32 lines
696 B
Go
32 lines
696 B
Go
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
|
|
}
|