Я кодирую полосы Боллинджера в PHP, но у меня есть некоторые важные различия с обменом Binance.
В Python я сделал тест, и я получил значения, аналогичные Binance, хотя они не совпадают.
Что мне нужно, так это уметь обнаруживать, что не так в алгоритме PHP, может кто-нибудь помочь мне, пожалуйста?
ПИТОН:
upper, middle, lower = ta.BBANDS(x,20,2,2,MA_Type.TEMA)
РЕЗУЛЬТАТ:
[ 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 РЕЗУЛЬТАТ:
string(6) "XRPBTC"
Array
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...
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[trades] => 449
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[takerBuyVolume] => 16.55606665
[ignored] => 0
[val] => 8.3725E-5
[bollingerBands] => Array
(
[upper] => 0.00009171
[middle] => 0.00008373
[lower] => 0.00007574
)
)
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[closeTime] => 2019-03-11 06:14:59
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[ignored] => 0
[val] => 8.37235E-5
[bollingerBands] => Array
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[middle] => 0.00008372
[lower] => 0.00007574
)
)
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)
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[bollingerBands] => Array
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)
)
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)
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)
)
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)
)
[480] => Array
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)
)
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(
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[lower] => 0.00007575
)
)
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)
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)
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)
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)
)
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(
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(
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)
)
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[bollingerBands] => Array
(
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)
)
)
Спасибо