)
2026-06-10 04:57:18.986 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=17.60, direction=-1, price_change=-0.0025, new_price=100.0540
2026-06-10 04:57:18.989 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9952)
2026-06-10 04:57:18.989 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=6.49, direction=-1, price_change=-0.0012, new_price=100.0528
2026-06-10 04:57:18.992 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9952)
2026-06-10 04:57:18.992 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=21.10, direction=1, price_change=0.0016, new_price=100.0544
2026-06-10 04:57:18.994 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9952)
2026-06-10 04:57:18.994 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=46.60, direction=1, price_change=0.0050, new_price=100.0594
2026-06-10 04:57:18.997 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9952)
2026-06-10 04:57:18.997 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=23.89, direction=-1, price_change=-0.0020, new_price=100.0575
2026-06-10 04:57:19.000 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9952)
2026-06-10 04:57:19.000 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=24.96, direction=-1, price_change=-0.0027, new_price=100.0547
2026-06-10 04:57:19.002 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9952)
2026-06-10 04:57:19.003 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=21.41, direction=-1, price_change=-0.0016, new_price=100.0531
2026-06-10 04:57:19.005 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:19.005 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=124.94, direction=-1, price_change=-0.0123, new_price=100.0408
2026-06-10 04:57:19.008 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:19.008 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=45.86, direction=1, price_change=0.0049, new_price=100.0457
2026-06-10 04:57:19.010 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:19.010 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=5.31, direction=1, price_change=-0.0002, new_price=100.0455
2026-06-10 04:57:19.012 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:19.013 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=34.25, direction=1, price_change=0.0033, new_price=100.0488
2026-06-10 04:57:19.015 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:19.015 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=32.30, direction=1, price_change=0.0026, new_price=100.0514
2026-06-10 04:57:19.018 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:19.018 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=64.20, direction=-1, price_change=-0.0066, new_price=100.0447
2026-06-10 04:57:19.020 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:19.020 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=49.94, direction=-1, price_change=-0.0045, new_price=100.0403
2026-06-10 04:57:19.022 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9951)
2026-06-10 04:57:19.022 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=48.31, direction=1, price_change=0.0053, new_price=100.0456
2026-06-10 04:57:19.025 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9950)
2026-06-10 04:57:19.025 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=23.01, direction=1, price_change=0.0022, new_price=100.0478
2026-06-10 04:57:19.027 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9950)
2026-06-10 04:57:19.027 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=69.38, direction=1, price_change=0.0051, new_price=100.0529
2026-06-10 04:57:19.029 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9949)
2026-06-10 04:57:19.029 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=23.96, direction=-1, price_change=-0.0027, new_price=100.0501
2026-06-10 04:57:19.031 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9949)
2026-06-10 04:57:19.031 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=64.04, direction=1, price_change=0.0061, new_price=100.0563
2026-06-10 04:57:19.033 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9949)
2026-06-10 04:57:19.034 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=4.74, direction=-1, price_change=0.0004, new_price=100.0566
2026-06-10 04:57:19.035 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9948)
2026-06-10 04:57:19.036 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=149.87, direction=1, price_change=0.0149, new_price=100.0716
2026-06-10 04:57:19.037 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9949)
2026-06-10 04:57:19.037 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=50.50, direction=-1, price_change=-0.0051, new_price=100.0665
2026-06-10 04:57:19.039 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9949)
2026-06-10 04:57:19.039 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=82.41, direction=-1, price_change=-0.0079, new_price=100.0586
2026-06-10 04:57:19.041 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9949)
2026-06-10 04:57:19.041 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=63.37, direction=1, price_change=0.0067, new_price=100.0653
2026-06-10 04:57:19.043 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9949)
2026-06-10 04:57:19.043 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=19.55, direction=1, price_change=0.0023, new_price=100.0677
2026-06-10 04:57:19.045 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9949)
2026-06-10 04:57:19.045 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=29.15, direction=1, price_change=0.0025, new_price=100.0701
2026-06-10 04:57:19.047 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9949)
2026-06-10 04:57:19.047 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=140.96, direction=-1, price_change=-0.0143, new_price=100.0558
2026-06-10 04:57:19.050 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9949)
2026-06-10 04:57:19.050 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=46.42, direction=1, price_change=0.0054, new_price=100.0613
2026-06-10 04:57:19.052 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9950)
2026-06-10 04:57:19.052 | DEBUG    | __main__:simulate_trade:27 - Simulated trade: size=12.02, direction=-1, price_change=-0.0011, new_price=100.0601
2026-06-10 04:57:19.054 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000101 (R^2: 0.9950)
2026-06-10 04:57:19.054 | INFO     | __main__:run_simulation:40 - Simulated 10000/10000 trades. Current price: 100.06
2026-06-10 04:57:19.067 | INFO     | __main__:run_simulation:43 - Simulation complete.
   time_step      price  signed_volume  price_change  kyle_lambda
0          0  99.987724    -122.676589     -0.012276          NaN
1          1  99.970238    -170.210644     -0.017486          NaN
2          2  99.966746     -43.585447     -0.003492          NaN
3          3  99.977721     113.901347      0.010975          NaN
4          4  99.984410      59.215496      0.006689          NaN
      time_step       price  signed_volume  price_change  kyle_lambda
9995       9995  100.067668      19.550439      0.002338     0.000101
9996       9996  100.070150      29.153034      0.002482     0.000101
9997       9997  100.055842    -140.955381     -0.014308     0.000101
9998       9998  100.061259      46.423680      0.005417     0.000101
9999       9999  100.060116     -12.017410     -0.001142     0.000101

