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/**
* author: jcx
* date: 3/10/2017
*/
/**
* 修改自小小梦的"转换任意K线周期" 模板，支持设置任意的周期大小，支持输入ticker
* 时间设置必须是当前提供的 records[]周期的整数倍才有意义（在程序中没有检查）
*
*
* 考虑到在getrecords() 返回的最后一个数据可能会改变．
* 1. 可以在main函数中循环 从0 到 < length-1
* 2. 或者是当前处理方法，在AddKLine方法中，使用timeAfOrEq()，允许最后一个时段的值更新
* (隐含要求添加kline records 按照时间顺序)
*
*/
// K线周期合成 扩展为 根据基础K线 合成 为任意周期。
var cloneObj = function(obj) { // 深拷贝 对象函数
var str, newobj = obj.constructor === Array ? [] : {};
if (typeof obj !== 'object') {
return;
} else if (JSON) {
str = JSON.stringify(obj); //系列化对象
newobj = JSON.parse(str); //还原
} else {
for (var i in obj) {
newobj[i] = typeof obj[i] === 'object' ?
cloneObj(obj[i]) : obj[i];
}
}
return newobj;
};
/**
* NeWCycleForMS: 新的周期
* n : 每次返回的 蜡烛records数组大小
*/
var DefaultN = 10
function AssembleRecords(NewCycleForMS, n) {
var self = {}
self.NewCycleForMS = NewCycleForMS;
self.curBars = [] // 用来存储 最近 n 个蜡烛对象
n = parseInt(n) // 存储每次返回的蜡烛数量
if (n*1 === n)
self.n = n
else
self.n = DefaultN
// 临时变量
self.tmp = {lasttime: 0}
self.timeAf = function (time1, time2) {
return time1 < time2
}
self.timeAfOrEq = function (time1, time2) {
return time1 <= time2
}
self.inSameKLine = function (time1, time2) {
if (parseInt(time1/self.NewCycleForMS) ===
parseInt(time2/self.NewCycleForMS)) {
return true
}
return false;
}
self.getKlineStartTime = function (time) {
return time - time%self.NewCycleForMS
}
self.newBarObj = function (time, v) {
var value = 0;
value = v
return { // 定义一个 K线柱结构
Time: time,
Open: value,
High: value,
Low: value,
Close: value,
Volume: 0
}
}
self.updateNewBar = function(time, defaultvalue) {
var barobj;
if (self.curBars.length == 0) {
barobj = self.newBarObj(self.getKlineStartTime(time),
defaultvalue)
self.curBars.push(barobj)
} else if(!self.inSameKLine(self.curBars[self.curBars.length-1].Time,
time) ) {
barobj = self.newBarObj(self.getKlineStartTime(time),
defaultvalue)
self.curBars.push(barobj)
}
if (self.curBars.length > n+2) {
self.curBars.shift()
}
return self.curBars[self.curBars.length-1];
}
self.AddTicker = function (ticker) {
var barobj;
// ticker should passed as time order
barobj = self.updateNewBar(ticker.Time, ticker.Last);
if (!self.timeAfOrEq(self.barobj[self.barobj.length-1].Time,
cker.Time)) {
return;
}
if (barobj.High < ticker.High)
barobj.High = ticker.High
if (barobj.Low > ticker.Low)
barobj.Low = ticker.Low
barobj.Close = ticker.Last
// barobj.Volume += ticker.Volume
}
self.AddKLine = function (klinerecord) {
var barobj;
// must use <=, when stepping into new record, last record may change
if (!self.timeAfOrEq(self.tmp.lasttime,
klinerecord.Time)) {
return
}
barobj = self.updateNewBar(klinerecord.Time, klinerecord.Open)
self.tmp.lasttime = klinerecord.Time
if (barobj.High < klinerecord.High) {
barobj.High = klinerecord.High
}
if (barobj.Low > klinerecord.Low)
barobj.Low = klinerecord.Low
barobj.Close = klinerecord.Close
barobj.Volume += klinerecord.Volumn
}
self.GetKline = function () {
var len = self.curBars.length;
return self.curBars.slice(len-self.n);
}
return self;
}
// 测试代码
function main() {
var records = exchange.GetRecords();
while (!records || records.length < 24) {
records = exchange.GetRecords();
}
// 处理界面参数， 如果写到自己的策略里面 可以参考下
var Num_UI_NewCycleForMS = 1;
var arrayNum = UI_NewCycleForMS.split("*");
for(var indexNum = 0 ; indexNum < arrayNum.length ; indexNum++){
Num_UI_NewCycleForMS = Num_UI_NewCycleForMS * Number(arrayNum[indexNum]);
}
Log("自定义周期毫秒时间为：", Num_UI_NewCycleForMS);
// 第一个参数是 基础K线， 第二个参数是 要转换的周期的 毫秒数， 1000 * 60 * 20 就是 转换为 20分钟
obj = AssembleRecords(Num_UI_NewCycleForMS, 5);
while(true){
records = _C(exchange.GetRecords);
for (var i=0;i<records.length;i++) {
obj.AddKLine(records[i])
}
newrecords = obj.GetKline()
$.PlotRecords(newrecords, 'BTC');
// throw "stop"; // ceshi
Sleep(1000);
}
}
Los inventores cuantifican - sueños pequeñosEl apoyo, la escritura es bastante sencilla.