可以拉取K线, 并用python来可视化渲染
This commit is contained in:
zhangkun9038@dingtalk.com
parent
b089f3110f
commit
9e90da5bdb
2
.gitignore
vendored
Normal file
2
.gitignore
vendored
Normal file
@ -0,0 +1,2 @@
|
||||
vendor
|
||||
cmd/cmd
|
||||
1
cache/cache.go
vendored
1
cache/cache.go
vendored
@ -0,0 +1 @@
|
||||
package cache
|
||||
183
cmd/main.go
183
cmd/main.go
@ -2,52 +2,157 @@ package main
|
||||
|
||||
import (
|
||||
"fmt"
|
||||
"gitea.zjmud.xyz/phyer/blingo/cache"
|
||||
"gitea.zjmud.xyz/phyer/blingo/collector"
|
||||
"gitea.zjmud.xyz/phyer/blingo/config"
|
||||
"gitea.zjmud.xyz/phyer/blingo/feature_processor"
|
||||
"gitea.zjmud.xyz/phyer/blingo/scheduler"
|
||||
"gitea.zjmud.xyz/phyer/blingo/storage"
|
||||
"log"
|
||||
// "gitea.zjmud.xyz/phyer/blingo/cache"
|
||||
// "gitea.zjmud.xyz/phyer/blingo/collector"
|
||||
// "gitea.zjmud.xyz/phyer/blingo/config"
|
||||
// "gitea.zjmud.xyz/phyer/blingo/feature_processor"
|
||||
// "gitea.zjmud.xyz/phyer/blingo/scheduler"
|
||||
// "gitea.zjmud.xyz/phyer/blingo/storage"
|
||||
// "log"
|
||||
// "error"
|
||||
ccxt "gitea.zjmud.xyz/ext/ccxt-go"
|
||||
"os"
|
||||
"os/exec"
|
||||
// "net/http"
|
||||
"time"
|
||||
)
|
||||
|
||||
func main() {
|
||||
// 1. 加载配置
|
||||
cfg, err := config.LoadConfig("config/config.yaml")
|
||||
if err != nil {
|
||||
log.Fatalf("Error loading config: %v", err)
|
||||
}
|
||||
fmt.Println("Configuration loaded successfully.")
|
||||
|
||||
// 2. 数据采集
|
||||
data, err := collector.CollectData(cfg)
|
||||
if err != nil {
|
||||
log.Fatalf("Error collecting data: %v", err)
|
||||
}
|
||||
fmt.Println("Data collected successfully.")
|
||||
// 1. 创建 OKX 交易所实例
|
||||
okx := ccxt.NewOkx(map[string]interface{}{
|
||||
"apiKey": "fe468418-5e40-433f-8d04-04951286d417",
|
||||
"secret": "D6D74DF9DD60A25BE2B27CA71D8F814D",
|
||||
"password": "M4pw71Id",
|
||||
"hostname": "aws.okx.com",
|
||||
})
|
||||
|
||||
// 3. 特征处理
|
||||
processedData, err := feature_processor.ProcessFeatures(data)
|
||||
if err != nil {
|
||||
log.Fatalf("Error processing features: %v", err)
|
||||
}
|
||||
fmt.Println("Features processed successfully.")
|
||||
// 3. 可选：自定义 HTTP 客户端配置
|
||||
// okx.HttpClient.Timeout = 15 * time.Second
|
||||
okx.EnableRateLimit = true // 启用内置速率限制
|
||||
|
||||
// 4. 缓存处理
|
||||
err = cache.CacheData(processedData)
|
||||
if err != nil {
|
||||
log.Fatalf("Error caching data: %v", err)
|
||||
// 4. 加载市场数据（关键步骤！）
|
||||
marketsChan := okx.LoadMarkets()
|
||||
select {
|
||||
case marketsResult := <-marketsChan:
|
||||
switch v := marketsResult.(type) {
|
||||
case error:
|
||||
panic(fmt.Errorf("加载市场数据失败: %v", v))
|
||||
case string:
|
||||
panic(fmt.Errorf("加载市场数据失败: %v", v))
|
||||
case map[string]interface{}:
|
||||
okx.Markets = v
|
||||
default:
|
||||
panic(fmt.Errorf("加载市场数据失败: 未知类型的结果"))
|
||||
}
|
||||
fmt.Println("Data cached successfully.")