Visualization 1: Price Evolution and Kyle's Lambda Over Time

This plot shows the simulated asset price and the calculated Kyle's Lambda over the entire simulation period. Observing both metrics together can reveal how market illiquidity (represented by Lambda) correlates with price movements.

[9]
fig, axes = plt.subplots(2, 1, figsize=(14, 10), sharex=True)

# Plot Price Evolution
sns.lineplot(x='time_step', y='price', data=df_simulation_results, ax=axes[0], color='blue')
axes[0].set_title('Simulated Asset Price Evolution Over Time')
axes[0].set_ylabel('Price')
axes[0].grid(True)
axes[0].legend(['Price'])

# Plot Kyle's Lambda Evolution
sns.lineplot(x='time_step', y='kyle_lambda', data=df_simulation_results.dropna(subset=['kyle_lambda']), ax=axes[1], color='red')
axes[1].set_title("Kyle's Lambda Over Time")
axes[1].set_xlabel('Time Step')
axes[1].set_ylabel("Kyle's Lambda (λ)")
axes[1].grid(True)
axes[1].legend(["Kyle's Lambda"])

plt.tight_layout()
plt.show()
cell output

Visualization 2: Relationship Between Signed Trade Volume and Price Change

This scatter plot illustrates the core concept of Kyle's Lambda: the linear relationship between signed trade volume (order flow) and subsequent price changes. The slope of the regression line on this plot visually represents Kyle's Lambda. We will also include a regression line to highlight this relationship.

[10]
plt.figure(figsize=(12, 8))
sns.regplot(x='signed_volume', y='price_change', data=df_simulation_results, scatter_kws={'alpha':0.3, 's':10}, line_kws={'color':'red'})
plt.title('Price Change vs. Signed Trade Volume (Order Flow)')
plt.xlabel('Signed Trade Volume')
plt.ylabel('Price Change')
plt.grid(True)
plt.show()

# Calculate and print the overall Kyle's Lambda for the entire simulation
# This can be compared to the rolling lambda values
overall_lambda = calculate_kyle_lambda({'trade_history': df_simulation_results[['signed_volume', 'price_change']].to_dict('records')}, window_size=len(df_simulation_results))
if overall_lambda is not None:
    logger.info(f"Overall Kyle's Lambda for the entire simulation: {overall_lambda:.6f}")
else:
    logger.warning("Could not calculate overall Kyle's Lambda.")
cell output
2026-06-10 05:02:42.180 | DEBUG    | __main__:calculate_kyle_lambda:35 - Calculated Kyle's Lambda: 0.000100 (R^2: 0.9955)
2026-06-10 05:02:42.182 | INFO     | __main__:<cell line: 0>:13 - Overall Kyle's Lambda for the entire simulation: 0.000100

Visualization 3: Distribution of Signed Trade Volume and Price Changes

These histograms provide insights into the distribution characteristics of our simulated signed trade volumes and price changes. Understanding these distributions can help in assessing the realism of the simulation and potential factors influencing price impact.

