只支持两个交易所, 可自定义差价的类型, 支持2.77托管者的自定义图表功能
var __lastDiff = 0;
var __AType = ["Last", "Buy", "Sell"][AType];
var __BType = ["Last", "Buy", "Sell"][BType];
var cfg = {
tooltip: {xDateFormat: '%Y-%m-%d %H:%M:%S, %A'},
title : { text : '差价分析图'},
rangeSelector: {
buttons: [{type: 'hour',count: 1, text: '1h'}, {type: 'hour',count: 3, text: '3h'}, {type: 'hour', count: 8, text: '8h'}, {type: 'all',text: 'All'}],
selected: 0,
inputEnabled: false
},
xAxis: { type: 'datetime'},
yAxis : {
plotLines : [{
value : 0.0,
color : 'black',
dashStyle : 'shortdash',
width : 3,
}, {
value : NormalDiff,
color : 'green',
dashStyle : 'shortdash',
width : 1,
}, {
value : HighDiff,
color : 'red',
dashStyle : 'shortdash',
width : 1,
},{
value : -NormalDiff,
color : 'green',
dashStyle : 'shortdash',
width : 1,
}, {
value : -HighDiff,
color : 'red',
dashStyle : 'shortdash',
width : 1,
}]
},
series : [{
name : '价差',
data : [],
tooltip: {
valueDecimals: 2
}
}]
};
function _N(v, precision) {
if (typeof(precision) != 'number') {
precision = 4;
}
var d = parseFloat(v.toFixed(Math.max(10, precision+5)));
s = d.toString().split(".");
if (s.length < 2 || s[1].length <= precision) {
return d;
}
var b = Math.pow(10, precision);
return Math.floor(d*b)/b;
}
function GetTicker(e) {
if (typeof(e) == 'undefined') {
e = exchange;
}
var ticker;
while (!(ticker = e.GetTicker())) {
Sleep(Interval);
}
return ticker;
}
function onTick() {
var tickerA = GetTicker(exchanges[0]);
var tickerB = GetTicker(exchanges[1]);
var diff = _N(tickerA[__AType] - tickerB[__BType]);
LogStatus(exchanges[0].GetName(), _N(tickerA[__AType]), exchanges[1].GetName(), _N(tickerB[__BType]), "差价:", diff);
if (__lastDiff != 0) {
if (Math.abs(Math.abs(diff) - Math.abs(__lastDiff)) > 200) {
return;
}
}
if (diff != __lastDiff) {
// add添加数据到series, 参数格式为[series序号, 数据];
cfg.yAxis.plotLines[0].value=diff;
cfg.subtitle={text:'当前价差:' + diff};
__chart.update(cfg);
__chart.add([0, [new Date().getTime(), diff]]);
__lastDiff = diff;
}
}
function main() {
if (parseFloat(Version()) < 2.77) {
throw "只支持2.77或以上版本";
}
if (exchanges.length != 2) {
throw "只支持两个交易所对冲";
}
// 传给Chart函数的必须是一个与上下文无关的结构体(附合HighStocks规则, 详情参数HighStocks使用方法)
__chart = Chart(cfg);
// reset 清空所有图表之前的信息
// __chart.reset();
if (EnableCR) {
for (var i = 0; i < exchanges.length; i++) {
var rate = exchanges[i].GetRate();
if (exchanges[i].GetBaseCurrency() != 'CNY') {
exchanges[i].SetRate(USDCNY);
Log("更改", exchanges[i].GetName(), "汇率", rate, "为", USDCNY);
}
var eName = exchanges[i].GetName();
if (eName == "Futures_BitVC") {
exchanges[i].SetContractType("week");
}
}
}
Log(exchanges[0].GetName()+"."+__AType, "-", exchanges[1].GetName()+"."+__BType, '差价做为收益显示到图表');
TickInterval = Math.max(TickInterval, 50);
Interval = Math.max(Interval, 50);
while (true) {
onTick();
Sleep(TickInterval);
if (GetCommand() === '重置数据') {
LogReset();
LogProfitReset();
__chart.reset();
Log("数据重置成功");
}
}
}