53 lines
1.3 KiB
Go
53 lines
1.3 KiB
Go
package arb
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import (
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"github.com/banbox/banbot/config"
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"github.com/banbox/banbot/core"
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"github.com/banbox/banbot/exg"
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"github.com/banbox/banbot/orm"
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"github.com/banbox/banexg"
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"github.com/banbox/banexg/errs"
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"github.com/banbox/banexg/log"
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"go.uber.org/zap"
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"sort"
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)
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func StatGroupPairs() *errs.Error {
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exgId := "binance"
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endMS := config.TimeRange.EndMS
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// 生成待订阅标的列表
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exsMap := orm.GetExSymbols(exgId, banexg.MarketLinear)
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limit := 720
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exsList, barList, _, err := getExsBars(exg.Default, exsMap, "1h", 0, endMS, limit)
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if err != nil {
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return err
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}
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arr := make([]*core.StrFloat, 0, len(exsList))
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for i, exs := range exsList {
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var sumVal float64
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bars := barList[i]
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if float64(len(bars)) < float64(limit)*0.9 {
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continue
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}
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for _, b := range bars {
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sumVal += b.Volume * b.Close
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}
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arr = append(arr, &core.StrFloat{
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Str: exs.Symbol,
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Val: sumVal,
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})
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}
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// 按成交量降序，取前30%
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sort.Slice(arr, func(i, j int) bool {
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return arr[i].Val > arr[j].Val
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})
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cutNum := int(float64(len(arr)) * 0.2)
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cutPairs := make([]string, 0, cutNum)
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for i := 0; i < cutNum; i++ {
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base, _, _, _ := core.SplitSymbol(arr[i].Str)
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cutPairs = append(cutPairs, base)
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}
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log.Info("cut 20% of pairs", zap.Int("num", cutNum), zap.Int("total", len(arr)), zap.Strings("items", cutPairs))
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return nil
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}
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