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Contoh strategi visualisasi - OKEX perbedaan kontrak mingguan dengan kontrak kuartal

Penulis:Penemu Kuantitas - Mimpi Kecil, Tanggal: 2018-10-18 12:26:01
Tag:Baiklah.StudiVisualisasi


{"xml":"<xml xmlns=\"http://www.w3.org/1999/xhtml\">\n  <variables>\n    <variable type=\"\" id=\"CUnhT=2QQya8+dUEgj0W\">ticker1</variable>\n    <variable type=\"\" id=\"-xl={KB09@geORu=ORZB\">ticker2</variable>\n    <variable type=\"\" id=\"YXD1A6G~dGcHiAg@1B)@\">diff</variable>\n  </variables>\n  <block type=\"ext_exchange_SetContractType\" id=\"6:?at}X85y|$0nIHEsk=\" x=\"92\" y=\"53\">\n    <field name=\"INPUT_0\">1</field>\n    <value name=\"INPUT_1\">\n      <shadow type=\"text\" id=\"0nxm(YJ:LEXugR:ubFh;\">\n        <field name=\"TEXT\">quarter</field>\n      </shadow>\n    </value>\n    <next>\n      <block type=\"ext_exchange_SetContractType\" id=\"^.VGjPVcFC47F~cB4,Vo\">\n        <field name=\"INPUT_0\">0</field>\n        <value name=\"INPUT_1\">\n          <shadow type=\"text\" id=\"l#*K}{JMGuKMfQu[:YK?\">\n            <field name=\"TEXT\">this_week</field>\n          </shadow>\n        </value>\n        <next>\n          <block type=\"controls_whileUntil\" id=\"VWKIXl]e;;A3L|%7u^Z@\">\n            <field name=\"MODE\">WHILE</field>\n            <value name=\"BOOL\">\n              <block type=\"logic_boolean\" id=\"C|T=r~o=S;a~rmKO.G8!\">\n                <field name=\"BOOL\">TRUE</field>\n              </block>\n            </value>\n            <statement name=\"DO\">\n              <block type=\"variables_set\" id=\"pddV$``z0@4GVJN:O]@{\">\n                <field name=\"VAR\" id=\"CUnhT=2QQya8+dUEgj0W\" variabletype=\"\">ticker1</field>\n                <value name=\"VALUE\">\n                  <block type=\"ext_exchange_GetTicker\" id=\"gsrhy`blU?m-];I]~0R$\">\n                    <field name=\"INPUT_0\">0</field>\n                  </block>\n                </value>\n                <next>\n                  <block type=\"variables_set\" id=\"8ncRSoG8%^gQH3Bin!Wn\">\n                    <field name=\"VAR\" id=\"-xl={KB09@geORu=ORZB\" variabletype=\"\">ticker2</field>\n                    <value name=\"VALUE\">\n                      <block type=\"ext_exchange_GetTicker\" id=\"#HFxH5G(Kl|$59T@UWeL\">\n                        <field name=\"INPUT_0\">1</field>\n                      </block>\n                    </value>\n                    <next>\n                      <block type=\"controls_if\" id=\";464c}_|aIHp/`yIM(=;\">\n                        <value name=\"IF0\">\n                          <block type=\"logic_operation\" id=\"pZX7ifC=qhO-~qX{?T39\">\n                            <field name=\"OP\">OR</field>\n                            <value name=\"A\">\n                              <block type=\"logic_negate\" id=\"UFzS)Ph(sCKp1pF%7y[~\">\n                                <value name=\"BOOL\">\n                                  <block type=\"variables_get\" id=\"ELs+.VQwqgB79!CV-$p9\">\n                                    <field name=\"VAR\" id=\"CUnhT=2QQya8+dUEgj0W\" variabletype=\"\">ticker1</field>\n                                  </block>\n                                </value>\n                              </block>\n                            </value>\n                            <value name=\"B\">\n                              <block type=\"logic_negate\" id=\"=C@BX3ClDiti|OAEs3{S\">\n                                <value name=\"BOOL\">\n                                  <block type=\"variables_get\" id=\"](YW?8,/??m.{5MJ~!w.\">\n                                    <field name=\"VAR\" id=\"-xl={KB09@geORu=ORZB\" variabletype=\"\">ticker2</field>\n                                  </block>\n                                </value>\n                              </block>\n                            </value>\n                          </block>\n                        </value>\n                        <statement name=\"DO0\">\n                          <block type=\"controls_flow_statements\" id=\"V*0|6M_vJ[]g|7eB^nmX\">\n                            <field name=\"FLOW\">CONTINUE</field>\n                          </block>\n                        </statement>\n                        <next>\n                          <block type=\"variables_set\" id=\"~Rbt*]b,`%-hX7YNr-n%\">\n                            <field name=\"VAR\" id=\"YXD1A6G~dGcHiAg@1B)@\" variabletype=\"\">diff</field>\n                            <value name=\"VALUE\">\n                              <block type=\"math_arithmetic\" id=\"F.Z=uLW0`4gu%[O1lT1N\">\n                                <field name=\"OP\">MINUS</field>\n                                <value name=\"A\">\n                                  <shadow type=\"math_number\" id=\"M@sGQ{.Vevh8EEYZ2Ui_\">\n                                    <field name=\"NUM\">1</field>\n                                  </shadow>\n                                  <block type=\"ext_TickerOf\" id=\"w#Nh:},3TOzq`9Nr:x,_\">\n                                    <field name=\"INPUT_0\">Last</field>\n                                    <value name=\"INPUT_1\">\n                                      <block type=\"variables_get\" id=\"VWxz`y$r7aZ`Hnfb/;th\">\n                                        <field name=\"VAR\" id=\"CUnhT=2QQya8+dUEgj0W\" variabletype=\"\">ticker1</field>\n                                      </block>\n                                    </value>\n                                  </block>\n                                </value>\n                                <value name=\"B\">\n                                  <shadow type=\"math_number\" id=\"OE@G?