|
||||
|
||||
// 5. 存储数据
|
||||
err = storage.StoreData(processedData)
|
||||
if err != nil {
|
||||
log.Fatalf("Error storing data: %v", err)
|
||||
case <-time.After(30 * time.Second):
|
||||
panic(fmt.Errorf("加载市场数据超时"))
|
||||
}
|
||||
fmt.Println("Data stored successfully.")
|
||||
|
||||
// 6. 调度执行
|
||||
scheduler.ScheduleTasks(cfg)
|
||||
fmt.Println("Tasks scheduled successfully.")
|
||||
fmt.Println("OKX 初始化完成，已加载", len(okx.Markets), "个交易对")
|
||||
// 获取ticker数据
|
||||
symbol := "BTC/USDT"
|
||||
// ticker, err := okx.FetchTicker(symbol)
|
||||
// if err != nil {
|
||||
// fmt.Println("获取ticker数据错误:", err)
|
||||
// return
|
||||
// }
|
||||
// fmt.Println("ticker数据:", ticker)
|
||||
|
||||
// 获取BTC/USDT的1分钟K线数据
|
||||
// 创建一个 FetchOHLCVOptionsStruct 实例
|
||||
//
|
||||
// // 使用 WithFetchOHLCVTimeframe 设置时间框架
|
||||
// ccxt.WithFetchOHLCVTimeframe("1h")(opts)
|
||||
//
|
||||
// // 使用 WithFetchOHLCVSince 设置开始时间
|
||||
// ccxt.WithFetchOHLCVSince(1672531200)(opts) // 示例时间戳
|
||||
//
|
||||
// // 使用 WithFetchOHLCVLimit 设置最大数量
|
||||
// ccxt.WithFetchOHLCVLimit(100)(opts)
|
||||
|
||||
// 使用 WithFetchOHLCVParams 设置其他参数
|
||||
// params := map[string]interface{}{
|
||||
// "adjustForTimezone": true,
|
||||
// "includeHighLow": false,
|
||||
// }
|
||||
// ccxt.WithFetchOHLCVParams(params)(opts)
|
||||
|
||||
// 打印设置后的 opts
|
||||
// fmt.Printf("%+v\n", opts)
|
||||
|
||||
tf := "1h"
|
||||
sc := int64(1672502400000)
|
||||
lm := int64(1000)
|
||||
pm := map[string]interface{}{
|
||||
"rateLimit": true, // Hypothetical parameter to enable rate limiting
|
||||
}
|
||||
|
||||
ohlcv, err := okx.FetchOHLCV(symbol,
|
||||
ccxt.WithFetchOHLCVSince(sc),
|
||||
ccxt.WithFetchOHLCVTimeframe(tf),
|
||||
ccxt.WithFetchOHLCVLimit(lm),
|
||||
ccxt.WithFetchOHLCVParams(pm))
|
||||
if err != nil {
|
||||
fmt.Println("Error fetching OHLCV:", err)
|
||||
return
|
||||
}
|
||||
fmt.Println("ohlcv: ", ohlcv)
|
||||
// 检查并删除旧文件
|
||||
fileName := "ohlcv-btc.csv"
|
||||
destName := "/tmp/blingo/python/" + fileName
|
||||
if _, err := os.Stat(destName); err == nil {
|
||||
// 文件存在,删除它
|
||||
if err := os.Remove(destName); err != nil {
|
||||
fmt.Println("删除旧文件失败:", err)
|
||||
return
|
||||
}
|
||||
}
|
||||
|
||||
// 创建临时文件
|
||||
