修好了利润期望值问题。

十面埋伏分析.js

@@ -267,7 +267,7 @@ async function main() {
   const BUY_LIMIT_RATE = 0               // 从什么比例入场
 
   const FIRST_FEW_DAYS = 0               // 第几K的数据，0表示今K，1表示昨K，2表示前K，以此类推
-  const BAKE_TEST_DAYS = 360              // 一共回测多少K
+  const BAKE_TEST_DAYS = 36              // 一共回测多少K
   // const FIRST_FEW_DAYS = 710                   // 第几K的数据，0表示今K，1表示昨K，2表示前K，以此类推
   // const BAKE_TEST_DAYS = 1                     // 一共回测多少K
 
@@ -302,20 +302,13 @@ async function main() {
     fakeDragonProfit = NumKit.getSubFloat(fakeDragonProfit, 2)
     let realLength = Object.keys(realDragonMap).length
     let fakeLength = Object.keys(fakeDragonMap).length
-    let realRate = NumKit.getSubFloat(realLength / (realLength + fakeLength), 2)
-    let fakeRate = NumKit.getSubFloat(1 - realRate, 2)
-    let expRealProfit = NumKit.getSubFloat(realRate * realDragonProfit, 2)
-    let expFakeProfit = NumKit.getSubFloat(fakeRate * fakeDragonProfit, 2)
-    let synProfit = NumKit.getSubFloat(expFakeProfit + expRealProfit, 2)
-    let avgProfit = NumKit.getSubFloat(synProfit / (realLength + fakeLength), 2)
+    let avgProfit = NumKit.getSubFloat((fakeDragonProfit + realDragonProfit) / (realLength + fakeLength), 2)
     let isStopLoss = false
     if ((Object.keys(fakeDragonMap).length !== 0 || Object.keys(realDragonMap).length !== 0)) {
       if (btcKlineUpRate > 3.4) {
         avgProfit -= 6.8
         if (avgProfit < -6.8) avgProfit = -6.8
         isStopLoss = true
-      } else if (avgProfit < -16.8) {
-        avgProfit = -16.8
       }
     } else {
       avgProfit = 0
@@ -329,7 +322,6 @@ async function main() {
 
     logger.info(`${day_count}根(${dateStr}), ${realLength + fakeLength}只, 平均每只利润${avgProfit}% ${isStopLoss ? '(止损)' : ''}，`
       + `赚钱(${realLength}只)利润${realDragonProfit}%，亏钱(${fakeLength}只)利润${fakeDragonProfit}%`
-      + `，赚钱榜期望利润${expRealProfit}%，亏钱榜期望利润${expFakeProfit}%，综合利润${synProfit}%`
       // + `，BTC涨幅${btcUpRate}%`
     )
     logger.info('')