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
}