├── .gitignore
├── LICENSE
├── README.md
├── binance.com_asset_snapshot.csv
├── binance.com_sim.toml
├── cmd
└── main.go
├── data
├── binance.com_btcusdt_2020-03-12.csv
├── huobi.pro_kline_btcusdt_1min_2020-03-01.csv
├── huobi.pro_kline_btcusdt_1min_2020-03-02.csv
├── huobi.pro_kline_btcusdt_1min_2020-03-03.csv
├── huobi.pro_kline_btcusdt_1min_2020-03-04.csv
├── huobi.pro_kline_btcusdt_1min_2020-03-05.csv
├── huobi.pro_kline_btcusdt_1min_2020-03-06.csv
├── huobi.pro_kline_btcusdt_1min_2020-03-07.csv
├── huobi.pro_kline_btcusdt_1min_2020-03-08.csv
├── huobi.pro_kline_btcusdt_1min_2020-03-09.csv
└── huobi.pro_kline_btcusdt_1min_2020-03-10.csv
├── go.mod
├── go.sum
├── huobi.pro_asset_snapshot.csv
├── huobi.pro_sim.toml
├── loader
├── DepthDataLoader.go
├── KLineDataLoader.go
└── KLineDataLoader_test.go
├── model
└── models.go
├── net_asset.html
├── sim
├── BacktestStatistics.go
├── ExchangeSim.go
└── ExchangeSim_test.go
├── strategies
├── DoubleMovingStrategy.go
└── SampleStrategy.go
└── util
├── id_generate.go
├── id_generate_test.go
├── utils.go
└── utils_test.go
/.gitignore:
--------------------------------------------------------------------------------
1 | # Binaries for programs and plugins
2 | *.exe
3 | *.exe~
4 | *.dll
5 | *.so
6 | *.dylib
7 |
8 | # Test binary, built with `go test -c`
9 | *.test
10 |
11 | # Output of the go coverage tool, specifically when used with LiteIDE
12 | *.out
13 |
14 | # Dependency directories (remove the comment below to include it)
15 | # vendor/
16 | .idea
17 | goex_backtest
18 |
--------------------------------------------------------------------------------
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/README.md:
--------------------------------------------------------------------------------
1 | ### goex_backtest 基于orderbook数字货币回测
2 |
3 | #### 回测数据格式说明
4 |
5 | ###### 深度数据格式说明
6 |
7 | 1.标准的csv格式文件，注意：不需要header
8 | 2.模版如下(注意csv不需要header列，下面只是做每一列说明):
9 |
10 | | timestamp | ask[n].price | ask[n].amount | ... | ask[0].price | ask[0].amount | bid[0].price | bid[0].amount | ... | bid[n].price | bid[n].amount |
11 | | --------- | ------------ | ------------- | --- | ------------ | ------------- | ------------ | ------------- | --- | ------------ | ------------- |
12 | | 1569888000143 | 8000.1 | 0.34 | ... | 7800.5 | 1.20 | 8000 | 0.15 | ... | 7700.2 | 12.002 |
13 |
14 | 3. 第一列时间戳精确到`毫秒` , 卖单降序排列，买单升序排列.
15 | 4. 支持任意档数的深度回测，只需要设置对应的参数。
16 |
17 | ###### K线数据格式说明
18 |
19 | | timestamp | high | low | open | close | vol |
20 | | --------- | ---- | --- | ---- | ----- | --- |
21 | | 1583251200|8751.99|8739.94|8751.51|8741.25|35.509519 |
22 |
23 |
24 |
25 |
--------------------------------------------------------------------------------
/binance.com_asset_snapshot.csv:
--------------------------------------------------------------------------------
1 | USDT_available,USDT_frozen,BTC_available,BTC_frozen,NetAsset
2 | 9922.1966,77.8034,0,0,10000
3 | 9922.1981,0,0.0100015,0,9999.9977682
4 | 9922.1981,0,0.0000015,0.01,9999.9977682
5 | 9844.4101,77.788,0.0000015,0.01,9999.9977682
6 | 9922.22687077,77.788,0.0000015,0,10000.026541535
7 | 9922.22727077,0,0.010003,0,10000.03760687
8 | 9922.22727077,0,0.000003,0.01,10000.03760687
9 | 9844.44027077,77.787,0.000003,0.01,10000.03760687
10 | 9844.44047077,0,0.0100045,0.01,10000.048874785
11 | 9766.65377077,77.7867,0.0100045,0.01,10000.048874785
12 | 9766.65497077,0,0.020006,0.01,10000.04463937
13 | 9688.87397077,77.781,0.020006,0.01,10000.04463937
14 | 9688.87407077,0,0.0300075,0.01,10000.01559887
15 | 9611.10327077,77.7708,0.0300075,0.01,10000.01559887
16 | 9611.11006277,11.7433908,0.03849878,0.01,9999.9882116426
17 | 9611.11101407,-0,0.04000901,0.01,9999.9900774518
18 | 9533.34921407,77.7618,0.04000901,0.01,9999.9900774518
19 | 9533.35561407,-0,0.05001051,0.01,9999.889320912
20 | 9455.61361407,77.742,0.05001051,0.01,9999.889320912
21 | 9455.61361407,-0,0.06001201,0.01,9999.8253692412
22 | 9377.88241407,77.7312,0.06001201,0.01,9999.8253692412
23 | 9377.88251407,-0,0.07001351,0.01,9999.7603159516
24 | 9300.16091407,77.7216,0.07001351,0.01,9999.7603159516
25 | 9300.16091407,-0,0.08001501,0.01,9999.7710740415
26 | 9222.43941407,77.7215,0.08001501,0.01,9999.7710740415
27 | 9222.43981407,-0,0.09001651,0.01,9999.6031025485
28 | 9144.73621407,77.7036,0.09001651,0.01,9999.6041027136
29 | 9144.73631407,-0,0.10001801,0.01,9999.6136578934
30 | 9067.03291407,77.7034,0.10001801,0.01,9999.6136578934
31 | 9067.03321407,-0,0.11001951,0.01,9999.5391993562
32 | 8989.33701407,77.6962,0.11001951,0.01,9999.5391993562
33 | 8989.33821407,-0,0.12002101,0.01,9999.2530054632
34 | 8911.66501407,77.6732,0.12002101,0.01,9999.2530054632
35 | 8911.66501407,-0,0.13002251,0.01,9999.1260341583
36 | 8834.00171407,77.6633,0.13002251,0.01,9999.1260341583
37 | 8834.00411407,-0,0.14002401,0.01,9999.0740730889
38 | 8756.35511407,77.649,0.14002401,0.01,9998.925549319
39 | 8756.35671407,-0,0.15002551,0.01,9998.7211619754
40 | 8678.72131407,77.6354,0.15002551,0.01,9998.7211619754
41 | 8678.72131407,77.6354,0.16002551,0,9998.538732894
42 | 8678.72131407,77.6354,0.15002551,0.01,9998.6971581489
43 | 8756.38896247,77.6354,0.15002551,0,9999.062462926
44 | 8756.38896247,77.6354,0.14002551,0.01,9999.062462926
45 | 8834.05981135,77.6354,0.14002551,0,9999.1221199692
46 | 8834.05981135,77.6354,0.13002551,0.01,9999.1571263467
47 | 8911.74806284,77.6354,0.13002551,0,9999.3774158466
48 | 8911.74806284,77.6354,0.12002551,0.01,9999.3839171221
49 | 8989.4481161,77.6354,0.12002551,0,9999.5424992084
50 | 8989.4481161,77.6354,0.11002551,0.01,9999.5569022696
51 | 9067.17877395,77.6354,0.11002551,0,9999.921435119
52 | 9067.17877395,77.6354,0.10002551,0.01,9999.9258361394
53 | 9144.91093203,77.6354,0.10002551,0,9999.9495970255
54 | 9144.91093203,77.6354,0.09002551,0.01,9999.9495970255
55 | 9222.64499039,77.6354,0.09002551,0,9999.9802602324
56 | 9222.64499039,77.6354,0.08002551,0.01,9999.9829609977
57 | 9300.39675141,77.6354,0.08002551,0,10000.1512664051
58 | 9300.39675141,77.6354,0.07002551,0.01,10000.158468701
59 | 9378.16311462,77.6354,0.07002551,0,10000.2797668597
60 | 9378.16311462,77.6354,0.06002551,0.01,10000.2797668597
61 | 9455.93747903,77.6354,0.06002551,0,10000.3474516777
62 | 9455.93747903,77.6354,0.05002551,0.01,10000.3498526981
63 | 9533.72454534,77.6354,0.05002551,0,10000.4353503854
64 | 9533.72454534,77.6354,0.04002551,0.01,10000.4378516609
65 | 9611.35994534,-0,0.04002551,0.01,10000.4423539568
66 | 9533.58154534,77.7784,0.04002551,0.01,10000.4503580384
67 | 9611.37331236,77.7784,0.04002551,0,10000.4705293951
68 | 9611.37331236,77.7784,0.03002551,0.01,10000.4729309257
69 | 9689.18328211,77.7784,0.03002551,0,10000.5550455733
70 | 9689.18328211,77.7784,0.02002551,0.01,10000.56014991
71 | 9764.18084456,77.7784,0.02002551,0.000365,10000.652466737
72 | 9767.02195617,77.7784,0.02002551,0,10000.652892847
73 | 9767.02195617,77.7784,0.01002551,0.01,10000.6362716737
74 | 9844.86733123,77.7784,0.01002551,0,10000.6779849987
75 | 9844.86733123,77.7784,0.00002551,0.01,10000.6786867844
76 | 9922.73660987,77.7784,0.00002551,0,10000.7136246076
77 | 10000.51500987,-0,0.00002551,0,10000.7137835349
78 | 9922.59360987,77.9214,0.00002551,0,10000.7137873614
79 | 10000.51500987,-0,0.00002551,0,10000.7140595531
80 | 9922.45070987,78.0643,0.00002551,0,10000.7141518993
81 | 9922.46840987,-0,0.01002701,0,10000.6655514065
82 | 9922.46840987,-0,0.00002701,0.01,10000.6655514065
83 | 9844.47910987,77.9893,0.00002701,0.01,10000.6683589693
84 | 9844.47950987,-0,0.01002851,0.01,10000.6373960678
85 | 9766.51040987,77.9691,0.01002851,0.01,10000.6399997741
86 | 9844.5743177,77.9691,0.01002851,0,10000.8181445222
87 | 9844.5743177,77.9691,0.00002851,0.01,10000.8182448073
88 | 9922.67013032,77.9691,0.00002851,0,10000.8618480891
89 | 10000.63923032,-0,0.00002851,0,10000.8619136621
90 | 9922.52973032,78.1095,0.00002851,0,10000.8619205045
91 | 9922.53123032,-0,0.01003001,0,10000.8657087201
92 | 9922.53123032,-0,0.00003001,0.01,10000.8657087201
93 | 9844.43113032,78.1001,0.00003001,0.01,10000.8657087201
94 | 9844.43253032,-0,0.01003151,0.01,10000.8519815117
95 | 9766.34583032,78.0867,0.01003151,0.01,10000.8519815117
96 | 9844.46564654,78.0867,0.01003151,0,10000.9065651631
97 | 9844.46564654,78.0867,0.00003151,0.01,10000.9068661084
98 | 9922.59556427,78.0867,0.00003151,0,10000.9284147182
99 | 9922.59966427,-0,0.01003301,0,10000.9239621166
100 | 9922.59966427,-0,0.00003301,0.01,10000.9239621166
101 | 9844.53306427,78.0666,0.00003301,0.01,10000.9239621166
102 | 9922.63047713,78.0666,0.00003301,0,10000.9548380257
103 | 9922.63257713,-0,0.01003451,0,10000.9635677116
104 | 9922.63257713,-0,0.00003451,0.01,10000.9635677116
105 | 9844.57437713,78.0582,0.00003451,0.01,10000.9601559782
106 | 9844.57567713,-0,0.01003601,0.01,10000.9519265376
107 | 9766.53707713,78.0386,0.01003601,0.01,10000.9338941286
108 | 9766.53777713,-0,0.02003751,0.01,10000.9012436536
109 | 9688.51417713,78.0236,0.02003751,0.01,10000.9012436536
110 | 9766.59248712,78.0236,0.02003751,0,10001.0421149366
111 | 9766.59248712,78.0236,0.01003751,0.01,10001.0182702997
112 | 9766.59618712,-0,0.02003901,0.01,10000.9338084211
113 | 9688.59228712,78.0039,0.02003901,0.01,10000.9121803339
114 | 9688.59648712,-0,0.03004051,0.01,10000.8792314967
115 | 9610.60708712,77.9894,0.03004051,0.01,10000.8700221794
116 | 9610.60758712,-0,0.04004201,0.01,10000.8717117673
117 | 9532.63438712,77.9732,0.04004201,0.01,10000.8011525332
118 | 9610.72019824,77.9732,0.04004201,0,10001.3177875341
119 | 9610.72019824,77.9732,0.03004201,0.01,10001.3205904748
120 | 9610.7202682,23.42314928,0.03703906,0.01,10000.8792152546
121 | 9610.7204184,-0,0.04004352,0.01,10000.8792172928
122 | 9532.7565184,77.9639,0.04004352,0.01,10000.8792172928
123 | 9532.7566184,-0,0.05004502,0.01,10000.8141542522
124 | 9454.8054184,77.9512,0.05004502,0.01,10000.8147547024
125 | 9454.8055184,-0,0.06004652,0.01,10000.74809528
126 | 9376.8655184,77.94,0.06004652,0.01,10000.74809528
127 | 9454.8055184,-0,0.06004652,0.01,10001.6390870144
128 | 9376.7289184,78.0766,0.06004652,0.01,10001.7049307432
129 | 9454.83563265,78.0766,0.06004652,0,10001.84553059
130 | 9454.83563265,78.0766,0.05004652,0.01,10001.8479324508
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132 | 9376.78413265,78.0537,0.06004802,0.01,10001.5885465174
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289 | 7900.83659481,77.519,0.25011554,0.01,9997.9264623902
290 |
--------------------------------------------------------------------------------
/binance.com_sim.toml:
--------------------------------------------------------------------------------
1 | exName="binance.com"
2 | supportCurrencyPairs =["BTC_USDT"]
3 | takerFee=0.00025
4 | makerFee=-0.00015
5 | depthSize=20
6 | unGzip=false
7 | backTestStartTime="2020-03-12T00:00:00Z"
8 | backTestEndTime="2020-03-12T00:00:00Z"
9 |
10 | [quote_currency]
11 | symbol="USDT"
12 |
13 | [accounts]
14 | btc=0.0
15 | usdt=100000.0
--------------------------------------------------------------------------------
/cmd/main.go:
--------------------------------------------------------------------------------
1 | package main
2 |
3 | import (
4 | "context"
5 | "github.com/nntaoli-project/goex"
6 | sim2 "github.com/nntaoli-project/goex_backtest/sim"
7 | "github.com/nntaoli-project/goex_backtest/strategies"
8 | "log"
9 | "os"
10 | "os/signal"
11 | "time"
12 | )
13 |
14 | func main() {
15 | log.Println("###### begin backtest ######")
16 | beginT := time.Now()
17 | //sim := NewExchangeSim(ExchangeSimConfig{
18 | // ExName: goex.BINANCE,
19 | // TakerFee: 0.00025,
20 | // MakerFee: -0.00015,
21 | // QuoteCurrency: goex.USDT,
22 | // SupportCurrencyPairs: []goex.CurrencyPair{goex.BTC_USDT}, // CurrencyB 同一次回测只支持一种交易市场的交易对,为了净值统计
23 | // Account: goex.Account{
24 | // SubAccounts: map[goex.Currency]goex.SubAccount{
25 | // goex.BTC: {
26 | // Currency: goex.BTC,
27 | // Amount: 0,
28 | // },
29 | // goex.USDT: {
30 | // Currency: goex.USDT,
31 | // Amount: 10000,
32 | // },
33 | // },
34 | // },
35 | // BackTestStartTime: time.Date(2020, 03, 12, 0, 0, 0, 0, time.Local),
36 | // BackTestEndTime: time.Date(2020, 03, 12, 0, 0, 0, 0, time.Local),
37 | // DepthSize: 20, //深度挡数
38 | // UnGzip: false,
39 | //})
40 |
41 | sim := sim2.NewExchangeSimWithTomlConfig(goex.HUOBI_PRO)
42 |
43 | ctx, cancel := context.WithCancel(context.Background())
44 |
45 | go func() {
46 | sig := make(chan os.Signal, 1)
47 | signal.Notify(sig, os.Interrupt, os.Kill)
48 | for {
49 | select {
50 | case <-sig:
51 | cancel()
52 | return
53 | }
54 | }
55 | }()
56 |
57 | backtestStatistics := sim2.NewBacktestStatistics([]*sim2.ExchangeSim{sim})
58 |
59 | strategy := strategies.NewDoubleMovingStrategy(sim, goex.KLINE_PERIOD_1MIN, 600, 150, goex.BTC_USDT)
60 | strategy.Main(ctx)
61 |
62 | backtestStatistics.NetAssetReport()
63 | backtestStatistics.OrderReport()
64 | backtestStatistics.TaLibReport()
65 |
66 | log.Println("###### end backtest , elapsed ", time.Now().Sub(beginT), "######")
67 | }
68 |
--------------------------------------------------------------------------------
/data/huobi.pro_kline_btcusdt_1min_2020-03-07.csv:
--------------------------------------------------------------------------------
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86 | 1583515500,9070.68,9062.83,9070.68,9063.28,13.0391264
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88 | 1583515620,9073.51,9065.79,9066.79,9067.09,9.39660591
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91 | 1583515800,9077.92,9074.52,9074.52,9077.89,4.677819
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102 | 1583516460,9067.1,9060.79,9066.8,9062.73,23.07744754
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106 | 1583516700,9070.8,9066.54,9066.54,9070.79,3.646158
107 | 1583516760,9071.93,9066.85,9070.8,9066.88,6.2630013
108 | 1583516820,9066.87,9056.73,9066.79,9059.33,12.45503613
109 | 1583516880,9059.33,9056.99,9059.33,9056.99,19.459332
110 | 1583516940,9061.2,9056.99,9056.99,9060.29,34.382809
111 | 1583517000,9061.92,9056.5,9060.37,9061.92,13.038628
112 | 1583517060,9069.47,9061.99,9061.99,9065.36,5.551905
113 | 1583517120,9066.29,9065.1,9065.52,9065.12,3.858498
114 | 1583517180,9069.04,9063.32,9065.13,9063.34,4.63799175
115 | 1583517240,9069.49,9063.32,9063.33,9069.07,3.346064
116 | 1583517300,9074.09,9068.85,9069.07,9071.57,4.179001
117 | 1583517360,9071.57,9067.71,9071.57,9068.27,5.079053
118 | 1583517420,9072.57,9068.2,9068.32,9068.73,11.036801
119 | 1583517480,9071.29,9068.49,9068.76,9070.73,19.47389655
120 | 1583517540,9074.93,9069.49,9070.6,9074.93,5.30181077
121 | 1583517600,9074.69,9072.91,9074.66,9072.91,3.92197149
122 | 1583517660,9073.79,9068,9073.01,9068.93,27.737628
123 | 1583517720,9068.94,9066.44,9068.87,9066.53,8.351382
124 | 1583517780,9067.53,9065.63,9066.53,9066.16,8.72485663
125 | 1583517840,9071.42,9065.87,9066.15,9071.23,9.04890119
126 | 1583517900,9077.71,9071.35,9071.35,9076.41,10.811529
127 | 1583517960,9080,9074.86,9076.42,9075.36,12.325356
128 | 1583518020,9075.37,9071.92,9075.36,9072.52,12.183597
129 | 1583518080,9076.52,9068.84,9072.52,9076.51,9.867245
130 | 1583518140,9076.81,9076.42,9076.51,9076.54,1.394562
131 | 1583518200,9077.26,9074.06,9076.53,9075.49,9.486518
132 | 1583518260,9075.98,9073.21,9075.48,9074.09,5.613417
133 | 1583518320,9077.26,9073.4,9073.43,9077.25,6.429611
134 | 1583518380,9079.72,9077.18,9077.25,9079.53,2.10953677
135 | 1583518440,9079.54,9073.46,9079.53,9073.93,5.10770964
136 | 1583518500,9073.9,9070.26,9073.88,9071.43,3.162131
137 | 1583518560,9071.7,9071.41,9071.42,9071.44,1.561116
138 | 1583518620,9071.7,9069.07,9071.49,9069.17,4.344755
139 | 1583518680,9069.71,9069.17,9069.17,9069.7,1.492872
140 | 1583518740,9069.7,9064.93,9069.7,9066.13,8.7652491
141 | 1583518800,9066.13,9063.52,9065.66,9065.18,2.850967
142 | 1583518860,9065.98,9063.52,9065.18,9065.26,7.269885
143 | 1583518920,9065.26,9060.01,9065.09,9062.06,8.505349
144 | 1583518980,9062.06,9057.88,9062.06,9059.43,18.524921
145 | 1583519040,9064.49,9059.43,9059.43,9061.83,10.299059
146 | 1583519100,9066.57,9061.84,9061.84,9064.99,34.743957
147 | 1583519160,9065.29,9062.11,9065.29,9063.02,3.235873
148 | 1583519220,9063.81,9058.16,9063.03,9058.56,13.79093753
149 | 1583519280,9065.5,9057.98,9059.24,9061.45,6.987473
150 | 1583519340,9062.37,9060.85,9061.83,9062.02,1.309825
151 | 1583519400,9069,9062.01,9062.01,9068.39,22.771729
152 | 1583519460,9069.91,9068.01,9068.38,9069.91,5.392394
153 | 1583519520,9072.42,9069.92,9069.92,9072.42,8.005196
154 | 1583519580,9073.51,9066.32,9072.42,9068.93,6.61017902
155 | 1583519640,9071.18,9068.93,9068.93,9071.18,4.1179723
156 | 1583519700,9071.17,9064.7,9071.12,9066.61,24.501924
157 | 1583519760,9072.39,9066.65,9066.65,9070.89,2.575716
158 | 1583519820,9073.97,9068.59,9070.89,9069.45,20.3077756
159 | 1583519880,9071.46,9069.57,9069.57,9069.99,2.90037386
160 | 1583519940,9071.48,9069.73,9070.05,9069.74,6.090269
161 | 1583520000,9074.33,9068.36,9069.87,9073.14,18.738554
162 | 1583520060,9073.16,9071,9072.83,9071.52,1.94302666
163 | 1583520120,9075.28,9071.4,9071.4,9074.58,6.337607
164 | 1583520180,9073.27,9071.48,9073.27,9073.08,1.254796
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166 | 1583520300,9072.74,9070.31,9071.4,9071.04,2.034846
167 | 1583520360,9073.09,9069.69,9071.04,9070.99,4.366819
168 | 1583520420,9071.79,9069.59,9069.93,9070.53,3.185476
169 | 1583520480,9071.46,9071,9071.24,9071.45,2.154651
170 | 1583520540,9076.18,9071.03,9071.45,9074.49,3.732267
171 | 1583520600,9076.69,9073,9074.49,9073,18.322964
172 | 1583520660,9077.83,9072.94,9073.01,9076.61,6.502982
173 | 1583520720,9078.04,9076.62,9076.62,9077.33,2.768169
174 | 1583520780,9077.78,9075.28,9077.33,9077.78,13.739227
