// -10% ~ 10% 随机数 const rnd = () => 0.2 * Math.random() - 0.1 + 0.003; // 随机漫步 const randomWalk = (count) => { const ps = [1]; for (let i = 1; i < count; i++) { ps[i] = Number((ps[i - 1] * (1 + rnd())).toFixed(2)); } return ps; }; // const prices = randomWalk(500); // localStorage.setItem('rnd_prices', JSON.stringify(prices)); const prices = JSON.parse(localStorage.getItem('rnd_prices')); // 不限制交易次数一共可以交易多少次 const getInfinity = (prices) => { const bIdxs = []; const sIdxs = []; let value = 0; for (let i = 1; i < prices.length - 1; i++) { const prev = prices[i -1]; const current = prices[i]; const next = prices[i + 1]; // 买点 if (current <= prev && current < next) { bIdxs.push(i); value -= current; } // 卖点 if(current > prev && current >= next) { sIdxs.push(i); value += current; } } // 如果第一笔是卖将第一个数据作为买点 if (sIdxs[0] < bIdxs[0]) { bIdxs.unshift(0); value -= prices[0]; } // 如果最后一笔是买，将最后一个数据作为卖点 if (bIdxs[bIdxs.length - 1] > sIdxs[sIdxs.length - 1]) { sIdxs.push(prices.length - 1); value += prices[prices.length - 1]; } return {bIdxs, sIdxs, value}; }; const dropMinTrade = (prices, {bIdxs, sIdxs, value}) => { let minBIndex = 0; let minSIndex = 0; let minValue = prices[sIdxs[0]] - prices[bIdxs[0]]; for (let i = 1; i < bIdxs.length; i++) { const v = prices[sIdxs[i]] - prices[bIdxs[i]]; const p = prices[sIdxs[i - 1]] - prices[bIdxs[i]]; if (v < minValue) { minBIndex = i; minSIndex = i; minValue = v; } if (p < minValue) { minBIndex = i; minSIndex = i - 1; minValue = p; } } bIdxs.splice(minBIndex, 1); sIdxs.splice(minSIndex, 1); value = value - minValue; return {bIdxs, sIdxs, value}; }; // 另一种算法 const getKMax = (arr, k) => { let inf = getInfinity(arr); if (k >= inf.bIdxs.length) { return inf; } while(inf.bIdxs.length > k) { inf = dropMinTrade(arr, inf); } return inf; }; // 限制交易k次最大的收益 const getDPKMax = (arr, k) => { const {bIdxs, sIdxs, value} = getInfinity(arr); if (k >= bIdxs.length) { return {bIdxs, sIdxs, value}; } const len = arr.length; const dk = k * 2; const tb = []; const tbIdxs = []; for (let j = 0; j <= dk; j++) { tb[j] = Array(len + 1 - j).fill(0); tbIdxs[j] = Array(len + 1 - j).fill(0); } for (let j = 1; j <= dk; j++) { const sign = j % 2 === 0 ? -1 : 1; for (let i = len -1 -j; i >= 0; i--) { if (tb[j - 1][i + 1] + sign * arr[i] > tb[j][i + 1]) { tb[j][i] = tb[j - 1][i + 1] + sign * arr[i]; tbIdxs[j][i] = tbIdxs[j - 1][i + 1] + ',' + i; } else { tb[j][i] = tb[j][i + 1]; tbIdxs[j][i] = tbIdxs[j][i + 1]; } } } const maxValue = tb[dk][0]; const idxs = tbIdxs[dk][0].split(',').slice(1).map(Number).reverse(); return { value: maxValue, bIdxs: idxs.filter((_,i) => i % 2 === 0), sIdxs: idxs.filter((_,i) => i % 2 === 1) }; }; const dataSet = prices.map((v, index) => [index, v]); // 上证日线数据 const shDataUrl = 'https://money.finance.sina.com.cn/quotes_service/api/json_v2.php/CN_MarketData.getKLineData?symbol=sh000001&scale=240&ma=no&datalen=8000'; // fetch(shDataUrl,{ // method: 'GET', // mode: 'cors', // }).then(res => { // console.log(res, res.json()) // return res.json(); // }).then(json => { // console.log('...gggg...', json); // }).catch(err => { // console.log('...err..', err); // }); // console.time('....ggggg...'); const { bIdxs, sIdxs } = getKMax(prices, 6); // console.timeEnd('....ggggg...'); const markPoints = []; bIdxs.forEach(v => { markPoints.push({ name : '买点', coord: [v, dataSet[v][1]], symbolOffset: [0, 10], itemStyle: { color:'red', }, }); }); sIdxs.forEach(v => { markPoints.push({ name : '卖点', coord: [v, dataSet[v][1]], symbolOffset: [0, -10], itemStyle: { color:'yellowgreen', }, }); }); option = { backgroundColor: '#080b30', title: { text: 'quan-infinity', textStyle: { color: '#fff', }, }, tooltip: { trigger: 'axis', formatter: params => { const item = params[0]; return item.marker + item.data[0] + ', ' + item.data[1]; } }, grid: { left: 64, right: 16, bottom: 80, }, toolbox: { feature: { dataZoom: { yAxisIndex: 'none' }, restore: {}, saveAsImage: {} } }, xAxis: { axisLine: { show: true, lineStyle: { color: 'rgba(255,255,255,0.3)' } }, axisTick: { show: false, }, splitLine: { show: false, }, }, yAxis: { axisLine: { show: false, }, axisTick: { show: false, }, axisLabel: { color: 'rgba(255,255,255,0.3)', }, splitLine: { show: true, lineStyle: { color: 'rgba(255,255,255,0.3)' } }, }, dataZoom: [ { type: 'inside', start: 0, end: 1000 }, { start: 0, end: 1000, handleIcon: 'M10.7,11.9v-1.3H9.3v1.3c-4.9,0.3-8.8,4.4-8.8,9.4c0,5,3.9,9.1,8.8,9.4v1.3h1.3v-1.3c4.9-0.3,8.8-4.4,8.8-9.4C19.5,16.3,15.6,12.2,10.7,11.9z M13.3,24.4H6.7V23h6.6V24.4z M13.3,19.6H6.7v-1.4h6.6V19.6z', handleSize: '80%', handleStyle: { color: '#fff', shadowBlur: 3, shadowColor: 'rgba(0, 0, 0, 0.6)', shadowOffsetX: 2, shadowOffsetY: 2 } } ], series: [{ type: 'line', lineStyle: { color: "#6c50f3", }, markPoint : { symbol: 'circle', symbolSize: 10, data : markPoints, }, data: dataSet, }], };

quan-画线算法