tmpFile, err := os.CreateTemp("", fileName)
|
||||
if err != nil {
|
||||
fmt.Println("创建临时文件失败:", err)
|
||||
return
|
||||
}
|
||||
defer os.Remove(tmpFile.Name()) // 程序结束后删除临时文件
|
||||
|
||||
// 写入CSV数据
|
||||
for _, candle := range ohlcv {
|
||||
line := fmt.Sprintf("%d,%.2f,%.2f,%.2f,%.2f,%.2f\n",
|
||||
candle.Timestamp, // 时间戳
|
||||
candle.Open, // 开盘价
|
||||
candle.High, // 最高价
|
||||
candle.Low, // 最低价
|
||||
candle.Close, // 收盘价
|
||||
candle.Volume) // 成交量
|
||||
if _, err := tmpFile.WriteString(line); err != nil {
|
||||
fmt.Println("写入文件失败:", err)
|
||||
return
|
||||
}
|
||||
}
|
||||
// 确保目标目录存在
|
||||
destDir := "/tmp/blingo/python/"
|
||||
if err := os.MkdirAll(destDir, 0755); err != nil {
|
||||
fmt.Println("创建目录失败:", err)
|
||||
return
|
||||
}
|
||||
|
||||
// 重命名文件
|
||||
destName = destDir + fileName
|
||||
if err := os.Rename(tmpFile.Name(), destName); err != nil {
|
||||
fmt.Println("重命名文件失败:", err)
|
||||
return
|
||||
}
|
||||
tmpFile.Close()
|
||||
|
||||
// 调用Python脚本
|
||||
cmd := exec.Command("python3", "plot_ohlcv.py", destName)
|
||||
cmd.Dir = "../python" // 设置工作目录
|
||||
cmd.Stdout = os.Stdout
|
||||
cmd.Stderr = os.Stderr
|
||||
if err := cmd.Run(); err != nil {
|
||||
fmt.Println("执行Python脚本失败:", err)
|
||||
return
|
||||
}
|
||||
}
|
||||
|
||||
@ -0,0 +1 @@
|
||||
package conllector
|
||||
1
config/config.go
Normal file
1
config/config.go
Normal file
@ -0,0 +1 @@
|
||||
package config
|
||||
@ -0,0 +1 @@
|
||||
|
||||
@ -0,0 +1 @@
|
||||
package processor
|
||||
25
go.mod
25
go.mod
@ -1,3 +1,28 @@
|
||||
module gitea.zjmud.xyz/phyer/blingo
|
||||
|
||||
go 1.24.0
|
||||
|
||||
require gitea.zjmud.xyz/ext/ccxt-go v0.0.0-20250228023320-1a2ce7046aca
|
||||
|
||||
require (
|
||||
github.com/bits-and-blooms/bitset v1.13.0 // indirect
|
||||
github.com/consensys/bavard v0.1.13 // indirect
|
||||
github.com/consensys/gnark-crypto v0.12.1 // indirect
|
||||
github.com/crate-crypto/go-ipa v0.0.0-20240223125850-b1e8a79f509c // indirect
|
||||
github.com/crate-crypto/go-kzg-4844 v1.0.0 // indirect
|
||||
github.com/decred/dcrd/dcrec/secp256k1/v4 v4.0.1 // indirect
|
||||
github.com/ethereum/c-kzg-4844 v1.0.0 // indirect
|
||||
github.com/ethereum/go-ethereum v1.14.13 // indirect
|
||||