175 | 1583520840,9077.77,9066.32,9077.77,9068.31,14.5414
176 | 1583520900,9069.09,9063.54,9068.38,9069,15.40719924
177 | 1583520960,9069.03,9063.55,9069.02,9066.92,9.24225404
178 | 1583521020,9069.38,9065,9065.87,9068.09,7.759232
179 | 1583521080,9070.14,9066.88,9068.09,9067.76,2.32364
180 | 1583521140,9067.83,9066.8,9067.83,9066.8,0.910179
181 | 1583521200,9066.99,9065.47,9066.81,9065.48,1.43460628
182 | 1583521260,9066.45,9063.45,9065.33,9064.01,6.66098266
183 | 1583521320,9068.71,9061.1,9064,9068.7,15.75108
184 | 1583521380,9070.62,9068.71,9068.71,9070.3,4.387622
185 | 1583521440,9075.96,9070.23,9071.3,9072.26,6.78581619
186 | 1583521500,9072.84,9071.49,9072.78,9071.84,2.13852079
187 | 1583521560,9072.82,9071.84,9071.84,9072.08,2.89073726
188 | 1583521620,9071.79,9064.9,9071.1,9065.37,8.18537573
189 | 1583521680,9065.91,9063.42,9065.37,9064.62,2.596599
190 | 1583521740,9069.18,9062.89,9064.83,9067.94,4.94867
191 | 1583521800,9068.53,9065.75,9068.25,9065.99,5.063616
192 | 1583521860,9067.38,9065.05,9065.77,9065.09,5.275349
193 | 1583521920,9065.07,9063.43,9065.07,9064.7,3.680081
194 | 1583521980,9064.57,9063.15,9064.57,9063.16,3.629967
195 | 1583522040,9063.16,9061,9063.15,9061.01,6.25140644
196 | 1583522100,9069.2,9061.01,9061.01,9067.36,3.79272305
197 | 1583522160,9072.83,9066.95,9066.95,9071.83,4.1852
198 | 1583522220,9071.84,9071.49,9071.84,9071.81,5.214651
199 | 1583522280,9071.83,9069.86,9071.83,9071.82,4.090209
200 | 1583522340,9071.82,9069.66,9071.82,9069.66,2.090058
201 | 1583522400,9070.04,9068.41,9069.94,9069.74,2.439286
202 | 1583522460,9069.99,9067.91,9069.71,9068.21,5.59000194
203 | 1583522520,9068.23,9065.92,9068.22,9067.92,2.736683
204 | 1583522580,9071.37,9066.34,9067.96,9071.17,11.075433
205 | 1583522640,9077.79,9071.4,9071.42,9074.53,8.433333
206 | 1583522700,9075.2,9074.2,9074.54,9074.64,1.096111
207 | 1583522760,9077.17,9074.69,9074.96,9077.17,9.3427488
208 | 1583522820,9078.04,9077.17,9077.18,9078.03,2.343539
209 | 1583522880,9094,9078.04,9078.04,9090.95,32.15919261
210 | 1583522940,9091.77,9086.73,9090.95,9089.45,6.74795182
211 | 1583523000,9089.65,9089.12,9089.63,9089.33,3.722132
212 | 1583523060,9091.02,9087.58,9089.34,9090.39,6.560505
213 | 1583523120,9092.82,9090.38,9090.38,9092.81,2.63697518
214 | 1583523180,9093.23,9091.14,9092.81,9092.67,8.44048
215 | 1583523240,9095,9092.5,9092.68,9094.11,2.08112725
216 | 1583523300,9094.13,9086.01,9094.11,9086.01,5.076567
217 | 1583523360,9091.62,9085.42,9085.68,9089.94,7.293423
218 | 1583523420,9089.94,9088.19,9089.94,9089.76,0.85135
219 | 1583523480,9096.78,9089.82,9089.82,9096.3,19.022574
220 | 1583523540,9098.76,9094.89,9096.04,9094.89,6.60004063
221 | 1583523600,9099,9094.88,9094.89,9098.99,5.751206
222 | 1583523660,9099,9095.92,9098.85,9095.92,5.25758
223 | 1583523720,9098.77,9095.5,9095.51,9098.69,1.396647
224 | 1583523780,9100,9094.02,9098.69,9095.62,45.712163
225 | 1583523840,9097.65,9092.9,9095.62,9092.9,5.51875
226 | 1583523900,9099.03,9092.59,9092.81,9098.04,3.029333
227 | 1583523960,9099.44,9097.45,9097.45,9098,2.80196
228 | 1583524020,9098,9097.7,9097.99,9097.99,3.099864
229 | 1583524080,9099.38,9097.99,9097.99,9099.37,1.28257
230 | 1583524140,9099.38,9092.11,9099.37,9092.95,17.59717837
231 | 1583524200,9093.32,9092.95,9092.95,9092.95,2.496137
232 | 1583524260,9092.96,9090.66,9092.95,9090.66,2.970994
233 | 1583524320,9096.44,9090.65,9090.66,9094.72,7.896708
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235 | 1583524440,9092.93,9091.11,9092.92,9092.73,0.920235
236 | 1583524500,9097.22,9091.23,9092.73,9095.23,3.451658
237 | 1583524560,9095.98,9092.84,9095.16,9092.85,4.55944356
238 | 1583524620,9093.15,9084.92,9093.13,9084.93,6.4121958
239 | 1583524680,9087.56,9084.54,9084.93,9087.55,10.20312687
240 | 1583524740,9088.13,9082.71,9087.55,9084.2,3.978569
241 | 1583524800,9096.4,9084.24,9084.63,9096.39,2.86569022
242 | 1583524860,9096.4,9093.9,9096.4,9095.19,1.7604
243 | 1583524920,9095.14,9090.89,9095.14,9090.9,2.75481
244 | 1583524980,9094.05,9090.61,9090.75,9092.72,4.385403
245 | 1583525040,9093.63,9091.05,9092.71,9093,22.910511
246 | 1583525100,9093.01,9093,9093,9093,0.444646
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248 | 1583525220,9097.27,9093,9093.01,9096.41,3.936806
249 | 1583525280,9098,9095.02,9096.31,9097.05,3.466996
250 | 1583525340,9099.38,9096.51,9097.01,9099.17,7.58208
251 | 1583525400,9100,9097.71,9099.15,9099.71,53.554768
252 | 1583525460,9099.81,9095.42,9099.81,9098.06,2.98098644
253 | 1583525520,9098.2,9095.97,9098.2,9095.97,4.61358007
254 | 1583525580,9096.21,9092.1,9095.96,9092.3,8.066062
255 | 1583525640,9094.34,9092.01,9092.18,9093.4,6.894801
256 | 1583525700,9097.83,9092.46,9092.98,9097.05,5.28764
257 | 1583525760,9100,9097.04,9097.05,9099.36,10.577983
258 | 1583525820,9105.5,9098.01,9099.36,9104.91,30.028926
259 | 1583525880,9105.5,9102.05,9105.48,9104.87,18.780326
260 | 1583525940,9105.55,9104,9104.87,9104.22,6.62329714
261 | 1583526000,9104.87,9098,9104.01,9098.6,16.47562284
262 | 1583526060,9101.04,9097,9098.59,9100.09,8.096482
263 | 1583526120,9104.88,9100.03,9100.04,9101.33,5.219091
264 | 1583526180,9103.1,9100.05,9101.33,9101.41,4.713164
265 | 1583526240,9104.56,9100.14,9101.31,9102.16,13.306
266 | 1583526300,9105.42,9101.34,9102.01,9104.06,16.56896639
267 | 1583526360,9103.16,9099.06,9102.97,9099.06,3.240856
268 | 1583526420,9100.88,9099.06,9099.06,9099.28,2.738138
269 | 1583526480,9103.58,9099.3,9099.3,9102.32,9.632773
270 | 1583526540,9107.14,9103.25,9103.25,9105.5,1.854805
271 | 1583526600,9105.5,9103.55,9105.5,9104.5,4.28338974
272 | 1583526660,9104.52,9100.74,9104.52,9100.75,3.274287
273 | 1583526720,9107.14,9099.86,9100.74,9105.1,7.746215
274 | 1583526780,9105.1,9102.61,9105.1,9104.75,2.696145
275 | 1583526840,9106.59,9104.1,9104.76,9104.36,3.34614
276 | 1583526900,9104.1,9101.22,9104.1,9101.23,1.22888689
277 | 1583526960,9101.38,9099.82,9101.22,9101.38,3.919575
278 | 1583527020,9105.21,9100.77,9100.77,9104.88,2.61823704
279 | 1583527080,9104.89,9104.77,9104.89,9104.77,0.26336
280 | 1583527140,9106.59,9104.78,9104.78,9106.14,3.709055
281 | 1583527200,9106.15,9100.63,9106.15,9100.64,5.462815
282 | 1583527260,9102.59,9101.21,9101.27,9102.57,2.217682
283 | 1583527320,9104.16,9102.57,9102.57,9103.13,1.557994
284 | 1583527380,9103.83,9101.79,9103.75,9103.15,5.247461
285 | 1583527440,9104.42,9103.14,9103.14,9104.05,0.996437
286 | 1583527500,9105.4,9104.04,9104.04,9104.18,2.636492
287 | 1583527560,9104.18,9102.54,9104.18,9103.98,3.31543351
288 | 1583527620,9104.09,9099.8,9104.09,9102.49,17.755693
289 | 1583527680,9102.27,9097.27,9102.27,9097.36,3.161854
290 | 1583527740,9097.39,9093.22,9097.39,9093.25,17.0238012
291 | 1583527800,9094.81,9088.64,9093.25,9093.1,6.40675409
292 | 1583527860,9093.43,9092.43,9093.11,9092.44,0.591653
293 | 1583527920,9096.67,9092.44,9092.44,9094.55,2.367397
294 | 1583527980,9096.36,9094.56,9094.56,9094.56,1.398254
295 | 1583528040,9094.59,9094.15,9094.55,9094.16,0.93844
296 | 1583528100,9098.82,9090.71,9094.16,9091.85,18.55756311
297 | 1583528160,9092.31,9088.65,9092.31,9090.41,3.648692
298 | 1583528220,9102.99,9088.97,9090.4,9101.48,64.90894704
299 | 1583528280,9101.97,9097.85,9101.49,9097.86,3.984843
300 | 1583528340,9097.85,9096.99,9097.85,9097,1.210766
301 | 1583528400,9104.1,9096.98,9096.99,9103.73,4.59723407
302 | 1583528460,9105.09,9102.82,9103.61,9103.62,3.83238887
303 | 1583528520,9105.9,9103.6,9103.62,9104.4,5.795634
304 | 1583528580,9104.69,9102.91,9104.39,9104.57,4.79561911
305 | 1583528640,9108,9104.58,9104.58,9107.44,3.521517
306 | 1583528700,9108,9104.21,9107.44,9105.68,4.163508
307 | 1583528760,9105.86,9105.55,9105.75,9105.86,1.403881
308 | 1583528820,9106.92,9104.2,9105.86,9104.2,3.257083
309 | 1583528880,9105.04,9098.54,9104.19,9103.69,8.0087295
310 | 1583528940,9108.23,9103.69,9103.7,9106.96,12.511401
311 | 1583529000,9110,9106.97,9106.97,9110,5.34843
312 | 1583529060,9110,9104.53,9110,9104.91,5.443405
313 | 1583529120,9104.91,9104.9,9104.9,9104.91,1.834255
314 | 1583529180,9109.46,9104.9,9104.91,9109.46,14.539663
315 | 1583529240,9110,9109.45,9109.46,9109.46,2.302437
316 | 1583529300,9110,9109.46,9109.46,9110,6.525226
317 | 1583529360,9112.24,9109.99,9110,9112.24,23.721471
318 | 1583529420,9114.4,9109.53,9112.05,9111.53,15.324824
319 | 1583529480,9111.71,9110,9111.51,9110.02,4.406983
320 | 1583529540,9111.08,9104.9,9110.3,9111.07,10.23393006
321 | 1583529600,9111.7,9109.25,9110.44,9109.94,3.499901
322 | 1583529660,9110.12,9109.38,9109.89,9109.71,1.37204
323 | 1583529720,9114.94,9109.71,9109.71,9111.98,8.499156
324 | 1583529780,9113.05,9110.99,9112.67,9111.55,5.865086
325 | 1583529840,9110.97,9108.93,9110.73,9109.66,2.155936
326 | 1583529900,9111.44,9107.81,9109.57,9108.06,3.98019325
327 | 1583529960,9113.08,9107.3,9108.06,9109.89,13.078478
328 | 1583530020,9117.87,9109.87,9109.89,9117.35,22.49974611
329 | 1583530080,9117.11,9114.88,9116.63,9115.16,16.97058613
330 | 1583530140,9117.91,9114.17,9115.15,9114.75,11.770661
331 | 1583530200,9117,9113.96,9114.76,9116,4.570547
332 | 1583530260,9116,9112.41,9116,9112.41,9.922965
333 | 1583530320,9112.41,9109.9,9112.4,9111.53,6.121384
334 | 1583530380,9115.62,9111.53,9111.53,9115.62,3.833735
335 | 1583530440,9116.98,9114.78,9114.78,9116.2,5.475111
336 | 1583530500,9116.6,9115.92,9116.42,9115.92,2.129241
337 | 1583530560,9115.92,9113.78,9115.92,9113.78,6.15841266
338 | 1583530620,9113.79,9113.77,9113.79,9113.78,3.138342
339 | 1583530680,9117.92,9113.77,9113.77,9114.61,4.95785713
340 | 1583530740,9114.61,9112.39,9114.6,9112.39,1.594624
341 | 1583530800,9112.4,9105.14,9112.4,9105.8,6.962013
342 | 1583530860,9110.13,9103.63,9105.81,9108.62,4.182265
343 | 1583530920,9109.9,9100.23,9109.9,9100.24,8.315485
344 | 1583530980,9102.82,9100,9100,9100.91,1.221354
345 | 1583531040,9104.31,9100.66,9100.91,9103.1,3.171835
346 | 1583531100,9105.34,9102.6,9102.86,9104.19,2.128487
347 | 1583531160,9105.12,9103.35,9104.18,9103.73,1.35215303
348 | 1583531220,9103.85,9103.73,9103.74,9103.75,0.53979783
349 | 1583531280,9110.12,9103.74,9103.75,9106.85,1.921104
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351 | 1583531400,9106.65,9106.64,9106.64,9106.65,0.619259
352 | 1583531460,9108.11,9106.65,9106.65,9107.47,0.497154
353 | 1583531520,9114.7,9106.64,9107.38,9114.7,2.487088
354 | 1583531580,9114.02,9111.31,9113.81,9112.43,10.150027
355 | 1583531640,9114.7,9112.43,9112.43,9112.85,4.034954
356 | 1583531700,9113.16,9111.24,9111.25,9111.45,0.786527
357 | 1583531760,9114.11,9111.45,9111.45,9114.04,2.004483
358 | 1583531820,9115,9114.03,9114.04,9114.72,6.1297533
359 | 1583531880,9115,9111.35,9114.28,9112.53,4.41321
360 | 1583531940,9114.49,9112.98,9112.98,9114.48,1.831361
361 | 1583532000,9115,9113.51,9113.65,9113.78,2.45488982
362 | 1583532060,9114.2,9113,9114.16,9113.98,3.57382
363 | 1583532120,9114.03,9113.83,9113.86,9114.03,2.50848613
364 | 1583532180,9114.03,9111.58,9114.03,9113.13,4.65035647
365 | 1583532240,9113.94,9111.89,9113.13,9112.49,3.259826
366 | 1583532300,9117.82,9112.5,9112.5,9117.53,12.29345311
367 | 1583532360,9118.67,9115.73,9117.32,9117.74,2.23372731
368 | 1583532420,9119,9117.73,9117.73,9119,1.472487
369 | 1583532480,9119,9118.25,9118.3,9118.25,1.933706
370 | 1583532540,9119,9108.22,9118.25,9108.47,4.06000049
371 | 1583532600,9108.08,9106.12,9108.07,9106.12,1.23392714
372 | 1583532660,9105.6,9100.35,9105.59,9100.6,7.812201
373 | 1583532720,9102.7,9099.95,9100.6,9102.69,13.69714975
374 | 1583532780,9101.14,9100.32,9100.99,9100.52,22.9705
375 | 1583532840,9100.52,9097.47,9100.52,9097.47,11.82702559
376 | 1583532900,9097.47,9083,9097.46,9083,7.04075583
377 | 1583532960,9083.01,9081,9083.01,9081.44,16.29234668
378 | 1583533020,9083,9081.3,9081.31,9081.61,6.80332035
379 | 1583533080,9082.32,9077,9081.7,9077,4.64940233
380 | 1583533140,9077.01,9066.45,9077.01,9069.99,19.74610035
381 | 1583533200,9070.31,9065,9070.24,9068.01,9.69953805
382 | 1583533260,9076.53,9068.01,9068.01,9076.21,28.786474
383 | 1583533320,9083.09,9076.49,9076.52,9082.94,5.9515424
384 | 1583533380,9082.31,9081.79,9081.99,9082.3,2.490962
385 | 1583533440,9085.6,9082.53,9082.54,9083.71,17.50697341
386 | 1583533500,9083.73,9083.51,9083.72,9083.53,12.80913801
387 | 1583533560,9083.55,9079.27,9083.52,9079.27,17.32814745
388 | 1583533620,9079.29,9075.38,9079.28,9075.4,3.787206
389 | 1583533680,9075.41,9075,9075.41,9075.29,0.942631
390 | 1583533740,9075.29,9070.08,9075.28,9072.24,6.420955
391 | 1583533800,9076.52,9072.25,9072.25,9075.81,2.674823
392 | 1583533860,9080.54,9075.82,9075.82,9080.54,1.08052
393 | 1583533920,9083.58,9080.54,9080.54,9083.58,2.022664
394 | 1583533980,9083.58,9080.45,9083.58,9080.76,4.180638
395 | 1583534040,9081.65,9079.26,9080.76,9079.26,7.714646
396 | 1583534100,9080.76,9075.83,9080.76,9076.17,7.994863
397 | 1583534160,9076.17,9073.59,9076.17,9073.6,9.01107706
398 | 1583534220,9075.41,9073.6,9073.6,9073.89,2.552843
399 | 1583534280,9075.39,9073.86,9073.89,9074.74,2.890182
400 | 1583534340,9075.32,9073.14,9074.65,9074,1.978646
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402 | 1583534460,9090.57,9087.24,9087.24,9089.07,2.356528
403 | 1583534520,9091.1,9089.01,9089.07,9089.07,5.06541532
404 | 1583534580,9094.35,9089.07,9089.07,9092.98,14.06570944
405 | 1583534640,9095.44,9092.48,9092.98,9093.91,3.32149006
406 | 1583534700,9100,9093.51,9093.51,9100,6.21246854
407 | 1583534760,9099.17,9097.99,9099.04,9098.05,16.483121
408 | 1583534820,9097.65,9093.1,9097.16,9093.1,13.942657
409 | 1583534880,9095.51,9091.89,9092.2,9093.86,9.890279
410 | 1583534940,9093.85,9090.76,9093.85,9090.87,2.037038
411 | 1583535000,9094.69,9089.43,9090.87,9094.12,9.912242
412 | 1583535060,9097.35,9094.11,9094.12,9097.34,3.851415
413 | 1583535120,9099.9,9097.33,9097.34,9098.52,7.874922
414 | 1583535180,9099.76,9098.27,9098.27,9099.15,7.537987
415 | 1583535240,9100,9099.15,9099.75,9099.49,7.091296
416 | 1583535300,9100,9096.94,9099.46,9096.94,15.74183976
417 | 1583535360,9102.84,9096.95,9096.95,9098.73,12.28135861
418 | 1583535420,9101.57,9097.14,9097.89,9100.74,15.079069
419 | 1583535480,9100.76,9096.93,9100.73,9097.45,19.107844
420 | 1583535540,9105.26,9097.44,9097.45,9105.26,15.381758
421 | 1583535600,9108.49,9105.17,9105.26,9108.49,2.97108145
422 | 1583535660,9108.37,9105.14,9108.31,9105.16,17.97070869
423 | 1583535720,9106.23,9102.66,9106.13,9102.72,32.24525305
424 | 1583535780,9102.72,9101.76,9102.72,9101.77,8.98736538
425 | 1583535840,9103.75,9101.63,9101.77,9102.18,21.569988
426 | 1583535900,9103,9102.14,9102.18,9102.51,12.28220847
427 | 1583535960,9104.34,9102.51,9102.51,9103.87,10.643735
428 | 1583536020,9105.1,9103.24,9103.87,9104.82,2.03988181
429 | 1583536080,9104.82,9101.95,9104.82,9102.72,26.05879109
430 | 1583536140,9112,9102.72,9102.72,9112,24.97153181
431 | 1583536200,9113.07,9110,9112,9111.81,22.85660431
432 | 1583536260,9120,9111.53,9111.8,9118.2,31.55872319
433 | 1583536320,9119.81,9116.15,9117.88,9116.8,28.58466068
434 | 1583536380,9116.76,9113.11,9116.76,9113.8,15.21244553
435 | 1583536440,9114.17,9112.24,9114.17,9112.25,10.9597
436 | 1583536500,9114.78,9112.25,9112.26,9112.6,11.46228171
437 | 1583536560,9115.27,9112.59,9112.59,9114.85,4.582959
438 | 1583536620,9127.14,9114.85,9115.35,9127.13,55.68028134
439 | 1583536680,9130,9125.97,9127.14,9128.71,111.036948
440 | 1583536740,9128.71,9125.05,9128.71,9125.06,29.59291476
441 | 1583536800,9132,9125.06,9125.06,9131.68,34.69452
442 | 1583536860,9131.49,9126.43,9130.74,9128.17,24.17487645
443 | 1583536920,9130.18,9125.76,9128.29,9129.26,9.88480106
444 | 1583536980,9129.48,9126.41,9128.76,9127.35,20.01166469
445 | 1583537040,9128.21,9127.3,9127.31,9128.15,7.91881851
446 | 1583537100,9129.25,9128.13,9128.14,9129.25,1.63963649
447 | 1583537160,9130.01,9116.3,9129.25,9117.12,34.80682939
448 | 1583537220,9119.78,9102.86,9118.35,9107.06,36.85348748
449 | 1583537280,9109.93,9101.02,9106.57,9101.12,20.58856289
450 | 1583537340,9112.85,9101.5,9101.5,9112.53,6.32928915
451 | 1583537400,9115,9112.25,9112.25,9114.78,5.783156
452 | 1583537460,9117.63,9114.66,9114.67,9117.61,10.30262997
453 | 1583537520,9126.3,9117.61,9117.61,9124.36,31.40013097
454 | 1583537580,9131,9124.28,9124.4,9131,19.23559994
455 | 1583537640,9131.37,9126.99,9131,9127.99,16.412438
456 | 1583537700,9129.67,9127.21,9127.99,9128,13.11800113
457 | 1583537760,9128,9124.29,9127.16,9124.31,14.61936778
458 | 1583537820,9130.67,9124.31,9124.31,9127.92,32.81079402
459 | 1583537880,9130,9121.99,9128.15,9122.01,12.30582602
460 | 1583537940,9122.59,9120,9122.01,9120,13.93681062
461 | 1583538000,9121.49,9120,9120,9121,5.104492
462 | 1583538060,9125.08,9121.07,9121.07,9123.42,8.701338
463 | 1583538120,9125.25,9122.9,9123.42,9125.23,6.02515632
464 | 1583538180,9133.12,9123.77,9125.07,9132.44,22.72050256
465 | 1583538240,9132.45,9126.06,9132.45,9126.63,6.87756463
466 | 1583538300,9126.63,9119.9,9126.63,9119.9,4.221346
467 | 1583538360,9120.04,9114.5,9119.91,9118.59,6.68857429
468 | 1583538420,9128.57,9118.58,9118.59,9127.71,4.80208011
469 | 1583538480,9131.83,9126.22,9127.71,9131.33,11.984815
470 | 1583538540,9132.65,9130.31,9131.34,9132.16,4.63392776
471 | 1583538600,9132.16,9127.68,9132.16,9129.01,21.25446902
472 | 1583538660,9130.16,9129,9129,9129.43,5.68960366
473 | 1583538720,9130,9127.24,9129.55,9128.36,14.925535
474 | 1583538780,9128.37,9126.34,9128.37,9127.15,4.290429
475 | 1583538840,9127.91,9122.63,9127.1,9122.91,6.74734707
476 | 1583538900,9123.45,9118.18,9122.91,9119.2,2.77525205
477 | 1583538960,9122.71,9118.19,9118.71,9122.71,5.89227774
478 | 1583539020,9127.91,9123.04,9123.16,9127.9,4.1565
479 | 1583539080,9138,9127.89,9127.9,9136.71,30.5953854
480 | 1583539140,9136.7,9131.6,9136.7,9131.6,4.863348
481 | 1583539200,9138,9131.7,9131.75,9138,15.75516512
482 | 1583539260,9138,9134.8,9138,9136.58,5.23723136
