只分析最近12根

pull_k_lines.js

@@ -6,7 +6,7 @@ const logger = require('./utils/logger')
 
 const BASE_REST = 'https://api.binance.com'
 const QUOTE_ASSET = 'USDT'                                    // 拉取什么交易对的
-const NUMBER_OF_DAYS_TO_PULL = 10000                         // 一共拉取多少天的数据
+const NUMBER_OF_DAYS_TO_PULL = 50                         // 一共拉取多少天的数据
 
 const socksProxy = 'socks://127.0.0.1:7890';
 const agent = new SocksProxyAgent(socksProxy);
@@ -54,7 +54,7 @@ async function main() {
   for (let i = 0; i < symbols.length; i++) {
     let symbol = symbols[i]
     const kLines = await HttpQuery(
-      `${BASE_REST}/api/v3/klines?symbol=${symbol.replace('_', '')}&interval=2h&limit=${NUMBER_OF_DAYS_TO_PULL}&startTime=1685548800000`)
+      `${BASE_REST}/api/v3/klines?symbol=${symbol.replace('_', '')}&interval=2h&limit=${NUMBER_OF_DAYS_TO_PULL}`)
 
     kLinesMap[symbol] = []
     for (let kLine of kLines) {

十面埋伏分析.js

@@ -5,7 +5,7 @@ const ChartKit = require('./utils/chart-kit');
 const fs = require('fs').promises;
 
 async function readData() {
-  let data = await fs.readFile('./data/k_lines_202401_202403.json', 'utf8')
+  let data = await fs.readFile('./data/k_lines.json', 'utf8')
 
   return JSON.parse(data)
 }
@@ -127,11 +127,6 @@ function filter(btcKLines, kLines, index, symbol) {
   if (NOOBS.indexOf(symbol) !== -1) {
     return false
   }
-
-  // if ([4, 6, 14, 22].indexOf(statisticE(kLines, index)) === -1) {
-  //   return false
-  // }
-
   return true
 }
 
@@ -286,7 +281,7 @@ async function main() {
 
 
   const FIRST_FEW_DAYS = 1               // 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 = 100              // 一共回测多少K
+  const BAKE_TEST_DAYS = 12              // 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
 
@@ -303,7 +298,7 @@ async function main() {
     let realDragonMap = getRealDragonMap(btcKLines, kLinesMap, day_count, BUY_LIMIT_RATE)
     for (let symbol in realDragonMap) {
       realDragonProfit += realDragonMap[symbol].Profit
-      // logger.info(`${realDragonMap[symbol].Symbol}, ${realDragonMap[symbol].Profit}%`)
+      logger.info(`${realDragonMap[symbol].Symbol}, ${realDragonMap[symbol].Profit}%`)
     }
     dragonAnalysis(btcKLines, kLinesMap, realDragonMap, day_count)
 
@@ -313,7 +308,7 @@ async function main() {
     let fakeDragonMap = getFakeDragonMap(btcKLines, kLinesMap, day_count, BUY_LIMIT_RATE)
     for (let symbol in fakeDragonMap) {
       fakeDragonProfit += fakeDragonMap[symbol].Profit
-      // logger.info(`${fakeDragonMap[symbol].Symbol}, ${fakeDragonMap[symbol].Profit}%`)
+      logger.info(`${fakeDragonMap[symbol].Symbol}, ${fakeDragonMap[symbol].Profit}%`)
     }
     dragonAnalysis(btcKLines, kLinesMap, fakeDragonMap, day_count)
 
@@ -344,11 +339,12 @@ async function main() {
     let dateStr = TimeKit.getTimeByMillisecond(btcK.Time)
     let btcUpRate = NumKit.getSubFloat(100 * (btcK.Close - btcK.Open) / btcK.Open, 2)
 
-    logger.info(`${day_count}根(${dateStr}, ${realLength + fakeLength}只)，赚钱榜(${realLength}只)利润${realDragonProfit}%`
-      + `，亏钱榜(${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}%，平均每只利润${avgProfit}% ${isStopLoss ? '(止损)' : ''}`
-      + `，BTC涨幅${btcUpRate}%`
+    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('')
 
     totalProfit += avgProfit
     totalProfit = NumKit.getSubFloat(totalProfit, 2)