github.com/ethereum/go-verkle v0.1.1-0.20240829091221-dffa7562dbe9 // indirect
|
||||
github.com/google/uuid v1.6.0 // indirect
|
||||
github.com/holiman/uint256 v1.3.1 // indirect
|
||||
github.com/mitchellh/mapstructure v1.4.1 // indirect
|
||||
github.com/mmcloughlin/addchain v0.4.0 // indirect
|
||||
github.com/supranational/blst v0.3.13 // indirect
|
||||
github.com/vmihailenco/msgpack/v5 v5.4.1 // indirect
|
||||
github.com/vmihailenco/tagparser/v2 v2.0.0 // indirect
|
||||
golang.org/x/crypto v0.31.0 // indirect
|
||||
golang.org/x/sync v0.7.0 // indirect
|
||||
golang.org/x/sys v0.28.0 // indirect
|
||||
rsc.io/tmplfunc v0.0.3 // indirect
|
||||
)
|
||||
|
||||
86
go.sum
86
go.sum
@ -0,0 +1,86 @@
|
||||
gitea.zjmud.xyz/ext/ccxt-go v0.0.0-20250228023320-1a2ce7046aca h1:Fud3kEl0BniVDNkbqvzUOP97AMSZSSXKBdNq/FW4aDU=
|
||||
gitea.zjmud.xyz/ext/ccxt-go v0.0.0-20250228023320-1a2ce7046aca/go.mod h1:hj67W64XPTygOx5fdK3wlr+W1J74+5MRabzF79w7pUk=
|
||||
github.com/StackExchange/wmi v1.2.1 h1:VIkavFPXSjcnS+O8yTq7NI32k0R5Aj+v39y29VYDOSA=
|
||||
github.com/StackExchange/wmi v1.2.1/go.mod h1:rcmrprowKIVzvc+NUiLncP2uuArMWLCbu9SBzvHz7e8=
|
||||
github.com/VictoriaMetrics/fastcache v1.12.2 h1:N0y9ASrJ0F6h0QaC3o6uJb3NIZ9VKLjCM7NQbSmF7WI=
|
||||
github.com/VictoriaMetrics/fastcache v1.12.2/go.mod h1:AmC+Nzz1+3G2eCPapF6UcsnkThDcMsQicp4xDukwJYI=
|
||||
github.com/bits-and-blooms/bitset v1.13.0 h1:bAQ9OPNFYbGHV6Nez0tmNI0RiEu7/hxlYJRUA0wFAVE=
|
||||
github.com/bits-and-blooms/bitset v1.13.0/go.mod h1:7hO7Gc7Pp1vODcmWvKMRA9BNmbv6a/7QIWpPxHddWR8=
|
||||
github.com/cespare/xxhash/v2 v2.3.0 h1:UL815xU9SqsFlibzuggzjXhog7bL6oX9BbNZnL2UFvs=
|
||||
github.com/cespare/xxhash/v2 v2.3.0/go.mod h1:VGX0DQ3Q6kWi7AoAeZDth3/j3BFtOZR5XLFGgcrjCOs=
|
||||
github.com/consensys/bavard v0.1.13 h1:oLhMLOFGTLdlda/kma4VOJazblc7IM5y5QPd2A/YjhQ=
|
||||
github.com/consensys/bavard v0.1.13/go.mod h1:9ItSMtA/dXMAiL7BG6bqW2m3NdSEObYWoH223nGHukI=
|
||||
github.com/consensys/gnark-crypto v0.12.1 h1:lHH39WuuFgVHONRl3J0LRBtuYdQTumFSDtJF7HpyG8M=
|
||||
github.com/consensys/gnark-crypto v0.12.1/go.mod h1:v2Gy7L/4ZRosZ7Ivs+9SfUDr0f5UlG+EM5t7MPHiLuY=
|
||||
github.com/crate-crypto/go-ipa v0.0.0-20240223125850-b1e8a79f509c h1:uQYC5Z1mdLRPrZhHjHxufI8+2UG/i25QG92j0Er9p6I=
|
||||
