跨平台套利新手测试
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JavaScript
/*backtest
start: 2018-01-01 00:00:00
end: 2018-08-01 14:00:00
period: 1h
exchanges: [{"eid":"Bitfinex","currency":"ETH","balance":5000,"stocks":10},{"eid":"OKCoin_EN","currency":"ETH","balance":5000,"stocks":10}]
*/
var buyExchange;
var sellExchange;
function calc(sellExchange, buyExchange){
var date = _D();
sellDepth = sellExchange.GetDepth();Strategy parameters
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