BollingerBands on Binance

时间:2019-03-11 11:39:52

标签: php python finance binance

我用PHP编写了布林带乐队,但与Binance交易所有一些重要区别。 在python中,我进行了测试,并且获得了与Binance类似的值,尽管它们并不相同。 我需要的是能够检测PHP算法中的错误,有人可以帮我吗?

PYTHON:

upper, middle, lower = ta.BBANDS(x,20,2,2,MA_Type.TEMA)

结果:

[       nan        nan        nan        nan        nan        nan
        nan        nan        nan        nan        nan        nan
        nan        nan        nan        nan        nan        nan
        nan        nan        nan        nan        nan        nan
        nan        nan        nan        nan        nan        nan
        nan        nan        nan        nan        nan        nan
        nan        nan        nan        nan        nan        nan
        nan        nan        nan        nan        nan        nan
        nan        nan        nan        nan        nan        nan
        nan        nan        nan 0.00008001 0.00008    0.00007998
 0.00007999 0.00007998 0.00007997 0.00007996 0.00007993 0.00007992
 0.00007991 0.00007996 0.00007996 0.00007998 0.00008    0.00008005
 0.00008004 0.00008005 0.00008003 0.00008002 0.00008002 0.00007999
 0.00007995 0.0000799  0.00007989 0.00007987 0.00007987 0.00007988
 0.00007986 0.00007986 0.00007986 0.00007984 0.00007985 0.00007984
 0.00007996 0.0000804  0.00008063 0.00008071 0.0000807  0.00008068]
[       nan        nan        nan        nan        nan        nan
        nan        nan        nan        nan        nan        nan
        nan        nan        nan        nan        nan        nan
        nan        nan        nan        nan        nan        nan
        nan        nan        nan        nan        nan        nan
        nan        nan        nan        nan        nan        nan
        nan        nan        nan        nan        nan        nan
        nan        nan        nan        nan        nan        nan
        nan        nan        nan        nan        nan        nan
        nan        nan        nan 0.00007961 0.00007958 0.00007954
 0.00007956 0.0000796  0.00007964 0.00007968 0.00007967 0.00007966
 0.00007967 0.00007972 0.00007973 0.00007975 0.00007977 0.00007981
 0.0000798  0.00007981 0.00007979 0.00007979 0.00007979 0.0000798
 0.00007979 0.00007977 0.00007976 0.00007973 0.00007973 0.00007974
 0.00007973 0.00007974 0.00007974 0.00007972 0.00007973 0.00007973
 0.0000798  0.00008001 0.00008014 0.0000802  0.00008019 0.00008016]
[       nan        nan        nan        nan        nan        nan
        nan        nan        nan        nan        nan        nan
        nan        nan        nan        nan        nan        nan
        nan        nan        nan        nan        nan        nan
        nan        nan        nan        nan        nan        nan
        nan        nan        nan        nan        nan        nan
        nan        nan        nan        nan        nan        nan
        nan        nan        nan        nan        nan        nan
        nan        nan        nan        nan        nan        nan
        nan        nan        nan 0.00007921 0.00007915 0.0000791
 0.00007914 0.00007923 0.00007932 0.00007941 0.0000794  0.0000794
 0.00007943 0.00007948 0.0000795  0.00007953 0.00007954 0.00007957
 0.00007956 0.00007957 0.00007955 0.00007955 0.00007955 0.00007962
 0.00007962 0.00007964 0.00007962 0.00007958 0.00007959 0.0000796
 0.0000796  0.00007961 0.00007961 0.00007961 0.00007961 0.00007961
 0.00007964 0.00007962 0.00007966 0.00007969 0.00007967 0.00007965]

PHP

class BollingerBands {
    static function lag($period = 5) {
        return $period - 1;
    }

    static function run($data, $period = 5) {
        $data = Sma::run($data, $period);

        foreach($data as $key => $row) {

            if ($key >= $period){
                $sum_tmp = 0;
                for ($i = $key - ($period); $i < $key; $i ++) {
                    $tmp      = $data[$i]['close'] - $data[$key]['val'];
                    $tmp      = pow($tmp, 2);
                    $sum_tmp += $tmp;
                }

