data_analysis/十面埋伏分析.js

const logger = require("./utils/logger");
const fs = require('fs').promises;

async function readData() {
  let data = await fs.readFile('./data/k_lines.json', 'utf8')

  return JSON.parse(data)
}

function getRealDragonMap(kLinesMap, FIRST_FEW_DAYS, BUY_LIMIT_RATE) {
  let realDragonMap = {}
  for (let symbol in kLinesMap) {
    let kLines = kLinesMap[symbol]

    let index = kLines.length - (FIRST_FEW_DAYS + 1)
    let kLine = kLines[index]
    let prevKline = kLines[index - 1]

    // 开盘第一天不计算
    if (!kLine || !prevKline) continue

    let rate = 100 * (kLine.Close - kLine.Open) / kLine.Open
    if (rate > BUY_LIMIT_RATE) {
      kLine.Rate = rate
      kLine.Profit = rate - BUY_LIMIT_RATE
      realDragonMap[symbol] = kLine
    }
  }

  return realDragonMap
}

function getFakeDragonMap(kLinesMap, FIRST_FEW_DAYS, BUY_LIMIT_RATE) {
  let fakeDragonMap = {}
  for (let symbol in kLinesMap) {
    let kLines = kLinesMap[symbol]
    let index = kLines.length - (FIRST_FEW_DAYS + 1)
    let kLine = kLines[index]
    let prevKline = kLines[index - 1]

    // 开盘第一天不计算
    if (!kLine || !prevKline) continue

    let rate = 100 * (kLine.Close - kLine.Open) / kLine.Open
    let maxRate = 100 * (kLine.High - kLine.Open) / kLine.Open
    if (maxRate > BUY_LIMIT_RATE && rate < BUY_LIMIT_RATE) {
      kLine.Rate = rate
      kLine.MaxRate = maxRate
      kLine.Profit = rate > 0 ? rate - BUY_LIMIT_RATE : -BUY_LIMIT_RATE
      fakeDragonMap[symbol] = kLine
    }
  }

  return fakeDragonMap
}

async function main() {
  let kLinesMap = await readData()

  const FIRST_FEW_DAYS = 0            // 第几天的数据，0表示今天，1表示昨天，2表示前天，以此类推
  const BUY_LIMIT_RATE = 10           // 从什么比例入场

  for (let i = 0; i <= kLinesMap['BTC_USDT'].length - 1; i++) {
    // 真龙榜
    let realDragonProfit = 0
    let realDragonMap = getRealDragonMap(kLinesMap, i, BUY_LIMIT_RATE)
    for (let symbol in realDragonMap) {
      realDragonProfit += realDragonMap[symbol].Profit
      // logger.info(realDragonMap[symbol].Symbol, realDragonMap[symbol].Profit, realDragonMap[symbol].Rate)
    }
    // 假龙榜
    let fakeDragonProfit = 0
    let fakeDragonMap = getFakeDragonMap(kLinesMap, i, BUY_LIMIT_RATE)
    for (let symbol in fakeDragonMap) {
      fakeDragonProfit += fakeDragonMap[symbol].Profit
      // logger.info(fakeDragonMap[symbol].Symbol, fakeDragonMap[symbol].Profit, fakeDragonMap[symbol].MaxRate, fakeDragonMap[symbol].Rate)
    }
    logger.info(`${i}日，真龙榜利润${realDragonProfit}%/${Object.keys(realDragonMap).length}`
      + `，假龙榜利润${fakeDragonProfit}%/${Object.keys(fakeDragonMap).length}`)
  }
}

main().catch((error) => {
  logger.error(error.stack);
  process.exitCode = 1;
})