做空版本初见成效？

pull_k_lines.js

@@ -6,7 +6,7 @@ const logger = require('./utils/logger')
 
 const BASE_REST = 'https://fapi.binance.com'
 const QUOTE_ASSET = 'USDT'                                    // 拉取什么交易对的
-const NUMBER_OF_DAYS_TO_PULL = 144                         // 一共拉取多少K的数据
+const NUMBER_OF_DAYS_TO_PULL = 720                          // 一共拉取多少K的数据
 
 const socksProxy = 'socks://127.0.0.1:7890';
 const agent = new SocksProxyAgent(socksProxy);

十面埋伏_SHORT.js

@@ -20,7 +20,7 @@ function statisticA(kLines, index) {
     return 0
   }
 
-  return parseInt(100 * (endK.Close - startK.Open) / startK.Open) + 100
+  return parseInt(100 * (startK.Open - endK.Close) / startK.Open) + 100
 }
 
 // 返回过去一共NK涨幅超过M%【这个有关的】
@@ -109,21 +109,21 @@ function statisticC(kLines, index, btcKLines, btcIndex) {
 
 // 指标过滤
 function filter(btcKLines, kLines, index, btcIndex, symbol) {
-  // // 过去N根K的累计涨幅
-  // let upRateN = statisticA(kLines, index)
-  // if (upRateN >= 90) {
-  //   return false
-  // }
+  // 过去N根K的累计涨幅
+  let upRateN = statisticA(kLines, index)
+  if (upRateN >= 90) {
+    return false
+  }
 
   // 一共NK涨幅超过M%
   if (statisticB(kLines, index) > 0) {
     return false
   }
 
-  // // 过去N根k线一共有M根与btc走势一致
-  // if (statisticC(kLines, index, btcKLines, btcIndex) > 4) {
-  //   return false
-  // }
+  // 过去N根k线一共有M根与btc走势一致
+  if (statisticC(kLines, index, btcKLines, btcIndex) > 4) {
+    return false
+  }
 
   return NOOBS.indexOf(symbol) === -1;
 }
@@ -261,7 +261,7 @@ function dragonAnalysis(btcKLines, kLinesMap, dragonMap, _dayCount) {
   }
 }
 
-let NOOBS = []
+let NOOBS = ["ADA_USDT","ATOM_USDT","NEO_USDT","ALGO_USDT","KNC_USDT","DOGE_USDT","KAVA_USDT","BAND_USDT","RLC_USDT","SNX_USDT","DOT_USDT","YFI_USDT","CRV_USDT","RUNE_USDT","STORJ_USDT","BLZ_USDT", "AVAX_USDT","KSM_USDT","AAVE_USDT","RSR_USDT","REEF_USDT","RVN_USDT","CHR_USDT","ONE_USDT","HOT_USDT","1000SHIB_USDT","C98_USDT","MASK_USDT","1000XEC_USDT","AR_USDT","ARPA_USDT","CTSI_USDT","LPT_USDT","PEOPLE_USDT","ROSE_USDT","FLOW_USDT","JASMY_USDT","INJ_USDT","FET_USDT","ETH_USDT","BCH_USDT","LTC_USDT","TRX_USDT","ETC_USDT","XLM_USDT","DASH_USDT","XTZ_USDT","ONT_USDT","VET_USDT","QTUM_USDT","THETA_USDT","ZIL_USDT","DEFI_USDT","ICX_USDT","1INCH_USDT","SAND_USDT","XEM_USDT","DENT_USDT","BAKE_USDT","GTC_USDT","CELO_USDT","ENS_USDT","IMX_USDT","DAR_USDT","SPELL_USDT","IOTA_USDT","IOST_USDT","SUSHI_USDT","FLM_USDT","LIT_USDT","LINA_USDT","CELR_USDT","NKN_USDT","WOO_USDT","LINK_USDT","TRB_USDT","OMG_USDT","LRC_USDT","APT_USDT"]
 // let NOOBS = []
 
 async function main() {
@@ -270,7 +270,7 @@ 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 = 144              // 一共回测多少K
+  const BAKE_TEST_DAYS = 720              // 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