                $sum_tmp = $sum_tmp / $period;
                $sum_tmp = sqrt($sum_tmp);

                $data[$key]['bollingerBands']['upper']  = FormatHelper::satoshi($data[$key]['val'] + (2 * $sum_tmp));
                $data[$key]['bollingerBands']['middle'] = FormatHelper::satoshi($data[$key]['val']);
                $data[$key]['bollingerBands']['lower']  = FormatHelper::satoshi($data[$key]['val'] - (2 * $sum_tmp));
            }
        }
        return $data;
    }
}

class Sma {
    static function lag($period = 5) {
        return $period - 1;
    }

    static function run($data, $period = 5) {           
        foreach($data as $key => $row){

            if ($key >= $period){
                $sum = 0;
                for ($i = $key - ($period); $i <= $key; $i ++) {
                    $sum += $data[$i]['close'];
                }

                $sma = $sum / $period;

                $data[$key]['val'] = $sma;
            }
        }
        return $data;
    }
}

PHP结果:

string(6) "XRPBTC"
Array
(
 ...
    [473] => Array
        (
            [open] => 0.00007977
            [high] => 0.00007987
            [low] => 0.00007971
            [close] => 0.00007983
            [volume] => 25.95434042
            [openTime] => 2019-03-11 05:45:00
            [closeTime] => 2019-03-11 05:59:59
            [assetVolume] => 325303.00000000
            [baseVolume] => 25.95434042
            [trades] => 449
            [assetBuyVolume] => 207496.00000000
            [takerBuyVolume] => 16.55606665
            [ignored] => 0
            [val] => 8.3725E-5
            [bollingerBands] => Array
                (
                    [upper] => 0.00009171
                    [middle] => 0.00008373
                    [lower] => 0.00007574
                )

        )

    [474] => Array
        (
            [open] => 0.00007983
            [high] => 0.00007993
            [low] => 0.00007977
            [close] => 0.00007981
            [volume] => 29.72240274
            [openTime] => 2019-03-11 06:00:00
            [closeTime] => 2019-03-11 06:14:59
            [assetVolume] => 372172.00000000
            [baseVolume] => 29.72240274
            [trades] => 614
            [assetBuyVolume] => 173119.00000000
            [takerBuyVolume] => 13.82655679
            [ignored] => 0
            [val] => 8.37235E-5
            [bollingerBands] => Array
                (
                    [upper] => 0.00009171
                    [middle] => 0.00008372
                    [lower] => 0.00007574
                )

        )

    [475] => Array
        (
            [open] => 0.00007981
            [high] => 0.00007994
            [low] => 0.00007977
            [close] => 0.00007991
            [volume] => 25.50036018
            [openTime] => 2019-03-11 06:15:00
            [closeTime] => 2019-03-11 06:29:59
            [assetVolume] => 319374.00000000
            [baseVolume] => 25.50036018
            [trades] => 473
            [assetBuyVolume] => 176827.00000000
            [takerBuyVolume] => 14.12048711
            [ignored] => 0
            [val] => 8.37285E-5
            [bollingerBands] => Array
                (
                    [upper] => 0.00009172
                    [middle] => 0.00008373
                    [lower] => 0.00007573
                )

        )

    [476] => Array
        (
            [open] => 0.00007992
            [high] => 0.00007994
            [low] => 0.00007977
            [close] => 0.00007977
            [volume] => 21.25886350
            [openTime] => 2019-03-11 06:30:00
            [closeTime] => 2019-03-11 06:44:59
            [assetVolume] => 266183.00000000
            [baseVolume] => 21.25886350
            [trades] => 444
            [assetBuyVolume] => 161738.00000000
            [takerBuyVolume] => 12.91799478
            [ignored] => 0
            [val] => 8.37275E-5
            [bollingerBands] => Array
                (
                    [upper] => 0.00009171
                    [middle] => 0.00008373
                    [lower] => 0.00007575
                )

        )