github.com/crate-crypto/go-ipa v0.0.0-20240223125850-b1e8a79f509c/go.mod h1:geZJZH3SzKCqnz5VT0q/DyIG/tvu/dZk+VIfXicupJs=
|
||||
github.com/crate-crypto/go-kzg-4844 v1.0.0 h1:TsSgHwrkTKecKJ4kadtHi4b3xHW5dCFUDFnUp1TsawI=
|
||||
github.com/crate-crypto/go-kzg-4844 v1.0.0/go.mod h1:1kMhvPgI0Ky3yIa+9lFySEBUBXkYxeOi8ZF1sYioxhc=
|
||||
github.com/davecgh/go-spew v1.1.1 h1:vj9j/u1bqnvCEfJOwUhtlOARqs3+rkHYY13jYWTU97c=
|
||||
github.com/davecgh/go-spew v1.1.1/go.mod h1:J7Y8YcW2NihsgmVo/mv3lAwl/skON4iLHjSsI+c5H38=
|
||||
github.com/decred/dcrd/crypto/blake256 v1.0.0 h1:/8DMNYp9SGi5f0w7uCm6d6M4OU2rGFK09Y2A4Xv7EE0=
|
||||
github.com/decred/dcrd/crypto/blake256 v1.0.0/go.mod h1:sQl2p6Y26YV+ZOcSTP6thNdn47hh8kt6rqSlvmrXFAc=
|
||||
github.com/decred/dcrd/dcrec/secp256k1/v4 v4.0.1 h1:YLtO71vCjJRCBcrPMtQ9nqBsqpA1m5sE92cU+pd5Mcc=
|
||||
github.com/decred/dcrd/dcrec/secp256k1/v4 v4.0.1/go.mod h1:hyedUtir6IdtD/7lIxGeCxkaw7y45JueMRL4DIyJDKs=
|
||||
github.com/ethereum/c-kzg-4844 v1.0.0 h1:0X1LBXxaEtYD9xsyj9B9ctQEZIpnvVDeoBx8aHEwTNA=
|
||||
github.com/ethereum/c-kzg-4844 v1.0.0/go.mod h1:VewdlzQmpT5QSrVhbBuGoCdFJkpaJlO1aQputP83wc0=
|
||||
github.com/ethereum/go-ethereum v1.14.13 h1:L81Wmv0OUP6cf4CW6wtXsr23RUrDhKs2+Y9Qto+OgHU=
|
||||
github.com/ethereum/go-ethereum v1.14.13/go.mod h1:RAC2gVMWJ6FkxSPESfbshrcKpIokgQKsVKmAuqdekDY=
|
||||
github.com/ethereum/go-verkle v0.1.1-0.20240829091221-dffa7562dbe9 h1:8NfxH2iXvJ60YRB8ChToFTUzl8awsc3cJ8CbLjGIl/A=
|
||||
github.com/ethereum/go-verkle v0.1.1-0.20240829091221-dffa7562dbe9/go.mod h1:M3b90YRnzqKyyzBEWJGqj8Qff4IDeXnzFw0P9bFw3uk=
|
||||
github.com/go-ole/go-ole v1.3.0 h1:Dt6ye7+vXGIKZ7Xtk4s6/xVdGDQynvom7xCFEdWr6uE=
|
||||
github.com/go-ole/go-ole v1.3.0/go.mod h1:5LS6F96DhAwUc7C+1HLexzMXY1xGRSryjyPPKW6zv78=
|
||||
github.com/gofrs/flock v0.8.1 h1:+gYjHKf32LDeiEEFhQaotPbLuUXjY5ZqxKgXy7n59aw=
|
||||
github.com/gofrs/flock v0.8.1/go.mod h1:F1TvTiK9OcQqauNUHlbJvyl9Qa1QvF/gOUDKA14jxHU=
|
||||
github.com/golang/snappy v0.0.5-0.20220116011046-fa5810519dcb h1:PBC98N2aIaM3XXiurYmW7fx4GZkL8feAMVq7nEjURHk=
|
||||
github.com/golang/snappy v0.0.5-0.20220116011046-fa5810519dcb/go.mod h1:/XxbfmMg8lxefKM7IXC3fBNl/7bRcc72aCRzEWrmP2Q=
|
||||
github.com/google/subcommands v1.2.0/go.mod h1:ZjhPrFU+Olkh9WazFPsl27BQ4UPiG37m3yTrtFlrHVk=
|
||||