[11]
fig, axes = plt.subplots(1, 2, figsize=(16, 6))

# Distribution of Signed Trade Volume
sns.histplot(df_simulation_results['signed_volume'], bins=50, kde=True, ax=axes[0], color='skyblue')
axes[0].set_title('Distribution of Signed Trade Volume')
axes[0].set_xlabel('Signed Trade Volume')
axes[0].set_ylabel('Frequency')
axes[0].grid(True)

# Distribution of Price Changes
sns.histplot(df_simulation_results['price_change'], bins=50, kde=True, ax=axes[1], color='lightcoral')
axes[1].set_title('Distribution of Price Changes')
axes[1].set_xlabel('Price Change')
axes[1].set_ylabel('Frequency')
axes[1].grid(True)

plt.tight_layout()
plt.show()
cell output

Visualization 4: Rolling Window Analysis of Kyle's Lambda

This visualization demonstrates how Kyle's Lambda can change over different market conditions by plotting its rolling average. A rolling mean helps to smooth out short-term fluctuations and highlight trends in liquidity and price impact.

[12]
plt.figure(figsize=(14, 7))
# Calculate a rolling mean for Kyle's Lambda to smooth the plot
df_simulation_results['rolling_kyle_lambda'] = df_simulation_results['kyle_lambda'].rolling(window=200, min_periods=10).mean()
sns.lineplot(x='time_step', y='rolling_kyle_lambda', data=df_simulation_results.dropna(subset=['rolling_kyle_lambda']), color='green')
plt.title("Rolling Mean of Kyle's Lambda (Window=200)")
plt.xlabel('Time Step')
plt.ylabel("Rolling Kyle's Lambda (λ)")
plt.grid(True)
plt.legend(["Rolling Kyle's Lambda"])
plt.show()
cell output

Conclusion

This Google Colab notebook has provided a comprehensive exploration of Kyle's Lambda, a fundamental concept in market microstructure. We began by establishing the theoretical foundation, defining key terms such as price impact, order flow, and information asymmetry.

We then proceeded to implement core functions for simulating market behavior and calculating Kyle's Lambda. This included:

  • setup_logging(): Configured loguru for effective monitoring and debugging.
  • create_market_state(): Initialized the market environment with configurable parameters.
  • simulate_trade(): Modeled individual trade events, incorporating signed volume and generating price changes.
  • calculate_kyle_lambda(): Estimated Kyle's Lambda using linear regression on a rolling window of trade data, reflecting its dynamic nature.
  • retry_with_exponential_backoff(): Introduced a robust error handling mechanism for production-grade functions.

The demonstration section showcased a full simulation workflow, generating time-series data for price and Kyle's Lambda. Through various visualizations, we observed:

  • The evolution of simulated asset prices and Kyle's Lambda over time, illustrating how liquidity can fluctuate.
  • The linear relationship between signed trade volume and price changes, which is the empirical basis for Kyle's Lambda estimation.
  • The distributions of signed trade volume and price changes, providing insights into the characteristics of the simulated market.
  • The rolling mean of Kyle's Lambda, demonstrating how this metric can be smoothed to identify trends in market illiquidity.

Finally, we outlined critical production considerations, emphasizing aspects like real-time data handling, calibration, model validation, and system integration. Understanding and appropriately estimating Kyle's Lambda is crucial for market participants, particularly for optimizing trading strategies, managing execution costs, and comprehending market liquidity dynamics. This notebook serves as a foundational tool for further research and practical application in quantitative finance.