    [477] => Array
        (
            [open] => 0.00007978
            [high] => 0.00008000
            [low] => 0.00007975
            [close] => 0.00007982
            [volume] => 49.39448164
            [openTime] => 2019-03-11 06:45:00
            [closeTime] => 2019-03-11 06:59:59
            [assetVolume] => 618672.00000000
            [baseVolume] => 49.39448164
            [trades] => 919
            [assetBuyVolume] => 360535.00000000
            [takerBuyVolume] => 28.78915565
            [ignored] => 0
            [val] => 8.3728E-5
            [bollingerBands] => Array
                (
                    [upper] => 0.00009171
                    [middle] => 0.00008373
                    [lower] => 0.00007574
                )

        )

    [478] => Array
        (
            [open] => 0.00007984
            [high] => 0.00007985
            [low] => 0.00007961
            [close] => 0.00007972
            [volume] => 41.87002732
            [openTime] => 2019-03-11 07:00:00
            [closeTime] => 2019-03-11 07:14:59
            [assetVolume] => 525273.00000000
            [baseVolume] => 41.87002732
            [trades] => 751
            [assetBuyVolume] => 234434.00000000
            [takerBuyVolume] => 18.68869598
            [ignored] => 0
            [val] => 8.3723E-5
            [bollingerBands] => Array
                (
                    [upper] => 0.0000917
                    [middle] => 0.00008372
                    [lower] => 0.00007575
                )

        )

    [479] => Array
        (
            [open] => 0.00007972
            [high] => 0.00007983
            [low] => 0.00007969
            [close] => 0.00007976
            [volume] => 36.06297716
            [openTime] => 2019-03-11 07:15:00
            [closeTime] => 2019-03-11 07:29:59
            [assetVolume] => 452269.00000000
            [baseVolume] => 36.06297716
            [trades] => 632
            [assetBuyVolume] => 196876.00000000
            [takerBuyVolume] => 15.70228958
            [ignored] => 0
            [val] => 8.3721E-5
            [bollingerBands] => Array
                (
                    [upper] => 0.0000917
                    [middle] => 0.00008372
                    [lower] => 0.00007574
                )

        )

    [480] => Array
        (
            [open] => 0.00007976
            [high] => 0.00007982
            [low] => 0.00007972
            [close] => 0.00007977
            [volume] => 20.30593916
            [openTime] => 2019-03-11 07:30:00
            [closeTime] => 2019-03-11 07:44:59
            [assetVolume] => 254577.00000000
            [baseVolume] => 20.30593916
            [trades] => 491
            [assetBuyVolume] => 126142.00000000
            [takerBuyVolume] => 10.06268333
            [ignored] => 0
            [val] => 8.37265E-5
            [bollingerBands] => Array
                (
                    [upper] => 0.00009171
                    [middle] => 0.00008373
                    [lower] => 0.00007575
                )

        )

    [481] => Array
        (
            [open] => 0.00007977
            [high] => 0.00007987
            [low] => 0.00007976
            [close] => 0.00007984
            [volume] => 15.68951279
            [openTime] => 2019-03-11 07:45:00
            [closeTime] => 2019-03-11 07:59:59
            [assetVolume] => 196556.00000000
            [baseVolume] => 15.68951279
            [trades] => 395
            [assetBuyVolume] => 114078.00000000
            [takerBuyVolume] => 9.10625891
            [ignored] => 0
            [val] => 8.3737E-5
            [bollingerBands] => Array
                (
                    [upper] => 0.00009172
                    [middle] => 0.00008374
                    [lower] => 0.00007575
                )

        )

    [482] => Array
        (
            [open] => 0.00007983
            [high] => 0.00007984
            [low] => 0.00007965
            [close] => 0.00007973
            [volume] => 19.45142661
            [openTime] => 2019-03-11 08:00:00
            [closeTime] => 2019-03-11 08:14:59
            [assetVolume] => 244007.00000000
            [baseVolume] => 19.45142661
            [trades] => 379
            [assetBuyVolume] => 84822.00000000
            [takerBuyVolume] => 6.76341528
            [ignored] => 0
            [val] => 8.37515E-5
            [bollingerBands] => Array
                (
                    [upper] => 0.00009173
                    [middle] => 0.00008375
                    [lower] => 0.00007578
                )