483 | 1583539320,9136.9,9124.63,9136.51,9124.68,28.67386327
484 | 1583539380,9124.75,9115.24,9124.63,9121.6,8.46862179
485 | 1583539440,9121.61,9116,9121.61,9116.01,7.41301777
486 | 1583539500,9116.1,9103.75,9116.09,9104.56,10.120849
487 | 1583539560,9116.67,9105.26,9105.26,9116.2,6.34871937
488 | 1583539620,9118.04,9112.24,9116.21,9112.24,7.90593326
489 | 1583539680,9118.56,9110.38,9112.07,9118.5,4.10558958
490 | 1583539740,9118.55,9116.48,9118.55,9118.14,2.04757319
491 | 1583539800,9118.12,9117.58,9118.11,9117.79,1.42309419
492 | 1583539860,9120,9117.61,9117.8,9119.99,4.95930313
493 | 1583539920,9119.99,9116.49,9119.99,9119.65,1.812213
494 | 1583539980,9119.94,9110.41,9119.66,9113.19,3.66995356
495 | 1583540040,9114.95,9110.22,9113.19,9111.12,2.1905574
496 | 1583540100,9111.12,9105,9111.12,9105.3,10.75532636
497 | 1583540160,9106.28,9105,9106.15,9105.52,2.72334352
498 | 1583540220,9114.93,9105.52,9105.52,9114.93,3.32337148
499 | 1583540280,9118.29,9114.94,9114.95,9117.7,2.12705423
500 | 1583540340,9117.7,9114.99,9117.7,9114.99,4.07971996
501 | 1583540400,9116.9,9113.25,9115,9113.25,5.5236954
502 | 1583540460,9114.52,9112.24,9113.25,9113.77,2.48092607
503 | 1583540520,9114.27,9111.15,9114.26,9111.98,2.60851777
504 | 1583540580,9111.74,9107.14,9111.74,9109.67,9.56360443
505 | 1583540640,9115.75,9107.72,9109.67,9115.75,9.34688927
506 | 1583540700,9115.75,9114.57,9115.75,9115.29,1.061462
507 | 1583540760,9116,9115.2,9115.3,9115.99,13.883111
508 | 1583540820,9119.62,9115.99,9115.99,9119.16,10.94303119
509 | 1583540880,9119.16,9114.23,9119.16,9115.32,7.04493718
510 | 1583540940,9118.29,9115.31,9116.62,9118.07,1.502487
511 | 1583541000,9118.06,9113.32,9118.06,9115.04,3.04548436
512 | 1583541060,9115.04,9108.72,9115.04,9110.59,2.82024172
513 | 1583541120,9113.7,9108.57,9110.59,9112.29,1.819551
514 | 1583541180,9114.09,9111.36,9112.29,9112.24,3.012399
515 | 1583541240,9117.92,9112.31,9112.31,9115.63,6.29893281
516 | 1583541300,9118.43,9115.63,9115.63,9118.43,5.322138
517 | 1583541360,9119.59,9116.05,9118.47,9117.24,14.750453
518 | 1583541420,9118.12,9115.73,9117.36,9115.74,3.168755
519 | 1583541480,9115.75,9114.82,9115.74,9114.83,2.66345935
520 | 1583541540,9114.83,9113.35,9114.83,9114.8,3.1970191
521 | 1583541600,9117.99,9114.8,9114.8,9117.34,8.19155136
522 | 1583541660,9117.72,9117.22,9117.35,9117.45,4.90347801
523 | 1583541720,9117.45,9109.94,9117.44,9109.95,26.94663187
524 | 1583541780,9119.99,9109.95,9109.95,9119.99,40.84161344
525 | 1583541840,9134.48,9119.99,9119.99,9130,26.04045079
526 | 1583541900,9132.99,9127.81,9130,9127.96,11.670436
527 | 1583541960,9127.99,9125.64,9127.96,9126.23,7.75862072
528 | 1583542020,9136,9123.89,9126.24,9135.99,27.820809
529 | 1583542080,9139,9135.9,9136,9137.81,8.6726928
530 | 1583542140,9138.7,9135.99,9137.81,9137.18,10.09919596
531 | 1583542200,9138.99,9136.59,9137.18,9138.97,20.84158287
532 | 1583542260,9141,9138.66,9138.98,9141,57.08418282
533 | 1583542320,9141,9126.61,9141,9128.12,62.41201202
534 | 1583542380,9130.84,9122.58,9128.13,9128.42,28.0649993
535 | 1583542440,9128.43,9125.73,9128.42,9125.91,18.26821651
536 | 1583542500,9126.49,9125.89,9125.91,9126.49,4.77242855
537 | 1583542560,9131.44,9126.15,9126.5,9131.15,15.92741491
538 | 1583542620,9132.95,9130.99,9131.15,9131.25,8.752218
539 | 1583542680,9131.25,9118.07,9131.25,9118.55,7.88227392
540 | 1583542740,9120.82,9118,9118.19,9118.64,7.06327429
541 | 1583542800,9124.45,9118.66,9118.66,9123.42,13.92119304
542 | 1583542860,9124.87,9121.81,9123.42,9122.15,10.14904774
543 | 1583542920,9122.15,9119,9122.14,9119.01,7.2997709
544 | 1583542980,9119.01,9105.18,9119.01,9108.87,45.72620752
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547 | 1583543160,9116.24,9112.24,9114.99,9112.24,19.53151807
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553 | 1583543520,9115.78,9109.92,9109.92,9115.78,1.80579258
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555 | 1583543640,9114.37,9110.98,9113.88,9110.98,1.51266215
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557 | 1583543760,9111.85,9105,9106.78,9111.28,8.02715912
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578 | 1583545020,9104.63,9098.62,9099.22,9101.73,6.65108582
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584 | 1583545380,9094.75,9093.61,9094.64,9094,2.653025
585 | 1583545440,9094.69,9093.7,9094.01,9094.68,2.45357112
586 | 1583545500,9093.96,9086.17,9093.96,9086.18,15.92141308
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590 | 1583545740,9084.76,9072.87,9084.76,9082.57,29.34190711
591 | 1583545800,9086.6,9080.25,9082.57,9086.58,13.197892
592 | 1583545860,9086.73,9085.45,9086.55,9085.99,6.070086
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605 | 1583546640,9086.94,9084.92,9085.9,9086.37,6.54056931
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607 | 1583546760,9104.54,9094.5,9095.5,9102.7,21.07098445
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618 | 1583547420,9090.89,9085.82,9090.53,9087.7,11.58901903
619 | 1583547480,9089.08,9085.79,9087.92,9085.79,7.18601659
620 | 1583547540,9090.5,9083.41,9085.79,9090.5,5.07319239
621 | 1583547600,9091.67,9087.04,9089.77,9087.05,6.03910959
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623 | 1583547720,9087.3,9084.03,9086.29,9085.76,6.91200325
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626 | 1583547900,9083.34,9081.64,9081.64,9082.51,3.66461228
627 | 1583547960,9082.79,9080.45,9082.58,9082.11,23.05515956
628 | 1583548020,9082.38,9082.1,9082.1,9082.38,1.07866711
629 | 1583548080,9084.35,9077.06,9082.39,9078.8,21.21208619
630 | 1583548140,9083.71,9077.05,9078.22,9080.97,8.5224745
631 | 1583548200,9082,9075.27,9081.21,9075.27,16.37429555
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635 | 1583548440,9089.62,9086.99,9087.86,9089.62,2.752205
636 | 1583548500,9091.81,9088.51,9089.62,9088.51,5.76421123
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652 | 1583549460,9097.69,9083,9097.6,9084.27,17.88277
653 | 1583549520,9088.53,9082.74,9083.23,9086.84,11.584698
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655 | 1583549640,9089.14,9085.61,9085.63,9085.9,10.05192801
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657 | 1583549760,9089.84,9082.96,9086.43,9085.8,38.740076
658 | 1583549820,9087.52,9084.73,9086.91,9087.52,4.087714
659 | 1583549880,9090.35,9087.53,9087.54,9090.16,2.83267315
660 | 1583549940,9098.72,9090.19,9090.19,9097.01,11.22097384
661 | 1583550000,9097,9091.83,9097,9095.44,15.07181063
662 | 1583550060,9096.99,9094.13,9095.45,9096.36,24.17956936
663 | 1583550120,9096.35,9089.33,9096.35,9089.43,10.67282591
664 | 1583550180,9093.45,9089.28,9089.43,9093.36,6.90749168
665 | 1583550240,9093.43,9087.75,9093.43,9087.96,8.92861325
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668 | 1583550420,9088.69,9084.73,9088.57,9085.17,10.31162357
669 | 1583550480,9086.45,9084.48,9084.73,9086.45,3.56481995
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680 | 1583551140,9092.6,9089.18,9091.33,9092.08,8.47196277
681 | 1583551200,9093.35,9091.34,9091.67,9093.25,3.87331318
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683 | 1583551320,9093.54,9093.23,9093.53,9093.51,1.594364
684 | 1583551380,9094.87,9093.5,9093.5,9094.65,20.23739942
685 | 1583551440,9096,9093.6,9094.12,9096,7.89162879
686 | 1583551500,9100,9096,9096,9099.99,16.62559815
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689 | 1583551680,9106.36,9100.97,9102.67,9106.36,59.43482109
690 | 1583551740,9108.81,9106.36,9106.36,9108.16,5.93300993
691 | 1583551800,9114.98,9108.16,9108.16,9112.86,33.19739023
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697 | 1583552160,9098.95,9093.24,9096.01,9098.95,10.89639526
698 | 1583552220,9098.94,9093.35,9098.94,9095.24,6.48421689
699 | 1583552280,9096.44,9093.26,9095.29,9096.15,3.67273263
700 | 1583552340,9096.47,9095.21,9096.47,9095.23,0.39141
701 | 1583552400,9100,9095.23,9095.23,9099.01,1.493766
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704 | 1583552580,9097.99,9095.45,9096.8,9096.19,1.55747882
705 | 1583552640,9096.32,9094.12,9095.99,9096,0.595357
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709 | 1583552880,9093.02,9090.8,9091.8,9090.82,1.76879572
710 | 1583552940,9090.83,9088.1,9090.83,9088.77,16.67246359
711 | 1583553000,9089.97,9088.41,9088.5,9088.5,0.8128893
712 | 1583553060,9088.5,9088,9088.5,9088,10.40643793
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714 | 1583553180,9086.77,9086.13,9086.77,9086.43,6.13182351
715 | 1583553240,9086.44,9086.4,9086.44,9086.4,1.61166
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717 | 1583553360,9092.9,9088.67,9090,9089.77,5.15326
718 | 1583553420,9090.34,9087.74,9089.12,9089,3.89782279
719 | 1583553480,9090.55,9087.2,9088.99,9089.89,7.57626138
720 | 1583553540,9091.95,9089.89,9090.16,9089.94,6.213919
721 | 1583553600,9089.95,9085,9089.95,9085.39,7.64544985
722 | 1583553660,9089.75,9079.94,9085.15,9085.77,129.27786525
723 | 1583553720,9086.87,9083.23,9085.78,9085.93,1.74290561
724 | 1583553780,9094.87,9085.93,9085.93,9093.2,7.35158977
725 | 1583553840,9106.16,9093.19,9093.19,9101.48,37.23985403
726 | 1583553900,9103.89,9099.31,9101.69,9099.32,7.65024912
727 | 1583553960,9102.99,9097.4,9099.32,9102.98,8.43420735
728 | 1583554020,9103.44,9100.6,9103.44,9100.88,6.297039
729 | 1583554080,9101.12,9099.08,9101.12,9099.53,4.42470744
730 | 1583554140,9099.49,9092.95,9099.49,9096.85,9.095552
731 | 1583554200,9097.36,9090.48,9096.84,9091.57,4.77697589
732 | 1583554260,9092.55,9089.24,9090.98,9089.24,13.803244
733 | 1583554320,9089.24,9085.31,9089.24,9086.62,4.80425237
734 | 1583554380,9092.24,9084.98,9086.9,9090.63,4.96985093
735 | 1583554440,9090.77,9087.09,9090.77,9088.08,2.51477313
736 | 1583554500,9088.85,9087.41,9088.08,9088.54,1.010261
737 | 1583554560,9088.54,9084.8,9087.39,9084.9,2.301115
738 | 1583554620,9087.53,9085.12,9085.15,9086.48,1.689436
739 | 1583554680,9086.47,9085.16,9086.47,9086.4,0.59978016
740 | 1583554740,9087.53,9086.4,9086.4,9086.55,1.89149068
741 | 1583554800,9087.49,9085.42,9086.58,9086.35,0.99124897
742 | 1583554860,9086.27,9082.74,9086.27,9082.74,5.727092
743 | 1583554920,9082.74,9082,9082.72,9082.01,0.561601
744 | 1583554980,9083.44,9080.08,9082.01,9081.55,1.5895261
745 | 1583555040,9087.52,9080.83,9081.41,9083.25,16.35530684
746 | 1583555100,9087.52,9083.24,9083.25,9087.52,2.56672408
747 | 1583555160,9087.52,9085.2,9087.52,9086.17,4.15346734
748 | 1583555220,9086.07,9078.3,9086.05,9078.31,10.70383844
749 | 1583555280,9079.99,9078.18,9078.31,9078.99,1.92613393
750 | 1583555340,9078.75,9076.54,9078.18,9077.32,5.6735865
751 | 1583555400,9080,9077.32,9077.32,9080,7.16844717
752 | 1583555460,9083.17,9079.99,9080,9082.58,4.22841873
753 | 1583555520,9083.58,9080.61,9082.57,9082.45,4.15627738
754 | 1583555580,9084.51,9082,9082,9083.7,1.93962275
755 | 1583555640,9084.88,9082.62,9083.7,9084.25,4.29998
756 | 1583555700,9084.43,9078.21,9084.15,9079.03,9.01947977
757 | 1583555760,9081.26,9078.48,9079.03,9079.84,2.63886931
758 | 1583555820,9080.24,9074.06,9079.87,9074.06,75.082599
759 | 1583555880,9074.52,9064.06,9073.87,9067.41,19.13014015
760 | 1583555940,9072.88,9067.76,9067.76,9070.2,10.32014315
761 | 1583556000,9071.12,9066.44,9070.42,9066.46,9.8318568
762 | 1583556060,9069.12,9063.37,9066.46,9067.11,7.37762417
763 | 1583556120,9067.62,9063.37,9067.04,9063.48,5.365373
764 | 1583556180,9064.92,9062.36,9063.48,9063.48,8.64251013
765 | 1583556240,9073.02,9063.42,9063.43,9072.37,25.03744489
766 | 1583556300,9074,9070.5,9072.54,9073.99,0.8379
767 | 1583556360,9077.63,9074,9074,9074,6.11502
768 | 1583556420,9074,9063.54,9074,9064.45,5.91107802
769 | 1583556480,9069.15,9064.52,9065.65,9069.14,2.163608
770 | 1583556540,9071.11,9067.49,9069.13,9071.1,5.16739148
771 | 1583556600,9071.11,9068.56,9071.11,9071.1,1.67090516
772 | 1583556660,9076.11,9069.29,9071.1,9076.1,6.039812
773 | 1583556720,9078,9076.1,9076.51,9076.27,3.965633
774 | 1583556780,9076.75,9071.42,9076.75,9071.45,4.083015
775 | 1583556840,9074.62,9071.44,9071.45,9073.31,2.029739
776 | 1583556900,9075.66,9072.43,9072.48,9075.66,2.0273092
777 | 1583556960,9079.12,9074.82,9075.67,9078.05,7.53286717
778 | 1583557020,9078.63,9077.14,9077.77,9077.15,1.360221
779 | 1583557080,9077.14,9072.58,9077.14,9073.34,3.46772353
780 | 1583557140,9073.39,9071.42,9072.9,9071.73,3.337421
781 | 1583557200,9071.74,9065,9071.73,9065.01,8.37056244
782 | 1583557260,9070.49,9065.01,9065.01,9069.45,3.78330469
783 | 1583557320,9069.15,9061.22,9069.15,9062.39,9.50238655
784 | 1583557380,9067.28,9060.69,9062.39,9066.47,5.82866219
785 | 1583557440,9066.51,9061.61,9066.51,9065.89,11.24027205
786 | 1583557500,9066.05,9063.16,9066.05,9064.88,3.92413496
787 | 1583557560,9066.87,9062.53,9064.87,9062.53,5.25879853
788 | 1583557620,9063.45,9061.94,9062.52,9061.98,2.98047476
789 | 1583557680,9062.17,9060.82,9061.98,9062,8.53793037
790 | 1583557740,9069.91,9062.15,9062.17,9069.91,6.578988
791 | 1583557800,9069.26,9064.43,9069.26,9064.43,9.57074618
792 | 1583557860,9065.56,9064.24,9065.11,9065,7.6031538
793 | 1583557920,9067.45,9064.72,9065,9067.11,5.237425
794 | 1583557980,9067.23,9065.66,9067.23,9066.57,11.02991369
795 | 1583558040,9066.43,9065.95,9066.42,9066.42,2.078308
796 | 1583558100,9068.68,9061.92,9066.41,9061.96,16.50187778
797 | 1583558160,9064.42,9061.16,9061.94,9061.6,13.18949335
798 | 1583558220,9064.66,9060,9061.92,9063.65,9.77250347
799 | 1583558280,9065,9063.17,9063.65,9064.01,8.24354858
800 | 1583558340,9069.66,9064.34,9064.34,9068.83,12.204428
801 | 1583558400,9076.23,9068.82,9068.82,9074.92,8.61996592
802 | 1583558460,9079,9074.91,9074.91,9078.72,5.199634
803 | 1583558520,9080.01,9075.56,9078.71,9079.51,10.41707542
804 | 1583558580,9080.34,9076.21,9079.5,9076.23,32.322451
805 | 1583558640,9080.01,9075.58,9076.22,9079.52,21.92473273
806 | 1583558700,9082.74,9077.67,9079.51,9081.03,3.8664401
807 | 1583558760,9083.01,9079.36,9081.11,9079.36,12.12856301
808 | 1583558820,9079.37,9075.52,9079.36,9076.53,7.16007611
809 | 1583558880,9076.53,9067.82,9076.53,9069.85,16.68108808
810 | 1583558940,9071.3,9067.82,9069.81,9069.32,4.18665602
811 | 1583559000,9069.32,9061.53,9069.32,9061.53,14.48368308
812 | 1583559060,9067.9,9061.54,9061.54,9065.68,9.466843
813 | 1583559120,9065.68,9063.23,9065.68,9063.23,2.412821
814 | 1583559180,9072.96,9063.22,9063.23,9072.37,3.79823393
815 | 1583559240,9079.01,9073.1,9073.51,9074.11,13.121195
816 | 1583559300,9077.73,9074.14,9074.14,9077.73,0.52855911
817 | 1583559360,9077.75,9076.19,9077.72,9076.2,3.50139926
818 | 1583559420,9077.49,9061.36,9075.56,9063.58,17.14832525
819 | 1583559480,9067.61,9063.06,9064.71,9066.7,5.84770081
820 | 1583559540,9069.69,9065,9066.7,9069.69,5.172493
821 | 1583559600,9069.69,9065,9069.69,9066.63,6.459303
822 | 1583559660,9070,9065.03,9066.4,9065.83,6.58566719
823 | 1583559720,9066.72,9065.41,9065.83,9065.41,1.99918092
824 | 1583559780,9080.21,9064.09,9065,9077.72,23.64077839
825 | 1583559840,9078.24,9074.11,9077.72,9074.23,7.39998155
826 | 1583559900,9075.71,9071.43,9074.54,9071.43,7.51728944
827 | 1583559960,9075.99,9071.69,9071.69,9074.72,1.66914
828 | 1583560020,9074.72,9069.42,9074.49,9069.42,1.93314056
829 | 1583560080,9073.2,9069.42,9069.42,9071.59,1.743724
830 | 1583560140,9075.15,9072.3,9072.3,9075.15,0.85581873
831 | 1583560200,9078.2,9074.84,9075,9077.73,6.18332566
832 | 1583560260,9080.26,9077.73,9077.73,9080.26,1.687491
833 | 1583560320,9082.25,9076.78,9080.6,9080.18,3.9056586
834 | 1583560380,9083.24,9076.8,9079.99,9082.48,6.23180974
835 | 1583560440,9082.49,9079.02,9082.49,9080.94,6.29128326
836 | 1583560500,9083.78,9080.94,9080.95,9083.56,7.5813412
837 | 1583560560,9083.98,9080.94,9083.57,9081.85,16.0441384
838 | 1583560620,9081.91,9077.33,9081.91,9079.29,18.76410083
839 | 1583560680,9080.54,9078.1,9079.29,9078.9,2.058406
840 | 1583560740,9079.62,9076.96,9078.07,9078.09,4.40376691
841 | 1583560800,9081.91,9078,9078.09,9081.36,9.18833908
842 | 1583560860,9084.52,9080.84,9081.36,9083.9,20.09030425
843 | 1583560920,9085.71,9083.79,9084.08,9085.06,11.73024809
844 | 1583560980,9087.52,9084.63,9085.18,9085.49,11.51772119
845 | 1583561040,9088.17,9085.4,9085.4,9088.16,4.181633
846 | 1583561100,9091,9087.07,9088.16,9089.3,5.68398786
847 | 1583561160,9091.59,9088.7,9088.7,9091.01,3.33260659
848 | 1583561220,9091.69,9088.74,9090.51,9091.69,1.11366887
849 | 1583561280,9091.1,9085.57,9091.05,9086.87,5.23096424
850 | 1583561340,9086.87,9081.4,9086.87,9081.45,5.40133952
851 | 1583561400,9084.45,9080.4,9081.3,9084.45,6.30446805
852 | 1583561460,9086.69,9082.92,9082.92,9086.05,2.49050286
853 | 1583561520,9086.17,9082.73,9086.02,9083.36,2.88841413
854 | 1583561580,9086.72,9083.36,9083.36,9085.49,4.1015797
855 | 1583561640,9087.25,9084.1,9085.41,9086.95,7.7070526
856 | 1583561700,9087.92,9082.83,9086.3,9082.83,7.573396
857 | 1583561760,9086.96,9082.15,9082.6,9085.19,5.167569
858 | 1583561820,9089.16,9085.19,9085.19,9087.16,3.570349
859 | 1583561880,9087.16,9084.25,9087.16,9085.41,3.62917129
860 | 1583561940,9088.68,9085.07,9086.76,9088.5,3.23660575
861 | 1583562000,9094.68,9088.51,9088.59,9094.24,7.64709217
862 | 1583562060,9094.24,9090.17,9094.24,9090.46,8.655858
863 | 1583562120,9090.01,9085,9090,9085.3,3.201629
864 | 1583562180,9085.37,9084.3,9085.37,9084.3,1.999585
865 | 1583562240,9085.32,9084.3,9084.3,9084.43,2.35542769
866 | 1583562300,9086.66,9084,9084.43,9084.1,4.47110631
867 | 1583562360,9084.1,9083.32,9084.1,9083.33,4.57970527
868 | 1583562420,9084.5,9082.74,9083.39,9082.74,3.66683647
869 | 1583562480,9082.74,9081.63,9082.74,9082.25,4.12217691
870 | 1583562540,9084.13,9081.64,9082.25,9081.64,6.734811
871 | 1583562600,9081.64,9078.48,9081.64,9079.91,22.22021098