github.com/google/uuid v1.6.0 h1:NIvaJDMOsjHA8n1jAhLSgzrAzy1Hgr+hNrb57e+94F0=
|
||||
github.com/google/uuid v1.6.0/go.mod h1:TIyPZe4MgqvfeYDBFedMoGGpEw/LqOeaOT+nhxU+yHo=
|
||||
github.com/holiman/uint256 v1.3.1 h1:JfTzmih28bittyHM8z360dCjIA9dbPIBlcTI6lmctQs=
|
||||
github.com/holiman/uint256 v1.3.1/go.mod h1:EOMSn4q6Nyt9P6efbI3bueV4e1b3dGlUCXeiRV4ng7E=
|
||||
github.com/kylelemons/godebug v1.1.0 h1:RPNrshWIDI6G2gRW9EHilWtl7Z6Sb1BR0xunSBf0SNc=
|
||||
github.com/kylelemons/godebug v1.1.0/go.mod h1:9/0rRGxNHcop5bhtWyNeEfOS8JIWk580+fNqagV/RAw=
|
||||
github.com/leanovate/gopter v0.2.9 h1:fQjYxZaynp97ozCzfOyOuAGOU4aU/z37zf/tOujFk7c=
|
||||
github.com/leanovate/gopter v0.2.9/go.mod h1:U2L/78B+KVFIx2VmW6onHJQzXtFb+p5y3y2Sh+Jxxv8=
|
||||
github.com/mattn/go-runewidth v0.0.13 h1:lTGmDsbAYt5DmK6OnoV7EuIF1wEIFAcxld6ypU4OSgU=
|
||||
github.com/mattn/go-runewidth v0.0.13/go.mod h1:Jdepj2loyihRzMpdS35Xk/zdY8IAYHsh153qUoGf23w=
|
||||
github.com/mitchellh/mapstructure v1.4.1 h1:CpVNEelQCZBooIPDn+AR3NpivK/TIKU8bDxdASFVQag=
|
||||
github.com/mitchellh/mapstructure v1.4.1/go.mod h1:bFUtVrKA4DC2yAKiSyO/QUcy7e+RRV2QTWOzhPopBRo=
|
||||
github.com/mmcloughlin/addchain v0.4.0 h1:SobOdjm2xLj1KkXN5/n0xTIWyZA2+s99UCY1iPfkHRY=
|
||||
github.com/mmcloughlin/addchain v0.4.0/go.mod h1:A86O+tHqZLMNO4w6ZZ4FlVQEadcoqkyU72HC5wJ4RlU=
|
||||
github.com/mmcloughlin/profile v0.1.1/go.mod h1:IhHD7q1ooxgwTgjxQYkACGA77oFTDdFVejUS1/tS/qU=
|
||||
github.com/olekukonko/tablewriter v0.0.5 h1:P2Ga83D34wi1o9J6Wh1mRuqd4mF/x/lgBS7N7AbDhec=
|
||||
github.com/olekukonko/tablewriter v0.0.5/go.mod h1:hPp6KlRPjbx+hW8ykQs1w3UBbZlj6HuIJcUGPhkA7kY=
|
||||
github.com/pmezard/go-difflib v1.0.0 h1:4DBwDE0NGyQoBHbLQYPwSUPoCMWR5BEzIk/f1lZbAQM=
|
||||
github.com/pmezard/go-difflib v1.0.0/go.mod h1:iKH77koFhYxTK1pcRnkKkqfTogsbg7gZNVY4sRDYZ/4=
|
||||
github.com/rivo/uniseg v0.2.0 h1:S1pD9weZBuJdFmowNwbpi7BJ8TNftyUImj/0WQi72jY=
|
||||
github.com/rivo/uniseg v0.2.0/go.mod h1:J6wj4VEh+S6ZtnVlnTBMWIodfgj8LQOQFoIToxlJtxc=
|
||||
github.com/shirou/gopsutil v3.21.4-0.20210419000835-c7a38de76ee5+incompatible h1:Bn1aCHHRnjv4Bl16T8rcaFjYSrGrIZvpiGO6P3Q4GpU=
|
||||
github.com/shirou/gopsutil v3.21.4-0.20210419000835-c7a38de76ee5+incompatible/go.mod h1:5b4v6he4MtMOwMlS0TUMTu2PcXUg8+E1lC7eC3UO/RA=
|
||||