        )

    [483] => Array
        (
            [open] => 0.00007973
            [high] => 0.00007982
            [low] => 0.00007967
            [close] => 0.00007972
            [volume] => 18.80712164
            [openTime] => 2019-03-11 08:15:00
            [closeTime] => 2019-03-11 08:29:59
            [assetVolume] => 235873.00000000
            [baseVolume] => 18.80712164
            [trades] => 412
            [assetBuyVolume] => 123262.00000000
            [takerBuyVolume] => 9.83036795
            [ignored] => 0
            [val] => 8.3759E-5
            [bollingerBands] => Array
                (
                    [upper] => 0.00009173
                    [middle] => 0.00008376
                    [lower] => 0.00007579
                )

        )

    [484] => Array
        (
            [open] => 0.00007972
            [high] => 0.00007977
            [low] => 0.00007970
            [close] => 0.00007970
            [volume] => 14.55686636
            [openTime] => 2019-03-11 08:30:00
            [closeTime] => 2019-03-11 08:44:59
            [assetVolume] => 182594.00000000
            [baseVolume] => 14.55686636
            [trades] => 366
            [assetBuyVolume] => 71567.00000000
            [takerBuyVolume] => 5.70645955
            [ignored] => 0
            [val] => 8.3767E-5
            [bollingerBands] => Array
                (
                    [upper] => 0.00009174
                    [middle] => 0.00008377
                    [lower] => 0.0000758
                )

        )

    [485] => Array
        (
            [open] => 0.00007971
            [high] => 0.00007971
            [low] => 0.00007958
            [close] => 0.00007965
            [volume] => 15.86494558
            [openTime] => 2019-03-11 08:45:00
            [closeTime] => 2019-03-11 08:59:59
            [assetVolume] => 199163.00000000
            [baseVolume] => 15.86494558
            [trades] => 468
            [assetBuyVolume] => 95842.00000000
            [takerBuyVolume] => 7.63620911
            [ignored] => 0
            [val] => 8.37625E-5
            [bollingerBands] => Array
                (
                    [upper] => 0.00009173
                    [middle] => 0.00008376
                    [lower] => 0.0000758
                )

        )

    [486] => Array
        (
            [open] => 0.00007961
            [high] => 0.00007980
            [low] => 0.00007961
            [close] => 0.00007975
            [volume] => 18.37654358
            [openTime] => 2019-03-11 09:00:00
            [closeTime] => 2019-03-11 09:14:59
            [assetVolume] => 230432.00000000
            [baseVolume] => 18.37654358
            [trades] => 422
            [assetBuyVolume] => 164739.00000000
            [takerBuyVolume] => 13.13834379
            [ignored] => 0
            [val] => 8.376E-5
            [bollingerBands] => Array
                (
                    [upper] => 0.00009174
                    [middle] => 0.00008376
                    [lower] => 0.00007578
                )

        )

    [487] => Array
        (
            [open] => 0.00007973
            [high] => 0.00007981
            [low] => 0.00007966
            [close] => 0.00007976
            [volume] => 28.43980759
            [openTime] => 2019-03-11 09:15:00
            [closeTime] => 2019-03-11 09:29:59
            [assetVolume] => 356624.00000000
            [baseVolume] => 28.43980759
            [trades] => 513
            [assetBuyVolume] => 120745.00000000
            [takerBuyVolume] => 9.62951548
            [ignored] => 0
            [val] => 8.37565E-5
            [bollingerBands] => Array
                (
                    [upper] => 0.00009173
                    [middle] => 0.00008376
                    [lower] => 0.00007578
                )

        )

    [488] => Array
        (
            [open] => 0.00007975
            [high] => 0.00007979
            [low] => 0.00007963
            [close] => 0.00007971
            [volume] => 23.46516528
            [openTime] => 2019-03-11 09:30:00
            [closeTime] => 2019-03-11 09:44:59
            [assetVolume] => 294434.00000000
            [baseVolume] => 23.46516528
            [trades] => 462
            [assetBuyVolume] => 140429.00000000
            [takerBuyVolume] => 11.19196464
            [ignored] => 0
            [val] => 8.37495E-5
            [bollingerBands] => Array
                (
                    [upper] => 0.00009172
                    [middle] => 0.00008375
                    [lower] => 0.00007578
                )

