32 lines
1.5 KiB
Markdown
32 lines
1.5 KiB
Markdown
# 2025-07-26
|
||
Get huge volume based on historical data
|
||
Window: 50
|
||
Threshold: Mean + 2*std
|
||
|
||
# 2025-07-28
|
||
1. Save huge volume to mysql
|
||
2. Support upgrade huge volume based on the latest market data
|
||
a. upgrade the latest market data
|
||
b. Get the one window period data (e.g. 50) according the earliest updated market data
|
||
c. Calculate huge volume according to one window period data + updated data
|
||
3. Retrospective trading analysis:
|
||
huge volume:
|
||
a. high price: The ratio of declines in the next three trading periods
|
||
b. low price: The ratio of increases in the next three trading periods
|
||
|
||
# 2025-07-29
|
||
目前来看，底部/ 顶部放量，与之后的涨跌，无明确相关性
|
||
但是放量之后的走势，无论放量位于高位还是低位，从第三个交易周期开始，开始趋向下跌 （比例超过50%）
|
||
1. 调整huge_volume的spike_intensity的标准（不确定）
|
||
2. price_high：当前窗口的>=90百分位
|
||
3. price_low: 当前窗口的<=10百分位
|
||
4. 之后观察的周期放宽到1，2，3，4，5
|
||
5. 行情数据，加入买卖数量数据
|
||
|
||
# 2025-07-30
|
||
当前量价关系，需要评估下几个周期的高点或者低点的变化，而不是收盘价
|
||
比如：
|
||
当前周期出现大的卖单，需要考虑下个周期低点是否比当期收盘价低
|
||
当前周期出现大的买单，需要考虑下个周期高点是否比当期收盘价高
|
||
|
||
需要分析一个周期内的买盘与卖盘，在当前周期的时间分布，如拆分为10个时间段，买盘与卖盘，在各个时间段的比重如何 |