在JavaScript中将报价数据转换为1分钟OHLC(打开,高,低,关闭)?

时间:2018-08-11 19:27:48

标签: javascript trading

类似于create an OHLC data from Date, time, price using Javascript,人们如何接受将基本交易数据转换为OHLC(或开盘价,最高价,最低价,收盘价)并将其应用于生成1分钟OHLC的理论?除此之外,我还无法通过提供的代码将纪元时间戳适应ISODate。

var data = [{
    "tid": 283945,
    "date": 2018-08-02T04:24:53Z,
    "amount": "0.08180000",
    "price": "501.30"
}, {
    "tid": 283947,
    "date": 2018-08-02T04:24:53Z,
    "amount": "0.06110000",
    "price": "490.66"
},
...
];

function convertToOHLC(data) {
    // What goes here?
}
convertToOHLC(data);

以下是先前代码的小提琴:https://jsfiddle.net/5dfjhnLw/

1 个答案:

答案 0 :(得分:0)

我创建了一个示例,根据您的要求如何将数据转换为ohlc:

TypeError                                 Traceback (most recent call last)
<ipython-input-34-2b1cccfa091b> in <module>()
      1 model.compile(optimizer=tf.train.AdamOptimizer(), 
      2               loss=myloss,
----> 3               metrics=['accuracy'])

/Library/Frameworks/Python.framework/Versions/3.6/lib/python3.6/site-packages/tensorflow/python/keras/engine/training.py in compile(self, optimizer, loss, metrics, loss_weights, sample_weight_mode, weighted_metrics, target_tensors, **kwargs)
    172             `optimizer`, `loss`, `metrics` or `sample_weight_mode`.
    173     """
--> 174     loss = loss or {}
    175     if context.executing_eagerly() and not isinstance(
    176         optimizer, (tf_optimizer_module.Optimizer, optimizers.TFOptimizer)):

/Library/Frameworks/Python.framework/Versions/3.6/lib/python3.6/site-packages/tensorflow/python/framework/ops.py in __bool__(self)
    663       `TypeError`.
    664     """

--> 665     raise TypeError("Using a `tf.Tensor` as a Python `bool` is not allowed. "
    666                     "Use `if t is not None:` instead of `if t:` to test if a "
    667                     "tensor is defined, and use TensorFlow ops such as "

TypeError: Using a `tf.Tensor` as a Python `bool` is not allowed. Use `if t is not None:` instead of `if t:` to test if a tensor is defined, and use TensorFlow ops such as tf.cond to execute subgraphs conditioned on the value of a tensor.

实时演示:https://jsfiddle.net/BlackLabel/qwvrgy93/