872 | 1583562660,9085.63,9079.91,9079.91,9083.07,22.876349
873 | 1583562720,9090.81,9083.06,9083.07,9089.37,12.09522594
874 | 1583562780,9093.45,9088.91,9088.91,9089.74,7.397526
875 | 1583562840,9089.73,9082.94,9089.73,9083.17,5.34185709
876 | 1583562900,9083.56,9079.01,9083.52,9079.02,14.232382
877 | 1583562960,9079.01,9075.92,9079.01,9078.5,4.81561348
878 | 1583563020,9078.49,9074.94,9078.49,9075.76,4.27781231
879 | 1583563080,9076.58,9074.99,9075.77,9076.57,3.137777
880 | 1583563140,9083.61,9076.58,9076.58,9082.23,4.63547054
881 | 1583563200,9083.47,9075.9,9083.3,9075.9,5.39486764
882 | 1583563260,9078.23,9075.01,9075.91,9075.01,2.40807627
883 | 1583563320,9076.85,9074.51,9075.01,9074.51,1.09926047
884 | 1583563380,9081.63,9074.01,9074.51,9080.15,24.3012799
885 | 1583563440,9087.24,9079.75,9079.86,9084.81,8.44186733
886 | 1583563500,9086.26,9079.67,9084.86,9080.17,3.234243
887 | 1583563560,9081.23,9060,9081.23,9074.03,109.998219
888 | 1583563620,9074.03,9071.96,9074.03,9072.07,7.18291182
889 | 1583563680,9076.53,9068.79,9072.49,9076.5,11.29022351
890 | 1583563740,9077.74,9073.28,9076.51,9073.29,3.406404
891 | 1583563800,9075.51,9072.16,9073.29,9072.22,6.297445
892 | 1583563860,9077.07,9071.42,9072.22,9074.08,7.149061
893 | 1583563920,9078.09,9073.58,9074.08,9078.09,10.02593372
894 | 1583563980,9078.74,9075.08,9078.08,9075.74,4.45265433
895 | 1583564040,9078.03,9073.83,9075.75,9076.94,15.29247
896 | 1583564100,9076.93,9073.68,9076.93,9073.84,3.152045
897 | 1583564160,9077.03,9073,9073.84,9073,3.209011
898 | 1583564220,9072.27,9069,9072.27,9070.76,1.5233527
899 | 1583564280,9071.39,9068.59,9070.7,9070.52,5.01460004
900 | 1583564340,9070.69,9068.42,9070.53,9069.75,1.951266
901 | 1583564400,9070,9066.19,9069.83,9069.99,12.6401472
902 | 1583564460,9070,9067.91,9069.99,9067.92,1.09201577
903 | 1583564520,9066.7,9062.04,9066.5,9062.66,9.23861449
904 | 1583564580,9066.32,9061,9062.45,9064.48,9.93520982
905 | 1583564640,9073.51,9064.48,9064.48,9071.29,9.86141153
906 | 1583564700,9073.51,9070.56,9071.96,9073.43,7.06307257
907 | 1583564760,9073.91,9070.56,9073.91,9070.93,2.4067153
908 | 1583564820,9072.72,9069.77,9070.93,9072.66,4.59957986
909 | 1583564880,9072.92,9071.58,9072.65,9072.11,9.12045897
910 | 1583564940,9072.11,9063.5,9072.11,9064.33,6.948839
911 | 1583565000,9065.35,9050,9064.32,9055.15,58.4477377
912 | 1583565060,9055.7,9054.56,9055.7,9054.56,11.930144
913 | 1583565120,9058.31,9051.39,9054.09,9057.45,20.62843139
914 | 1583565180,9063.69,9055.79,9057.45,9058.72,8.84701
915 | 1583565240,9063.68,9050,9059.19,9055.79,16.621977
916 | 1583565300,9062.51,9055.77,9055.77,9061.03,7.76704498
917 | 1583565360,9062.67,9059.71,9061.42,9059.93,10.39956528
918 | 1583565420,9059.93,9058.08,9059.93,9058.97,3.445757
919 | 1583565480,9059.91,9058.69,9058.99,9058.79,7.21847313
920 | 1583565540,9062.29,9058.74,9058.74,9060,13.4214
921 | 1583565600,9061.42,9060.01,9060.02,9060.02,2.5902763
922 | 1583565660,9061.12,9060.46,9060.46,9060.83,2.6667905
923 | 1583565720,9061.42,9060.84,9060.84,9061.42,0.400766
924 | 1583565780,9061.42,9061.2,9061.42,9061.2,1.04557632
925 | 1583565840,9061.2,9057.51,9061.19,9058.22,6.979834
926 | 1583565900,9062.29,9057.93,9058.08,9062.29,5.6831502
927 | 1583565960,9065.72,9062.07,9062.29,9065.62,21.670251
928 | 1583566020,9067.88,9065.39,9065.42,9067.87,3.85712956
929 | 1583566080,9069.92,9067.88,9067.88,9069.28,3.84294133
930 | 1583566140,9076.87,9068.86,9068.86,9076.87,15.190229
931 | 1583566200,9077.87,9071.43,9077.18,9071.64,5.583614
932 | 1583566260,9073.12,9071.23,9071.64,9071.23,7.339366
933 | 1583566320,9075.44,9070.41,9070.42,9075.44,3.67183923
934 | 1583566380,9075.38,9072.35,9075.38,9074.29,8.16069613
935 | 1583566440,9074.77,9070.52,9074.05,9070.53,7.35119995
936 | 1583566500,9074.49,9070.56,9070.56,9072.17,6.504723
937 | 1583566560,9073.07,9067.91,9072.89,9067.92,6.747788
938 | 1583566620,9069.49,9066.33,9067.92,9066.33,10.30450385
939 | 1583566680,9070.75,9066.2,9066.33,9070.58,3.493138
940 | 1583566740,9070.58,9067.14,9070.57,9068.75,7.84547369
941 | 1583566800,9071.42,9068.86,9068.86,9071.41,2.496844
942 | 1583566860,9071.41,9068,9071.41,9069.9,4.72779845
943 | 1583566920,9072.77,9066.72,9069.9,9071.3,12.56667017
944 | 1583566980,9072.77,9069.91,9071.28,9070.43,5.21741274
945 | 1583567040,9073.9,9070.61,9070.71,9073.23,5.40794624
946 | 1583567100,9078.4,9073.24,9073.68,9076.01,7.16832145
947 | 1583567160,9082,9075.35,9076,9078.85,13.94832222
948 | 1583567220,9081.28,9077.99,9078.65,9079.94,6.919779
949 | 1583567280,9081.26,9076.53,9079.12,9078.11,8.401085
950 | 1583567340,9078.11,9076.53,9078.11,9076.79,10.29942561
951 | 1583567400,9081.58,9076.8,9076.8,9080.03,4.892296
952 | 1583567460,9081.99,9080.26,9080.26,9081.67,5.15294088
953 | 1583567520,9083.24,9081.4,9081.67,9082,3.79568478
954 | 1583567580,9081.99,9078.24,9081.99,9078.25,3.4178825
955 | 1583567640,9079.34,9077.42,9078.25,9078.36,2.80072989
956 | 1583567700,9090,9078.36,9078.37,9088.22,21.95383823
957 | 1583567760,9089.01,9085.74,9088.22,9087.31,11.076865
958 | 1583567820,9088.22,9086.59,9087.1,9088.22,6.8704
959 | 1583567880,9089.12,9087.18,9088.21,9088.17,8.65399169
960 | 1583567940,9088.17,9082.05,9088.17,9085.62,8.272015
961 | 1583568000,9088.33,9079.98,9085.62,9080,25.0627249
962 | 1583568060,9080,9079.86,9080,9080,13.7743592
963 | 1583568120,9083.64,9078.43,9080,9083.64,6.03829243
964 | 1583568180,9083.72,9080.88,9083.64,9083,8.82975259
965 | 1583568240,9088.7,9082.99,9083,9088.21,9.63034541
966 | 1583568300,9088.03,9085.71,9087.91,9088.03,8.717959
967 | 1583568360,9089.91,9088.02,9088.03,9088.62,7.58337453
968 | 1583568420,9090,9088.13,9088.13,9089.45,11.0706034
969 | 1583568480,9089.96,9087.4,9089.49,9089.96,7.86296948
970 | 1583568540,9091.8,9087.42,9089.96,9088.16,20.53730053
971 | 1583568600,9092.78,9088.16,9088.16,9092.78,6.484331
972 | 1583568660,9096.46,9092.77,9093.06,9095.03,12.849475
973 | 1583568720,9096.93,9095,9096.04,9095.37,2.84106731
974 | 1583568780,9099,9095.37,9095.37,9099,5.738415
975 | 1583568840,9099.96,9095.38,9098.99,9096.74,5.82659828
976 | 1583568900,9096.74,9094.06,9096.74,9094.73,4.18172687
977 | 1583568960,9096.74,9094.68,9094.68,9095.39,1.03975181
978 | 1583569020,9095.39,9093.21,9095.39,9093.96,2.90070989
979 | 1583569080,9093.96,9091.48,9093.95,9092.68,6.03055704
980 | 1583569140,9095.73,9092.62,9092.63,9095.67,5.211645
981 | 1583569200,9095.87,9095.22,9095.66,9095.22,0.86533615
982 | 1583569260,9096,9094.02,9095.99,9095.99,7.89332739
983 | 1583569320,9098,9095,9095.99,9097.99,3.344153
984 | 1583569380,9098.5,9097.98,9097.99,9098.49,12.3489497
985 | 1583569440,9099.86,9096.87,9098.46,9097.51,5.1965313
986 | 1583569500,9098.43,9091.88,9097.62,9091.88,1.88245
987 | 1583569560,9092.68,9090.19,9092.68,9092.58,4.02505428
988 | 1583569620,9098.04,9092.56,9092.58,9097.82,3.74903847
989 | 1583569680,9099,9097.99,9098,9099,7.799787
990 | 1583569740,9099.77,9098.14,9099,9099.76,3.73694
991 | 1583569800,9099.99,9096.51,9099.77,9096.92,8.99730558
992 | 1583569860,9099,9094.99,9096.51,9098.08,15.366321
993 | 1583569920,9098.94,9094.68,9098.56,9095.07,4.66506665
994 | 1583569980,9097.14,9093.44,9095.07,9095.46,2.26442716
995 | 1583570040,9095.26,9094.33,9095.19,9094.36,1.150235
996 | 1583570100,9098.04,9092.06,9094.35,9097.1,12.87667132
997 | 1583570160,9097.02,9091.83,9097.01,9094.4,4.10857529
998 | 1583570220,9095.19,9087.42,9092.51,9087.42,8.493384
999 | 1583570280,9091.83,9087.42,9087.42,9090.01,2.671352
1000 | 1583570340,9090.44,9088.25,9090.01,9090,2.76751018
1001 | 1583570400,9095.18,9088.73,9090,9093.41,11.363849
1002 | 1583570460,9098.04,9092.99,9093.41,9098.03,2.53621517
1003 | 1583570520,9098.04,9093.22,9098.04,9097.99,4.406396
1004 | 1583570580,9098.84,9096.27,9097.99,9098.46,8.03202957
1005 | 1583570640,9100,9098.01,9098.46,9099.75,18.82013297
1006 | 1583570700,9100,9099.09,9099.11,9100,13.3991184
1007 | 1583570760,9102,9099.99,9100,9102,20.17412233
1008 | 1583570820,9103.38,9102,9102,9103.37,6.50381497
1009 | 1583570880,9103.38,9102.69,9103.38,9102.7,11.74175392
1010 | 1583570940,9102.69,9098.48,9102.69,9099.57,6.81753494
1011 | 1583571000,9105,9099.57,9099.57,9102.56,39.27705694
1012 | 1583571060,9104.73,9101.78,9102.56,9102.71,29.19683397
1013 | 1583571120,9103.52,9102.29,9103.03,9103.52,17.51230282
1014 | 1583571180,9107.13,9103.52,9103.52,9106.51,12.927898
1015 | 1583571240,9108.01,9106.1,9106.13,9106.13,17.8027923
1016 | 1583571300,9107.36,9104.53,9106.12,9106.31,3.80424494
1017 | 1583571360,9106.65,9101.37,9106.65,9101.37,13.10650877
1018 | 1583571420,9101.24,9099.2,9101.24,9099.81,6.52479415
1019 | 1583571480,9100,9099.2,9099.86,9099.36,9.15213621
1020 | 1583571540,9106.35,9099.36,9099.37,9102.28,20.29980745
1021 | 1583571600,9105,9102.27,9102.27,9104.42,11.91890216
1022 | 1583571660,9105,9103.55,9103.79,9105,10.07870569
1023 | 1583571720,9107.13,9104.99,9104.99,9106.38,3.10355554
1024 | 1583571780,9107.14,9106,9106.38,9106.02,9.16618745
1025 | 1583571840,9106.02,9103.99,9106.01,9103.99,7.09263902
1026 | 1583571900,9104.99,9103.24,9104,9103.24,9.682388
1027 | 1583571960,9103.25,9102.28,9103.24,9102.28,5.02337511
1028 | 1583572020,9102.28,9100.65,9102.28,9100.84,7.9561498
1029 | 1583572080,9100.7,9098.86,9100.7,9098.91,21.19593584
1030 | 1583572140,9098.55,9092.98,9098.55,9092.98,7.65130714
1031 | 1583572200,9094.34,9091.03,9092.93,9093.05,8.03100624
1032 | 1583572260,9093.05,9091.56,9093.05,9092.98,2.511919
1033 | 1583572320,9093.05,9091.58,9093.05,9091.93,2.075754
1034 | 1583572380,9092.48,9091.7,9091.73,9091.73,4.04988087
1035 | 1583572440,9094.31,9091.7,9091.73,9094.29,5.436944
1036 | 1583572500,9094.31,9092.74,9094.29,9092.76,4.78859035
1037 | 1583572560,9094,9092.39,9092.77,9092.88,5.00646728
1038 | 1583572620,9093.26,9092.31,9092.87,9093.26,1.478272
1039 | 1583572680,9094.31,9093.26,9093.26,9093.67,3.79677198
1040 | 1583572740,9094.25,9093.26,9094.24,9094.25,13.657499
1041 | 1583572800,9101.99,9094.24,9094.25,9097.98,26.46388702
1042 | 1583572860,9100.68,9096.89,9096.89,9098.23,3.59157672
1043 | 1583572920,9100.36,9098.07,9098.07,9099.32,2.940382
1044 | 1583572980,9104.96,9099.33,9099.33,9104.17,8.37343587
1045 | 1583573040,9105.01,9100.95,9104.18,9103.87,40.76249526
1046 | 1583573100,9103.58,9099.77,9100.17,9102.96,2.832727
1047 | 1583573160,9105.92,9101.56,9103.56,9105.14,2.32860273
1048 | 1583573220,9105.55,9101.28,9105.37,9102.17,8.33890964
1049 | 1583573280,9104.54,9100.89,9102.17,9100.89,9.073759
1050 | 1583573340,9103.35,9099.95,9100.88,9102.95,3.05327144
1051 | 1583573400,9102.95,9101.73,9102.95,9101.8,1.8257788
1052 | 1583573460,9101.82,9100.83,9101.8,9101.81,1.65737106
1053 | 1583573520,9101.82,9101.11,9101.82,9101.29,2.812456
1054 | 1583573580,9101.82,9091.4,9101.29,9095.27,22.14598098
1055 | 1583573640,9095.7,9091.13,9095.26,9092.76,5.28710481
1056 | 1583573700,9092.99,9090.11,9092.76,9092,11.884028
1057 | 1583573760,9096.93,9092,9092,9095.99,13.45588778
1058 | 1583573820,9099.26,9094.55,9096.1,9099.23,4.13882692
1059 | 1583573880,9102.04,9099.23,9099.23,9101.83,11.52150597
1060 | 1583573940,9102.17,9101.24,9101.83,9102.17,15.31041504
1061 | 1583574000,9102.17,9095,9102.16,9095.01,11.939879
1062 | 1583574060,9095.01,9093.25,9095,9095,5.534171
1063 | 1583574120,9100.99,9095,9095,9100.99,3.134412
1064 | 1583574180,9101,9097.59,9101,9099.01,2.37474076
1065 | 1583574240,9101.7,9099.01,9099.01,9101.69,1.450368
1066 | 1583574300,9104.6,9101.69,9101.7,9104.6,4.480382
1067 | 1583574360,9105.55,9104.6,9104.99,9105.55,12.93305054
1068 | 1583574420,9109,9105.01,9105.01,9107.3,15.86300146
1069 | 1583574480,9110,9107.14,9107.2,9110,11.01545485
1070 | 1583574540,9110,9106.5,9109.06,9108.18,21.521567
1071 | 1583574600,9108.67,9104.63,9107.91,9104.63,5.35809263
1072 | 1583574660,9105,9103.95,9104.62,9104.43,5.741988
1073 | 1583574720,9104.52,9101.83,9104.52,9103.93,9.08207417
1074 | 1583574780,9110,9103.93,9103.94,9109.57,9.67157185
1075 | 1583574840,9109.58,9109.33,9109.57,9109.41,5.3063355
1076 | 1583574900,9109.5,9108.23,9109.49,9108.53,6.54874377
1077 | 1583574960,9113.98,9108.49,9108.54,9111.82,8.87092627
1078 | 1583575020,9111.82,9108.81,9111.35,9108.81,4.40157188
1079 | 1583575080,9110,9108.81,9108.82,9109.81,4.20720587
1080 | 1583575140,9112.53,9109.73,9109.87,9111.06,11.655628
1081 | 1583575200,9114,9111.07,9111.07,9114,25.72775092
1082 | 1583575260,9114.7,9111.61,9113.99,9112.21,10.81419719
1083 | 1583575320,9114.25,9112.08,9112.79,9113.37,15.4478294
1084 | 1583575380,9113.87,9113.08,9113.36,9113.11,20.43589844
1085 | 1583575440,9113.99,9113.08,9113.11,9113.98,2.91764161
1086 | 1583575500,9115,9110.12,9113.99,9112.27,49.88319059
1087 | 1583575560,9112.2,9100.8,9111.45,9101.08,32.07440246
1088 | 1583575620,9107.14,9098.95,9100.9,9106.78,6.52235375
1089 | 1583575680,9106.79,9102.11,9106.79,9104.09,7.323371
1090 | 1583575740,9104.1,9103.33,9104.09,9103.34,1.198248
1091 | 1583575800,9108.94,9103.33,9103.34,9107,12.81580047
1092 | 1583575860,9108.86,9105.15,9107,9105.62,5.6806
1093 | 1583575920,9107.7,9104.08,9105.92,9105.98,7.09735212
1094 | 1583575980,9106.82,9104.5,9105.37,9105.37,17.01335
1095 | 1583576040,9106.17,9103,9105.36,9103.54,7.36511596
1096 | 1583576100,9103.55,9100.38,9103.54,9100.38,9.53996672
1097 | 1583576160,9102.55,9100,9100.4,9102.13,10.60815542
1098 | 1583576220,9104.98,9102.01,9102.13,9104.08,4.10488998
1099 | 1583576280,9109.52,9102.39,9104.83,9104.18,11.92801494
1100 | 1583576340,9106.82,9103.43,9103.47,9106.82,6.64678079
1101 | 1583576400,9108.49,9106.81,9106.82,9107.76,8.498811
1102 | 1583576460,9111.1,9107.49,9107.76,9109.36,13.763573
1103 | 1583576520,9109.6,9107.36,9109.3,9107.36,5.89675462
1104 | 1583576580,9107.31,9105.2,9107.21,9105.68,3.78272187
1105 | 1583576640,9105.68,9102.27,9105.68,9103.81,5.29653907
1106 | 1583576700,9104.44,9102.14,9103.41,9102.26,7.771897
1107 | 1583576760,9108.22,9102.14,9102.27,9106.74,8.94054212
1108 | 1583576820,9109.99,9106.49,9107.36,9109.99,4.47708087
1109 | 1583576880,9111.1,9108.48,9110,9110.39,3.585375
1110 | 1583576940,9110.41,9106.53,9110.34,9106.53,9.838497
1111 | 1583577000,9111.1,9106.53,9106.54,9111.1,4.240773
1112 | 1583577060,9114,9109.55,9111.09,9112.84,8.624667
1113 | 1583577120,9114,9111.59,9112.83,9113.98,6.081093
1114 | 1583577180,9113.55,9111.41,9113.27,9112.8,5.875635
1115 | 1583577240,9112.8,9109.54,9112.8,9109.57,4.609903
1116 | 1583577300,9114,9109.55,9109.57,9114,5.07489899
1117 | 1583577360,9114,9112.31,9114,9114,2.45272053
1118 | 1583577420,9115,9114,9114,9114.99,24.01705072
1119 | 1583577480,9115,9108.86,9115,9109.19,4.81616092
1120 | 1583577540,9112.14,9109.19,9109.19,9110.79,10.37307538
1121 | 1583577600,9115,9110.79,9110.79,9114.91,6.664543
1122 | 1583577660,9115,9110.69,9114.91,9110.83,4.87608599
1123 | 1583577720,9113.1,9110.04,9110.78,9110.04,2.85429
1124 | 1583577780,9110.28,9109.04,9110.04,9109.81,5.40448995
1125 | 1583577840,9109.95,9108.69,9109.69,9108.74,4.51195971
1126 | 1583577900,9110,9101.03,9108.74,9101.43,22.4626613
1127 | 1583577960,9106.27,9101.81,9101.81,9103.89,4.507232
1128 | 1583578020,9107.13,9101.62,9103.89,9107.13,8.575204
1129 | 1583578080,9109.55,9103.32,9107.12,9108.72,6.88615706
1130 | 1583578140,9109.08,9103.08,9108.73,9105.05,3.606148
1131 | 1583578200,9115,9100,9105.06,9102.26,25.87245249
1132 | 1583578260,9103.91,9100,9100.52,9102.19,10.42928574
1133 | 1583578320,9102.43,9095.51,9102.43,9095.53,27.24458415
1134 | 1583578380,9097.12,9092.71,9095.52,9093.58,22.74209918
1135 | 1583578440,9097.14,9092.18,9093.59,9095.11,10.22729738
1136 | 1583578500,9096.16,9093.6,9096.16,9093.98,4.7958625
1137 | 1583578560,9099.07,9093.72,9093.96,9099.07,5.223055
1138 | 1583578620,9099.07,9094.64,9099.06,9094.87,4.92229272
1139 | 1583578680,9095.96,9091.94,9094.88,9095.87,6.18317
1140 | 1583578740,9098.99,9095.72,9095.86,9096.39,3.335056
1141 | 1583578800,9098.89,9096.31,9096.59,9096.36,2.77327409
1142 | 1583578860,9097.67,9094.19,9096.86,9095.07,4.90500452
1143 | 1583578920,9095.08,9091.27,9094.32,9092.74,6.499909
1144 | 1583578980,9094.59,9089.28,9092.01,9094.59,12.12281
1145 | 1583579040,9094.72,9092.11,9094.59,9092.9,3.79090876
1146 | 1583579100,9094.33,9089,9092.91,9089.28,15.09480851
1147 | 1583579160,9090.28,9085.69,9090.07,9086.03,11.26060938
1148 | 1583579220,9087.5,9085,9086.03,9085.01,10.782351
1149 | 1583579280,9086.17,9085,9085.01,9086.1,12.31079843
1150 | 1583579340,9091.83,9086.02,9086.11,9091.06,9.77095294
1151 | 1583579400,9091.2,9088.65,9090.85,9088.93,2.345496
1152 | 1583579460,9088.93,9088,9088.93,9088.01,1.90844
1153 | 1583579520,9089.98,9087.63,9088.01,9089.05,6.134983
1154 | 1583579580,9088.91,9087.78,9088.91,9087.78,1.494054
1155 | 1583579640,9087.78,9085.01,9087.77,9085.02,2.475018
1156 | 1583579700,9085.02,9085.01,9085.01,9085.02,0.99450204
1157 | 1583579760,9086.96,9081.7,9085.02,9082.55,27.85584562
1158 | 1583579820,9082.65,9081.66,9082.54,9081.97,18.21966519
1159 | 1583579880,9084.45,9082.97,9083.44,9083.84,1.19278825
1160 | 1583579940,9083.84,9080,9083.84,9080.01,44.385806
1161 | 1583580000,9081.64,9080,9080.01,9081.64,3.875372
1162 | 1583580060,9083.37,9078.94,9081.64,9081.06,6.26019471
1163 | 1583580120,9081.77,9073.76,9081.63,9074.01,10.37383552
1164 | 1583580180,9076.43,9070.55,9073.69,9074.66,11.71423988
1165 | 1583580240,9076.13,9073,9076.08,9073.87,10.58654713
1166 | 1583580300,9080,9073.48,9073.88,9079.07,14.30945808
1167 | 1583580360,9079.29,9077.03,9079.07,9078.97,5.50979947
1168 | 1583580420,9078.97,9076.78,9078.96,9076.85,7.18691342
1169 | 1583580480,9081.71,9076.81,9076.85,9081.71,10.72986721
1170 | 1583580540,9087.72,9082.19,9082.27,9087.5,7.178382
1171 | 1583580600,9090.01,9087.49,9087.5,9090,6.318565
1172 | 1583580660,9093.49,9090,9090,9092.01,7.4204937
1173 | 1583580720,9098.49,9092.01,9092.02,9098.42,13.09490345
