init

arb/stat_spike.go

@@ -0,0 +1,31 @@
+package arb
+
+import (
+	"fmt"
+	"github.com/banbox/banbot/config"
+	"github.com/banbox/banbot/core"
+	"github.com/banbox/banexg/errs"
+)
+
+/*
+捕捉价格比率的瞬时剧烈波动
+*/
+
+func FindTupleSpikes() *errs.Error {
+	tf := "1m"
+	endMS := config.TimeRange.EndMS
+	items, err := findSpikeTuples(endMS, tf, 2000, 5, 5)
+	if err != nil {
+		return err
+	}
+	fmt.Println("tuple,score,slope,pftRate,rawXBig")
+	for _, t := range items {
+		codeA, _, _, _ := core.SplitSymbol(t.A.Symbol)
+		codeB, _, _, _ := core.SplitSymbol(t.B.Symbol)
+		if codeA > codeB {
+			codeA, codeB = codeB, codeA
+		}
+		fmt.Printf("%s/%s,%.2f,%.4f,%.3f,%v\n", codeA, codeB, t.Score, t.BigSlope, t.PftRate, t.RawXBig)
+	}
+	return nil
+}