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59 lines
2.1 KiB
59 lines
2.1 KiB
function generateDailyPacket(stock_code, startDate, days, basePrice) {
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const data = [];
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let prevClose = Number(basePrice);
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const toStrDate = (dateVal) => (typeof dateVal === 'number' ? String(dateVal) : dateVal);
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const addDays = (yyyymmdd, delta) => {
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const y = parseInt(yyyymmdd.slice(0, 4), 10);
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const m = parseInt(yyyymmdd.slice(4, 6), 10) - 1;
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const d = parseInt(yyyymmdd.slice(6, 8), 10);
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const dt = new Date(y, m, d);
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dt.setDate(dt.getDate() + delta);
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const yyyy = dt.getFullYear();
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const mm = String(dt.getMonth() + 1).padStart(2, '0');
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const dd = String(dt.getDate()).padStart(2, '0');
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return `${yyyy}${mm}${dd}`;
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};
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const randDrift = () => (Math.random() - 0.5) * 0.02; // 每日 ±1% 漂移
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const spread = 0.00050; // 买卖点差（可按需要调整）
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let date = toStrDate(startDate);
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for (let i = 0; i < days; i++) {
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const open = +(prevClose * (1 + randDrift())).toFixed(5);
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const close = +(open * (1 + randDrift())).toFixed(5);
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const highRaw = Math.max(open, close) * (1 + Math.random() * 0.01);
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const lowRaw = Math.min(open, close) * (1 - Math.random() * 0.01);
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const high = +highRaw.toFixed(5);
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const low = +lowRaw.toFixed(5);
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const tick_qty = Math.floor(1000 + Math.random() * 5000); // 成交量
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const amount = +(close * tick_qty).toFixed(2); // 成交额
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const item = {
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ts_code: stock_code,
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trade_date: date,
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bid_open: open,
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bid_high: high,
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bid_low: low,
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bid_close: close,
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ask_open: +(open + spread).toFixed(5),
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ask_high: +(high + spread).toFixed(5),
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ask_low: +(low + spread).toFixed(5),
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ask_close: +(close + spread).toFixed(5),
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tick_qty,
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amount,
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};
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data.push(item);
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prevClose = close;
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date = addDays(date, 1);
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}
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return { stock_code, data };
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}
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// ... existing code ...
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export const dailyDataPackets = {
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// 如已存在同名键，可合并或覆盖
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'GBPAUD.FXCM': generateDailyPacket('GBPAUD.FXCM', '20240101', 3000, 2.03893),
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'EURUSD.FXCM': generateDailyPacket('EURUSD.FXCM', '20240101', 3000, 1.08350),
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// 可按需继续添加更多代码
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};
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