        )

    [489] => Array
        (
            [open] => 0.00007969
            [high] => 0.00008009
            [low] => 0.00007961
            [close] => 0.00007976
            [volume] => 36.70458053
            [openTime] => 2019-03-11 09:45:00
            [closeTime] => 2019-03-11 09:59:59
            [assetVolume] => 460148.00000000
            [baseVolume] => 36.70458053
            [trades] => 627
            [assetBuyVolume] => 312494.00000000
            [takerBuyVolume] => 24.93586649
            [ignored] => 0
            [val] => 8.37545E-5
            [bollingerBands] => Array
                (
                    [upper] => 0.00009173
                    [middle] => 0.00008375
                    [lower] => 0.00007578
                )

        )

    [490] => Array
        (
            [open] => 0.00007974
            [high] => 0.00007980
            [low] => 0.00007969
            [close] => 0.00007973
            [volume] => 28.98881036
            [openTime] => 2019-03-11 10:00:00
            [closeTime] => 2019-03-11 10:14:59
            [assetVolume] => 363527.00000000
            [baseVolume] => 28.98881036
            [trades] => 521
            [assetBuyVolume] => 145166.00000000
            [takerBuyVolume] => 11.57629094
            [ignored] => 0
            [val] => 8.3757E-5
            [bollingerBands] => Array
                (
                    [upper] => 0.00009173
                    [middle] => 0.00008376
                    [lower] => 0.00007578
                )

        )

    [491] => Array
        (
            [open] => 0.00007976
            [high] => 0.00007976
            [low] => 0.00007968
            [close] => 0.00007969
            [volume] => 23.69615611
            [openTime] => 2019-03-11 10:15:00
            [closeTime] => 2019-03-11 10:29:59
            [assetVolume] => 297266.00000000
            [baseVolume] => 23.69615611
            [trades] => 394
            [assetBuyVolume] => 185619.00000000
            [takerBuyVolume] => 14.79745895
            [ignored] => 0
            [val] => 8.37545E-5
            [bollingerBands] => Array
                (
                    [upper] => 0.00009172
                    [middle] => 0.00008375
                    [lower] => 0.00007578
                )

        )

    [492] => Array
        (
            [open] => 0.00007969
            [high] => 0.00007976
            [low] => 0.00007968
            [close] => 0.00007975
            [volume] => 48.72391533
            [openTime] => 2019-03-11 10:30:00
            [closeTime] => 2019-03-11 10:44:59
            [assetVolume] => 611169.00000000
            [baseVolume] => 48.72391533
            [trades] => 582
            [assetBuyVolume] => 432676.00000000
            [takerBuyVolume] => 34.49727219
            [ignored] => 0
            [val] => 8.37475E-5
            [bollingerBands] => Array
                (
                    [upper] => 0.00009172
                    [middle] => 0.00008375
                    [lower] => 0.00007577
                )

        )

    [493] => Array
        (
            [open] => 0.00007974
            [high] => 0.00007976
            [low] => 0.00007967
            [close] => 0.00007972
            [volume] => 66.07960619
            [openTime] => 2019-03-11 10:45:00
            [closeTime] => 2019-03-11 10:59:59
            [assetVolume] => 828765.00000000
            [baseVolume] => 66.07960619
            [trades] => 907
            [assetBuyVolume] => 573576.00000000
            [takerBuyVolume] => 45.73687689
            [ignored] => 0
            [val] => 8.3745E-5
            [bollingerBands] => Array
                (
                    [upper] => 0.00009172
                    [middle] => 0.00008374
                    [lower] => 0.00007577
                )

        )

