计算中间币对逻辑

okx/candleList.go

@@ -20,7 +20,7 @@ func formatTimestamp(ts string) (string, error) {
 		return "", err
 	}
 	loc, _ := time.LoadLocation("Asia/Shanghai")
-	return time.UnixMilli(millis).In(loc).Format("2006-01-02 15:04:05"), nil
+	return time.UnixMilli(millis).In(loc).Format("2006-01-02T15:04:05+08:00"), nil
 }
 
 // CandleList 封装Candle数组并提供序列化方法
@@ -276,6 +276,113 @@ func (cl *CandleList) ToFluentd() error {
 	return nil
 }
 
+// CalculateCrossPair 计算两个币对的中间币对
+func (cl *CandleList) CalculateCrossPair(other *CandleList) (*CandleList, error) {
+	// 验证周期是否一致
+	if cl.Period != other.Period {
+		return nil, fmt.Errorf("period mismatch: %s vs %s", cl.Period, other.Period)
+	}
+
+	// 解析币对名称
+	base1, quote1 := parsePair(cl.CoinPair)
+	base2, quote2 := parsePair(other.CoinPair)
+
+	// 验证是否构成交叉币对
+	if quote1 != quote2 {
+		return nil, fmt.Errorf("not a valid cross pair: %s and %s", cl.CoinPair, other.CoinPair)
+	}
+
+	// 创建新的CandleList
+	crossPair := fmt.Sprintf("%s-%s", base1, base2)
+	result := &CandleList{
+		CoinPair: crossPair,
+		Period:   cl.Period,
+	}
+
+	fmt.Println("result.CoinPair, result.Period: ", result.CoinPair, result.Period)
+	// 创建时间戳映射
+	clMap := make(map[string]*Candle)
+	for _, candle := range cl.Candles {
+		clMap[candle.Timestamp] = candle
+	}
+
+	// 遍历另一个CandleList，寻找匹配的时间戳
+	for _, otherCandle := range other.Candles {
+		if clCandle, exists := clMap[otherCandle.Timestamp]; exists {
+			// 计算中间币对的价格
+			open, err := calculateCrossPrice(clCandle.Open, otherCandle.Open)
+			if err != nil {
+				return nil, err
+			}
+
+			high, err := calculateCrossPrice(clCandle.High, otherCandle.High)
+			if err != nil {
+				return nil, err
+			}
+
+			low, err := calculateCrossPrice(clCandle.Low, otherCandle.Low)
+			if err != nil {
+				return nil, err
+			}
+
+			close, err := calculateCrossPrice(clCandle.Close, otherCandle.Close)
+			if err != nil {
+				return nil, err
+			}
+
+			// 创建新的Candle
+			crossCandle := &Candle{
+				Timestamp: otherCandle.Timestamp,
+				Open:      open,
+				High:      high,
+				Low:       low,
+				Close:     close,
+				Volume:    "0", // 成交量不直接转换
+				VolumeCcy: "0", // 成交量不直接转换
+			}
+
+			result.Candles = append(result.Candles, crossCandle)
+		}
+	}
+
+	if len(result.Candles) == 0 {
+		return nil, fmt.Errorf("no overlapping timestamps found")
+	}
+
+	return result, nil
+}
+
+// parsePair 解析币对名称
+func parsePair(pair string) (string, string) {
+	parts := strings.Split(pair, "-")
+	if len(parts) != 2 {
+		return "", ""
+	}
+	return parts[0], parts[1]
+}
+
+// calculateCrossPrice 计算交叉币对价格
+func calculateCrossPrice(price1, price2 string) (string, error) {
+	p1, err := strconv.ParseFloat(price1, 64)
+	if err != nil {
+		return "", fmt.Errorf("invalid price1: %v", err)
+	}
+	p2, err := strconv.ParseFloat(price2, 64)
+	if err != nil {
+		return "", fmt.Errorf("invalid price2: %v", err)
+	}
+	if err != nil {
+		return "", fmt.Errorf("invalid price2: %v", err)
+	}
+
+	if p2 == 0 {
+		return "", fmt.Errorf("division by zero")
+	}
+
+	result := p1 / p2
+	return fmt.Sprintf("%.8f", result), nil
+}
+
 // parsePeriod 将周期字符串转换为time.Duration
 func parsePeriod(period string) (time.Duration, error) {
 	switch period {
@@ -374,7 +481,7 @@ func (cl *CandleList) ToElastic() error {
 
 		// 构造记录
 		record := map[string]interface{}{
-			"dataTime":  cstTime.Format("2006-01-02 15:04:05"),
+			"dataTime":  cstTime.Format("2006-01-02T15:04:05") + "+08:00",
 			"open":      candle.Open,
 			"high":      candle.High,
 			"low":       candle.Low,

test/okxAli/aaa.txt

@@ -1,12 +0,0 @@
-=== RUN   TestCandleList_ToJson
-lens of allCandles:  400
-Number of candles: 400
-    candleList_test.go:29: JSON output written to /tmp/candle_test.json
---- PASS: TestCandleList_ToJson (1.74s)
-=== RUN   TestCandleList_ToCsv
-lens of allCandles:  400
-Number of candles: 400
-    candleList_test.go:51: CSV output written to /tmp/candle_test.csv
---- PASS: TestCandleList_ToCsv (1.02s)
-PASS
-ok  	command-line-arguments	3.293s

test/okxAli/candleList_test.go

@@ -63,14 +63,40 @@ import (
 //			t.Fatalf("ToEs failed: %v", err)
 //		}
 //	}
-func TestCandleList_ToElastic(t *testing.T) {
+
-	startTime := time.Date(2023, 1, 1, 0, 0, 0, 0, time.UTC)
+// func TestCandleList_ToElastic(t *testing.T) {
-	endTime := time.Date(2023, 12, 31, 0, 0, 0, 0, time.UTC)
+// 	startTime := time.Date(2025, 1, 1, 0, 0, 0, 0, time.UTC)
-	cl, err := MakeCandleList("BTC-USDT", "1D", startTime, endTime, 50)
+// 	endTime := time.Date(2025, 3, 1, 0, 0, 0, 0, time.UTC)
+// 	cl, err := MakeCandleList("BTC-USDT", "1D", startTime, endTime, 50)
+// 	if err != nil {
+// 		t.Fatalf("ToEs failed: %v", err)
+// 	}
+// 	err = cl.ToElastic()
+// 	if err != nil {
+// 		t.Fatalf("ToEs failed: %v", err)
+// 	}
+// }
+
+func TestCandleListI_CalculateCrossPair(t *testing.T) {
+	startTime := time.Date(2025, 3, 15, 0, 0, 0, 0, time.UTC)
+	endTime := time.Date(2025, 3, 19, 23, 0, 0, 0, time.UTC)
+	okbUsdt, err := MakeCandleList("OKB-USDT", "4H", startTime, endTime, 50)
 	if err != nil {
 		t.Fatalf("ToEs failed: %v", err)
 	}
-	err = cl.ToElastic()
+	ethUsdt, err := MakeCandleList("ETH-USDT", "4H", startTime, endTime, 50)
+	if err != nil {
+		t.Fatalf("ToEs failed: %v", err)
+	}
+	if err != nil {
+		t.Fatalf("ToEs failed: %v", err)
+	}
+
+	okbEth, err := okbUsdt.CalculateCrossPair(ethUsdt)
+	if err != nil {
+		t.Fatalf("ToEs failed: %v", err)
+	}
+	err = okbEth.ToElastic()
 	if err != nil {
 		t.Fatalf("ToEs failed: %v", err)
 	}