1174 | 1583580780,9098.19,9094.07,9098.19,9096.16,8.32630427
1175 | 1583580840,9096.22,9096.16,9096.16,9096.19,2.807598
1176 | 1583580900,9096.19,9092.26,9096.18,9093.28,4.08888057
1177 | 1583580960,9093.95,9091.83,9093.92,9091.84,3.197343
1178 | 1583581020,9095.06,9091.84,9091.84,9094.03,13.20219429
1179 | 1583581080,9094.78,9093.47,9094.3,9093.57,7.02463608
1180 | 1583581140,9094.91,9093.63,9093.63,9094,3.29327713
1181 | 1583581200,9095,9093.67,9094,9094.37,8.0544113
1182 | 1583581260,9100,9093.38,9094.36,9100,12.59312351
1183 | 1583581320,9101.62,9098.19,9099.46,9100.55,6.794521
1184 | 1583581380,9102.04,9098.67,9100.44,9101.39,4.1589767
1185 | 1583581440,9101.15,9098.96,9100.74,9099.55,7.32244518
1186 | 1583581500,9100,9097.67,9099.53,9097.97,2.00553168
1187 | 1583581560,9098.51,9097.96,9097.97,9097.96,1.384234
1188 | 1583581620,9097.97,9092.47,9097.97,9094.8,9.88517441
1189 | 1583581680,9095.45,9093.31,9094.8,9093.86,2.20220905
1190 | 1583581740,9099.99,9093.39,9093.39,9099.43,7.624445
1191 | 1583581800,9099.14,9095.29,9099.14,9095.58,3.571572
1192 | 1583581860,9095.61,9093.19,9095.53,9093.19,1.232722
1193 | 1583581920,9093.18,9090.73,9093.18,9091.01,2.72393068
1194 | 1583581980,9091.38,9091.01,9091.01,9091.02,0.498234
1195 | 1583582040,9095.07,9091,9091.01,9094.88,2.6042782
1196 | 1583582100,9095.08,9093.7,9094.88,9094.04,8.38014723
1197 | 1583582160,9094.94,9093.57,9094.12,9093.57,6.55361274
1198 | 1583582220,9093.92,9091.94,9093.57,9092.94,7.46325687
1199 | 1583582280,9092.91,9091.4,9092.85,9091.99,4.99184519
1200 | 1583582340,9092.75,9090,9092,9090.01,4.09898386
1201 | 1583582400,9102.51,9089.56,9090.01,9102.38,13.553003
1202 | 1583582460,9107.48,9102.38,9102.39,9105.77,18.14002662
1203 | 1583582520,9105.31,9102.76,9105.31,9104.92,7.72253334
1204 | 1583582580,9109.93,9103.95,9104.69,9107.66,7.86189647
1205 | 1583582640,9109.51,9106.67,9107.68,9107.34,13.84320379
1206 | 1583582700,9107.8,9102.24,9107.34,9103.2,13.85961506
1207 | 1583582760,9104.96,9103.19,9103.19,9104.9,7.7334186
1208 | 1583582820,9105.87,9104.63,9104.73,9105.26,2.401325
1209 | 1583582880,9110,9105.25,9105.27,9108.67,10.4508309
1210 | 1583582940,9109.4,9102.73,9108.67,9103.28,7.61523453
1211 | 1583583000,9104.74,9102.6,9103.29,9103.33,1.67895995
1212 | 1583583060,9109.88,9103.38,9103.38,9109.26,5.91947694
1213 | 1583583120,9109.42,9105.71,9109.23,9107.18,1.93205821
1214 | 1583583180,9110.12,9107.03,9107.18,9107.03,16.0049001
1215 | 1583583240,9108.05,9105.25,9106.49,9105.99,2.300541
1216 | 1583583300,9107.77,9104.64,9105.73,9104.86,6.95732034
1217 | 1583583360,9106.08,9104.47,9105.05,9105.26,4.79205066
1218 | 1583583420,9106.19,9104.49,9105.25,9104.92,5.84570212
1219 | 1583583480,9110.12,9104.94,9105.25,9110.12,12.19934829
1220 | 1583583540,9112.23,9110.4,9110.4,9111.72,3.926675
1221 | 1583583600,9113.52,9110,9111.7,9110.3,12.78721
1222 | 1583583660,9119,9110.02,9110.02,9119,66.07741187
1223 | 1583583720,9123.3,9116.05,9118.99,9123.29,48.13732343
1224 | 1583583780,9129.55,9119.13,9122.08,9123.99,122.60386016
1225 | 1583583840,9130,9122.31,9123.99,9126.95,40.2217601
1226 | 1583583900,9127.53,9120.95,9127.48,9121.54,11.33629819
1227 | 1583583960,9126.14,9121.01,9121.53,9124.85,15.725838
1228 | 1583584020,9132,9124.17,9124.36,9131.99,18.65201369
1229 | 1583584080,9132.9,9129.82,9132,9131.87,15.36462111
1230 | 1583584140,9133.76,9128.02,9132.87,9128.24,16.77890861
1231 | 1583584200,9130.69,9105.47,9128.24,9105.47,33.32827584
1232 | 1583584260,9111.15,9104.32,9105.42,9109.19,9.64094103
1233 | 1583584320,9110.75,9103.19,9109.19,9107.1,12.68042
1234 | 1583584380,9107.71,9100,9106.97,9104.6,15.32056347
1235 | 1583584440,9108.62,9102.27,9104.72,9107.51,17.0375075
1236 | 1583584500,9107.1,9104.99,9107.1,9105.22,3.52617183
1237 | 1583584560,9110.34,9105.16,9105.2,9110.12,8.572983
1238 | 1583584620,9110.15,9106.94,9110.15,9107.66,10.74336757
1239 | 1583584680,9109.99,9107.49,9107.67,9107.61,3.315615
1240 | 1583584740,9109.91,9107.5,9108.24,9109.03,10.11520887
1241 | 1583584800,9109.03,9105.74,9109.02,9106.03,8.57120671
1242 | 1583584860,9105.41,9089,9105.41,9089.79,21.1346155
1243 | 1583584920,9094.12,9086.61,9089.45,9087.76,25.91868971
1244 | 1583584980,9095.68,9087.65,9087.68,9090.01,36.80254061
1245 | 1583585040,9091.34,9088.29,9090.01,9088.29,16.14893527
1246 | 1583585100,9092.45,9085.32,9088.3,9087.2,39.24102097
1247 | 1583585160,9087.2,9081.07,9087.2,9081.88,10.62419333
1248 | 1583585220,9091.36,9080.9,9082.18,9091.18,22.45057822
1249 | 1583585280,9091.83,9089.1,9091.18,9090.7,6.55466624
1250 | 1583585340,9098.42,9090.63,9090.63,9098.42,10.08483531
1251 | 1583585400,9098.41,9096.65,9098.41,9096.95,4.47492522
1252 | 1583585460,9096.94,9091.83,9096.94,9091.84,7.705859
1253 | 1583585520,9091.83,9086.29,9091.83,9087.53,6.283185
1254 | 1583585580,9089.18,9086.37,9087.94,9086.42,14.82771688
1255 | 1583585640,9087.45,9085,9086.5,9085.01,4.54405461
1256 | 1583585700,9085.52,9077.04,9085.01,9085,62.75005451
1257 | 1583585760,9088.58,9084.99,9084.99,9087.07,11.60698196
1258 | 1583585820,9088.53,9086.42,9087.06,9087.32,4.738736
1259 | 1583585880,9087.32,9085.08,9087.32,9086.62,6.67689938
1260 | 1583585940,9086.62,9078.17,9086.62,9079.63,7.72073355
1261 | 1583586000,9083.87,9079.14,9079.14,9083.22,19.78956598
1262 | 1583586060,9088.74,9082.11,9083.2,9087.32,25.94530457
1263 | 1583586120,9092.38,9087.38,9087.38,9092.38,4.290517
1264 | 1583586180,9093.42,9092.37,9092.39,9093.01,2.3100318
1265 | 1583586240,9093.36,9091.18,9093.01,9092.57,8.99913982
1266 | 1583586300,9091.93,9086.35,9091.83,9088.19,8.3444371
1267 | 1583586360,9088.19,9085.46,9088.19,9086.45,3.32203801
1268 | 1583586420,9089.79,9085.99,9086.45,9087.25,2.9166408
1269 | 1583586480,9087.26,9086.53,9087.26,9086.85,1.791734
1270 | 1583586540,9087.24,9086.86,9086.86,9087.2,2.769102
1271 | 1583586600,9092.03,9087.24,9087.24,9091.34,3.87983482
1272 | 1583586660,9096.38,9091.02,9091.33,9096.32,6.05154995
1273 | 1583586720,9098,9096.32,9096.32,9098,5.78166208
1274 | 1583586780,9098.58,9096.86,9097.99,9096.86,11.27843011
1275 | 1583586840,9097.91,9096,9096.95,9097.91,8.18261596
1276 | 1583586900,9100,9097.85,9097.88,9099.82,5.50184364
1277 | 1583586960,9105.38,9099.74,9099.82,9100.32,14.48991229
1278 | 1583587020,9101.44,9098.75,9099.82,9099.26,12.138231
1279 | 1583587080,9099.27,9098.79,9099.26,9098.81,1.50208308
1280 | 1583587140,9098.81,9096,9098.8,9096.01,2.38221493
1281 | 1583587200,9096.01,9091.89,9096.01,9091.98,19.74973131
1282 | 1583587260,9093.46,9091.9,9091.93,9093.45,3.29251535
1283 | 1583587320,9098.83,9092.95,9093.45,9098,4.8677965
1284 | 1583587380,9098.41,9097.04,9097.93,9098.04,1.91259521
1285 | 1583587440,9098.38,9093.46,9098.2,9095.81,4.68374911
1286 | 1583587500,9099.48,9095.33,9095.69,9095.39,4.77848989
1287 | 1583587560,9095.6,9093.68,9095.39,9093.68,5.96184721
1288 | 1583587620,9096.47,9089.16,9093.68,9089.16,9.508627
1289 | 1583587680,9091.39,9089.01,9089.15,9089.01,3.00690364
1290 | 1583587740,9089.01,9080,9089.01,9082.97,14.66512
1291 | 1583587800,9086.73,9080.43,9083.28,9083.31,11.40128756
1292 | 1583587860,9089.15,9083.3,9083.3,9089.15,6.34575916
1293 | 1583587920,9091.39,9085.67,9089.14,9090.48,7.57827173
1294 | 1583587980,9091.37,9089.16,9091.37,9090.99,8.46187405
1295 | 1583588040,9094.69,9090.87,9090.97,9091.62,14.43564081
1296 | 1583588100,9092.72,9089.62,9091.61,9089.63,2.47756427
1297 | 1583588160,9089.62,9079.01,9089.62,9079.01,34.51234253
1298 | 1583588220,9084.84,9079.04,9079.76,9082.07,21.92112074
1299 | 1583588280,9085.63,9081.29,9082.2,9082.73,39.96600668
1300 | 1583588340,9082.74,9081.62,9082.74,9081.65,15.49724911
1301 | 1583588400,9082.56,9073.34,9081.7,9073.84,35.25175638
1302 | 1583588460,9076.77,9069.17,9073.41,9074.92,45.77488857
1303 | 1583588520,9078,9072.77,9074.54,9077.86,19.2890958
1304 | 1583588580,9084.06,9075.93,9078.01,9081.89,34.41345588
1305 | 1583588640,9082.78,9077.09,9082.7,9077.91,21.91575649
1306 | 1583588700,9082.34,9072.04,9078.36,9080.24,26.00399434
1307 | 1583588760,9085.01,9079.79,9082.66,9079.93,7.82222687
1308 | 1583588820,9084.04,9079.93,9079.94,9081.9,6.31103758
1309 | 1583588880,9082.56,9081.27,9081.89,9081.88,2.047139
1310 | 1583588940,9081.88,9081.09,9081.87,9081.54,6.69610062
1311 | 1583589000,9085.25,9081.54,9081.55,9083.16,9.899986
1312 | 1583589060,9085,9083.24,9083.24,9084.99,5.527719
1313 | 1583589120,9089.97,9084.98,9084.98,9089.71,19.40498019
1314 | 1583589180,9090,9087.23,9089.97,9087.23,10.30089306
1315 | 1583589240,9087.26,9084.6,9087.26,9085.72,2.753536
1316 | 1583589300,9089.1,9085.72,9085.73,9086.99,4.71349099
1317 | 1583589360,9086.97,9081.63,9086.97,9081.64,21.54411776
1318 | 1583589420,9081.63,9078.7,9081.63,9078.76,11.08845209
1319 | 1583589480,9079.54,9075.99,9078.89,9079.29,24.5570844
1320 | 1583589540,9083.95,9079.31,9079.31,9083.95,6.39149048
1321 | 1583589600,9085.11,9083.95,9083.95,9084.52,3.35028859
1322 | 1583589660,9087.07,9084.51,9084.52,9086.09,10.50841469
1323 | 1583589720,9091.11,9086.06,9086.12,9091.11,17.52278285
1324 | 1583589780,9095.93,9091.12,9091.17,9095.37,11.331817
1325 | 1583589840,9096.93,9095.38,9095.39,9095.9,3.42654533
1326 | 1583589900,9095.41,9091.49,9095.41,9093.5,9.520035
1327 | 1583589960,9094.02,9093.5,9093.5,9094.02,1.77346216
1328 | 1583590020,9094.69,9093.98,9094.02,9094.69,1.67421326
1329 | 1583590080,9099,9093.52,9094.69,9098.47,9.3770337
1330 | 1583590140,9098.48,9095.19,9098.48,9096,9.097703
1331 | 1583590200,9097.52,9095,9095.98,9095.48,7.27132371
1332 | 1583590260,9096.93,9092.55,9095.49,9092.57,4.66038155
1333 | 1583590320,9093.51,9091.8,9092.47,9092.35,5.353677
1334 | 1583590380,9098.22,9092.19,9092.2,9096.77,7.09091
1335 | 1583590440,9100,9095.72,9095.83,9099.89,5.42002653
1336 | 1583590500,9099.89,9099.24,9099.35,9099.34,1.14544448
1337 | 1583590560,9099.87,9099,9099.35,9099.32,2.76444751
1338 | 1583590620,9099.32,9090.15,9099.31,9090.49,7.454676
1339 | 1583590680,9091,9089.01,9090.2,9091,4.01864402
1340 | 1583590740,9091,9087.27,9090.99,9087.28,4.97103007
1341 | 1583590800,9093,9087.28,9087.28,9091.9,8.21000092
1342 | 1583590860,9097.09,9091.91,9091.91,9096.13,8.11295106
1343 | 1583590920,9096.32,9093.6,9096.29,9094.6,8.88194254
1344 | 1583590980,9096.36,9094.42,9094.6,9095.89,2.049994
1345 | 1583591040,9095.73,9090,9095.73,9090,16.09695646
1346 | 1583591100,9090.01,9087.3,9090,9087.89,12.37421415
1347 | 1583591160,9089.2,9086.19,9087.9,9086.5,4.20415
1348 | 1583591220,9089.39,9083.42,9086.56,9088.3,9.529387
1349 | 1583591280,9090,9087.25,9088.22,9089.49,1.907029
1350 | 1583591340,9089.99,9088.98,9089.49,9089.56,1.11040597
1351 | 1583591400,9090,9086.51,9089.33,9087.35,4.534662
1352 | 1583591460,9087.34,9083.47,9087.19,9085.09,5.58745027
1353 | 1583591520,9083.94,9082.22,9083.62,9082.23,4.271998
1354 | 1583591580,9087.03,9082.22,9082.22,9087.03,5.386344
1355 | 1583591640,9089.92,9087.1,9087.35,9087.37,3.33812557
1356 | 1583591700,9098.25,9087.04,9087.37,9097.77,31.539562
1357 | 1583591760,9102.81,9097.98,9098.25,9102.24,22.98049473
1358 | 1583591820,9102.95,9097.77,9102.25,9097.78,4.54180867
1359 | 1583591880,9099.35,9095.01,9097.78,9095.93,7.277082
1360 | 1583591940,9096,9094,9095.04,9096,3.784091
1361 | 1583592000,9098.06,9096,9096,9098.04,1.47374742
1362 | 1583592060,9103.04,9098.05,9098.05,9102.63,11.80828816
1363 | 1583592120,9102.64,9096.93,9102.64,9099.28,10.81151694
1364 | 1583592180,9100.64,9096.93,9098.66,9099.38,4.37214008
1365 | 1583592240,9099.91,9097.88,9099.91,9098.41,2.70373
1366 | 1583592300,9099,9096.43,9098.68,9098.25,8.853493
1367 | 1583592360,9098.5,9095.71,9098.24,9097.8,4.981477
1368 | 1583592420,9099,9095.33,9097.93,9098,20.83372474
1369 | 1583592480,9098.27,9095.4,9098,9095.41,8.23460213
1370 | 1583592540,9096.48,9093.34,9095.41,9094.1,4.80615441
1371 | 1583592600,9094.01,9091.88,9094,9093.08,4.252875
1372 | 1583592660,9093.77,9092.95,9093.08,9093.77,8.75017184
1373 | 1583592720,9101,9093.57,9093.78,9101,12.59916149
1374 | 1583592780,9106.13,9101,9101,9102.5,7.07926577
1375 | 1583592840,9102.5,9100.43,9102.5,9102.28,3.890164
1376 | 1583592900,9106.55,9101.09,9102.07,9103.64,14.30937786
1377 | 1583592960,9106.51,9102.16,9104.32,9102.3,4.59157554
1378 | 1583593020,9102.45,9101.43,9102.29,9101.81,1.42287933
1379 | 1583593080,9107.99,9100.59,9101.82,9107.98,5.46309473
1380 | 1583593140,9113.49,9106.76,9107.7,9112.99,19.304683
1381 | 1583593200,9113.44,9110,9113,9111.93,54.29251212
1382 | 1583593260,9111.95,9107.48,9111.94,9107.49,10.23651295
1383 | 1583593320,9107.48,9105.99,9107.48,9106,4.81896865
1384 | 1583593380,9112.2,9105.99,9106,9110.71,4.39651973
1385 | 1583593440,9111.58,9110,9110.71,9110.62,6.28200714
1386 | 1583593500,9119,9109.34,9110.43,9116.87,21.83334015
1387 | 1583593560,9118.99,9114.99,9118.34,9115,9.17839006
1388 | 1583593620,9117.32,9109.88,9115,9109.88,7.31437
1389 | 1583593680,9114.59,9109.77,9109.78,9112.15,3.553256
1390 | 1583593740,9116.18,9111.16,9112.15,9114.06,7.98794011
1391 | 1583593800,9116.26,9112.8,9114.06,9112.82,13.18376462
1392 | 1583593860,9112.83,9111,9112.83,9111,4.192741
1393 | 1583593920,9112.7,9110.22,9111,9111.24,19.169565
1394 | 1583593980,9112.3,9110.45,9110.61,9112.22,5.05525551
1395 | 1583594040,9114.9,9111.42,9112.3,9112.01,12.59839532
1396 | 1583594100,9112.36,9104.8,9112.01,9105.41,11.111554
1397 | 1583594160,9105.81,9103.71,9105.41,9104.14,6.819888
1398 | 1583594220,9104.16,9100.43,9104.16,9100.44,2.567211
1399 | 1583594280,9104.15,9100,9100.43,9100,5.756557
1400 | 1583594340,9105.4,9100,9100,9103.2,3.290679
1401 | 1583594400,9103.13,9100.52,9103.13,9100.56,3.16532302
1402 | 1583594460,9101.72,9100.52,9100.53,9100.93,0.966463
1403 | 1583594520,9100.94,9098.32,9100.93,9099.29,3.27031331
1404 | 1583594580,9100,9099.09,9099.11,9099.99,5.12500997
1405 | 1583594640,9103.71,9099.99,9099.99,9103.71,39.92170903
1406 | 1583594700,9106.95,9104.53,9104.53,9105.45,4.8661185
1407 | 1583594760,9110.46,9104.77,9105.45,9110.46,4.604196
1408 | 1583594820,9112.24,9108.74,9110.68,9109.72,3.23724301
1409 | 1583594880,9114.02,9109.21,9109.71,9113.03,5.02421821
1410 | 1583594940,9113,9107.5,9113,9108.12,8.056494
1411 | 1583595000,9108.12,9107.14,9108.11,9107.66,3.483252
1412 | 1583595060,9107.22,9102.38,9107.22,9102.62,3.29162731
1413 | 1583595120,9106.93,9101.78,9102.61,9106.92,5.301351
1414 | 1583595180,9107.15,9106.16,9106.92,9106.93,3.18649053
1415 | 1583595240,9106.46,9104.14,9106.46,9104.5,4.45598068
1416 | 1583595300,9106.97,9103.4,9104.51,9105.48,3.78441976
1417 | 1583595360,9105.78,9104.5,9105.77,9104.5,1.17366229
1418 | 1583595420,9104.51,9102.05,9104.51,9102.23,3.363359
1419 | 1583595480,9110.1,9102.22,9102.22,9110.09,9.482021
1420 | 1583595540,9110.09,9100,9110.09,9104,47.60491519
1421 | 1583595600,9103.16,9100,9102.83,9101,7.48135584
1422 | 1583595660,9100.97,9098.01,9100.97,9099.74,8.992337
1423 | 1583595720,9099.85,9095.6,9099.64,9096.39,7.70932439
1424 | 1583595780,9104.29,9095.86,9095.91,9101.45,14.812001
1425 | 1583595840,9101.47,9100,9101.45,9100.05,2.022856
1426 | 1583595900,9100.02,9099.56,9100.02,9099.56,4.2151231
1427 | 1583595960,9107.05,9099.63,9099.63,9107.04,21.4466519
1428 | 1583596020,9108.01,9107.04,9107.05,9107.04,3.52667179
1429 | 1583596080,9108.6,9107.04,9107.04,9108.6,2.081292
1430 | 1583596140,9109.32,9104.95,9108.59,9108.7,5.65694474
1431 | 1583596200,9108.71,9105.52,9108.71,9105.52,3.229468
1432 | 1583596260,9114.65,9105.47,9105.51,9114.65,14.89271979
1433 | 1583596320,9114.44,9107.18,9113.62,9111.3,9.45821017
1434 | 1583596380,9112.26,9110.49,9111.29,9110.5,4.118761
1435 | 1583596440,9113.47,9110.49,9110.5,9111.85,3.011425
1436 | 1583596500,9115,9111.85,9111.85,9114.57,13.37468105
1437 | 1583596560,9114.95,9110.49,9114.49,9113.29,22.91736428
1438 | 1583596620,9117.74,9113.24,9113.24,9115.6,9.91140269
1439 | 1583596680,9117.52,9114.53,9115.01,9116.34,9.731112
1440 | 1583596740,9118.36,9113.75,9116.32,9113.75,24.526807
1441 |
--------------------------------------------------------------------------------
/go.mod:
--------------------------------------------------------------------------------
1 | module github.com/nntaoli-project/goex_backtest
2 |
3 | go 1.14
4 |
5 | require (
6 | github.com/BurntSushi/toml v0.3.1
7 | github.com/go-echarts/go-echarts v0.0.0-20200601025332-3b902f83a9e7
8 | github.com/markcheno/go-talib v0.0.0-20190307022042-cd53a9264d70
9 | github.com/nntaoli-project/goex v1.3.1
10 | github.com/nntaoli-project/goex_talib v0.0.0-20210314071216-ccb0c15c38a0
11 | github.com/spf13/cast v1.3.1
12 | github.com/stretchr/testify v1.6.0
13 | )
14 |
--------------------------------------------------------------------------------
/go.sum:
--------------------------------------------------------------------------------
1 | github.com/BurntSushi/toml v0.3.1 h1:WXkYYl6Yr3qBf1K79EBnL4mak0OimBfB0XUf9Vl28OQ=
2 | github.com/BurntSushi/toml v0.3.1/go.mod h1:xHWCNGjB5oqiDr8zfno3MHue2Ht5sIBksp03qcyfWMU=
3 | github.com/Kucoin/kucoin-go-sdk v1.2.7/go.mod h1:Wz3fTuM5gIct9chN6H6OBCXbku10XEcAjH5g/FL3wIY=
4 | github.com/davecgh/go-spew v1.1.0/go.mod h1:J7Y8YcW2NihsgmVo/mv3lAwl/skON4iLHjSsI+c5H38=
5 | github.com/davecgh/go-spew v1.1.1 h1:vj9j/u1bqnvCEfJOwUhtlOARqs3+rkHYY13jYWTU97c=
6 | github.com/davecgh/go-spew v1.1.1/go.mod h1:J7Y8YcW2NihsgmVo/mv3lAwl/skON4iLHjSsI+c5H38=
7 | github.com/go-echarts/go-echarts v0.0.0-20200601025332-3b902f83a9e7 h1:z9QVFx4LEmpty6zMWrnlVmRKznk4i3WSfRRLqAD6UEw=
8 | github.com/go-echarts/go-echarts v0.0.0-20200601025332-3b902f83a9e7/go.mod h1:qbmyAb/Rl1f2w7wKba1D4LoNq4U164yO4/wedFbcWyo=
9 | github.com/go-openapi/errors v0.19.4/go.mod h1:qX0BLWsyaKfvhluLejVpVNwNRdXZhEbTA4kxxpKBC94=
10 | github.com/google/gofuzz v1.0.0/go.mod h1:dBl0BpW6vV/+mYPU4Po3pmUjxk6FQPldtuIdl/M65Eg=