github.com/stretchr/testify v1.9.0 h1:HtqpIVDClZ4nwg75+f6Lvsy/wHu+3BoSGCbBAcpTsTg=
|
||||
github.com/stretchr/testify v1.9.0/go.mod h1:r2ic/lqez/lEtzL7wO/rwa5dbSLXVDPFyf8C91i36aY=
|
||||
github.com/supranational/blst v0.3.13 h1:AYeSxdOMacwu7FBmpfloBz5pbFXDmJL33RuwnKtmTjk=
|
||||
github.com/supranational/blst v0.3.13/go.mod h1:jZJtfjgudtNl4en1tzwPIV3KjUnQUvG3/j+w+fVonLw=
|
||||
github.com/tklauser/go-sysconf v0.3.12 h1:0QaGUFOdQaIVdPgfITYzaTegZvdCjmYO52cSFAEVmqU=
|
||||
github.com/tklauser/go-sysconf v0.3.12/go.mod h1:Ho14jnntGE1fpdOqQEEaiKRpvIavV0hSfmBq8nJbHYI=
|
||||
github.com/tklauser/numcpus v0.6.1 h1:ng9scYS7az0Bk4OZLvrNXNSAO2Pxr1XXRAPyjhIx+Fk=
|
||||
github.com/tklauser/numcpus v0.6.1/go.mod h1:1XfjsgE2zo8GVw7POkMbHENHzVg3GzmoZ9fESEdAacY=
|
||||
github.com/vmihailenco/msgpack/v5 v5.4.1 h1:cQriyiUvjTwOHg8QZaPihLWeRAAVoCpE00IUPn0Bjt8=
|
||||
github.com/vmihailenco/msgpack/v5 v5.4.1/go.mod h1:GaZTsDaehaPpQVyxrf5mtQlH+pc21PIudVV/E3rRQok=
|
||||
github.com/vmihailenco/tagparser/v2 v2.0.0 h1:y09buUbR+b5aycVFQs/g70pqKVZNBmxwAhO7/IwNM9g=
|
||||
github.com/vmihailenco/tagparser/v2 v2.0.0/go.mod h1:Wri+At7QHww0WTrCBeu4J6bNtoV6mEfg5OIWRZA9qds=
|
||||
golang.org/x/crypto v0.31.0 h1:ihbySMvVjLAeSH1IbfcRTkD/iNscyz8rGzjF/E5hV6U=
|
||||
golang.org/x/crypto v0.31.0/go.mod h1:kDsLvtWBEx7MV9tJOj9bnXsPbxwJQ6csT/x4KIN4Ssk=
|
||||
golang.org/x/exp v0.0.0-20231110203233-9a3e6036ecaa h1:FRnLl4eNAQl8hwxVVC17teOw8kdjVDVAiFMtgUdTSRQ=
|
||||
golang.org/x/exp v0.0.0-20231110203233-9a3e6036ecaa/go.mod h1:zk2irFbV9DP96SEBUUAy67IdHUaZuSnrz1n472HUCLE=
|
||||
golang.org/x/sync v0.7.0 h1:YsImfSBoP9QPYL0xyKJPq0gcaJdG3rInoqxTWbfQu9M=
|
||||
golang.org/x/sync v0.7.0/go.mod h1:Czt+wKu1gCyEFDUtn0jG5QVvpJ6rzVqr5aXyt9drQfk=
|
||||
golang.org/x/sys v0.28.0 h1:Fksou7UEQUWlKvIdsqzJmUmCX3cZuD2+P3XyyzwMhlA=
|
||||
golang.org/x/sys v0.28.0/go.mod h1:/VUhepiaJMQUp4+oa/7Zr1D23ma6VTLIYjOOTFZPUcA=
|
||||
gopkg.in/yaml.v2 v2.4.0 h1:D8xgwECY7CYvx+Y2n4sBz93Jn9JRvxdiyyo8CTfuKaY=
|
||||
gopkg.in/yaml.v2 v2.4.0/go.mod h1:RDklbk79AGWmwhnvt/jBztapEOGDOx6ZbXqjP6csGnQ=
|
||||
gopkg.in/yaml.v3 v3.0.1 h1:fxVm/GzAzEWqLHuvctI91KS9hhNmmWOoWu0XTYJS7CA=
|
||||
gopkg.in/yaml.v3 v3.0.1/go.mod h1:K4uyk7z7BCEPqu6E+C64Yfv1cQ7kz7rIZviUmN+EgEM=
|
||||
rsc.io/tmplfunc v0.0.3 h1:53XFQh69AfOa8Tw0Jm7t+GV7KZhOi6jzsCzTtKbMvzU=