*.GK/$5@=,y6Ojy\">\n                                    <field name=\"NUM\">1</field>\n                                  </shadow>\n                                  <block type=\"ext_TickerOf\" id=\"h;l}[i[1[_}|GTV,ANv*\">\n                                    <field name=\"INPUT_0\">Last</field>\n                                    <value name=\"INPUT_1\">\n                                      <block type=\"variables_get\" id=\")0rDG*pL7?we@d8$=;Rp\">\n                                        <field name=\"VAR\" id=\"-xl={KB09@geORu=ORZB\" variabletype=\"\">ticker2</field>\n                                      </block>\n                                    </value>\n                                  </block>\n                                </value>\n                              </block>\n                            </value>\n                            <next>\n                              <block type=\"ext_Log\" id=\"6T21lmGfrJ*4xTsQ2~:4\">\n                                <value name=\"VALUE\">\n                                  <shadow type=\"text\" id=\"w`FO^ufB#_Qit=!iHh?7\">\n                                    <field name=\"TEXT\">abc</field>\n                                  </shadow>\n                                  <block type=\"text_join\" id=\"1^`CzN^wb0P0gf=(3QFX\">\n                                    <mutation items=\"2\"></mutation>\n                                    <value name=\"ADD0\">\n                                      <block type=\"text\" id=\"T#]`WN1x$PC/2v~k4xPU\">\n                                        <field name=\"TEXT\">当周价格 - 季度价格</field>\n                                      </block>\n                                    </value>\n                                    <value name=\"ADD1\">\n                                      <block type=\"variables_get\" id=\"XZ-j;-zKY0!f]9`AO?$K\">\n                                        <field name=\"VAR\" id=\"YXD1A6G~dGcHiAg@1B)@\" variabletype=\"\">diff</field>\n                                      </block>\n                                    </value>\n                                  </block>\n                                </value>\n                                <next>\n                                  <block type=\"ext_LogProift\" id=\"[CiXPd-@e}yh(l1yB1T]\">\n                                    <value name=\"INPUT_0\">\n                                      <shadow type=\"math_number\" id=\"A7}AvE1=fCF0YHXI3cg[\">\n                                        <field name=\"NUM\">0</field>\n                                      </shadow>\n                                      <block type=\"variables_get\" id=\"u`dWlYX4=bINKa+A9#mj\">\n                                        <field name=\"VAR\" id=\"YXD1A6G~dGcHiAg@1B)@\" variabletype=\"\">diff</field>\n                                      </block>\n                                    </value>\n                                    <next>\n                                      <block type=\"ext_Sleep\" id=\"l0h6/Kh$4]2eK.`xP*?z\">\n                                        <value name=\"INPUT_0\">\n                                          <shadow type=\"math_number\" id=\"32!IfW{DCG4j$3[;yV_H\">\n                                            <field name=\"NUM\">2</field>\n                                          </shadow>\n                                        </value>\n                                      </block>\n                                    </next>\n                                  </block>\n                                </next>\n                              </block>\n                            </next>\n                          </block>\n                        </next>\n                      </block>\n                    </next>\n                  </block>\n                </next>\n              </block>\n            </statement>\n          </block>\n        </next>\n      </block>\n    </next>\n  </block>\n</xml>","javascript":"function main() {\n    var ticker1, ticker2, diff;\n\n\n    exchanges[1].SetContractType('quarter');\n    exchanges[0].SetContractType('this_week');\n    while (true) {\n        ticker1 = _C(exchanges[0].GetTicker);\n        ticker2 = _C(exchanges[1].GetTicker);\n        if (!ticker1 || !ticker2) {\n            continue;\n        }\n        diff = ticker1.Last - ticker2.Last;\n        Log(String('当周价格 - 季度价格') + String(diff));\n        LogProfit(diff);\n        Sleep(2 * 1000);\n    }\n}"}

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Penemu Kuantitas - Mimpi KecilStrategi ini adalah sebuah DEMO yang digunakan untuk menunjukkan bagaimana menangani perbedaan harga dua kontrak. Pada tahun 2010, perusahaan tersebut telah merilis dua produk baru, yaitu OKEX, OKEX Futures Exchange, OKEX Futures Exchange, dan OKEX Futures Exchange. Gambar: /upload/asset/f37aaddd0d4f019f8ab504047edae5af.png