11 | github.com/google/uuid v1.1.1 h1:Gkbcsh/GbpXz7lPftLA3P6TYMwjCLYm83jiFQZF/3gY=
12 | github.com/google/uuid v1.1.1/go.mod h1:TIyPZe4MgqvfeYDBFedMoGGpEw/LqOeaOT+nhxU+yHo=
13 | github.com/gorilla/websocket v1.4.0/go.mod h1:E7qHFY5m1UJ88s3WnNqhKjPHQ0heANvMoAMk2YaljkQ=
14 | github.com/gorilla/websocket v1.4.1 h1:q7AeDBpnBk8AogcD4DSag/Ukw/KV+YhzLj2bP5HvKCM=
15 | github.com/gorilla/websocket v1.4.1/go.mod h1:YR8l580nyteQvAITg2hZ9XVh4b55+EU/adAjf1fMHhE=
16 | github.com/json-iterator/go v1.1.7/go.mod h1:KdQUCv79m/52Kvf8AW2vK1V8akMuk1QjK/uOdHXbAo4=
17 | github.com/klauspost/compress v1.8.2 h1:Bx0qjetmNjdFXASH02NSAREKpiaDwkO1DRZ3dV2KCcs=
18 | github.com/klauspost/compress v1.8.2/go.mod h1:RyIbtBH6LamlWaDj8nUwkbUhJ87Yi3uG0guNDohfE1A=
19 | github.com/klauspost/cpuid v1.2.1 h1:vJi+O/nMdFt0vqm8NZBI6wzALWdA2X+egi0ogNyrC/w=
20 | github.com/klauspost/cpuid v1.2.1/go.mod h1:Pj4uuM528wm8OyEC2QMXAi2YiTZ96dNQPGgoMS4s3ek=
21 | github.com/konsorten/go-windows-terminal-sequences v1.0.1/go.mod h1:T0+1ngSBFLxvqU3pZ+m/2kptfBszLMUkC4ZK/EgS/cQ=
22 | github.com/konsorten/go-windows-terminal-sequences v1.0.2/go.mod h1:T0+1ngSBFLxvqU3pZ+m/2kptfBszLMUkC4ZK/EgS/cQ=
23 | github.com/kr/pretty v0.1.0 h1:L/CwN0zerZDmRFUapSPitk6f+Q3+0za1rQkzVuMiMFI=
24 | github.com/kr/pretty v0.1.0/go.mod h1:dAy3ld7l9f0ibDNOQOHHMYYIIbhfbHSm3C4ZsoJORNo=
25 | github.com/kr/pty v1.1.1/go.mod h1:pFQYn66WHrOpPYNljwOMqo10TkYh1fy3cYio2l3bCsQ=
26 | github.com/kr/text v0.1.0 h1:45sCR5RtlFHMR4UwH9sdQ5TC8v0qDQCHnXt+kaKSTVE=
27 | github.com/kr/text v0.1.0/go.mod h1:4Jbv+DJW3UT/LiOwJeYQe1efqtUx/iVham/4vfdArNI=
28 | github.com/markcheno/go-talib v0.0.0-20190307022042-cd53a9264d70 h1:+iG37/Aw61Oc+ZJ4DSxQF2+K0e4ZiMidI7ytWuW4/cI=
29 | github.com/markcheno/go-talib v0.0.0-20190307022042-cd53a9264d70/go.mod h1:xsYvOKWtDWoDV0kdN3U8tYZ4lVrhjqf64cJRzR4ScTI=
30 | github.com/modern-go/concurrent v0.0.0-20180228061459-e0a39a4cb421/go.mod h1:6dJC0mAP4ikYIbvyc7fijjWJddQyLn8Ig3JB5CqoB9Q=
31 | github.com/modern-go/reflect2 v0.0.0-20180701023420-4b7aa43c6742/go.mod h1:bx2lNnkwVCuqBIxFjflWJWanXIb3RllmbCylyMrvgv0=
32 | github.com/nntaoli-project/goex v1.3.1 h1:LtoW52agykrbCzEB8IWvr3+yCHwHnY0LuQWxMpi/W0g=
33 | github.com/nntaoli-project/goex v1.3.1/go.mod h1:sCb1e95fe/WBvGA8JVQc3r2XTFawUZro39mb9/qY3To=
34 | github.com/nntaoli-project/goex_talib v0.0.0-20210314071216-ccb0c15c38a0 h1:vA4GOXLmuckO6fTEr1M/yP22m8rOYfdZCleKNhwYfmM=
35 | github.com/nntaoli-project/goex_talib v0.0.0-20210314071216-ccb0c15c38a0/go.mod h1:o2vEbOgJzRbJH4R6Lvtnw3ZV6ShcaslV2Lp1LpDlbQc=
36 | github.com/nubo/jwt v0.0.0-20150918093313-da5b79c3bbaf/go.mod h1:LuR7jHS+7SJ6EywD7zZiO6h0vwTBSevFk5wunVt3gf4=
37 | github.com/pkg/errors v0.8.1/go.mod h1:bwawxfHBFNV+L2hUp1rHADufV3IMtnDRdf1r5NINEl0=
38 | github.com/pmezard/go-difflib v1.0.0 h1:4DBwDE0NGyQoBHbLQYPwSUPoCMWR5BEzIk/f1lZbAQM=
39 | github.com/pmezard/go-difflib v1.0.0/go.mod h1:iKH77koFhYxTK1pcRnkKkqfTogsbg7gZNVY4sRDYZ/4=
40 | github.com/sirupsen/logrus v1.4.1/go.mod h1:ni0Sbl8bgC9z8RoU9G6nDWqqs/fq4eDPysMBDgk/93Q=
41 | github.com/spf13/cast v1.3.1 h1:nFm6S0SMdyzrzcmThSipiEubIDy8WEXKNZ0UOgiRpng=
42 | github.com/spf13/cast v1.3.1/go.mod h1:Qx5cxh0v+4UWYiBimWS+eyWzqEqokIECu5etghLkUJE=
43 | github.com/stretchr/objx v0.1.0/go.mod h1:HFkY916IF+rwdDfMAkV7OtwuqBVzrE8GR6GFx+wExME=
44 | github.com/stretchr/objx v0.1.1/go.mod h1:HFkY916IF+rwdDfMAkV7OtwuqBVzrE8GR6GFx+wExME=
45 | github.com/stretchr/objx v0.2.0/go.mod h1:qt09Ya8vawLte6SNmTgCsAVtYtaKzEcn8ATUoHMkEqE=
46 | github.com/stretchr/testify v1.2.2/go.mod h1:a8OnRcib4nhh0OaRAV+Yts87kKdq0PP7pXfy6kDkUVs=
47 | github.com/stretchr/testify v1.3.0/go.mod h1:M5WIy9Dh21IEIfnGCwXGc5bZfKNJtfHm1UVUgZn+9EI=
48 | github.com/stretchr/testify v1.4.0 h1:2E4SXV/wtOkTonXsotYi4li6zVWxYlZuYNCXe9XRJyk=
49 | github.com/stretchr/testify v1.4.0/go.mod h1:j7eGeouHqKxXV5pUuKE4zz7dFj8WfuZ+81PSLYec5m4=
50 | github.com/stretchr/testify v1.6.0 h1:jlIyCplCJFULU/01vCkhKuTyc3OorI3bJFuw6obfgho=
51 | github.com/stretchr/testify v1.6.0/go.mod h1:6Fq8oRcR53rry900zMqJjRRixrwX3KX962/h/Wwjteg=
52 | github.com/valyala/bytebufferpool v1.0.0 h1:GqA5TC/0021Y/b9FG4Oi9Mr3q7XYx6KllzawFIhcdPw=
53 | github.com/valyala/bytebufferpool v1.0.0/go.mod h1:6bBcMArwyJ5K/AmCkWv1jt77kVWyCJ6HpOuEn7z0Csc=
54 | github.com/valyala/fasthttp v1.6.0 h1:uWF8lgKmeaIewWVPwi4GRq2P6+R46IgYZdxWtM+GtEY=
55 | github.com/valyala/fasthttp v1.6.0/go.mod h1:FstJa9V+Pj9vQ7OJie2qMHdwemEDaDiSdBnvPM1Su9w=
56 | github.com/valyala/tcplisten v0.0.0-20161114210144-ceec8f93295a/go.mod h1:v3UYOV9WzVtRmSR+PDvWpU/qWl4Wa5LApYYX4ZtKbio=
57 | golang.org/x/crypto v0.0.0-20190308221718-c2843e01d9a2/go.mod h1:djNgcEr1/C05ACkg1iLfiJU5Ep61QUkGW8qpdssI0+w=
58 | golang.org/x/net v0.0.0-20190827160401-ba9fcec4b297 h1:k7pJ2yAPLPgbskkFdhRCsA77k2fySZ1zf2zCjvQCiIM=
59 | golang.org/x/net v0.0.0-20190827160401-ba9fcec4b297/go.mod h1:z5CRVTTTmAJ677TzLLGU+0bjPO0LkuOLi4/5GtJWs/s=
60 | golang.org/x/sys v0.0.0-20180905080454-ebe1bf3edb33/go.mod h1:STP8DvDyc/dI5b8T5hshtkjS+E42TnysNCUPdjciGhY=
61 | golang.org/x/sys v0.0.0-20190215142949-d0b11bdaac8a/go.mod h1:STP8DvDyc/dI5b8T5hshtkjS+E42TnysNCUPdjciGhY=
62 | golang.org/x/sys v0.0.0-20200124204421-9fbb57f87de9/go.mod h1:h1NjWce9XRLGQEsW7wpKNCjG9DtNlClVuFLEZdDNbEs=
63 | golang.org/x/text v0.3.0/go.mod h1:NqM8EUOU14njkJ3fqMW+pc6Ldnwhi/IjpwHt7yyuwOQ=
64 | gopkg.in/check.v1 v0.0.0-20161208181325-20d25e280405 h1:yhCVgyC4o1eVCa2tZl7eS0r+SDo693bJlVdllGtEeKM=
65 | gopkg.in/check.v1 v0.0.0-20161208181325-20d25e280405/go.mod h1:Co6ibVJAznAaIkqp8huTwlJQCZ016jof/cbN4VW5Yz0=
66 | gopkg.in/check.v1 v1.0.0-20180628173108-788fd7840127 h1:qIbj1fsPNlZgppZ+VLlY7N33q108Sa+fhmuc+sWQYwY=
67 | gopkg.in/check.v1 v1.0.0-20180628173108-788fd7840127/go.mod h1:Co6ibVJAznAaIkqp8huTwlJQCZ016jof/cbN4VW5Yz0=
68 | gopkg.in/yaml.v2 v2.2.2 h1:ZCJp+EgiOT7lHqUV2J862kp8Qj64Jo6az82+3Td9dZw=
69 | gopkg.in/yaml.v2 v2.2.2/go.mod h1:hI93XBmqTisBFMUTm0b8Fm+jr3Dg1NNxqwp+5A1VGuI=
70 | gopkg.in/yaml.v3 v3.0.0-20200313102051-9f266ea9e77c h1:dUUwHk2QECo/6vqA44rthZ8ie2QXMNeKRTHCNY2nXvo=
71 | gopkg.in/yaml.v3 v3.0.0-20200313102051-9f266ea9e77c/go.mod h1:K4uyk7z7BCEPqu6E+C64Yfv1cQ7kz7rIZviUmN+EgEM=
72 |
--------------------------------------------------------------------------------
/huobi.pro_asset_snapshot.csv:
--------------------------------------------------------------------------------
1 | USDT_available,USDT_frozen,BTC_available,BTC_frozen,NetAsset
2 | 96549.748,0,0.4,0,100000
3 | 100096.62,0,0,0,100096.62
4 | 96592.596,0,0.4,0,100096.62
5 | 100091.068,0,0,0,100091.068
6 | 96521.648,0,0.4,0,100091.068
7 | 100129.548,0,0,0,100129.548
8 | 96477.348,0,0.4,0,100129.548
9 | 100111.596,0,0,0,100111.596
10 | 96937.94,0,0.4,0,100111.596
11 | 100067.008,0,0,0,100067.008
12 | 96944.056,0,0.4,0,100067.008
13 | 99900.512,0,0,0,99900.512
14 | 97658.128,0,0.4,0,99900.512
15 | 99750.172,0,0,0,99750.172
16 | 97594.192,0,0.4,0,99750.172
17 | 99715.312,0,0,0,99715.312
18 | 97730.1,0,0.4,0,99715.312
19 | 99888.504,0,0,0,99888.504
20 | 97730.772,0,0.4,0,99888.504
21 | 100244.764,0,0,0,100244.764
22 | 97773.536,0,0.4,0,100244.764
23 | 100180.068,0,0,0,100180.068
24 | 97665.492,0,0.4,0,100180.068
25 | 100344.12,0,0,0,100344.12
26 | 97666.956,0,0.4,0,100344.12
27 | 100308.936,0,0,0,100308.936
28 | 97623.28,0,0.4,0,100308.936
29 | 100303.28,0,0,0,100303.28
30 | 97813.356,0,0.4,0,100303.28
31 | 100248.2,0,0,0,100248.2
32 | 97767.768,0,0.4,0,100248.2
33 | 100323.768,0,0,0,100323.768
34 | 97746.968,0,0.4,0,100323.768
35 | 100279.536,0,0,0,100279.536
36 | 97637.344,0,0.4,0,100279.536
37 | 100355.12,0,0,0,100355.12
38 | 97571.584,0,0.4,0,100355.12
39 | 100278.956,0,0,0,100278.956
40 | 97538.984,0,0.4,0,100278.956
41 | 100250.232,0,0,0,100250.232
42 | 97437.792,0,0.4,0,100250.232
43 | 100317.392,0,0,0,100317.392
44 | 97396.512,0,0.4,0,100317.392
45 | 100319.088,0,0,0,100319.088
46 | 97560.94,0,0.4,0,100319.088
47 | 100275.228,0,0,0,100275.228
48 | 97508.428,0,0.4,0,100275.228
49 | 100269.272,0,0,0,100269.272
50 | 97560.356,0,0.4,0,100269.272
51 | 100311.24,0,0,0,100311.24
52 | 97620.372,0,0.4,0,100311.24
53 | 100421.448,0,0,0,100421.448
54 | 97587.856,0,0.4,0,100421.448
55 | 100411.704,0,0,0,100411.704
56 | 97600.504,0,0.4,0,100411.704
57 | 100449.428,0,0,0,100449.428
58 | 97586.744,0,0.4,0,100449.428
59 | 100373.08,0,0,0,100373.08
60 | 97621.72,0,0.4,0,100373.08
61 | 100367.024,0,0,0,100367.024
62 | 97543.104,0,0.4,0,100367.024
63 | 100381.904,0,0,0,100381.904
64 | 97373.268,0,0.4,0,100381.904
65 | 100371.6,0,0,0,100371.6
66 | 97358.484,0,0.4,0,100371.6
67 | 100368.448,0,0,0,100368.448
68 | 97275.076,0,0.4,0,100368.448
69 | 100351.28,0,0,0,100351.28
70 | 97241.7,0,0.4,0,100351.28
71 | 100327.996,0,0,0,100327.996
72 | 97183.816,0,0.4,0,100327.996
73 | 100720.116,0,0,0,100720.116
74 | 97216.292,0,0.4,0,100720.116
75 | 100721.44,0,0,0,100721.44
76 | 97187.84,0,0.4,0,100721.44
77 | 100829.84,0,0,0,100829.84
78 | 97291.572,0,0.4,0,100829.84
79 | 100829.916,0,0,0,100829.916
80 | 97246.4,0,0.4,0,100829.916
81 | 101180.012,0,0,0,101180.012
82 | 97202.2,0,0.4,0,101180.012
83 | 101133.708,0,0,0,101133.708
84 | 97638.72,0,0.4,0,101133.708
85 | 101103.4,0,0,0,101103.4
86 | 97617.584,0,0.4,0,101103.4
87 | 101142.004,0,0,0,101142.004
88 | 97481.66,0,0.4,0,101142.004
89 | 101248.952,0,0,0,101248.952
90 | 97494.232,0,0.4,0,101248.952
91 | 101224.048,0,0,0,101224.048
92 | 97406.016,0,0.4,0,101224.048
93 | 101277.46,0,0,0,101277.46
94 | 97397.308,0,0.4,0,101277.46
95 | 101238.38,0,0,0,101238.38
96 | 97340.38,0,0.4,0,101238.38
97 | 101160.38,0,0,0,101160.38
98 | 97514.1,0,0.4,0,101160.38
99 | 101181.688,0,0,0,101181.688
100 | 97509.496,0,0.4,0,101181.688
101 | 101131.636,0,0,0,101131.636
102 | 97572.24,0,0.4,0,101131.636
103 | 101096.472,0,0,0,101096.472
104 | 97564.98,0,0.4,0,101096.472
105 | 101246.448,0,0,0,101246.448
106 | 97466.08,0,0.4,0,101246.448
107 | 101230.636,0,0,0,101230.636
108 | 97409.18,0,0.4,0,101230.636
109 | 101206.032,0,0,0,101206.032
110 | 97384.036,0,0.4,0,101206.032
111 | 101187.568,0,0,0,101187.568
112 | 97363.956,0,0.4,0,101187.568
113 | 101214.116,0,0,0,101214.116
114 | 97302.344,0,0.4,0,101214.116
115 | 101211.116,0,0,0,101211.116
116 | 97349.9,0,0.4,0,101211.116
117 | 101202.224,0,0,0,101202.224
118 | 97292.012,0,0.4,0,101202.224
119 | 101174.368,0,0,0,101174.368
120 | 97294.408,0,0.4,0,101174.368
121 | 101182.612,0,0,0,101182.612
122 | 97258.56,0,0.4,0,101182.612
123 | 101157.936,0,0,0,101157.936
124 |
--------------------------------------------------------------------------------
/huobi.pro_sim.toml:
--------------------------------------------------------------------------------
1 | exName="huobi.pro"
2 | supportCurrencyPairs =["BTC_USDT"]
3 | takerFee=0.00
4 | makerFee=0.00
5 | depthSize=20
6 | unGzip=false
7 | backTestStartTime="2020-03-01T00:00:00Z"
8 | backTestEndTime="2020-03-10T00:00:00Z"
9 | backTestDataType=2
10 |
11 | [quote_currency]
12 | symbol="USDT"
13 |
14 | [accounts]
15 | btc=0.0
16 | usdt=100000.0
--------------------------------------------------------------------------------
/loader/DepthDataLoader.go:
--------------------------------------------------------------------------------
1 | package loader
2 |
3 | import (
4 | "compress/gzip"
5 | "encoding/csv"
6 | "fmt"
7 | "github.com/nntaoli-project/goex"
8 | "github.com/nntaoli-project/goex_backtest/model"
9 | "io"
10 | "log"
11 | "os"
12 | "sort"
13 | "time"
14 | )
15 |
16 | type DepthDataLoader struct {
17 | *model.DataConfig
18 | depths []goex.Depth
19 | nextLoadDate time.Time
20 | currTimestamp time.Time
21 | beginTime time.Time
22 | Index int
23 | Progress float64 //已完成
24 | WaitTime time.Duration //预计还需多久
25 | }
26 |
27 | const dataBaseDir = "data"
28 |
29 | func NewDepthDataLoader(config model.DataConfig) *DepthDataLoader {
30 | loader := &DepthDataLoader{
31 | DataConfig: &config,
32 | Index: -1,
33 | nextLoadDate: config.StarTime,
34 | beginTime: time.Now(),
35 | }
36 | loader.loadData(true)
37 | return loader
38 | }
39 |
40 | func (loader *DepthDataLoader) loadData(first bool) {
41 | loader.depths = loader.depths[:0]
42 | loader.Index = -1
43 |
44 | if loader.nextLoadDate.After(loader.EndTime) {
45 | return
46 | }
47 |
48 | now := time.Now()
49 |
50 | fileName := fmt.Sprintf("%s/%s_%s_%s.csv", dataBaseDir, loader.Ex,
51 | loader.Pair.ToLower().ToSymbol(""), loader.nextLoadDate.Format("2006-01-02"))
52 | if loader.UnGzip {
53 | fileName += ".gz"
54 | }
55 |
56 | log.Println("###### begin load the", fileName, "######")
57 |
58 | var (
59 | ioReader io.ReadCloser
60 | )
61 |
62 | if loader.UnGzip {
63 | f, err := os.Open(fileName)
64 | if err != nil {
65 | log.Println(err)
66 | return
67 | }
68 | ioReader, err = gzip.NewReader(f)
69 | if err != nil {
70 | log.Println(err)
71 | return
72 | }
73 | } else {
74 | f, err := os.Open(fileName)
75 | if err != nil {
76 | log.Println(err)
77 | return
78 | }
79 | ioReader = f
80 | }
81 |
82 | csvReader := csv.NewReader(ioReader)
83 | records, err := csvReader.ReadAll()
84 | if err != nil {
85 | log.Println(err)
86 | return
87 | }
88 |
89 | step := loader.Size * 2
90 | recordCount := 0
91 | for _, r := range records {
92 | recordCount++
93 |
94 | dep := goex.Depth{
95 | ContractType: "",
96 | Pair: loader.Pair,
97 | UTime: time.Unix(goex.ToInt64(r[0])/1000, goex.ToInt64(r[0])%1000),
98 | }
99 |
100 | for i := 1; i < step+1; i += 2 {
101 | dep.AskList = append(dep.AskList, goex.DepthRecord{
102 | Price: goex.ToFloat64(r[i]),
103 | Amount: goex.ToFloat64(r[i+1]),
104 | })
105 | }
106 |
107 | for i := step + 1; i < 2*step+1; i += 2 {
108 | dep.BidList = append(dep.BidList, goex.DepthRecord{
109 | Price: goex.ToFloat64(r[i]),
110 | Amount: goex.ToFloat64(r[i+1]),
111 | })
112 | }
113 |
114 | sort.Sort(sort.Reverse(dep.AskList))
115 |
116 | loader.depths = append(loader.depths, dep)
117 | }
118 |
119 | if first {
120 | loader.StarTime = loader.depths[0].UTime
121 | }
122 |
123 | end := time.Now()
124 | log.Println("###### end load the", fileName, ",load record count", recordCount, ",elapsed", end.Sub(now), " ######")
125 |
126 | loader.nextLoadDate = loader.nextLoadDate.AddDate(0, 0, 1)
127 | }
128 |
129 | func (loader *DepthDataLoader) Next() *goex.Depth {
130 | if len(loader.depths)-1 <= loader.Index {
131 | loader.loadData(false)
132 | }
133 | if len(loader.depths) == 0 {
134 | return nil //finished
135 | }
136 | loader.Index++
137 | return &loader.depths[loader.Index]
138 | }
139 |
140 | func (loader *DepthDataLoader) ComputeProgress() {
141 | remain := loader.EndTime.Sub(loader.currTimestamp)
142 | total := loader.EndTime.Sub(loader.StarTime)
143 | now := time.Now()
144 | finished := loader.currTimestamp.Sub(loader.StarTime)
145 | elapsed := now.Sub(loader.beginTime)
146 | loader.WaitTime = (elapsed / finished) * remain
147 | loader.Progress = float64(finished) / float64(total) * 100
148 | }
149 |
--------------------------------------------------------------------------------
/loader/KLineDataLoader.go:
--------------------------------------------------------------------------------
1 | package loader
2 |
3 | import (
4 | "compress/gzip"
5 | "encoding/csv"
6 | "errors"
7 | "fmt"
8 | "github.com/nntaoli-project/goex"
9 | "github.com/nntaoli-project/goex_backtest/model"
10 | "github.com/spf13/cast"
11 | "io"
12 | "log"
13 | "os"
14 | "time"
15 | )
16 |
17 | type KlineDatas struct {
18 | Index int
19 | CurrentDate time.Time
20 | Data []goex.Kline
21 | }
22 |
23 | type KLineDataLoader struct {
24 | model.DataConfig
25 | data map[goex.CurrencyPair]map[goex.KlinePeriod]*KlineDatas
26 | }
27 |
28 | func NewKLineDataLoader(c model.DataConfig) *KLineDataLoader {
29 | loader := &KLineDataLoader{
30 | DataConfig: c,
31 | data: make(map[goex.CurrencyPair]map[goex.KlinePeriod]*KlineDatas, 2),
32 | }
33 | return loader
34 | }
35 |
36 | func (loader *KLineDataLoader) load(pair goex.CurrencyPair, period goex.KlinePeriod) {
37 | if loader.data[pair] == nil {
38 | loader.data[pair] = make(map[goex.KlinePeriod]*KlineDatas, 2)
39 | }
40 |
41 | data := loader.data[pair][period]
42 | if data == nil {
43 | loader.data[pair][period] = new(KlineDatas)
44 | loader.data[pair][period].CurrentDate = loader.StarTime
45 | data = loader.data[pair][period]
46 | }
47 |
48 | if data.CurrentDate.After(loader.EndTime) {
49 | return
50 | }
51 |
52 | dateStr := data.CurrentDate.Format("2006-01-02")
53 | fileName := fmt.Sprintf("%s_kline_%s_%s_%s",
54 | loader.Ex, pair.ToLower().ToSymbol(""), loader.adaptKlinePeriod(period), dateStr)
55 |
56 | if loader.UnGzip {
57 | fileName += ".gz"
58 | } else {
59 | fileName += ".csv"
60 | }
61 |
62 | log.Printf("###### begin load the %s ######", fileName)
63 |
64 | var reader io.Reader
65 |
66 | f, err := os.Open(fmt.Sprintf("data/%s", fileName))
67 | if err != nil {
68 | log.Println("open file error", err)
69 | return
70 | }
71 |
72 | if loader.UnGzip {
73 | r, err := gzip.NewReader(f)
74 | if err != nil {
75 | log.Println("gzip read error", err)
76 | return
77 | }
78 | reader = r
79 | } else {
80 | reader = f
81 | }
82 |
83 | csvReader := csv.NewReader(reader)
84 | records, err := csvReader.ReadAll()
85 | if err != nil {
86 | log.Println(err)
87 | return
88 | }
89 |
90 | for _, line := range records {
91 | kline := goex.Kline{
92 | Pair: pair,
93 | Timestamp: cast.ToInt64(line[0]),
94 | Open: cast.ToFloat64(line[3]),
95 | Close: cast.ToFloat64(line[4]),
96 | High: cast.ToFloat64(line[1]),
97 | Low: cast.ToFloat64(line[2]),
98 | Vol: cast.ToFloat64(line[5]),
99 | }
100 | data.Data = append(data.Data, kline)
101 | }
102 |
103 | log.Printf("###### end load , current size %d ######", len(data.Data))
104 |
105 | data.CurrentDate = data.CurrentDate.AddDate(0, 0, 1)
106 | }
107 |
108 | func (loader *KLineDataLoader) Next(pair goex.CurrencyPair, period goex.KlinePeriod, size int) (klineData []goex.Kline, err error) {