|
||||
rsc.io/tmplfunc v0.0.3/go.mod h1:AG3sTPzElb1Io3Yg4voV9AGZJuleGAwaVRxL9M49PhA=
|
||||
54
python/plot_ohlcv.py
Normal file
54
python/plot_ohlcv.py
Normal file
@ -0,0 +1,54 @@
|
||||
import argparse
|
||||
import matplotlib.pyplot as plt
|
||||
from matplotlib.dates import DateFormatter, MinuteLocator
|
||||
import pandas as pd
|
||||
from datetime import datetime
|
||||
|
||||
def parse_args():
|
||||
parser = argparse.ArgumentParser(description='OHLCV可视化工具')
|
||||
parser.add_argument('file_path', type=str, help='OHLCV数据文件路径')
|
||||
return parser.parse_args()
|
||||
|
||||
def load_data(file_path):
|
||||
"""加载CSV格式的OHLCV数据"""
|
||||
df = pd.read_csv(file_path, header=None,
|
||||
names=['timestamp', 'open', 'high', 'low', 'close', 'volume'])
|
||||
|
||||
# 转换时间戳为datetime
|
||||
df['datetime'] = pd.to_datetime(df['timestamp'], unit='ms')
|
||||
return df
|
||||
|
||||
def plot_candlestick(df):
|
||||
"""绘制K线图"""
|
||||
fig, (ax1, ax2) = plt.subplots(2, 1, figsize=(12, 8), gridspec_kw={'height_ratios': [3,1]})
|
||||
|
||||
# 绘制K线
|
||||
for idx, row in df.iterrows():
|
||||
color = 'g' if row['close'] > row['open'] else 'r'
|
||||
ax1.vlines(row['datetime'], row['low'], row['high'], color=color, linewidth=1)
|
||||
ax1.vlines(row['datetime'], row['open'], row['close'], color=color, linewidth=3)
|
||||
|
||||
# 设置时间格式
|
||||
date_format = DateFormatter('%m-%d %H:%M')
|
||||
ax1.xaxis.set_major_formatter(date_format)
|
||||
ax1.xaxis.set_major_locator(MinuteLocator(interval=30))
|
||||
ax1.set_title('OKX BTC/USDT 1小时K线图')
|
||||
ax1.grid(True)
|
||||
|
||||
# 绘制成交量
|
||||
ax2.bar(df['datetime'], df['volume'], color=[('g' if c > o else 'r') for c, o in zip(df['close'], df['open'])], width=0.002)
|
||||
ax2.xaxis.set_major_formatter(date_format)
|
||||
ax2.set_title('成交量')
|
||||
ax2.grid(True)
|
||||
|
||||
plt.tight_layout()
|
||||
plt.show()
|
||||
|
||||
if __name__ == "__main__":
|
||||
args = parse_args()
|
||||
try:
|
||||
df = load_data(args.file_path)
|
||||
plot_candlestick(df)
|
||||
except Exception as e:
|
||||
print(f"数据处理失败: {str(e)}")
|
||||
|
||||
@ -0,0 +1 @@
|
||||
package scheduler
|
||||
@ -0,0 +1 @@
|
||||
package storage
|
||||
Loading…
x
Reference in New Issue
Block a user