    [494] => Array
        (
            [open] => 0.00007973
            [high] => 0.00008003
            [low] => 0.00007970
            [close] => 0.00008002
            [volume] => 52.95426210
            [openTime] => 2019-03-11 11:00:00
            [closeTime] => 2019-03-11 11:14:59
            [assetVolume] => 663154.00000000
            [baseVolume] => 52.95426210
            [trades] => 664
            [assetBuyVolume] => 395356.00000000
            [takerBuyVolume] => 31.56660667
            [ignored] => 0
            [val] => 8.37545E-5
            [bollingerBands] => Array
                (
                    [upper] => 0.00009176
                    [middle] => 0.00008375
                    [lower] => 0.00007575
                )

        )

    [495] => Array
        (
            [open] => 0.00008005
            [high] => 0.00008064
            [low] => 0.00008002
            [close] => 0.00008058
            [volume] => 106.52013854
            [openTime] => 2019-03-11 11:15:00
            [closeTime] => 2019-03-11 11:29:59
            [assetVolume] => 1327039.00000000
            [baseVolume] => 106.52013854
            [trades] => 1438
            [assetBuyVolume] => 598355.00000000
            [takerBuyVolume] => 48.04201257
            [ignored] => 0
            [val] => 8.3793E-5
            [bollingerBands] => Array
                (
                    [upper] => 0.00009185
                    [middle] => 0.00008379
                    [lower] => 0.00007573
                )

        )

    [496] => Array
        (
            [open] => 0.00008057
            [high] => 0.00008089
            [low] => 0.00008042
            [close] => 0.00008045
            [volume] => 102.10166676
            [openTime] => 2019-03-11 11:30:00
            [closeTime] => 2019-03-11 11:44:59
            [assetVolume] => 1265524.00000000
            [baseVolume] => 102.10166676
            [trades] => 1614
            [assetBuyVolume] => 517164.00000000
            [takerBuyVolume] => 41.72926216
            [ignored] => 0
            [val] => 8.382E-5
            [bollingerBands] => Array
                (
                    [upper] => 0.00009187
                    [middle] => 0.00008382
                    [lower] => 0.00007577
                )

        )

    [497] => Array
        (
            [open] => 0.00008045
            [high] => 0.00008045
            [low] => 0.00008003
            [close] => 0.00008023
            [volume] => 46.38883444
            [openTime] => 2019-03-11 11:45:00
            [closeTime] => 2019-03-11 11:59:59
            [assetVolume] => 578525.00000000
            [baseVolume] => 46.38883444
            [trades] => 881
            [assetBuyVolume] => 263520.00000000
            [takerBuyVolume] => 21.12153222
            [ignored] => 0
            [val] => 8.3843E-5
            [bollingerBands] => Array
                (
                    [upper] => 0.00009188
                    [middle] => 0.00008384
                    [lower] => 0.00007581
                )

        )

    [498] => Array
        (
            [open] => 0.00008016
            [high] => 0.00008021
            [low] => 0.00007989
            [close] => 0.00008004
            [volume] => 43.03050892
            [openTime] => 2019-03-11 12:00:00
            [closeTime] => 2019-03-11 12:14:59
            [assetVolume] => 537848.00000000
            [baseVolume] => 43.03050892
            [trades] => 717
            [assetBuyVolume] => 264685.00000000
            [takerBuyVolume] => 21.17610389
            [ignored] => 0
            [val] => 8.3854E-5
            [bollingerBands] => Array
                (
                    [upper] => 0.00009187
                    [middle] => 0.00008385
                    [lower] => 0.00007583
                )

        )

    [499] => Array
        (
            [open] => 0.00008003
            [high] => 0.00008013
            [low] => 0.00007992
            [close] => 0.00008002
            [volume] => 36.70682082
            [openTime] => 2019-03-11 12:15:00
            [closeTime] => 2019-03-11 12:29:59
            [assetVolume] => 458655.00000000
            [baseVolume] => 36.70682082
            [trades] => 435
            [assetBuyVolume] => 295461.00000000
            [takerBuyVolume] => 23.64634840
            [ignored] => 0
            [val] => 8.3869E-5
            [bollingerBands] => Array
                (
                    [upper] => 0.00009189
                    [middle] => 0.00008387
                    [lower] => 0.00007585
                )

        )

)

谢谢

0 个答案:

没有答案