109 | //huobi.pro_kline_btcusdt_1min_2020-10-22.csv
110 | data := loader.data[pair][period]
111 | if data == nil || len(data.Data) < size+data.Index {
112 | loader.load(pair, period)
113 | data = loader.data[pair][period]
114 | if data == nil || len(data.Data) < size+data.Index {
115 | return nil, errors.New("no data")
116 | }
117 | }
118 |
119 | defer func() {
120 | data.Index = data.Index + size
121 | }()
122 |
123 | tmp := data.Data[data.Index : data.Index+size]
124 |
125 | for i := len(tmp) - 1; i >= 0; i-- {
126 | klineData = append(klineData, tmp[i])
127 | }
128 |
129 | return klineData, nil
130 | }
131 |
132 | func (loader *KLineDataLoader) adaptKlinePeriod(period goex.KlinePeriod) string {
133 | switch period {
134 | case goex.KLINE_PERIOD_1DAY:
135 | return "1d"
136 | case goex.KLINE_PERIOD_4H:
137 | return "1h"
138 | case goex.KLINE_PERIOD_1H:
139 | return "1h"
140 | case goex.KLINE_PERIOD_30MIN:
141 | return "30min"
142 | case goex.KLINE_PERIOD_15MIN:
143 | return "15min"
144 | case goex.KLINE_PERIOD_1MIN:
145 | return "1min"
146 | default:
147 | return "1min"
148 | }
149 | }
150 |
--------------------------------------------------------------------------------
/loader/KLineDataLoader_test.go:
--------------------------------------------------------------------------------
1 | package loader
2 |
3 | import (
4 | "github.com/nntaoli-project/goex"
5 | "github.com/nntaoli-project/goex_backtest/model"
6 | "testing"
7 | "time"
8 | )
9 |
10 | func TestKLineDataLoader(t *testing.T) {
11 | loader := NewKLineDataLoader(model.DataConfig{
12 | Ex: "huobi.pro",
13 | StarTime: time.Date(2020, 3, 1, 0, 0, 0, 0, time.Local),
14 | EndTime: time.Date(2020, 3, 3, 0, 0, 0, 0, time.Local),
15 | })
16 |
17 | for {
18 | klineData, err := loader.Next(goex.BTC_USDT, goex.KLINE_PERIOD_1MIN, 10)
19 | if err != nil {
20 | t.Log(err)
21 | return
22 | }
23 | t.Log(klineData)
24 | }
25 | }
26 |
--------------------------------------------------------------------------------
/model/models.go:
--------------------------------------------------------------------------------
1 | package model
2 |
3 | import (
4 | "github.com/nntaoli-project/goex"
5 | "time"
6 | )
7 |
8 | type DataConfig struct {
9 | Ex string
10 | Pair goex.CurrencyPair
11 | StarTime time.Time
12 | EndTime time.Time
13 | Size int //多少档深度数据
14 | UnGzip bool
15 | }
16 |
17 | type ExchangeSimConfig struct {
18 | ExName string
19 | TakerFee float64
20 | MakerFee float64
21 | SupportCurrencyPairs []goex.CurrencyPair
22 | QuoteCurrency goex.Currency //净值币种
23 | Account goex.Account
24 | BackTestStartTime time.Time
25 | BackTestEndTime time.Time
26 | DepthSize int //回测多少档深度
27 | UnGzip bool //是否解压
28 | BackTestData BackTestDataType //回测数据类型
29 | }
30 |
31 | type BackTestDataType int
32 |
33 | const (
34 | BackTestDataType_Depth BackTestDataType = iota + 1
35 | BackTestDataType_KLine
36 | )
37 |
--------------------------------------------------------------------------------
/net_asset.html:
--------------------------------------------------------------------------------
1 |
2 |
3 |
4 |
5 |
6 | 净值
7 |
8 |
9 |
10 |
11 |
12 |
13 |
14 |
18 |
34 |
35 |
39 |
40 |
41 |
--------------------------------------------------------------------------------
/sim/BacktestStatistics.go:
--------------------------------------------------------------------------------
1 | package sim
2 |
3 | import (
4 | "encoding/csv"
5 | "fmt"
6 | "github.com/go-echarts/go-echarts/charts"
7 | "github.com/nntaoli-project/goex"
8 | "log"
9 | "os"
10 | )
11 |
12 | type BacktestStatistics struct {
13 | sims []*ExchangeSim
14 | }
15 |
16 | func NewBacktestStatistics(sims []*ExchangeSim) *BacktestStatistics {
17 | return &BacktestStatistics{
18 | sims: sims,
19 | }
20 | }
21 |
22 | func (s *BacktestStatistics) NetAssetReport() {
23 | lineChart := charts.NewLine()
24 |
25 | lineChart.SetGlobalOptions(
26 | charts.TitleOpts{
27 | Title: "回测",
28 | Subtitle: "https://github.com/nntaoli-project/goex_backtest",
29 | //Top: "20px",
30 | //Left: "400px",
31 | //Bottom: "150px",
32 | },
33 | charts.InitOpts{PageTitle: "净值", Width: "1080px"},
34 | charts.YAxisOpts{SplitLine: charts.SplitLineOpts{Show: true}, Scale: true},
35 | )
36 |
37 | for _, ex := range s.sims {
38 | assetSnapshotFile, err := os.Open(fmt.Sprintf("%s_asset_snapshot.csv", ex.GetExchangeName()))
39 | if err != nil {
40 | log.Printf("[ERROR] not found the %s asset snapshot file ,error=%s", ex.GetExchangeName(), err)
41 | continue
42 | }
43 | csvR := csv.NewReader(assetSnapshotFile)
44 | records, err := csvR.ReadAll()
45 | if err != nil {
46 | log.Printf("[ERROR] read the %s asset snapshot file error=%s", ex.GetExchangeName(), err)
47 | continue
48 | }
49 |
50 | var (
51 | netAsset []float64
52 | xData []int
53 | )
54 | for i, record := range records[1:] {
55 | curNetAsset := goex.ToFloat64(record[len(record)-1])
56 | netAsset = append(netAsset, curNetAsset)
57 | xData = append(xData, i)
58 | }
59 |
60 | lineChart.AddXAxis(xData)
61 | lineChart.AddYAxis("净值", netAsset,
62 | charts.MPNameTypeItem{Name: "最大值", Type: "max"},
63 | charts.MPNameTypeItem{Name: "最小值", Type: "min"},
64 | charts.MPStyleOpts{Label: charts.LabelTextOpts{Show: true}},
65 | )
66 | }
67 |
68 | netAssetF, _ := os.OpenFile("net_asset.html", os.O_CREATE|os.O_RDWR|os.O_TRUNC, 0744)
69 | lineChart.Render(netAssetF)
70 | }
71 |
72 | func (s *BacktestStatistics) OrderReport() {
73 |
74 | }
75 |
76 | func (s *BacktestStatistics) TaLibReport() {
77 |
78 | }
79 |
--------------------------------------------------------------------------------
/sim/ExchangeSim.go:
--------------------------------------------------------------------------------
1 | package sim
2 |
3 | import (
4 | "encoding/csv"
5 | "errors"
6 | "fmt"
7 | "github.com/nntaoli-project/goex"
8 | "github.com/nntaoli-project/goex_backtest/loader"
9 | "github.com/nntaoli-project/goex_backtest/model"
10 | "github.com/nntaoli-project/goex_backtest/util"
11 | "log"
12 | "math"
13 | "os"
14 | "sort"
15 | "strings"
16 | "sync"
17 | "time"
18 | )
19 |
20 | var (
21 | DataFinishedError = errors.New("depth data finished")
22 | InsufficientError = errors.New("insufficient")
23 | CancelOrderFinishedError = errors.New("order finished")
24 | NotFoundOrderError = errors.New("not found order")
25 | AssetSnapshotCsvFileName = "%s_asset_snapshot.csv"
26 | )
27 |
28 | type ExchangeSim struct {
29 | *sync.RWMutex
30 | acc *goex.Account
31 | name string
32 | makerFee float64
33 | takerFee float64
34 | supportCurrencyPairs []goex.CurrencyPair
35 | quoteCurrency goex.Currency
36 | pendingOrders map[string]*goex.Order
37 | finishedOrders map[string]*goex.Order
38 | depthLoader map[goex.CurrencyPair]*loader.DepthDataLoader
39 | klineLoader *loader.KLineDataLoader
40 | currKline goex.Kline
41 | currDepth goex.Depth
42 | idGen *util.IdGen
43 |
44 | sortedCurrencies []goex.Currency
45 |
46 | backTestDataType model.BackTestDataType
47 | }
48 |
49 | func NewExchangeSim(config model.ExchangeSimConfig) *ExchangeSim {
50 | sim := &ExchangeSim{
51 | RWMutex: new(sync.RWMutex),
52 | idGen: util.NewIdGen(config.ExName),
53 | name: config.ExName,
54 | makerFee: config.MakerFee,
55 | takerFee: config.TakerFee,
56 | acc: &config.Account,
57 | supportCurrencyPairs: config.SupportCurrencyPairs,
58 | quoteCurrency: config.QuoteCurrency,
59 | pendingOrders: make(map[string]*goex.Order, 100),
60 | finishedOrders: make(map[string]*goex.Order, 100),
61 | depthLoader: make(map[goex.CurrencyPair]*loader.DepthDataLoader, 1),
62 | klineLoader: loader.NewKLineDataLoader(model.DataConfig{
63 | Ex: config.ExName,
64 | StarTime: config.BackTestStartTime,
65 | EndTime: config.BackTestEndTime,
66 | UnGzip: config.UnGzip,
67 | }),
68 | backTestDataType: config.BackTestData,
69 | }
70 |
71 | for _, pair := range config.SupportCurrencyPairs {
72 | if !pair.CurrencyB.Eq(config.QuoteCurrency) {
73 | panic("the CurrencyPair only one quote currency per backtest")
74 | }
75 | sim.depthLoader[pair] = loader.NewDepthDataLoader(model.DataConfig{
76 | Ex: sim.name,
77 | Pair: pair,
78 | StarTime: config.BackTestStartTime,
79 | EndTime: config.BackTestEndTime,
80 | UnGzip: config.UnGzip,
81 | Size: config.DepthSize,
82 | })
83 | }
84 |
85 | for _, sub := range sim.acc.SubAccounts {
86 | sim.sortedCurrencies = append(sim.sortedCurrencies, sub.Currency)
87 | }
88 |
89 | sort.Slice(sim.sortedCurrencies, func(i, j int) bool {
90 | return strings.Compare(sim.sortedCurrencies[i].Symbol, sim.sortedCurrencies[j].Symbol) > 0
91 | })
92 |
93 | var header []string
94 | for _, c := range sim.sortedCurrencies {
95 | header = append(header, fmt.Sprintf("%s_available", c.Symbol))
96 | header = append(header, fmt.Sprintf("%s_frozen", c.Symbol))
97 | }
98 | header = append(header, "NetAsset")
99 |
100 | csvFile := fmt.Sprintf(AssetSnapshotCsvFileName, sim.name)
101 | f, err := os.OpenFile(csvFile, os.O_CREATE|os.O_RDWR|os.O_TRUNC, 0744)
102 | if err != nil {
103 | panic(err)
104 | }
105 |
106 | csvW := csv.NewWriter(f)
107 | csvW.Write(header)
108 | csvW.Flush()
109 | f.Close()
110 |
111 | return sim
112 | }
113 |
114 | func NewExchangeSimWithTomlConfig(ex string) *ExchangeSim {
115 | c, err := util.LoadTomlConfig(fmt.Sprintf("%s_sim.toml", ex))
116 | if err != nil {
117 | panic("not found toml config")
118 | }
119 | return NewExchangeSim(c)
120 | }
121 |
122 | func (ex *ExchangeSim) fillOrder(isTaker bool, amount, price float64, ord *goex.Order) {
123 | ord.FinishedTime = ex.currDepth.UTime.UnixNano() / int64(time.Millisecond) //set filled time
124 | if ex.backTestDataType == model.BackTestDataType_KLine {
125 | ord.FinishedTime = ex.currKline.Timestamp
126 | }
127 |
128 | dealAmount := 0.0
129 | remain := ord.Amount - ord.DealAmount
130 | if remain > amount {
131 | dealAmount = amount
132 | } else {
133 | dealAmount = remain
134 | }
135 |
136 | ratio := dealAmount / (ord.DealAmount + dealAmount)
137 | ord.AvgPrice = math.Round(ratio*price+(1-ratio)*ord.AvgPrice*100000000) / 100000000
138 |
139 | ord.DealAmount += dealAmount
140 | if ord.Amount == ord.DealAmount {
141 | ord.Status = goex.ORDER_FINISH
142 | } else {
143 | if ord.DealAmount > 0 {
144 | ord.Status = goex.ORDER_PART_FINISH
145 | }
146 | }
147 |
148 | fee := ex.makerFee
149 | if isTaker {
150 | fee = ex.takerFee
151 | }
152 |
153 | tradeFee := 0.0
154 | switch ord.Side {
155 | case goex.SELL:
156 | tradeFee = dealAmount * price * fee
157 | case goex.BUY:
158 | tradeFee = dealAmount * fee
159 | }
160 | tradeFee = math.Floor(tradeFee*100000000) / 100000000
161 |
162 | ord.Fee += tradeFee
163 |
164 | ex.unFrozenAsset(tradeFee, dealAmount, price, *ord)
165 | }
166 |
167 | func (ex *ExchangeSim) matchOrder(ord *goex.Order, isTaker bool) {
168 | switch ex.backTestDataType {
169 | case model.BackTestDataType_Depth:
170 | ex.matchOrderByDepthData(ord, isTaker)
171 | case model.BackTestDataType_KLine:
172 | ex.matchOrderByKlineData(ord, isTaker)
173 | }
174 | }
175 |
176 | func (ex *ExchangeSim) matchOrderByDepthData(ord *goex.Order, isTaker bool) {
177 | switch ord.Side {
178 | case goex.SELL:
179 | for idx := 0; idx < len(ex.currDepth.BidList); idx++ {
180 | bid := ex.currDepth.BidList[idx]
181 | if bid.Price >= ord.Price && bid.Amount > 0 {
182 | ex.fillOrder(isTaker, bid.Amount, bid.Price, ord)
183 | if ord.Status == goex.ORDER_FINISH {
184 | delete(ex.pendingOrders, ord.OrderID2)
185 | ex.finishedOrders[ord.OrderID2] = ord
186 | break
187 | }
188 | } else {
189 | break
190 | }
191 | }
192 | case goex.BUY:
193 | idx := len(ex.currDepth.AskList) - 1
194 | for ; idx >= 0; idx-- {
195 | ask := ex.currDepth.AskList[idx]
196 | if ask.Price <= ord.Price && ask.Amount > 0 {
197 | ex.fillOrder(isTaker, ask.Amount, ask.Price, ord)
198 | if ord.Status == goex.ORDER_FINISH {
199 | delete(ex.pendingOrders, ord.OrderID2)
200 | ex.finishedOrders[ord.OrderID2] = ord
201 | break
202 | }
203 | } else {
204 | break
205 | }
206 | }
207 | }
208 | }
209 |
210 | func (ex *ExchangeSim) matchOrderByKlineData(ord *goex.Order, isTaker bool) {
211 | ex.fillOrder(isTaker, ord.Amount, ord.Price, ord)
212 | }
213 |
214 | func (ex *ExchangeSim) match() {
215 | ex.Lock()
216 | defer ex.Unlock()
217 | for id, _ := range ex.pendingOrders {
218 | ex.matchOrder(ex.pendingOrders[id], false)
219 | }
220 | }
221 |
222 | func (ex *ExchangeSim) LimitBuy(amount, price string, currency goex.CurrencyPair, opt ...goex.LimitOrderOptionalParameter) (*goex.Order, error) {
223 | ex.Lock()
224 | defer ex.Unlock()
225 |
226 | ord := goex.Order{
227 | Price: goex.ToFloat64(price),
228 | Amount: goex.ToFloat64(amount),
229 | OrderID2: ex.idGen.Get(),
230 | OrderTime: int(ex.currDepth.UTime.UnixNano() / int64(time.Millisecond)),
231 | Status: goex.ORDER_UNFINISH,
232 | Currency: currency,
233 | Side: goex.BUY,
234 | Type: "limit",
235 | }
236 | //ord.Cid = ord.OrderID2
237 |
238 | if ex.backTestDataType == model.BackTestDataType_KLine {
239 | ord.OrderTime = int(ex.currKline.Timestamp)
240 | }
241 |
242 | err := ex.frozenAsset(ord)
243 | if err != nil {
244 | return nil, err
245 | }
246 |
247 | ex.pendingOrders[ord.OrderID2] = &ord
248 |
249 | ex.matchOrder(&ord, true)
250 |
251 | var result goex.Order
252 | util.DeepCopyStruct(ord, &result)
253 | return &result, nil
254 | }
255 |
256 | func (ex *ExchangeSim) LimitSell(amount, price string, currency goex.CurrencyPair, opt ...goex.LimitOrderOptionalParameter) (*goex.Order, error) {
257 | ex.Lock()
258 | defer ex.Unlock()
259 |
260 | ord := goex.Order{
261 | Price: goex.ToFloat64(price),
262 | Amount: goex.ToFloat64(amount),
263 | OrderID2: ex.idGen.Get(),
264 | OrderTime: int(ex.currDepth.UTime.UnixNano() / int64(time.Millisecond)),
265 | Status: goex.ORDER_UNFINISH,
266 | Currency: currency,
267 | Side: goex.SELL,
268 | Type: "limit",
269 | }
270 |
271 | if ex.backTestDataType == model.BackTestDataType_KLine {
272 | ord.OrderTime = int(ex.currKline.Timestamp)
273 | }
274 | //ord.Cid = ord.OrderID2
275 |
276 | err := ex.frozenAsset(ord)
277 | if err != nil {
278 | return nil, err
279 | }
280 |
281 | ex.pendingOrders[ord.OrderID2] = &ord
282 |
283 | ex.matchOrder(&ord, true)
284 |
285 | var result goex.Order
286 | util.DeepCopyStruct(ord, &result)
287 |
288 | return &result, nil
289 | }
290 |
291 | func (ex *ExchangeSim) MarketBuy(amount, price string, currency goex.CurrencyPair) (*goex.Order, error) {
292 | panic("not support")
293 | }
294 |
295 | func (ex *ExchangeSim) MarketSell(amount, price string, currency goex.CurrencyPair) (*goex.Order, error) {
296 | panic("not support")
297 | }
298 |
299 | func (ex *ExchangeSim) CancelOrder(orderId string, currency goex.CurrencyPair) (bool, error) {
300 | ex.Lock()
301 | defer ex.Unlock()
302 |
303 | ord := ex.finishedOrders[orderId]
304 | if ord != nil {
305 | return false, CancelOrderFinishedError
306 | }
307 |
308 | ord = ex.pendingOrders[orderId]
309 | if ord == nil {
310 | return false, NotFoundOrderError
311 | }
312 |
313 | delete(ex.pendingOrders, ord.OrderID2)
314 |
315 | ord.Status = goex.ORDER_CANCEL
316 | ex.finishedOrders[ord.OrderID2] = ord
317 |
318 | ex.unFrozenAsset(0, 0, 0, *ord)
319 |
320 | return true, nil
321 | }
322 |
323 | func (ex *ExchangeSim) GetOneOrder(orderId string, currency goex.CurrencyPair) (*goex.Order, error) {
324 | ex.RLock()
325 | defer ex.RUnlock()
326 |
327 | ord := ex.finishedOrders[orderId]
328 | if ord == nil {
329 | ord = ex.pendingOrders[orderId]
330 | }
331 |
332 | if ord != nil {
333 | // deep copy
334 | var result goex.Order
335 | util.DeepCopyStruct(ord, &result)
336 |
337 | return &result, nil
338 | }
339 |
340 | return nil, NotFoundOrderError
341 | }
342 |
343 | func (ex *ExchangeSim) GetUnfinishOrders(currency goex.CurrencyPair) ([]goex.Order, error) {
344 | ex.RLock()
345 | defer ex.RUnlock()
346 |
347 | var unfinishedOrders []goex.Order
348 | for _, ord := range ex.pendingOrders {
349 | unfinishedOrders = append(unfinishedOrders, *ord)
350 | }
351 |
352 | return unfinishedOrders, nil
353 | }
354 |
355 | func (ex *ExchangeSim) GetOrderHistorys(currency goex.CurrencyPair, opt ...goex.OptionalParameter) ([]goex.Order, error) {
356 | ex.RLock()
357 | defer ex.RUnlock()
358 |
359 | var orders []goex.Order
360 | for _, ord := range ex.finishedOrders {
361 | if ord.Currency.Eq(currency) {
362 | orders = append(orders, *ord)
363 | }
364 | }
365 | return orders, nil
366 | }
367 |
368 | func (ex *ExchangeSim) GetAccount() (*goex.Account, error) {
369 | ex.RLock()
370 | defer ex.RUnlock()
371 |
372 | var account goex.Account
373 | account.SubAccounts = make(map[goex.Currency]goex.SubAccount, 2)
374 | for _, sub := range ex.acc.SubAccounts {
375 | account.SubAccounts[sub.Currency] = goex.SubAccount{
376 | Currency: sub.Currency,
377 | Amount: sub.Amount,
378 | ForzenAmount: sub.ForzenAmount,
379 | }
380 | }
381 |
382 | return &account, nil
383 | }
384 |
385 | func (ex *ExchangeSim) GetTicker(currency goex.CurrencyPair) (*goex.Ticker, error) {
386 | ask := ex.currDepth.AskList[len(ex.currDepth.AskList)-1].Price
387 | bid := ex.currDepth.BidList[0].Price
388 | return &goex.Ticker{
389 | Pair: currency,
390 | Last: (ask + bid) / 2,
391 | Sell: ask,
392 | Buy: bid,
393 | }, nil
394 | }
395 |
396 | func (ex *ExchangeSim) GetDepth(size int, currency goex.CurrencyPair) (*goex.Depth, error) {
397 | depth := ex.depthLoader[currency].Next()
398 | if depth == nil {
399 | return nil, DataFinishedError
400 | }
401 | ex.currDepth = *depth
402 | ex.match()
403 | return depth, nil
404 | }
405 |
406 | func (ex *ExchangeSim) GetKlineRecords(currency goex.CurrencyPair, period goex.KlinePeriod, size int, opt ...goex.OptionalParameter) ([]goex.Kline, error) {
407 | data, err := ex.klineLoader.Next(currency, period, size)
408 | if err != nil {
409 | return nil, err
410 | }
411 | ex.currKline = data[0]
412 | ex.match()
413 | return data, err
414 | }
415 |
416 | func (ex *ExchangeSim) GetTrades(currencyPair goex.CurrencyPair, since int64) ([]goex.Trade, error) {
417 | panic("not support")
418 | }
419 |
420 | func (ex *ExchangeSim) GetExchangeName() string {
421 | return ex.name
422 | }
423 |
424 | //冻结
425 | func (ex *ExchangeSim) frozenAsset(order goex.Order) error {
426 |
427 | switch order.Side {
428 | case goex.SELL:
429 | avaAmount := ex.acc.SubAccounts[order.Currency.CurrencyA].Amount
430 | if avaAmount < order.Amount {
431 | return InsufficientError
432 | }
433 | ex.acc.SubAccounts[order.Currency.CurrencyA] = goex.SubAccount{
434 | Currency: order.Currency.CurrencyA,
435 | Amount: avaAmount - order.Amount,
436 | ForzenAmount: ex.acc.SubAccounts[order.Currency.CurrencyA].ForzenAmount + order.Amount,
437 | LoanAmount: 0,
438 | }
439 | case goex.BUY:
440 | avaAmount := ex.acc.SubAccounts[order.Currency.CurrencyB].Amount
441 | need := order.Amount * order.Price
442 | if avaAmount < need {
443 | return InsufficientError
444 | }
445 | ex.acc.SubAccounts[order.Currency.CurrencyB] = goex.SubAccount{
446 | Currency: order.Currency.CurrencyB,
447 | Amount: avaAmount - need,
448 | ForzenAmount: ex.acc.SubAccounts[order.Currency.CurrencyB].ForzenAmount + need,
449 | LoanAmount: 0,
450 | }
451 | }
452 |
453 | return nil
454 | }
455 |
456 | //解冻
457 | func (ex *ExchangeSim) unFrozenAsset(fee, matchAmount, matchPrice float64, order goex.Order) {
458 | assetA := ex.acc.SubAccounts[order.Currency.CurrencyA]
459 | assetB := ex.acc.SubAccounts[order.Currency.CurrencyB]
460 |
461 | switch order.Side {
462 | case goex.SELL:
463 | if order.Status == goex.ORDER_CANCEL {
464 | ex.acc.SubAccounts[assetA.Currency] = goex.SubAccount{
465 | Currency: assetA.Currency,
466 | Amount: assetA.Amount + order.Amount - order.DealAmount,
467 | ForzenAmount: assetA.ForzenAmount - (order.Amount - order.DealAmount),
468 | LoanAmount: 0,
469 | }
470 | } else {
471 | ex.acc.SubAccounts[assetA.Currency] = goex.SubAccount{
472 | Currency: assetA.Currency,
473 | Amount: assetA.Amount,
474 | ForzenAmount: assetA.ForzenAmount - matchAmount,
475 | LoanAmount: 0,
476 | }
477 | ex.acc.SubAccounts[assetB.Currency] = goex.SubAccount{
478 | Currency: assetB.Currency,
479 | Amount: assetB.Amount + matchAmount*matchPrice - fee,
480 | ForzenAmount: assetB.ForzenAmount,
481 | }
482 | }
483 |
484 | case goex.BUY:
485 | if order.Status == goex.ORDER_CANCEL {
486 | unFrozen := (order.Amount - order.DealAmount) * order.Price
487 | ex.acc.SubAccounts[assetB.Currency] = goex.SubAccount{
488 | Currency: assetB.Currency,
489 | Amount: assetB.Amount + unFrozen,
490 | ForzenAmount: assetB.ForzenAmount - unFrozen,
491 | }
492 | } else {
493 | ex.acc.SubAccounts[assetA.Currency] = goex.SubAccount{
494 | Currency: assetA.Currency,
495 | Amount: assetA.Amount + matchAmount - fee,
496 | ForzenAmount: assetA.ForzenAmount,
497 | LoanAmount: 0,
498 | }
499 | ex.acc.SubAccounts[assetB.Currency] = goex.SubAccount{
500 | Currency: assetB.Currency,
501 | Amount: assetB.Amount + matchAmount*(order.Price-matchPrice),
502 | ForzenAmount: assetB.ForzenAmount - matchAmount*order.Price,
503 | }
504 | }
505 | }
506 | }
507 |
508 | func (ex *ExchangeSim) AssetSnapshot() {
509 | csvFile := fmt.Sprintf(AssetSnapshotCsvFileName, ex.name)
510 | f, err := os.OpenFile(csvFile, os.O_CREATE|os.O_RDWR|os.O_APPEND, 0744)
511 | if err != nil {
512 | panic(err)
513 | }
514 |
515 | defer func() {
516 | err := f.Close()
517 | if err != nil {
518 | log.Println("close file error=", err)
519 | }
520 | }()
521 |
522 | csvW := csv.NewWriter(f)
523 |
524 | var (
525 | data []string
526 | )
527 |
528 | netAsset := 0.0
529 | for _, currency := range ex.sortedCurrencies {
530 | sub := ex.acc.SubAccounts[currency]
531 | data = append(data, goex.FloatToString(sub.Amount, 10))
532 | data = append(data, goex.FloatToString(sub.ForzenAmount, 10))
533 | if currency.Eq(ex.quoteCurrency) {
534 | netAsset += sub.Amount + sub.ForzenAmount
535 | } else {
536 | pair := goex.NewCurrencyPair(currency, ex.quoteCurrency)
537 | if ex.backTestDataType == model.BackTestDataType_KLine {
538 | netAsset += (sub.Amount + sub.ForzenAmount) * ex.currKline.Close
539 | } else {
540 | ticker, err := ex.GetTicker(pair)
541 | if err != nil {
542 | log.Println("[ERROR] GetTicker CurrencyPair=", pair.ToSymbol(""), ",error=", err)
543 | continue
544 | }
545 | netAsset += (sub.Amount + sub.ForzenAmount) * ticker.Buy
546 | }
547 | }
548 | }
549 | data = append(data, goex.FloatToString(netAsset, 10))
550 |
551 | csvW.Write(data)
552 | csvW.Flush()
553 | }
554 |
--------------------------------------------------------------------------------
/sim/ExchangeSim_test.go:
--------------------------------------------------------------------------------
1 | package sim
2 |
3 | import (
4 | "fmt"
5 | "github.com/nntaoli-project/goex"
6 | "github.com/nntaoli-project/goex_backtest/model"
7 | "github.com/stretchr/testify/assert"
8 | "math"
9 | "testing"
10 | "time"
11 | )
12 |
13 | var sim = NewExchangeSim(model.ExchangeSimConfig{
14 | ExName: goex.BINANCE,
15 | TakerFee: 0.0002,
16 | MakerFee: -0.0001,
17 | QuoteCurrency: goex.USDT,
18 | SupportCurrencyPairs: []goex.CurrencyPair{goex.BTC_USDT},
19 | Account: goex.Account{
20 | SubAccounts: map[goex.Currency]goex.SubAccount{
21 | goex.BTC: goex.SubAccount{
22 | Currency: goex.BTC,
23 | Amount: 1,
24 | },
25 | goex.USDT: goex.SubAccount{
26 | Currency: goex.USDT,
27 | Amount: 100000,
28 | },
29 | },
30 | },
31 | BackTestStartTime: time.Date(2020, 03, 12, 0, 0, 0, 0, time.Local),
32 | BackTestEndTime: time.Date(2020, 03, 12, 0, 0, 0, 0, time.Local),
33 | UnGzip: false,
34 | })
35 |
36 | func TestExchangeSim_GetAccount(t *testing.T) {
37 | acc, _ := sim.GetAccount()
38 | assert.Equal(t, 1.0, acc.SubAccounts[goex.BTC].Amount)
39 | assert.Equal(t, 100000.0, acc.SubAccounts[goex.USDT].Amount)
40 | }
41 |
42 | func TestExchangeSim_GetDepth(t *testing.T) {
43 | t.Log(sim.GetDepth(5, goex.BTC_USDT)) //回测size参数不起作用的
44 | }
45 |
46 | func TestExchangeSim_LimitBuy(t *testing.T) {
47 | ord, _ := sim.LimitBuy("0.1", "7000", goex.BTC_USDT)
48 | t.Log(ord)
49 | acc, _ := sim.GetAccount()
50 | t.Log(acc)
51 | assert.Equal(t, 700.0, acc.SubAccounts[goex.USDT].ForzenAmount)
52 | }
53 |
54 | func TestExchangeSim_LimitSell(t *testing.T) {
55 | ord, _ := sim.LimitSell("0.1", "8000", goex.BTC_USDT)
56 | t.Log(ord)
57 | acc, _ := sim.GetAccount()
58 | t.Log(acc)
59 | assert.Equal(t, 0.1, acc.SubAccounts[goex.BTC].ForzenAmount)
60 | }
61 |
62 | func TestExchangeSim_LimitSell2(t *testing.T) {
63 | dep, _ := sim.GetDepth(5, goex.BTC_USDT)
64 | bidPrice := dep.BidList[0].Price
65 | ord, _ := sim.LimitSell("0.01", fmt.Sprint(bidPrice), goex.BTC_USDT)
66 | t.Log(ord)
67 | acc, _ := sim.GetAccount()
68 | expectedUsdt := 100000 + bidPrice*0.01 - sim.takerFee*bidPrice*0.01
69 | expectedBtc := 0.99
70 | assert.Equal(t, expectedBtc, acc.SubAccounts[goex.BTC].Amount)
71 | assert.Equal(t, expectedUsdt, acc.SubAccounts[goex.USDT].Amount)
72 | }
73 |
74 | func TestExchangeSim_CancelOrder(t *testing.T) {
75 | dep, _ := sim.GetDepth(5, goex.BTC_USDT)
76 | bid := dep.BidList[0]
77 | t.Log(bid)
78 |
79 | ord, _ := sim.LimitSell(fmt.Sprint(bid.Amount+0.01), fmt.Sprint(bid.Price), goex.BTC_USDT)
80 | t.Log(ord)
81 | assert.Equal(t, goex.ORDER_PART_FINISH, ord.Status)
82 |
83 | acc, _ := sim.GetAccount()
84 | expectedFrozenAmount := 0.01
85 | actualFrozenAmount := math.Round(acc.SubAccounts[goex.BTC].ForzenAmount*10000) / 10000
86 | assert.Equal(t, expectedFrozenAmount, actualFrozenAmount)
87 |
88 | expectedUsdt := math.Round((100000+bid.Price*bid.Amount-bid.Price*bid.Amount*sim.takerFee)*10000) / 10000
89 | actualUsdt := math.Round(acc.SubAccounts[goex.USDT].Amount*10000) / 10000
90 | assert.Equal(t, expectedUsdt, actualUsdt)
91 |
92 | t.Log(acc)
93 |
94 | _, err := sim.CancelOrder(ord.OrderID2, goex.BTC_USDT)
95 | assert.Equal(t, nil, err)
96 |
97 | ord, _ = sim.GetOneOrder(ord.OrderID2, goex.BTC_USDT)
98 | assert.Equal(t, goex.ORDER_CANCEL, ord.Status)
99 |
100 | acc, _ = sim.GetAccount()
101 | t.Log(acc)
102 | assert.Equal(t, 0.0, acc.SubAccounts[goex.BTC].ForzenAmount)
103 |
104 | expectedBtc := 1.0 - bid.Amount
105 | assert.Equal(t, expectedBtc, acc.SubAccounts[goex.BTC].Amount)
106 | }
107 |
--------------------------------------------------------------------------------
/strategies/DoubleMovingStrategy.go:
--------------------------------------------------------------------------------
1 | package strategies
2 |
3 | import (
4 | "context"
5 | "fmt"
6 | "github.com/markcheno/go-talib"
7 | "github.com/nntaoli-project/goex"
8 | "github.com/nntaoli-project/goex_backtest/sim"
9 | "github.com/nntaoli-project/goex_talib"
10 | "log"
11 | )
12 |
13 | type DoubleMovingStrategy struct {
14 | api goex.API
15 | pair goex.CurrencyPair
16 | period goex.KlinePeriod
17 | long int
18 | short int
19 |
20 | holdOder *goex.Order
21 | }
22 |
23 | func NewDoubleMovingStrategy(api goex.API,
24 | period goex.KlinePeriod,
25 | long, short int,
26 | pair goex.CurrencyPair) *DoubleMovingStrategy {
27 | return &DoubleMovingStrategy{
28 | api: api,
29 | pair: pair,
30 | period: period,
31 | long: long,
32 | short: short,
33 | }
34 | }
35 |
36 | func (s *DoubleMovingStrategy) Main(ctx context.Context) {
37 | api := s.api.(*sim.ExchangeSim)
38 | for {
39 | select {
40 | case <-ctx.Done():
41 | return
42 | default:
43 | klineData, err := s.api.GetKlineRecords(s.pair, s.period, s.long)
44 | if err != nil {
45 | return
46 | }
47 | longValue := goex_talib.Ma(klineData, s.long, talib.EMA, goex_talib.InClose)
48 | shortValue := goex_talib.Ma(klineData, s.short, talib.EMA, goex_talib.InClose)
49 | if shortValue[len(shortValue)-1] > longValue[len(longValue)-1] {
50 | if s.holdOder == nil {
51 | s.holdOder, _ = api.LimitBuy("0.4", fmt.Sprint(klineData[0].Close), s.pair)
52 | api.AssetSnapshot()
53 | log.Printf("[开仓] 短期均线上穿长期均线,短期%d均线值:%f,长期%d均线值:%f,开仓价:%f", s.short, shortValue[len(shortValue)-1], s.long, longValue[len(longValue)-1], s.holdOder.Price)
54 | }
55 | } else {
56 | if s.holdOder != nil {
57 | ord, _ := api.LimitSell(fmt.Sprint(s.holdOder.Amount), fmt.Sprint(klineData[0].Close), s.pair)
58 | api.AssetSnapshot()
59 | log.Printf("[平仓] 短期均线下穿长期均线,短期%d均线值:%f,长期%d均线值:%f,平仓价:%f", s.short, shortValue[len(shortValue)-1], s.long, longValue[len(longValue)-1], ord.Price)
60 | s.holdOder = nil
61 | }
62 | }
63 | }
64 | }
65 | }
66 |
--------------------------------------------------------------------------------
/strategies/SampleStrategy.go:
--------------------------------------------------------------------------------
1 | package strategies
2 |
3 | import (
4 | "context"
5 | "fmt"
6 | "github.com/nntaoli-project/goex"
7 | "log"
8 | )
9 |
10 | type SampleStragtegy struct {
11 | api goex.API
12 | }
13 |
14 | func NewSampleStrategy(api goex.API) *SampleStragtegy {
15 | return &SampleStragtegy{api: api}
16 | }
17 |
18 | func (s *SampleStragtegy) Main(ctx context.Context) {
19 | var (
20 | buyOrd *goex.Order
21 | ord *goex.Order
22 | amount = 0.01
23 | sellCount = 0
24 | buyCount = 0
25 | sellOffset = 0.2
26 | buyOffset = 0.2
27 | )
28 |
29 | defer func() {
30 | log.Println("=========== 买:", buyCount, "==========")
31 | log.Println("=========== 卖:", sellCount, "==========")
32 | }()
33 |
34 | for {
35 | select {
36 | case <-ctx.Done():
37 | return
38 | default:
39 | dep, err := s.api.GetDepth(1, goex.BTC_USDT)
40 | if err != nil && err.Error() == "depth data finished" {
41 | log.Println("========== finished ==========")
42 | return
43 | }
44 |
45 | askItem := dep.AskList[len(dep.AskList)-1]
46 | bidItem := dep.BidList[0]
47 | if askItem.Price <= 0 || askItem.Amount <= 0 || bidItem.Price <= 0 || bidItem.Amount <= 0 {
48 | // log.Println(dep)
49 | continue
50 | }
51 |
52 | acc, _ := s.api.GetAccount()
53 | btcAcc := acc.SubAccounts[goex.BTC]
54 | usdtAcc := acc.SubAccounts[goex.USDT]
55 |
56 | if ord == nil {
57 | if btcAcc.Amount < amount {
58 | goto buy
59 | }
60 |
61 | ord, err = s.api.LimitSell(fmt.Sprint(amount), fmt.Sprint(dep.AskList[len(dep.AskList)-1].Price), goex.BTC_USDT)
62 | if err != nil {
63 | log.Println("[ERROR] ", err)
64 | } else {
65 | log.Println(ord)
66 | }
67 | } else {
68 | _ord, err := s.api.GetOneOrder(ord.OrderID2, ord.Currency)
69 | if err != nil {
70 | panic(err)
71 | }
72 | ord = _ord
73 | }
74 |
75 | if ord != nil && ord.Status == goex.ORDER_FINISH {
76 | log.Println(ord)
77 | sellCount++
78 | ord = nil //reset
79 | } else if ord != nil {
80 | offset := (ord.Price - dep.BidList[0].Price) / ord.Price * 100
81 | if offset >= sellOffset {
82 | _, err := s.api.CancelOrder(ord.OrderID2, goex.BTC_USDT)
83 | if err != nil {
84 | log.Println("[ERROR] cancel error=", err)
85 | log.Println(s.api.GetOneOrder(ord.OrderID2, goex.BTC_USDT))
86 | }
87 | ord = nil
88 | }
89 | }
90 |
91 | buy:
92 | if buyOrd == nil {
93 | if usdtAcc.Amount < dep.BidList[0].Price*amount {
94 | goto end
95 | }
96 |
97 | buyOrd, err = s.api.LimitBuy(fmt.Sprint(amount), fmt.Sprintf("%.2f", dep.BidList[0].Price), goex.BTC_USDT)
98 | if err != nil {
99 | log.Println("[ERROR] ", err)
100 | } else {
101 | log.Println(buyOrd)
102 | }
103 | } else {
104 | _ord, err := s.api.GetOneOrder(buyOrd.OrderID2, buyOrd.Currency)
105 | if err != nil {
106 | panic(err)
107 | }
108 | buyOrd = _ord
109 | }
110 |
111 | if buyOrd != nil && buyOrd.Status == goex.ORDER_FINISH {
112 | log.Println(buyOrd)
113 | buyCount++
114 | buyOrd = nil
115 | } else if buyOrd != nil {
116 | offset := (dep.AskList[len(dep.AskList)-1].Price - buyOrd.Price) / buyOrd.Price * 100
117 | if offset >= buyOffset {
118 | log.Println("[cancel] ", buyOrd.OrderID2)
119 | _, err := s.api.CancelOrder(buyOrd.OrderID2, goex.BTC_USDT)
120 | if err != nil {
121 | log.Println("[ERROR] cancel error=", err)
122 | log.Println(s.api.GetOneOrder(buyOrd.OrderID2, goex.BTC_USDT))
123 | }
124 | buyOrd = nil
125 | }
126 | }
127 |
128 | end:
129 | }
130 | }
131 | }
132 |
--------------------------------------------------------------------------------
/util/id_generate.go:
--------------------------------------------------------------------------------
1 | package util
2 |
3 | import (
4 | "fmt"
5 | "sync"
6 | "time"
7 | )
8 |
9 | type IdGen struct {
10 | Prefix string
11 | Id int64
12 | *sync.Mutex
13 | }
14 |
15 | func NewIdGen(prefix string) *IdGen {
16 | date := time.Now().Format("2006-01-02")
17 | return &IdGen{
18 | Mutex: new(sync.Mutex),
19 | Prefix: fmt.Sprintf("%s.%s", prefix, date),
20 | Id: 0,
21 | }
22 | }
23 |
24 | func (gen *IdGen) Get() string {
25 | gen.Lock()
26 | defer gen.Unlock()
27 | gen.Id++
28 | return fmt.Sprintf("%s.%d", gen.Prefix, gen.Id)
29 | }
30 |
--------------------------------------------------------------------------------
/util/id_generate_test.go:
--------------------------------------------------------------------------------
1 | package util
2 |
3 | import "testing"
4 |
5 | func BenchmarkIdGen_Get(b *testing.B) {
6 | idGen := NewIdGen("okex")
7 | for i := 0; i < b.N; i++ {
8 | b.Log(idGen.Get())
9 | }
10 | }
11 |
--------------------------------------------------------------------------------
/util/utils.go:
--------------------------------------------------------------------------------
1 | package util
2 |
3 | import (
4 | "encoding/json"
5 | "github.com/BurntSushi/toml"
6 | "github.com/nntaoli-project/goex"
7 | "github.com/nntaoli-project/goex_backtest/model"
8 | "time"
9 | )
10 |
11 | func DeepCopyStruct(source, target interface{}) {
12 | data, _ := json.Marshal(source)
13 | json.Unmarshal(data, target)
14 | }
15 |
16 | func LoadTomlConfig(tomlFile string) (model.ExchangeSimConfig, error) {
17 | var (
18 | simConfig model.ExchangeSimConfig
19 | tomlConfig struct {
20 | ExName string
21 | TakerFee float64
22 | MakerFee float64
23 | SupportCurrencyPairs []string
24 | QuoteCurrency goex.Currency `toml:"quote_currency"` //净值币种
25 | Account map[string]float64 `toml:"accounts"`
26 | BackTestStartTime time.Time
27 | BackTestEndTime time.Time
28 | DepthSize int //回测多少档深度
29 | UnGzip bool //是否解压
30 | BackTestDataType model.BackTestDataType
31 | }
32 | )
33 |
34 | _, err := toml.DecodeFile(tomlFile, &tomlConfig)
35 | if err != nil {
36 | return simConfig, err
37 | }
38 |
39 | simConfig.ExName = tomlConfig.ExName
40 | simConfig.QuoteCurrency = tomlConfig.QuoteCurrency
41 | simConfig.TakerFee = tomlConfig.TakerFee
42 | simConfig.MakerFee = tomlConfig.MakerFee
43 | simConfig.DepthSize = tomlConfig.DepthSize
44 | simConfig.UnGzip = tomlConfig.UnGzip
45 | simConfig.BackTestEndTime = tomlConfig.BackTestEndTime
46 | simConfig.BackTestStartTime = tomlConfig.BackTestStartTime
47 | simConfig.BackTestData = tomlConfig.BackTestDataType
48 |
49 | for _, pair := range tomlConfig.SupportCurrencyPairs {
50 | simConfig.SupportCurrencyPairs = append(simConfig.SupportCurrencyPairs, goex.NewCurrencyPair2(pair))
51 | }
52 |
53 | simConfig.Account.SubAccounts = make(map[goex.Currency]goex.SubAccount, 1)
54 | for c, v := range tomlConfig.Account {
55 | currency := goex.NewCurrency(c, "")
56 | simConfig.Account.SubAccounts[currency] = goex.SubAccount{
57 | Currency: currency,
58 | Amount: v,
59 | }
60 | }
61 |
62 | return simConfig, err
63 | }
64 |
--------------------------------------------------------------------------------
/util/utils_test.go:
--------------------------------------------------------------------------------
1 | package util
2 |
3 | import (
4 | "testing"
5 | )
6 |
7 | func TestLoadTomlConfig(t *testing.T) {
8 | t.Log(LoadTomlConfig("binance.com_sim.toml"))
9 | }
10 |
--------------------------------------------------------------------------------